<PAGE>
                                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, 2001 
                                             

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, 2001
-------------------------------    ------------------------  -----------------
(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).)


     


<PAGE>

                             FORM 13F SUMMARY PAGE

REPORT SUMMARY:


Number of Other Included Managers:  8



Form 13F Information Table Entry Total: 6,740



Form 13F Information Table Value Total: $18,886,600 (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                  HSB GROUP, INC.

5         28-609                   AMERICAN GENERAL CORPORATION

6         28-1213                  AGC LIFE INSURANCE COMPANY
     
7         28-612                   AMERICAN GENERAL LIFE INSURANCE COMPANY

8         28-87                    THE VARIABLE ANNUITY LIFE INSURANCE COMPANY


<PAGE>
File Number 28-219 (Consolidated)
As of 9/30/01




<TABLE>
<CAPTION>

                     TITLE        CUSIP        VALUE       SHRS OR SH/  PUT/  INVSTMT     OTHR                   VOTING AUTHORITY
NAME OF ISSUER       CLASS                    (X$1000)     PRN AMT PRN  CALL  DSCRETN     MGRS         SOLE      SHARED     NONE
--------------------------------------------------------------------------------------------------------------------------------
<S>                  <C>         <C>           <C>      <C>             <C>   <C>        <C>      <C>          <C>          <C>
1 800 FLOWERS COM    CL A        68243Q106        102         8425 SH         DEFINED    6, 7, 8     8425
1 800 FLOWERS COM    CL A        68243Q106          3          233 SH         DEFINED       5         233
1-800 CONTACTS INC   COM         681977104         24         1923 SH         DEFINED    6, 7, 8     1923
1-800 CONTACTS INC   COM         681977104          2          191 SH         DEFINED       5         191
1ST SOURCE CORP      COM         336901103         87         4069 SH         DEFINED    6, 7, 8     4069
1ST SOURCE CORP      COM         336901103          8          364 SH         DEFINED       5         364
21ST CENTURY
INSURANCE COMPANY    EQUITY      90130N103     940643   53,445,620 SH         DEFINED       1                  53,445,620
3COM CORP            COM         885535104       1497       399270 SH         DEFINED    6, 7, 8   399270
3-D SYS CORP DEL     COM NEW     88554D205         35         2275 SH         DEFINED    6, 7, 8     2275
3-D SYS CORP DEL     COM NEW     88554D205          4          226 SH         DEFINED       5         226
3-DIMENSIONAL
PHARMACEUTICALS      COM         88554W104         12         1746 SH         DEFINED    6, 7, 8     1746
3-DIMENSIONAL
PHARMACEUTICALS      COM         88554W104          1          172 SH         DEFINED       5         172
3DO CO               COM         88553W105         19         9470 SH         DEFINED    6, 7, 8     9470
3DO CO               COM         88553W105          2          927 SH         DEFINED       5         927
3TEC ENERGY CORP     COM NEW     88575R308         61         4277 SH         DEFINED    6, 7, 8     4277
3TEC ENERGY CORP     COM NEW     88575R308          5          383 SH         DEFINED       5         383
4 KIDS ENTMT INC     COM         350865101         47         2361 SH         DEFINED    6, 7, 8     2361
4 KIDS ENTMT INC     COM         350865101          5          234 SH         DEFINED       5         234
7-ELEVEN INC         COM NEW     817826209         65         6769 SH         DEFINED    6, 7, 8     6769
7-ELEVEN INC         COM NEW     817826209          6          652 SH         DEFINED       5         652
99 CENTS ONLY
STORES               COM         65440K106        246         7610 SH         DEFINED    6, 7, 8     7610
99 CENTS ONLY
STORES               COM         65440K106         23          725 SH         DEFINED       5         725
99 CENTS ONLY
STORES COM           EQUITY      65440K106      38666      1195255 SH         Sole          3     1174858                    20397
A D C
TELECOMMUNICATIONS   COM         000886101       1215       348190 SH         DEFINED    6, 7, 8   348190
A D C
TELECOMMUNICATIONS   COM         000886101          8         2330 SH         DEFINED       5        2330
AAIPHARMA INC        COM         00252W104         48         2781 SH         DEFINED    6, 7, 8     2781
AAIPHARMA INC        COM         00252W104          5          276 SH         DEFINED       5         276
AAR CORP             COM         000361105         60         7551 SH         DEFINED    6, 7, 8     7551
AAR CORP             COM         000361105          5          676 SH         DEFINED       5         676
AARON RENTS INC      COM         002535201         67         4328 SH         DEFINED    6, 7, 8     4328
AARON RENTS INC      COM         002535201          6          390 SH         DEFINED       5         390
ABBOTT LABORATORIES  EQUITY      002824100      21321      411,210 SH         DEFINED       1                     411,210
</TABLE>


<PAGE>

<TABLE>
<CAPTION>

                     TITLE        CUSIP        VALUE       SHRS OR SH/  PUT/  INVSTMT     OTHR                   VOTING AUTHORITY
NAME OF ISSUER       CLASS                    (X$1000)     PRN AMT PRN  CALL  DSCRETN     MGRS         SOLE      SHARED     NONE
--------------------------------------------------------------------------------------------------------------------------------
<S>                  <C>         <C>           <C>      <C>             <C>   <C>        <C>      <C>          <C>          <C>
Abbott Labs          EQUITY      002824100       4667       90,000 SH         DEFINED       4                      90,000
ABBOTT LABS          COM         002824100      41598       802280 SH         DEFINED    6, 7, 8   802280
ABBOTT LABS          COM         002824100        347         6690 SH         DEFINED       5        6690
ABBOTT LABS          EQUITY      002824100      33915       644690 SH         DEFINED       2                      644690
ABERCROMBIE
& FITCH CO           CL A        002896207       2042       116100 SH         DEFINED    6, 7, 8   116100
ABERCROMBIE
AND FITCH CO         EQUITY      002896207       1994       109800 SH         DEFINED       2                      109800
ABGENIX INC          COM         00339B107        300        13195 SH         DEFINED    6, 7, 8    13195
ABGENIX INC          EQUITY      00339B107       1820        50000 SH         DEFINED       2                       50000
ABIOMED INC          COM         003654100         71         4083 SH         DEFINED    6, 7, 8     4083
ABIOMED INC          COM         003654100          7          405 SH         DEFINED       5         405
ABM INDS INC         COM         000957100        137         5300 SH         DEFINED    6, 7, 8     5300
ABM INDS INC         COM         000957100         13          495 SH         DEFINED       5         495
ACACIA RESH CORP     COM         003881109         46         5029 SH         DEFINED    6, 7, 8     5029
ACACIA RESH CORP     COM         003881109          5          499 SH         DEFINED       5         499
ACADIA RLTY TR       COM
                     SH BEN
                     INT         004239109         38         5906 SH         DEFINED    6, 7, 8     5906
ACADIA RLTY TR       COM SH
                     BEN INT     004239109          3          529 SH         DEFINED       5         529
ACCLAIM ENTMT INC    COM PAR
                     $0.02       004325205         34        12668 SH         DEFINED    6, 7, 8    12668
ACCLAIM ENTMT INC    COM PAR
                     $0.02       004325205          3         1203 SH         DEFINED       5        1203
ACCREDO
HEALTH INC           COM         00437V104        447        12279 SH         DEFINED    6, 7, 8    12279
ACCREDO
HEALTH INC           COM         00437V104         25          698 SH         DEFINED       5         698
ACCREDO
HEALTH INC           EQUITY      00437V104       2046        28500 SH         DEFINED       2                       28500
ACCREDO
HEALTH
INC COM              EQUITY      00437V104      67418      1852150 SH         Sole          3     1824100                    28050
ACE LTD              ORD         G0070K103         71         2450 SH         DEFINED    6, 7, 8     2450
ACE LTD              EQUITY      G0070K103        488        18300 SH         DEFINED       2                       18300
ACKERLEY
GROUP INC            COM         004527107         46         4260 SH         DEFINED    6, 7, 8     4260
ACKERLEY
GROUP INC            COM         004527107          5          423 SH         DEFINED       5         423
ACLARA
BIOSCIENCES INC      COM         00461P106         57        10166 SH         DEFINED    6, 7, 8    10166
ACLARA
BIOSCIENCES INC      COM         00461P106          6         1003 SH         DEFINED       5        1003
ACT MFG INC          COM         000973107         14         3054 SH         DEFINED    6, 7, 8     3054
ACT MFG INC          COM         000973107          1          286 SH         DEFINED       5         286
ACTEL CORP           COM         004934105        289        16252 SH         DEFINED    6, 7, 8    16252
ACTEL CORP           COM         004934105         11          629 SH         DEFINED       5         629
ACTION
PERFORMANCE
COS INC              COM         004933107         74         4075 SH         DEFINED    6, 7, 8     4075
ACTION
PERFORMANCE
COS INC              COM         004933107          7          384 SH         DEFINED       5         384
ACTIVE
POWER INC            COM         00504W100         47         9295 SH         DEFINED    6, 7, 8     9295
ACTIVE
POWER INC            COM         00504W100          4          879 SH         DEFINED       5         879
ACTIVISION
INC NEW              COM NEW     004930202        221         8104 SH         DEFINED    6, 7, 8     8104
ACTIVISION
INC NEW              COM NEW     004930202         16          596 SH         DEFINED       5         596
ACTRADE FINL
TECHNOLOGIES LTD     COM         00507P102         35         1904 SH         DEFINED    6, 7, 8     1904
ACTRADE FINL
TECHNOLOGIES LTD     COM         00507P102          3          189 SH         DEFINED       5         189
ACTUATE CORP         COM         00508B102         49        11768 SH         DEFINED    6, 7, 8    11768
ACTUATE CORP         COM         00508B102          5         1168 SH         DEFINED       5        1168
ACTV INC             COM         00088E104         24        11567 SH         DEFINED    6, 7, 8    11567
</TABLE>


<PAGE>

<TABLE>
<CAPTION>

                     TITLE        CUSIP        VALUE      SHRS OR SH/   PUT/  INVSTMT     OTHR                   VOTING AUTHORITY
NAME OF ISSUER       CLASS                    (X$1000)     PRN AMT PRN  CALL  DSCRETN     MGRS         SOLE      SHARED     NONE
--------------------------------------------------------------------------------------------------------------------------------
<S>                  <C>         <C>           <C>      <C>             <C>   <C>        <C>       <C>         <C>          <C>
ACTV INC             COM         00088E104          2         1148 SH         DEFINED       5        1148
ACXIOM CORP          COM         005125109        982       104500 SH         DEFINED    6, 7, 8   104500
ADAPTEC INC          COM         00651F108        242        30733 SH         DEFINED    6, 7, 8    30733
ADAPTEC INC          COM         00651F108         21         2694 SH         DEFINED       5        2694
ADC
TELECOMMUNICATIONS   EQUITY      000886101         46       13,100 SH         DEFINED       1                      13,100
ADE CORP MASS        COM         00089C107         24         2581 SH         DEFINED    6, 7, 8     2581
ADE CORP MASS        COM         00089C107          2          256 SH         DEFINED       5         256
ADELPHIA BUSINESS
SOLUTIONS            CL A        006847107          9         8741 SH         DEFINED    6, 7, 8     8741
ADELPHIA BUSINESS
SOLUTIONS            CL A        006847107          1          783 SH         DEFINED       5         783
ADELPHIA
COMMUNICATIONS CORP  CL A        006848105         66         2980 SH         DEFINED    6, 7, 8     2980
ADELPHIA
COMMUNICATIONS CORP  EQUITY      006848105       1483        66600 SH         DEFINED       2                       66600
ADMINISTAFF INC      COM         007094105        239         9191 SH         DEFINED    6, 7, 8     9191
ADMINISTAFF INC      COM         007094105         16          604 SH         DEFINED       5         604
ADOBE SYS INC        COM         00724F101       3345       139480 SH         DEFINED    6, 7, 8   139480
ADOBE SYS INC        COM         00724F101         22          910 SH         DEFINED       5         910
Adobe Systems        EQUITY      00724F101       1079       45,000 SH         DEFINED       4                      45,000
ADOBE SYSTEMS INC    EQUITY      00724F101         96        4,000 SH         DEFINED       1                       4,000
ADOLOR CORP          COM         00724X102        208        12279 SH         DEFINED    6, 7, 8    12279
ADOLOR CORP          COM         00724X102         14          847 SH         DEFINED       5         847
Adolph Coors         EQUITY      217016104       1125       25,000 SH         DEFINED       4                      25,000
ADTRAN INC           COM         00738A106       1008        52778 SH         DEFINED    6, 7, 8    52778
ADTRAN INC           COM         00738A106         11          595 SH         DEFINED       5         595
ADVANCED DIGITAL
INFORMATION          COM         007525108        152        14746 SH         DEFINED    6, 7, 8    14746
ADVANCED DIGITAL
INFORMATION          COM         007525108         15         1413 SH         DEFINED       5        1413
ADVANCED ENERGY INDS COM         007973100         87         5237 SH         DEFINED    6, 7, 8     5237
ADVANCED ENERGY INDS COM         007973100          9          520 SH         DEFINED       5         520
ADVANCED FIBRE
COMMUNICATIONS       COM         00754A105       1653       113160 SH         DEFINED    6, 7, 8   113160
ADVANCED MARKETING
SVCS INC             COM         00753T105         54         3517 SH         DEFINED    6, 7, 8     3517
ADVANCED MARKETING
SVCS INC             COM         00753T105          5          349 SH         DEFINED       5         349
ADVANCED MICRO
DEVICES              EQUITY      007903107         46        5,700 SH         DEFINED       1                       5,700
ADVANCED MICRO
DEVICES INC          COM         007903107       1782       218630 SH         DEFINED    6, 7, 8   218630
ADVANCED MICRO
DEVICES INC          COM         007903107         17         2070 SH         DEFINED       5        2070
ADVANCED
NEUROMODULATION SYS  COM         00757T101         39         1900 SH         DEFINED    6, 7, 8     1900
ADVANCED
NEUROMODULATION SYS  COM         00757T101          4          189 SH         DEFINED       5         189
ADVANCED TISSUE
SCIENCES INC         COM         00755F103         65        18211 SH         DEFINED    6, 7, 8    18211
ADVANCED TISSUE
SCIENCES INC         COM         00755F103          6         1807 SH         DEFINED       5        1807
ADVANCEPCS           EQUITY      00790K109       6279       147200 SH         DEFINED       2                      147200
ADVANTA CORP         CL A        007942105         66         7002 SH         DEFINED    6, 7, 8     7002
ADVANTA CORP         CL A        007942105          6          627 SH         DEFINED       5         627
ADVENT SOFTWARE INC  COM         007974108       1472        39100 SH         DEFINED    6, 7, 8    39100
ADVENT SOFTWARE
INC COM              EQUITY      007974108       3577        95000 SH         Sole          3       93300                     1700
ADVO INC             COM         007585102        481        14158 SH         DEFINED    6, 7, 8    14158
ADVO INC             COM         007585102         17          509 SH         DEFINED       5         509
</TABLE>


<PAGE>

<TABLE>
<CAPTION>

                     TITLE        CUSIP        VALUE      SHRS OR SH/   PUT/  INVSTMT     OTHR                   VOTING AUTHORITY
NAME OF ISSUER       CLASS                    (X$1000)     PRN AMT PRN  CALL  DSCRETN     MGRS         SOLE      SHARED     NONE
--------------------------------------------------------------------------------------------------------------------------------
<S>                  <C>         <C>           <C>      <C>             <C>   <C>        <C>       <C>         <C>          <C>
AEP INDS INC         COM         001031103         11          445 SH         DEFINED    6, 7, 8      445
AEP INDS INC         COM         001031103          1           44 SH         DEFINED       5          44
AEROFLEX INC         COM         007768104        186        16907 SH         DEFINED    6, 7, 8    16907
AEROFLEX INC         COM         007768104         18         1678 SH         DEFINED       5        1678
AES CORP             EQUITY      00130H105        177       13,800 SH         DEFINED       1                      13,800
AES CORP             COM         00130H105       2884       224990 SH         DEFINED    6, 7, 8   224990
AES CORP             COM         00130H105         20         1590 SH         DEFINED       5        1590
AETHER SYS INC       COM         00808V105        180        28681 SH         DEFINED    6, 7, 8    28681
AETHER SYS INC       COM         00808V105          4          615 SH         DEFINED       5         615
Aetna                CORPBOND    00817YAB4       4999    5,000,000  PRN       DEFINED       4                   5,000,000
AETNA CORP (NEW)     EQUITY      00817Y108         69        2,400 SH         DEFINED       1                       2,400
AETNA INC            EQUITY      008117103         88         3050 SH         DEFINED       2                        3050
AETNA INC NEW        COM         00817Y108       1740        60240 SH         DEFINED    6, 7, 8    60240
AETNA INC NEW        COM         00817Y108         12          420 SH         DEFINED       5         420
AFC ENTERPRISES
INC                  COM         00104Q107        259        12716 SH         DEFINED    6, 7, 8    12716
AFC ENTERPRISES
INC                  COM         00104Q107          5          264 SH         DEFINED       5         264
AFFILIATED
COMPUTER CL A        EQUITY      008190100      70404       864810 SH         Sole          3      828510                    36300
AFFILIATED
COMPUTER SERVICES    CL A        008190100       4795        58900 SH         DEFINED    6, 7, 8    58900
AFFILIATED
COMPUTER SVCS INC    EQUITY      008190100       4597        50050 SH         DEFINED       2                       50050
AFFILIATED
MANAGERS CORP        EQUITY      008252108      27076       476600 SH         Sole          3      468400                     8200
AFFILIATED
MANAGERS GROUP       COM         008252108        358         6308 SH         DEFINED    6, 7, 8     6308
AFFILIATED
MANAGERS GROUP       COM         008252108         34          602 SH         DEFINED       5         602
AFLAC INC            COM         001055102      10430       386280 SH         DEFINED    6, 7, 8   386280
AFLAC INC            COM         001055102         59         2190 SH         DEFINED       5        2190
AFLAC INC.           EQUITY      001055102        235        8,700 SH         DEFINED       1                       8,700
AGCO CORP            COM         001084102        937       103557 SH         DEFINED    6, 7, 8   103557
AGCO CORP            COM         001084102         16         1793 SH         DEFINED       5        1793
AGILE SOFTWARE
CORP DEL             COM         00846X105        163        17889 SH         DEFINED    6, 7, 8    17889
AGILE SOFTWARE
CORP DEL             COM         00846X105          8          848 SH         DEFINED       5         848
AGILENT
TECHNOLOGIES INC     EQUITY      00846U101        148        7,588 SH         DEFINED       1                       7,588
AGILENT
TECHNOLOGIES INC     COM         00846U101       4387       224379 SH         DEFINED    6, 7, 8   224379
AGILENT
TECHNOLOGIES INC     COM         00846U101         35         1783 SH         DEFINED       5        1783
AGL Cap Trust        CORPBOND    001196AC8        931    1,000,000  PRN       DEFINED       4                   1,000,000
AGL RES INC          EQUITY      001204106       1815       90,900 SH         DEFINED       1                      90,900
AGL RES INC          COM         001204106       2228       111557 SH         DEFINED    6, 7, 8   111557
AGL RES INC          COM         001204106         42         2121 SH         DEFINED       5        2121
Ahmanson Cap
Trust I              CORPBOND    008682AA4       3474    3,700,000  PRN       DEFINED       4                   3,700,000
AIR PRODS
& CHEMS INC          COM         009158106       4391       113810 SH         DEFINED    6, 7, 8   113810
AIR PRODS
& CHEMS INC          COM         009158106         26          680 SH         DEFINED       5         680
AIR PRODUCTS         EQUITY      009158106        147        3,800 SH         DEFINED       1                       3,800
AIRBORNE INC         COM         009269101        682        71420 SH         DEFINED    6, 7, 8    71420
AIRBORNE INC         COM         009269101         12         1304 SH         DEFINED       5        1304
AIRGAS INC           COM         009363102       1286        96947 SH         DEFINED    6, 7, 8    96947
</TABLE>


<PAGE>

<TABLE>
<CAPTION>

                     TITLE        CUSIP        VALUE      SHRS OR SH/   PUT/  INVSTMT     OTHR                   VOTING AUTHORITY
NAME OF ISSUER       CLASS                    (X$1000)     PRN AMT PRN  CALL  DSCRETN     MGRS         SOLE      SHARED     NONE
--------------------------------------------------------------------------------------------------------------------------------
<S>                  <C>         <C>           <C>      <C>             <C>   <C>        <C>       <C>         <C>          <C>
AIRGAS INC           COM         009363102         21         1570 SH         DEFINED       5        1570
AIRGATE PCS INC      COM         009367103        146         3287 SH         DEFINED    6, 7, 8     3287
AIRGATE PCS INC      COM         009367103         14          326 SH         DEFINED       5         326
AIRTRAN HLDGS INC    COM         00949P108         73        17101 SH         DEFINED    6, 7, 8    17101
AIRTRAN HLDGS INC    COM         00949P108          7         1649 SH         DEFINED       5        1649
AK STL HLDG CORP     COM         001547108       1267       149900 SH         DEFINED    6, 7, 8   149900
AKAMAI
TECHNOLOGIES INC     COM         00971T101         60        20487 SH         DEFINED    6, 7, 8    20487
AKAMAI
TECHNOLOGIES INC     COM         00971T101          6         1940 SH         DEFINED       5        1940
AKSYS LTD            COM         010196103         25         4894 SH         DEFINED    6, 7, 8     4894
AKSYS LTD            COM         010196103          2          486 SH         DEFINED       5         486
AKZO NOBEL NV        SPONSORED
                     ADR         010199305        171         4200 SH         DEFINED    6, 7, 8     4200
ALABAMA NATL
BANCORP DELA         COM         010317105         93         2829 SH         DEFINED    6, 7, 8     2829
ALABAMA NATL
BANCORP DELA         COM         010317105          8          255 SH         DEFINED       5         255
ALAMOSA
HLDGS INC            COM         011589108        284        20541 SH         DEFINED    6, 7, 8    20541
ALAMOSA
HLDGS INC            COM         011589108         26         1878 SH         DEFINED       5        1878
ALASKA AIR
GROUP INC            COM         011659109        895        44823 SH         DEFINED    6, 7, 8    44823
ALASKA AIR
GROUP INC            COM         011659109         14          715 SH         DEFINED       5         715
ALASKA
COMMUNICATIONS
SYS GRP              COM         01167P101         22         2888 SH         DEFINED    6, 7, 8     2888
ALASKA COMMUNICATIONS
SYS GRP              COM         01167P101          2          259 SH         DEFINED       5         259
ALBANY INTL CORP     CL A        012348108        614        41012 SH         DEFINED    6, 7, 8    41012
ALBANY INTL CORP     CL A        012348108          7          436 SH         DEFINED       5         436
ALBANY MOLECULAR
RESH INC             COM         012423109        211         8504 SH         DEFINED    6, 7, 8     8504
ALBANY MOLECULAR
RESH INC             COM         012423109         15          592 SH         DEFINED       5         592
ALBEMARLE CORP       COM         012653101       1347        71259 SH         DEFINED    6, 7, 8    71259
ALBEMARLE CORP       COM         012653101         13          683 SH         DEFINED       5         683
ALBERTO CULVER CO    CL B CONV   013068101        932        23969 SH         DEFINED    6, 7, 8    23969
ALBERTO CULVER CO    CL A        013068200        251         7600 SH         DEFINED    6, 7, 8     7600
ALBERTO CULVER CO    CL B CONV   013068101          7          170 SH         DEFINED       5         170
ALBERTO-CULVER CO    EQUITY      013068101         35          900 SH         DEFINED       1                         900
ALBERTSONS INC       COM         013104104       5458       171200 SH         DEFINED    6, 7, 8   171200
ALBERTSONS INC       COM         013104104         39         1210 SH         DEFINED       5        1210
ALBERTSON'S INC      EQUITY      013104104        215        6,731 SH         DEFINED       1                       6,731
ALBERTSONS INC       EQUITY      013104104       6532       204902 SH         DEFINED       2                      204902
ALCAN INC            EQUITY      013716105        159        5,300 SH         DEFINED       1                       5,300
ALCAN INC            COM         013716105       4216       140530 SH         DEFINED    6, 7, 8   140530
ALCAN INC            COM         013716105         29          950 SH         DEFINED       5         950
ALCOA INC            COM         013817101      12566       405240 SH         DEFINED    6, 7, 8   405240
ALCOA INC            COM         013817101         80         2570 SH         DEFINED       5        2570
ALCOA INC            EQUITY      013817101      12075       386200 SH         DEFINED       2                      386200
ALCOA INC.           EQUITY      013817101        445       14,344 SH         DEFINED       1                      14,344
ALEXANDER &
BALDWIN INC          COM         014482103       1408        60132 SH         DEFINED    6, 7, 8    60132
ALEXANDER &
BALDWIN INC          COM         014482103         26         1100 SH         DEFINED       5        1100
ALEXANDERS INC       COM         014752109         29          479 SH         DEFINED    6, 7, 8      479
</TABLE>


<PAGE>

<TABLE>
<CAPTION>

                     TITLE        CUSIP        VALUE      SHRS OR SH/   PUT/  INVSTMT     OTHR                   VOTING AUTHORITY
NAME OF ISSUER       CLASS                    (X$1000)     PRN AMT PRN  CALL  DSCRETN     MGRS         SOLE      SHARED     NONE
--------------------------------------------------------------------------------------------------------------------------------
<S>                  <C>         <C>           <C>      <C>             <C>   <C>        <C>       <C>         <C>          <C>
ALEXANDERS INC       COM         014752109          3           48 SH         DEFINED       5          48
ALEXANDRIA REAL
ESTATE EQ INC        COM         015271109        177         4498 SH         DEFINED    6, 7, 8     4498
ALEXANDRIA REAL
ESTATE EQ INC        COM         015271109         16          416 SH         DEFINED       5         416
ALEXION
PHARMACEUTICALS
INC                  COM         015351109         77         4515 SH         DEFINED    6, 7, 8     4515
ALEXION
PHARMACEUTICALS
INC                  COM         015351109          8          448 SH         DEFINED       5         448
ALFA CORP            COM         015385107        272        12300 SH         DEFINED    6, 7, 8    12300
ALFA CORP            COM         015385107         23         1061 SH         DEFINED       5        1061
ALICO INC            COM         016230104         28         1089 SH         DEFINED    6, 7, 8     1089
ALICO INC            COM         016230104          2           98 SH         DEFINED       5          98
ALIGN
TECHNOLOGY
INC                  COM         016255101          6         2880 SH         DEFINED    6, 7, 8     2880
ALIGN TECHNOLOGY
INC                  COM         016255101          1          281 SH         DEFINED       5         281
ALLEGHENY ENERGY
INC                  EQUITY      017361106        334        9,100 SH         DEFINED       1                       9,100
ALLEGHENY ENERGY
INC                  COM         017361106       2362        64360 SH         DEFINED    6, 7, 8    64360
ALLEGHENY ENERGY
INC                  COM         017361106         14          370 SH         DEFINED       5         370
ALLEGHENY
TECHNOLOGIES INC     EQUITY      01741R102       7942      595,783 SH         DEFINED       1                     595,783
ALLEGHENY
TECHNOLOGIES INC     COM         01741R102        452        33910 SH         DEFINED    6, 7, 8    33910
ALLEGHENY
TECHNOLOGIES INC     COM         01741R102          3          240 SH         DEFINED       5         240
ALLEN TELECOM INC    COM         018091108         70         7998 SH         DEFINED    6, 7, 8     7998
ALLEN TELECOM INC    COM         018091108          6          716 SH         DEFINED       5         716
ALLERGAN INC         EQUITY      018490102      10103      152,380 SH         DEFINED       1                     152,380
ALLERGAN INC         COM         018490102       6097        91960 SH         DEFINED    6, 7, 8    91960
ALLERGAN INC         COM         018490102         54          810 SH         DEFINED       5         810
ALLERGAN INC         EQUITY      018490102       4989        73800 SH         DEFINED       2                       73800
ALLETE INC           COM         018522102       2946       114900 SH         DEFINED    6, 7, 8   114900
ALLIANCE DATA
SYS CORP COM         EQUITY      018581108      15351       944700 SH         Sole          3      925500                    19200
ALLIANCE FIBER
OPTIC PRODS INC      COM         018680108          3         4218 SH         DEFINED    6, 7, 8     4218
ALLIANCE FIBER
OPTIC PRODS INC      COM         018680108          0          406 SH         DEFINED       5         406
ALLIANCE GAMING CORP COM NEW     01859P609         63         4444 SH         DEFINED    6, 7, 8     4444
ALLIANCE GAMING CORP COM NEW     01859P609          6          410 SH         DEFINED       5         410
ALLIANCE
SEMICONDUCTOR CORP   COM         01877H100         59         8209 SH         DEFINED    6, 7, 8     8209
ALLIANCE
SEMICONDUCTOR CORP   COM         01877H100          5          735 SH         DEFINED       5         735
ALLIANT ENERGY CORP  COM         018802108       2898        92600 SH         DEFINED    6, 7, 8    92600
ALLIANT
TECHSYSTEMS
COM                  EQUITY      018804104       9878       115400 SH         Sole          3      115400
ALLIANT
TECHSYSTEMS
INC                  COM         018804104        917        10716 SH         DEFINED    6, 7, 8    10716
ALLIANT
TECHSYSTEMS
INC                  COM         018804104         49          573 SH         DEFINED       5         573
ALLIED CAP
CORP NEW             COM         01903Q108        191         8395 SH         DEFINED    6, 7, 8     8395
ALLIED
CAPITAL CORP         EQUITY      01903Q108       6270      275,600 SH         DEFINED       1                     275,600
ALLIED WASTE
INDS INC             COM PAR
                     $.01 NEW    019589308       1773       139030 SH         DEFINED    6, 7, 8   139030
ALLIED WASTE
INDS INC             COM PAR
                     $.01 NEW    019589308         14         1110 SH         DEFINED       5        1110
ALLIED WASTE
INDUSTRIES INC       EQUITY      019589308         42        3,300 SH         DEFINED       1                       3,300
ALLMERICA FINL
CORP                 COM         019754100       2772        61800 SH         DEFINED    6, 7, 8    61800
ALLOY INC            COM         019855105         29         2338 SH         DEFINED    6, 7, 8     2338
ALLOY INC            COM         019855105          3          232 SH         DEFINED       5         232
</TABLE>


<PAGE>

<TABLE>
<CAPTION>

                     TITLE        CUSIP        VALUE      SHRS OR SH/   PUT/  INVSTMT     OTHR                   VOTING AUTHORITY
NAME OF ISSUER       CLASS                    (X$1000)     PRN AMT PRN  CALL  DSCRETN     MGRS         SOLE      SHARED     NONE
--------------------------------------------------------------------------------------------------------------------------------
<S>                  <C>         <C>           <C>      <C>             <C>   <C>        <C>       <C>         <C>          <C>
ALLOY INC COM        EQUITY      019855105       6540       530000 SH         Sole          3      530000
ALLSCRIPTS
HEALTHCARE
SOLUTION             COM         01988P108         38         9044 SH         DEFINED    6, 7, 8     9044
ALLSCRIPTS
HEALTHCARE
SOLUTION             COM         01988P108          4          875 SH         DEFINED       5         875
ALLSTATE CORP        EQUITY      020002101       4482      120,000 SH         DEFINED       1                     120,000
ALLSTATE CORP        COM         020002101      14286       382490 SH         DEFINED    6, 7, 8   382490
ALLSTATE CORP        COM         020002101        120         3200 SH         DEFINED       5        3200
ALLTEL CORP          EQUITY      020039103        301        5,200 SH         DEFINED       1                       5,200
ALLTEL CORP          COM         020039103      11996       207000 SH         DEFINED    6, 7, 8   207000
ALLTEL CORP          COM         020039103        118         2040 SH         DEFINED       5        2040
ALLTEL CORP          EQUITY      020039103       4987        86058 SH         DEFINED       2                       86058
ALPHA INDS INC       COM         020753109        239        12318 SH         DEFINED    6, 7, 8    12318
ALPHA INDS INC       COM         020753109         23         1192 SH         DEFINED       5        1192
ALPHA INDS INC       EQUITY      020753109       1063        54900 SH         DEFINED       2                       54900
ALPHARMA INC         CL A        020813101        240         8332 SH         DEFINED    6, 7, 8     8332
ALPHARMA INC         CL A        020813101         22          771 SH         DEFINED       5         771
ALTERA CORP          EQUITY      021441100        105        6,400 SH         DEFINED       1                       6,400
ALTERA CORP          COM         021441100       2858       173300 SH         DEFINED    6, 7, 8   173300
ALTERA CORP          COM         021441100         19         1149 SH         DEFINED       5        1149
AMAZON COM INC       COM         023135106         26         4350 SH         DEFINED    6, 7, 8     4350
AMB PPTY CORP        EQUITY      00163T109      20293       828300 SH         Sole          3      690500                   137800
AMB PPTY CORP        EQUITY      00163T109       2986        92300 SH         DEFINED       2                       92300
AMBAC FINL
GROUP INC            COM         023139108       3557        65020 SH         DEFINED    6, 7, 8    65020
AMBAC FINL
GROUP INC            COM         023139108         18          320 SH         DEFINED       5         320
AMBAC INC.           EQUITY      023139108         98        1,800 SH         DEFINED       1                       1,800
AMBASSADORS
INTL INC             COM         023178106         36         2155 SH         DEFINED    6, 7, 8     2155
AMBASSADORS
INTL INC             COM         023178106          3          194 SH         DEFINED       5         194
AMC ENTMT INC        COM         001669100         55         5272 SH         DEFINED    6, 7, 8     5272
AMC ENTMT INC        COM         001669100          5          523 SH         DEFINED       5         523
AMCOL INTL CORP      COM         02341W103         36         6311 SH         DEFINED    6, 7, 8     6311
AMCOL INTL CORP      COM         02341W103          3          565 SH         DEFINED       5         565
AMCORE FINL INC      COM         023912108        184         8108 SH         DEFINED    6, 7, 8     8108
AMCORE FINL INC      COM         023912108         16          696 SH         DEFINED       5         696
AMDOCS LIMITED       EQUITY      G02602103        272       10,200 SH         DEFINED       1                          10
AMDOCS LIMITED       EQUITY      G02602103       3639       133030 SH         DEFINED       2                      133030
AMERADA HESS CORP    EQUITY      023551104         95        1,500 SH         DEFINED       1                       1,500
AMERADA HESS CORP    COM         023551104       2711        42700 SH         DEFINED    6, 7, 8    42700
AMERADA HESS CORP    COM         023551104         17          270 SH         DEFINED       5         270
AMERCO               COM         023586100         74         4096 SH         DEFINED    6, 7, 8     4096
AMERCO               COM         023586100          7          367 SH         DEFINED       5         367
AMEREN CORP          COM         023608102       2227        57990 SH         DEFINED    6, 7, 8    57990
AMEREN CORP          COM         023608102         16          410 SH         DEFINED       5         410
AMEREN CORPORATION   EQUITY      023608102       1517       39,500 SH         DEFINED       1                      39,500
Ameren Corporation   EQUITY      023608102       8394      218,600 SH         DEFINED       4                     218,600
</TABLE>


<PAGE>

<TABLE>
<CAPTION>

                     TITLE        CUSIP        VALUE      SHRS OR SH/   PUT/  INVSTMT     OTHR                   VOTING AUTHORITY
NAME OF ISSUER       CLASS                    (X$1000)     PRN AMT PRN  CALL  DSCRETN     MGRS         SOLE      SHARED     NONE
--------------------------------------------------------------------------------------------------------------------------------
<S>                  <C>         <C>           <C>      <C>             <C>   <C>        <C>       <C>         <C>          <C>
AMERICA MOVIL-
SERIES L ADR         EQUITY      02364W105       2825      190,490 SH         DEFINED       1                     190,490
AMERICA ONLINE
LATIN AMERICA I      CL A        02365B100         22         6581 SH         DEFINED    6, 7, 8     6581
AMERICA ONLINE
LATIN AMERICA I      CL A        02365B100          2          625 SH         DEFINED       5         625
AMERICA WEST HLDG
CORP                 CL B        023657208         20        10575 SH         DEFINED    6, 7, 8    10575
AMERICA WEST HLDG
COR                  CL B        023657208          2          947 SH         DEFINED       5         947
AMERICAN AIRLINES    EQUITY      001765106         48        2,500 SH         DEFINED       1                       2,500
AMERICAN AXLE
& MFG HLDGS INC      COM         024061103         41         3185 SH         DEFINED    6, 7, 8     3185
AMERICAN AXLE
& MFG HLDGS INC      COM         024061103          4          285 SH         DEFINED       5         285
AMERICAN AXLE
+ MFG HLDGS INC      EQUITY      024061103       4533       341400 SH         DEFINED       2                      341400
AMERICAN CAPITAL
STRATEGIES           COM         024937104        479        17490 SH         DEFINED    6, 7, 8    17490
AMERICAN CAPITAL
STRATEGIES           COM         024937104         22          816 SH         DEFINED       5         816
AMERICAN EAGLE
OUTFITTERS INC       EQUITY      02553E106       5909       315450 SH         DEFINED       2                      315450
AMERICAN EAGLE
OUTFITTERS NEW       COM         02553E106       1624        81600 SH         DEFINED    6, 7, 8    81600
AMERICAN ELEC
PWR INC              COM         025537101       6641       153620 SH         DEFINED    6, 7, 8   153620
AMERICAN ELEC
PWR INC              COM         025537101         42          960 SH         DEFINED       5         960
AMERICAN
ELECTRIC POWER       EQUITY      025537101        227        5,240 SH         DEFINED       1                       5,240
AMERICAN EXPRESS     EQUITY      025816109        749       25,770 SH         DEFINED       1                      25,770
American Express     EQUITY      025816109       1308       45,000 SH         DEFINED       4                      45,000
AMERICAN EXPRESS CO  COM         025816109      16256       559390 SH         DEFINED    6, 7, 8   559390
AMERICAN EXPRESS CO  COM         025816109        114         3940 SH         DEFINED       5        3940
AMERICAN EXPRESS CO  EQUITY      025816109       8391       288010 SH         DEFINED       2                      288010
AMERICAN FINL
GROUP
INC OHIO             COM         025932104       1764        79450 SH         DEFINED    6, 7, 8    79450
AMERICAN FINL
HLDGS INC            COM         026075101        457        18630 SH         DEFINED    6, 7, 8    18630
AMERICAN FINL
HLDGS INC            COM         026075101         18          743 SH         DEFINED       5         743
AMERICAN
GREEETINGS -CL A     EQUITY      026375105         13        1,000 SH         DEFINED       1                       1,000
AMERICAN
GREETINGS CORP       CL A        026375105       1072        80997 SH         DEFINED    6, 7, 8    80997
AMERICAN
GREETINGS CORP       CL A        026375105         25         1917 SH         DEFINED       5        1917
AMERICAN
HEALTHWAYS INC       COM         02649V104         65         1838 SH         DEFINED    6, 7, 8     1838
AMERICAN
HEALTHWAYS INC       COM         02649V104          7          202 SH         DEFINED       5         202
AMERICAN HOME
PRODS CORP           COM         026609107      33191       569800 SH         DEFINED    6, 7, 8   569800
AMERICAN HOME
PRODS CORP           COM         026609107        228         3920 SH         DEFINED       5        3920
AMERICAN HOME
PRODUCTS             EQUITY      026609107      17632      302,700 SH         DEFINED       1                     302,700
AMERICAN
INTERNATIONAL
GROUP                EQUITY      026874107       2210       28,339 SH         DEFINED       1                      28,339
AMERICAN INTL
GROUP INC            COM         026874107      93235      1195322 SH         DEFINED    6, 7, 8  1195322
AMERICAN INTL
GROUP INC            COM         026874107        681         8733 SH         DEFINED       5        8733
AMERICAN INTL
GROUP INC            EQUITY      026874107       1021        12187 SH         DEFINED       2                       12187
AMERICAN
ITALIAN
PASTA CO             CL A        027070101        207         4784 SH         DEFINED    6, 7, 8     4784
AMERICAN
ITALIAN
PASTA CO             CL A        027070101         19          446 SH         DEFINED       5         446
AMERICAN MED
SYS HLDGS            EQUITY      02744M108       1049       150000 SH         DEFINED       2                      150000
AMERICAN MED
SYS HLDGS INC        COM         02744M108        154         8053 SH         DEFINED    6, 7, 8     8053
AMERICAN MED
SYS HLDGS INC        COM         02744M108         16          855 SH         DEFINED       5         855
AMERICAN MGMT
SYS INC              COM         027352103        143        11873 SH         DEFINED    6, 7, 8    11873
AMERICAN MGMT
SYS INC              COM         027352103         14         1131 SH         DEFINED       5        1131
</TABLE>


<PAGE>

<TABLE>
<CAPTION>

                     TITLE        CUSIP        VALUE      SHRS OR SH/   PUT/  INVSTMT     OTHR                   VOTING AUTHORITY
NAME OF ISSUER       CLASS                    (X$1000)     PRN AMT PRN  CALL  DSCRETN     MGRS         SOLE      SHARED     NONE
--------------------------------------------------------------------------------------------------------------------------------
<S>                  <C>         <C>           <C>      <C>             <C>   <C>        <C>     <C>           <C>          <C>
AMERICAN
PHYSICIANS
CAPITAL              COM         028884104         76         3653 SH         DEFINED    6, 7, 8     3653
AMERICAN
PHYSICIANS
CAPITAL              COM         028884104          7          327 SH         DEFINED       5         327
AMERICAN
POWER
CONVERSION           EQUITY      029066107         37        3,200 SH         DEFINED       1                       3,200
AMERICAN PWR
CONVERSION CORP      COM         029066107        963        82470 SH         DEFINED    6, 7, 8    82470
AMERICAN PWR
CONVERSION CORP      COM         029066107          7          580 SH         DEFINED       5         580
AMERICAN RLTY
INVS INC             COM         029174109         14         1269 SH         DEFINED    6, 7, 8     1269
AMERICAN RLTY
INVS INC             COM         029174109          1          115 SH         DEFINED       5         115
AMERICAN
SKIING               EQUITY      029654308        529      528,581 SH         DEFINED       1                     528,581
American
Standard             CORPBOND    029717AC9       4950    5,000,000  PRN       DEFINED       4                   5,000,000
AMERICAN STD
COS INC DEL          COM         029712106       5994       108980 SH         DEFINED    6, 7, 8   108980
AMERICAN STD
COS INC DEL          COM         029712106         18          320 SH         DEFINED       5         320
AMERICAN STS
WTR CO               COM         029899101        117         3168 SH         DEFINED    6, 7, 8     3168
AMERICAN STS
WTR CO               COM         029899101         11          284 SH         DEFINED       5         284
AMERICAN
SUPERCONDUCTOR
CORP                 COM         030111108         54         5770 SH         DEFINED    6, 7, 8     5770
AMERICAN
SUPERCONDUCTOR
CORP                 COM         030111108          5          569 SH         DEFINED       5         569
AMERICAN TOWER       EQUITY      029912201      43365      3122044 SH         Sole          3     3004744                   117300
AMERICAN
WOODMARK CORP        COM         030506109         45         1530 SH         DEFINED    6, 7, 8     1530
AMERICAN
WOODMARK CORP        COM         030506109          4          152 SH         DEFINED       5         152
AMERICAN WTR
WKS INC              COM         030411102       4586       116100 SH         DEFINED    6, 7, 8   116100
AMERICAN WTR
WKS INC              EQUITY      030411102       4172        10500 SH         DEFINED       2                       10500
AMERICREDIT
CORP                 COM         03060R101       3712       117400 SH         DEFINED    6, 7, 8   117400
AMERICREDIT
CORP                 COM         03060R101         13          420 SH         DEFINED       5         420
AMERICREDIT
CORP COM             EQUITY      03060R101     106336      3362946 SH         Sole          3     3230746                   132200
AMERIPATH INC        COM         03071D109        173         6597 SH         DEFINED    6, 7, 8     6597
AMERIPATH INC        COM         03071D109         17          630 SH         DEFINED       5         630
AMERISOURCE-
BERGEN CORP          EQUITY      03073E105      16340      230,300 SH         DEFINED       1                     230,300
AMERISOURCE-
BERGEN CORP          COM         03073E105       3802        53593 SH         DEFINED    6, 7, 8    53593
AMERISOURCE-
BERGEN CORP          COM         03073E105         22          310 SH         DEFINED       5         310
AMERISTAR
CASINOS INC          COM         03070Q101         10          760 SH         DEFINED    6, 7, 8      760
AMERISTAR
CASINOS INC          COM         03070Q101          1           75 SH         DEFINED       5          75
AMERITRADE
HLDG CORP            CL A        03072H109        136        33890 SH         DEFINED    6, 7, 8    33890
AMERON INTL INC      COM         030710107         73         1140 SH         DEFINED    6, 7, 8     1140
AMERON INTL INC      COM         030710107          7          102 SH         DEFINED       5         102
AMERUS GROUP CO      COM         03072M108        332         9438 SH         DEFINED    6, 7, 8     9438
AMERUS GROUP CO      COM         03072M108         41         1165 SH         DEFINED       5        1165
AMETEK INC NEW       COM         031100100       1260        47953 SH         DEFINED    6, 7, 8    47953
AMETEK INC NEW       COM         031100100         24          898 SH         DEFINED       5         898
AMGEN INC            COM         031162100      27962       475860 SH         DEFINED    6, 7, 8   475860
AMGEN INC            COM         031162100        183         3110 SH         DEFINED       5        3110
AMGEN INC            EQUITY      031162100      20072       342195 SH         DEFINED       2                      342195
AMGEN INC.           EQUITY      031162100       9379      159,580 SH         DEFINED       1                     159,580
AMLI
RESIDENTIAL
PPTYS TR             SH BEN
                     INT         001735109         99         4174 SH         DEFINED    6, 7, 8     4174
AMLI
RESIDENTIAL
PPTYS TR             SH BEN
                     INT         001735109          9          374 SH         DEFINED       5         374
</TABLE>


<PAGE>

<TABLE>
<CAPTION>

                     TITLE        CUSIP        VALUE      SHRS OR SH/   PUT/  INVSTMT     OTHR                   VOTING AUTHORITY
NAME OF ISSUER       CLASS                    (X$1000)     PRN AMT PRN  CALL  DSCRETN     MGRS         SOLE      SHARED     NONE
--------------------------------------------------------------------------------------------------------------------------------
<S>                  <C>         <C>           <C>      <C>             <C>   <C>        <C>     <C>           <C>          <C>
AMPHENOL
CORP NEW             CL A        032095101        856        24630 SH         DEFINED    6, 7, 8    24630
AMPHENOL
CORP NEW             CL A        032095101          7          200 SH         DEFINED       5         200
AMR Corp             EQUITY      001765106        287       15,000 SH         DEFINED       4                      15,000
AMR CORP             COM         001765106       1243        64960 SH         DEFINED    6, 7, 8    64960
AMR CORP             COM         001765106         26         1340 SH         DEFINED       5        1340
AmSouth              EQUITY      032165102       1802       99,700 SH         DEFINED       4                      99,700
AMSOUTH
BANCORPORATION       EQUITY      032165102        112        6,200 SH         DEFINED       1                       6,200
AMSOUTH
BANCORPORATION       COM         032165102       3682       203750 SH         DEFINED    6, 7, 8   203750
AMSOUTH
BANCORPORATION       COM         032165102         20         1100 SH         DEFINED       5        1100
AMSOUTH
BANCORPORATION       EQUITY      032165102       3072        17000 SH         DEFINED       2                       17000
AMSURG CORP          COM         03232P405        152         5500 SH         DEFINED    6, 7, 8     5500
AMSURG CORP          COM         03232P405         15          550 SH         DEFINED       5         550
AMSURG CORP CL A     EQUITY      03232P405      25660       931400 SH         Sole          3      931400
AMTRAN INC           COM         03234G106          9         1002 SH         DEFINED    6, 7, 8     1002
AMTRAN INC           COM         03234G106          1           90 SH         DEFINED       5          90
AMYLIN
PHARMACEUTICALS
INC                  COM         032346108        111        20036 SH         DEFINED    6, 7, 8    20036
AMYLIN
PHARMACEUTICALS
INC                  COM         032346108          8         1507 SH         DEFINED       5        1507
ANADARKO
PETE CORP            COM         032511107       5094       105942 SH         DEFINED    6, 7, 8   105942
ANADARKO
PETE CORP            COM         032511107         36          747 SH         DEFINED       5         747
ANADARKO
PETROLEUM CORP       EQUITY      032511107        202        4,193 SH         DEFINED       1                       4,193
ANADIGICS INC        COM         032515108        150        12259 SH         DEFINED    6, 7, 8    12259
ANADIGICS INC        COM         032515108         10          847 SH         DEFINED       5         847
ANALOG
DEVICES INC          EQUITY      032654105        196        6,000 SH         DEFINED       1                       6,000
ANALOG
DEVICES INC          SB NT C     032654AC9       9188     10000000 PRN        DEFINED       6    10000000
ANALOG
DEVICES INC          COM         032654105       5841       178620 SH         DEFINED    6, 7, 8   178620
ANALOG
DEVICES INC          COM         032654105         45         1390 SH         DEFINED       5        1390
ANALOGIC CORP        COM PAR
                     $0.05       032657207         82         2027 SH         DEFINED    6, 7, 8     2027
ANALOGIC CORP        COM PAR
                     $0.05       032657207          7          185 SH         DEFINED       5         185
ANAREN
MICROWAVE
INC                  COM         032744104        406        24808 SH         DEFINED    6, 7, 8    24808
ANAREN
MICROWAVE
INC                  COM         032744104         10          593 SH         DEFINED       5         593
ANC RENTAL
CORP                 COM         001813104          6        11494 SH         DEFINED    6, 7, 8    11494
ANC RENTAL
CORP                 COM         001813104          1         1057 SH         DEFINED       5        1057
ANCHOR
BANCORP
WIS INC              COM         032839102        102         6135 SH         DEFINED    6, 7, 8     6135
ANCHOR
BANCORP
WIS INC              COM         032839102          9          550 SH         DEFINED       5         550
ANCHOR
GAMING               COM         033037102        168         4050 SH         DEFINED    6, 7, 8     4050
ANCHOR
GAMING               COM         033037102         16          376 SH         DEFINED       5         376
ANDOVER
BANCORP
INC DEL              COM         034258103         94         1847 SH         DEFINED    6, 7, 8     1847
ANDOVER
BANCORP
INC DEL              COM         034258103          8          165 SH         DEFINED       5         165
ANDREW
CORP                 COM         034425108       1081        59488 SH         DEFINED    6, 7, 8    59488
ANDREW
CORP                 COM         034425108         45         2451 SH         DEFINED       5        2451
ANDREW
CORPRATION           EQUITY      034425108         24        1,300 SH         DEFINED       1                       1,300
ANDRX
CORP DEL             EQUITY      034553107       5453        84000 SH         DEFINED       2                       84000
ANGIOTECH
PHARMACEUTICALS
INC                  EQUITY      034918102       1946        45000 SH         DEFINED       2                       45000
</TABLE>


<PAGE>

<TABLE>
<CAPTION>

                     TITLE        CUSIP        VALUE      SHRS OR SH/   PUT/  INVSTMT     OTHR                   VOTING AUTHORITY
NAME OF ISSUER       CLASS                    (X$1000)     PRN AMT PRN  CALL  DSCRETN     MGRS         SOLE      SHARED     NONE
--------------------------------------------------------------------------------------------------------------------------------
<S>                  <C>         <C>           <C>      <C>             <C>   <C>        <C>      <C>          <C>          <C>
ANGLO
AMERICAN PLC
- UNSP ADR           EQUITY      03485P102        203       17,000 SH         DEFINED       1                      17,000
Anheuser Busch       CORPBOND    035229AX1       2043    2,000,000  PRN       DEFINED       4                   2,000,000
Anheuser Busch       EQUITY      035229103       2932       70,000 SH         DEFINED       4                      70,000
ANHEUSER BUSCH
COS INC              COM         035229103      16730       399480 SH         DEFINED    6, 7, 8   399480
ANHEUSER BUSCH
COS INC              COM         035229103        112         2670 SH         DEFINED       5        2670
ANHEUSER BUSCH
COS INC              EQUITY      035229103       3481        83120 SH         DEFINED       2                       83120
ANHEUSER-
BUSCH COS            EQUITY      035229103      18018      430,220 SH         DEFINED       1                     430,220
ANIXTER INTL
INC                  COM         035290105        202         8136 SH         DEFINED    6, 7, 8     8136
ANIXTER INTL
INC                  COM         035290105         18          729 SH         DEFINED       5         729
ANNALY
MORTGAGE
MANAGEMENT           EQUITY      035710409      11624      804,400 SH         DEFINED       1                     804,400
ANNALY MTG
MGMT INC             COM         035710409        203        14025 SH         DEFINED    6, 7, 8    14025
ANNALY MTG
MGMT INC             COM         035710409         18         1216 SH         DEFINED       5        1216
ANNTAYLOR
STORES CORP          COM         036115103        196         8961 SH         DEFINED    6, 7, 8     8961
ANNTAYLOR
STORES CORP          COM         036115103         15          665 SH         DEFINED       5         665
ANSOFT CORP          COM         036384105         16         1727 SH         DEFINED    6, 7, 8     1727
ANSOFT CORP          COM         036384105          2          171 SH         DEFINED       5         171
ANSWERTHINK
INC                  COM         036916104         54        11443 SH         DEFINED    6, 7, 8    11443
ANSWERTHINK
INC                  COM         036916104          5         1077 SH         DEFINED       5        1077
ANSWERTHINK
INC                  EQUITY      036916104        270        71000 SH         DEFINED       2                       71000
ANSYS INC            COM         03662Q105         72         4055 SH         DEFINED    6, 7, 8     4055
ANSYS INC            COM         03662Q105          7          402 SH         DEFINED       5         402
ANTHRACITE
CAP INC              COM         037023108        103         9932 SH         DEFINED    6, 7, 8     9932
ANTHRACITE
CAP INC              COM         037023108          9          889 SH         DEFINED       5         889
ANTHRACITE
CAPITAL INC          EQUITY      037023108       2966      285,177 SH         DEFINED       1                     285,177
ANTIGENICS
INC DEL              COM         037032109         49         3869 SH         DEFINED    6, 7, 8     3869
ANTIGENICS
INC DEL              COM         037032109          5          382 SH         DEFINED       5         382
AOL TIME
 WARNER              EQUITY      00184A105       7837      236,780 SH         DEFINED       1                     236,780
AOL TIME
WARNER INC           COM         00184A105      77653      2346006 SH         DEFINED    6, 7, 8  2346006
AOL TIME
WARNER INC           COM         00184A105        597        18040 SH         DEFINED       5       18040
AOL TIME
WARNER INC           EQUITY      00184A105      25361       770716 SH         DEFINED       2                      770716
AON Capital
Trust                CORPBOND    037388AE5       5020    5,000,000  PRN       DEFINED       4                   5,000,000
AON CORP             EQUITY      037389103      19945      474,890 SH         DEFINED       1                     474,890
AON CORP             COM         037389103       4652       110750 SH         DEFINED    6, 7, 8   110750
AON CORP             COM         037389103         33          780 SH         DEFINED       5         780
APAC CUSTOMER
SERVICES INC         COM         00185E106         12         6821 SH         DEFINED    6, 7, 8     6821
APAC CUSTOMER
SERVICES INC         COM         00185E106          1          677 SH         DEFINED       5         677
Apache               EQUITY      037411105        430       10,000 SH         DEFINED       4                      10,000
APACHE CORP          EQUITY      037411105         90        2,100 SH         DEFINED       1                       2,100
APACHE CORP          COM         037411105       2729        63470 SH         DEFINED    6, 7, 8    63470
APACHE CORP          COM         037411105         16          370 SH         DEFINED       5         370
APACHE CORP          EQUITY      037411105       5892       133460 SH         DEFINED       2                      133460
APACHE CORP COM      EQUITY      037411105       4326       100600 SH         Sole          3       79500                    21100
APARTMENT INVT
& MGMT CL A          EQUITY      03748R101      39629       875600 SH         Sole          3      764700
</TABLE>


<PAGE>

<TABLE>
<CAPTION>

                     TITLE        CUSIP        VALUE      SHRS OR SH/   PUT/  INVSTMT     OTHR                   VOTING AUTHORITY
NAME OF ISSUER       CLASS                    (X$1000)     PRN AMT PRN  CALL  DSCRETN     MGRS         SOLE      SHARED     NONE
--------------------------------------------------------------------------------------------------------------------------------
<S>                  <C>         <C>           <C>      <C>             <C>   <C>        <C>       <C>         <C>          <C>
APHTON CORP          COM         03759P101         39         3993 SH         DEFINED    6, 7, 8     3993
APHTON CORP          COM         03759P101          4          396 SH         DEFINED       5         396
APOGEE
ENTERPRISES
INC                  COM         037598109        112         8715 SH         DEFINED    6, 7, 8     8715
APOGEE
ENTERPRISES
INC                  COM         037598109         10          794 SH         DEFINED       5         794
APOGENT
TECHNOLOGIES
INC                  COM         03760A101       2956       123700 SH         DEFINED    6, 7, 8   123700
APOLLO
GROUP INC            CL A        037604105       5737       136500 SH         DEFINED    6, 7, 8   136500
APOLLO
GROUP INC            EQUITY      037604105       7833       216500 SH         DEFINED       2                      216500
APOLLO GROUP
INC CL A             EQUITY      037604105       6216       147900 SH         Sole          3      120300                    27600
APPLE COMPUTER       EQUITY      037833100         88        5,700 SH         DEFINED       1                       5,700
APPLE COMPUTER
INC                  COM         037833100       2869       184960 SH         DEFINED    6, 7, 8   184960
APPLE COMPUTER
INC                  COM         037833100         16         1040 SH         DEFINED       5        1040
APPLEBEES
INTL INC             COM         037899101        288         9773 SH         DEFINED    6, 7, 8     9773
APPLEBEES
INTL INC             COM         037899101         27          907 SH         DEFINED       5         907
APPLERA CORP         COM AP
                     BIO GRP     038020103       2177        89240 SH         DEFINED    6, 7, 8    89240
APPLERA CORP         COM AP
                     BIO GRP     038020103         15          630 SH         DEFINED       5         630
APPLERA CORP-
APPLIED BIOSYS       EQUITY      038020103        148        6,060 SH         DEFINED       1                       6,060
APPLICA INC          COM         03815A106         46         5460 SH         DEFINED    6, 7, 8     5460
APPLICA INC          COM         03815A106          4          489 SH         DEFINED       5         489
Applied
Biosystems           EQUITY      038020103        732       30,000 SH         DEFINED       4                      30,000
APPLIED INDL
TECHNOLOGIES INC     COM         03820C105         92         5475 SH         DEFINED    6, 7, 8     5475
APPLIED INDL
TECHNOLOGIES INC     COM         03820C105          8          490 SH         DEFINED       5         490
APPLIED
INNOVATION INC       COM         037916103         20         2492 SH         DEFINED    6, 7, 8     2492
APPLIED
INNOVATION INC       COM         037916103          2          247 SH         DEFINED       5         247
APPLIED
MATERIALS INC        EQUITY      038222105       9050      318,220 SH         DEFINED       1                     318,220
APPLIED
MATLS INC            COM         038222105      11797       414810 SH         DEFINED    6, 7, 8   414810
APPLIED
MATLS INC            COM         038222105         87         3050 SH         DEFINED       5        3050
APPLIED MICRO
CIRCUITS CORP        EQUITY      03822W109         36        5,100 SH         DEFINED       1                       5,100
APPLIED MICRO
CIRCUITS CORP        COM         03822W109        932       133350 SH         DEFINED    6, 7, 8   133350
APPLIED MICRO
CIRCUITS CORP        COM         03822W109          6          900 SH         DEFINED       5         900
APPLIED MICRO
CIRCUITS CORP        EQUITY      03822W109       4003       183000 SH         DEFINED       2                      183000
APPLIED
MOLECULAR
EVOLUTION            EQUITY      03823E108        405       54,870 SH         DEFINED       1                      54,870
APPLIED
MOLECULAR
EVOLUTION IN         COM         03823E108         34         4617 SH         DEFINED    6, 7, 8     4617
APPLIED
MOLECULAR
EVOLUTION IN         COM         03823E108          3          456 SH         DEFINED       5         456
APRIA
HEALTHCARE
GROUP INC            COM         037933108       2766       106792 SH         DEFINED    6, 7, 8   106792
APRIA
HEALTHCARE
GROUP INC            COM         037933108         28         1100 SH         DEFINED       5        1100
APROPOS
TECHNOLOGY INC       COM         038334108          9         7725 SH         DEFINED    6, 7, 8     7725
APTARGROUP INC       COM         038336103        316         9928 SH         DEFINED    6, 7, 8     9928
APTARGROUP INC       COM         038336103         28          880 SH         DEFINED       5         880
AQUILA INC
DEL CL A             EQUITY      03840J106       9738       446700 SH         Sole          3      353500                    93200
ARACRUZ
CELULOSE
SA-SPON ADR          EQUITY      038496204       1087       73,220 SH         DEFINED       1                      73,220
ARBITRON INC         COM         03875Q108        240         9166 SH         DEFINED    6, 7, 8     9166
ARBITRON INC         COM         03875Q108         21          791 SH         DEFINED       5         791
ARCH CHEMICALS
INC                  COM         03937R102        140         6338 SH         DEFINED    6, 7, 8     6338
</TABLE>


<PAGE>

<TABLE>
<CAPTION>

                     TITLE        CUSIP        VALUE      SHRS OR SH/   PUT/  INVSTMT     OTHR                   VOTING AUTHORITY
NAME OF ISSUER       CLASS                    (X$1000)     PRN AMT PRN  CALL  DSCRETN     MGRS         SOLE      SHARED     NONE
--------------------------------------------------------------------------------------------------------------------------------
<S>                  <C>         <C>           <C>      <C>             <C>   <C>        <C>       <C>         <C>          <C>
ARCH CHEMICALS
INC                  COM         03937R102         13          568 SH         DEFINED       5         568
ARCH COAL INC        COM         039380100        955        61200 SH         DEFINED    6, 7, 8    61200
ARCH COAL INC        EQUITY      039380100       4752       276500 SH         DEFINED       2                      276500
ARCHER DANIELS
MIDLAND              EQUITY      039483102        139       11,034 SH         DEFINED       1                      11,034
ARCHER DANIELS
MIDLAND CO           COM         039483102       5383       427550 SH         DEFINED    6, 7, 8   427550
ARCHER DANIELS
MIDLAND CO           COM         039483102         25         1974 SH         DEFINED       5        1974
ARCHSTONE CMNTYS TR  SH BEN
                     INT           0395103       1099        42100 SH         DEFINED    6, 7, 8    42100
ARCHSTONE CMNTYS
TR SH BEN INT        EQUITY      039581103       7875       301736 SH         Sole          3      263394                    38342
ARCTIC CAT INC       COM         039670104         67         5006 SH         DEFINED    6, 7, 8     5006
ARCTIC CAT INC       COM         039670104          6          459 SH         DEFINED       5         459
ARDEN GROUP INC      CL A        039762109         20          443 SH         DEFINED    6, 7, 8      443
ARDEN GROUP INC      CL A        039762109          2           42 SH         DEFINED       5          42
ARDEN RLTY GROUP
INC COM              EQUITY      039793104      22872       894500 SH         Sole          3      767300                   127200
AREA BANCSHARES
CORP NEW             COM         039872106         80         4717 SH         DEFINED    6, 7, 8     4717
AREA BANCSHARES
CORP NEW             COM         039872106          7          422 SH         DEFINED       5         422
ARENA
PHARMACEUTICALS
COM                  EQUITY      040047102       2469       224500 SH         Sole          3      224500
ARENA
PHARMACEUTICALS
INC                  COM         040047102         55         5008 SH         DEFINED    6, 7, 8     5008
ARENA
PHARMACEUTICALS
INC                  COM         040047102          5          494 SH         DEFINED       5         494
ARGONAUT
GROUP INC            EQUITY      040157109         54        3,300 SH         DEFINED       1                       3,300
ARGONAUT
GROUP INC            COM         040157109        112         6839 SH         DEFINED    6, 7, 8     6839
ARGONAUT
GROUP INC            COM         040157109         10          612 SH         DEFINED       5         612
ARGOSY
GAMING CO            COM         040228108        169         6468 SH         DEFINED    6, 7, 8     6468
ARGOSY
GAMING CO            COM         040228108         16          609 SH         DEFINED       5         609
ARIAD
PHARMACEUTICALS
INC                  COM         04033A100         17         6880 SH         DEFINED    6, 7, 8     6880
ARIAD
PHARMACEUTICALS
INC                  COM         04033A100          2          683 SH         DEFINED       5         683
ARIBA INC            COM         04033V104         56        29980 SH         DEFINED    6, 7, 8    29980
ARIBA INC            COM         04033V104          1          520 SH         DEFINED       5         520
ARKANSAS
BEST CORP            EQUITY      040790107       6066       286400 SH         DEFINED       2                      286400
ARKANSAS
BEST CORP DEL        COM         040790107        112         5409 SH         DEFINED    6, 7, 8     5409
ARKANSAS
BEST CORP DEL        COM         040790107         10          484 SH         DEFINED       5         484
ARMOR
HOLDINGS INC         COM         042260109        101         5098 SH         DEFINED    6, 7, 8     5098
ARMOR
HOLDINGS INC         COM         042260109          9          457 SH         DEFINED       5         457
ARMSTRONG
HLDGS INC            COM         042384107         33        12098 SH         DEFINED    6, 7, 8    12098
ARMSTRONG
HLDGS INC            COM         042384107          3         1083 SH         DEFINED       5        1083
ARNOLD INDS INC      COM         042595108        127         6147 SH         DEFINED    6, 7, 8     6147
ARNOLD INDS INC      COM         042595108         11          550 SH         DEFINED       5         550
ARQULE INC           COM         04269E107         57         5434 SH         DEFINED    6, 7, 8     5434
ARQULE INC           COM         04269E107          6          539 SH         DEFINED       5         539
ARRAY
BIOPHARMA
INC                  EQUITY      04269X105       3376       374300 SH         Sole          3      374300
ARRAY
BIOPHARMA
INC                  COM         04269X105         38         4163 SH         DEFINED    6, 7, 8     4163
ARRAY
BIOPHARMA
INC                  COM         04269X105          4          413 SH         DEFINED       5         413
ARRIS
GROUP INC            COM         04269Q100        188        52597 SH         DEFINED    6, 7, 8    52597
ARRIS
GROUP INC            COM         04269Q100          5         1374 SH         DEFINED       5        1374
</TABLE>


<PAGE>

<TABLE>
<CAPTION>

                     TITLE        CUSIP        VALUE      SHRS OR SH/   PUT/  INVSTMT     OTHR                   VOTING AUTHORITY
NAME OF ISSUER       CLASS                    (X$1000)     PRN AMT PRN  CALL  DSCRETN     MGRS         SOLE      SHARED     NONE
--------------------------------------------------------------------------------------------------------------------------------
<S>                  <C>         <C>           <C>      <C>             <C>   <C>        <C>       <C>         <C>          <C>
Arrow
Electronics          CORPBOND    042735AR1       1043    1,000,000  PRN       DEFINED       4                   1,000,000
ARROW
ELECTRS INC          COM         042735100       3362       161151 SH         DEFINED    6, 7, 8   161151
ARROW
ELECTRS INC          COM         042735100         18          840 SH         DEFINED       5         840
ARROW
FINL CORP            COM         042744102         51         1834 SH         DEFINED    6, 7, 8     1834
ARROW
FINL CORP            COM         042744102          5          170 SH         DEFINED       5         170
ARROW
INTL INC             COM         042764100        130         3484 SH         DEFINED    6, 7, 8     3484
ARROW
INTL INC             COM         042764100         12          319 SH         DEFINED       5         319
ART TECHNOLOGY
GROUP INC            COM         04289L107         11        15348 SH         DEFINED    6, 7, 8    15348
ART TECHNOLOGY
GROUP INC            COM         04289L107          1         1523 SH         DEFINED       5        1523
ARTESYN
TECHNOLOGIES
INC                  COM         043127109         81        14929 SH         DEFINED    6, 7, 8    14929
ARTESYN
TECHNOLOGIES
INC                  COM         043127109          5          956 SH         DEFINED       5         956
ARTHROCARE CORP      COM         043136100        110         5605 SH         DEFINED    6, 7, 8     5605
ARTHROCARE CORP      COM         043136100         11          556 SH         DEFINED       5         556
ARTHROCARE CORP      EQUITY      043136100       3052       155700 SH         DEFINED       2                      155700
Arthur J Gallagher   EQUITY      363576109       1693       50,000 SH         DEFINED       4                      50,000
ARTISAN
COMPONENTS INC       COM         042923102         30         3768 SH         DEFINED    6, 7, 8     3768
ARTISAN
COMPONENTS INC       COM         042923102          3          365 SH         DEFINED       5         365
Arvin
Industries
Inc.                 CORPBOND    043339AJ9       2622    3,000,000  PRN       DEFINED       4                   3,000,000
ARVINMERITOR INC     COM         043353101       1398        97804 SH         DEFINED    6, 7, 8    97804
ARVINMERITOR INC     COM         043353101         26         1804 SH         DEFINED       5        1804
ASCENTIAL
SOFTWARE CORP        COM         04362P108       1385       419643 SH         DEFINED    6, 7, 8   419643
ASCENTIAL
SOFTWARE CORP        COM         04362P108         27         8125 SH         DEFINED       5        8125
ASHLAND INC          EQUITY      044204105         46        1,200 SH         DEFINED       1                       1,200
ASHLAND INC          COM         044204105       7441       193016 SH         DEFINED    6, 7, 8   193016
ASHLAND INC          COM         044204105         61         1590 SH         DEFINED       5        1590
ASIAINFO
HLDGS INC            COM         04518A104         92         7739 SH         DEFINED    6, 7, 8     7739
ASIAINFO
HLDGS INC            COM         04518A104          9          747 SH         DEFINED       5         747
ASPECT
COMMUNICATIONS
CORP                 COM         04523Q102         29        16087 SH         DEFINED    6, 7, 8    16087
ASPECT
COMMUNICATIONS
CORP                 COM         04523Q102          3         1453 SH         DEFINED       5        1453
ASPECT
MED SYS INC          COM         045235108         39         3529 SH         DEFINED    6, 7, 8     3529
ASPECT
MED SYS INC          COM         045235108          4          350 SH         DEFINED       5         350
ASPEN
TECHNOLOGY
INC                  COM         045327103         87         8670 SH         DEFINED    6, 7, 8     8670
ASPEN
TECHNOLOGY
INC                  COM         045327103          9          860 SH         DEFINED       5         860
ASSOCIATED
BANC CORP            COM         045487105       2628        77540 SH         DEFINED    6, 7, 8    77540
ASSOCIATED
ESTATES
RLTY CORP            COM         045604105         49         5069 SH         DEFINED    6, 7, 8     5069
ASSOCIATED
ESTATES
RLTY CORP            COM         045604105          4          454 SH         DEFINED       5         454
Associates Corp      CORPBOND    U0460WAB5       1096    1,000,000  PRN       DEFINED       4                   1,000,000
ASTEC INDS INC       COM         046224101         62         4737 SH         DEFINED    6, 7, 8     4737
ASTEC INDS INC       COM         046224101          6          427 SH         DEFINED       5         427
ASTORIA
FINL CORP            COM         046265104       4427        74700 SH         DEFINED    6, 7, 8    74700
ASTRAZENECA
PLC                  SPONSORED
                     ADR         046353108        743        15900 SH         DEFINED    6, 7, 8    15900
ASTROPOWER INC       COM         04644A101        118         3415 SH         DEFINED    6, 7, 8     3415
ASTROPOWER INC       COM         04644A101         12          339 SH         DEFINED       5         339
</TABLE>


<PAGE>

<TABLE>
<CAPTION>

                     TITLE        CUSIP        VALUE      SHRS OR SH/   PUT/  INVSTMT     OTHR                   VOTING AUTHORITY
NAME OF ISSUER       CLASS                    (X$1000)     PRN AMT PRN  CALL  DSCRETN     MGRS         SOLE      SHARED     NONE
--------------------------------------------------------------------------------------------------------------------------------
<S>                  <C>         <C>           <C>      <C>             <C>   <C>        <C>      <C>          <C>          <C>
ASTROPOWER INC
COM                  EQUITY      04644A101      21586       625500 SH         Sole          3      618100                     7400
ASYST
TECHNOLOGY
CORP                 COM         04648X107        153        16892 SH         DEFINED    6, 7, 8    16892
ASYST
TECHNOLOGY
CORP                 COM         04648X107          9          989 SH         DEFINED       5         989
AT & T               EQUITY      001957109       1521       78,795 SH         DEFINED       1                      78,795
AT & T
LATIN
AMER CORP            COM         04649A106         23        12843 SH         DEFINED    6, 7, 8    12843
AT & T
LATIN AMER
CORP                 COM         04649A106          2         1218 SH         DEFINED       5        1218
AT &
WIRELESS             EQUITY      00209A106       2724       120000 SH         DEFINED       2                      120000
AT + T CORP          EQUITY      001957109      12767       674144 SH         DEFINED       2                      674144
AT HOME CORP         COM SER A   045919107          1         4610 SH         DEFINED    6, 7, 8     4610
AT&T CORP            COM         001957109      32884      1703816 SH         DEFINED    6, 7, 8  1703816
AT&T CORP            COM         001957109        255        13197 SH         DEFINED       5       13197
AT&T LATIN
AMERICA
CORP CL A            EQUITY      04649A106        113       64,000 SH         DEFINED       1                      64,000
AT&T WIRELESS
SERVICES             EQUITY      00209A106        648       43,347 SH         DEFINED       1                      43,347
AT&T WIRELESS
SVCS INC             COM         00209A106      17721      1186158 SH         DEFINED    6, 7, 8  1186158
AT&T WIRELESS
SVCS INC             COM         00209A106        127         8471 SH         DEFINED       5        8471
ATLANTIC COAST
AIRLINES HLDGS       COM         048396105        148        11115 SH         DEFINED    6, 7, 8    11115
ATLANTIC COAST
AIRLINES HLDGS       COM         048396105         14         1083 SH         DEFINED       5        1083
ATLANTIC COAST
AIRLINES HLDGS       EQUITY      048396105       4417       312800 SH         DEFINED       2                      312800
ATLAS AIR
WORLDWIDE
HLDGS INC            COM         049164106        491        49813 SH         DEFINED    6, 7, 8    49813
ATLAS AIR
WORLDWIDE
HLDGS INC            COM         049164106          5          463 SH         DEFINED       5         463
ATMEL CORP           COM         049513104       3672       549680 SH         DEFINED    6, 7, 8   549680
ATMEL CORP           EQUITY      049513104       3024       425400 SH         DEFINED       2                      425400
ATMI INC             COM         00207R101        119         7715 SH         DEFINED    6, 7, 8     7715
ATMI INC             COM         00207R101         11          736 SH         DEFINED       5         736
ATMOS
ENERGY CORP          COM         049560105        275        12720 SH         DEFINED    6, 7, 8    12720
ATMOS
ENERGY CORP          COM         049560105         24         1109 SH         DEFINED       5        1109
ATP OIL &
GAS CORP             COM         00208J108         12         1749 SH         DEFINED    6, 7, 8     1749
ATP OIL &
GAS CORP             COM         00208J108          1          169 SH         DEFINED       5         169
ATRIX
LABS INC             COM         04962L101          3          110 SH         DEFINED       6         110
ATRIX
LABS INC             COM         04962L101        101         4279 SH         DEFINED    6, 7, 8     4279
ATRIX
LABS INC             COM         04962L101         12          495 SH         DEFINED       5         495
ATS MED INC          COM         002083103         25         6277 SH         DEFINED    6, 7, 8     6277
ATS MED INC          COM         002083103          2          623 SH         DEFINED       5         623
ATWOOD
OCEANICS
INC                  COM         050095108         68         2620 SH         DEFINED    6, 7, 8     2620
ATWOOD
OCEANICS
INC                  COM         050095108          7          258 SH         DEFINED       5         258
AUDIOVOX
CORP                 CL A        050757103         49         5403 SH         DEFINED    6, 7, 8     5403
AUDIOVOX
CORP                 CL A        050757103          4          484 SH          EFINED       5         484
AUGUST
TECHNOLOGY
CORP                 COM         05106U105        135        16455 SH         DEFINED    6, 7, 8    16455
AUGUST
TECHNOLOGY
CORP                 COM         05106U105          1          152 SH         DEFINED       5         152
AURORA
FOODS
INC                  COM         05164B106         30         7623 SH         DEFINED    6, 7, 8     7623
AURORA
FOODS
INC                  COM         05164B106          3          683 SH         DEFINED       5         683
AUSPEX
SYS INC              COM         052116100         30        12814 SH         DEFINED    6, 7, 8    12814
AUSPEX
SYS INC              COM         052116100          3         1272 SH         DEFINED       5        1272
</TABLE>


<PAGE>

<TABLE>
<CAPTION>

                     TITLE        CUSIP        VALUE      SHRS OR SH/   PUT/  INVSTMT     OTHR                   VOTING AUTHORITY
NAME OF ISSUER       CLASS                    (X$1000)     PRN AMT PRN  CALL  DSCRETN     MGRS         SOLE      SHARED     NONE
--------------------------------------------------------------------------------------------------------------------------------
<S>                  <C>         <C>           <C>      <C>             <C>   <C>        <C>       <C>         <C>          <C>
AUTODESK
INC                  COM         052769106       1627        50750 SH         DEFINED    6, 7, 8    50750
AUTODESK
INC                  COM         052769106          5          160 SH         DEFINED       5         160
AUTODESK
INC.                 EQUITY      052769106         29          900 SH         DEFINED       1                         900
AUTOLIV
INC                  COM         052800109        480        30500 SH         DEFINED    6, 7, 8    30500
AUTOLIV
INC                  COM         052800109          7          420 SH         DEFINED       5         420
AUTOMATIC
DATA
PROCESSING
INC                   EQUITY      053015103        520       11,050 SH         DEFINED       1                      11,050
AUTOMATIC
DATA
PROCESSING
INC                  COM         053015103      15925       338550 SH         DEFINED    6, 7, 8   338550
AUTOMATIC
DATA
PROCESSING
INC                  COM         053015103        124         2630 SH         DEFINED       5        2630
AUTONATION
INC                  COM         05329W102        140        15900 SH         DEFINED    6, 7, 8    15900
AUTOZONE
INC                  EQUITY      053332102         99        1,900 SH         DEFINED       1                       1,900
AUTOZONE
INC                  COM         053332102       4036        77830 SH         DEFINED    6, 7, 8    77830
AUTOZONE
INC                  COM         053332102         39          750 SH         DEFINED       5         750
AVALONBAY
CMNTYS INC           COM         053484101       1065        22300 SH         DEFINED    6, 7, 8    22300
AVALONBAY
COMM                 EQUITY      053484101      18769       393068 SH         Sole          3      334022                    59046
AVANEX CORP          COM         05348W109         24         8266 SH         DEFINED    6, 7, 8     8266
AVANEX CORP          COM         05348W109          2          820 SH         DEFINED       5         820
AVANIR
PHARMACEUTICALS      CL A        05348P104         47        16324 SH         DEFINED    6, 7, 8    16324
AVANIR
PHARMACEUTICALS      CL A        05348P104          5         1620 SH         DEFINED       5        1620
AVANT CORP           COM         053487104         32        10753 SH         DEFINED    6, 7, 8    10753
AVANT CORP           COM         053487104          3         1054 SH         DEFINED       5        1054
AVANT
IMMUNO
THERAPEUTICS
INC                  COM         053491106         39        16270 SH         DEFINED    6, 7, 8    16270
AVANT
IMMUNO
THERAPEUTICS
INC                  COM         053491106          4         1615 SH         DEFINED       5        1615
AVATAR
HLDGS INC            COM         053494100         36         1551 SH         DEFINED    6, 7, 8     1551
AVATAR
HLDGS INC            COM         053494100          3          139 SH         DEFINED       5         139
AVAYA INC            EQUITY      053499109         47        4,791 SH         DEFINED       1                       4,791
AVAYA INC            EQUITY      053499109          7          677 SH         DEFINED       2                         677
AVAYA INC            COM         053499109       1356       136970 SH         DEFINED    6, 7, 8   136970
AVAYA INC            COM         053499109          8          848 SH         DEFINED       5         848
AVERY
DENNISON
CORP                 COM         053611109       2206        46620 SH         DEFINED    6, 7, 8    46620
AVERY
DENNISON
CORP                 COM         053611109         16          330 SH         DEFINED       5         330
AVERY
DENNISON
CORP                 EQUITY      053611109       4548        96133 SH         DEFINED       2                       96133
AVERY
DENNISON
CORP.                EQUITY      053611109         85        1,800 SH         DEFINED       1                       1,800
AVI
BIOPHARMA
INC                  COM         002346104         30         4000 SH         DEFINED    6, 7, 8     4000
AVI
BIOPHARMA
INC                  COM         002346104          3          397 SH         DEFINED       5         397
AVIALL
INC NEW              COM         05366B102         36         5810 SH         DEFINED    6, 7, 8     5810
AVIALL
INC NEW              COM         05366B102          3          520 SH         DEFINED       5         520
AVICI
SYS INC              COM         05367L109         18        13939 SH         DEFINED    6, 7, 8    13939
AVICI
SYS INC              COM         05367L109          2         1383 SH         DEFINED       5        1383
AVID
TECHNOLOGY
INC                  COM         05367P100         52         7091 SH         DEFINED    6, 7, 8     7091
AVID
TECHNOLOGY
INC                  COM         05367P100          5          641 SH         DEFINED       5         641
AVIGEN INC           COM         053690103         77         5617 SH         DEFINED    6, 7, 8     5617
AVIGEN INC           COM         053690103          8          557 SH         DEFINED       5         557
AVIRON               COM         053762100         17          665 SH         DEFINED    6, 7, 8      665
</TABLE>


<PAGE>

<TABLE>
<CAPTION>

                     TITLE        CUSIP        VALUE      SHRS OR SH/   PUT/  INVSTMT     OTHR                   VOTING AUTHORITY
NAME OF ISSUER       CLASS                    (X$1000)     PRN AMT PRN  CALL  DSCRETN     MGRS         SOLE      SHARED     NONE
--------------------------------------------------------------------------------------------------------------------------------
<S>                  <C>         <C>           <C>      <C>             <C>   <C>        <C>       <C>         <C>          <C>
AVISTA CORP          COM         05379B107        202        14873 SH         DEFINED    6, 7, 8    14873
AVISTA CORP          COM         05379B107         18         1292 SH         DEFINED       5        1292
AVNET INC            COM         053807103       2501       137500 SH         DEFINED    6, 7, 8   137500
AVNET INC.           EQUITY      053807103        144        7,890 SH         DEFINED       1                       7,890
AVOCENT
CORP                 COM         053893103        956        64230 SH         DEFINED    6, 7, 8    64230
AVOCENT
CORP                 COM         053893103         18         1213 SH         DEFINED       5        1213
AVON
PRODS INC            COM         054303102       6876       148660 SH         DEFINED    6, 7, 8   148660
AVON
PRODS INC            COM         054303102         62         1330 SH         DEFINED       5        1330
AVON
PRODUCTS             EQUITY      054303102        185        4,000 SH         DEFINED       1                       4,000
AVX
CORP NEW             COM         002444107        667        41002 SH         DEFINED    6, 7, 8    41002
AVX CORP
NEW                  COM         002444107         17         1030 SH         DEFINED       5        1030
AWARE
INC MASS             COM         05453N100         25         6416 SH         DEFINED    6, 7, 8     6416
AWARE
INC MASS             COM         05453N100          3          637 SH         DEFINED       5         637
AXCELIS
TECHNOLOGIES
INC                  COM         054540109         40         4185 SH         DEFINED    6, 7, 8     4185
AXT INC              COM         00246W103        128        12038 SH         DEFINED    6, 7, 8    12038
AXT INC              COM         00246W103          6          540 SH         DEFINED       5         540
AZTAR CORP           COM         054802103        145        11067 SH         DEFINED    6, 7, 8    11067
AZTAR CORP           COM         054802103         12          951 SH         DEFINED       5         951
B I S Y S
GROUP INC            EQUITY      055472104      96645      1822800 SH         Sole          3     1745900                    76900
BAKER
HUGHES               EQUITY      057224107         42         1450 SH         DEFINED       2                        1450
BAKER
HUGHES INC           COM         057224107       7075       244400 SH         DEFINED    6, 7, 8   244400
BAKER
HUGHES INC           COM         057224107         77         2670 SH         DEFINED       5        2670
BAKER
HUGHES INC.          EQUITY      057224107        162        5,600 SH         DEFINED       1                       5,600
BALDOR
ELEC CO              COM         057741100        144         7261 SH         DEFINED    6, 7, 8     7261
BALDOR
ELEC CO              COM         057741100         13          663 SH         DEFINED       5         663
BALDWIN &
LYONS INC            CL B        057755209         39         2012 SH         DEFINED    6, 7, 8     2012
BALDWIN &
LYONS INC            CL B        057755209          3          180 SH         DEFINED       5         180
BALL CORP            EQUITY      058498106         30          500 SH         DEFINED       1                         500
BALL CORP            COM         058498106       1674        27944 SH         DEFINED    6, 7, 8    27944
BALL CORP            COM         058498106         50          836 SH         DEFINED       5         836
BALLY TOTAL
FITNESS
HLDG CORP            COM         05873K108        494        24304 SH         DEFINED    6, 7, 8    24304
BALLY TOTAL
FITNESS
HLDG CORP            COM         05873K108         15          744 SH         DEFINED       5         744
BANC ONE
CORP                 EQUITY      06423A103        607       19,300 SH         DEFINED       1                      19,300
BANCFIRST
CORP                 COM         05945F103         44         1288 SH         DEFINED    6, 7, 8     1288
BANCFIRST
CORP                 COM         05945F103          4          115 SH         DEFINED       5         115
BANCFIRST
CORP
ZANESVILLE
OHIO                 COM         059450106         53         2442 SH         DEFINED    6, 7, 8     2442
BANCFIRST
CORP
ZANESVILLE
OHIO                 COM         059450106          5          219 SH         DEFINED       5         219
BANCO DE A.
EDWARDS-
SP ADR               EQUITY      059504100        775       49,978 SH         DEFINED       1                      49,978
BANCORP
SOUTH
INC                  COM         059692103        404        26260 SH         DEFINED    6, 7, 8    26260
BANCORP
SOUTH
INC                  COM         059692103         35         2242 SH         DEFINED       5        2242
BANDAG INC           COM         059815100        759        27755 SH         DEFINED    6, 7, 8    27755
BANDAG INC           COM         059815100          9          318 SH         DEFINED       5         318
BANGOR HYDRO
ELEC CO              COM         060077104         62         2315 SH         DEFINED    6, 7, 8     2315
</TABLE>


<PAGE>

<TABLE>
<CAPTION>

                     TITLE        CUSIP        VALUE      SHRS OR SH/   PUT/  INVSTMT     OTHR                   VOTING AUTHORITY
NAME OF ISSUER       CLASS                    (X$1000)     PRN AMT PRN  CALL  DSCRETN     MGRS         SOLE      SHARED     NONE
--------------------------------------------------------------------------------------------------------------------------------
<S>                  <C>         <C>           <C>      <C>             <C>   <C>        <C>       <C>         <C>          <C>
BANGOR HYDRO
ELEC CO              COM         060077104          6          207 SH         DEFINED       5         207
BANK AMER
CORP                 EQUITY      060505104      10843       185000 SH         DEFINED       2                      185000
BANK MUT
CORP                 COM         063748107         56         3481 SH         DEFINED    6, 7, 8     3481
BANK MUT
CORP                 COM         063748107          5          314 SH         DEFINED       5         314
BANK NEW
YORK INC             COM         064057102      12757       364498 SH         DEFINED    6, 7, 8   364498
BANK NEW
YORK INC             COM         064057102        105         3010 SH         DEFINED       5        3010
BANK OF
AMERICA
CORPORATION          COM         060505104      52285       895290 SH         DEFINED    6, 7, 8   895290
BANK OF
AMERICA
CORPORATION          COM         060505104        384         6580 SH         DEFINED       5        6580
BANK OF
GRANITE
CORP                 COM         062401104         78         3495 SH         DEFINED    6, 7, 8     3495
BANK OF
GRANITE
CORP                 COM         062401104          7          313 SH         DEFINED       5         313
BANK OF
NEW YORK             EQUITY      064057102      26306      751,590 SH         DEFINED       1                     751,590
BANK ONE
CORP                 COM         06423A103      18612       591410 SH         DEFINED    6, 7, 8   591410
BANK ONE
CORP                 COM         06423A103        152         4830 SH         DEFINED       5        4830
BANK ONE
CORP                 EQUITY      06423A103       1420        30600 SH         DEFINED       2                       30600
BANK UNITED
CORP-
CONTINGENT           EQUITY      065416117        137      506,802 SH         DEFINED       1                     506,802
BANK UTD
CORP
LITIGATN
CONT TR              RT
                     CONTINGENT  065416117          2         8028 SH         DEFINED    6, 7, 8     8028
BANK UTD
CORP
LITIGATN
CONT TR              RT
                     CONTINGENT  065416117          0          300 SH         DEFINED       5         300
BANKAMERICA
CORPORATION          EQUITY      060505104       1556       26,640 SH         DEFINED       1                      26,640
BANK
ATLANTIC
BANCORP              CL A        065908501         67         6665 SH         DEFINED    6, 7, 8     6665
BANK
ATLANTIC
BANCORP              CL A        065908501          6          597 SH         DEFINED       5         597
BankBoston           CORPBOND    06605WAC9       3163    3,000,000  PRN       DEFINED       4                   3,000,000
BANK
NORTH
GROUP
INC NEW              COM         06646R107       3600       161300 SH         DEFINED    6, 7, 8   161300
BANKUNITED
FINL CORP            CL A        06652B103         84         5736 SH         DEFINED    6, 7, 8     5736
BANKUNITED
FINL CORP            CL A        06652B103          8          514 SH         DEFINED       5         514
BANNER CORP          COM         06652V109         64         3335 SH         DEFINED    6, 7, 8     3335
BANNER CORP          COM         06652V109          6          299 SH         DEFINED       5         299
BANTA CORP           COM         066821109       1018        36529 SH         DEFINED    6, 7, 8    36529
BANTA CORP           COM         066821109         19          672 SH         DEFINED       5         672
BARD C R
INC                  COM         067383109       1301        25310 SH         DEFINED    6, 7, 8    25310
BARD C R
INC                  COM         067383109          8          150 SH         DEFINED       5         150
BARD C.R.            EQUITY      067383109         46          900 SH         DEFINED       1                         900
BARNES &
NOBLE INC            COM         067774109       2758        76400 SH         DEFINED    6, 7, 8    76400
BARNES &
NOBLE INC.           EQUITY      067774109      10920      302,495 SH         DEFINED       1                     302,495
BARNES &
NOBLES INC COM       EQUITY      067774109      56049      1552600 SH         Sole          3     1483500                    69100
BARNES +
NOBLE INC            EQUITY      067774109       2880        76700 SH         DEFINED       2                       76700
BARNES
GROUP INC            COM         067806109        109         5108 SH         DEFINED    6, 7, 8     5108
BARNES
GROUP INC            COM         067806109         10          460 SH         DEFINED       5         460
Barnett
Capital I            CORPBOND    068056AE0       5111    5,000,000  PRN       DEFINED       4                   5,000,000
BARR LABS
INC                  COM         068306109       4650        58820 SH         DEFINED    6, 7, 8    58820
BARR LABS
INC                  COM         068306109         28          360 SH         DEFINED       5         360
BARRA INC            COM         068313105        138         3276 SH         DEFINED    6, 7, 8     3276
BARRA INC            COM         068313105         14          325 SH         DEFINED       5         325
BARRICK
GOLD CORP            COM         067901108       3390       195410 SH         DEFINED    6, 7, 8   195410
</TABLE>


<PAGE>

<TABLE>
<CAPTION>

                     TITLE        CUSIP        VALUE      SHRS OR SH/   PUT/  INVSTMT     OTHR                   VOTING AUTHORITY
NAME OF ISSUER       CLASS                    (X$1000)     PRN AMT PRN  CALL  DSCRETN     MGRS         SOLE      SHARED     NONE
--------------------------------------------------------------------------------------------------------------------------------
<S>                  <C>         <C>           <C>      <C>             <C>   <C>        <C>       <C>         <C>          <C>
BARRICK
GOLD CORP            COM         067901108         20         1180 SH         DEFINED       5        1180
BARRICK
GOLD CORP.           EQUITY      067901108        115        6,600 SH         DEFINED       1                       6,600
BASSETT
FURNITURE
INDS INC             COM         070203104         45         3197 SH         DEFINED    6, 7, 8     3197
BASSETT
FURNITURE
INDS INC             COM         070203104          4          286 SH         DEFINED       5         286
BAUSCH &
LOMB                 EQUITY      071707103         25          900 SH         DEFINED       1                         900
BAUSCH &
LOMB
INC                  COM         071707103        641        22640 SH         DEFINED    6, 7, 8    22640
BAUSCH & LOMB
INC                  COM         071707103          5          160 SH         DEFINED       5         160
BAXTER
INTERNATIONAL
INC.                 EQUITY      071813109       8058      146,380 SH         DEFINED       1                     146,380
BAXTER
INTL INC             COM         071813109      13785       250400 SH         DEFINED    6, 7, 8   250400
BAXTER
INTL INC             COM         071813109         97         1770 SH         DEFINED       5        1770
BAXTER
INTL INC             EQUITY      071813109      19849       363150 SH         DEFINED       2                      363150
BAY VIEW
CAP CORP
DEL                  COM         07262L101        125        17795 SH         DEFINED    6, 7, 8    17795
BAY VIEW
CAP CORP
DEL                  COM         07262L101         12         1704 SH         DEFINED       5        1704
BB&T CORP            COM         054937107       6752       185230 SH         DEFINED    6, 7, 8   185230
BB&T CORP            COM         054937107         47         1300 SH         DEFINED       5        1300
BB&T
CORPORATION          EQUITY      054937107        266        7,300 SH         DEFINED       1                       7,300
BE
AEROSPACE
INC                  COM         073302101         58         7687 SH         DEFINED    6, 7, 8     7687
BE
AEROSPACE
INC                  COM         073302101          6          749 SH         DEFINED       5         749
BEA SYS
INC                  COM         073325102         63         6590 SH         DEFINED    6, 7, 8     6590
BEACON
POWER CORP           COM         073677106         14         8270 SH         DEFINED    6, 7, 8     8270
BEACON
POWER CORP           COM         073677106          1          782 SH         DEFINED       5         782
BEAR STEARNS         EQUITY      073902108         89        1,783 SH         DEFINED       1                       1,783
BEAR STEARNS
COS INC              COM         073902108       2599        51960 SH         DEFINED    6, 7, 8    51960
BEAR STEARNS
COS INC              COM         073902108         16          310 SH         DEFINED       5         310
BEASLEY
BROADCAST
GROUP INC            CL A        074014101         22         2162 SH         DEFINED    6, 7, 8     2162
BEASLEY
BROADCAST
GROUP INC            CL A        074014101          2          215 SH         DEFINED       5         215
BEAZER
HOMES
USA INC              COM         07556Q105        131         2691 SH         DEFINED    6, 7, 8     2691
BEAZER
HOMES
USA INC              COM         07556Q105         11          231 SH         DEFINED       5         231
BEAZER
HOMES
USA INC COM          EQUITY      07556Q105       4097        84300 SH         Sole          3       84300
BEBE STORES
INC                  COM         075571109         16         1050 SH         DEFINED    6, 7, 8     1050
BEBE STORES
INC                  COM         075571109          2          104 SH         DEFINED       5         104
BECKMAN
COULTER INC          COM         075811109       4323        97700 SH         DEFINED    6, 7, 8    97700
Beckman
Coulter Inc.         EQUITY      075811109        885       20,000 SH         DEFINED       4                      20,000
BECTON
DICKINSON
& CO                 EQUITY      075887109        159        4,300 SH         DEFINED       1                       4,300
BECTON
DICKINSON
& CO                 COM         075887109       5265       142310 SH         DEFINED    6, 7, 8   142310
BECTON
DICKINSON
& CO                 COM         075887109         28          770 SH         DEFINED       5         770
BED BATH
& BEYOND
INC                  COM         075896100       3285       129040 SH         DEFINED    6, 7, 8   129040
BED BATH
& BEYOND
INC                  COM         075896100         22          860 SH         DEFINED       5         860
BED BATH
& BEYOND
INC COM              EQUITY      075896100      12167       477900 SH         Sole          3      396000                    81900
BED BATH
+ BEYOND
INC                  EQUITY      075896100       4392       172500 SH         DEFINED       2                      172500
BED BATH
AND BEYOND           EQUITY      075896100        122        4,800 SH         DEFINED       1                       4,800
BEDFORD
PPTY
INVS INC             COM PAR
                     $0.02       076446301         98         4865 SH         DEFINED    6, 7, 8     4865
BEDFORD
PPTY
INVS INC             COM PAR
                     $0.02       076446301          8          406 SH         DEFINED       5         406
</TABLE>


<PAGE>

<TABLE>
<CAPTION>

                     TITLE        CUSIP        VALUE      SHRS OR SH/   PUT/  INVSTMT     OTHR                   VOTING AUTHORITY
NAME OF ISSUER       CLASS                    (X$1000)     PRN AMT PRN  CALL  DSCRETN     MGRS         SOLE      SHARED     NONE
--------------------------------------------------------------------------------------------------------------------------------
<S>                  <C>         <C>           <C>      <C>             <C>   <C>        <C>      <C>          <C>          <C>
BEDFORD
PPTY INVS
INC COM PAR          EQUITY      076446301       3744       185000 SH         Sole          3      185000
BEI
TECHNOLOGIES
INC                  COM         05538P104         49         3042 SH         DEFINED    6, 7, 8     3042
BEI
TECHNOLOGIES
INC                  COM         05538P104          5          302 SH         DEFINED       5         302
BEL FUSE INC         CL B        077347300         47         2434 SH         DEFINED    6, 7, 8     2434
BEL FUSE INC         CL B        077347300          5          242 SH         DEFINED       5         242
BELDEN INC           COM         077459105        144         7674 SH         DEFINED    6, 7, 8     7674
BELDEN INC           COM         077459105         13          691 SH         DEFINED       5         691
BELL CANADA
INTERNATIONAL
INC.                 EQUITY      077914109        122       40,000 SH         DEFINED       1                      40,000
BELL
MICROPRODUCTS
INC                  COM         078137106         33         4333 SH         DEFINED    6, 7, 8     4333
BELL
MICROPRODUCTS
INC                  COM         078137106          3          388 SH         DEFINED       5         388
BELLSOUTH CORP       EQUITY      079860102       1298       31,230 SH         DEFINED       1                      31,230
BELLSOUTH CORP       COM         079860102      44324      1066770 SH         DEFINED    6, 7, 8  1066770
BELLSOUTH CORP       COM         079860102        349         8410 SH         DEFINED       5        8410
Bellsouth Tel        CORPBOND    079867AA5      10437   10,000,000  PRN       DEFINED       4                  10,000,000
BELO CORP            COM SER A   080555105       2820       175800 SH         DEFINED    6, 7, 8   175800
BEMIS CO.            EQUITY      081437105         36          900 SH         DEFINED       1                         900
BEMIS INC            COM         081437105       1077        27030 SH         DEFINED    6, 7, 8    27030
BEMIS INC            COM         081437105          6          160 SH         DEFINED       5         160
BEMIS INC            EQUITY      081437105        617       154841 SH         DEFINED       2                      154841
BENCHMARK
ELECTRS INC          COM         08160H101         97         5873 SH         DEFINED    6, 7, 8     5873
BENCHMARK
ELECTRS INC          COM         08160H101          9          552 SH         DEFINED       5         552
BERKLEY
W R CORP             COM         084423102        428         8922 SH         DEFINED    6, 7, 8     8922
BERKLEY
W R CORP             COM         084423102         25          513 SH         DEFINED       5         513
BERKSHIRE
HATHAWAY
INC DEL CL           EQUITY      084670207         42           17 SH         DEFINED       2                          17
BERRY PETE
CO                   CL A        085789105         75         4835 SH         DEFINED    6, 7, 8     4835
BERRY PETE
CO                   CL A        085789105          7          476 SH         DEFINED       5         476
BEST BUY
INC                  EQUITY      086516101        159        3,500 SH         DEFINED       1                       3,500
BEST BUY
INC                  COM         086516101       5043       110950 SH         DEFINED    6, 7, 8   110950
BEST BUY
INC                  COM         086516101         37          820 SH         DEFINED       5         820
BETHLEHEM
STL CORP             COM         087509105         52        40793 SH         DEFINED    6, 7, 8    40793
BETHLEHEM
STL CORP             COM         087509105          5         3653 SH         DEFINED       5        3653
BEVERLY
ENTERPRISES
INC                  COM NEW     087851309        309        30329 SH         DEFINED    6, 7, 8    30329
BEVERLY
ENTERPRISES
INC                  COM NEW     087851309         27         2636 SH         DEFINED       5        2636
BHP
BILLITON
LTD                  SPONSORED
                     ADR         088606108        122        14228 SH         DEFINED    6, 7, 8    14228
BIG LOTS INC         EQUITY      089302103         15        1,800 SH         DEFINED       1                       1,800
BIG LOTS INC         COM         089302103        397        47850 SH         DEFINED    6, 7, 8    47850
BIG LOTS INC         COM         089302103          3          340 SH         DEFINED       5         340
BIO RAD
LABS INC             CL A        090572207        114         2425 SH         DEFINED    6, 7, 8     2425
BIO RAD
LABS INC             CL A        090572207         11          229 SH         DEFINED       5         229
BIO
TECHNOLOGY
GEN CORP             COM         090578105        121        16243 SH         DEFINED    6, 7, 8    16243
BIO
TECHNOLOGY
GEN CORP             COM         090578105         12         1612 SH         DEFINED       5        1612
BIOGEN               EQUITY      090597105        139        2,500 SH         DEFINED       1                       2,500
BIOGEN INC           COM         090597105       4340        78090 SH         DEFINED    6, 7, 8    78090
</TABLE>


<PAGE>

<TABLE>
<CAPTION>

                     TITLE        CUSIP        VALUE      SHRS OR SH/   PUT/  INVSTMT     OTHR                   VOTING AUTHORITY
NAME OF ISSUER       CLASS                    (X$1000)     PRN AMT PRN  CALL  DSCRETN     MGRS         SOLE      SHARED     NONE
--------------------------------------------------------------------------------------------------------------------------------
<S>                  <C>         <C>           <C>      <C>             <C>   <C>        <C>       <C>         <C>          <C>
BIOGEN INC           COM         090597105         24          440 SH         DEFINED       5         440
BIOMARIN
PHARMACEUTICAL
INC                  COM         09061G101         53         5438 SH         DEFINED    6, 7, 8     5438
BIOMARIN
PHARMACEUTICAL
INC                  COM         09061G101          6          590 SH         DEFINED       5         590
BIOMET INC           EQUITY      090613100        129        4,425 SH         DEFINED       1                       4,425
BIOMET INC           COM         090613100       3510       119985 SH         DEFINED    6, 7, 8   119985
BIOMET INC           COM         090613100         23          795 SH         DEFINED       5         795
BIOMET INC           EQUITY      090613100       3871       132350 SH         DEFINED       2                      132350
BIOPURE CORP         CL A        09065H105         81         4389 SH         DEFINED    6, 7, 8     4389
BIOPURE CORP         CL A        09065H105          8          436 SH         DEFINED       5         436
BIOSITE INC          COM         090945106         83         3447 SH         DEFINED    6, 7, 8     3447
BIOSITE INC          COM         090945106          8          342 SH         DEFINED       5         342
BIOSITE INC
COM                  EQUITY      090945106       2404        99300 SH         Sole          3       99300
BIOSPHERE
MEDICAL INC          COM         09066V103         50         6047 SH         DEFINED    6, 7, 8     6047
BIOSPHERE
MEDICAL INC          COM         09066V103          1           86 SH         DEFINED       5          86
BIOSPHERE
MEDICAL
INC COM              EQUITY      09066V103        256        31000 SH         Sole          3       31000
BIOVAIL CORP         EQUITY      09067J109     105051      2264024 SH         Sole          3     2166524                    97500
BIOVAIL CORP         COM         09067J109       2835        61100 SH         DEFINED    6, 7, 8    61100
BIOVAIL CORP         EQUITY      09067J109       6663        92000 SH         DEFINED       2                       92000
BISYS GROUP
INC                  COM         055472104       3605        68000 SH         DEFINED    6, 7, 8    68000
BJ SVCS CO           COM         055482103       6564       368950 SH         DEFINED    6, 7, 8   368950
BJ SVCS CO           COM         055482103          9          500 SH         DEFINED       5         500
BJ SVCS CO           EQUITY      055482103       6750       371400 SH         DEFINED       2                      371400
BJS WHOLESALE
CLUB INC             COM         05548J106       6002       126060 SH         DEFINED    6, 7, 8   126060
BJS WHOLESALE
CLUB INC             COM         05548J106         30          620 SH         DEFINED       5         620
BJS WHOLESALE
CLUB INC COM         EQUITY      05548J106       5242       110100 SH         Sole          3       93800                    16300
BKF CAP GROUP
INC                  COM         05548G102         48         1786 SH         DEFINED    6, 7, 8     1786
BKF CAP GROUP
INC                  COM         05548G102          4          161 SH         DEFINED       5         161
BLACK & DECKER
CORP                 EQUITY      091797100         41        1,300 SH         DEFINED       1                       1,300
BLACK & DECKER
CORP                 COM         091797100       1074        34420 SH         DEFINED    6, 7, 8    34420
BLACK & DECKER
CORP                 COM         091797100          7          240 SH         DEFINED       5         240
BLACK BOX CORP
DEL                  COM         091826107        229         5438 SH         DEFINED    6, 7, 8     5438
BLACK BOX CORP
DEL                  COM         091826107         23          540 SH         DEFINED       5         540
BLACK HILLS
CORP                 COM         092113109        928        30400 SH         DEFINED    6, 7, 8    30400
BLOCK H & R          EQUITY      093671105        150        3,900 SH         DEFINED       1                       3,900
BLOCK H & R
INC                  COM         093671105       3970       102950 SH         DEFINED    6, 7, 8   102950
BLOCK H & R
INC                  COM         093671105         21          540 SH         DEFINED       5         540
BLOCKBUSTER
INC                  EQUITY      093679108        494        20000 SH         DEFINED       2                       20000
BLUE
MARTINI
SOFTWARE
INC                  COM         095698106          7         8403 SH         DEFINED    6, 7, 8     8403
BLUE
MARTINI
SOFTWARE
INC                  COM         095698106          1          834 SH         DEFINED       5         834
BLYTH INC            COM         09643P108       1299        65315 SH         DEFINED    6, 7, 8    65315
BLYTH INC            COM         09643P108         18          890 SH         DEFINED       5         890
BMC INDS
INC MINN             COM         055607105         18         8624 SH         DEFINED    6, 7, 8     8624
BMC INDS
INC MINN             COM         055607105          2          772 SH         DEFINED       5         772
</TABLE>


<PAGE>

<TABLE>
<CAPTION>

                     TITLE        CUSIP        VALUE      SHRS OR SH/   PUT/  INVSTMT     OTHR                   VOTING AUTHORITY
NAME OF ISSUER       CLASS                    (X$1000)     PRN AMT PRN  CALL  DSCRETN     MGRS         SOLE      SHARED     NONE
--------------------------------------------------------------------------------------------------------------------------------
<S>                  <C>         <C>           <C>      <C>             <C>   <C>        <C>       <C>         <C>          <C>
BMC SOFTWARE         EQUITY      055921100         52        4,100 SH         DEFINED       1                       4,100
BMC SOFTWARE
INC                  COM         055921100       1308       102970 SH         DEFINED    6, 7, 8   102970
BMC SOFTWARE
INC                  COM         055921100          9          730 SH         DEFINED       5         730
BOB EVANS
FARMS INC            COM         096761101        935        51737 SH         DEFINED    6, 7, 8    51737
BOB EVANS
FARMS INC            COM         096761101         17          949 SH         DEFINED       5         949
BOCA RESORTS
INC                  CL A        09688T106         91         9132 SH         DEFINED    6, 7, 8     9132
BOCA RESORTS
INC                  CL A        09688T106          8          818 SH         DEFINED       5         818
BOEING CO            EQUITY      097023105        124         3570 SH         DEFINED       2                        3570
BOEING CO            COM         097023105      15207       453930 SH         DEFINED    6, 7, 8   453930
BOEING CO            COM         097023105         87         2600 SH         DEFINED       5        2600
BOEING CO.           EQUITY      097023105        486       14,500 SH         DEFINED       1                      14,500
BOISE
CASCADE
CORP                 EQUITY      097383103         27          900 SH         DEFINED       1                         900
BOISE
CASCADE
CORP                 COM         097383103        716        24280 SH         DEFINED    6, 7, 8    24280
BOISE
CASCADE
CORP                 COM         097383103          5          170 SH         DEFINED       5         170
BOK FINL
CORP                 COM NEW     05561Q201        110         3639 SH         DEFINED    6, 7, 8     3639
BOK FINL
CORP                 COM NEW     05561Q201         10          326 SH         DEFINED       5         326
BONE CARE
INTL INC             COM         098072101         52         2684 SH         DEFINED    6, 7, 8     2684
BONE CARE
INTL INC             COM         098072101          5          266 SH         DEFINED       5         266
BORDERS
GROUP INC            COM         099709107       1792        93600 SH         DEFINED    6, 7, 8    93600
BORDERS
GROUP INC            EQUITY      099709107       1270        70400 SH         DEFINED       2                       70400
BORG WARNER
INC                  COM         099724106       2927        72619 SH         DEFINED    6, 7, 8    72619
BORG WARNER
INC                  COM         099724106         54         1330 SH         DEFINED       5        1330
BORLAND
SOFTWARE
CORP                 COM         099849101        259        31970 SH         DEFINED    6, 7, 8    31970
BORLAND
SOFTWARE
CORP                 COM         099849101         11         1377 SH         DEFINED       5        1377
BORON LEPORE
& ASSOCS INC         COM         10001P102         23         2471 SH         DEFINED    6, 7, 8     2471
BORON LEPORE
& ASSOCS INC         COM         10001P102          2          221 SH         DEFINED       5         221
BOSTON BEER INC      CL A        100557107         33         2792 SH         DEFINED    6, 7, 8     2792
BOSTON BEER INC      CL A        100557107          3          268 SH         DEFINED       5         268
BOSTON
COMMUNICATIONS
GROUP                COM         100582105        169        15054 SH         DEFINED    6, 7, 8    15054
BOSTON
COMMUNICATIONS
GROUP                COM         100582105          5          423 SH         DEFINED       5         423
BOSTON
PRIVATE
FINL
HLDGS INC            COM         101119105         65         3326 SH         DEFINED    6, 7, 8     3326
BOSTON
PRIVATE
FINL
HLDGS INC            COM         101119105          6          330 SH         DEFINED       5         330
BOSTON
PROPERTIES
INC                  COM         101121101        904        23700 SH         DEFINED    6, 7, 8    23700
BOSTON
PROPERTIES
INC COM              EQUITY      101121101      31389       823200 SH         Sole          3      696900                   126300
BOSTON
SCIENTIFIC           EQUITY      101137107        137        6,700 SH         DEFINED       1                       6,700
BOSTON
SCIENTIFIC
CORP                 COM         101137107       3478       169660 SH         DEFINED    6, 7, 8   169660
BOSTON
SCIENTIFIC
CORP                 COM         101137107         25         1200 SH         DEFINED       5        1200
BOSTON
SCIENTIFIC
CORP                 EQUITY      101137107       1743        85000 SH         DEFINED       2                       85000
BOWATER INC          COM         102183100       3528        80150 SH         DEFINED    6, 7, 8    80150
BOWATER INC          COM         102183100          9          200 SH         DEFINED       5         200
BOWNE & CO INC       COM         103043105        105        10386 SH         DEFINED    6, 7, 8    10386
BOWNE & CO INC       COM         103043105          9          930 SH         DEFINED       5         930
BOYD GAMING
CORP                 COM         103304101         41         9312 SH         DEFINED    6, 7, 8     9312
</TABLE>


<PAGE>

<TABLE>
<CAPTION>

                     TITLE        CUSIP        VALUE      SHRS OR SH/   PUT/  INVSTMT     OTHR                   VOTING AUTHORITY
NAME OF ISSUER       CLASS                    (X$1000)     PRN AMT PRN  CALL  DSCRETN     MGRS         SOLE      SHARED     NONE
--------------------------------------------------------------------------------------------------------------------------------
<S>                  <C>         <C>           <C>      <C>             <C>   <C>        <C>       <C>         <C>          <C>
BOYD GAMING
CORP                 COM         103304101          4          834 SH         DEFINED       5         834
BOYDS
COLLECTION
LTD                  COM         103354106        123        14933 SH         DEFINED    6, 7, 8    14933
BOYDS
COLLECTION
LTD                  COM         103354106         12         1482 SH         DEFINED       5        1482
BOYKIN
LODGING
CO                   COM         103430104         42         5397 SH         DEFINED    6, 7, 8     5397
BOYKIN
LODGING
CO                   COM         103430104          4          483 SH         DEFINED       5         483
BP AMOCO
PLC SPON
ADR                  EQUITY      556622104        236         4590 SH         DEFINED       2                        4590
BP P.L.C.            EQUITY      055622104       1721       35,000 SH         DEFINED       4                      35,000
BP PLC               SPONSORED
                     ADR         055622104       2516        51178 SH         DEFINED    6, 7, 8    51178
BRADY CORP           CL A        104674106        155         5216 SH         DEFINED    6, 7, 8     5216
BRADY CORP           CL A        104674106         14          482 SH         DEFINED       5         482
BRANDYWINE
RLTY TR              SH BEN
                     INT NEW     105368203        380        17798 SH         DEFINED    6, 7, 8    17798
BRANDYWINE
RLTY TR              SH BEN
                     INT NEW     105368203         15          686 SH         DEFINED       5         686
BRASIL DISTR
PAO ACU-SP ADR       EQUITY      20440T201        411       32,877 SH         DEFINED       1                      32,877
BRAUN
CONSULTING
INC                  COM         105651103          9         2600 SH         DEFINED    6, 7, 8     2600
BRAUN
CONSULTING INC       COM         105651103          1          258 SH         DEFINED       5         258
BRE
PROPERTIES
INC                  CL A        05564E106        437        14582 SH         DEFINED    6, 7, 8    14582
BRE
PROPERTIES INC       CL A        05564E106         38         1266 SH         DEFINED       5        1266
BRE
PROPERTIES
INC CL A             EQUITY      05564E106      19132       638800 SH         Sole          3      559200                    79600
BRIGGS &
STRATTON CORP        COM         109043109        207         6626 SH         DEFINED    6, 7, 8     6626
BRIGGS &
STRATTON CORP        COM         109043109         18          588 SH         DEFINED       5         588
BRIGHT HORIZON
FAMILY COM           EQUITY      109195107      39733      1471600 SH         Sole          3     1464300                     7300
BRIGHT HORIZON
FAMILY SOLUTION      COM         109195107         82         3026 SH         DEFINED    6, 7, 8     3026
BRIGHT HORIZON
FAMILY SOLUTION      COM         109195107          8          300 SH         DEFINED       5         300
BRIGHTPOINT INC      COM         109473108         53        17133 SH         DEFINED    6, 7, 8    17133
BRIGHTPOINT INC      COM         109473108          5         1571 SH         DEFINED       5        1571
BRINKER INTL INC     COM         109641100       2761       116900 SH         DEFINED    6, 7, 8   116900
BRIO TECHNOLOGY
INC                  COM         109704106         13         5300 SH         DEFINED    6, 7, 8     5300
BRIO TECHNOLOGY
INC                  COM         109704106          1          526 SH         DEFINED       5         526
BRISTOL MYERS
SQUIBB               EQUITY      110122108      17796      320,310 SH         DEFINED       1                     320,310
BRISTOL MYERS
SQUIBB CO            COM         110122108      58689      1056320 SH         DEFINED    6, 7, 8  1056320
BRISTOL MYERS
SQUIBB CO            COM         110122108        472         8500 SH         DEFINED       5        8500
BRISTOL MYERS
SQUIBB CO            EQUITY      110122108       4793        86100 SH         DEFINED       2                       86100
BRITESMILE INC       COM         110415106         24         3963 SH         DEFINED    6, 7, 8     3963
BRITESMILE INC       COM         110415106          2          393 SH         DEFINED       5         393
BRITESMILE INC
COM                  EQUITY      110415106       1089       181500 SH         Sole          3      181500
BRITISH AIRWAYS
- SPONS ADR          EQUITY      110419306       2966      111,100 SH         DEFINED       1                     111,100
BRITISH
AMERN TOB PLC        SPONSORED
                     ADR         110448107        176         9908 SH         DEFINED    6, 7, 8     9908
BRITISH
TELECOMMUNICATIONS
PLC                  ADR FINAL
                     INST        111021408        147         2879 SH         DEFINED    6, 7, 8     2879
BROADCOM CORP        CL A        111320107       2293       112940 SH         DEFINED    6, 7, 8   112940
BROADCOM CORP        CL A        111320107         16          780 SH         DEFINED       5         780
BROADCOM CORP        EQUITY      111320107       1790        50000 SH         DEFINED       2                       50000
BROADCOM CORP
Cl A                 EQUITY      111320107         85        4,200 SH         DEFINED       1                       4,200
BROADVISION INC      COM         111412102          5         5450 SH         DEFINED    6, 7, 8     5450
</TABLE>


<PAGE>

<TABLE>
<CAPTION>

                     TITLE        CUSIP        VALUE      SHRS OR SH/   PUT/  INVSTMT     OTHR                   VOTING AUTHORITY
NAME OF ISSUER       CLASS                    (X$1000)     PRN AMT PRN  CALL  DSCRETN     MGRS         SOLE      SHARED     NONE
--------------------------------------------------------------------------------------------------------------------------------
<S>                  <C>         <C>           <C>      <C>             <C>   <C>        <C>       <C>         <C>          <C>
BROADWING
COMMUNICATIONS
INC                  EQUITY      11161P205       7145        45300 SH         DEFINED       2                       45300
BROADWING INC        COM         111620100       4107       255400 SH         DEFINED    6, 7, 8   255400
BROCADE
COMMUNICATIONS
SYS INC              EQUITY      111621108       7311       219559 SH         DEFINED       2                      219559
BROCADE
COMMUNICATIONS
SYS INC              COM         111621108         59         4190 SH         DEFINED    6, 7, 8     4190
BROOKLINE
BANCORP INC          COM         113739106         57         3776 SH         DEFINED    6, 7, 8     3776
BROOKLINE
BANCORP INC          COM         113739106          5          338 SH         DEFINED       5         338
BROOKS
AUTOMATION INC       COM         11434A100        135         5087 SH         DEFINED    6, 7, 8     5087
BROOKS
AUTOMATION INC       COM         11434A100         12          470 SH         DEFINED       5         470
BROWN &
BROWN INC            COM         115236101        298         5714 SH         DEFINED    6, 7, 8     5714
BROWN &
BROWN INC            COM         115236101         30          567 SH         DEFINED       5         567
BROWN AND
BROWN                EQUITY      115236101      11358      218,000 SH         DEFINED       1                     218,000
BROWN
FORMAN CORP          CL B        115637209       1825        28890 SH         DEFINED    6, 7, 8    28890
BROWN
FORMAN CORP          CL B        115637209         13          200 SH         DEFINED       5         200
BROWN SHOE
INC NEW              COM         115736100         59         5180 SH         DEFINED    6, 7, 8     5180
BROWN SHOE
INC NEW              COM         115736100          5          464 SH         DEFINED       5         464
BROWN TOM INC        COM NEW     115660201        197         9412 SH         DEFINED    6, 7, 8     9412
BROWN TOM INC        COM NEW     115660201         19          904 SH         DEFINED       5         904
BROWN-FORMAN
CORP CL B            EQUITY      115637209         76        1,200 SH         DEFINED       1                       1,200
BRUKER
DALTONICS INC        COM         116795105        317        19083 SH         DEFINED    6, 7, 8    19083
BRUKER
DALTONICS INC        COM         116795105         21         1246 SH         DEFINED       5        1246
BRUNSWICK CORP       EQUITY      117043109         23        1,400 SH         DEFINED       1                       1,400
BRUNSWICK CORP       COM         117043109        726        44090 SH         DEFINED    6, 7, 8    44090
BRUNSWICK CORP       COM         117043109          4          260 SH         DEFINED       5         260
BRUSH ENGINEERED
MATLS INC            COM         117421107         72         5204 SH         DEFINED    6, 7, 8     5204
BRUSH ENGINEERED
MATLS INC            COM         117421107          6          466 SH         DEFINED       5         466
BSB BANCORP          COM         055652101         65         2794 SH         DEFINED    6, 7, 8     2794
BSB BANCORP          COM         055652101          6          250 SH         DEFINED       5         250
BSQUARE CORP         COM         11776U102         11         4197 SH         DEFINED    6, 7, 8     4197
BSQUARE CORP         COM         11776U102          1          416 SH         DEFINED       5         416
BT Preferred
Capital II           CORPBOND    055843AA4       7143    7,160,000  PRN       DEFINED       4                   7,160,000
BUCA INC             COM         117769109         39         3491 SH         DEFINED    6, 7, 8     3491
BUCA INC             COM         117769109          4          346 SH         DEFINED       5         346
BUCKEYE
TECHNOLOGIES
INC                  COM         118255108         66         6663 SH         DEFINED    6, 7, 8     6663
BUCKEYE
TECHNOLOGIES
INC                  COM         118255108          6          601 SH         DEFINED       5         601
BUCKLE INC           COM         118440106         32         1926 SH         DEFINED    6, 7, 8     1926
BUCKLE INC           COM         118440106          3          174 SH         DEFINED       5         174
BUILDING MATLS
HLDG CORP            COM         120113105         57         4040 SH         DEFINED    6, 7, 8     4040
BUILDING MATLS
HLDG CORP            COM         120113105          5          362 SH         DEFINED       5         362
BURLINGTON
COAT FACTORY         COM         121579106         79         5592 SH         DEFINED    6, 7, 8     5592
BURLINGTON
COAT FACTORY         COM         121579106          7          501 SH         DEFINED       5         501
BURLINGTON
NORTHERN
SANTA FE             EQUITY      12189T104        174        6,500 SH         DEFINED       1                       6,500
BURLINGTON
NORTHN
SANTA FE CP          COM         12189T104       6490       242630 SH         DEFINED    6, 7, 8   242630
BURLINGTON
NORTHN
SANTA FE CP          COM         12189T104         60         2240 SH         DEFINED       5        2240
</TABLE>


<PAGE>

<TABLE>
<CAPTION>

                     TITLE        CUSIP        VALUE      SHRS OR SH/   PUT/  INVSTMT     OTHR                   VOTING AUTHORITY
NAME OF ISSUER       CLASS                    (X$1000)     PRN AMT PRN  CALL  DSCRETN     MGRS         SOLE      SHARED     NONE
--------------------------------------------------------------------------------------------------------------------------------
<S>                  <C>         <C>           <C>      <C>             <C>   <C>        <C>       <C>         <C>          <C>

BURLINGTON
RES INC              COM         122014103       3412        99740 SH         DEFINED    6, 7, 8    99740
BURLINGTON
RES INC              COM         122014103         22          630 SH         DEFINED       5         630
BURLINGTON
RESOURCES            EQUITY      122014103        120        3,500 SH         DEFINED       1                       3,500
BURNHAM PAC
PPTYS INC            COM         12232C108         36         7260 SH         DEFINED    6, 7, 8     7260
BURNHAM
PAC
PPTYS INC            COM         12232C108          3          650 SH         DEFINED       5         650
BUSH INDS
INC                  CL A        123164105         23         2581 SH         DEFINED    6, 7, 8     2581
BUSH
INDS INC             CL A        123164105          2          231 SH         DEFINED       5         231
BUTLER MFG
CO DEL               COM         123655102         35         1603 SH         DEFINED    6, 7, 8     1603
BUTLER
MFG
CO DEL               COM         123655102          3          144 SH         DEFINED       5         144
C COR
NET CORP             COM         125010108         68         9966 SH         DEFINED    6, 7, 8     9966
C COR
NET CORP             COM         125010108          6          910 SH         DEFINED       5         910
C D I CORP           COM         125071100         59         3650 SH         DEFINED    6, 7, 8     3650
C D I CORP           COM         125071100          5          327 SH         DEFINED       5         327
C H ROBINSON
WORLDWIDE INC        COM         12541W100       2870        99100 SH         DEFINED    6, 7, 8    99100
C MAC INDS INC       EQUITY      125920108      16803       204980 SH         DEFINED       2                      204980
C&D TECHNOLOGIES
INC                  COM         124661109        266        14465 SH         DEFINED    6, 7, 8    14465
C&D TECHNOLOGIES
INC                  COM         124661109         13          705 SH         DEFINED       5         705
CABLE DESIGN
TECHNOLOGIES CORP    COM         126924109        162        13687 SH         DEFINED    6, 7, 8    13687
CABLE DESIGN
TECHNOLOGIES CORP    COM         126924109         14         1193 SH         DEFINED       5        1193
CABLEVISION
SYS CORP             CL A
                     NY
                     CABLVS      12686C109        252         6150 SH         DEFINED    6, 7, 8     6150
CABLEVISION
SYS CORP             CL A
                     NY
                     CABLVS      12686C109          5          125 SH         DEFINED       5         125
CABOT CORP           COM         127055101       3052        76500 SH         DEFINED    6, 7, 8    76500
CABOT
INDUSTRIAL
TRUST                COM         127072106        262        12780 SH         DEFINED    6, 7, 8    12780
CABOT
INDUSTRIAL
TRUST                COM         127072106         23         1114 SH         DEFINED       5        1114
CABOT
INDUSTRIAL
TRUST COM            EQUITY      127072106       3690       180000 SH         Sole          3      180000
CABOT
MICROEL ECTRONICS
CORP                 COM         12709P103       1358        28100 SH         DEFINED    6, 7, 8    28100
CABOT OIL
& GAS CORP           CL A        127097103        155         7779 SH         DEFINED    6, 7, 8     7779
CABOT OIL
& GAS CORP           CL A        127097103         15          772 SH         DEFINED       5         772
CACHEFLOW INC        COM         126946102          9         6299 SH         DEFINED    6, 7, 8     6299
CACHEFLOW INC        COM         126946102          1          611 SH         DEFINED       5         611
CACI INTL INC        CL A        127190304        151         2762 SH         DEFINED    6, 7, 8     2762
CACI INTL INC        CL A        127190304         14          258 SH         DEFINED       5         258
CADBURY
SCHWEPPES PLC        ADR         127209302        200         7858 SH         DEFINED    6, 7, 8     7858
CADENCE
DESIGN
SYSTEM INC           COM         127387108       5468       328400 SH         DEFINED    6, 7, 8   328400
CADIZ INC            COM         127537108         82         9584 SH         DEFINED    6, 7, 8     9584
CADIZ INC            COM         127537108          8          951 SH         DEFINED       5         951
CAL
DIVE
INTL INC             COM         127914109        153         9201 SH         DEFINED    6, 7, 8     9201
CAL DIVE
INTL INC             COM         127914109         15          883 SH         DEFINED       5         883
CALGON
CARBON CORP          COM         129603106         79        10440 SH         DEFINED    6, 7, 8    10440
CALGON
CARBON CORP          COM         129603106          7          935 SH         DEFINED       5         935
CALIFORNIA
PIZZA
KITCHEN INC          COM         13054D109         67         4212 SH         DEFINED    6, 7, 8     4212
CALIFORNIA
PIZZA KITCHEN
INC                  COM         13054D109          7          418 SH         DEFINED       5         418
CALIFORNIA
WTR SVC
GROUP                COM         130788102        119         4424 SH         DEFINED    6, 7, 8     4424
</TABLE>


<PAGE>

<TABLE>
<CAPTION>

                     TITLE        CUSIP        VALUE      SHRS OR SH/   PUT/  INVSTMT     OTHR                   VOTING AUTHORITY
NAME OF ISSUER       CLASS                    (X$1000)     PRN AMT PRN  CALL  DSCRETN     MGRS         SOLE      SHARED     NONE
--------------------------------------------------------------------------------------------------------------------------------
<S>                  <C>         <C>           <C>      <C>             <C>   <C>        <C>       <C>         <C>          <C>
CALIFORNIA
WTR SVC
GROUP                COM         130788102         11          396 SH         DEFINED       5         396
CALIPER
TECHNOLOGIES
CORP                 COM         130876105         56         6020 SH         DEFINED    6, 7, 8     6020
CALIPER
TECHNOLOGIES
CORP                 COM         130876105          6          597 SH         DEFINED       5         597
CALLAWAY
GOLF CO              COM         131193104       1257        98200 SH         DEFINED    6, 7, 8    98200
CALLON
PETE CO
DEL                  COM         13123X102         23         3451 SH         DEFINED    6, 7, 8     3451
CALLON
PETE CO
DEL                  COM         13123X102          2          238 SH         DEFINED       5         238
CALPINE
CORP                 COM         131347106       3041       133320 SH         DEFINED    6, 7, 8   133320
CALPINE
CORP                 COM         131347106         20          890 SH         DEFINED       5         890
CALPINE
CORP                 EQUITY      131347106       1109        46900 SH         DEFINED       2                       46900
CALPINE
CORPORATION          EQUITY      131347106       3484      152,750 SH         DEFINED       1                     152,750
CAMBREX CORP         COM         132011107        217         6470 SH         DEFINED    6, 7, 8     6470
CAMBREX CORP         COM         132011107         20          605 SH         DEFINED       5         605
CAMDEN PPTY
TR                   SH BEN
                     INT         133131102        416        11214 SH         DEFINED    6, 7, 8    11214
CAMDEN PPTY
TR                   SH BEN
                     INT         133131102         36          974 SH         DEFINED       5         974
CAMDEN PPTY
TR
SH BEN INT           EQUITY      133131102      20505       552700 SH         Sole          3      494300                    58400
CAMINUS CORP         COM         133766105         39         2687 SH         DEFINED    6, 7, 8     2687
CAMINUS CORP         COM         133766105          4          259 SH         DEFINED       5         259
CAMINUS CORP
COM                  EQUITY      133766105       5935       404300 SH         Sole          3      404300
CAMPBELL
SOUP CO              COM         134429109       6622       236510 SH         DEFINED    6, 7, 8   236510
CAMPBELL
SOUP CO              COM         134429109         55         1960 SH         DEFINED       5        1960
CAMPBELL
SOUP COMPANY         EQUITY      134429109        190        6,800 SH         DEFINED       1                       6,800
CANADIAN
NATL RY CO           COM         136375102        613        16100 SH         DEFINED    6, 7, 8    16100
CANADIAN
PAC LTD NEW          COM         135923100       4579       142690 SH         DEFINED    6, 7, 8   142690
CANON INC            ADR         138006309        271        10000 SH         DEFINED    6, 7, 8    10000
CAPITAL
AUTOMOTIVE
REIT                 COM SH
                     BEN INT     139733109         86         4874 SH         DEFINED    6, 7, 8     4874
CAPITAL
AUTOMOTIVE
REIT                 COM SH
                     BEN INT     139733109          9          506 SH         DEFINED       5         506
CAPITAL CITY
BK GROUP INC         COM         139674105         50         2112 SH         DEFINED    6, 7, 8     2112
CAPITAL CITY
BK GROUP INC         COM         139674105          4          189 SH         DEFINED       5         189
CAPITAL
GAMING
INTL INC             EQUITY      140180308                     344 SH         DEFINED       2                         344
CAPITAL ONE
FINANCIAL
CORP                 EQUITY      14040H105      13063      283,790 SH         DEFINED       1                     283,790
CAPITAL ONE
FINL CORP            COM         14040H105       4112        89324 SH         DEFINED    6, 7, 8    89324
CAPITAL ONE
FINL CORP            COM         14040H105         29          620 SH         DEFINED       5         620
CAPITAL
ONE FINL
CORP                 EQUITY      14040H105      12495       258800 SH         DEFINED       2                      258800
CAPITAL ONE
FINL CORP COM        EQUITY      14040H105      10067       218700 SH         Sole          3      183900                    34800
CAPITOL
FED FINL             COM         14057C106        170         8893 SH         DEFINED    6, 7, 8     8893
CAPITOL
FED FINL             COM         14057C106         15          766 SH         DEFINED       5         766
CAPITOL
TRANSAMERICA
CORP                 COM         140640103         47         2867 SH         DEFINED    6, 7, 8     2867
CAPITOL
TRANSAMERICA
CORP                 COM         140640103          4          257 SH         DEFINED       5         257
CAPSTEAD MTG
CORP                 COM
                     NO PAR      14067E506         72         2732 SH         DEFINED    6, 7, 8     2732
CAPSTEAD MTG
CORP                 COM
                     NO PAR      14067E506          6          244 SH         DEFINED       5         244
CAPSTONE
TURBINE CORP         COM         14067D102         90        14820 SH         DEFINED    6, 7, 8    14820
CARAUSTAR
INDS INC             COM         140909102         75         8141 SH         DEFINED    6, 7, 8     8141
CARAUSTAR
INDS INC             COM         140909102          7          729 SH         DEFINED       5         729
</TABLE>







<PAGE>



<TABLE>
<CAPTION>

                     TITLE    CUSIP      VALUE       SHRS OR SH/  PUT/  INVSTMT   OTHR                 VOTING AUTHORITY
NAME OF ISSUER       CLASS               (X$1000)    PRN AMT PRN  CALL  DSCRETN   MGRS      SOLE      SHARED        NONE
<S>                  <C>      <C>        <C>         <C>          <C>   <C>      <C>      <C>         <C>         <C>
CARBO CERAMICS INC   COM      140781105       56         2020 SH        DEFINED  6,7,8      2020
CARBO CERAMICS INC   COM      140781105        6          200 SH        DEFINED    5         200
CARDINAL HEALTH INC  EQUITY   14149Y108      642        8,685 SH        DEFINED    1                   8,685
CARDINAL HEALTH INC  COM      14149Y108    14184       191810 SH        DEFINED  6,7,8    191810
CARDINAL HEALTH INC  COM      14149Y108       98         1330 SH        DEFINED    5        1330
CARDINAL HEALTH INC  EQUITY   14149Y108    17462       239700 SH        DEFINED    2                  239700
CARDIODYNAMICS INTL
 CORP                COM      141597104       39         8225 SH        DEFINED  6,7,8      8225
CARDIODYNAMICS INTL
 CORP                COM      141597104        4          816 SH        DEFINED    5         816
CARECENTRIC INC      COM      14166Y106        1          647 SH        DEFINED  6,7,8       647
CARECENTRIC INC      COM      14166Y106        0            3 SH        DEFINED    5           3
CAREER ED CORP       EQUITY   141665109     3564        69600 SH        DEFINED    2                   69600
CAREER EDUCATION
 CORP                COM      141665109      321         5836 SH        DEFINED  6,7,8      5836
CAREER EDUCATION
 CORP                COM      141665109       31          559 SH        DEFINED    5         559
CAREMARK RX INC      EQUITY   141705103     4221       267200 SH        DEFINED    2                  267200
CARLISLE COS INC     COM      142339100     1253        44700 SH        DEFINED  6,7,8     44700
CARLISLE COS INC     COM      142339100       23          822 SH        DEFINED    5         822
CARNIVAL CORP        COM      143658102     8401       381530 SH        DEFINED  6,7,8    381530
CARNIVAL CORP        COM      143658102       66         2990 SH        DEFINED    5        2990
CARNIVAL CORP CLASS
 A                   EQUITY   143658102      214        9,700 SH        DEFINED    1                   9,700
CARPENTER
 TECHNOLOGY CORP     COM      144285103      709        31867 SH        DEFINED  6,7,8     31867
CARPENTER
 TECHNOLOGY CORP     COM      144285103       12          523 SH        DEFINED    5         523
CARRAMERICA REALTY
 CORPORATION         EQUITY   144418100    16622       554800 SH        Sole       3      486800                   68000
CARRAMERICA RLTY
 CORP                COM      144418100      398        13300 SH        DEFINED  6,7,8     13300
CARREKER CORP        COM      144433109       37         4842 SH        DEFINED  6,7,8      4842
CARREKER CORP        COM      144433109        4          481 SH        DEFINED    5         481
CARRIER ACCESS CORP  COM      144460102        8         3056 SH        DEFINED  6,7,8      3056
CARRIER ACCESS CORP  COM      144460102        1          297 SH        DEFINED    5         297
CARTER WALLACE INC   COM      146285101      123         6007 SH        DEFINED  6,7,8      6007
CARTER WALLACE INC   COM      146285101       11          544 SH        DEFINED    5         544
CASCADE NAT GAS
 CORP                COM      147339105       75         3472 SH        DEFINED  6,7,8      3472
CASCADE NAT GAS
 CORP                COM      147339105        7          311 SH        DEFINED    5         311
CASELLA WASTE SYS
 INC                 CL A     147448104       62         5567 SH        DEFINED  6,7,8      5567
CASELLA WASTE SYS
 INC                 CL A     147448104        6          499 SH        DEFINED    5         499
CASEYS GEN STORES
 INC                 COM      147528103      148        12414 SH        DEFINED  6,7,8     12414
CASEYS GEN STORES
 INC                 COM      147528103       13         1072 SH        DEFINED    5        1072
CASH AMER INTL INC   COM      14754D100       64         6987 SH        DEFINED  6,7,8      6987
CASH AMER INTL INC   COM      14754D100        6          626 SH        DEFINED    5         626
CASTLE A M & CO      COM      148411101       17         2043 SH        DEFINED  6,7,8      2043
CASTLE A M & CO      COM      148411101        2          183 SH        DEFINED    5         183
CATALINA MARKETING
 CORP                COM      148867104     2041        72905 SH        DEFINED  6,7,8     72905
CATALYTICA ENERGY
 SYS INC             COM      148884109       29         3832 SH        DEFINED  6,7,8      3832
CATALYTICA ENERGY
 SYS INC             COM      148884109        4          472 SH        DEFINED    5         472
CATAPULT
 COMMUNICATIONS
 CORP                COM      149016107       18         1340 SH        DEFINED  6,7,8      1340
</TABLE>



<PAGE>


<TABLE>
<CAPTION>
                     TITLE    CUSIP      VALUE       SHRS OR SH/  PUT/  INVSTMT   OTHR                 VOTING AUTHORITY
NAME OF ISSUER       CLASS               (X$1000)    PRN AMT PRN  CALL  DSCRETN   MGRS      SOLE      SHARED        NONE
<S>                  <C>      <C>        <C>         <C>          <C>   <C>      <C>      <C>        <C>         <C>
CATAPULT
 COMMUNICATIONS
 CORP                COM      149016107        2          133 SH        DEFINED    5         133
CATELLUS
 DEVELOPMENT CORP    EQUITY   149111106     8971       513200 SH        Sole       3      444500                   68700
CATERPILLAR INC      EQUITY   149123101     4999       111575 SH        DEFINED    2                  111576
CATERPILLAR INC DEL  COM      149123101     7256       161970 SH        DEFINED  6,7,8    161970
CATERPILLAR INC DEL  COM      149123101       46         1020 SH        DEFINED    5        1020
CATERPILLAR INC.     EQUITY   149123101      255        5,700 SH        DEFINED    1                   5,700
CATHAY BANCORP INC   COM      149150104      129         2394 SH        DEFINED  6,7,8      2394
CATHAY BANCORP INC   COM      149150104       11          210 SH        DEFINED    5         210
CATO CORP NEW        CL A     149205106       60         4010 SH        DEFINED  6,7,8      4010
CATO CORP NEW        CL A     149205106        6          395 SH        DEFINED    5         395
CBL & ASSOC PPTYS
 INC                 COM      124830100      442        16208 SH        DEFINED  6,7,8     16208
CBL & ASSOC PPTYS
 INC                 COM      124830100       15          554 SH        DEFINED    5         554
CBL & ASSOC PPTYS
 INC COM             EQUITY   124830100    12685       465500 SH        Sole       3      406400                   59100
CBRL GROUP INC       COM      12489V106     1811        82424 SH        DEFINED  6,7,8     82424
CBRL GROUP INC       COM      12489V106       33         1500 SH        DEFINED    5        1500
CCBT FINL COS INC    COM      12500Q102       62         2494 SH        DEFINED  6,7,8      2494
CCBT FINL COS INC    COM      12500Q102        6          242 SH        DEFINED    5         242
CCC INFORMATION
 SERVICE GROUP INC   EQUITY   12487Q109      877      120,000 SH        DEFINED    1                 120,000
CCC INFORMATION
 SVCS GROUP INC      COM      12487Q109       21         2862 SH        DEFINED  6,7,8      2862
CCC INFORMATION
 SVCS GROUP INC      COM      12487Q109        2          284 SH        DEFINED    5         284
CDW COMPUTER CTRS
 INC                 COM      125129106     3719       102800 SH        DEFINED  6,7,8    102800
CEC ENTMT INC        COM      125137109      384        11253 SH        DEFINED  6,7,8     11253
CEC ENTMT INC        COM      125137109       26          757 SH        DEFINED    5         757
CELERITEK INC        COM      150926103       42         3550 SH        DEFINED  6,7,8      3550
CELERITEK INC        COM      150926103        4          335 SH        DEFINED    5         335
CELESTICA INC        SUB VTG 
                     SHS      15101Q108      429        15700 SH        DEFINED  6,7,8     15700
CELL GENESYS INC     COM      150921104      173        10798 SH        DEFINED  6,7,8     10798
CELL GENESYS INC     COM      150921104       15          937 SH        DEFINED    5         937
CELL PATHWAYS INC
 NEW                 COM      15114R101       25         7666 SH        DEFINED  6,7,8      7666
CELL PATHWAYS INC
 NEW                 COM      15114R101        3          761 SH        DEFINED    5         761
CELL THERAPEUTICS
 INC                 COM      150934107      230         9561 SH        DEFINED  6,7,8      9561
CELL THERAPEUTICS
 INC                 COM      150934107       22          919 SH        DEFINED    5         919
CELL THERAPEUTICS
 INC                 EQUITY   150934107     2405       100000 SH        DEFINED    2                  100000
CEMEX S A            SPON   
                     ADR 5  
                     ORD      151290889      231        11267 SH        DEFINED  6,7,8     11267
CENDANT CORP         COM      151313103     6383       498680 SH        DEFINED  6,7,8    498680
CENDANT CORP         COM      151313103       60         4650 SH        DEFINED    5        4650
CENDANT CORP         EQUITY   151313103     4078       313300 SH        DEFINED    2                  313300
CENDANT CORPORATION  EQUITY   151313103      182       14,200 SH        DEFINED    1                  14,200
CENTENNIAL BANCORP   COM      15133T104       46         6069 SH        DEFINED  6,7,8      6069
CENTENNIAL BANCORP   COM      15133T104        4          589 SH        DEFINED    5         589
CENTENNIAL
 COMMUNCTNS CORP     CL A
 NEW                 NEW      15133V208       21         2331 SH        DEFINED  6,7,8      2331
CENTENNIAL
 COMMUNCTNS CORP     CL A
 NEW                 NEW      15133V208        2          221 SH        DEFINED    5         221
CENTERPOINT PPTYS
 TR                  SH BEN   151895109      303         6350 SH        DEFINED  6,7,8      6350
                     INT
</TABLE>



<PAGE>


<TABLE>
<CAPTION>
                     TITLE    CUSIP      VALUE       SHRS OR SH/  PUT/  INVSTMT   OTHR                 VOTING AUTHORITY
NAME OF ISSUER       CLASS               (X$1000)    PRN AMT PRN  CALL  DSCRETN   MGRS      SOLE      SHARED        NONE
<S>                  <C>      <C>        <C>        <C>           <C>   <C>      <C>     <C>       <C>            <C>
CENTERPOINT PPTYS
 TR                  SH BEN   151895109       27          559 SH        DEFINED    5         559
                     INT
CENTERPOINT PPTYS
 TRUST               EQUITY   151895109     8414       176200 SH        Sole       3      154000                   22200
CENTEX CONSTRUCTION
 PRODUCTS            COM      15231R109       61         2051 SH        DEFINED  6,7,8      2051
CENTEX CONSTRUCTION
 PRODUCTS            COM      15231R109        5          184 SH        DEFINED    5         184
CENTEX CORP          EQUITY   152312104       34        1,000 SH        DEFINED    1                   1,000
CENTEX CORP          COM      152312104     1477        43800 SH        DEFINED  6,7,8     43800
CENTEX CORP          COM      152312104        6          180 SH        DEFINED    5         180
CENTEX CORP COM      EQUITY   152312104    22758       674700 SH        Sole       3      627400                   47300
CENTILLIUM
 COMMUNICATIONS INC  EQUITY   152319109     7061      1165100 SH        Sole       3     1165100
CENTILLIUM
 COMMUNICATIONS INC  COM      152319109       43         7156 SH        DEFINED  6,7,8      7156
CENTILLIUM
 COMMUNICATIONS INC  COM      152319109        4          710 SH        DEFINED    5         710
CENTRA SOFTWARE INC  COM      15234X103       52         6031 SH        DEFINED  6,7,8      6031
CENTRA SOFTWARE INC  COM      15234X103        5          598 SH        DEFINED    5         598
CENTRAL COAST
 BANCORP             COM      153145107       35         1669 SH        DEFINED  6,7,8      1669
CENTRAL COAST
 BANCORP             COM      153145107        3          166 SH        DEFINED    5         166
CENTRAL PKG CORP     COM      154785109       75         5337 SH        DEFINED  6,7,8      5337
CENTRAL PKG CORP     COM      154785109        7          483 SH        DEFINED    5         483
CENTRAL VT PUB SVC
 CORP                COM      155771108       63         3629 SH        DEFINED  6,7,8      3629
CENTRAL VT PUB SVC
 CORP                COM      155771108        6          325 SH        DEFINED    5         325
CENTURY ALUM CO      COM      156431108       29         3587 SH        DEFINED  6,7,8      3587
CENTURY ALUM CO      COM      156431108        3          352 SH        DEFINED    5         352
CENTURY BUSINESS
 SVCS INC            COM      156490104       62        24699 SH        DEFINED  6,7,8     24699
CENTURY BUSINESS
 SVCS INC            COM      156490104        6         2212 SH        DEFINED    5        2212
CENTURYTEL INC       EQUITY   156700106       77        2,300 SH        DEFINED    1                   2,300
CENTURYTEL INC       COM      156700106     1998        59630 SH        DEFINED  6,7,8     59630
CENTURYTEL INC       COM      156700106       14          420 SH        DEFINED    5         420
CEPHALON INC         EQUITY   156708109    13280       255100 SH        DEFINED    2                  255100
CERIDIAN CORP NEW    COM      156779100     2878       198470 SH        DEFINED  6,7,8    198470
CERIDIAN CORP NEW    COM      156779100        8          570 SH        DEFINED    5         570
CERNER CORP          COM      156782104      277         5600 SH        DEFINED  6,7,8      5600
CERNER CORP          EQUITY   156782104     6118       122800 SH        DEFINED    2                  122800
CERTEGY INC          COM      156880106     2492        96000 SH        DEFINED  6,7,8     96000
CERTEGY INC COM      EQUITY   156880106    24236       933600 SH        Sole       3      916900                   16700
CERUS CORP           COM      157085101      152         3211 SH        DEFINED  6,7,8      3211
CERUS CORP           COM      157085101       15          309 SH        DEFINED    5         309
CFS BANCORP INC      COM      12525D102       75         5052 SH        DEFINED  6,7,8      5052
CFS BANCORP INC      COM      12525D102        7          452 SH        DEFINED    5         452
CH ENERGY GROUP INC  COM      12541M102      215         5300 SH        DEFINED  6,7,8      5300
CH ENERGY GROUP INC  COM      12541M102       18          445 SH        DEFINED    5         445
CHAMPION
 ENTERPRISES INC     COM      158496109      104        15014 SH        DEFINED  6,7,8     15014
CHAMPION
 ENTERPRISES INC     COM      158496109        9         1345 SH        DEFINED    5        1345
CHAMPION
 ENTERPRISES INC     EQUITY   158496109      403        52600 SH        DEFINED    2                   52600
Champion
 International       CORP     158525AV7     4658    5,000,000 PRN       DEFINED    4               5,000,000
                     BOND
</TABLE>



<PAGE>



<TABLE>
<CAPTION>

                     TITLE    CUSIP      VALUE       SHRS OR SH/  PUT/  INVSTMT   OTHR                 VOTING AUTHORITY
NAME OF ISSUER       CLASS               (X$1000)    PRN AMT PRN  CALL  DSCRETN   MGRS      SOLE      SHARED        NONE
<S>                  <C>      <C>        <C>         <C>          <C>   <C>      <C>    <C>           <C>         <C>
CHAMPIONSHIP AUTO 
 RACING TEAM         COM      158711101       55         3934 SH        DEFINED  6,7,8      3934
CHAMPIONSHIP AUTO
 RACING TEAM         COM      158711101        5          352 SH        DEFINED    5         352
CHARLES RIV
 LABORATORIES INTL   EQUITY   159864107     5968       169800 SH        DEFINED    2                  169800
CHARLES RIV LABS
 INTL INC            COM      159864107      892        25212 SH        DEFINED  6,7,8     25212
CHARLES RIV LABS
 INTL INC            COM      159864107       40         1135 SH        DEFINED    5        1135
CHARLOTTE RUSSE
 HLDG INC            COM      161048103       76         5872 SH        DEFINED  6,7,8      5872
CHARLOTTE RUSSE
 HLDG INC            COM      161048103        8          583 SH        DEFINED    5         583
CHARMING SHOPPES
 INC                 COM      161133103      150        30462 SH        DEFINED  6,7,8     30462
CHARMING SHOPPES
 INC                 COM      161133103       13         2629 SH        DEFINED    5        2629
CHARTER MUN MTG      SH
 ACCEP CO            BEN INT  160908109      154         9618 SH        DEFINED  6,7,8      9618
CHARTER MUN MTG      SH
 ACCEP CO            BEN INT  160908109       14          861 SH        DEFINED    5         861
CHARTER ONE
 FINANCIAL, INC.     EQUITY   160903100      103        3,659 SH        DEFINED    1                   3,659
CHARTER ONE FIN'L    EQUITY   160903100    64303      2278620 SH        Sole       3     2111578                  167042
CHARTER ONE FINL
 INC                 COM      160903100     2590        91766 SH        DEFINED  6,7,8     91766
CHARTER ONE FINL
 INC                 COM      160903100       18          651 SH        DEFINED    5         651
CHATEAU CMNTYS INC   COM      161726104      178         6048 SH        DEFINED  6,7,8      6048
CHATEAU CMNTYS INC   COM      161726104       16          551 SH        DEFINED    5         551
CHATEAU COMMUNITIES
 INC COM             EQUITY   161726104    16963       576000 SH        Sole       3      519000                   57000
CHEAP TICKETS INC    COM      162672109       56         3396 SH        DEFINED  6,7,8      3396
CHEAP TICKETS INC    COM      162672109        5          307 SH        DEFINED    5         307
CHECK POINT
 SOFTWARE            EQUITY   M22465104      470        43800 SH        DEFINED    2                   43800
CHECK POINT
 SOFTWARE TECH       EQUITY   M22465104      437       19,850 SH        DEFINED    1                  19,850
CHECK POINT
 SOFTWARE TECH LTD   ORD      M22465104       92         4200 SH        DEFINED  6,7,8      4200
CHECKFREE CORP NEW   COM      162813109     1526        89900 SH        DEFINED  6,7,8     89900
CHECKPOINT SYS INC   COM      162825103       97         8889 SH        DEFINED  6,7,8      8889
CHECKPOINT SYS INC   COM      162825103        9          801 SH        DEFINED    5         801
CHEESECAKE FACTORY
 INC                 COM      163072101      252        10519 SH        DEFINED  6,7,8     10519
CHEESECAKE FACTORY
 INC                 COM      163072101       25         1024 SH        DEFINED    5        1024
CHEESECAKE FACTORY
 INC COM             EQUITY   163072101    19281       805037 SH        Sole       3      789788                   15249
CHELSEA PPTY GROUP
 INC                 COM      163421100      178         3916 SH        DEFINED  6,7,8      3916
CHELSEA PPTY GROUP
 INC                 COM      163421100       17          379 SH        DEFINED    5         379
CHELSEA PPTY GROUP
 INC COM             EQUITY   163421100      900        19800 SH        Sole       3                               19800
CHEMED CORP          COM      163596109       80         2780 SH        DEFINED  6,7,8      2780
CHEMED CORP          COM      163596109        7          249 SH        DEFINED    5         249
CHEMFIRST INC        COM      16361A106       69         3400 SH        DEFINED  6,7,8      3400
CHEMFIRST INC        COM      16361A106        6          304 SH        DEFINED    5         304
CHEMICAL FINL CORP   COM      163731102      183         6736 SH        DEFINED  6,7,8      6736
CHEMICAL FINL CORP   COM      163731102       16          583 SH        DEFINED    5         583
CHESAPEAKE CORP      COM      165159104      123         4756 SH        DEFINED  6,7,8      4756
CHESAPEAKE CORP      COM      165159104       11          426 SH        DEFINED    5         426
CHESAPEAKE ENERGY
 CORP                COM      165167107      224        39678 SH        DEFINED  6,7,8     39678
CHESAPEAKE ENERGY
 CORP                COM      165167107       22         3807 SH        DEFINED    5        3807
CHEVRON CORPORATION  EQUITY   166751107      907       10,700 SH        DEFINED    1                  10,700
</TABLE>



<PAGE>

<TABLE>
<S>                                    <C>             <C>       <C>     <C>        <C> <C> <C>      <C>      <C>     <C>       <C>
CHEVRON CORPORATION                    COM             166751107  26178     308890  SH      DEFINED  6, 7, 8   308890
CHEVRON CORPORATION                    COM             166751107    162       1910  SH      DEFINED     5        1910
CHICOS FAS INC                         COM             168615102    147       6243  SH      DEFINED  6, 7, 8     6243
CHICOS FAS INC                         COM             168615102     14        600  SH      DEFINED     5         600
CHILDRENS PL RETAIL STORES INC         COM             168905107     54       3001  SH      DEFINED  6, 7, 8     3001
CHILDRENS PL RETAIL STORES INC         COM             168905107      5        298  SH      DEFINED     5         298
CHILES OFFSHORE INC                    COM             16888M104     42       2079  SH      DEFINED  6, 7, 8     2079
CHILES OFFSHORE INC                    COM             16888M104      4        200  SH      DEFINED     5         200
CHINA MOBILE HK LTD - SPON ADR         EQUITY          16941M109   1645    102,500  SH      DEFINED     1               102,500
CHIPPAC INC                            CL A            169657103     21       9197  SH      DEFINED  6, 7, 8     9197
CHIPPAC INC                            CL A            169657103      2        913  SH      DEFINED     5         913
CHIRON CORP                            COM             170040109   3781      85110  SH      DEFINED  6, 7, 8    85110
CHIRON CORP                            COM             170040109     25        570  SH      DEFINED     5         570
CHIRON CORP.                           EQUITY          170040109    142      3,200  SH      DEFINED     1                 3,200
CHITTENDEN CORP                        COM             170228100    229       9013  SH      DEFINED  6, 7, 8     9013
CHITTENDEN CORP                        COM             170228100     21        830  SH      DEFINED     5         830
CHOICE HOTELS INTL INC                 COM             169905106    170      10279  SH      DEFINED  6, 7, 8    10279
CHOICE HOTELS INTL INC                 COM             169905106     15        934  SH      DEFINED     5         934
CHOICE ONE COMMUNICATION INC           COM             17038P104      5       3137  SH      DEFINED  6, 7, 8     3137
CHOICE ONE COMMUNICATION INC           COM             17038P104      0        281  SH      DEFINED     5         281
CHOICEPOINT INC                        COM             170388102   3735      89700  SH      DEFINED  6, 7, 8    89700
CHOICEPOINT INC COM                    EQUITY          170388102   6492     155900  SH      Sole        3      153100           2800
CHORDIANT SOFTWARE INC                 COM             170404107     15       7855  SH      DEFINED  6, 7, 8     7855
CHORDIANT SOFTWARE INC                 COM             170404107      1        780  SH      DEFINED     5         780
CHRISTOPHER & BANKS CORP               COM             171046105    123       4083  SH      DEFINED  6, 7, 8     4083
CHRISTOPHER & BANKS CORP               COM             171046105     12        405  SH      DEFINED     5         405
CHUBB CORP                             EQUITY          171232101   2765     38,715  SH      DEFINED     1                38,715
CHUBB CORP                             COM             171232101   7782     108971  SH      DEFINED  6, 7, 8   108971
CHUBB CORP                             COM             171232101     81       1140  SH      DEFINED     5        1140
CHURCH & DWIGHT INC                    COM             171340102   1642      63532  SH      DEFINED  6, 7, 8    63532
CHURCH & DWIGHT INC                    COM             171340102     26        993  SH      DEFINED     5         993
CHURCHILL DOWNS INC                    COM             171484108     24        863  SH      DEFINED  6, 7, 8      863
CHURCHILL DOWNS INC                    COM             171484108      2         77  SH      DEFINED     5          77
CIA ANONIMA TELEF DE VEN-ADR (CANTV)   EQUITY          204421101    560     24,300  SH      DEFINED     1                24,300
CIA PARANAENSE ENER-SP ADR             EQUITY          20441B407    238     40,700  SH      DEFINED     1                40,700
CIA TELECOM CHILE-SPONS ADR            EQUITY          204449300    392     39,750  SH      DEFINED     1                39,750
CIBER INC                              COM             17163B102     95      15058  SH      DEFINED  6, 7, 8    15058
CIBER INC                              COM             17163B102      8       1348  SH      DEFINED     5        1348
CIENA CORP                             EQUITY          171779101     56      5,400  SH      DEFINED     1                 5,400
CIENA CORP                             COM             171779101   1495     145320  SH      DEFINED  6, 7, 8   145320
CIENA CORP                             COM             171779101     10        970  SH      DEFINED     5         970
CIENA CORP                             EQUITY          171779101   2599     196500  SH      DEFINED     2                196500
CIGNA CORP                             EQUITY          125509109    207      2,500  SH      DEFINED     1                 2,500
</TABLE>



<PAGE>

<TABLE>
<S>                                    <C>             <C>       <C>     <C>        <C> <C> <C>      <C>      <C>     <C>       <C>
CIGNA CORP                             COM             125509109  12614     152072  SH      DEFINED  6, 7, 8   152072
CIGNA CORP                             COM             125509109    141       1700  SH      DEFINED     5        1700
CIMA LABS INC                          COM             171796105    251       4124  SH      DEFINED  6, 7, 8     4124
CIMA LABS INC                          COM             171796105     24        399  SH      DEFINED     5         399
CINCINNATI FINANCIAL CORPORATION       EQUITY          172062101    112      2,700  SH      DEFINED     1                 2,700
CINCINNATI FINL CORP                   COM             172062101   2827      67930  SH      DEFINED  6, 7, 8    67930
CINCINNATI FINL CORP                   COM             172062101     20        480  SH      DEFINED     5         480
CINERGY CORP                           EQUITY          172474108     80      2,600  SH      DEFINED     1                 2,600
CINERGY CORP                           COM             172474108   2078      67310  SH      DEFINED  6, 7, 8    67310
CINERGY CORP                           COM             172474108     15        470  SH      DEFINED     5         470
CINTAS CORP                            EQUITY          172908105    113      2,800  SH      DEFINED     1                 2,800
CINTAS CORP                            COM             172908105   3030      75180  SH      DEFINED  6, 7, 8    75180
CINTAS CORP                            COM             172908105     20        500  SH      DEFINED     5         500
CIPHERGEN BIOSYSTEMS INC               COM             17252Y104     14       4724  SH      DEFINED  6, 7, 8     4724
CIPHERGEN BIOSYSTEMS INC               COM             17252Y104      1        466  SH      DEFINED     5         466
CIRCOR INTL INC                        COM             17273K109     40       2696  SH      DEFINED  6, 7, 8     2696
CIRCOR INTL INC                        COM             17273K109      4        241  SH      DEFINED     5         241
CIRCUIT CITY STORE INC                 CIRCT CITY GRP  172737108   1240     103310  SH      DEFINED  6, 7, 8   103310
CIRCUIT CITY STORE INC                 CARMAX GROUP    172737306     91       8062  SH      DEFINED  6, 7, 8     8062
CIRCUIT CITY STORE INC                 CIRCT CITY GRP  172737108      7        620  SH      DEFINED     5         620
CIRCUIT CITY STORE INC                 CARMAX GROUP    172737306      8        722  SH      DEFINED     5         722
CIRCUIT CITY STORES-CIRCUIT CITY GROU  EQUITY          172737108     41      3,400  SH      DEFINED     1                 3,400
CIRRUS LOGIC INC                       COM             172755100   1130     152250  SH      DEFINED  6, 7, 8   152250
CIRRUS LOGIC INC                       COM             172755100      5        630  SH      DEFINED     5         630
CISCO SYS INC                          COM             17275R102  42941    3525520  SH      DEFINED  6, 7, 8  3525520
CISCO SYS INC                          COM             17275R102    334      27410  SH      DEFINED     5       27410
CISCO SYS INC                          EQUITY          17275R102  14200    1021900  SH      DEFINED     2               1021900
Cisco Systems                          EQUITY          17275R102    664     54,500  SH      DEFINED     4                54,500
CISCO SYSTEMS INC.                     EQUITY          17275R102  11755    965,070  SH      DEFINED     1               965,070
CIT Capital Trust I                    CORPBOND        125563AC0   4627  5,000,000  PRN     DEFINED     4             5,000,000
CITIGROUP INC                          EQUITY          172967101  88196  2,012,862  SH      DEFINED     1             1,113,762
CITIGROUP INC                          EQUITY          172937101  40183    1266229  SH      DEFINED     2               1266229
CITIGROUP INC                          COM             172967101 107100    2644456  SH      DEFINED  6, 7, 8  2644456
CITIGROUP INC                          COM             172967101    788      19452  SH      DEFINED     5       19452
CITIZENS BKG CORP MICH                 COM             174420109    469      14619  SH      DEFINED  6, 7, 8    14619
CITIZENS BKG CORP MICH                 COM             174420109     40       1259  SH      DEFINED     5        1259
CITIZENS COMMUNICATIONS CO             EQUITY          17453B101     44      4,700  SH      DEFINED     1                 4,700
CITIZENS COMMUNICATIONS CO             COM             17453B101   1134     120590  SH      DEFINED  6, 7, 8   120590
CITIZENS COMMUNICATIONS CO             COM             17453B101      8        850  SH      DEFINED     5         850
CITIZENS INC                           CL A            174740100     56       5570  SH      DEFINED  6, 7, 8     5570
CITIZENS INC                           CL A            174740100      6        547  SH      DEFINED     5         547
CITRIX SYS INC                         COM             177376100   1625      82080  SH      DEFINED  6, 7, 8    82080
CITRIX SYS INC                         COM             177376100     11        550  SH      DEFINED     5         550
</TABLE>



<PAGE>


<TABLE>
<CAPTION>

                     TITLE    CUSIP      VALUE       SHRS OR SH/  PUT/  INVSTMT   OTHR                 VOTING AUTHORITY
NAME OF ISSUER       CLASS               (X$1000)    PRN AMT PRN  CALL  DSCRETN   MGRS      SOLE      SHARED        NONE
<S>                  <C>      <C>        <C>         <C>          <C>   <C>      <C>      <C>       <C>           <C>
CITRIX SYS INC       EQUITY   177376100     2672       130000 SH        DEFINED    2                  130000
CITRIX SYSTEMS INC   EQUITY   177376100       61        3,100 SH        DEFINED    1                   3,100
CITY BK LYNNWOOD
 WASH                COM      17770A109       65         2665 SH        DEFINED  6,7,8      2665
CITY BK LYNNWOOD
 WASH                COM      17770A109        6          263 SH        DEFINED    5         263
CITY HLDG CO         COM      177835105       53         5308 SH        DEFINED  6,7,8      5308
CITY HLDG CO         COM      177835105        5          475 SH        DEFINED    5         475
CITY NATL CORP       COM      178566105     3078        71325 SH        DEFINED  6,7,8     71325
CLAIRES STORES INC   COM      179584107      889        70249 SH        DEFINED  6,7,8     70249
CLAIRES STORES INC   COM      179584107       14         1146 SH        DEFINED    5        1146
CLARCOR INC          COM      179895107      165         6887 SH        DEFINED  6,7,8      6887
CLARCOR INC          COM      179895107       14          600 SH        DEFINED    5         600
CLARENT CORP DEL     COM      180461105       14         8873 SH        DEFINED  6,7,8      8873
CLARENT CORP DEL     COM      180461105        1          840 SH        DEFINED    5         840
CLARK / BARDES INC   COM      180668105       51         2374 SH        DEFINED  6,7,8      2374
CLARK / BARDES INC   COM      180668105        5          236 SH        DEFINED    5         236
CLAYTON HOMES INC    COM      184190106     1969       161400 SH        DEFINED  6,7,8    161400
CLAYTON HOMES INC    EQUITY   184190106      509        38000 SH        DEFINED    2                   38000
CLEAR CHANNEL COMMUN EQUITY   184502102     1351        34000 SH        Sole       3       34000
CLEAR CHANNEL
 COMMUNICATIONS      EQUITY   184502102     7857      197,660 SH        DEFINED    1                 197,660
CLEAR CHANNEL
 COMMUNICATIONS      COM      184502102    10259       258090 SH        DEFINED  6,7,8    258090
CLEAR CHANNEL
 COMMUNICATIONS      COM      184502102       78         1950 SH        DEFINED    5        1950
CLEAR CHANNEL
 COMMUNICATIONS      EQUITY   184502102    15418       384510 SH        DEFINED    2                  384510
CLECO CORP NEW       COM      12561W105     1358        65867 SH        DEFINED  6,7,8     65867
CLECO CORP NEW       COM      12561W105       23         1130 SH        DEFINED    5        1130
CLEVELAND CLIFFS
 INC                 COM      185896107       43         3000 SH        DEFINED  6,7,8      3000
CLEVELAND CLIFFS
 INC                 COM      185896107        4          269 SH        DEFINED    5         269
CLICK COMMERCE INC   COM      18681D109        7         4882 SH        DEFINED  6,7,8      4882
CLICK COMMERCE INC   COM      18681D109        1          484 SH        DEFINED    5         484
CLOROX CO            EQUITY   189054109     5717       154507 SH        DEFINED    2                  154507
CLOROX CO DEL        COM      189054109     4236       114490 SH        DEFINED  6,7,8    114490
CLOROX CO DEL        COM      189054109       26          710 SH        DEFINED    5         710
CLOROX CO.           EQUITY   189054109      144        3,900 SH        DEFINED    1                   3,900
CLOSURE MED CORP     COM      189093107       29         1518 SH        DEFINED  6,7,8      1518
CLOSURE MED CORP     COM      189093107        3          151 SH        DEFINED    5         151
CMGI INC             COM      125750109        7         6820 SH        DEFINED  6,7,8      6820
CMS ENERGY CORP      EQUITY   125896100       46        2,300 SH        DEFINED    1                   2,300
CMS ENERGY CORP      COM      125896100     1269        63440 SH        DEFINED  6,7,8     63440
CMS ENERGY CORP      COM      125896100        8          390 SH        DEFINED    5         390
CNA SURETY CORP      COM      12612L108       65         4809 SH        DEFINED  6,7,8      4809
CNA SURETY CORP      COM      12612L108        6          431 SH        DEFINED    5         431
CNET NETWORKS INC    COM      12613R104       12         2820 SH        DEFINED  6,7,8      2820
CNF INC              COM      12612W104     1306        57200 SH        DEFINED  6,7,8     57200
COACH INC            COM      189754104     1434        54105 SH        DEFINED  6,7,8     54105
</TABLE>



<PAGE>


<TABLE>
<CAPTION>

                     TITLE    CUSIP      VALUE       SHRS OR SH/  PUT/  INVSTMT   OTHR                 VOTING AUTHORITY
NAME OF ISSUER       CLASS               (X$1000)    PRN AMT PRN  CALL  DSCRETN   MGRS      SOLE      SHARED        NONE
<S>                  <C>      <C>        <C>         <C>          <C>   <C>      <C>     <C>         <C>          <C>
COACH INC            EQUITY   189754104     2068        70600 SH        DEFINED    2                   70600
COACH INC COM        EQUITY   189754104    30020      1132400 SH        Sole       3     1112300                   20100
COACHMEN INDS INC    COM      189873102       40         4445 SH        DEFINED  6,7,8      4445
COACHMEN INDS INC    COM      189873102        4          398 SH        DEFINED    5         398
COASTAL BANCORP INC  COM      19041P105       46         1309 SH        DEFINED  6,7,8      1309
COASTAL BANCORP INC  COM      19041P105        4          117 SH        DEFINED    5         117
COBALT CORP          COM      19074W100       13         2579 SH        DEFINED  6,7,8      2579
COBALT CORP          COM      19074W100        1          256 SH        DEFINED    5         256
COBIZ INC            COM      190897108       26         1984 SH        DEFINED  6,7,8      1984
COBIZ INC            COM      190897108        3          197 SH        DEFINED    5         197
COCA COLA            EQUITY   191216100    34688      740,400 SH        DEFINED    1                 740,400
COCA COLA BOTTLING
 CO CONS             COM      191098102       10          271 SH        DEFINED  6,7,8       271
COCA COLA BOTTLING
 CO CONS             COM      191098102        1           27 SH        DEFINED    5          27
COCA COLA CO         COM      191216100    56614      1208420 SH        DEFINED  6,7,8   1208420
COCA COLA CO         COM      191216100      431         9200 SH        DEFINED    5        9200
COCA COLA CO         EQUITY   191216100     1928        41100 SH        DEFINED    2                   41100
COCA COLA
 ENTERPRISES INC     COM      191219104     2887       188210 SH        DEFINED  6,7,8    188210
COCA COLA
 ENTERPRISES INC     COM      191219104       20         1330 SH        DEFINED    5        1330
COCA-COLA
 ENTERPRISES         EQUITY   191219104      114        7,400 SH        DEFINED    1                   7,400
COCA-COLA FEMSA
 S.A.-SP ADR         EQUITY   191241108      972       49,200 SH        DEFINED    1                  49,200
COGNEX CORP          COM      192422103      177         9021 SH        DEFINED  6,7,8      9021
COGNEX CORP          COM      192422103       17          865 SH        DEFINED    5         865
COGNIZANT
 TECHNOLOGY
 SOLUTIONS           CL A     192446102       48         2127 SH        DEFINED  6,7,8      2127
COGNIZANT
 TECHNOLOGY
 SOLUTIONS           CL A     192446102        5          211 SH        DEFINED    5         211
COHERENT INC         COM      192479103      318        11182 SH        DEFINED  6,7,8     11182
COHERENT INC         COM      192479103       22          779 SH        DEFINED    5         779
COHU INC             COM      192576106       88         5859 SH        DEFINED  6,7,8      5859
COHU INC             COM      192576106        9          573 SH        DEFINED    5         573
COINSTAR INC         COM      19259P300      115         5854 SH        DEFINED  6,7,8      5854
COINSTAR INC         COM      19259P300       11          581 SH        DEFINED    5         581
COLDWATER CREEK INC  COM      193068103       20         1113 SH        DEFINED  6,7,8      1113
COLDWATER CREEK INC  COM      193068103        2          110 SH        DEFINED    5         110
COLE KENNETH
 PRODTNS INC         CL A     193294105       27         2115 SH        DEFINED  6,7,8      2115
COLE KENNETH
 PRODTNS INC         CL A     193294105        3          210 SH        DEFINED    5         210
COLE NATIONAL CORP
 NEW                 CL A     193290103       41         3088 SH        DEFINED  6,7,8      3088
COLE NATIONAL CORP
 NEW                 CL A     193290103        4          277 SH        DEFINED    5         277
Colgate              EQUITY   194162103     3349       57,500 SH        DEFINED    4                  57,500
COLGATE PALMOLIVE
 CO                  COM      194162103    16580       284628 SH        DEFINED  6,7,8    284628
COLGATE PALMOLIVE
 CO                  COM      194162103      153         2620 SH        DEFINED    5        2620
COLGATE-PALMOLIVE    EQUITY   194162103      627       10,760 SH        DEFINED    1                  10,760
COLLINS & AIKMAN
 CORP NEW            COM      194830105      167        27225 SH        DEFINED  6,7,8     27225
COLLINS & AIKMAN
 CORP NEW            COM      194830105       15         2460 SH        DEFINED    5        2460
COLONIAL BANCGROUP
 INC                 COM      195493309     2104       164388 SH        DEFINED  6,7,8    164388
</TABLE>



<PAGE>


<TABLE>
<CAPTION>

                     TITLE    CUSIP      VALUE       SHRS OR SH/  PUT/  INVSTMT   OTHR                 VOTING AUTHORITY
NAME OF ISSUER       CLASS               (X$1000)    PRN AMT PRN  CALL  DSCRETN   MGRS      SOLE      SHARED        NONE
<S>                  <C>      <C>        <C>         <C>          <C>   <C>      <C>     <C>          <C>         <C>
COLONIAL BANCGROUP
 INC                 COM      195493309       39         3075 SH        DEFINED    5        3075
COLONIAL PPTYS TR    COM SH
                     BEN INT  195872106      136         4590 SH        DEFINED  6,7,8      4590
COLONIAL PPTYS TR    COM SH
                     BEN INT  195872106       12          411 SH        DEFINED    5         411
COLUMBIA BKG SYS
 INC                 COM      197236102       56         4122 SH        DEFINED  6,7,8      4122
COLUMBIA BKG SYS
 INC                 COM      197236102        5          369 SH        DEFINED    5         369
COLUMBIA LABS INC    COM      197779101       32         7047 SH        DEFINED  6,7,8      7047
COLUMBIA LABS INC    COM      197779101        3          699 SH        DEFINED    5         699
COMCAST CORP         CL A
                     SPL      200300200    18465       514770 SH        DEFINED  6,7,8    514770
COMECAST CORP        CL A
                     SPL      200300200      141         3920 SH        DEFINED    5        3920
COMCAST CORP         EQUITY   200300200     3657       101900 SH        DEFINED    2                  101900
COMCAST CORP.
 SPECIAL CL A        EQUITY   200300200      563       15,700 SH        DEFINED    1                  15,700
COMDISCO INC         COM      200336105       20        33407 SH        DEFINED  6,7,8     33407
COMDISCO INC         COM      200336105        2         2992 SH        DEFINED    5        2992
COMERICA INC         EQUITY   200340107      166        3,000 SH        DEFINED    1                   3,000
COMERICA INC         COM      200340107     6194       111810 SH        DEFINED  6,7,8    111810
COMERICA INC         COM      200340107       29          530 SH        DEFINED    5         530
COMMERCE BANCSHARES
 INC                 COM      200525103     1905        50630 SH        DEFINED  6,7,8     50630
COMMERCE BANCSHARES
 INC                 COM      200525103       20          520 SH        DEFINED    5         520
COMMERCE GROUP INC
 MASS                COM      200641108      298         7851 SH        DEFINED  6,7,8      7851
COMMERCE GROUP INC
 MASS                COM      200641108       26          683 SH        DEFINED    5         683
COMMERCE ONE INC
 DEL                 COM      200693109      137        55872 SH        DEFINED  6,7,8     55872
COMMERCE ONE INC
 DEL                 COM      200693109       14         5544 SH        DEFINED    5        5544
COMMERCIAL BK NY     COM      201462108       20          616 SH        DEFINED  6,7,8       616
COMMERCIAL BK NY     COM      201462108        2           55 SH        DEFINED    5          55
COMMERCIAL FEDERAL
 CORPORATION         COM      201647104      392        16139 SH        DEFINED  6,7,8     16139
COMMERCIAL FEDERAL
 CORPORATION         COM      201647104       33         1355 SH        DEFINED    5        1355
COMMERCIAL METALS
 CO                  COM      201723103      100         3590 SH        DEFINED  6,7,8      3590
COMMERCIAL METALS
 CO                  COM      201723103        9          322 SH        DEFINED    5         322
COMMERCIAL NET
 LEASE RLTY INC      COM      202218103      127         9587 SH        DEFINED  6,7,8      9587
COMMERCIAL NET
 LEASE RLTY INC      COM      202218103       11          859 SH        DEFINED    5         859
COMMONWEALTH
 BANCORP INC         COM      20268X102       56         2727 SH        DEFINED  6,7,8      2727
COMMONWEALTH
 BANCORP INC         COM      20268X102        5          244 SH        DEFINED    5         244
COMMONWEALTH TEL
 ENTERPRISES         COM      203349105      113         3077 SH        DEFINED  6,7,8      3077
COMMONWEALTH TEL
 ENTERPRISES         COM      203349105       11          305 SH        DEFINED    5         305
COMMSCOPE INC        COM      203372107     1338        74871 SH        DEFINED  6,7,8     74871
COMMSCOPE INC        COM      203372107       25         1396 SH        DEFINED    5        1396
COMMUNITY BK SYS
 INC                 COM      203607106       61         2234 SH        DEFINED  6,7,8      2234
COMMUNITY BK SYS
 INC                 COM      203607106        8          280 SH        DEFINED    5         280
COMMUNITY BKS INC
 MILLERSBURG         COM      203628102       52         2118 SH        DEFINED  6,7,8      2118
COMMUNITY BKS INC
 MILLERSBURG         COM      203628102        5          196 SH        DEFINED    5         196
COMMUNITY FIRST
 BANKSHARES INC      COM      203902101      276        11476 SH        DEFINED  6,7,8     11476
COMMUNITY FIRST
 BANKSHARES INC      COM      203902101       24          990 SH        DEFINED    5         990
COMMUNITY HLTH SYS
 NEW COM             EQUITY   203668108    77285      2598700 SH        Sole       3     2475800                  122900
</TABLE>



<PAGE>


<TABLE>
<CAPTION>

                     TITLE    CUSIP      VALUE       SHRS OR SH/  PUT/  INVSTMT   OTHR                 VOTING AUTHORITY
NAME OF ISSUER       CLASS               (X$1000)    PRN AMT PRN  CALL  DSCRETN   MGRS      SOLE      SHARED        NONE
<S>                  <C>      <C>        <C>         <C>          <C>   <C>      <C>      <C>        <C>         <C>
COMMUNITY TR
 BANCORP INC         COM      204149108       78         3248 SH        DEFINED  6,7,8      3248
COMMUNITY TR
 BANCORP INC         COM      204149108        7          291 SH        DEFINED    5         291
COMPANHIA DE
 BEBIDAS-PR ADR      EQUITY   20441W203     1816      113,440 SH        DEFINED    1                 113,440
COMPAQ COMP CORP     EQUITY   204493100       68         7104 SH        DEFINED    2                    7104
COMPAQ COMPUTER      EQUITY   204493100      234       28,200 SH        DEFINED    1                  28,200
COMPAQ COMPUTER
 CORP                COM      204493100     7099       854220 SH        DEFINED  6,7,8    854220
COMPAQ COMPUTER
 CORP                COM      204493100       53         6380 SH        DEFINED    5        6380
COMPASS BANCSHARES
 INC                 COM      20449H109     3905       150000 SH        DEFINED  6,7,8    150000
COMPUCREDIT CORP     COM      20478N100       23         3180 SH        DEFINED  6,7,8      3180
COMPUCREDIT CORP     COM      20478N100        2          316 SH        DEFINED    5         316
COMPUTER ASSOC INTL
 INC                 COM      204912109     7900       306920 SH        DEFINED  6,7,8    306920
COMPUTER ASSOC INTL
 INC                 COM      204912109       53         2040 SH        DEFINED    5        2040
COMPUTER ASSOCIATES
 INT'L               EQUITY   204912109      245        9,500 SH        DEFINED    1                   9,500
COMPUTER NETWORK
 TECHNOLOGY CP       COM      204925101       89         8431 SH        DEFINED  6,7,8      8431
COMPUTER NETWORK
 TECHNOLOGY CP       COM      204925101        9          837 SH        DEFINED    5         837
COMPUTER SCIENCES
 CORP                EQUITY   205363104      280        8,440 SH        DEFINED    1                   8,440
COMPUTER SCIENCES
 CORP                COM      205363104     2365        71310 SH        DEFINED  6,7,8     71310
COMPUTER SCIENCES
 CORP                COM      205363104       17          500 SH        DEFINED    5         500
COMPUTERIZED
 THERMAL IMAGING     COM      20557C108       40        18004 SH        DEFINED  6,7,8     18004
COMPUTERIZED
 THERMAL IMAGING     COM      20557C108        4         1787 SH        DEFINED    5        1787
COMPUWARE CORP       EQUITY   205638109       51        6,100 SH        DEFINED    1                   6,100
COMPUWARE CORP       COM      205638109     1330       159650 SH        DEFINED  6,7,8    159650
COMPUWARE CORP       COM      205638109        9         1100 SH        DEFINED    5        1100
COMPX INTERNATIONAL
 INC                 CL A     20563P101       12         1145 SH        DEFINED  6,7,8      1145
COMPX INTERNATIONAL
 INC                 CL A     20563P101        1          103 SH        DEFINED    5         103
COMSTOCK RES INC     COM
                     NEW      205768203       43         7161 SH        DEFINED  6,7,8      7161
COMSTOCK RES INC     COM
                     NEW      205768203        4          649 SH        DEFINED    5         649
COMVERSE TECHNOLOGY 
 INC                 COM PAR
                     $0.10    205862402     1847        90190 SH        DEFINED  6,7,8     90190
COMVERSE TECHNOLOGY
 INC                 COM PAR
                     $0.10    205862402       11          550 SH        DEFINED    5         550
Comverse Technology
 Inc.                EQUITY   205862402       58        2,820 SH        DEFINED    1                   2,820
CONAGRA FOODS INC    EQUITY   205887102      200        8,900 SH        DEFINED    1                   8,900
CONAGRA FOODS INC    COM      205887102     8569       381680 SH        DEFINED  6,7,8    381680
CONAGRA FOODS INC    COM      205887102       72         3220 SH        DEFINED    5        3220
CONAGRA INC          EQUITY   205887102    45394       202201 SH        DEFINED    2                  202201
CONCEPTUS INC        COM      206016107       35         2039 SH        DEFINED  6,7,8      2039
CONCEPTUS INC        COM      206016107        4          232 SH        DEFINED    5         232
CONCEPTUS INC        EQUITY   206016107     1131        65000 SH        DEFINED    2                   65000
CONCORD CAMERA CORP  COM      206156101       73        16652 SH        DEFINED  6,7,8     16652
CONCORD CAMERA CORP  COM      206156101        3          669 SH        DEFINED    5         669
CONCORD EFS INC      EQUITY   206197105     7948      162,375 SH        DEFINED    1                 162,375
CONCORD EFS INC      COM      206197105     5236       106960 SH        DEFINED  6,7,8    106960
CONCORD EFS INC      COM      206197105       35          720 SH        DEFINED    5         720
CONCORD EFS INC      EQUITY   206197105     2692        55000 SH        DEFINED    2                   55000
</TABLE>



<PAGE>


<TABLE>
<CAPTION>

                     TITLE    CUSIP      VALUE       SHRS OR SH/  PUT/  INVSTMT   OTHR                 VOTING AUTHORITY
NAME OF ISSUER       CLASS               (X$1000)    PRN AMT PRN  CALL  DSCRETN   MGRS      SOLE      SHARED        NONE
<S>                  <C>      <C>        <C>         <C>          <C>   <C>      <C>      <C>        <C>          <C>
CONCORD EFS INC COM  EQUITY   206197105     9303       190050 SH        Sole       3      144850                   45200
CONCURRENT COMPUTER
 CORP                EQUITY   206710204      114        10000 SH        DEFINED    2                   10000
CONCURRENT COMPUTER
 CORP NEW            COM      206710204      142        15617 SH        DEFINED  6,7,8     15617
CONCURRENT COMPUTER
 CORP NEW            COM      206710204       15         1640 SH        DEFINED    5        1640
CONCURRENT COMPUTR
 NEW COM             EQUITY   206710204     6262       689600 SH        Sole       3      677200                   12400
CONECTIV INC         COM      206829103     2442       103900 SH        DEFINED  6,7,8    103900
CONESTOGA
 ENTERPRISES INC     COM      207015108       52         2263 SH        DEFINED  6,7,8      2263
CONESTOGA
 ENTERPRISES INC     COM      207015108        5          222 SH        DEFINED    5         222
CONEXANT SYS INC     EQUITY   207142100      672        60000 SH        DEFINED    2                   60000
CONEXANT SYSTEMS
 INC                 EQUITY   207142100       34        4,100 SH        DEFINED    1                   4,100
CONEXANT SYSTEMS
 INC                 COM      207142100      909       109530 SH        DEFINED  6,7,8    109530
CONEXANT SYSTEMS
 INC                 COM      207142100        6          740 SH        DEFINED    5         740
CONMED CORP          COM      207410101      386        21831 SH        DEFINED  6,7,8     21831
CONMED CORP          COM      207410101       11          642 SH        DEFINED    5         642
CONNECTICUT
 BANCSHARES INC      COM      207540105      272        12307 SH        DEFINED  6,7,8     12307
CONNECTICUT
 BANCSHARES INC      COM      207540105        7          316 SH        DEFINED    5         316
CONNECTICUT WTR SVC
 INC                 COM      207797101       60         2158 SH        DEFINED  6,7,8      2158
CONNECTICUT WTR SVC
 INC                 COM      207797101        6          215 SH        DEFINED    5         215
CONNETICS CORP       COM      208192104       55         8447 SH        DEFINED  6,7,8      8447
CONNETICS CORP       COM      208192104        5          838 SH        DEFINED    5         838
Conoco Inc           EQUITY   208251405      507       20,000 SH        DEFINED    4                  20,000
CONOCO INC           CL B     208251405     6964       274820 SH        DEFINED  6,7,8    274820
CONOCO INC           CL B     208251405       47         1860 SH        DEFINED    5        1860
CONOCO INC -
 CLASS A             EQUITY   208251306     7894      310,430 SH        DEFINED    1                 310,430
CONOCO INC -
 CLASS B             EQUITY   208251405      264       10,400 SH        DEFINED    1                  10,400
CONSECO INC          COM      208464107     1037       142820 SH        DEFINED  6,7,8    142820
CONSECO INC          COM      208464107        7         1010 SH        DEFINED    5        1010
CONSECO INC.         EQUITY   208464107       41        5,600 SH        DEFINED    1                   5,600
CONSOL ENERGY INC    COM      20854P109      576        26900 SH        DEFINED  6,7,8     26900
Consolidated Edison  EQUITY   209115104      204        5,000 SH        DEFINED    4                   5,000
CONSOLIDATED EDISON
 INC                 EQUITY   209115104      170        4,170 SH        DEFINED    1                   4,170
CONSOLIDATED EDISON
 INC                 COM      209115104     3651        89650 SH        DEFINED  6,7,8     89650
CONSOLIDATED EDISON
 INC                 COM      209115104       26          630 SH        DEFINED    5         630
CONSOLIDATED
 FREIGHTWAYS CORP    COM      209232107       16         5255 SH        DEFINED  6,7,8      5255
CONSOLIDATED
 FREIGHTWAYS CORP    COM      209232107        1          471 SH        DEFINED    5         471
CONSOLIDATED
 GRAPHICS INC        COM      209341106       54         3152 SH        DEFINED  6,7,8      3152
CONSOLIDATED
 GRAPHICS INC        COM      209341106        5          282 SH        DEFINED    5         282
CONSTELLATION 3D
 INC                 COM      210379103        3         3978 SH        DEFINED  6,7,8      3978
CONSTELLATION 3D
 INC                 COM      210379103        0          395 SH        DEFINED    5         395
CONSTELLATION
 BRANDS INC          CL A     21036P108      217         5200 SH        DEFINED  6,7,8      5200
CONSTELLATION
 BRANDS INC          EQUITY   21036P108     7799       266600 SH        DEFINED    2                  266600
CONSTELLATION
 ENERGY GROUP        EQUITY   210371100       65        2,700 SH        DEFINED    1                   2,700
CONSTELLATION
 ENERGY GROUP INC    COM      210371100     1676        69260 SH        DEFINED  6,7,8     69260
</TABLE>



<PAGE>


<TABLE>
<CAPTION>

                     TITLE    CUSIP      VALUE       SHRS OR SH/  PUT/  INVSTMT   OTHR                 VOTING AUTHORITY
NAME OF ISSUER       CLASS               (X$1000)    PRN AMT PRN  CALL  DSCRETN   MGRS      SOLE      SHARED        NONE
<S>                  <C>      <C>        <C>         <C>          <C>   <C>      <C>     <C>         <C>         <C>
CONSTELLATION
 ENERGY GROUP INC    COM      210371100       12          490 SH        DEFINED    5         490
CONTINENTAL AIRLS
 INC                 CL B     210795308        8          566 SH        DEFINED   6, 7       566
CONVERA CORP         CL A     211919105       14         5788 SH        DEFINED  6,7,8      5788
CONVERA CORP         CL A     211919105        1          574 SH        DEFINED    5         574
CONVERGYS CORP       COM      212485106     2004        72230 SH        DEFINED  6,7,8     72230
CONVERGYS CORP       COM      212485106       14          510 SH        DEFINED    5         510
CONVERGYS
 CORPORATION         EQUITY   212485106       78        2,800 SH        DEFINED    1                   2,800
COOPER CAMERON CORP  COM      216640102     2577        78555 SH        DEFINED  6,7,8     78555
COOPER CAMERON CORP  COM      216640102        9          280 SH        DEFINED    5         280
                     COM
COOPER COS INC       NEW      216648402      182         3890 SH        DEFINED  6,7,8      3890
                     COM
COOPER COS INC       NEW      216648402       18          383 SH        DEFINED    5         383
COOPER COS INC COM
 NEW                 EQUITY   216648402    14999       319800 SH        Sole       3      314500                    5300
COOPER INDS INC      COM      216669101     1640        39550 SH        DEFINED  6,7,8     39550
COOPER INDS INC      COM      216669101       16          380 SH        DEFINED    5         380
COOPER INDUSTRIES    EQUITY   216669101       66        1,600 SH        DEFINED    1                   1,600
COOPER TIRE &
 RUBBER              EQUITY   216831107       17        1,200 SH        DEFINED    1                   1,200
COOPER TIRE & RUBR
 CO                  COM      216831107      899        63153 SH        DEFINED  6,7,8     63153
COOPER TIRE & RUBR C
 CO                  COM      216831107       27         1926 SH        DEFINED    5        1926
COORS (ADOLPH) -
 CL B                EQUITY   217016104       27          600 SH        DEFINED    1                     600
COORS ADOLPH CO      CL B     217016104      710        15780 SH        DEFINED  6,7,8     15780
COORS ADOLPH CO      CL B     217016104        5          110 SH        DEFINED    5         110
COORSTEK INC         COM      217020106       59         2357 SH        DEFINED  6,7,8      2357
COORSTEK INC         COM      217020106        6          232 SH        DEFINED     5        232
COPART INC           COM      217204106      296        10561 SH        DEFINED  6,7,8     10561
COPART INC           COM      217204106       29         1018 SH        DEFINED    5        1018
COPART INC COM       EQUITY   217204106    37164      1326800 SH        Sole       3     1304600                   22200
COPPER MTN NETWORKS
 INC                 COM      217510106       13        15727 SH        DEFINED  6,7,8     15727
COPPER MTN NETWORKS
 INC                 COM      217510106        1         1489 SH        DEFINED    5        1489
COR THERAPEUTICS
 INC                 COM      217753102     1665        73575 SH        DEFINED  6,7,8     73575
CORE LABORATORIES
 N V                 COM      N22717107      271        21100 SH        DEFINED  6,7,8     21100
CORILLIAN CORP       COM      218725109       11         5472 SH        DEFINED  6,7,8      5472
CORILLIAN CORP       COM      218725109        1          543 SH        DEFINED    5         543
CORINTHIAN COLLEGES
 INC                 COM      218868107       75         2225 SH        DEFINED  6,7,8      2225
CORINTHIAN COLLEGES
 INC                 COM      218868107        7          221 SH        DEFINED    5         221
CORIXA CORP          COM      21887F100      121        11564 SH        DEFINED  6,7,8     11564
CORIXA CORP          COM      21887F100       12         1148 SH        DEFINED    5        1148
CORN PRODS INTL INC  COM      219023108      319        11092 SH        DEFINED  6,7,8     11092
CORN PRODS INTL INC  COM      219023108       28          963 SH        DEFINED    5         963
CORNERSTONE REALTY
 INCOME TR           EQUITY   21922V102     1605      150,000 SH        DEFINED    1                 150,000
CORNERSTONE RLTY
 INCOME TR INC       COM      21922V102      159        14903 SH        DEFINED  6,7,8     14903
CORNERSTONE RLTY
 INCOME TR INC       COM      21922V102       14         1285 SH        DEFINED    5        1285
CORNING INC          COM      219350105     3761       426410 SH        DEFINED  6,7,8    426410
CORNING INC          COM      219350105       24         2770 SH        DEFINED    5        2770
</TABLE>



<PAGE>


<TABLE>
<CAPTION>

                     TITLE    CUSIP      VALUE       SHRS OR SH/  PUT/  INVSTMT   OTHR                 VOTING AUTHORITY
NAME OF ISSUER       CLASS               (X$1000)    PRN AMT PRN  CALL  DSCRETN   MGRS      SOLE      SHARED        NONE
<S>                  <C>      <C>        <C>         <C>          <C>   <C>      <C>     <C>         <C>          <C>
CORNING INC.         EQUITY   219350105      199       22,550 SH        DEFINED    1                  22,550
CORPORATE EXEC BRD
 CO COM              EQUITY   21988R102    29197      1119500 SH        Sole       3     1105100                   14400
CORPORATE EXECUTIVE
 BRD CO              COM      21988R102      257         9848 SH        DEFINED  6,7,8      9848
CORPORATE EXECUTIVE
 BRD CO              COM      21988R102       25          947 SH        DEFINED    5         947
CORPORATE OFFICE     SH
 PPTYS TR            BEN INT  22002T108       30         2775 SH        DEFINED  6,7,8      2775
CORPORATE OFFICE     SH
 PPTYS TR            BEN INT  22002T108        3          248 SH        DEFINED    5         248
CORRECTIONAL
 PROPERTIES TRUST    EQUITY   22025E104      218       15,400 SH        DEFINED    1                  15,400
CORRECTIONS CORP     PFD
 AMER NEW            CV B 12% 22025Y308       25         1674 SH        DEFINED  6,7,8      1674
CORRECTIONS CORP     COM
 AMER NEW            NEW      22025Y407      102         7745 SH        DEFINED  6,7,8      7745
CORRECTIONS CORP     PFD
 AMER NEW            CV B 12% 22025Y308        1           58 SH        DEFINED    5          58
CORRECTIONS CORP     COM
 AMER NEW            NEW      22025Y407        9          702 SH        DEFINED    5         702
CORUS BANKSHARES
 INC                 COM      220873103      128         2846 SH        DEFINED  6,7,8      2846
CORUS BANKSHARES
 INC                 COM      220873103       11          255 SH        DEFINED    5         255
CORUS GROUP PLC      SPON-
                     SORED
                     ADR      22087M101       13         2000 SH        DEFINED  6,7,8      2000
CORVAS INTL INC      COM      221005101       45         7764 SH        DEFINED  6,7,8      7764
CORVAS INTL INC      COM      221005101        4          770 SH        DEFINED    5         770
CORVEL CORP          COM      221006109       52         1962 SH        DEFINED  6,7,8      1962
CORVEL CORP          COM      221006109        5          189 SH        DEFINED    5         189
CORVIS CORP          COM      221009103       40        26510 SH        DEFINED  6,7,8     26510
COSINE
 COMMUNICATIONS INC  COM      221222102        9        25481 SH        DEFINED  6,7,8     25481
COSINE
 COMMUNICATIONS INC  COM      221222102        1         2455 SH        DEFINED    5        2455
COST PLUS INC CALIF  COM      221485105      360        19594 SH        DEFINED  6,7,8     19594
COST PLUS INC CALIF  COM      221485105       11          597 SH        DEFINED    5         597
COSTAR GROUP INC     COM      22160N109       65         3628 SH        DEFINED  6,7,8      3628
COSTAR GROUP INC     COM      22160N109        6          358 SH        DEFINED    5         358
COSTCO WHOLESALE
 CORPORATION         EQUITY   22160K105    11945      335,910 SH        DEFINED    1                 335,910
COSTCO WHSL CORP
 NEW                 COM      22160K105     6917       194530 SH        DEFINED  6,7,8    194530
COSTCO WHSL CORP
 NEW                 COM      22160K105       48         1340 SH        DEFINED    5        1340
COUNTRYWIDE CR INDS
 INC DEL             COM      222372104     3730        84900 SH        DEFINED  6,7,8     84900
COUNTRYWIDE CR INDS
 INC DEL             COM      222372104       15          350 SH        DEFINED    5         350
COUNTRYWIDE CREDIT
 IND INC             EQUITY   222372104       88        2,000 SH        DEFINED    1                   2,000
COUSINS PPTYS INC    COM      222795106      250        10082 SH        DEFINED  6,7,8     10082
COUSINS PPTYS INC    COM      222795106       24          970 SH        DEFINED    5         970
COUSINS PPTYS INC
 COM                 EQUITY   222795106    15107       610400 SH        Sole       3      532900                   77500
COVANCE INC          COM      222816100     1522        84965 SH        DEFINED  6,7,8     84965
COVANCE INC          COM      222816100       29         1606 SH        DEFINED    5        1606
COVANSYS CORP        COM      22281W103       45         5191 SH        DEFINED  6,7,8      5191
COVANSYS CORP        COM      22281W103        4          506 SH        DEFINED    5         506
COVANTA ENERGY CORP  COM      22281N103      853        73020 SH        DEFINED  6,7,8     73020
COVANTA ENERGY CORP  COM      22281N103       16         1350 SH        DEFINED    5        1350
COVENANT TRANS INC   CL A     22284P105       21         2211 SH        DEFINED  6,7,8      2211
COVENANT TRANS INC   CL A     22284P105        2          201 SH        DEFINED    5         201
COVENTRY HEALTH
 CARE INC            COM      222862104      480        20351 SH        DEFINED  6,7,8     20351
</TABLE>



<PAGE>


<TABLE>
<CAPTION>

                     TITLE    CUSIP      VALUE       SHRS OR SH/  PUT/  INVSTMT   OTHR                 VOTING AUTHORITY
NAME OF ISSUER       CLASS               (X$1000)    PRN AMT PRN  CALL  DSCRETN   MGRS      SOLE      SHARED        NONE
<S>                  <C>      <C>        <C>         <C>          <C>   <C>      <C>      <C>        <C>          <C>
COVENTRY HEALTH
 CARE INC            COM      222862104       42         1772 SH        DEFINED    5        1772
COX COMMUNICATIONS   EQUITY   224044107    21834      522,960 SH        DEFINED    1                 522,960
COX COMMUNICATIONS
 INC NEW             CL A     224044107      856        20500 SH        DEFINED  6,7,8     20500
COX COMMUNICATIONS
 INC NEW             CL A     224044107       18          420 SH        DEFINED    5         420
CPB INC              COM      125903104       72         2286 SH        DEFINED  6,7,8      2286
CPB INC              COM      125903104        6          205 SH        DEFINED    5         205
CPI CORP             COM      125902106       29         2027 SH        DEFINED  6,7,8      2027
CPI CORP             COM      125902106        3          185 SH        DEFINED    5         185
CRANE CO             EQUITY   224399105       22        1,000 SH        DEFINED    1                   1,000
CRANE CO             COM      224399105      552        25200 SH        DEFINED  6,7,8     25200
CRANE CO             COM      224399105        4          180 SH        DEFINED    5         180
CRAWFORD & CO        CL B     224633107      133        10698 SH        DEFINED  6,7,8     10698
CRAWFORD & CO        CL B     224633107       12          975 SH        DEFINED    5         975
CREDENCE SYS CORP    COM      225302108     1045        86713 SH        DEFINED  6,7,8     86713
CREDENCE SYS CORP    COM      225302108       19         1561 SH        DEFINED    5        1561
CREDIT ACCEP CORP
 MICH                COM      225310101       36         4068 SH        DEFINED  6,7,8      4068
CREDIT ACCEP CORP
 MICH                COM      225310101        3          364 SH        DEFINED    5         364
CREDITCORP LTD       EQUITY   G2519Y108      320       38,500 SH        DEFINED    1                      39
CRESCENT REAL
 ESTATE EQUITIES,
 INC.                EQUITY   225756105     2312      107,800 SH        DEFINED    1                 107,800
CRESTLINE CAP CORP   COM      226153104      118         4170 SH        DEFINED  6,7,8      4170
CRESTLINE CAP CORP   COM      226153104       11          373 SH        DEFINED    5         373
CRITICAL PATH INC    COM      22674V100        7        12000 SH        DEFINED  6,7,8     12000
CROMPTON CORP        COM      227116100     1165       168051 SH        DEFINED  6,7,8    168051
CROMPTON CORP        COM      227116100       21         3074 SH        DEFINED    5        3074
CROSSMANN CMNTYS
 INC                 COM      22764E109       54         2059 SH        DEFINED  6,7,8      2059
CROSSMANN CMNTYS
 INC                 COM      22764E109        5          184 SH        DEFINED    5         184
CROSSROADS SYS INC   COM      22765D100       20         5995 SH        DEFINED  6,7,8      5995
CROSSROADS SYS INC   COM      22765D100        2          537 SH        DEFINED    5         537
CROWN AMERN RLTY TR  SH      
                     BEN INT  228186102       46         6412 SH        DEFINED  6,7,8      6412
CROWN AMERN RLTY TR  SH      
                     BEN INT  228186102        4          595 SH        DEFINED    5         595
CROWN CASTLE
 INTERNATIONAL       EQUITY   228227104     4354      483,762 SH        DEFINED    1                 483,762
CROWN CASTLE INTL
 CORP                COM      228227104      157        17400 SH        DEFINED  6,7,8     17400
CROWN CORK & SEAL
 INC                 COM      228255105       86        37435 SH        DEFINED  6,7,8     37435
CROWN CORK & SEAL
 INC                 COM      228255105        8         3352 SH        DEFINED    5        3352
CROWN MEDIA HLDGS
 INC                 CL A     228411104       51         4968 SH        DEFINED  6,7,8      4968
CROWN MEDIA HLDGS
 INC                 CL A     228411104        5          468 SH        DEFINED    5         468
CRYOLIFE INC         COM      228903100      166         4422 SH        DEFINED  6,7,8      4422
CRYOLIFE INC         COM      228903100       16          419 SH        DEFINED    5         419
CSG SYS INTL INC     COM      126349109     2542        62000 SH        DEFINED  6,7,8     62000
CSG SYS INTL INC
 COM                 EQUITY   126349109    68599      1673147 SH        Sole       3     1603547                   69600
CSK AUTO CORP        COM      125965103       48         7617 SH        DEFINED  6,7,8      7617
CSK AUTO CORP        COM      125965103        4          689 SH        DEFINED    5         689
CSS INDS INC         COM      125906107       31         1227 SH        DEFINED  6,7,8      1227
</TABLE>



<PAGE>


<TABLE>
<CAPTION>

                     TITLE    CUSIP      VALUE       SHRS OR SH/  PUT/  INVSTMT   OTHR                 VOTING AUTHORITY
NAME OF ISSUER       CLASS               (X$1000)    PRN AMT PRN  CALL  DSCRETN   MGRS      SOLE      SHARED        NONE
<S>                  <C>      <C>        <C>         <C>          <C>   <C>      <C>      <C>         <C>         <C>
CSS INDS INC         COM      125906107        3          110 SH        DEFINED    5         110
CSX CORP             EQUITY   126408103      110        3,500 SH        DEFINED    1                   3,500
CSX CORP             COM      126408103     3435       109060 SH        DEFINED  6,7,8    109060
CSX CORP             COM      126408103       20          640 SH        DEFINED    5         640
CT COMMUNICATIONS    COM
 INC                 NEW      126426402       71         4891 SH        DEFINED  6,7,8      4891
CT COMMUNICATIONS    COM
 INC                 NEW      126426402        6          438 SH        DEFINED    5         438
CTS CORP             COM      126501105      119         8040 SH        DEFINED  6,7,8      8040
CTS CORP             COM      126501105       12          782 SH        DEFINED    5         782
CUBIC CORP           COM      229669106       56         1612 SH        DEFINED  6,7,8      1612
CUBIC CORP           COM      229669106        5          144 SH        DEFINED    5         144
CUBIST
 PHARMACEUTICALS
 INC                 COM      229678107      246         7519 SH        DEFINED  6,7,8      7519
CUBIST
 PHARMACEUTICALS
 INC                 COM      229678107       24          726 SH        DEFINED    5         726
CUBIST
 PHARMACEUTICALS
 INC                 EQUITY   229678107     1401        35300 SH        DEFINED    2                   35300
CUMMINS INC          EQUITY   231021106       23          700 SH        DEFINED    1                     700
CUMMINS INC          COM      231021106      575        17420 SH        DEFINED  6,7,8     17420
CUMMINS INC          COM      231021106        4          120 SH        DEFINED    5         120
CUMMINS INC          EQUITY   231021106     1815        55000 SH        DEFINED    2                   55000
CUMULUS MEDIA INC    CL A     231082108       64         9179 SH        DEFINED  6,7,8      9179
CUMULUS MEDIA INC    CL A     231082108        6          827 SH        DEFINED    5         827
CUNO INC             COM      126583103      123         4439 SH        DEFINED  6,7,8      4439
CUNO INC             COM      126583103       12          425 SH        DEFINED    5         425
CURAGEN CORP         COM      23126R101       95         4925 SH        DEFINED  6,7,8      4925
CURAGEN CORP         EQUITY   23126R101     3326       256600 SH        DEFINED    2                  256600
CURIS INC            COM      231269101       31         8992 SH        DEFINED  6,7,8      8992
CURIS INC            COM      231269101        3          887 SH        DEFINED    5         887
CURTISS WRIGHT CORP  COM      231561101       82         1770 SH        DEFINED  6,7,8      1770
CURTISS WRIGHT CORP  COM      231561101        7          158 SH        DEFINED    5         158
CV THERAPEUTICS INC  COM      126667104      212         5465 SH        DEFINED  6,7,8      5465
CV THERAPEUTICS INC  COM      126667104       21          542 SH        DEFINED    5         542
CVB FINL CORP        COM      126600105      130         6054 SH        DEFINED  6,7,8      6054
CVB FINL CORP        COM      126600105       13          585 SH        DEFINED    5         585
CVS Corp             EQUITY   126650100     1162       35,000 SH        DEFINED    4                  35,000
CVS CORP             COM      126650100     6615       199250 SH        DEFINED  6,7,8    199250
CVS CORP             COM      126650100       60         1800 SH        DEFINED    5        1800
CVS CORPORATION      EQUITY   126650100      268        8,080 SH        DEFINED    1                   8,080
CYBERONICS INC       COM      23251P102      286        18140 SH        DEFINED  6,7,8     18140
CYBERONICS INC       COM      23251P102        9          543 SH        DEFINED    5         543
CYGNUS INC           COM      232560102       45         8142 SH        DEFINED  6,7,8      8142
CYGNUS INC           COM      232560102        4          795 SH        DEFINED    5         795
CYMER INC            COM      232572107      203        12131 SH        DEFINED  6,7,8     12131
CYMER INC            COM      232572107       14          829 SH        DEFINED    5         829
CYPRESS
 SEMICONDUCTOR CORP  COM      232806109     2413       162380 SH        DEFINED  6,7,8    162380
CYPRESS
 SEMICONDUCTOR CORP  COM      232806109        1           70 SH        DEFINED    5          70
</TABLE>



<PAGE>


<TABLE>
<CAPTION>

                     TITLE    CUSIP      VALUE       SHRS OR SH/  PUT/  INVSTMT   OTHR                 VOTING AUTHORITY
NAME OF ISSUER       CLASS               (X$1000)    PRN AMT PRN  CALL  DSCRETN   MGRS      SOLE      SHARED        NONE
<S>                  <C>      <C>        <C>         <C>          <C>   <C>      <C>      <C>         <C>         <C>
CYTEC INDS INC       COM      232820100     1718        74223 SH        DEFINED  6,7,8     74223
CYTEC INDS INC       COM      232820100       25         1097 SH        DEFINED    5        1097
CYTOGEN CORP         COM      232824102       59        21981 SH        DEFINED  6,7,8     21981
CYTOGEN CORP         COM      232824102        6         2181 SH        DEFINED    5        2181
CYTYC CORP           COM      232946103     3627       135300 SH        DEFINED  6,7,8    135300
D + K HEALTHCARE
 RES INC             EQUITY   232861104     6227       130000 SH        DEFINED    2                  130000
D R HORTON INC COM   EQUITY   23331A109     9482       454578 SH        Sole       3      363102                   91476
DAI EI INC           ADR      233798206       16         8000 SH        DEFINED  6,7,8      8000
DAISYTEK INTL CORP   COM      234053106       55         4812 SH        DEFINED  6,7,8      4812
DAISYTEK INTL CORP   COM      234053106        5          431 SH        DEFINED    5         431
DAKTRONICS INC       COM      234264109       34         3872 SH        DEFINED  6,7,8      3872
DAKTRONICS INC       COM      234264109        3          384 SH        DEFINED    5         384
DAL-TILE INTL INC    COM      23426R108      345        22422 SH        DEFINED  6,7,8     22422
DAL-TILE INTL INC    COM      23426R108       23         1520 SH        DEFINED    5        1520
DANA CORP            EQUITY   235811106       37        2,400 SH        DEFINED    1                   2,400
DANA CORP            COM      235811106      975        62500 SH        DEFINED  6,7,8     62500
DANA CORP            COM      235811106        7          440 SH        DEFINED    5         440
DANA CORP            EQUITY   235811106     5273       345800 SH        DEFINED    2                  345800
DANAHER CORP         EQUITY   235851102      113        2,400 SH        DEFINED    1                   2,400
DANAHER CORP DEL     COM      235851102     2842        60240 SH        DEFINED  6,7,8     60240
DANAHER CORP DEL     COM      235851102       20          430 SH        DEFINED    5         430
DARDEN RESTAURANTS
 INC                 EQUITY   237194105       50        1,900 SH        DEFINED    1                   1,900
DARDEN RESTAURANTS
 INC                 COM      237194105     2775       105720 SH        DEFINED  6,7,8    105720
DARDEN RESTAURANTS
 INC                 COM      237194105       23          870 SH        DEFINED    5         870
DATASCOPE CORP       COM      238113104      128         3305 SH        DEFINED  6,7,8      3305
DATASCOPE CORP       COM      238113104       13          324 SH        DEFINED    5         324
DATASTREAM SYS INC   COM      238124101       14         4606 SH        DEFINED  6,7,8      4606
DATASTREAM SYS INC   COM      238124101        1          454 SH        DEFINED    5         454
DDI CORP             COM      233162106      173        22021 SH        DEFINED  6,7,8     22021
DDI CORP             COM      233162106        9         1166 SH        DEFINED    5        1166
DEAN FOODS CO        COM      242361103     2446        52889 SH        DEFINED  6,7,8     52889
DEAN FOODS CO        COM      242361103       45          972 SH        DEFINED    5         972
DEB SHOPS INC        COM      242728103       26         1275 SH        DEFINED  6,7,8      1275
DEB SHOPS INC        COM      242728103        2          115 SH        DEFINED    5         115
DECODE GENETICS INC  COM      243586104       54         8693 SH        DEFINED  6,7,8      8693
DECODE GENETICS INC  COM      243586104        5          858 SH        DEFINED    5         858
DEERE & CO           EQUITY   244199105      147        3,900 SH        DEFINED    1                   3,900
DEERE & CO           COM      244199105     3734        99280 SH        DEFINED  6,7,8     99280
DEERE & CO           COM      244199105       26          700 SH        DEFINED    5         700
DEERE + CO           EQUITY   244199105     8401       223025 SH        DEFINED    2                  223025
DEL MONTE FOODS CO   COM      24522P103       57         7389 SH        DEFINED  6,7,8      7389
DEL MONTE FOODS CO   COM      24522P103        5          701 SH        DEFINED    5         701
DELIAS CORP          CL A     24688Q101       46         8562 SH        DEFINED  6,7,8      8562
</TABLE>



<PAGE>


<TABLE>
<CAPTION>
                     TITLE    CUSIP      VALUE       SHRS OR SH/  PUT/  INVSTMT   OTHR                 VOTING AUTHORITY
NAME OF ISSUER       CLASS               (X$1000)    PRN AMT PRN  CALL  DSCRETN   MGRS      SOLE      SHARED        NONE
<S>                  <C>      <C>        <C>         <C>          <C>   <C>      <C>      <C>         <C>         <C>
DELIAS CORP          CL A     24688Q101        4          760 SH        DEFINED    5         760
DELIAS CORP          EQUITY   24688Q101     2271       287500 SH        DEFINED    2                  287500
DELL COMPUTER CORP   COM      247025109    22270      1201822 SH        DEFINED  6,7,8   1201822
DELL COMPUTER CORP   COM      247025109      159         8590 SH        DEFINED    5        8590
DELL COMPUTER CORP   EQUITY   247025109     6178       317200 SH        DEFINED    2                  317200
DELL COMPUTER CORP.  EQUITY   247025109     6409      345,860 SH        DEFINED    1                 345,860
DELPHI AUTOMOTIVE
 SYS CORP            COM      247126105     2781       236670 SH        DEFINED  6,7,8    236670
DELPHI AUTOMOTIVE
 SYS CORP            COM      247126105       20         1670 SH        DEFINED    5        1670
DELPHI FINL GROUP
 INC                 CL A     247131105      138         4082 SH        DEFINED  6,7,8      4082
DELPHI FINL GROUP
 INC                 CL A     247131105       12          366 SH        DEFINED    5         366
DELTA & PINE LD CO   COM      247357106      166         9766 SH        DEFINED  6,7,8      9766
DELTA & PINE LD CO   COM      247357106       15          897 SH        DEFINED    5         897
DELTA AIR LINES INC
 DEL                 COM      247361108     1372        52050 SH        DEFINED  6,7,8     52050
DELTA AIR LINES INC
 DEL                 COM      247361108       10          370 SH        DEFINED    5         370
Delta Airlines       CORPBOND 247361YF9     4201    5,000,000 PRN       DEFINED    4               5,000,000
DELTA AIRLINES INC.  EQUITY   247361108       53        2,000 SH        DEFINED    1                   2,000
DELTAGEN INC         COM      24783R103       22         3112 SH        DEFINED  6,7,8      3112
DELTAGEN INC         COM      24783R103        2          307 SH        DEFINED    5         307
DELTIC TIMBER CORP   COM      247850100       79         3121 SH        DEFINED  6,7,8      3121
DELTIC TIMBER CORP   COM      247850100        7          279 SH        DEFINED    5         279
DELUXE CHECK
 PRINTERS            EQUITY   248019101       41        1,200 SH        DEFINED    1                   1,200
DELUXE CORP          COM      248019101     3565       103220 SH        DEFINED  6,7,8    103220
DELUXE CORP          COM      248019101        7          210 SH        DEFINED    5         210
DENBURY RES INC      COMNEW   247916208       39         4721 SH        DEFINED  6,7,8      4721
DENBURY RES INC      NEWCOM   247916208        4          469 SH        DEFINED    5         469
DENDREON CORP        COM      24823Q107       37         4330 SH        DEFINED  6,7,8      4330
DENDREON CORP        COM      24823Q107        4          430 SH        DEFINED    5         430
DENDRITE INTL INC    COM      248239105       66         8329 SH        DEFINED  6,7,8      8329
DENDRITE INTL INC    COM      248239105        7          827 SH        DEFINED    5         827
DENTSPLY INTL INC
 NEW                 COM      249030107     2784        60600 SH        DEFINED  6,7,8     60600
DENTSPLY INTL INC
 NEW                 EQUITY   249030107     7976       174100 SH        DEFINED    2                  174100
DEPPHI AUTOMOTIVE
 SYSTEMS             EQUITY   247126105      109        9,300 SH        DEFINED    1                   9,300
DETROIT EDISON CO    EQUITY   233331107     1920       44,600 SH        DEFINED    1                  44,600
DEUTSCHE TELEKOM AG
 -SPON ADR           EQUITY   251566105     7334      473,160 SH        DEFINED    1                 473,160
DEVELOPERS DIVERS
 REALTY CRP          EQUITY   251591103      465       25,900 SH        DEFINED    1                  25,900
DEVELOPERS DIVERS
 RLTY COM            EQUITY   251591103    15004       835900 SH        Sole       3      742500                   93400
DEVELOPERS
 DIVERSIFIED RLTY
 CO                  COM      251591103      282        15721 SH        DEFINED  6,7,8     15721
DEVELOPERS
 DIVERSIFIED RLTY
 CO                  COM      251591103       25         1368 SH        DEFINED    5        1368
DEVON ENERGY         EQUITY   251799102       17          500 SH        DEFINED    2                     500
DEVON ENERGY CORP    EQUITY   25179M103      848       24,652 SH        DEFINED    1                  24,652
DEVON ENERGY CORP
 NEW                 COM      25179M103     1882        54710 SH        DEFINED  6,7,8     54710
DEVON ENERGY CORP
 NEW                 COM      25179M103       13          390 SH        DEFINED    5         390
DEVON ENERGY
 CORPORATION NEW     EQUITY   25179M103     3308       105200 SH        DEFINED    2                  105200

</TABLE>



<PAGE>


<TABLE>
<CAPTION>
                     TITLE    CUSIP      VALUE       SHRS OR SH/  PUT/  INVSTMT   OTHR                 VOTING AUTHORITY
NAME OF ISSUER       CLASS               (X$1000)    PRN AMT PRN  CALL  DSCRETN   MGRS      SOLE      SHARED        NONE
<S>                  <C>      <C>        <C>         <C>          <C>   <C>      <C>      <C>         <C>         <C>
DEVRY INC DEL        COM      251893103     2933        81700 SH        DEFINED  6,7,8     81700
DEVRY INC DEL COM    EQUITY   251893103    42374      1180336 SH        Sole       3     1146636                   33700
DIAGNOSTIC PRODS
 CORP                COM      252450101      253         6001 SH        DEFINED  6,7,8      6001
DIAGNOSTIC PRODS
 CORP                COM      252450101       24          575 SH        DEFINED    5         575
DIAL CORP NEW        COM      25247D101     2307       139394 SH        DEFINED  6,7,8    139394
DIAL CORP NEW        COM      25247D101       43         2581 SH        DEFINED    5        2581
DIAMOND OFFSHORE
 DRILLING INC        EQUITY   25271C102     6361       167900 SH        DEFINED    2                  167900
DIAMONDCLUSTER INTL
 INC                 CL A     25278P106      231        23421 SH        DEFINED  6,7,8     23421
DIAMONDCLUSTER INTL
 INC                 CL A     25278P106        8          763 SH        DEFINED    5         763
DIANON SYS INC       COM      252826102       74         1466 SH        DEFINED  6,7,8      1466
DIANON SYS INC       COM      252826102        7          145 SH        DEFINED    5         145
DIEBOLD INC          COM      253651103     3197        83900 SH        DEFINED  6,7,8     83900
DIGENE CORP          EQUITY   253752109     6935       277400 SH        Sole       3      277400
DIGENE CORP          COM      253752109       77         3090 SH        DEFINED  6,7,8      3090
DIGENE CORP          COM      253752109        8          307 SH        DEFINED    5         307
DIGEX INC DEL        CL A     253756100       21         6196 SH        DEFINED  6,7,8      6196
DIGEX INC DEL        CL A     253756100        2          615 SH        DEFINED    5         615
DIGIMARC CORP        COM      253807101       39         2810 SH        DEFINED  6,7,8      2810
DIGIMARC CORP        COM      253807101        4          279 SH        DEFINED    5         279
DIGITAL GENERATION
 SYS INC             COM      253921100       14        10004 SH        DEFINED  6,7,8     10004
DIGITAL GENERATION
 SYS INC             COM      253921100        1          993 SH        DEFINED    5         993
DIGITAL INSIGHT
 CORP                COM      25385P106       84         7278 SH        DEFINED  6,7,8      7278
DIGITAL INSIGHT
 CORP                COM      25385P106        8          722 SH        DEFINED    5         722
DIGITAL LIGHTWAVE
 INC                 COM      253855100       35         3588 SH        DEFINED  6,7,8      3588
DIGITAL LIGHTWAVE
 INC                 COM      253855100        3          356 SH        DEFINED    5         356
DIGITALTHINK INC     COM      25388M100       43         5517 SH        DEFINED  6,7,8      5517
DIGITALTHINK INC     COM      25388M100        4          547 SH        DEFINED    5         547
DIGITAS INC          COM      25388K104        6         2444 SH        DEFINED  6,7,8      2444
DIGITAS INC          COM      25388K104        1          243 SH        DEFINED    5         243
DILLARDS INC         CL A     254067101      738        56033 SH        DEFINED  6,7,8     56033
DILLARDS INC         CL A     254067101       26         1970 SH        DEFINED    5        1970
DILLARDS INC - CL A  EQUITY   254067101       18        1,400 SH        DEFINED    1                   1,400
DIME BANCORP INC
 NEW                 COM      25429Q102     5289       134500 SH        DEFINED  6,7,8    134500
DIME CMNTY
 BANCSHARES          COM      253922108      110         4360 SH        DEFINED  6,7,8      4360
DIME CMNTY
 BANCSHARES          COM      253922108       10          390 SH        DEFINED    5         390
DIMON INC            COM      254394109       75        13058 SH        DEFINED  6,7,8     13058
DIMON INC            COM      254394109        7         1169 SH        DEFINED    5        1169
DIONEX CORP          COM      254546104      145         5730 SH        DEFINED  6,7,8      5730
DIONEX CORP          COM      254546104       13          531 SH        DEFINED    5         531
DIRECT FOCUS INC     COM      254931108      168         8460 SH        DEFINED  6,7,8      8460
DIRECT FOCUS INC     COM      254931108       16          810 SH        DEFINED    5         810
DISCOUNT AUTO PTS
 INC                 COM      254642101       36         2620 SH        DEFINED  6,7,8      2620
DISCOUNT AUTO PTS
 INC                 COM      254642101        3          235 SH        DEFINED    5         235
</TABLE>




<PAGE>


<TABLE>
<CAPTION>
                     TITLE    CUSIP      VALUE       SHRS OR SH/  PUT/  INVSTMT   OTHR                 VOTING AUTHORITY
NAME OF ISSUER       CLASS               (X$1000)    PRN AMT PRN  CALL  DSCRETN   MGRS      SOLE      SHARED        NONE
<S>                  <C>      <C>        <C>         <C>          <C>   <C>      <C>      <C>         <C>         <C>
DISNEY COMPANY WALT  EQUITY   254687106      646       34,700 SH        DEFINED    1                  34,700
                     COM
DISNEY WALT CO       DISNEY   254687106    21180      1137478 SH        DEFINED  6,7,8   1137478
                     COM
DISNEY WALT CO       DISNEY   254687106      168         9030 SH        DEFINED    5        9030
DISTRIBUCION Y
 SERVICIO ADR        EQUITY   254753106      459       41,000 SH        DEFINED    1                  41,000
DITECH
 COMMUNICATIONS
 CORP                COM      25500M103       31         7448 SH        DEFINED  6,7,8      7448
DITECH
 COMMUNICATIONS
 CORP                COM      25500M103        3          667 SH        DEFINED    5         667
DIVERSA CORP         EQUITY   255064107      514       54,713 SH        DEFINED    1                  54,713
DIVERSA CORP         COM      255064107      142        15130 SH        DEFINED  6,7,8     15130
DIVERSA CORP         COM      255064107        7          707 SH        DEFINED    5         707
DIVINE INC           CL A     255402109       17        28002 SH        DEFINED  6,7,8     28002
DIVINE INC           CL A     255402109        2         2710 SH        DEFINED    5        2710
DMC STRATEX
 NETWORKS INC        COM      23322L106      113        21878 SH        DEFINED  6,7,8     21878
DMC STRATEX
 NETWORKS INC        COM      23322L106       11         2226 SH        DEFINED    5        2226
DOBSON
 COMMUNICATIONS
 CORP                CL A     256069105       72         6965 SH        DEFINED  6,7,8      6965
DOBSON
 COMMUNICATIONS
 CORP                CL A     256069105        7          660 SH        DEFINED    5         660
DOCENT INC           COM      25608L106       21        10357 SH        DEFINED  6,7,8     10357
DOCENT INC           COM      25608L106        2         1028 SH        DEFINED    5        1028
DOCUMENTUM INC       COM      256159104       87        10674 SH        DEFINED  6,7,8     10674
DOCUMENTUM INC       COM      256159104        9         1059 SH        DEFINED    5        1059
DOLE FOOD INC        COM      256605106     1683        78636 SH        DEFINED  6,7,8     78636
DOLE FOOD INC        COM      256605106       25         1145 SH        DEFINED    5        1145
DOLLAR GEN CORP      COM      256669102     1635       139750 SH        DEFINED  6,7,8    139750
DOLLAR GEN CORP      COM      256669102       12          990 SH        DEFINED    5         990
DOLLAR GENERAL       EQUITY   256669102       64        5,481 SH        DEFINED    1                   5,481
DOLLAR THRIFTY
 AUTOMOTIVE GP       COM      256743105       70         7062 SH        DEFINED  6,7,8      7062
DOLLAR THRIFTY
 AUTOMOTIVE GP       COM      256743105        6          632 SH        DEFINED    5         632
DOLLAR TREE STORES
 INC                 EQUITY   256747106    24218    1,282,080 SH        DEFINED    1               1,282,080
DOLLAR TREE STORES
 INC                 COM      256747106     2464       131400 SH        DEFINED  6,7,8    131400
Dominion             EQUITY   2574U109      1757       29,600 SH        DEFINED    4                  29,600
DOMINION RES INC VA
 NEW                 COM      25746U109     7834       132000 SH        DEFINED  6,7,8    132000
DOMINION RES INC VA
 NEW                 COM      25746U109       44          740 SH        DEFINED    5         740
DOMINION RES INC VA
 NEW                 EQUITY   25746U109     6847       140800 SH        DEFINED    2                  140800
DOMINION RES INC/VA  EQUITY   257470104       72         1210 SH        DEFINED    2                    1210
DOMINION RESOURCES
 INC                 EQUITY   25746U109      248        4,179 SH        DEFINED    1                   4,179
DONALDSON INC        COM      257651109     1830        63500 SH        DEFINED  6,7,8     63500
DONALDSON INC        COM      257651109       31         1063 SH        DEFINED    5        1063
DONNA KARAN INTL
 INC                 COM      257826107        5          500 SH        DEFINED  6,7,8       500
DONNA KARAN INTL
 INC                 COM      257826107        0           45 SH        DEFINED    5          45
DONNELLEY R R &
 SONS                EQUITY   257867101       51        1,900 SH        DEFINED    1                   1,900
DONNELLEY R R &
 SONS CO             COM      257867101     1344        49690 SH        DEFINED  6,7,8     49690
DONNELLEY R R &
 SONS CO             COM      257867101        9          350 SH        DEFINED    5         350
DORAL FINL CORP      COM      25811P100      366         9445 SH        DEFINED  6,7,8      9445
DORAL FINL CORP      COM      25811P100       39         1017 SH        DEFINED    5        1017
</TABLE>



<PAGE>


<TABLE>
<CAPTION>
                     TITLE    CUSIP      VALUE       SHRS OR SH/  PUT/  INVSTMT   OTHR                 VOTING AUTHORITY
NAME OF ISSUER       CLASS               (X$1000)    PRN AMT PRN  CALL  DSCRETN   MGRS      SOLE      SHARED        NONE
<S>                  <C>      <C>        <C>         <C>          <C>   <C>      <C>      <C>         <C>         <C>
DORAL FINL CORP COM  EQUITY   25811P100    37298       961300 SH        Sole       3      944500                   16800
DOVER CORP           COM      260003108     3514       116720 SH        DEFINED  6,7,8    116720
DOVER CORP           COM      260003108       37         1240 SH        DEFINED    5        1240
DOVER CORP.          EQUITY   260003108      102        3,400 SH        DEFINED    1                   3,400
DOVER DOWNS ENTMT
 INC                 COM      260086103       63         5057 SH        DEFINED  6,7,8      5057
DOVER DOWNS ENTMT
 INC                 COM      260086103        6          456 SH        DEFINED    5         456
DOW CHEM CO          COM      260543103    13087       399482 SH        DEFINED  6,7,8    399482
DOW CHEM CO          COM      260543103       88         2675 SH        DEFINED    5        2675
DOW CHEM CO          EQUITY   260543103     9228       280200 SH        DEFINED    2                  280200
DOW CHEM CO COM      EQUITY   260543103     2080        63500 SH        Sole       3       63500
Dow Chemical         EQUITY   260543103     1310       40,000 SH        DEFINED    4                  40,000
DOW CHEMICAL CORP    EQUITY   260543103      489       14,927 SH        DEFINED    1                  14,927
DOW JONES & CO INC   COM      260561105     1657        36470 SH        DEFINED  6,7,8     36470
DOW JONES & CO INC   COM      260561105       12          260 SH        DEFINED    5         260
DOW JONES & CO.      EQUITY   260561105      278        6,130 SH        DEFINED    1                   6,130
DOWNEY FINL CORP     COM      261018105      274         6199 SH        DEFINED  6,7,8      6199
DOWNEY FINL CORP     COM      261018105       24          538 SH        DEFINED    5         538
DPL INC              COM      233293109     3607       148300 SH        DEFINED  6,7,8    148300
DQE INC              COM      23329J104     2393       124366 SH        DEFINED  6,7,8    124366
DQE INC              COM      23329J104       45         2353 SH        DEFINED    5        2353
DQE INC.             EQUITY   23329J104     3082      160,200 SH        DEFINED    1                 160,200
DRESS BARN INC       COM      261570105       98         4381 SH        DEFINED  6,7,8      4381
DRESS BARN INC       COM      261570105        9          392 SH        DEFINED    5         392
DREYERS GRAND ICE
 CREAM INC           COM      261878102     1111        38253 SH        DEFINED  6,7,8     38253
DREYERS GRAND ICE
 CREAM INC           COM      261878102       16          538 SH        DEFINED    5         538
DRIL-QUIP INC        COM      262037104       26         1761 SH        DEFINED  6,7,8      1761
DRIL-QUIP INC        COM      262037104        3          175 SH        DEFINED    5         175
DRS TECHNOLOGIES
 INC                 COM      23330X100      120         3441 SH        DEFINED  6,7,8      3441
DRS TECHNOLOGIES
 INC                 COM      23330X100       12          336 SH        DEFINED    5         336
DSP GROUP INC        COM      23332B106      941        47188 SH        DEFINED  6,7,8     47188
DSP GROUP INC        COM      23332B106       13          664 SH        DEFINED    5         664
DST SYS INC DEL      COM      233326107     6211       143600 SH        DEFINED  6,7,8    143600
DTE ENERGY CO        COM      233331107     3077        71470 SH        DEFINED  6,7,8     71470
DTE ENERGY CO        COM      233331107       21          490 SH        DEFINED    5         490
DTE Energy Company   EQUITY   233331107     9147      210,000 SH        DEFINED    4                 210,000
DU PONT E I DE
 NEMOURS & CO        COM      263534109    18041       480850 SH        DEFINED  6,7,8    480850
DU PONT E I DE
 NEMOURS & CO        COM      263534109      117         3110 SH        DEFINED    5        3110
DU PONT E I DE
 NEMOURS + CO        EQUITY   263534109     4031       107444 SH        DEFINED    2                  107444
DU PONT E.I. DE
 NEMOURS             EQUITY   263534109      649       17,300 SH        DEFINED    1                  17,300
DUANE READE INC      COM      263578106      569        18976 SH        DEFINED  6,7,8     18976
DUANE READE INC      COM      263578106        8          279 SH        DEFINED    5         279
DUANE READE INC COM  EQUITY   263578106    15909       530300 SH        Sole       3      522700                    7600
DUKE ENERGY CORP     EQUITY   264399106      484       12,800 SH        DEFINED    1                  12,800
</TABLE>



<PAGE>


<TABLE>
<CAPTION>
                     TITLE    CUSIP      VALUE       SHRS OR SH/  PUT/  INVSTMT   OTHR                 VOTING AUTHORITY
NAME OF ISSUER       CLASS               (X$1000)    PRN AMT PRN  CALL  DSCRETN   MGRS      SOLE      SHARED        NONE
<S>                  <C>      <C>        <C>         <C>          <C>   <C>      <C>      <C>      <C>         <C>
DUKE ENERGY CORP     COM      264399106    12559       331810 SH        DEFINED  6,7,8    331810
DUKE ENERGY CORP     COM      264399106       87         2300 SH        DEFINED    5        2300
DUKE REALTY CORP     EQUITY   264411505     9543       402830 SH        Sole       3      352684                   50146
DUN & BRADSTREET
 CORP DEL NEW        COM      26483E100     3174       113350 SH        DEFINED  6,7,8    113350
DUPONT PHOTOMASKS
 INC                 COM      26613X101       71         2560 SH        DEFINED  6,7,8      2560
DUPONT PHOTOMASKS
 INC                 COM      26613X101        4          136 SH        DEFINED    5         136
DURA AUTOMOTIVE
 SYSTEMS CORP        CL A     265903104       31         4309 SH        DEFINED  6,7,8      4309
DURA AUTOMOTIVE
 SYSTEMS CORP        CL A     265903104        3          386 SH        DEFINED    5         386
DURAMED
 PHARMACEUTICALS
 INC                 COM      266354109      122         6025 SH        DEFINED  6,7,8      6025
DURAMED
 PHARMACEUTICALS
 INC                 COM      266354109       12          598 SH        DEFINED    5         598
DURASWITCH           COM
 INDUSTRIES INC      NEW      266905207       13         1328 SH        DEFINED  6,7,8      1328
DURASWITCH           COM
 INDUSTRIES INC      NEW      266905207        1          129 SH        DEFINED    5         129
DURATEK INC          EQUITY   26658Q102     1334      230,000 SH        DEFINED    1                  230,000
DURECT CORP          COM      266605104       52         5374 SH        DEFINED  6,7,8      5374
DURECT CORP          COM      266605104        5          533 SH        DEFINED    5         533
DUSA
 PHARMACEUTICALS
 INC                 COM      266898105       40         3906 SH        DEFINED  6,7,8      3906
DUSA
 PHARMACEUTICALS
 INC                 COM      266898105        4          388 SH        DEFINED    5         388
DVI INC              COM      233343102       65         3827 SH        DEFINED  6,7,8      3827
DVI INC              COM      233343102        6          343 SH        DEFINED    5         343
DYAX CORP            COM      26746E103       53         5482 SH        DEFINED  6,7,8      5482
DYAX CORP            COM      26746E103        5          541 SH        DEFINED    5         541
DYCOM INDS INC       COM      267475101      729        62828 SH        DEFINED  6,7,8     62828
DYCOM INDS INC       COM      267475101       14         1196 SH        DEFINED    5        1196
                     COM
DYNACQ INTL INC      PAR      267919306       18         1196 SH        DEFINED  6,7,8      1196
                     $.001
                     COM
DYNACQ INTL INC      PAR      267919306        2          119 SH        DEFINED    5         119
                     $.001
DYNEGY INC           EQUITY   26816Q101      187        5,400 SH        DEFINED    1                    5,400
DYNEGY INC NEW       CL A     26816Q101     4828       139337 SH        DEFINED  6,7,8    139337
DYNEGY INC NEW       CL A     26816Q101       34          970 SH        DEFINED    5         970
DYNEGY INC NEW       EQUITY   26816Q101     5075       143099 SH        DEFINED    2                   143099
E M C CORP MASS      COM      268648102    12946      1101770 SH        DEFINED  6,7,8   1101770
E M C CORP MASS      COM      268648102       99         8440 SH        DEFINED    5        8440
E PIPHANY INC        COM      26881V100       74        17516 SH        DEFINED  6,7,8     17516
E PIPHANY INC        COM      26881V100        7         1738 SH        DEFINED    5        1738
E TRADE GROUP INC    COM      269246104     2263       374000 SH        DEFINED  6,7,8    374000
EARTHSHELL CORP      COM      27032B100       28        12693 SH        DEFINED  6,7,8     12693
EARTHSHELL CORP      COM      27032B100        3         1260 SH        DEFINED    5        1260
EARTHWATCH INC       EQUITY   270324601        7       730567 SH        DEFINED    2               730566.506
EAST WEST BANCORP
 INC                 COM      27579R104      429        18356 SH        DEFINED  6,7,8     18356
EAST WEST BANCORP
 INC                 COM      27579R104       15          649 SH        DEFINED    5         649
EASTGROUP PPTY INC   COM      277276101      109         4989 SH        DEFINED  6,7,8      4989
EASTGROUP PPTY INC   COM      277276101       10          447 SH        DEFINED    5         447
EASTMAN CHEM CO      COM      277432100     1183        32580 SH        DEFINED  6,7,8     32580
EASTMAN CHEM CO      COM      277432100        8          230 SH        DEFINED    5         230
</TABLE>



<PAGE>


<TABLE>
<CAPTION>
                     TITLE    CUSIP      VALUE       SHRS OR SH/  PUT/  INVSTMT   OTHR                 VOTING AUTHORITY
NAME OF ISSUER       CLASS               (X$1000)    PRN AMT PRN  CALL  DSCRETN   MGRS      SOLE      SHARED        NONE
<S>                  <C>      <C>        <C>         <C>          <C>   <C>      <C>      <C>         <C>         <C>
EASTMAN CHEMICAL     EQUITY   277432100       47        1,300 SH        DEFINED    1                   1,300
EASTMAN KODAK        EQUITY   277461109      156        4,800 SH        DEFINED    1                   4,800
EASTMAN KODAK CO     COM      277461109     4712       144840 SH        DEFINED  6,7,8    144840
EASTMAN KODAK CO     COM      277461109       28          860 SH        DEFINED    5         860
EASTMAN KODAK CO     EQUITY   277461109     4301       132203 SH        DEFINED    2                  132203
EATON CORP           EQUITY   278058102       71        1,200 SH        DEFINED    1                   1,200
EATON CORP           COM      278058102     2238        37800 SH        DEFINED  6,7,8     37800
EATON CORP           COM      278058102       12          210 SH        DEFINED    5         210
                     COM
EATON VANCE CORP     NON VTG  278265103     4144       132200 SH        DEFINED  6,7,8    132200
                     COM
EATON VANCE CORP     NON VTG  278265103       26          840 SH        DEFINED    5         840
EATON VANCE CORP     EQUITY   278265103     5270       168100 SH        DEFINED    2                  168100
EBAY INC             COM      278642103      397         8680 SH        DEFINED  6,7,8      8680
EBAY INC             EQUITY   278642103     5146        90000 SH        DEFINED    2                   90000
ECHELON CORP         COM      27874N105       82         6602 SH        DEFINED  6,7,8      6602
ECHELON CORP         COM      27874N105        8          655 SH        DEFINED    5         655
ECHOSTAR
 COMMUNICATIONS
 CORP N              EQUITY   278762109    18279       780900 SH        DEFINED    2                  780900
ECHOSTAR
 COMMUNICATIONS NEW  CL A     278762109      135         5790 SH        DEFINED  6,7,8      5790
ECLIPSYS CORP        COM      278856109      276        20715 SH        DEFINED  6,7,8     20715
ECLIPSYS CORP        COM      278856109       16         1189 SH        DEFINED    5        1189
ECOLAB INC           EQUITY   278865100       76        2,100 SH        DEFINED    1                   2,100
ECOLAB INC           COM      278865100     1961        53990 SH        DEFINED  6,7,8     53990
ECOLAB INC           COM      278865100       14          380 SH        DEFINED    5         380
EDEN BIOSCIENCE
 CORP                COM      279445100       83        10929 SH        DEFINED  6,7,8     10929
EDEN BIOSCIENCE
 CORP                COM      279445100        4          560 SH        DEFINED    5         560
EDISON
 INTERNATIONAL       EQUITY   281020107       71        5,400 SH        DEFINED    1                   5,400
EDISON INTL          COM      281020107     1812       137700 SH        DEFINED  6,7,8    137700
EDISON INTL          COM      281020107       13          970 SH        DEFINED    5         970
EDISON SCHOOLS INC   EQUITY   281033100      115        7,636 SH        DEFINED    1                   7,636
EDISON SCHOOLS INC   CL A     281033100      107         7082 SH        DEFINED  6,7,8      7082
EDISON SCHOOLS INC   CL A     281033100       11          703 SH        DEFINED    5         703
EDISON SCHOOLS INC
 CL A                EQUITY   281033100    20252      1341200 SH        Sole       3     1318600                   22600
EDO CORP             COM      281347104       68         2349 SH        DEFINED  6,7,8      2349
EDO CORP             COM      281347104        7          233 SH        DEFINED    5         233
EDUCATION MGMT CORP  COM      28139T101      175         5765 SH        DEFINED  6,7,8      5765
EDUCATION MGMT CORP  COM      28139T101       17          552 SH        DEFINED    5         552
EDUCATION MGMT CORP
 COM                 EQUITY   28139T101    29565       973800 SH        Sole       3      964000                    9800
EDWARDS AG INC       COM      281760108     3304        94100 SH        DEFINED  6,7,8     94100
EDWARDS
 LIFESCIENCES CORP   COM      28176E108     1949        86994 SH        DEFINED  6,7,8     86994
EDWARDS
 LIFESCIENCES CORP   COM      28176E108       36         1606 SH        DEFINED    5        1606
EEX CORP             COM NEW  26842V207       14         9780 SH        DEFINED  6,7,8      9780
EEX CORP             COM NEW  26842V207        1          876 SH        DEFINED    5         876
EFUNDS CORP          COM      28224R101      434        26059 SH        DEFINED  6,7,8     26059
EFUNDS CORP          COM      28224R101       21         1286 SH        DEFINED    5        1286
</TABLE>



<PAGE>


<TABLE>
<CAPTION>
                     TITLE             CUSIP      VALUE       SHRS OR SH/  PUT/  INVSTMT   OTHR                 VOTING AUTHORITY
NAME OF ISSUER       CLASS                        (X$1000)    PRN AMT PRN  CALL  DSCRETN   MGRS      SOLE      SHARED        NONE
<S>                  <C>               <C>        <C>         <C>          <C>   <C>      <C>      <C>        <C>          <C>
EGL INC              COM               268484102      579        65301 SH        DEFINED  6,7,8     65301
EGL INC              COM               268484102        9          963 SH        DEFINED    5         963
EL PASO CORP         EQUITY            28336L109     2732        80684 SH        DEFINED    2                   80684
EL PASO CORP         COM               28336L109     8943       215231 SH        DEFINED  6,7,8    215231
EL PASO CORP         COM               28336L109       63         1517 SH        DEFINED    5        1517
EL PASO CORPORATION  EQUITY            28336L109      476       11,451 SH        DEFINED    1                  11,451
EL PASO ELEC CO      COM NEW           283677854      212        16154 SH        DEFINED  6,7,8     16154
EL PASO ELEC CO      COM NEW           283677854       19         1407 SH        DEFINED    5        1407
ELAN CORP PLC - ADR  EQUITY            284131208    11517      237,710 SH        DEFINED    1                 237,710
ELAN CORP PLC - B
 WARRANTS            EQUITY            284131802     7600      200,000 SH        DEFINED    1                 200,000
ELAN CORP PLC -WTS
 CL-A  ADR           EQUITY            284131703    12000      200,000 SH        DEFINED    1                 200,000
ELAN PLC             ADR               284131208     4201        86715 SH        DEFINED  6,7,8     86715
ELANTEC
 SEMICONDUCTOR INC   COM               284155108      146         6375 SH        DEFINED  6,7,8      6375
ELANTEC
 SEMICONDUCTOR INC   COM               284155108       14          613 SH        DEFINED    5         613
ELCOR CORP           COM               284443108      129         6014 SH        DEFINED  6,7,8      6014
ELCOR CORP           COM               284443108       12          541 SH        DEFINED    5         541
ELECTRO RENT CORP    COM               285218103       57         4517 SH        DEFINED  6,7,8      4517
ELECTRO RENT CORP    COM               285218103        5          404 SH        DEFINED    5         404
ELECTRO SCIENTIFIC
 INDS                COM               285229100      168         7664 SH        DEFINED  6,7,8      7664
ELECTRO SCIENTIFIC
 INDS                COM               285229100       16          741 SH        DEFINED    5         741
ELECTROGLAS INC      COM               285324109       77         6210 SH        DEFINED  6,7,8      6210
ELECTROGLAS INC      COM               285324109        7          592 SH        DEFINED    5         592
ELECTRONIC ARTS      EQUITY            285512109    16372       343500 SH        DEFINED    2                  343500
ELECTRONIC ARTS INC  COM               285512109     7244       158610 SH        DEFINED  6,7,8    158610
ELECTRONIC DATA SYS
 NEW                 COM               285661104    16445       285600 SH        DEFINED  6,7,8    285600
ELECTRONIC DATA SYS
 NEW                 COM               285661104      116         2020 SH        DEFINED    5        2020
ELECTRONIC DATA SYS
 NW COM              EQUITY            285661104     2015        35000 SH        Sole       3       35000
ELECTRONIC DATA
 SYSTEMS             EQUITY            285661104      684       11,880 SH        DEFINED    1                  11,880
ELECTRONICS
 BOUTIQUE HLDGS CP   COM               286045109       67         2468 SH        DEFINED  6,7,8      2468
ELECTRONICS
 BOUTIQUE HLDGS CP   COM               286045109        7          265 SH        DEFINED    5         265
ELECTRONICS BOUTQ
 HLDG COM            EQUITY            286045109    14930       554000 SH        Sole       3      554000
ELECTRONICS FOR
 IMAGING INC         COM               286082102      269        16548 SH        DEFINED  6,7,8     16548
ELECTRONICS FOR
 IMAGING INC         COM               286082102       24         1461 SH        DEFINED    5        1461
ELIZABETH ARDEN INC  COM               28660G106       34         2661 SH        DEFINED  6,7,8      2661
ELIZABETH ARDEN INC  COM               28660G106        3          264 SH        DEFINED    5         264
ELIZABETH ARDEN INC  EQUITY            28660G106     1552       125200 SH        DEFINED    2                  125200
EMBARCADERO
 TECHNOLOGIES INC    COM               290787100       68         8611 SH        DEFINED  6,7,8      8611
EMBARCADERO
 TECHNOLOGIES INC    COM               290787100        2          253 SH        DEFINED    5         253
Embotelladora
 Andina -ADR 'B'     EQUITY            29081P303      322       38,300 SH        DEFINED    1                  38,300
EMBRAER AIRCRAFT
 CORP ADR            EQUITY            29081M102      181       14,190 SH        DEFINED    1                  14,190
EMBRAER EMPRESA
 BRASILEIRA DE       EQUITY            29081M102     2641       211500 SH        DEFINED    2                  221500
EMBRAER-EMPRESA      
 BRASILEIRA DE       SP ADR PFD SHS    29081M102        0            0 SH        DEFINED  6,7,8         0
EMBRATEL
 PARTICIPACOES -
 ADR                 EQUITY            29081N100       92       33,000 SH        DEFINED    1                  33,000
</TABLE>



<PAGE>


<TABLE>
<CAPTION>
                     TITLE    CUSIP      VALUE       SHRS OR SH/  PUT/  INVSTMT   OTHR                 VOTING AUTHORITY
NAME OF ISSUER       CLASS               (X$1000)    PRN AMT PRN  CALL  DSCRETN   MGRS      SOLE      SHARED        NONE
<S>                  <C>      <C>        <C>         <C>          <C>   <C>      <C>      <C>        <C>          <C>
EMC Corp / Mass      EQUITY   268648102      646       55,000 SH        DEFINED    4                  55,000
EMC CORP MASS        EQUITY   268648102      139        11060 SH        DEFINED    2                   11060
EMC CORPORATION      EQUITY   268648102     3785      322,160 SH        DEFINED    1                 322,160
EMCOR GROUP INC      COM      29084Q100       89         2791 SH        DEFINED  6,7,8      2791
EMCOR GROUP INC      COM      29084Q100        9          290 SH        DEFINED    5         290
EMCORE CORP          COM      290846104       53         6197 SH        DEFINED  6,7,8      6197
EMCORE CORP          COM      290846104        5          615 SH        DEFINED    5         615
EMERSON ELEC         EQUITY   029101104       35          750 SH        DEFINED    2                     750
Emerson Elec Co      EQUITY   291011104     2353       50,000 SH        DEFINED    4                  50,000
EMERSON ELEC CO      COM      291011104    11534       245091 SH        DEFINED  6,7,8    245091
EMERSON ELEC CO      COM      291011104      109         2310 SH        DEFINED    5        2310
EMERSON ELEC CO      EQUITY   291011104     3126        66419 SH        DEFINED    2                   66419
EMERSON ELECTRIC     EQUITY   291011104      355        7,550 SH        DEFINED    1                   7,550
EMEX CORP            COM      291206100       24         3641 SH        DEFINED  6,7,8      3641
EMEX CORP            COM      291206100        2          361 SH        DEFINED    5         361
EMISPHERE
 TECHNOLOGIES INC    COM      291345106       92         4801 SH        DEFINED  6,7,8      4801
EMISPHERE
 TECHNOLOGIES INC    COM      291345106        8          430 SH        DEFINED    5         430
EMMIS
 COMMUNICATIONS
 CORP                CL A     291525103      799        55400 SH        DEFINED  6,7,8     55400
EMPIRE DIST ELEC CO  COM      291641108      114         5539 SH        DEFINED  6,7,8      5539
EMPIRE DIST ELEC CO  COM      291641108       10          496 SH        DEFINED    5         496
EMPIRE DISTRICT
 ELECTRIC CO         EQUITY   291641108      769       37,400 SH        DEFINED    1                  37,400
EMPRESA NACIONAL DE
 ELEC ADR            EQUITY   29244T101      709       81,892 SH        DEFINED    1                  81,892
EMULEX CORP          EQUITY   292475209      526        20000 SH        DEFINED    2                   20000
ENCOMPASS SVCS CORP  COM      29255U104      145        38278 SH        DEFINED  6,7,8     38278
ENCOMPASS SVCS CORP  COM      29255U104        7         1796 SH        DEFINED    5        1796
ENCORE ACQUISITION
 CO                  COM      29255W100       34         2246 SH        DEFINED  6,7,8      2246
ENCORE ACQUISITION
 CO                  COM      29255W100        3          201 SH        DEFINED    5         201
ENCORE WIRE CORP     COM      292562105       53         4118 SH        DEFINED  6,7,8      4118
ENCORE WIRE CORP     COM      292562105        5          369 SH        DEFINED    5         369
ENDESA S A           SPONS-   29258N107      153        10000 SH        DEFINED  6,7,8     10000
                     ORED ADR  
ENDO
 PHARMACEUTICALS     WT EXP
 HLDGS INC           123102   29264F114        0         3251 SH        DEFINED  6,7,8      3251
ENDO
 PHARMACEUTICALS
 HLDGS INC           COM      29264F205       57         5209 SH        DEFINED  6,7,8      5209
ENDO
 PHARMACEUTICALS     WT EXP
 HLDGS INC           123102   29264F114        0          100 SH        DEFINED    5         100
ENDO
 PHARMACEUTICALS
 HLDGS INC           COM      29264F205        6          517 SH        DEFINED    5         517
ENDOCARE INC         COM      29264P104       58         3284 SH        DEFINED  6,7,8      3284
ENDOCARE INC         COM      29264P104        6          326 SH        DEFINED    5         326
ENDOCARE INC COM     EQUITY   29264P104     8292       472500 SH        Sole       3      472500
ENERGEN CORP         COM      29265N108      194         8623 SH        DEFINED  6,7,8      8623
ENERGEN CORP         COM      29265N108       17          757 SH        DEFINED    5         757
ENERGIZER HLDGS INC  COM      29266R108     1785       107401 SH        DEFINED  6,7,8    107401
ENERGY CONVERSION
 DEVICES INC         COM      292659109       59         3613 SH        DEFINED  6,7,8      3613
ENERGY CONVERSION
 DEVICES INC         COM      292659109        6          359 SH        DEFINED    5         359
ENERGY EAST CORP     COM      29266M109     2741       136300 SH        DEFINED  6,7,8    136300
</TABLE>



<PAGE>


<TABLE>
<CAPTION>
                     TITLE    CUSIP      VALUE       SHRS OR SH/  PUT/  INVSTMT   OTHR                 VOTING AUTHORITY
NAME OF ISSUER       CLASS               (X$1000)    PRN AMT PRN  CALL  DSCRETN   MGRS      SOLE      SHARED        NONE
<S>                  <C>      <C>        <C>         <C>          <C>   <C>      <C>     <C>         <C>         <C>
ENERGY PARTNERS LTD  EQUITY   29270U105     2559       366600 SH        Sole       3      366600
ENERGY PARTNERS LTD  COM      29270U105       45         6392 SH        DEFINED  6,7,8      6392
ENERGY PARTNERS LTD  COM      29270U105        4          616 SH        DEFINED    5         616
ENERGY PARTNERS LTD  EQUITY   29270U105       98        55900 SH        DEFINED    2                   55900
ENERSIS SA ADR       EQUITY   29274F104      123       10,065 SH        DEFINED    1                  10,065
ENGAGE INC           COM      292827102        3        13620 SH        DEFINED  6,7,8     13620
ENGAGE INC           COM      292827102        0         1229 SH        DEFINED    5        1229
ENGELHARD CORP       EQUITY   292845104       49        2,100 SH        DEFINED    1                   2,100
ENGELHARD CORP       COM      292845104     1872        81020 SH        DEFINED  6,7,8     81020
ENGELHARD CORP       COM      292845104        9          390 SH        DEFINED    5         390
ENGELHARD CORP COM   EQUITY   292845104     6958       301200 SH        Sole       3      261200                   40000
ENGINEERED SUPPORT
 SYS INC             COM      292866100       88         1877 SH        DEFINED  6,7,8      1877
ENGINEERED SUPPORT
 SYS INC             COM      292866100        9          185 SH        DEFINED    5         185
ENRON CORP           EQUITY   293561106      555       20,400 SH        DEFINED    1                  20,400
ENRON CORP           EQUITY   293561106       14          500 SH        DEFINED    2                     500
ENRON CORP           COM      293561106     8733       320702 SH        DEFINED  6,7,8    320702
ENRON CORP           COM      293561106       60         2220 SH        DEFINED    5        2220
ENSCO INTL INC       COM      26874Q100     2377       162600 SH        DEFINED  6,7,8    162600
ENTEGRIS INC         COM      29362U104       88        11158 SH        DEFINED  6,7,8     11158
ENTEGRIS INC         COM      29362U104        8         1057 SH        DEFINED    5        1057
ENTERASYS NETWORKS
 INC                 COM      293637104     1431       221800 SH        DEFINED  6,7,8    221800
ENTERASYS NETWORKS
 INC COM             EQUITY   293637104    10770      1669800 SH        Sole       3     1386700                  283100
ENTERCOM
 COMMUNICATIONS
 CORP                CL A     293639100     1802        53000 SH        DEFINED  6,7,8     53000
ENTERGY CORP         EQUITY   29364G103      132        3,700 SH        DEFINED    1                   3,700
ENTERGY CORP NEW     COM      29364G103     5033       141530 SH        DEFINED  6,7,8    141530
ENTERGY CORP NEW     COM      29364G103       23          660 SH        DEFINED    5         660
ENTERTAINMENT PPTYS  COM SH
 TR                  BEN INT  29380T105       78         4628 SH        DEFINED  6,7,8      4628
ENTERTAINMENT PPTYS  COM SH
 TR                  BEN INT  29380T105        7          414 SH        DEFINED    5         414
ENTRADE INC          EQUITY   29382L993     2957        16150 SH        DEFINED    2                  161250
ENTREMED INC         COM      29382F103       38         4323 SH        DEFINED  6,7,8      4323
ENTREMED INC         COM      29382F103        4          429 SH        DEFINED    5         429
ENTRUST INC          COM      293848107       38        13311 SH        DEFINED  6,7,8     13311
ENTRUST INC          COM      293848107        4         1321 SH        DEFINED    5        1321
ENZO BIOCHEM INC     COM      294100102      105         6171 SH        DEFINED  6,7,8      6171
ENZO BIOCHEM INC     COM      294100102       10          612 SH        DEFINED    5         612
ENZON INC            COM      293904108      291         5705 SH        DEFINED  6,7,8      5705
ENZON INC            EQUITY   293904108     4644        90000 SH        DEFINED    2                   90000
EOG RES INC          COM      26875P101     2455        84870 SH        DEFINED  6,7,8     84870
EOG RES INC          COM      26875P101       10          350 SH        DEFINED    5         350
EOG RESOURCES INC    EQUITY   26875P101       55        1,900 SH        DEFINED    1                   1,900
EPICEDGE INC         COM      29426X102        1         2628 SH        DEFINED  6,7,8      2628
EPICEDGE INC         COM      29426X102        0           96 SH        DEFINED    5          96
EPIQ SYS INC         COM      26882D109       42         1646 SH        DEFINED  6,7,8      1646
</TABLE>



<PAGE>


<TABLE>
<CAPTION>
                     TITLE    CUSIP      VALUE       SHRS OR SH/  PUT/  INVSTMT   OTHR                 VOTING AUTHORITY
NAME OF ISSUER       CLASS               (X$1000)    PRN AMT PRN  CALL  DSCRETN   MGRS      SOLE      SHARED        NONE
<S>                  <C>      <C>        <C>         <C>          <C>   <C>      <C>     <C>       <C>            <C>
EPIQ SYS INC         COM      26882D109        4          163 SH        DEFINED    5         163
EQUIFAX INC          COM      294429105     1326        60550 SH        DEFINED  6,7,8     60550
EQUIFAX INC          COM      294429105        9          430 SH        DEFINED    5         430
EQUIFAX INC.         EQUITY   294429105       53        2,400 SH        DEFINED    1                   2,400
EQUITABLE RES INC    COM      294549100     2905        96800 SH        DEFINED  6,7,8     96800
EQUITY INNS INC      COM      294703103       83        11577 SH        DEFINED  6,7,8     11577
EQUITY INNS INC      COM      294703103        7         1037 SH        DEFINED    5        1037
EQUITY OFFICE PPTYS
 TR                  EQUITY   294741103     2624        82000 SH        DEFINED    2                   82000
EQUITY OFFICE PPTYS
 TR COM              EQUITY   294741103    87738      2741822 SH        Sole       3     2411920                  329902
EQUITY OFFICE
 PROPERTIES TRUST    EQUITY   294741103    11200      350,000 SH        DEFINED    1                 350,000
EQUITY ONE           COM      294752100        5          386 SH        DEFINED  6,7,8       386
EQUITY ONE           COM      294752100        0           35 SH        DEFINED    5          35
EQUITY RESIDENT
 PPTYS SH BEN I      EQUITY   29476L107    52986       907300 SH        Sole       3      799500                  107800
EQUITY RESIDENTIAL   SH
 PPTYS TR            BEN INT  29476L107     1121        19200 SH        DEFINED  6,7,8     19200
EQUITY RESIDENTIAL
 PPTYS TR            EQUITY   29476L107      193         5700 SH        DEFINED    2                    5700
ERICSSON L M TEL CO  ADR CL B
                     SEK 10   294821400      297        85000 SH        DEFINED  6,7,8     85000
ERICSSON L M TEL CO  ADR CL B
                     SEK 10   294821400       62        17840 SH        DEFINED  6,7,8     17840
ESCO TECHNOLOGIES
 INC                 COM      296315104       83         3347 SH        DEFINED  6,7,8      3347
ESCO TECHNOLOGIES
 INC                 COM      296315104        8          303 SH        DEFINED    5         303
ESPEED INC           CL A     296643109      131        30081 SH        DEFINED  6,7,8     30081
ESPEED INC           CL A     296643109        2          442 SH        DEFINED    5         442
ESPERION
 THERAPEUTICS COM    EQUITY   29664R106     1572       211000 SH        Sole       3      211000
ESPERION
 THERAPEUTICS INC    COM      29664R106       43         5746 SH        DEFINED  6,7,8      5746
ESPERION
 THERAPEUTICS INC    COM      29664R106        4          570 SH        DEFINED    5         570
ESS TECHNOLOGY INC   COM      269151106       96         9388 SH        DEFINED  6,7,8      9388
ESS TECHNOLOGY INC   COM      269151106        9          841 SH        DEFINED    5         841
ESSEX PPTY TR INC    COM      297178105      216         4397 SH        DEFINED  6,7,8      4397
ESSEX PPTY TR INC    COM      297178105       19          394 SH        DEFINED    5         394
ESSEX PPTY TR INC
 COM                 EQUITY   297178105     7684       156500 SH        Sole       3      136700                   19800
ESTERLINE
 TECHNOLOGIES CORP   COM      297425100      103         6493 SH        DEFINED  6,7,8      6493
ESTERLINE
 TECHNOLOGIES CORP   COM      297425100        9          581 SH        DEFINED    5         581
ETHAN ALLEN
 INTERIORS INC       COM      297602104      132         4800 SH        DEFINED  6,7,8      4800
EVEREST RE GROUP
 LTD                 EQUITY   G3223R108    17112      264,480 SH        DEFINED    1                 264,480
EVEREST RE GROUP
 LTD                 COM      G3223R108     3494        54000 SH        DEFINED  6,7,8     54000
EVEREST RE GROUP
 LTD COM             EQUITY   G3223R108    91622      1416100 SH        Sole       3     1350500                   65600
EVERGREEN RES INC    COM
                     NO PAR   299900308      159         4673 SH        DEFINED  6,7,8      4673
EVERGREEN RES INC    COM
                     NO PAR   299900308       16          464 SH        DEFINED    5         464
EVOLVE SOFTWARE INC. EQUITY   30049P104      384    1,239,564 SH        DEFINED    1               1,239,564
EXACT SCIENCES CORP  COM      30063P105       11         1140 SH        DEFINED  6,7,8      1140
EXACT SCIENCES CORP  COM      30063P105        1          113 SH        DEFINED    5         113
EXAR CORP            COM      300645108      452        26105 SH        DEFINED  6,7,8     26105
EXAR CORP            COM      300645108       18         1024 SH        DEFINED    5        1024
EXCEL TECHNOLOGY
 INC                 COM      30067T103       38         2395 SH        DEFINED  6,7,8      2395
</TABLE>



<PAGE>


<TABLE>
<CAPTION>
                     TITLE    CUSIP      VALUE       SHRS OR SH/  PUT/  INVSTMT   OTHR                 VOTING AUTHORITY
NAME OF ISSUER       CLASS               (X$1000)    PRN AMT PRN  CALL  DSCRETN   MGRS      SOLE      SHARED        NONE
<S>                  <C>      <C>        <C>         <C>          <C>   <C>      <C>     <C>       <C>             <C>
EXCEL TECHNOLOGY
 INC                 COM      30067T103        4          238 SH        DEFINED    5         238
EXE TECHNOLOGIES
 INC                 COM      301504106       18         8982 SH        DEFINED  6,7,8      8982
EXE TECHNOLOGIES
 INC                 COM      301504106        2          869 SH        DEFINED    5         869
EXELIXIS INC         COM      30161Q104      111         9667 SH        DEFINED  6,7,8      9667
EXELIXIS INC         COM      30161Q104       11          954 SH        DEFINED    5         954
EXELON CORP          COM      30161N101     6926       155282 SH        DEFINED  6,7,8    155282
EXELON CORP          COM      30161N101       43          960 SH        DEFINED    5         960
EXELON CORPORATION   EQUITY   30161N101      237        5,312 SH        DEFINED    1                   5,312
EXIDE TECHNOLOGIES   COM      302051107       30         8000 SH        DEFINED  6,7,8      8000
EXIDE TECHNOLOGIES   COM      302051107        3          716 SH        DEFINED    5         716
EXODUS
 COMMUNICATIONS INC  COM      302088109        0        10760 SH        DEFINED  6,7,8     10760
EXPEDITORS INTL
 WASH INC            COM      302130109     2888        61000 SH        DEFINED  6,7,8     61000
EXPRESS SCRIPTS INC  COM      302182100     6227       112200 SH        DEFINED  6,7,8    112200
EXPRESS SCRIPTS INC  COM      302182100       23          420 SH        DEFINED    5         420
EXTENDED STAY AMER
 INC                 COM      30224P101     1573       108700 SH        DEFINED  6,7,8    108700
EXTENSITY INC        COM      302255104       12         4283 SH        DEFINED  6,7,8      4283
EXTENSITY INC        COM      302255104        1          414 SH        DEFINED    5         414
EXTREME NETWORKS
INC                  EQUITY   30226D106    23749      1446267 SH        DEFINED    2                 1446267
EXXON MOBIL CORP     EQUITY   3021G112       193        28000 SH        DEFINED    2                   28000
Exxon Mobil Corp     EQUITY   30231G102     2399       60,892 SH        DEFINED    4                  60,892
EXXON MOBIL CORP     COM      30231G102   129386      3283920 SH        DEFINED  6,7,8   3283920
EXXON MOBIL CORP     COM      30231G102      810        20560 SH        DEFINED    5       20560
EXXON MOBIL
 CORPORATIONS        EQUITY   30231G102    46123    1,170,622 SH        DEFINED    1               1,170,622
                     COM
F M C CORP           NEW      302491303      643        13120 SH        DEFINED  6,7,8     13120
                     COM
F M C CORP           NEW      302491303        4           90 SH        DEFINED    5          90
F Y I INC            COM      302712104      141         3756 SH        DEFINED  6,7,8      3756
F Y I INC            COM      302712104       14          373 SH        DEFINED    5         373
F&M BANCORP MD       COM      302367107       91         3466 SH        DEFINED  6,7,8      3466
F&M BANCORP MD       COM      302367107        8          310 SH        DEFINED    5         310
F5 NETWORKS INC      COM      315616102       44         4755 SH        DEFINED  6,7,8      4755
F5 NETWORKS INC      COM      315616102        5          512 SH        DEFINED    5         512
FACTORY 2-U INC      COM      303072102       51         3624 SH        DEFINED  6,7,8      3624
FACTORY 2-U INC      COM      303072102        5          360 SH        DEFINED    5         360
FACTSET RESH SYS
 INC                 COM      303075105      140         5783 SH        DEFINED  6,7,8      5783
FACTSET RESH SYS
 INC                 COM      303075105       14          574 SH        DEFINED    5         574
FAIR ISAAC & CO INC  COM      303250104      237         5008 SH        DEFINED  6,7,8      5008
FAIR ISAAC & CO INC  COM      303250104       23          487 SH        DEFINED    5         487
FAIRCHILD CORP       CL A     303698104       14         3993 SH        DEFINED  6,7,8      3993
FAIRCHILD CORP       CL A     303698104        1          357 SH        DEFINED    5         357
FAIRCHILD
 SEMICONDUCTOR INTL  CL A     303726103     1140        71000 SH        DEFINED  6,7,8     71000
FAIRCHILD
 SEMICONDUCTOR INTL  CL A     303726103       13          830 SH        DEFINED    5         830
FALCONSTOR SOFTWARE
 INC                 COM      306137100       32         3692 SH        DEFINED  6,7,8      3692
FALCONSTOR SOFTWARE
 INC                 COM      306137100        3          366 SH        DEFINED    5         366
</TABLE>



<PAGE>


<TABLE>
<CAPTION>
                     TITLE         CUSIP      VALUE       SHRS OR SH/  PUT/  INVSTMT   OTHR                 VOTING AUTHORITY
NAME OF ISSUER       CLASS                    (X$1000)    PRN AMT PRN  CALL  DSCRETN   MGRS      SOLE      SHARED        NONE
<S>                  <C>           <C>        <C>         <C>          <C>   <C>      <C>      <C>        <C>           <C>
FAMILY DLR STORES
 INC                 COM           307000109     1999        72640 SH        DEFINED  6,7,8     72640
FAMILY DLR STORES
 INC                 COM           307000109       14          510 SH        DEFINED    5         510
FAMILY DOLLAR
 STORES              EQUITY        307000109       77        2,800 SH        DEFINED    1                   2,800
FARMER BROS CO       COM           307675108       58          265 SH        DEFINED  6,7,8       265
FARMER BROS CO       COM           307675108        5           24 SH        DEFINED    5          24
FARMERS CAP BK CORP  COM           309562106       82         2189 SH        DEFINED  6,7,8      2189
FARMERS CAP BK CORP  COM           309562106        7          196 SH        DEFINED    5         196
FASTENAL CO          COM           311900104     2530        44400 SH        DEFINED  6,7,8     44400
FBL FINL GROUP INC   CL A          30239F106       61         3654 SH        DEFINED  6,7,8      3654
FBL FINL GROUP INC   CL A          30239F106        5          327 SH        DEFINED    5         327
FBR ASSET INVT CORP  COM           30241E303      100         4325 SH        DEFINED  6,7,8      4325
FED NATL MTG CO      EQUITY        313586109     1680       20,980 SH        DEFINED    1                  20,980
FEDDERS CORP         COM           313135105       30         7761 SH        DEFINED  6,7,8      7761
FEDDERS CORP         COM           313135105        3          695 SH        DEFINED    5         695
FEDERAL AGRIC MTG
 CORP                CL C          313148306       76         2288 SH        DEFINED  6,7,8      2288
FEDERAL AGRIC MTG
 CORP                CL C          313148306        8          227 SH        DEFINED    5         227
FEDERAL HOME LN MTG
 CORP                COM           313400301    25705       395462 SH        DEFINED  6,7,8    395462
FEDERAL HOME LN MTG
 CORP                COM           313400301      235         3610 SH        DEFINED    5        3610
FEDERAL HOME LOAN
 MTG CORP.           EQUITY        313400301    22808      350,890 SH        DEFINED    1                 350,890
FEDERAL MOGUL CORP   COM           313549107       13        19311 SH        DEFINED  6,7,8     19311
FEDERAL MOGUL CORP   COM           313549107        1         1729 SH        DEFINED    5        1729
FEDERAL NATL MTG
 ASSN                EQUITY        313586109       32          400 SH        DEFINED    1                     400
FEDERAL NATL MTG
 ASSN                COM           313586109    44492       555737 SH        DEFINED  6,7,8    555737
FEDERAL NATL MTG
 ASSN                COM           313586109      363         4530 SH        DEFINED    5        4530
FEDERAL NATL MTG
 ASSN                EQUITY        313586109     7965       100000 SH        DEFINED    2                  100000
FEDERAL NATL MTG
 ASSN                EQUITY        31359MDF7     2332       840000 SH        DEFINED    2                  840000
FEDERAL REALTY INVT  SH
 TR                  BEN INT NEW   313747206      243        11048 SH        DEFINED  6,7,8     11048
FEDERAL REALTY INVT  SH
 TR                  BEN INT NEW   313747206       21          973 SH        DEFINED    5         973
FEDERAL SIGNAL CORP  COM           313855108     1231        69809 SH        DEFINED  6,7,8     69809
FEDERAL SIGNAL CORP  COM           313855108       22         1241 SH        DEFINED    5        1241
FEDERATED
 DEPARTMENT STORES   EQUITY        31410H101       93        3,300 SH        DEFINED    1                   3,300
FEDERATED DEPT
 STORES INC DEL      COM           31410H101     4372       155020 SH        DEFINED  6,7,8    155020
FEDERATED DEPT
 STORES INC DEL      COM           31410H101       31         1110 SH        DEFINED    5        1110
FEDERATED INVS INC
 PA                  CL B          314211103      811        27400 SH        DEFINED  6,7,8     27400
FEDERATED INVS INC
 PA                  EQUITY        314211103     3256       110000 SH        DEFINED    2                  110000
FEDEX CORP           COM           31428X106     4771       129810 SH        DEFINED  6,7,8    129810
FEDEX CORP           COM           31428X106       34          920 SH        DEFINED    5         920
FEDEX CORPORATION    EQUITY        31428X106      184        5,000 SH        DEFINED    1                   5,000
FEI CO               COM           30241L109      902        41458 SH        DEFINED  6,7,8     41458
FEI CO               COM           30241L109        9          423 SH        DEFINED    5         423
FELCOR LODGING TR
 INC                 COM           31430F101      127         9425 SH        DEFINED  6,7,8      9425
FELCOR LODGING TR
 INC                 COM           31430F101       11          814 SH        DEFINED    5         814
FERRO CORP           COM           315405100     1130        48733 SH        DEFINED  6,7,8     48733
</TABLE>



<PAGE>


<TABLE>
<CAPTION>
                     TITLE    CUSIP      VALUE       SHRS OR SH/  PUT/  INVSTMT   OTHR                 VOTING AUTHORITY
NAME OF ISSUER       CLASS               (X$1000)    PRN AMT PRN  CALL  DSCRETN   MGRS      SOLE      SHARED        NONE
<S>                  <C>      <C>        <C>        <C>           <C>   <C>      <C>      <C>      <C>            <C>
FERRO CORP           COM      315405100       18          769 SH        DEFINED    5         769
FHLMC                CORP
                     BOND     3134A3RE8     2038    2,000,000 PRN       DEFINED    4               2,000,000
FHLMC                CORP
                     BOND     3134A3T48     4670    4,500,000 PRN       DEFINED    4               4,500,000
FIBERCORE INC        COM      31563B109       21         8917 SH        DEFINED  6,7,8      8917
FIBERCORE INC        COM      31563B109        2          885 SH        DEFINED    5         885
FIDELITY BANKSHARES
 INC NEW             COM      31604Q107       60         4529 SH        DEFINED  6,7,8      4529
FIDELITY BANKSHARES
 INC NEW             COM      31604Q107        6          424 SH        DEFINED    5         424
FIDELITY NATL FINL
 INC                 COM      316326107     3539       131600 SH        DEFINED  6,7,8    131600
FIFTH THIRD BANCORP  COM      316773100    14956       243259 SH        DEFINED  6,7,8    243259
FIFTH THIRD BANCORP  COM      316773100      105         1714 SH        DEFINED    5        1714
FIFTH THIRD BANK     EQUITY   316773100      591        9,614 SH        DEFINED    1                   9,614
FILENET CORP         COM      316869106      101        10072 SH        DEFINED  6,7,8     10072
FILENET CORP         COM      316869106       10          994 SH        DEFINED    5         994
FINANCIAL FED CORP   COM      317492106      671        27376 SH        DEFINED  6,7,8     27376
FINANCIAL FED CORP   COM      317492106        7          297 SH        DEFINED    5         297
FINANCIAL FED CORP
 COM                 EQUITY   317492106     6223       254000 SH        Sole       3      254000
FINANCIAL INSTNS
 INC                 COM      317585404       58         2495 SH        DEFINED  6,7,8      2495
FINANCIAL INSTNS
 INC                 COM      317585404        5          233 SH        DEFINED    5         233
FINISH LINE INC      CL A     317923100       59         5464 SH        DEFINED  6,7,8      5464
FINISH LINE INC      CL A     317923100        5          489 SH        DEFINED    5         489
FINOVA GROUP INC     COM      317928109       19        16894 SH        DEFINED  6,7,8     16894
FINOVA GROUP INC     COM      317928109        2         1546 SH        DEFINED    5        1546
FIRST AMERN CORP
 CALIF               COM      318522307      429        21195 SH        DEFINED  6,7,8     21195
FIRST AMERN CORP
 CALIF               COM      318522307       37         1848 SH        DEFINED    5        1848
FIRST BANCORP N C    COM      318910106       49         2062 SH        DEFINED  6,7,8      2062
FIRST BANCORP N C    COM      318910106        4          185 SH        DEFINED    5         185
FIRST BANCORP P R    COM      318672102      163         6298 SH        DEFINED  6,7,8      6298
FIRST BANCORP P R    COM      318672102       15          573 SH        DEFINED    5         573
FIRST BKS AMER INC   COM      31928N103        8          248 SH        DEFINED  6,7,8       248
FIRST BKS AMER INC   COM      31928N103        1           22 SH        DEFINED    5          22
FIRST BUSEY CORP     COM      319383105       50         2520 SH        DEFINED  6,7,8      2520
FIRST BUSEY CORP     COM      319383105        5          250 SH        DEFINED    5         250
FIRST CHARTER CORP   COM      319439105      163         9969 SH        DEFINED  6,7,8      9969
FIRST CHARTER CORP   COM      319439105       14          843 SH        DEFINED    5         843
FIRST CMNTY
 BANCSHARES INC NEV  COM      31983A103       78         2460 SH        DEFINED  6,7,8      2460
FIRST CMNTY
 BANCSHARES INC NEV  COM      31983A103        7          226 SH        DEFINED    5         226
FIRST COMWLTH FINL
 CORP PA             COM      319829107      225        18308 SH        DEFINED  6,7,8     18308
FIRST COMWLTH FINL
 CORP PA             COM      319829107       20         1590 SH        DEFINED    5        1590
FIRST CONSULTING
 GROUP INC           COM      31986R103       46         5165 SH        DEFINED  6,7,8      5165
FIRST CONSULTING
 GROUP INC           COM      31986R103        4          477 SH        DEFINED    5         477
FIRST CTZNS
 BANCSHARES INC N C  CL A     31946M103      158         1902 SH        DEFINED  6,7,8      1902
FIRST CTZNS
 BANCSHARES INC N C  CL A     31946M103       13          160 SH        DEFINED    5         160
FIRST DATA CORP      EQUITY   319963104      461        7,910 SH        DEFINED    1                   7,910
</TABLE>



<PAGE>


<TABLE>
<CAPTION>
                     TITLE    CUSIP      VALUE       SHRS OR SH/  PUT/  INVSTMT   OTHR                 VOTING AUTHORITY
NAME OF ISSUER       CLASS               (X$1000)    PRN AMT PRN  CALL  DSCRETN   MGRS      SOLE      SHARED        NONE
<S>                  <C>      <C>        <C>         <C>          <C>   <C>      <C>      <C>      <C>            <C>
FIRST DATA CORP      COM      319963104    13647       234240 SH        DEFINED  6,7,8    234240
FIRST DATA CORP      COM      319963104      131         2240 SH        DEFINED    5        2240
FIRST DATA CORP      EQUITY   319963104      138         2000 SH        DEFINED    2                    2000
FIRST DATA CORP COM  EQUITY   319963104      897        15400 SH        Sole       3       15400
FIRST ESSEX BANCORP
 INC                 COM      320103104       53         2009 SH        DEFINED  6,7,8      2009
FIRST ESSEX BANCORP
 INC                 COM      320103104        5          180 SH        DEFINED    5         180
FIRST FED CAP CORP   COM      319960100       71         4763 SH        DEFINED  6,7,8      4763
FIRST FED CAP CORP   COM      319960100        6          426 SH        DEFINED    5         426
FIRST FINL BANCORP
 OH                  COM      320209109      179        11547 SH        DEFINED  6,7,8     11547
FIRST FINL BANCORP
 OH                  COM      320209109       15          984 SH        DEFINED    5         984
FIRST FINL
 BANKSHARES          COM      32020R109      100         3390 SH        DEFINED  6,7,8      3390
FIRST FINL
 BANKSHARES          COM      32020R109        9          304 SH        DEFINED    5         304
FIRST FINL CORP IND  COM      320218100       84         2104 SH        DEFINED  6,7,8      2104
FIRST FINL CORP IND  COM      320218100        8          188 SH        DEFINED    5         188
FIRST FINL HLDGS
 INC                 COM      320239106       96         4198 SH        DEFINED  6,7,8      4198
FIRST FINL HLDGS
 INC                 COM      320239106        9          376 SH        DEFINED    5         376
FIRST HEALTH GROUP
 CORP                COM      320960107     3358       114300 SH        DEFINED  6,7,8    114300
FIRST HORIZON
 PHARMACE COM        EQUITY   32051K106     6848       263100 SH        Sole       3      263100
FIRST HORIZON
 PHARMACEUTICAL      COM      32051K106       59         2283 SH        DEFINED  6,7,8      2283
FIRST HORIZON
 PHARMACEUTICAL      COM      32051K106        8          302 SH        DEFINED    5         302
FIRST IND CORP       COM      32054R108       61         2955 SH        DEFINED  6,7,8      2955
FIRST IND CORP       COM      32054R108        5          265 SH        DEFINED    5         265
FIRST INDUSTRIAL
 REALTY TR           EQUITY   32054K103     5100      170,000 SH        DEFINED    1                 170,000
FIRST INDUSTRIAL
 REALTY TRUST        COM      32054K103      372        12400 SH        DEFINED  6,7,8     12400
FIRST INDUSTRIAL
 REALTY TRUST        COM      32054K103       32         1080 SH        DEFINED    5        1080
FIRST INDUSTRIAL
 RLTY COM            EQUITY   32054K103    14157       471900 SH        Sole       3      430000                   41900
FIRST MERCHANTS
 CORP                COM      320817109       78         3390 SH        DEFINED  6,7,8      3390
FIRST MERCHANTS
 CORP                COM      320817109        7          303 SH        DEFINED    5         303
FIRST MIDWEST
 BANCORP DEL         COM      320867104      427        12637 SH        DEFINED  6,7,8     12637
FIRST MIDWEST
 BANCORP DEL         COM      320867104       37         1082 SH        DEFINED    5        1082
FIRST NIAGARA FINL
 GROUP INC           COM      33582U100       48         3052 SH        DEFINED  6,7,8      3052
FIRST NIAGARA FINL
 GROUP INC           COM      33582U100        4          273 SH        DEFINED    5         273
FIRST PL FINL CORP   COM      33610T109       69         4833 SH        DEFINED  6,7,8      4833
FIRST PL FINL CORP   COM      33610T109        6          433 SH        DEFINED    5         433
FIRST REP BK SAN
 FRANCISCO           COM      336158100       76         3316 SH        DEFINED  6,7,8      3316
FIRST REP BK SAN
 FRANCISCO           COM      336158100        7          299 SH        DEFINED    5         299
First Security       CORP
                     BOND     33620VAE2     2538    2,500,000 PRN       DEFINED    4               2,500,000
FIRST SENTINEL
 BANCORP INC         COM      33640T103       99         8413 SH        DEFINED  6,7,8      8413
FIRST SENTINEL
 BANCORP INC         COM      33640T103        8          713 SH        DEFINED    5         713
FIRST TENN NATL
 CORP                COM      337162101     6394       172800 SH        DEFINED  6,7,8    172800
FIRST TENN NATL
 CORP                EQUITY   337162101     3651       100000 SH        DEFINED    2                  100000
First Union          CORP
                     BOND     337363AE5     3024    3,000,000 PRN       DEFINED    4               3,000,000
FIRST VA BANKS INC   COM      337477103     2478        54100 SH        DEFINED  6,7,8     54100
</TABLE>




                                                                                

<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>     <C>       <C>  <C>   <C>      <C>     <C>      <C>       <C>
FIRSTENERGY CORP                 COM             337932107    3899     108470 SH         DEFINED  6,7,8   108470
FIRSTENERGY CORP                 COM             337932107      24        670 SH         DEFINED    5        670
FIRSTENERGY CORPORATION          EQUITY          337932107     133      3,700 SH         DEFINED    1                 3,700
FIRSTFED FINL CORP               COM             337907109     141       5426 SH         DEFINED  6,7,8     5426
FIRSTFED FINL CORP               COM             337907109      12        466 SH         DEFINED    5        466
FIRSTMERIT CORP                  COM             337915102    2352     100200 SH         DEFINED  6,7,8   100200
FIRSTSERVICE CORP SUB VTG SH     EQUITY          33761N109    5413     242100 SH         Sole       3     242100
FISERV INC                       EQUITY          337738108     104      3,050 SH         DEFINED    1                 3,050
FISERV INC                       COM             337738108    2835      83110 SH         DEFINED  6,7,8    83110
FISERV INC                       COM             337738108      19        555 SH         DEFINED    5        555
FISERV INC COM                   EQUITY          337738108   19915     582300 SH         Sole       3     509512              72787
FISHER COMMUNICATIONS INC        COM             337756209      64       1236 SH         DEFINED  6,7,8     1236
FISHER COMMUNICATIONS INC        COM             337756209       6        115 SH         DEFINED    5        115
FISHER SCIENTIFIC INTL INC       COM NEW         338032204     407      16009 SH         DEFINED  6,7,8    16009
FISHER SCIENTIFIC INTL INC       COM NEW         338032204      37       1466 SH         DEFINED    5       1466
FLAGSTAR BANCORP INC             COM             337930101      48       2071 SH         DEFINED  6,7,8     2071
FLAGSTAR BANCORP INC             COM             337930101       4        186 SH         DEFINED    5        186
FLEETBOSTON FINANCIAL CORP       EQUITY          339030108     660     17,959 SH         DEFINED    1                17,959
FLEETBOSTON FINL CORP            COM             339030108   21710     598909 SH         DEFINED  6,7,8   598909
FLEETBOSTON FINL CORP            COM             339030108     154       4259 SH         DEFINED    5       4259
FLEETBOSTON FINL CORP            EQUITY          339030108   17661     482500 SH         DEFINED    2                482500
FLEETWOOD ENTERPRISES INC        COM             339099103     115      10291 SH         DEFINED  6,7,8    10291
FLEETWOOD ENTERPRISES INC        COM             339099103      10        922 SH         DEFINED    5        922
FLEMING COS INC                  COM             339130106     773      26195 SH         DEFINED  6,7,8    26195
FLEMING COS INC                  COM             339130106      33       1128 SH         DEFINED    5       1128
FLEXTRONICS INTL LTD             EQUITY          339383101      17       1000 SH         DEFINED    2                  1000
FLEXTRONICS INTL LTD             ORD             Y2573F102     173      10433 SH         DEFINED  6,7,8    10433
FLIR SYS INC                     COM             302445101     123       2987 SH         DEFINED  6,7,8     2987
FLIR SYS INC                     COM             302445101      12        296 SH         DEFINED    5        296
FLORIDA EAST COAST INDS          CL A            340632108     156       7092 SH         DEFINED  6,7,8     7092
FLORIDA EAST COAST INDS          CL A            340632108      14        639 SH         DEFINED    5        639
FLORIDA ROCK INDS INC            COM             341140101     175       5558 SH         DEFINED  6,7,8     5558
FLORIDA ROCK INDS INC            COM             341140101      17        524 SH         DEFINED    5        524
FLOW INTL CORP                   COM             343468104      36       3721 SH         DEFINED  6,7,8     3721
FLOW INTL CORP                   COM             343468104       4        367 SH         DEFINED    5        367
FLOWERS FOODS INC                COM             343498101     192       5308 SH         DEFINED  6,7,8     5308
FLOWERS FOODS INC                COM             343498101      16        455 SH         DEFINED    5        455
FLOWSERVE CORP                   COM             34354P105    1361      68910 SH         DEFINED  6,7,8    68910
FLOWSERVE CORP                   COM             34354P105      20       1027 SH         DEFINED    5       1027
FLUOR CORP (NEW)                 EQUITY          343412102      50      1,300 SH         DEFINED    1                 1,300
FLUOR CORP NEW                   COM             343412102    1290      33500 SH         DEFINED  6,7,8    33500
FLUOR CORP NEW                   COM             343412102       9        240 SH         DEFINED    5        240
FLUSHING FINL CORP               COM             343873105      54       3361 SH         DEFINED  6,7,8     3361
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>     <C>       <C>  <C>   <C>      <C>     <C>     <C>        <C>
FLUSHING FINL CORP               COM             343873105       5        302 SH         DEFINED    5        302
FMC CORP                         EQUITY          302491303      24        500 SH         DEFINED    1                   500
FMC TECHNOLOGIES INC             COM             30249U101      73       6300 SH         DEFINED  6,7,8     6300
FNB CORP PA                      COM             302520101     194       7430 SH         DEFINED  6,7,8     7430
FNB CORP PA                      COM             302520101      18        696 SH         DEFINED    5        696
FNMA                             CORPBOND        31359MFB4    2081  2,000,000 PRN        DEFINED    4             2,000,000
FNMA                             CORPBOND        31364FPJ4    2468  2,500,000 PRN        DEFINED    4             2,500,000
FOAMEX INTL INC                  COM             344123104      31       5043 SH         DEFINED  6,7,8     5043
FOAMEX INTL INC                  COM             344123104       3        461 SH         DEFINED    5        461
FOCAL COMMUNICATIONS CORP        COM             344155106       1       4435 SH         DEFINED  6,7,8     4435
FOCAL COMMUNICATIONS CORP        COM             344155106       0        440 SH         DEFINED    5        440
FOMENTO ECONOMICO MEX-SP ADR     EQUITY          344419106     157      5,500 SH         DEFINED    1                 5,500
FOOTSTAR INC                     COM             344912100     200       5767 SH         DEFINED  6,7,8     5767
FOOTSTAR INC                     COM             344912100      19        538 SH         DEFINED    5        538
FORD MOTOR CO                    EQUITY          345370100      26       1470 SH         DEFINED    2                  1470
FORD MOTOR COMPANY               EQUITY          345370860     527     30,400 SH         DEFINED    1                30,400
FORD MTR CO DEL                  COM PAR $0.01   345370860   15162     873863 SH         DEFINED  6,7,8   873863
FORD MTR CO DEL                  COM PAR $0.01   345370860      95       5451 SH         DEFINED    5       5451
FORD MTR CO DEL                  EQUITY          345370860    5764     333930 SH         DEFINED    2                333930
FOREST CITY ENTERPRISES INC      CL A            345550107     237       4931 SH         DEFINED  6,7,8     4931
FOREST CITY ENTERPRISES INC      CL A            345550107      21        440 SH         DEFINED    5        440
FOREST LABORATORIES-CLASS A      EQUITY          345838106     216      3,000 SH         DEFINED    1                 3,000
FOREST LABS INC                  COM             345838106    5373      74480 SH         DEFINED  6,7,8    74480
FOREST LABS INC                  COM             345838106      38        530 SH         DEFINED    5        530
FOREST LABS INC                  EQUITY          345838106    6729      93100 SH         DEFINED    2                 93100
FOREST OIL CORP                  COM PAR $0.01   346091705    1396      56300 SH         DEFINED  6,7,8    56300
FORRESTER RESH INC               COM             346563109      62       3712 SH         DEFINED  6,7,8     3712
FORRESTER RESH INC               COM             346563109       6        368 SH         DEFINED    5        368
FORTUNE BRANDS INC               EQUITY          349631101      84      2,500 SH         DEFINED    1                 2,500
FORTUNE BRANDS INC               COM             349631101    2380      71050 SH         DEFINED  6,7,8    71050
FORTUNE BRANDS INC               COM             349631101      15        460 SH         DEFINED    5        460
FORWARD AIR CORP                 COM             349853101     196       8330 SH         DEFINED  6,7,8     8330
FORWARD AIR CORP                 COM             349853101      10        432 SH         DEFINED    5        432
FOSSIL INC                       COM             349882100      57       3624 SH         DEFINED  6,7,8     3624
FOSSIL INC                       COM             349882100       6        360 SH         DEFINED    5        360
FOURTHSTAGE TECH (APERIAN)       EQUITY          35112T107      72    111,111 SH         DEFINED    1               111,111
FOX ENTMT GROUP INC              EQUITY          35138T107   13225     688614 SH         DEFINED    2                688614
FPL GROUP INC                    EQUITY          302571104     155      2,900 SH         DEFINED    1                 2,900
FPL GROUP INC                    COM             302571104    3983      74380 SH         DEFINED  6,7,8    74380
FPL GROUP INC                    COM             302571104      28        520 SH         DEFINED    5        520
FRANKLIN ELEC INC                COM             353514102      88       1218 SH         DEFINED  6,7,8     1218
FRANKLIN ELEC INC                COM             353514102       9        121 SH         DEFINED    5        121
FRANKLIN RES INC                 EQUITY          354613101     153      4,400 SH         DEFINED    1                 4,400
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>     <C>       <C>  <C>   <C>      <C>     <C>      <C>       <C>
FRANKLIN RES INC                 COM             354613101    3879     111880 SH         DEFINED  6,7,8   111880
FRANKLIN RES INC                 COM             354613101      27        790 SH         DEFINED    5        790
Freddie Mac                      EQUITY          313400301    1138     17,500 SH         DEFINED    4                17,500
FREDS INC                        CL A            356108100      84       3210 SH         DEFINED  6,7,8     3210
FREDS INC                        CL A            356108100       8        313 SH         DEFINED    5        313
FREEMARKETS INC                  COM             356602102      91       8585 SH         DEFINED  6,7,8     8585
FREEMARKETS INC                  COM             356602102       9        814 SH         DEFINED    5        814
FREEPORT-MCMORAN COPPER & GOLD   EQUITY          35671D857      23      2,100 SH         DEFINED    1                 2,100
FREEPORT-MCMORAN COPPER & GOLD   CL B            35671D857     944      85860 SH         DEFINED  6,7,8    85860
FREEPORT-MCMORAN COPPER & GOLD   CL B            35671D857       5        430 SH         DEFINED    5        430
FREMONT GEN CORP                 COM             357288109      98      17990 SH         DEFINED  6,7,8    17990
FREMONT GEN CORP                 COM             357288109       9       1611 SH         DEFINED    5       1611
FRIEDMAN BILLINGS RAMSEY GROUP   CL A            358433100      39       7617 SH         DEFINED  6,7,8     7617
FRIEDMAN BILLINGS RAMSEY GROUP   CL A            358433100       3        682 SH         DEFINED    5        682
FRIEDMANS INC                    CL A            358438109      31       4353 SH         DEFINED  6,7,8     4353
FRIEDMANS INC                    CL A            358438109       3        390 SH         DEFINED    5        390
FRONTIER AIRLINES INC NEW        COM             359065109      66       7945 SH         DEFINED  6,7,8     7945
FRONTIER AIRLINES INC NEW        COM             359065109       7        788 SH         DEFINED    5        788
FRONTIER FINL CORP WASH          COM             35907K105     142       5163 SH         DEFINED  6,7,8     5163
FRONTIER FINL CORP WASH          COM             35907K105      13        471 SH         DEFINED    5        471
FRONTIER OIL CORP                COM             35914P105     128       7469 SH         DEFINED  6,7,8     7469
FRONTIER OIL CORP                COM             35914P105      12        701 SH         DEFINED    5        701
FRONTLINE CAP GROUP              COM             35921N101       1       8952 SH         DEFINED  6,7,8     8952
FRONTLINE CAP GROUP              COM             35921N101       0        845 SH         DEFINED    5        845
FRONTLINE LTD                    EQUITY          556105906     272      30000 SH         DEFINED    2                 30000
FSI INTL INC                     COM             302633102      80       8065 SH         DEFINED  6,7,8     8065
FSI INTL INC                     COM             302633102       7        722 SH         DEFINED    5        722
FTD COM INC                      CL A            30265F103       9       2331 SH         DEFINED  6,7,8     2331
FTD COM INC                      CL A            30265F103       1        231 SH         DEFINED    5        231
FTI CONSULTING INC               COM             302941109      71       2418 SH         DEFINED  6,7,8     2418
FTI CONSULTING INC               COM             302941109       7        240 SH         DEFINED    5        240
FUELCELL ENERGY INC              COM             35952H106     112       7570 SH         DEFINED  6,7,8     7570
FUELCELL ENERGY INC              COM             35952H106      11        751 SH         DEFINED    5        751
FULLER H B CO                    COM             359694106     959      20938 SH         DEFINED  6,7,8    20938
FULLER H B CO                    COM             359694106      18        387 SH         DEFINED    5        387
FURNITURE BRANDS INTL COM        EQUITY          360921100   15175     779000 SH         Sole       3     754900              24100
FURNITURE BRANDS INTL INC        COM             360921100    1648      84575 SH         DEFINED  6,7,8    84575
FURNITURE BRANDS INTL INC        COM             360921100      27       1365 SH         DEFINED    5       1365
FUTURELINK CORP                  EQUITY          36114Q307     161      97142 SH         DEFINED    2             97,142.09
G & K SVCS INC                   CL A            361268105     171       6456 SH         DEFINED  6,7,8     6456
G & K SVCS INC                   CL A            361268105      15        558 SH         DEFINED    5        558
G A P INC                        EQUITY          364760108      65       4780 SH         DEFINED    2                  4780
GABELLI ASSET MGMT INC           CL A            36239Y102      55       1489 SH         DEFINED  6,7,8     1489
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>     <C>       <C>  <C>   <C>      <C>     <C>    <C>       <C>
GABELLI ASSET MGMT INC           CL A            36239Y102       5        148 SH         DEFINED    5        148
GABLES RESIDENTIAL TR            SH BEN INT      362418105     231       7524 SH         DEFINED  6,7,8     7524
GABLES RESIDENTIAL TR            SH BEN INT      362418105      20        653 SH         DEFINED    5        653
Gables Residential Trust         EQUITY          362418105     767     25,000 SH         DEFINED    4                25,000
GALEN HOLDINGS - ADR             EQUITY          363240102    7395    193,575 SH         DEFINED    1               193,575
GALLAGHER A.J.                   EQUITY          363576109   16411    484,807 SH         DEFINED    1               484,807
GALLAGHER ARTHUR J & CO          COM             363576109    3199      94500 SH         DEFINED  6,7,8    94500
GANNETT INC                      COM             364730101   12200     202960 SH         DEFINED  6,7,8   202960
GANNETT INC                      COM             364730101     111       1850 SH         DEFINED    5       1850
GANNETT PUBLISHING               EQUITY          364730101     264      4,400 SH         DEFINED    1                 4,400
GAP INC                          EQUITY          364760108     171     14,350 SH         DEFINED    1                14,350
GAP INC DEL                      COM             364760108    4343     363400 SH         DEFINED  6,7,8   363400
GAP INC DEL                      COM             364760108      31       2560 SH         DEFINED    5       2560
GARAN INC                        COM             364802108      40       1147 SH         DEFINED  6,7,8     1147
GARAN INC                        COM             364802108       4        103 SH         DEFINED    5        103
GARDNER DENVER INC               COM             365558105     102       4577 SH         DEFINED  6,7,8     4577
GARDNER DENVER INC               COM             365558105       9        410 SH         DEFINED    5        410
GARTNER INC                      COM             366651107     206      22777 SH         DEFINED  6,7,8    22777
GARTNER INC                      CL B            366651206     884     101600 SH         DEFINED  6,7,8   101600
GARTNER INC                      COM             366651107      19       2148 SH         DEFINED    5       2148
Gateway                          EQUITY          367626108     273     50,000 SH         DEFINED    4                50,000
GATEWAY INC                      EQUITY          367626108      29      5,400 SH         DEFINED    1                 5,400
GATEWAY INC                      COM             367626108     744     136570 SH         DEFINED  6,7,8   136570
GATEWAY INC                      COM             367626108       5        960 SH         DEFINED    5        960
GATX                             EQUITY          361448103    3280      97500 SH         DEFINED    2                 97500
GATX CORP                        COM             361448103    1911      56800 SH         DEFINED  6,7,8    56800
GAYLORD ENTMT CO NEW             COM             367905106     137       6818 SH         DEFINED  6,7,8     6818
GAYLORD ENTMT CO NEW             COM             367905106      12        591 SH         DEFINED    5        591
GBC BANCORP CALIF                COM             361475106      78       2495 SH         DEFINED  6,7,8     2495
GBC BANCORP CALIF                COM             361475106       7        223 SH         DEFINED    5        223
GEMSTAR-TV GUIDE INTL INC        EQUITY          36866W106    5198    263,730 SH         DEFINED    1               263,730
GEMSTAR-TV GUIDE INTL INC        COM             36866W106     154       7790 SH         DEFINED  6,7,8     7790
GENAISSANCE PHARMACEUTICALS      COM             36867W105      20       5167 SH         DEFINED  6,7,8     5167
GENAISSANCE PHARMACEUTICALS      COM             36867W105       2        510 SH         DEFINED    5        510
GenAmerica Capital I 8.525%      CORPBOND        36867NAA3    3059  3,000,000 PRN        DEFINED    4             3,000,000
GENCORP INC                      COM             368682100     111       9801 SH         DEFINED  6,7,8     9801
GENCORP INC                      COM             368682100      10        878 SH         DEFINED    5        878
GENE LOGIC INC                   COM             368689105      99       7491 SH         DEFINED  6,7,8     7491
GENE LOGIC INC                   COM             368689105      10        743 SH         DEFINED    5        743
GENELABS TECHNOLOGIES INC        COM             368706107      21      11509 SH         DEFINED  6,7,8    11509
GENELABS TECHNOLOGIES INC        COM             368706107       2       1142 SH         DEFINED    5       1142
GENENCOR INTL INC                COM             368709101      28       2804 SH         DEFINED  6,7,8     2804
GENENCOR INTL INC                COM             368709101       3        278 SH         DEFINED    5        278
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>     <C>       <C>  <C>   <C>      <C>    <C>      <C>        <C>
GENENTECH INC                    EQUITY          368710406      59      1,340 SH         DEFINED    1                 1,340
GENENTECH INC                    COM NEW         368710406     671      15250 SH         DEFINED  6,7,8    15250
GENENTECH INC                    COM NEW         368710406       9        200 SH         DEFINED    5        200
GENENTECH INC                    EQUITY          368710406    7940     178825 SH         DEFINED    2                178825
GENERAL CABLE CORP DEL NEW       COM             369300108      99      10034 SH         DEFINED  6,7,8    10034
GENERAL CABLE CORP DEL NEW       COM             369300108       9        920 SH         DEFINED    5        920
GENERAL COMMUNICATION CL A       EQUITY          369385109   18119    1497400 SH         Sole       3    1497400
GENERAL COMMUNICATION INC        CL A            369385109     130      10750 SH         DEFINED  6,7,8    10750
GENERAL COMMUNICATION INC        CL A            369385109      13       1054 SH         DEFINED    5       1054
General Dynamics                 EQUITY          369550108    3003     34,000 SH         DEFINED    4                34,000
GENERAL DYNAMICS CORP            EQUITY          369550108     347      3,930 SH         DEFINED    1                 3,930
GENERAL DYNAMICS CORP            COM             369550108    7501      84930 SH         DEFINED  6,7,8    84930
GENERAL DYNAMICS CORP            COM             369550108      53        600 SH         DEFINED    5        600
GENERAL DYNAMICS CORP COM        EQUITY          369550108    3533      40000 SH         Sole       3      40000
General Elec Co                  EQUITY          369604103    3162     85,000 SH         DEFINED    4                85,000
GENERAL ELEC CO                  COM             369604103  188138    5057475 SH         DEFINED  6,7,8  5057475
GENERAL ELEC CO                  COM             369604103    1426      38320 SH         DEFINED    5      38320
GENERAL ELEC CO                  EQUITY          369604103  346659     931620 SH         DEFINED    2                931620
GENERAL ELECTRIC                 EQUITY          369604103   87815  2,360,615 SH         DEFINED    1             2,360,615
GENERAL GROWTH PPTYS             EQUITY          370021107   29446     846900 SH         Sole       3     744000             102900
GENERAL MILLS INC                EQUITY          370334104     214      4,700 SH         DEFINED    1                 4,700
GENERAL MLS INC                  COM             370334104    5473     120280 SH         DEFINED  6,7,8   120280
GENERAL MLS INC                  COM             370334104      39        850 SH         DEFINED    5        850
GENERAL MOTORS                   EQUITY          370442105     390      9,100 SH         DEFINED    1                 9,100
General Motors                   CORPBOND        370442AV7    7162  7,500,000 PRN        DEFINED    4             7,500,000
GENERAL MTRS CORP                COM             370442105   11238     261950 SH         DEFINED  6,7,8   261950
GENERAL MTRS CORP                COM             370442105      70       1630 SH         DEFINED    5       1630
GENERAL MTRS CORP                EQUITY          370442105   12107     664200 SH         DEFINED    2                664200
GENERAL PUBLIC UTILITY           EQUITY          36225X100    7931    196,500 SH         DEFINED    1               196,500
GENERAL SEMICONDUCTOR INC        COM             370787103      97      10071 SH         DEFINED  6,7,8    10071
GENERAL SEMICONDUCTOR INC        COM             370787103      10        999 SH         DEFINED    5        999
GENESCO INC                      COM             371532102     159       9763 SH         DEFINED  6,7,8     9763
GENESCO INC                      COM             371532102      10        616 SH         DEFINED    5        616
GENESISINTERMEDIA INC            COM             37184Y105      10       3378 SH         DEFINED  6,7,8     3378
GENESISINTERMEDIA INC            COM             37184Y105       1        335 SH         DEFINED    5        335
GENLYTE GROUP INC                COM             372302109     107       3705 SH         DEFINED  6,7,8     3705
GENLYTE GROUP INC                COM             372302109      10        335 SH         DEFINED    5        335
GENOME THERAPEUTICS CORP         COM             372430108      37       6370 SH         DEFINED  6,7,8     6370
GENOME THERAPEUTICS CORP         COM             372430108       4        632 SH         DEFINED    5        632
GENRAD INC                       COM             372447102      29       8972 SH         DEFINED  6,7,8     8972
GENRAD INC                       COM             372447102       3        803 SH         DEFINED    5        803
GENSTAR THERAPEUTICS CORP        COM             37248D105       9       3247 SH         DEFINED  6,7,8     3247
GENSTAR THERAPEUTICS CORP        COM             37248D105       1        320 SH         DEFINED    5        320
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>     <C>       <C>  <C>   <C>      <C>     <C>     <C>        <C>
GENTA INC                        EQUITY          37245M207    8956     865300 SH         Sole       3     844700              20600
GENTA INC                        COM NEW         37245M207      58       5622 SH         DEFINED  6,7,8     5622
GENTA INC                        COM NEW         37245M207       6        558 SH         DEFINED    5        558
GENTEK INC                       COM             37245X104      62      19209 SH         DEFINED  6,7,8    19209
GENTEK INC                       COM             37245X104       0        115 SH         DEFINED    5        115
GENTEX CORP                      COM             371901109    2248      94110 SH         DEFINED  6,7,8    94110
GENTIVA HEALTH SERVICES INC      COM             37247A102      90       4994 SH         DEFINED  6,7,8     4994
GENTIVA HEALTH SERVICES INC      COM             37247A102       9        496 SH         DEFINED    5        496
GENUINE PARTS CO                 COM             372460105    2317      72740 SH         DEFINED  6,7,8    72740
GENUINE PARTS CO                 COM             372460105      16        510 SH         DEFINED    5        510
GENUINE PARTS CO                 EQUITY          372460105    6487     203596 SH         DEFINED    2                203596
GENUINE PARTS CO.                EQUITY          372460105      89      2,800 SH         DEFINED    1                 2,800
GENUITY INC                      CL A            37248E103      69      44082 SH         DEFINED  6,7,8    44082
GENUITY INC                      CL A            37248E103       7       4257 SH         DEFINED    5       4257
GENVEC INC                       EQUITY          37246C109     178     101800 SH         DEFINED    2                101800
GENVEC INC                       EQUITY          37246C109      89       1575 SH         DEFINED    2                  1575
GENZYME CORP                     COM GENL DIV    372917104   10519     231600 SH         DEFINED  6,7,8   231600
GENZYME CORP                     COM-MOLECULAR   372917500      33       4276 SH         DEFINED  6,7,8     4276
GENZYME CORP                     COM BIOSURGERY  372917708      42      10781 SH         DEFINED  6,7,8    10781
GENZYME CORP                     COM-MOLECULAR   372917500       3        422 SH         DEFINED    5        422
GENZYME CORP                     COM BIOSURGERY  372917708       4        965 SH         DEFINED    5        965
GENZYME CORP                     EQUITY          372917708       7       1608 SH         DEFINED    2                  1608
GENZYME TRANSGENICS CORP         COM             37246E105      22       5731 SH         DEFINED  6,7,8     5731
GENZYME TRANSGENICS CORP         COM             37246E105       2        569 SH         DEFINED    5        569
GEORGIA GULF CORP                COM PAR $0.01   373200203     336      20883 SH         DEFINED  6,7,8    20883
GEORGIA GULF CORP                COM PAR $0.01   373200203      11        680 SH         DEFINED    5        680
GEORGIA PAC CORP                 COM GA PAC GRP  373298108    3268     113521 SH         DEFINED  6,7,8   113521
GEORGIA PAC CORP                 COM-TIMBER GRP  373298702    3419      94400 SH         DEFINED  6,7,8    94400
GEORGIA PAC CORP                 COM GA PAC GRP  373298108      19        672 SH         DEFINED    5        672
GEORGIA PAC CORP                 EQUITY          373298108   21125     733225 SH         DEFINED    2                733225
Georgia Pacific                  CORPBOND        373298BJ6    4650  5,000,000 PRN        DEFINED    4             5,000,000
GEORGIA-PAC (GEORGIA-PAC GP)     EQUITY          373298108     108      3,757 SH         DEFINED    1                 3,757
GERBER SCIENTIFIC INC            COM             373730100      61       5825 SH         DEFINED  6,7,8     5825
GERBER SCIENTIFIC INC            COM             373730100       5        522 SH         DEFINED    5        522
GERMAN AMERN BANCORP             COM             373865104      46       2824 SH         DEFINED  6,7,8     2824
GERMAN AMERN BANCORP             COM             373865104       4        253 SH         DEFINED    5        253
GERON CORP                       COM             374163103      53       5504 SH         DEFINED  6,7,8     5504
GERON CORP                       COM             374163103       5        546 SH         DEFINED    5        546
GETTY IMAGES INC                 COM             374276103     306      27721 SH         DEFINED  6,7,8    27721
GETTY IMAGES INC                 COM             374276103      11        952 SH         DEFINED    5        952
GETTY RLTY CORP NEW              COM             374297109      34       1877 SH         DEFINED  6,7,8     1877
GETTY RLTY CORP NEW              COM             374297109       6        306 SH         DEFINED    5        306
GIBRALTAR STL CORP               COM             37476F103      26       1724 SH         DEFINED  6,7,8     1724
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>     <C>       <C>  <C>   <C>      <C>     <C>      <C>       <C>
GIBRALTAR STL CORP               COM             37476F103       2        154 SH         DEFINED    5        154
GILEAD SCIENCES INC              COM             375558103    6537     116370 SH         DEFINED  6,7,8   116370
GILEAD SCIENCES INC              EQUITY          375558103    2809      50000 SH         DEFINED    2                 50000
GILLETTE CO                      EQUITY          375766102     575     19,300 SH         DEFINED    1                19,300
GILLETTE CO                      COM             375766102   13731     460770 SH         DEFINED  6,7,8   460770
GILLETTE CO                      COM             375766102      94       3140 SH         DEFINED    5       3140
GILLETTE CO                      EQUITY          375766102    5346     178500 SH         DEFINED    2                178500
GLACIER BANCORP INC NEW          COM             37637Q105      79       4140 SH         DEFINED  6,7,8     4140
GLACIER BANCORP INC NEW          COM             37637Q105       7        381 SH         DEFINED    5        381
GLADSTONE CAP CORP               EQUITY          376535100     810      50000 SH         DEFINED    2                 50000
GLADSTONE CAPITAL CORP           COM             376535100      65       4050 SH         DEFINED  6,7,8     4050
GLATFELTER P H CO                COM             377316104     822      53664 SH         DEFINED  6,7,8    53664
GLATFELTER P H CO                COM             377316104       5        355 SH         DEFINED    5        355
GLAXO PLC                        EQUITY          37733W105     271      44500 SH         DEFINED    2                 44500
GLAXOSMITHKLINE PLC              SPONSORED ADR   37733W105   13460     239841 SH         DEFINED  6,7,8   239841
GLAXOSMITHKLINE PLC              SPONSORED ADR   37733W105    1678      29900 SH         DEFINED  6,7,8    29900
GLENBOROUGH RLTY TR INC          COM             37803P105     386      20800 SH         DEFINED  6,7,8    20800
GLENBOROUGH RLTY TR INC          COM             37803P105      10        546 SH         DEFINED    5        546
GLIMCHER REALTY TRUST            EQUITY          379302102    2963    183,100 SH         DEFINED    1               183,100
Glimcher Realty Trust            EQUITY          379302102     728     45,000 SH         DEFINED    4                45,000
GLIMCHER RLTY TR                 SH BEN INT      379302102     124       7635 SH         DEFINED  6,7,8     7635
GLIMCHER RLTY TR                 SH BEN INT      379302102      11        684 SH         DEFINED    5        684
GLIMCHER RLTY TR SH BEN INT      EQUITY          379302102    2548     157500 SH         Sole       3     105000              52500
GLOBAL CROSSING LTD              EQUITY          G3921A100      27     14,915 SH         DEFINED    1                    15
GLOBAL CROSSING LTD              COM             G3921A100     723     401925 SH         DEFINED  6,7,8   401925
GLOBAL CROSSING LTD              COM             G3921A100       6       3190 SH         DEFINED    5       3190
GLOBAL IMAGING SYSTEMS           COM             37934A100      35       2028 SH         DEFINED  6,7,8     2028
GLOBAL IMAGING SYSTEMS           COM             37934A100       3        192 SH         DEFINED    5        192
GLOBAL INDS LTD                  COM             379336100     146      26810 SH         DEFINED  6,7,8    26810
GLOBAL INDUSTRIES INC            EQUITY          379336100     226      38400 SH         DEFINED    2                 38400
GLOBAL MARINE INC                COM             379352404    2895     206800 SH         DEFINED  6,7,8   206800
GLOBAL MARINE INC                EQUITY          379352404    5751     406000 SH         DEFINED    2                406000
GLOBAL PMTS INC                  COM             37940X102     295      10049 SH         DEFINED  6,7,8    10049
GLOBAL PMTS INC                  COM             37940X102      28        950 SH         DEFINED    5        950
GLOBAL SPORTS INC                COM             37937A107      42       3640 SH         DEFINED  6,7,8     3640
GLOBAL SPORTS INC                COM             37937A107       4        328 SH         DEFINED    5        328
GLOBESPAN INC                    COM             379571102     139      15328 SH         DEFINED  6,7,8    15328
GLOBESPAN INC                    COM             379571102      13       1481 SH         DEFINED    5       1481
GOLD BANC CORP INC               COM             379907108      75       9605 SH         DEFINED  6,7,8     9605
GOLD BANC CORP INC               COM             379907108       7        860 SH         DEFINED    5        860
GOLDEN ST BANCORP INC            COM             381197102    7079     232860 SH         DEFINED  6,7,8   232860
GOLDEN ST BANCORP INC            COM             381197102      32       1040 SH         DEFINED    5       1040
GOLDEN TELECOM INC               COM             38122G107      23       2980 SH         DEFINED  6,7,8     2980
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>     <C>       <C>  <C>   <C>      <C>     <C>      <C>       <C>
GOLDEN TELECOM INC               COM             38122G107       2        267 SH         DEFINED    5        267
GOLDEN WEST FINANCIAL CORP.      EQUITY          381317106     157      2,700 SH         DEFINED    1                 2,700
GOLDEN WEST FINL CORP DEL        COM             381317106    4364      75110 SH         DEFINED  6,7,8    75110
GOLDEN WEST FINL CORP DEL        COM             381317106      27        470 SH         DEFINED    5        470
GOLDMAN SACHS GROUP INC          EQUITY          38141G104   24833    348,050 SH         DEFINED    1               348,050
GOLDMAN SACHS GROUP INC          COM             38141G104     114       1600 SH         DEFINED  6,7,8     1600
GOODRICH CORP                    COM             382388106     850      43650 SH         DEFINED  6,7,8    43650
GOODRICH CORP                    COM             382388106       6        310 SH         DEFINED    5        310
GOODRICH CORPORATION             EQUITY          382388106      33      1,700 SH         DEFINED    1                 1,700
GOODYEAR TIRE & RUBBER CO.       EQUITY          382550101      48      2,600 SH         DEFINED    1                 2,600
GOODYEAR TIRE & RUBR CO          COM             382550101    1237      67110 SH         DEFINED  6,7,8    67110
GOODYEAR TIRE & RUBR CO          COM             382550101       9        470 SH         DEFINED    5        470
GORMAN RUPP CO                   COM             383082104      44       2257 SH         DEFINED  6,7,8     2257
GORMAN RUPP CO                   COM             383082104       4        207 SH         DEFINED    5        207
GOTO COM INC                     COM             38348T107      64       5129 SH         DEFINED  6,7,8     5129
GOTO COM INC                     COM             38348T107       6        509 SH         DEFINED    5        509
GPU INC                          COM             36225X100    2164      53610 SH         DEFINED  6,7,8    53610
GPU INC                          COM             36225X100      15        360 SH         DEFINED    5        360
GRACE W R & CO DEL NEW           COM             38388F108      79      51250 SH         DEFINED  6,7,8    51250
GRACE W R & CO DEL NEW           COM             38388F108       2       1030 SH         DEFINED    5       1030
GRACO INC                        COM             384109104     264       8735 SH         DEFINED  6,7,8     8735
GRACO INC                        COM             384109104      26        847 SH         DEFINED    5        847
GRAINGER (W.W.) INC.             EQUITY          384802104      62      1,600 SH         DEFINED    1                 1,600
GRAINGER W W INC                 COM             384802104    1560      40160 SH         DEFINED  6,7,8    40160
GRAINGER W W INC                 COM             384802104      11        280 SH         DEFINED    5        280
GRAINGER W W INC                 EQUITY          384802104    5734     147594 SH         DEFINED    2                147594
GRANITE CONSTR INC               COM             387328107    1477      57595 SH         DEFINED  6,7,8    57595
GRANITE CONSTR INC               COM             387328107      22        849 SH         DEFINED    5        849
GRANT PRIDE INC                  EQUITY          38821G101    4338     218435 SH         DEFINED    2                218435
GRANT PRIDECO INC                COM             38821G101     780     128000 SH         DEFINED  6,7,8   128000
GRAY COMMUNICATIONS SYS INC      COM             389190109      44       2892 SH         DEFINED  6,7,8     2892
GRAY COMMUNICATIONS SYS INC      COM             389190109       4        259 SH         DEFINED    5        259
GREAT AMERN FINL RES INC         COM             389915109      34       1849 SH         DEFINED  6,7,8     1849
GREAT AMERN FINL RES INC         COM             389915109       3        166 SH         DEFINED    5        166
GREAT ATLANTIC & PAC TEA INC     COM             390064103      87       6063 SH         DEFINED  6,7,8     6063
GREAT ATLANTIC & PAC TEA INC     COM             390064103       8        543 SH         DEFINED    5        543
GREAT LAKES CHEM CORP            COM             390568103     469      21210 SH         DEFINED  6,7,8    21210
GREAT LAKES CHEM CORP            COM             390568103       3        150 SH         DEFINED    5        150
GREAT LAKES CHEMICAL CORP        EQUITY          390568103      18        800 SH         DEFINED    1                   800
GREAT LAKES REIT INC             COM             390752103      63       3844 SH         DEFINED  6,7,8     3844
GREAT LAKES REIT INC             COM             390752103       6        344 SH         DEFINED    5        344
GREAT SOUTHN BANCORP INC         COM             390905107      44       1645 SH         DEFINED  6,7,8     1645
GREAT SOUTHN BANCORP INC         COM             390905107       4        160 SH         DEFINED    5        160
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>     <C>       <C>  <C>   <C>      <C>     <C>      <C>       <C>
GREATER BAY BANCORP              COM             391648102    1880      80779 SH         DEFINED  6,7,8    80779
GREATER BAY BANCORP              COM             391648102      27       1157 SH         DEFINED    5       1157
GREEN MTN COFFEE INC             COM             393122106      29       1254 SH         DEFINED  6,7,8     1254
GREEN MTN COFFEE INC             COM             393122106       3        124 SH         DEFINED    5        124
GREENPOINT FINL CORP             COM             395384100    8129     231602 SH         DEFINED  6,7,8   231602
GREENPOINT FINL CORP             COM             395384100      59       1670 SH         DEFINED    5       1670
GREIF BROS CORP                  CL A            397624107      93       4057 SH         DEFINED  6,7,8     4057
GREIF BROS CORP                  CL A            397624107       8        363 SH         DEFINED    5        363
GREY GLOBAL GROUP INC            COM             39787M108     112        203 SH         DEFINED  6,7,8      203
GREY GLOBAL GROUP INC            COM             39787M108      11         20 SH         DEFINED    5         20
GREY WOLF INC                    COM             397888108      73      40442 SH         DEFINED  6,7,8    40442
GREY WOLF INC                    COM             397888108       7       4013 SH         DEFINED    5       4013
GREY WOLF INC COM                EQUITY          397888108    1738     965700 SH         Sole       3     965700
GRIFFON CORP                     COM             398433102     102       8326 SH         DEFINED  6,7,8     8326
GRIFFON CORP                     COM             398433102       9        746 SH         DEFINED    5        746
GROUP 1 AUTOMOTIVE INC           COM             398905109     105       3955 SH         DEFINED  6,7,8     3955
GROUP 1 AUTOMOTIVE INC           COM             398905109      10        379 SH         DEFINED    5        379
GRUPO AEROPORTUARIO SUR ADR      EQUITY          40051E202    1129    120,155 SH         DEFINED    1               120,155
GRUPO IUSACELL-ADR V             EQUITY          40050B100     628    279,000 SH         DEFINED    1               279,000
Grupo Televisa S.A. GDR (ADR)    EQUITY          40049J206    1349     47,000 SH         DEFINED    1                47,000
GT GROUP TELECOM INC             EQUITY          362359101               5650 SH         DEFINED    2                  5650
GT GROUP TELECOM INC.            EQUITY          362359408      25     35,000 SH         DEFINED    1                        35,000
GTE Corp                         CORPBOND        362320AW3    7536  7,500,000 PRN        DEFINED    4             7,500,000
GTECH HLDGS CORP                 COM             400518106    1479      42834 SH         DEFINED  6,7,8    42834
GTECH HLDGS CORP                 COM             400518106      27        777 SH         DEFINED    5        777
GUESS INC                        COM             401617105      16       2496 SH         DEFINED  6,7,8     2496
GUESS INC                        COM             401617105       1        223 SH         DEFINED    5        223
GUIDANT CORP                     EQUITY          401698105     196      5,100 SH         DEFINED    1                 5,100
GUIDANT CORP                     COM             401698105    5691     147810 SH         DEFINED  6,7,8   147810
GUIDANT CORP                     COM             401698105      35        910 SH         DEFINED    5        910
GUILFORD PHARMACEUTICALS INC     COM             401829106      52       6011 SH         DEFINED  6,7,8     6011
GUILFORD PHARMACEUTICALS INC     COM             401829106       6        666 SH         DEFINED    5        666
GUITAR CTR MGMT INC              COM             402040109      57       4743 SH         DEFINED  6,7,8     4743
GUITAR CTR MGMT INC              COM             402040109       6        471 SH         DEFINED    5        471
GULF ISLAND FABRICATION INC      COM             402307102      60       7087 SH         DEFINED  6,7,8     7087
GULF ISLAND FABRICATION INC      COM             402307102       2        215 SH         DEFINED    5        215
GULFMARK OFFSHORE INC            COM             402629109      31       1291 SH         DEFINED  6,7,8     1291
GULFMARK OFFSHORE INC            COM             402629109       3        128 SH         DEFINED    5        128
GYMBOREE CORP                    COM             403777105      56       8342 SH         DEFINED  6,7,8     8342
GYMBOREE CORP                    COM             403777105       5        790 SH         DEFINED    5        790
H POWER CORP                     COM             40427A108      23       7273 SH         DEFINED  6,7,8     7273
H POWER CORP                     COM             40427A108       2        693 SH         DEFINED    5        693
H&CB ADR                         EQUITY          404008203     451     43,832 SH         DEFINED    1                43,832
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>     <C>       <C>  <C>   <C>      <C>     <C>      <C>       <C>
HAEMONETICS CORP                 COM             405024100     195       5620 SH         DEFINED  6,7,8     5620
HAEMONETICS CORP                 COM             405024100      19        538 SH         DEFINED    5        538
HAIN CELESTIAL GROUP INC         COM             405217100     124       6717 SH         DEFINED  6,7,8     6717
HAIN CELESTIAL GROUP INC         COM             405217100      12        651 SH         DEFINED    5        651
HALIBURTON                       EQUITY          406216101     160      7,100 SH         DEFINED    1                 7,100
HALLIBURTON CO                   COM             406216101    5245     232590 SH         DEFINED  6,7,8   232590
HALLIBURTON CO                   COM             406216101      39       1730 SH         DEFINED    5       1730
HALLIBURTON COMPANY              EQUITY          406216101     260      10550 SH         DEFINED    2                 10550
HANCOCK FABRICS INC              COM             409900107      39       4813 SH         DEFINED  6,7,8     4813
HANCOCK FABRICS INC              COM             409900107       4        439 SH         DEFINED    5        439
HANCOCK HLDG CO                  COM             410120109      98       2404 SH         DEFINED  6,7,8     2404
HANCOCK HLDG CO                  COM             410120109       9        215 SH         DEFINED    5        215
HANCOCK JOHN FINL SVCS INC       COM             41014S106    9354     234140 SH         DEFINED  6,7,8   234140
HANCOCK JOHN FINL SVCS INC       COM             41014S106     107       2690 SH         DEFINED    5       2690
HANDLEMAN CO DEL                 COM             410252100     110       7864 SH         DEFINED  6,7,8     7864
HANDLEMAN CO DEL                 COM             410252100      10        704 SH         DEFINED    5        704
HANDSPRING INC                   COM             410293104       7       5516 SH         DEFINED  6,7,8     5516
HANDSPRING INC                   COM             410293104       1        547 SH         DEFINED    5        547
HANOVER COMPRESSOR CO            EQUITY          410768105   26712    1234400 SH         Sole       3    1216100              18300
HANOVER COMPRESSOR CO            COM             410768105    1599      73900 SH         DEFINED  6,7,8    73900
HARBOR FLA BANCSHARES INC        COM             411901101     125       6969 SH         DEFINED  6,7,8     6969
HARBOR FLA BANCSHARES INC        COM             411901101      11        594 SH         DEFINED    5        594
HARLAND JOHN H CO                COM             412693103     193       8823 SH         DEFINED  6,7,8     8823
HARLAND JOHN H CO                COM             412693103      17        787 SH         DEFINED    5        787
HARLEY DAVIDSON INC              EQUITY          412822108     203      5,000 SH         DEFINED    1                 5,000
HARLEY DAVIDSON INC              COM             412822108    5178     127860 SH         DEFINED  6,7,8   127860
HARLEY DAVIDSON INC              COM             412822108      36        900 SH         DEFINED    5        900
HARLEYSVILLE GROUP INC           COM             412824104     220       9173 SH         DEFINED  6,7,8     9173
HARLEYSVILLE GROUP INC           COM             412824104      20        821 SH         DEFINED    5        821
HARLEYSVILLE GROUP INC COM       EQUITY          412824104    4311     179700 SH         Sole       3     179700
HARLEYSVILLE NATL CORP PA        COM             412850109     122       5670 SH         DEFINED  6,7,8     5670
HARLEYSVILLE NATL CORP PA        COM             412850109      11        514 SH         DEFINED    5        514
HARMAN INTL INDS INC             COM             413086109     331       9895 SH         DEFINED  6,7,8     9895
HARMAN INTL INDS INC             COM             413086109      29        871 SH         DEFINED    5        871
HARMONIC INC                     EQUITY          413160102       4        500 SH         DEFINED    2                   500
HARMONIC INC                     COM             413160102     131      16148 SH         DEFINED  6,7,8    16148
HARMONIC INC                     COM             413160102      12       1495 SH         DEFINED    5       1495
HARRAH'S ENTERTAINMENT           EQUITY          413619107      51      1,900 SH         DEFINED    1                 1,900
HARRAHS ENTMT INC                COM             413619107    1339      49590 SH         DEFINED  6,7,8    49590
HARRAHS ENTMT INC                COM             413619107       9        350 SH         DEFINED    5        350
HARRIS CORP DEL                  COM             413875105    3001      94300 SH         DEFINED  6,7,8    94300
HARSCO CORP                      COM             415864107    1641      59113 SH         DEFINED  6,7,8    59113
HARSCO CORP                      COM             415864107      30       1081 SH         DEFINED    5       1081
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>     <C>       <C>  <C>   <C>      <C>     <C>      <C>       <C>
HARTE-HANKS INC                  COM             416196103    1610      74400 SH         DEFINED  6,7,8    74400
HARTFORD FINANCIAL SERVICES
  GROUP, IN                      EQUITY          416515104     235      4,000 SH         DEFINED    1                 4,000
HARTFORD FINL SVCS GROUP INC     COM             416515104    6746     114850 SH         DEFINED  6,7,8   114850
HARTFORD FINL SVCS GROUP INC     COM             416515104      59       1000 SH         DEFINED    5       1000
HARVARD BIOSCIENCE INC           COM             416906105      19       1901 SH         DEFINED  6,7,8     1901
HARVARD BIOSCIENCE INC           COM             416906105       2        188 SH         DEFINED    5        188
HARVARD BIOSCIENCE INC COM       EQUITY          416906105    5731     573100 SH         Sole       3     573100
HASBRO INC                       COM             418056107    1021      72950 SH         DEFINED  6,7,8    72950
HASBRO INC                       COM             418056107       7        510 SH         DEFINED    5        510
HASBRO INC.                      EQUITY          418056107      40      2,850 SH         DEFINED    1                 2,850
HAVERTY FURNITURE INC            COM             419596101      49       4933 SH         DEFINED  6,7,8     4933
HAVERTY FURNITURE INC            COM             419596101       4        442 SH         DEFINED    5        442
HAWAIIAN ELEC INDUSTRIES         COM             419870100    1880      48205 SH         DEFINED  6,7,8    48205
HAWAIIAN ELEC INDUSTRIES         COM             419870100      34        884 SH         DEFINED    5        884
HAYES LEMMERZ INTL INC           COM             420781106       5       4954 SH         DEFINED  6,7,8     4954
HAYES LEMMERZ INTL INC           COM             420781106       0        444 SH         DEFINED    5        444
HCA INC                          EQUITY          404119109     394      8,900 SH         DEFINED    1                 8,900
HCA INC                          COM             404119109   11928     269185 SH         DEFINED  6,7,8   269185
HCA INC                          COM             404119109     108       2440 SH         DEFINED    5       2440
HCA, Inc                         EQUITY          404119109    1994     45,000 SH         DEFINED    4                45,000
HCC INS HLDGS INC                COM             404132102    1887      71740 SH         DEFINED  6,7,8    71740
HEADWATERS INC                   COM             42210P102      72       6505 SH         DEFINED  6,7,8     6505
HEADWATERS INC                   COM             42210P102       7        646 SH         DEFINED    5        646
HEALTH CARE PPTY INVS COM        EQUITY          421915109   21947     570800 SH         Sole       3     496100              74700
HEALTH CARE PPTY INVS INC        EQUITY          421915109    1500      39000 SH         DEFINED    2                 39000
HEALTH CARE REIT INC             COM             42217K106     253      10028 SH         DEFINED  6,7,8    10028
HEALTH CARE REIT INC             COM             42217K106      23        898 SH         DEFINED    5        898
HEALTH CARE REIT INC COM         EQUITY          42217K106   12880     511100 SH         Sole       3     467500              43600
HEALTH MGMT ASSOC INC NEW        CL A            421933102    5958     287000 SH         DEFINED  6,7,8   287000
HEALTH NET INC                   COM             42222G108    3515     182900 SH         DEFINED  6,7,8   182900
Healthcare Realty Trust          EQUITY          421946104    1114     43,700 SH         DEFINED    4                43,700
HEALTHCARE RLTY TR               COM             421946104     325      12748 SH         DEFINED  6,7,8    12748
HEALTHCARE RLTY TR               COM             421946104      28       1102 SH         DEFINED    5       1102
HEALTHCARE RLTY TR COM           EQUITY          421946104   13268     520300 SH         Sole       3     452300              68000
HEALTHEXTRAS INC                 COM             422211102      17       3262 SH         DEFINED  6,7,8     3262
HEALTHEXTRAS INC                 COM             422211102       2        324 SH         DEFINED    5        324
HEALTHSOUTH CORP                 COM             421924101    2679     164740 SH         DEFINED  6,7,8   164740
HEALTHSOUTH CORP                 COM             421924101      19       1160 SH         DEFINED    5       1160
HEALTHSOUTH CORPORATION          EQUITY          421924101     106      6,500 SH         DEFINED    1                 6,500
HEALTHSOUTH REHABILITN COM       EQUITY          421924101   18076    1111700 SH         Sole       3     904400             207300
HEARTLAND EXPRESS INC            COM             422347104     102       4422 SH         DEFINED  6,7,8     4422
HEARTLAND EXPRESS INC            COM             422347104       9        399 SH         DEFINED    5        399
HEARTLAND EXPRESS INC            EQUITY          422347104    3655     155100 SH         DEFINED    2                155100
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>     <C>       <C>  <C>   <C>      <C>     <C>      <C>       <C>
HEICO CORP NEW                   COM             422806109      45       2987 SH         DEFINED  6,7,8     2987
HEICO CORP NEW                   COM             422806109       4        269 SH         DEFINED    5        269
HEIDRICK & STRUGGLES INTL INC    COM             422819102      78       5500 SH         DEFINED  6,7,8     5500
HEIDRICK & STRUGGLES INTL INC    COM             422819102       8        542 SH         DEFINED    5        542
HEINZ H J CO                     COM             423074103    6948     164850 SH         DEFINED  6,7,8   164850
HEINZ H J CO                     COM             423074103      59       1390 SH         DEFINED    5       1390
HEINZ H.J.                       EQUITY          423074103     244      5,800 SH         DEFINED    1                 5,800
HELIX TECHNOLOGY CORP            COM             423319102     104       6393 SH         DEFINED  6,7,8     6393
HELIX TECHNOLOGY CORP            COM             423319102      10        634 SH         DEFINED    5        634
HELLER FINANCIAL INC             CL A            423328103     693      13135 SH         DEFINED  6,7,8    13135
HELMERICH & PAYNE INC            COM             423452101    3147     120560 SH         DEFINED  6,7,8   120560
HELMERICH & PAYNE INC            COM             423452101      27       1040 SH         DEFINED    5       1040
HEMISPHERX BIOPHARMA INC         COM             42366C103      21       5087 SH         DEFINED  6,7,8     5087
HEMISPHERX BIOPHARMA INC         COM             42366C103       2        505 SH         DEFINED    5        505
HENRY JACK & ASSOC INC           COM             426281101    2351     103600 SH         DEFINED  6,7,8   103600
HENRY JACK & ASSOC INC COM       EQUITY          426281101   18406     811200 SH         Sole       3     797400              13800
HERBALIFE INTL INC               CL A            426908208      45       4417 SH         DEFINED  6,7,8     4417
HERBALIFE INTL INC               CL A            426908208       4        395 SH         DEFINED    5        395
HERCULES INC                     EQUITY          427056106      15      1,800 SH         DEFINED    1                 1,800
HERCULES INC                     COM             427056106     376      45590 SH         DEFINED  6,7,8    45590
HERCULES INC                     COM             427056106       3        320 SH         DEFINED    5        320
Hershey Foods                    EQUITY          427866108     981     15,000 SH         DEFINED    4                15,000
HERSHEY FOODS CORP               EQUITY          427866108     150      2,300 SH         DEFINED    1                 2,300
HERSHEY FOODS CORP               COM             427866108    5104      78080 SH         DEFINED  6,7,8    78080
HERSHEY FOODS CORP               COM             427866108      54        830 SH         DEFINED    5        830
Hertz Corp                       CORPBOND        428040BJ7    4550  5,000,000 PRN        DEFINED    4             5,000,000
HEWLETT PACKARD CO               COM             428236103   15440     958990 SH         DEFINED  6,7,8   958990
HEWLETT PACKARD CO               COM             428236103     115       7150 SH         DEFINED    5       7150
HEWLETT-PACKARD COMPANY          EQUITY          428236103     633     39,450 SH         DEFINED    1                39,450
HEXCEL CORP NEW                  COM             428291108      29       7182 SH         DEFINED  6,7,8     7182
HEXCEL CORP NEW                  COM             428291108       3        643 SH         DEFINED    5        643
HI / FN INC                      COM             428358105     133      13549 SH         DEFINED  6,7,8    13549
HI / FN INC                      COM             428358105       2        223 SH         DEFINED    5        223
HIBBETT SPORTING GOODS INC       COM             428565105      24       1040 SH         DEFINED  6,7,8     1040
HIBBETT SPORTING GOODS INC       COM             428565105       2        103 SH         DEFINED    5        103
HIBERNIA CORP                    CL A            428656102    3159     193200 SH         DEFINED  6,7,8   193200
HIBERNIA CORP                    EQUITY          428656102    7489     462400 SH         DEFINED    2                462400
HICKORY TECH CORP                COM             429060106      61       3729 SH         DEFINED  6,7,8     3729
HICKORY TECH CORP                COM             429060106       6        364 SH         DEFINED    5        364
HIGHWOODS PPTYS INC              COM             431284108     419      16934 SH         DEFINED  6,7,8    16934
HIGHWOODS PPTYS INC              COM             431284108      36       1466 SH         DEFINED    5       1466
HIGHWOODS PPTYS INC COM          EQUITY          431284108    3712     150000 SH         Sole       3     150000
HILB ROGAL & HAMILTON CO         COM             431294107     175       3847 SH         DEFINED  6,7,8     3847
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>     <C>       <C>  <C>   <C>      <C>    <C>       <C>       <C>
HILB ROGAL & HAMILTON CO         COM             431294107      17        382 SH         DEFINED    5        382
HILLENBRAND INDS INC             COM             431573104    3951      73200 SH         DEFINED  6,7,8    73200
HILTON HOTELS                    EQUITY          432848109      48      6,100 SH         DEFINED    1                 6,100
HILTON HOTELS CORP               COM             432848109    2506     319290 SH         DEFINED  6,7,8   319290
HILTON HOTELS CORP               COM             432848109      30       3800 SH         DEFINED    5       3800
HISPANIC BROADCASTING            EQUITY          43357b104   14108     876302 SH         Sole       3     827802              48500
HISPANIC BROADCASTING CORP       CL A            43357B104    2056     127700 SH         DEFINED  6,7,8   127700
HNC SOFTWARE INC                 COM             40425P107     336      17950 SH         DEFINED  6,7,8    17950
HNC SOFTWARE INC                 COM             40425P107      18        975 SH         DEFINED    5        975
HOLLINGER INTL INC               CL A            435569108     853      81260 SH         DEFINED  6,7,8    81260
HOLLINGER INTL INC               CL A            435569108      11       1040 SH         DEFINED    5       1040
HOLLY CORP                       COM PAR $0.01   435758305      43       2390 SH         DEFINED  6,7,8     2390
HOLLY CORP                       COM PAR $0.01   435758305       4        232 SH         DEFINED    5        232
HOLLYWOOD CASINO CORP            CL A            436132203      19       2829 SH         DEFINED  6,7,8     2829
HOLLYWOOD CASINO CORP            CL A            436132203       2        281 SH         DEFINED    5        281
HOLLYWOOD ENTMT CORP             COM             436141105     154      13073 SH         DEFINED  6,7,8    13073
HOLLYWOOD ENTMT CORP             COM             436141105      14       1210 SH         DEFINED    5       1210
HOLLYWOOD ENTMT CORP             EQUITY          436141105     146      10000 SH         DEFINED    2                 10000
HOME DEPOT                       EQUITY          437076102    1489     38,800 SH         DEFINED    1                38,800
HOME DEPOT INC                   COM             437076102   44276    1153920 SH         DEFINED  6,7,8  1153920
HOME DEPOT INC                   COM             437076102     346       9020 SH         DEFINED    5       9020
HOME DEPOT INC                   EQUITY          437076102    9095     234725 SH         DEFINED    2                234725
HOME PPTYS N Y INC               COM             437306103     403      12737 SH         DEFINED  6,7,8    12737
HOME PPTYS N Y INC               COM             437306103      16        496 SH         DEFINED    5        496
HOME PPTYS N Y INC COM           EQUITY          437306103   15782     498800 SH         Sole       3     450200              48600
HOMESTAKE MINING                 EQUITY          437614100      40      4,300 SH         DEFINED    1                 4,300
HOMESTAKE MNG CO                 COM             437614100    1035     111270 SH         DEFINED  6,7,8   111270
HOMESTAKE MNG CO                 COM             437614100       7        780 SH         DEFINED    5        780
HON INDS INC                     COM             438092108    1524      69400 SH         DEFINED  6,7,8    69400
HONEYWELL INTERNATIONAL INC      EQUITY          438516106   21755    824,052 SH         DEFINED    1               824,052
HONEYWELL INTL INC               COM             438516106    9161     346990 SH         DEFINED  6,7,8   346990
HONEYWELL INTL INC               COM             438516106      64       2410 SH         DEFINED    5       2410
HOOPER HOLMES INC                COM             439104100     265      42461 SH         DEFINED  6,7,8    42461
HOOPER HOLMES INC                COM             439104100      10       1609 SH         DEFINED    5       1609
HORACE MANN EDUCATORS CORP NEW   COM             440327104    1063      60239 SH         DEFINED  6,7,8    60239
HORACE MANN EDUCATORS CORP NEW   COM             440327104      19       1101 SH         DEFINED    5       1101
HORIZON OFFSHORE INC             COM             44043J105      25       4090 SH         DEFINED  6,7,8     4090
HORIZON OFFSHORE INC             COM             44043J105       2        406 SH         DEFINED    5        406
HORIZON PCS INC                  EQUITY          44043U118    1697      30000 SH         DEFINED    2                 30000
HORMEL FOODS CORP                COM             440452100    3834     162300 SH         DEFINED  6,7,8   162300
HOSPITALITY PPTYS TR COM SH BE   EQUITY          44106M102    4293     178300 SH         Sole       3     161300              17000
HOSPITALITY PROPERTIES TRUST     EQUITY          44106M102    8088    335,900 SH         DEFINED    1               335,900
HOST MARRIOTT CORP (REIT)        EQUITY          44107P104    2933    416,000 SH         DEFINED    1               416,000
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>     <C>       <C>  <C>   <C>      <C>     <C>      <C>       <C>
HOST MARRIOTT CORP NEW           COM             44107P104     783     111020 SH         DEFINED  6,7,8   111020
HOST MARRIOTT CORP NEW           COM             44107P104      15       2090 SH         DEFINED    5       2090
HOT TOPIC INC                    COM             441339108     204       8139 SH         DEFINED  6,7,8     8139
HOT TOPIC INC                    COM             441339108      12        482 SH         DEFINED    5        482
HOT TOPIC INC COM                EQUITY          441339108   16428     654500 SH         Sole       3     639800              14700
HOTJOBS COM INC                  COM             441474103      43       7208 SH         DEFINED  6,7,8     7208
HOTJOBS COM INC                  COM             441474103       4        687 SH         DEFINED    5        687
HOUSEHOLD INT'L                  EQUITY          441815107     434      7,700 SH         DEFINED    1                 7,700
HOUSEHOLD INTL                   EQUITY          441815107    2819      50000 SH         Sole       3      50000
HOUSEHOLD INTL INC               COM             441815107   14604     259026 SH         DEFINED  6,7,8   259026
HOUSEHOLD INTL INC               COM             441815107     127       2250 SH         DEFINED    5       2250
HOUSEHOLD INTL INC               EQUITY          441815107    3608      64000 SH         DEFINED    2                 64000
HOUSTON EXPL CO                  COM             442120101      68       2736 SH         DEFINED  6,7,8     2736
HOUSTON EXPL CO                  COM             442120101       7        271 SH         DEFINED    5        271
HOVNANIAN ENTERPRISES INC        CL A            442487203      48       4197 SH         DEFINED  6,7,8     4197
HOVNANIAN ENTERPRISES INC        CL A            442487203       4        375 SH         DEFINED    5        375
HRPT PPTYS TR                    COM SH BEN INT  40426W101     334      41064 SH         DEFINED  6,7,8    41064
HRPT PPTYS TR                    COM SH BEN INT  40426W101      29       3537 SH         DEFINED    5       3537
HRPT TRUST                       EQUITY          40426w101     663      81500 SH         Sole       3                         81500
HUBBELL INC                      CL B            443510201    1997      68500 SH         DEFINED  6,7,8    68500
HUDSON RIV BANCORP INC           COM             444128102      96       4805 SH         DEFINED  6,7,8     4805
HUDSON RIV BANCORP INC           COM             444128102       9        430 SH         DEFINED    5        430
HUDSON UNITED BANCORP            COM             444165104     370      13322 SH         DEFINED  6,7,8    13322
HUDSON UNITED BANCORP            COM             444165104      35       1262 SH         DEFINED    5       1262
HUGHES SUPPLY INC                COM             444482103     166       7422 SH         DEFINED  6,7,8     7422
HUGHES SUPPLY INC                COM             444482103      14        635 SH         DEFINED    5        635
HUMAN GENOME SCIENCES INC        COM             444903108      71       2290 SH         DEFINED  6,7,8     2290
HUMAN GENOME SCIENCES INC        EQUITY          444903108   10498     292300 SH         DEFINED    2                292300
HUMANA CORP                      EQUITY          444859102      34      2,800 SH         DEFINED    1                 2,800
HUMANA INC                       COM             444859102     866      71820 SH         DEFINED  6,7,8    71820
HUMANA INC                       COM             444859102       6        510 SH         DEFINED    5        510
HUNT J B TRANS SVCS INC          COM             445658107     615      46080 SH         DEFINED  6,7,8    46080
HUNT J B TRANS SVCS INC          COM             445658107       6        428 SH         DEFINED    5        428
HUNT J B TRANS SVCS INC          EQUITY          445658107    2235     163500 SH         DEFINED    2                163500
HUNTINGTON BANCSHARES            EQUITY          446150104      73      4,198 SH         DEFINED    1                 4,198
HUNTINGTON BANCSHARES INC        COM             446150104    1837     106130 SH         DEFINED  6,7,8   106130
HUNTINGTON BANCSHARES INC        COM             446150104      13        750 SH         DEFINED    5        750
HUTCHINSON TECHNOLOGY INC        COM             448407106     140       7864 SH         DEFINED  6,7,8     7864
HUTCHINSON TECHNOLOGY INC        COM             448407106      13        704 SH         DEFINED    5        704
HYDRIL CO                        COM             448774109      53       3785 SH         DEFINED  6,7,8     3785
HYDRIL CO                        COM             448774109       5        361 SH         DEFINED    5        361
HYPERION SOLUTIONS CORP          COM             44914M104     134      10040 SH         DEFINED  6,7,8    10040
HYPERION SOLUTIONS CORP          COM             44914M104      12        907 SH         DEFINED    5        907
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>     <C>       <C>  <C>   <C>      <C>     <C>      <C>       <C>
HYSEQ INC                        COM             449163302      19       3100 SH         DEFINED  6,7,8     3100
HYSEQ INC                        COM             449163302       2        308 SH         DEFINED    5        308
I2 TECHNOLOGIES INC              COM             465754109      28       8050 SH         DEFINED  6,7,8     8050
IBASIS INC                       COM             450732102      10      24816 SH         DEFINED  6,7,8    24816
IBASIS INC                       COM             450732102       0        926 SH         DEFINED    5        926
IBERIABANK CORP                  COM             450828108      50       1757 SH         DEFINED  6,7,8     1757
IBERIABANK CORP                  COM             450828108       4        157 SH         DEFINED    5        157
IBM                              EQUITY          459200101     414       4105 SH         DEFINED    2                  4105
ICICI LTD                        EQUITY          44926P202     972    196,400 SH         DEFINED    1               196,400
ICN PHARMACEUTICALS INC NEW      COM             448924100    3157     119800 SH         DEFINED  6,7,8   119800
ICT GROUP INC                    COM             44929Y101       7        739 SH         DEFINED  6,7,8      739
ICT GROUP INC                    COM             44929Y101       1         73 SH         DEFINED    5         73
ICU MED INC                      COM             44930G107      65       1626 SH         DEFINED  6,7,8     1626
ICU MED INC                      COM             44930G107       6        161 SH         DEFINED    5        161
IDACORP INC                      COM             451107106    1566      43800 SH         DEFINED  6,7,8    43800
IDEC PHARMACEUTICALS COM         EQUITY          449370105   13448     271300 SH         Sole       3     228500              42800
IDEC PHARMACEUTICALS CORP        COM             449370105    8813     177780 SH         DEFINED  6,7,8   177780
IDEC PHARMACEUTICALS CORP        EQUITY          449370105   16732     326700 SH         DEFINED    2                326700
IDEC PHARMACEUTICALS CORP.       EQUITY          449370105      50      1,000 SH         DEFINED    1                 1,000
IDENTIX INC                      COM             451906101      71       8692 SH         DEFINED  6,7,8     8692
IDENTIX INC                      COM             451906101       7        862 SH         DEFINED    5        862
IDEX CORP                        COM             45167R104     260       9410 SH         DEFINED  6,7,8     9410
IDEX CORP                        COM             45167R104      23        825 SH         DEFINED    5        825
IDEXX LABS INC                   COM             45168D104     218       9320 SH         DEFINED  6,7,8     9320
IDEXX LABS INC                   COM             45168D104      22        925 SH         DEFINED    5        925
IDT CORP                         COM             448947101     122      10577 SH         DEFINED  6,7,8    10577
IDT CORP                         COM             448947101      11        955 SH         DEFINED    5        955
IDX SYS CORP                     COM             449491109      49       4807 SH         DEFINED  6,7,8     4807
IDX SYS CORP                     COM             449491109       5        468 SH         DEFINED    5        468
IGEN INC                         COM             449536101      88       3187 SH         DEFINED  6,7,8     3187
IGEN INC                         COM             449536101       9        341 SH         DEFINED    5        341
IHOP CORP                        COM             449623107     146       5554 SH         DEFINED  6,7,8     5554
IHOP CORP                        COM             449623107      13        500 SH         DEFINED    5        500
II VI INC                        COM             902104108      38       2946 SH         DEFINED  6,7,8     2946
II VI INC                        COM             902104108       4        292 SH         DEFINED    5        292
IKON OFFICE SOLUTIONS INC        COM             451713101     343      44446 SH         DEFINED  6,7,8    44446
IKON OFFICE SOLUTIONS INC        COM             451713101      30       3850 SH         DEFINED    5       3850
ILEX ONCOLOGY INC                COM             451923106     196       7474 SH         DEFINED  6,7,8     7474
ILEX ONCOLOGY INC                COM             451923106      19        722 SH         DEFINED    5        722
ILLINOIS TOOL WKS INC            COM             452308109    6952     128480 SH         DEFINED  6,7,8   128480
ILLINOIS TOOL WKS INC            COM             452308109      49        910 SH         DEFINED    5        910
ILLINOIS TOOL WKS INC COM        EQUITY          452308109    1975      36500 SH         Sole       3      36500
ILLINOIS TOOL WORKS              EQUITY          452308109     276      5,100 SH         DEFINED    1                 5,100
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>     <C>       <C>  <C>   <C>      <C>     <C>      <C>       <C>
Illinois Tool Works Inc          EQUITY          452308109    1894     35,000 SH         DEFINED    4                35,000
ILLUMINA INC                     COM             452327109      34       5234 SH         DEFINED  6,7,8     5234
ILLUMINA INC                     COM             452327109       3        519 SH         DEFINED    5        519
ILLUMINET HLDGS INC              COM             452334105     296       7714 SH         DEFINED  6,7,8     7714
ILLUMINET HLDGS INC              COM             452334105      29        746 SH         DEFINED    5        746
ILLUMINET HLDGS INC COM          EQUITY          452334105   20417     532800 SH         Sole       3     524000               8800
IMAGEX COM INC                   EQUITY          45244D102     444    791,393 SH         DEFINED    1               791,393
I-MANY INC                       COM             44973Q103      22       9698 SH         DEFINED  6,7,8     9698
I-MANY INC                       COM             44973Q103       2        936 SH         DEFINED    5        936
IMATION CORP                     COM             45245A107    1082      51774 SH         DEFINED  6,7,8    51774
IMATION CORP                     COM             45245A107      19        898 SH         DEFINED    5        898
IMATRON INC                      COM             452906100      47      26565 SH         DEFINED  6,7,8    26565
IMATRON INC                      COM             452906100       5       2636 SH         DEFINED    5       2636
IMC GLOBAL INC                   COM             449669100    1516     168416 SH         DEFINED  6,7,8   168416
IMC GLOBAL INC                   COM             449669100      27       2946 SH         DEFINED    5       2946
IMCLONE SYS INC                  EQUITY          45245W109    3169     212119 SH         DEFINED    2                212119
IMMUNE RESPONSE CORP DEL         COM             45252T106      12       8741 SH         DEFINED  6,7,8     8741
IMMUNE RESPONSE CORP DEL         COM             45252T106       1        867 SH         DEFINED    5        867
Immunex                          EQUITY          452528102     187     10,000 SH         DEFINED    4                10,000
IMMUNEX CORP                     EQUITY          452528102     164      8,800 SH         DEFINED    1                 8,800
IMMUNEX CORP                     EQUITY          452527104     960      51370 SH         DEFINED    2                 51370
IMMUNEX CORP NEW                 COM             452528102    4458     239030 SH         DEFINED  6,7,8   239030
IMMUNEX CORP NEW                 COM             452528102      30       1590 SH         DEFINED    5       1590
IMMUNOGEN INC                    COM             45253H101     149      16460 SH         DEFINED  6,7,8    16460
IMMUNOGEN INC                    COM             45253H101       9       1045 SH         DEFINED    5       1045
IMMUNOMEDICS INC                 COM             452907108     128      10662 SH         DEFINED  6,7,8    10662
IMMUNOMEDICS INC                 COM             452907108      13       1058 SH         DEFINED    5       1058
IMPATH INC                       COM             45255G101     180       5222 SH         DEFINED  6,7,8     5222
IMPATH INC                       COM             45255G101      15        438 SH         DEFINED    5        438
IMPAX LABORATORIES INC           COM             45256B101      60       4598 SH         DEFINED  6,7,8     4598
IMPAX LABORATORIES INC           COM             45256B101       6        456 SH         DEFINED    5        456
IMPCO TECHNOLOGIES INC           COM             45255W106      26       2251 SH         DEFINED  6,7,8     2251
IMPCO TECHNOLOGIES INC           COM             45255W106       3        223 SH         DEFINED    5        223
IMPERIAL CHEM INDS PLC           ADR NEW         452704505      30       1750 SH         DEFINED  6,7,8     1750
IMPERIAL OIL LTD                 COM NEW         453038408     329      12100 SH         DEFINED  6,7,8    12100
IMPSAT FIBER NETWORKS INC        COM             45321T103       1       4598 SH         DEFINED  6,7,8     4598
IMPSAT FIBER NETWORKS INC        COM             45321T103       0        437 SH         DEFINED    5        437
IMS HEALTH INC                   COM             449934108    4405     175830 SH         DEFINED  6,7,8   175830
IMS HEALTH INC                   COM             449934108      48       1910 SH         DEFINED    5       1910
IMS HEALTH INC.                  EQUITY          449934108   10145    404,990 SH         DEFINED    1               404,990
INAMED CORP                      COM             453235103      72       4234 SH         DEFINED  6,7,8     4234
INAMED CORP                      COM             453235103       7        420 SH         DEFINED    5        420
INCO LTD                         EQUITY          453258402      37      3,000 SH         DEFINED    1                 3,000
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>     <C>       <C>  <C>   <C>      <C>     <C>      <C>       <C>
INCO LTD                         COM             453258402     954      76840 SH         DEFINED  6,7,8    76840
INCO LTD                         COM             453258402       7        540 SH         DEFINED    5        540
INCYTE GENOMICS INC              COM             45337C102    1308      95753 SH         DEFINED  6,7,8    95753
INCYTE GENOMICS INC              COM             45337C102      25       1801 SH         DEFINED    5       1801
INDEPENDENCE CMNTY BK CORP       COM             453414104     406      18666 SH         DEFINED  6,7,8    18666
INDEPENDENCE CMNTY BK CORP       COM             453414104      35       1602 SH         DEFINED    5       1602
INDEPENDENT BANK CORP MASS       COM             453836108      63       3836 SH         DEFINED  6,7,8     3836
INDEPENDENT BANK CORP MASS       COM             453836108       6        346 SH         DEFINED    5        346
INDEPENDENT BANK CORP MICH       COM             453838104      90       3433 SH         DEFINED  6,7,8     3433
INDEPENDENT BANK CORP MICH       COM             453838104       8        323 SH         DEFINED    5        323
INDUS INTL INC                   COM             45578L100      57       9645 SH         DEFINED  6,7,8     9645
INDUS INTL INC                   COM             45578L100       5        864 SH         DEFINED    5        864
INDYMAC BANCORP INC              COM             456607100    2451      90425 SH         DEFINED  6,7,8    90425
INDYMAC BANCORP INC              COM             456607100      44       1638 SH         DEFINED    5       1638
INET TECHNOLOGIES INC            COM             45662V105      16       2775 SH         DEFINED  6,7,8     2775
INET TECHNOLOGIES INC            COM             45662V105       2        275 SH         DEFINED    5        275
INFOCUS CORP                     COM             45665B106     741      56781 SH         DEFINED  6,7,8    56781
INFOCUS CORP                     COM             45665B106      14       1052 SH         DEFINED    5       1052
INFOGRAMES INC                   COM             45665T107      15       4342 SH         DEFINED  6,7,8     4342
INFOGRAMES INC                   COM             45665T107       1        412 SH         DEFINED    5        412
INFORMATION HLDGS INC            COM             456727106     108       5506 SH         DEFINED  6,7,8     5506
INFORMATION HLDGS INC            COM             456727106      11        546 SH         DEFINED    5        546
INFORMATION RES INC              COM             456905108      54       8529 SH         DEFINED  6,7,8     8529
INFORMATION RES INC              COM             456905108       5        764 SH         DEFINED    5        764
INFOSPACE INC                    COM             45678T102     102      69120 SH         DEFINED  6,7,8    69120
INFOSPACE INC                    COM             45678T102      10       6859 SH         DEFINED    5       6859
INFOUSA INC NEW                  COM             456818301      34       8442 SH         DEFINED  6,7,8     8442
INFOUSA INC NEW                  COM             456818301       3        762 SH         DEFINED    5        762
INGERSOLL-RAND                   EQUITY          456866102      91      2,700 SH         DEFINED    1                 2,700
INGERSOLL-RAND CO                COM             456866102    3042      90000 SH         DEFINED  6,7,8    90000
INGERSOLL-RAND CO                COM             456866102      17        500 SH         DEFINED    5        500
INGLES MKTS INC                  CL A            457030104      37       3058 SH         DEFINED  6,7,8     3058
INGLES MKTS INC                  CL A            457030104       3        274 SH         DEFINED    5        274
INKINE PHARMACEUTICALS INC       COM             457214104       7       9675 SH         DEFINED  6,7,8     9675
INKINE PHARMACEUTICALS INC       COM             457214104       1        960 SH         DEFINED    5        960
INKTOMI CORP                     COM             457277101     125      45634 SH         DEFINED  6,7,8    45634
INKTOMI CORP                     COM             457277101       9       3383 SH         DEFINED    5       3383
INNKEEPERS USA TR                COM             4576J0104     116      12891 SH         DEFINED  6,7,8    12891
INNKEEPERS USA TR                COM             4576J0104       6        650 SH         DEFINED    5        650
INNKEEPERS USA TR COM            EQUITY          4576J0104    1350     150000 SH         Sole       3     150000
INNOVATIVE SOLUTIONS & SUPPORT   COM             45769N105      16       2245 SH         DEFINED  6,7,8     2245
INNOVATIVE SOLUTIONS & SUPPORT   COM             45769N105       2        223 SH         DEFINED    5        223
INPUT/OUTPUT INC                 COM             457652105     117      14250 SH         DEFINED  6,7,8    14250
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>     <C>       <C>  <C>   <C>      <C>    <C>      <C>       <C>
INPUT/OUTPUT INC                 COM             457652105      10       1276 SH         DEFINED    5       1276
INSIGHT COMMUNICATIONS INC       CL A            45768V108      72       3900 SH         DEFINED  6,7,8     3900
INSIGHT ENTERPRISES INC          COM             45765U103     157      11112 SH         DEFINED  6,7,8    11112
INSIGHT ENTERPRISES INC          COM             45765U103      15       1073 SH         DEFINED    5       1073
INSIGNIA FINL GROUP INC NEW      COM             45767A105      62       5968 SH         DEFINED  6,7,8     5968
INSIGNIA FINL GROUP INC NEW      COM             45767A105       6        534 SH         DEFINED    5        534
INSITUFORM TECHNOLOGIES INC      CL A            457667103     114       6701 SH         DEFINED  6,7,8     6701
INSITUFORM TECHNOLOGIES INC      CL A            457667103      11        645 SH         DEFINED    5        645
INSMED INC                       COM NEW         457669208      25       9361 SH         DEFINED  6,7,8     9361
INSMED INC                       COM NEW         457669208       2        924 SH         DEFINED    5        924
INSPIRE PHARMACEUTICALS INC      COM             457733103      40       4598 SH         DEFINED  6,7,8     4598
INSPIRE PHARMACEUTICALS INC      COM             457733103       4        456 SH         DEFINED    5        456
INSTINET GROUP INC               COM             457750107      75       7685 SH         DEFINED  6,7,8     7685
INSTINET GROUP INC               EQUITY          457750107    2615     267900 SH         DEFINED    2                267900
INSURANCE AUTO AUCTIONS          EQUITY          457875102    1350    100,000 SH         DEFINED    1               100,000
INSURANCE AUTO AUCTIONS INC      COM             457875102      50       3688 SH         DEFINED  6,7,8     3688
INSURANCE AUTO AUCTIONS INC      COM             457875102       4        330 SH         DEFINED    5        330
Insurance Services Office, Inc   EQUITY          45806@109     279     11,172 SH         DEFINED    4                11,172
INSWEB CORPORATION               EQUITY          45809K103      25     55,165 SH         DEFINED    1                55,165
INTEGRA BK CORP                  COM             45814P105     126       5468 SH         DEFINED  6,7,8     5468
INTEGRA BK CORP                  COM             45814P105      11        490 SH         DEFINED    5        490
INTEGRA LIFESCIENCES CORP        EQUITY          457985208    5803     210000 SH         DEFINED    2                210000
INTEGRA LIFESCIENCES HLDGS CP    COM NEW         457985208     111       4019 SH         DEFINED  6,7,8     4019
INTEGRA LIFESCIENCES HLDGS CP    COM NEW         457985208       9        320 SH         DEFINED    5        320
INTEGRAL SYS INC MD              COM             45810H107      49       2702 SH         DEFINED  6,7,8     2702
INTEGRAL SYS INC MD              COM             45810H107       5        266 SH         DEFINED    5        266
INTEGRATED CIRCUIT SYS INC       COM             45811K208     240      18817 SH         DEFINED  6,7,8    18817
INTEGRATED CIRCUIT SYS INC       COM             45811K208      10        744 SH         DEFINED    5        744
INTEGRATED DEVICE TECHNOLOGY     COM             458118106    3515     174720 SH         DEFINED  6,7,8   174720
INTEGRATED DEVICE TECHNOLOGY     COM             458118106       5        270 SH         DEFINED    5        270
INTEGRATED DEVICE TECHNOLOGY     EQUITY          458118106    3612     161900 SH         DEFINED    2                161900
INTEGRATED ELECTRICAL SVC        COM             45811E103      54       9734 SH         DEFINED  6,7,8     9734
INTEGRATED ELECTRICAL SVC        COM             45811E103       5        872 SH         DEFINED    5        872
INTEGRATED SILICON SOLUTION      COM             45812P107      71       8273 SH         DEFINED  6,7,8     8273
INTEGRATED SILICON SOLUTION      COM             45812P107       6        741 SH         DEFINED    5        741
Intel                            EQUITY          458140100     429     21,000 SH         DEFINED    4                21,000
INTEL CORP                       EQUITY          458140100   22033  1,077,950 SH         DEFINED    1             1,077,950
INTEL CORP                       COM             458140100   70527    3458925 SH         DEFINED  6,7,8  3458925
INTEL CORP                       COM             458140100     527      25840 SH         DEFINED    5      25840
INTEL CORP                       EQUITY          458140100   14821     711630 SH         DEFINED    2                711630
INTELIDATA TECHNOLOGIES CORP     COM             45814T107      42      12938 SH         DEFINED  6,7,8    12938
INTELIDATA TECHNOLOGIES CORP     COM             45814T107       4       1284 SH         DEFINED    5       1284
INTER TEL INC                    COM             458372109      67       5804 SH         DEFINED  6,7,8     5804
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>     <C>       <C>  <C>   <C>      <C>     <C>      <C>       <C>
INTER TEL INC                    COM             458372109       6        483 SH         DEFINED    5        483
INTERACTIVE DATA CORP            COM             45840J107     154      11503 SH         DEFINED  6,7,8    11503
INTERACTIVE DATA CORP            COM             45840J107      14       1030 SH         DEFINED    5       1030
INTERACTIVE INTELLIGENCE INC     COM             45839M103       8       1539 SH         DEFINED  6,7,8     1539
INTERACTIVE INTELLIGENCE INC     COM             45839M103       1        153 SH         DEFINED    5        153
INTERCEPT GROUP INC              EQUITY          45845L107   22217     664200 SH         Sole       3     647800              16400
INTERCEPT GROUP INC              COM             45845L107     103       3087 SH         DEFINED  6,7,8     3087
INTERCEPT GROUP INC              COM             45845L107      12        366 SH         DEFINED    5        366
INTERDIGITAL COMMUNICATIONS CP   COM             45866A105     111      15117 SH         DEFINED  6,7,8    15117
INTERDIGITAL COMMUNICATIONS CP   COM             45866A105      11       1500 SH         DEFINED    5       1500
INTERFACE INC                    CL A            458665106      61      14079 SH         DEFINED  6,7,8    14079
INTERFACE INC                    CL A            458665106       5       1261 SH         DEFINED    5       1261
INTERGRAPH CORP                  COM             458683109     127      14206 SH         DEFINED  6,7,8    14206
INTERGRAPH CORP                  COM             458683109      13       1397 SH         DEFINED    5       1397
INTERLAND INC                    COM             458727104      12      11849 SH         DEFINED  6,7,8    11849
INTERLAND INC                    COM             458727104       1       1071 SH         DEFINED    5       1071
INTERLOGIX INC                   COM             458763109     148       6118 SH         DEFINED  6,7,8     6118
INTERLOGIX INC                   COM             458763109      13        548 SH         DEFINED    5        548
INTERMAGNETICS GEN CORP          COM             458771102      91       3915 SH         DEFINED  6,7,8     3915
INTERMAGNETICS GEN CORP          COM             458771102       9        381 SH         DEFINED    5        381
INTERMUNE INC                    COM             45884X103     261       6833 SH         DEFINED  6,7,8     6833
INTERMUNE INC                    COM             45884X103      29        764 SH         DEFINED    5        764
INTERNAP NETWORK SVCS CORP       COM             45885A102      45      44623 SH         DEFINED  6,7,8    44623
INTERNAP NETWORK SVCS CORP       COM             45885A102       4       4226 SH         DEFINED    5       4226
INTERNATIONAL BANCSHARES CORP    COM             459044103     200       5191 SH         DEFINED  6,7,8     5191
INTERNATIONAL BANCSHARES CORP    COM             459044103      17        450 SH         DEFINED    5        450
INTERNATIONAL BUSINESS MACHINES  EQUITY          459200101   24984    272,395 SH         DEFINED    1               272,395
INTERNATIONAL BUSINESS MACHS     COM             459200101   85186     922926 SH         DEFINED  6,7,8   922926
INTERNATIONAL BUSINESS MACHS     COM             459200101     651       7050 SH         DEFINED    5       7050
INTERNATIONAL BUSINESS MACHS     EQUITY          459200101   21635     231000 SH         DEFINED    2                231000
INTERNATIONAL FLAVORS &
  FRAGRANCES                     EQUITY          459506101      44      1,600 SH         DEFINED    1                 1,600
INTERNATIONAL FLAVORS&FRAGRANC   COM             459506101    1121      40470 SH         DEFINED  6,7,8    40470
INTERNATIONAL FLAVORS&FRAGRANC   COM             459506101       8        290 SH         DEFINED    5        290
INTERNATIONAL GAME TECHNOLOGY    EQUITY          459902102      51      1,200 SH         DEFINED    1                 1,200
INTERNATIONAL GAME TECHNOLOGY    COM             459902102    1711      40250 SH         DEFINED  6,7,8    40250
INTERNATIONAL GAME TECHNOLOGY    COM             459902102       9        220 SH         DEFINED    5        220
INTERNATIONAL MULTIFOODS CORP    COM             460043102      92       4836 SH         DEFINED  6,7,8     4836
INTERNATIONAL MULTIFOODS CORP    COM             460043102       8        433 SH         DEFINED    5        433
INTERNATIONAL PAPER              EQUITY          460146103     279      8,009 SH         DEFINED    1                 8,009
INTERNATIONAL PAPER CO           EQUITY          460146103    4409     126707 SH         DEFINED    2                126707
INTERNATIONAL RECTIFIER CORP     COM             460254105    2519      92500 SH         DEFINED  6,7,8    92500
INTERNATIONAL SPEEDWAY CORP      CL A            460335201    2166      62200 SH         DEFINED  6,7,8    62200
INTERNATIONAL WIRELESS COMN      EQUITY          46058G504     339     340895 SH         DEFINED    2                340895
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>     <C>       <C>  <C>   <C>      <C>     <C>      <C>       <C>
INTERNET CAP GROUP INC           COM             46059C106      24      59349 SH         DEFINED  6,7,8    59349
INTERNET CAP GROUP INC           COM             46059C106       2       5315 SH         DEFINED    5       5315
INTERNEURON PHARMACEUTICALS      COM             460573108      50      10137 SH         DEFINED  6,7,8    10137
INTERNEURON PHARMACEUTICALS      COM             460573108       5       1006 SH         DEFINED    5       1006
INTERPOOL INC                    COM             46062R108      60       4094 SH         DEFINED  6,7,8     4094
INTERPOOL INC                    COM             46062R108       5        367 SH         DEFINED    5        367
INTERPUBLIC GROUP COS            EQUITY          460690100     126      6,200 SH         DEFINED    1                 6,200
INTERPUBLIC GROUP COS INC        COM             460690100    3236     158606 SH         DEFINED  6,7,8   158606
INTERPUBLIC GROUP COS INC        COM             460690100      23       1119 SH         DEFINED    5       1119
INTERSTATE BAKERIES CORP DEL     COM             46072H108    1731      67879 SH         DEFINED  6,7,8    67879
INTERSTATE BAKERIES CORP DEL     COM             46072H108      20        765 SH         DEFINED    5        765
INTERTAN INC                     COM             461120107      67       8563 SH         DEFINED  6,7,8     8563
INTERTAN INC                     COM             461120107       7        850 SH         DEFINED    5        850
INTERTAPE POLYMER GROUP INC      COM             460919103      64       8400 SH         DEFINED  6,7,8     8400
INTERTRUST TECHNOLOGIES CORP     COM             46113Q109      25      23609 SH         DEFINED  6,7,8    23609
INTERTRUST TECHNOLOGIES CORP     COM             46113Q109       2       2114 SH         DEFINED    5       2114
INTERVOICE-BRITE INC             COM             461142101      88       8469 SH         DEFINED  6,7,8     8469
INTERVOICE-BRITE INC             COM             461142101       9        840 SH         DEFINED    5        840
INTERWOVEN INC                   COM             46114T102      74      19250 SH         DEFINED  6,7,8    19250
INTL PAPER CO                    COM             460146103    7892     226790 SH         DEFINED  6,7,8   226790
INTL PAPER CO                    COM             460146103      50       1440 SH         DEFINED    5       1440
INTL SPECIALTY PRODS INC NEW     COM             460337108      36       4095 SH         DEFINED  6,7,8     4095
INTL SPECIALTY PRODS INC NEW     COM             460337108       3        367 SH         DEFINED    5        367
INTRADO INC                      COM             46117A100      86       3336 SH         DEFINED  6,7,8     3336
INTRADO INC                      COM             46117A100       8        331 SH         DEFINED    5        331
INTROGEN THERAPEUTICS INC        EQUITY          46119F107    2302      35000 SH         DEFINED    2                 35000
Intuit                           EQUITY          461202103     788     22,000 SH         DEFINED    4                22,000
INTUIT                           COM             461202103    4379     122310 SH         DEFINED  6,7,8   122310
INTUIT                           COM             461202103      39       1080 SH         DEFINED    5       1080
INTUIT                           EQUITY          461202103    1472      35200 SH         DEFINED    2                 35200
INTUIT INCORPORATION             EQUITY          461202103     125      3,500 SH         DEFINED    1                 3,500
INTUITIVE SURGICAL INC           COM             46120E107      54       8649 SH         DEFINED  6,7,8     8649
INTUITIVE SURGICAL INC           COM             46120E107       5        858 SH         DEFINED    5        858
INVACARE CORP                    COM             461203101     445      10979 SH         DEFINED  6,7,8    10979
INVACARE CORP                    COM             461203101      23        561 SH         DEFINED    5        561
INVERNESS MED TECHNOLOGY INC     COM             461268104     274       7427 SH         DEFINED  6,7,8     7427
INVERNESS MED TECHNOLOGY INC     COM             461268104      26        717 SH         DEFINED    5        717
INVESTMENT TECHNOLOGY GRP NEW    COM             46145F105    2064      37200 SH         DEFINED  6,7,8    37200
INVESTORS FINL SERVICES CORP     COM             461915100    2144      37200 SH         DEFINED  6,7,8    37200
INVESTORS REAL ESTATE TR         SH BEN INT      461730103      61       6573 SH         DEFINED  6,7,8     6573
INVESTORS REAL ESTATE TR         SH BEN INT      461730103       5        589 SH         DEFINED    5        589
INVITROGEN CORP                  COM             46185R100     245       3720 SH         DEFINED  6,7,8     3720
INVITROGEN CORP                  EQUITY          46185R100    4398     328600 SH         DEFINED    2                328600
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>     <C>       <C>  <C>   <C>      <C>   <C>      <C>         <C>
INVITROGEN CORP COM              EQUITY          46185r100  106313    1616684 SH         Sole       3    1541684              75000
IOMEGA CORP                      COM             462030107     101      82453 SH         DEFINED  6,7,8    82453
IOMEGA CORP                      COM             462030107       9       7673 SH         DEFINED    5       7673
IONICS INC                       COM             462218108     120       5429 SH         DEFINED  6,7,8     5429
IONICS INC                       COM             462218108      11        486 SH         DEFINED    5        486
IPC Holdings LTDS                EQUITY          G4933P101  139080  6,100,000 SH         DEFINED    1             6,100,000
IRON MTN INC DEL COM             EQUITY          462846106   81815    1973817 SH         Sole       3    1882217              91600
IRT PPTY CO                      COM             450058102     103       9533 SH         DEFINED  6,7,8     9533
IRT PPTY CO                      COM             450058102       9        854 SH         DEFINED    5        854
IRWIN FINL CORP                  COM             464119106      59       2846 SH         DEFINED  6,7,8     2846
IRWIN FINL CORP                  COM             464119106       5        257 SH         DEFINED    5        257
ISHARES TR                       RUSL 2000 VALU  464287630    1297      11600 SH         DEFINED  6,7,8    11600
ISIS PHARMACEUTICALS INC         COM             464330109     344      20181 SH         DEFINED  6,7,8    20181
ISIS PHARMACEUTICALS INC         COM             464330109      15        898 SH         DEFINED    5        898
ISLE OF CAPRI CASINOS INC        COM             464592104      43       6026 SH         DEFINED  6,7,8     6026
ISLE OF CAPRI CASINOS INC        COM             464592104       4        540 SH         DEFINED    5        540
ISTAR FINANCIAL INC              EQUITY          45031U101    4078    165,100 SH         DEFINED    1               165,100
I-STAT CORP                      COM             450312103      29       4689 SH         DEFINED  6,7,8     4689
I-STAT CORP                      COM             450312103       3        465 SH         DEFINED    5        465
ITC DELTACOM INC                 COM             45031T104      13      10534 SH         DEFINED  6,7,8    10534
ITC DELTACOM INC                 COM             45031T104       1       1003 SH         DEFINED    5       1003
ITRON INC                        COM             465741106      91       3967 SH         DEFINED  6,7,8     3967
ITRON INC                        COM             465741106       9        394 SH         DEFINED    5        394
ITT EDUCATIONAL SERVICES INC     COM             45068B109     215       6721 SH         DEFINED  6,7,8     6721
ITT EDUCATIONAL SERVICES INC     COM             45068B109      21        647 SH         DEFINED    5        647
ITT INDS INC IND                 COM             450911102    3300      73660 SH         DEFINED  6,7,8    73660
ITT INDS INC IND                 COM             450911102      41        910 SH         DEFINED    5        910
ITT INDUSTRIES                   EQUITY          450911102      67      1,500 SH         DEFINED    1                 1,500
ITXC CORP                        COM             45069F109      56      22031 SH         DEFINED  6,7,8    22031
ITXC CORP                        COM             45069F109       2        661 SH         DEFINED    5        661
IVAX CORP                        COM             465823102    6985     315082 SH         DEFINED  6,7,8   315082
IVAX CORP                        COM             465823102      23       1040 SH         DEFINED    5       1040
IVEX PACKAGING CORP DEL          COM             465855104      80       4690 SH         DEFINED  6,7,8     4690
IVEX PACKAGING CORP DEL          COM             465855104       8        446 SH         DEFINED    5        446
IXIA                             COM             45071R109      78      12266 SH         DEFINED  6,7,8    12266
IXIA                             COM             45071R109       7       1179 SH         DEFINED    5       1179
IXYS CORP                        COM             46600W106      17       2817 SH         DEFINED  6,7,8     2817
IXYS CORP                        COM             46600W106       2        280 SH         DEFINED    5        280
J & J SNACK FOODS CORP           COM             466032109      34       1822 SH         DEFINED  6,7,8     1822
J & J SNACK FOODS CORP           COM             466032109       3        163 SH         DEFINED    5        163
J D EDWARDS & CO                 COM             281667105     207      29006 SH         DEFINED  6,7,8    29006
J D EDWARDS & CO                 COM             281667105      19       2716 SH         DEFINED    5       2716
J JILL GROUP INC                 COM             466189107      37       2993 SH         DEFINED  6,7,8     2993
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>     <C>       <C>  <C>   <C>      <C>    <C>      <C>        <C>
J JILL GROUP INC                 COM             466189107       4        297 SH         DEFINED    5        297
J JILL GROUP INC                 EQUITY          466189107    1455     116400 SH         DEFINED    2                116400
J P MORGAN CHASE & CO            COM             46625H100   33697     986748 SH         DEFINED  6,7,8   986748
J P MORGAN CHASE & CO            COM             46625H100     273       7986 SH         DEFINED    5       7986
J P MORGAN CHASE + CO            EQUITY          46625H100   16152     470680 SH         DEFINED    2                470680
J.C. PENNEY & CO.                EQUITY          708160106     112      5,100 SH         DEFINED    1                 5,100
JABIL CIRCUIT INC                EQUITY          466313103      57      3,200 SH         DEFINED    1                 3,200
JABIL CIRCUIT INC                COM             466313103    1447      80840 SH         DEFINED  6,7,8    80840
JABIL CIRCUIT INC                COM             466313103      10        570 SH         DEFINED    5        570
JACK IN THE BOX INC              COM             466367109     303      10807 SH         DEFINED  6,7,8    10807
JACK IN THE BOX INC              COM             466367109      28       1006 SH         DEFINED    5       1006
JACOBS ENGR GROUP INC DEL        COM             469814107    1953      31300 SH         DEFINED  6,7,8    31300
JAKKS PAC INC                    COM             47012E106     153      11333 SH         DEFINED  6,7,8    11333
JAKKS PAC INC                    COM             47012E106       7        508 SH         DEFINED    5        508
JDA SOFTWARE GROUP INC           COM             46612K108      82       6211 SH         DEFINED  6,7,8     6211
JDA SOFTWARE GROUP INC           COM             46612K108       7        564 SH         DEFINED    5        564
JDN RLTY CORP                    COM             465917102     109      10330 SH         DEFINED  6,7,8    10330
JDN RLTY CORP                    COM             465917102      10        925 SH         DEFINED    5        925
JDS UNIPHASE CORP                EQUITY          46612J101     139     22,000 SH         DEFINED    1                22,000
JDS UNIPHASE CORP                COM             46612J101    3671     580890 SH         DEFINED  6,7,8   580890
JDS UNIPHASE CORP                COM             46612J101      25       3920 SH         DEFINED    5       3920
JDS UNIPHASE CORP                EQUITY          46612J101    2327      93400 SH         DEFINED    2                 93400
JEFFERIES GROUP INC NEW          COM             472319102     504      15283 SH         DEFINED  6,7,8    15283
JEFFERIES GROUP INC NEW          COM             472319102      20        605 SH         DEFINED    5        605
JEFFERSON PILOT                  EQUITY          475070108     113      2,550 SH         DEFINED    1                 2,550
Jefferson Pilot                  CORPBOND        475068AA0    8221  8,000,000 PRN        DEFINED    4             8,000,000
Jefferson Pilot                  CORPBOND        475529AA1    2525  2,500,000 PRN        DEFINED    4             2,500,000
JEFFERSON PILOT CORP             COM             475070108    2859      64285 SH         DEFINED  6,7,8    64285
JEFFERSON PILOT CORP             COM             475070108      20        455 SH         DEFINED    5        455
JLG INDS INC                     COM             466210101     121      13174 SH         DEFINED  6,7,8    13174
JLG INDS INC                     COM             466210101      11       1180 SH         DEFINED    5       1180
JNI CORP                         COM             46622G105      40       6427 SH         DEFINED  6,7,8     6427
JNI CORP                         COM             46622G105       4        638 SH         DEFINED    5        638
JOHN HANCOCK FINANCIAL SRVCS     EQUITY          41014S106     204      5,100 SH         DEFINED    1                 5,100
JOHN HANCOCK FINANCIAL SRVCS     EQUITY          41014S106     364       8600 SH         DEFINED    2                  8600
JOHNSON & JOHNSON                EQUITY          478160104    2940     53,060 SH         DEFINED    1                53,060
JOHNSON & JOHNSON                COM             478160104   91662    1654543 SH         DEFINED  6,7,8  1654543
JOHNSON & JOHNSON                COM             478160104     707      12756 SH         DEFINED    5      12756
JOHNSON + JOHNSON                EQUITY          478160104   40432     719602 SH         DEFINED    2                719602
Johnson and Johnson              EQUITY          478160104    5263     95,000 SH         DEFINED    4                95,000
JOHNSON CONTROLS INC             EQUITY          478366107      98      1,500 SH         DEFINED    1                 1,500
JOHNSON CTLS INC                 COM             478366107    5235      80240 SH         DEFINED  6,7,8    80240
JOHNSON CTLS INC                 COM             478366107      58        885 SH         DEFINED    5        885
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>     <C>       <C>  <C>   <C>      <C>     <C>      <C>       <C>
JOHNSON CTLS INC                 EQUITY          478366107    6484      99388 SH         DEFINED    2                 99388
JONES APPAREL GROUP INC          COM             480074103    3609     141600 SH         DEFINED  6,7,8   141600
JONES LANG LASALLE INC           COM             48020Q107     128       9358 SH         DEFINED  6,7,8     9358
JONES LANG LASALLE INC           COM             48020Q107      11        838 SH         DEFINED    5        838
JOURNAL REGISTER CO              COM             481138105     139       8402 SH         DEFINED  6,7,8     8402
JOURNAL REGISTER CO              COM             481138105      12        722 SH         DEFINED    5        722
JP MORGAN CHASE                  EQUITY          617446109      85       2500 SH         DEFINED    2                  2500
JP MORGAN CHASE                  EQUITY          46625H101     709      73100 SH         DEFINED    2                 73100
JP MORGAN CHASE & CO             EQUITY          46625H100   13727    401,958 SH         DEFINED    1               401,958
JP REALTY INC                    COM             46624A106      77       3449 SH         DEFINED  6,7,8     3449
JP REALTY INC                    COM             46624A106       7        310 SH         DEFINED    5        310
JUNIPER NETWORKS INC             COM             48203R104     629      64810 SH         DEFINED  6,7,8    64810
JUNIPER NETWORKS INC             COM             48203R104       8        840 SH         DEFINED    5        840
K MART                           EQUITY          482584109      57      8,200 SH         DEFINED    1                 8,200
K MART CORP                      COM             482584109    1448     207160 SH         DEFINED  6,7,8   207160
K MART CORP                      COM             482584109      10       1460 SH         DEFINED    5       1460
K MART CORP                      EQUITY          482584109    7168    1025000 SH         DEFINED    2               1025000
K V PHARMACEUTICAL CO            CL B CONV       482740107     186       6311 SH         DEFINED  6,7,8     6311
K V PHARMACEUTICAL CO            CL B CONV       482740107      18        626 SH         DEFINED    5        626
K2 INC                           COM             482732104      34       5638 SH         DEFINED  6,7,8     5638
K2 INC                           COM             482732104       3        505 SH         DEFINED    5        505
KADANT INC                       COM             48282T104       5        359 SH         DEFINED  6,7,8      359
KADANT INC                       COM             48282T104       4        332 SH         DEFINED    5        332
Kafus Environmental Industries   EQUITY          482910106             75,000 SH         DEFINED    4                75,000
KAISER ALUMINUM CORP             COM             483007100      24       9312 SH         DEFINED  6,7,8     9312
KAISER ALUMINUM CORP             COM             483007100       2        834 SH         DEFINED    5        834
KAMAN CORP                       CL A            483548103      93       7032 SH         DEFINED  6,7,8     7032
KAMAN CORP                       CL A            483548103       8        630 SH         DEFINED    5        630
KANA SOFTWARE INC                COM             483600102      15      42559 SH         DEFINED  6,7,8    42559
KANA SOFTWARE INC                COM             483600102       1       4116 SH         DEFINED    5       4116
KANSAS CITY LIFE INS CO          COM             484836101      68       1929 SH         DEFINED  6,7,8     1929
KANSAS CITY LIFE INS CO          COM             484836101       6        173 SH         DEFINED    5        173
KANSAS CITY PWR & LT CO          COM             485134100    1892      72500 SH         DEFINED  6,7,8    72500
KANSAS CITY SOUTHN INDS INC      COM NEW         485170302     220      18336 SH         DEFINED  6,7,8    18336
KANSAS CITY SOUTHN INDS INC      COM NEW         485170302      19       1592 SH         DEFINED    5       1592
KAYDON CORP                      COM             486587108     916      43769 SH         DEFINED  6,7,8    43769
KAYDON CORP                      COM             486587108      16        751 SH         DEFINED    5        751
KB HOME                          EQUITY          48666K109      20        700 SH         DEFINED    1                   700
KB HOME                          COM             48666K109    1154      40608 SH         DEFINED  6,7,8    40608
KB HOME                          COM             48666K109      31       1090 SH         DEFINED    5       1090
KCS ENERGY INC                   COM             482434206      27       7518 SH         DEFINED  6,7,8     7518
KCS ENERGY INC                   COM             482434206       2        708 SH         DEFINED    5        708
KEANE INC                        COM             486665102    1290      94512 SH         DEFINED  6,7,8    94512
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>     <C>       <C>  <C>   <C>      <C>     <C>      <C>       <C>
KEANE INC                        COM             486665102      20       1450 SH         DEFINED    5       1450
KEITH COMPANIES INC COM          EQUITY          487539108    5733     627200 SH         Sole       3     627200
KEITHLEY INSTRS INC              COM             487584104      24       1700 SH         DEFINED  6,7,8     1700
KEITHLEY INSTRS INC              COM             487584104       2        169 SH         DEFINED    5        169
KELLOGG                          EQUITY          487836108     201      6,700 SH         DEFINED    1                 6,700
KELLOGG CO                       COM             487836108    5400     180010 SH         DEFINED  6,7,8   180010
KELLOGG CO                       COM             487836108      36       1210 SH         DEFINED    5       1210
KELLWOOD CO                      COM             488044108     132       7141 SH         DEFINED  6,7,8     7141
KELLWOOD CO                      COM             488044108      12        639 SH         DEFINED    5        639
KELLY SVCS INC                   CL A            488152208     950      47012 SH         DEFINED  6,7,8    47012
KELLY SVCS INC                   CL A            488152208       9        449 SH         DEFINED    5        449
KEMET CORP                       COM             488360108    2528     153602 SH         DEFINED  6,7,8   153602
KEMET CORP                       COM             488360108      19       1150 SH         DEFINED    5       1150
KENDLE INTERNATIONAL INC         COM             48880L107      56       2826 SH         DEFINED  6,7,8     2826
KENDLE INTERNATIONAL INC         COM             48880L107       5        272 SH         DEFINED    5        272
KENNAMETAL INC                   COM             489170100    1453      45523 SH         DEFINED  6,7,8    45523
KENNAMETAL INC                   COM             489170100      27        832 SH         DEFINED    5        832
KENNAMETAL INC COM               EQUITY          489170100   16723     523900 SH         Sole       3     514600               9300
KERR MCGEE CORP                  EQUITY          492386107      89      1,716 SH         DEFINED    1                 1,716
KERR MCGEE CORP                  COM             492386107    3495      67324 SH         DEFINED  6,7,8    67324
KERR MCGEE CORP                  COM             492386107      16        301 SH         DEFINED    5        301
KERYX BIOPHARMACEUTICALS INC     COM             492515101      22       3533 SH         DEFINED  6,7,8     3533
KERYX BIOPHARMACEUTICALS INC     COM             492515101       2        351 SH         DEFINED    5        351
KEY ENERGY SVCS INC              COM             492914106     168      26471 SH         DEFINED  6,7,8    26471
KEY ENERGY SVCS INC              COM             492914106      16       2567 SH         DEFINED    5       2567
KEY ENERGY SVCS INC              EQUITY          492914122     116       5000 SH         DEFINED    2                  5000
KEY PRODTN INC                   COM             493138101      46       3963 SH         DEFINED  6,7,8     3963
KEY PRODTN INC                   COM             493138101       5        393 SH         DEFINED    5        393
KEY3MEDIA GROUP INC              COM             49326R104      34       8584 SH         DEFINED  6,7,8     8584
KEY3MEDIA GROUP INC              COM             49326R104       3        822 SH         DEFINED    5        822
KEYCORP                          EQUITY          493267108     169      7,000 SH         DEFINED    1                 7,000
KeyCorp Institutional            CORPBOND        493265AC6    5890  6,000,000 PRN        DEFINED    4             6,000,000
KEYCORP NEW                      COM             493267108    4333     179500 SH         DEFINED  6,7,8   179500
KEYCORP NEW                      COM             493267108      31       1270 SH         DEFINED    5       1270
KEYNOTE SYS INC                  COM             493308100      53       7006 SH         DEFINED  6,7,8     7006
KEYNOTE SYS INC                  COM             493308100       5        663 SH         DEFINED    5        663
KEYSPAN CORP                     COM             49337W100    2629      79090 SH         DEFINED  6,7,8    79090
KEYSPAN CORP                     COM             49337W100      14        410 SH         DEFINED    5        410
KEYSPAN CORPORTATION             EQUITY          49337W100    2756     82,900 SH         DEFINED    1                82,900
KEYSTONE PPTY TR CORP            COM             493596100      27       2132 SH         DEFINED  6,7,8     2132
KEYSTONE PPTY TR CORP            COM             493596100       2        191 SH         DEFINED    5        191
KFORCE INC                       COM             493732101      39       7741 SH         DEFINED  6,7,8     7741
KFORCE INC                       COM             493732101       3        693 SH         DEFINED    5        693
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>     <C>       <C>  <C>   <C>      <C>    <C>       <C>       <C>
KILROY RLTY CORP                 COM             49427F108     192       7684 SH         DEFINED  6,7,8     7684
KILROY RLTY CORP                 COM             49427F108      17        668 SH         DEFINED    5        668
KILROY RLTY CORP COM             EQUITY          49427F108   11961     479400 SH         Sole       3     417168              62232
KIMBALL INTL INC                 CL B            494274103     143      10900 SH         DEFINED  6,7,8    10900
KIMBALL INTL INC                 CL B            494274103      13        976 SH         DEFINED    5        976
KIMBERLY CLARK CORP              COM             494368103   19670     317260 SH         DEFINED  6,7,8   317260
KIMBERLY CLARK CORP              COM             494368103     190       3060 SH         DEFINED    5       3060
KIMBERLY-CLARK CORP              EQUITY          494368103   22600    364,520 SH         DEFINED    1               364,520
KIMCO REALTY CORP COM            EQUITY          49446R109   40229     828600 SH         Sole       3     706100             122500
KINDER MORGAN ENERGY PRTNRS      EQUITY          494550106    8822    254,900 SH         DEFINED    1               254,900
KINDER MORGAN INC                EQUITY          49455P101      93      1,900 SH         DEFINED    1                 1,900
KINDER MORGAN INC KANS           COM             49455P101    2380      48360 SH         DEFINED  6,7,8    48360
KINDER MORGAN INC KANS           COM             49455P101      17        340 SH         DEFINED    5        340
KING PHARMACEUTICALS COM         EQUITY          495582108  131358    3131303 SH         Sole       3    2997986             133317
KING PHARMACEUTICALS INC         EQUITY          495582108     158      3,766 SH         DEFINED    1                 3,766
KING PHARMACEUTICALS INC         COM             495582108    4553     108531 SH         DEFINED  6,7,8   108531
KING PHARMACEUTICALS INC         COM             495582108      29        680 SH         DEFINED    5        680
KIRBY CORP                       COM             497266106     132       5858 SH         DEFINED  6,7,8     5858
KIRBY CORP                       COM             497266106      12        525 SH         DEFINED    5        525
KLA TENCOR CORP                  EQUITY          482480100    2084      66000 SH         DEFINED    2                 66000
KLA-TENCOR CORP                  EQUITY          482480100      98      3,100 SH         DEFINED    1                 3,100
KLA-TENCOR CORP                  COM             482480100    2935      92930 SH         DEFINED  6,7,8    92930
KLA-TENCOR CORP                  COM             482480100      17        550 SH         DEFINED    5        550
KMC TELECOM HOLDINGS INC         EQUITY          482562121               8300 SH         DEFINED    2                  8300
KNIGHT RIDDER INC                COM             499040103    4463      79910 SH         DEFINED  6,7,8    79910
KNIGHT RIDDER INC                COM             499040103      47        850 SH         DEFINED    5        850
KNIGHT RIDDER INC.               EQUITY          499040103      67      1,200 SH         DEFINED    1                 1,200
KNIGHT TRANSN INC                COM             499064103      58       3051 SH         DEFINED  6,7,8     3051
KNIGHT TRANSN INC                COM             499064103       6        303 SH         DEFINED    5        303
KNIGHTBRIDGE TANKERS LTD         EQUITY          G5299G106    9823    561,000 SH         DEFINED    1               561,000
KNOLOGY INC                      EQUITY          499183119              12000 SH         DEFINED    2                 12000
KOGER EQUITY INC                 COM             500228101     146       8423 SH         DEFINED  6,7,8     8423
KOGER EQUITY INC                 COM             500228101      13        724 SH         DEFINED    5        724
KOHLS CORP                       COM             500255104    6762     140870 SH         DEFINED  6,7,8   140870
KOHLS CORP                       COM             500255104      48        990 SH         DEFINED    5        990
KOHLS CORPORATION                EQUITY          500255104   11042    230,040 SH         DEFINED    1               230,040
KONINKLIJKE PHILIPS ELECTRS NV   SP ADR NEW2000  500472303     889      46064 SH         DEFINED  6,7,8    46064
KOPIN CORP                       COM             500600101     256      24543 SH         DEFINED  6,7,8    24543
KOPIN CORP                       COM             500600101      18       1768 SH         DEFINED    5       1768
KOREA FUND INC                   EQUITY          500634100     309     34,000 SH         DEFINED    1                34,000
KORN FERRY INTL                  COM NEW         500643200     450      54522 SH         DEFINED  6,7,8    54522
KORN FERRY INTL                  COM NEW         500643200       9       1054 SH         DEFINED    5       1054
KOS PHARMACEUTICALS INC          COM             500648100      38       1353 SH         DEFINED  6,7,8     1353
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>     <C>       <C>  <C>   <C>      <C>    <C>      <C>        <C>
KOS PHARMACEUTICALS INC          COM             500648100       4        134 SH         DEFINED    5        134
KOSAN BIOSCIENCES INC            COM             50064W107      21       3904 SH         DEFINED  6,7,8     3904
KOSAN BIOSCIENCES INC            COM             50064W107       2        385 SH         DEFINED    5        385
KRAFT FOODS INC                  CL A            50075N104     370      10760 SH         DEFINED  6,7,8    10760
KRAMONT RLTY TR                  COM SH BEN INT  50075Q107      74       5894 SH         DEFINED  6,7,8     5894
KRAMONT RLTY TR                  COM SH BEN INT  50075Q107       7        528 SH         DEFINED    5        528
KROGER CO                        COM             501044101    8469     343720 SH         DEFINED  6,7,8   343720
KROGER CO                        COM             501044101      60       2420 SH         DEFINED    5       2420
KROGER CO.                       EQUITY          501044101     330     13,400 SH         DEFINED    1                13,400
KROLL INC                        COM             501049100      53       4678 SH         DEFINED  6,7,8     4678
KROLL INC                        COM             501049100       5        419 SH         DEFINED    5        419
Kroll-O'Gara Company             EQUITY          501050108   16450  1,444,212 SH         DEFINED    1             1,444,212
KRONOS INC                       COM             501052104     145       3544 SH         DEFINED  6,7,8     3544
KRONOS INC                       COM             501052104      14        352 SH         DEFINED    5        352
K-SWISS INC                      CL A            482686102      52       2108 SH         DEFINED  6,7,8     2108
K-SWISS INC                      CL A            482686102       5        189 SH         DEFINED    5        189
KUBOTA CORP                      ADR             501173207      76       1350 SH         DEFINED  6,7,8     1350
KULICKE & SOFFA INDS INC         COM             501242101     158      14490 SH         DEFINED  6,7,8    14490
KULICKE & SOFFA INDS INC         COM             501242101      14       1328 SH         DEFINED    5       1328
L 3 COMMUNICATIONS HLDG CORP     EQUITY          502424104  122187     139800 SH         DEFINED    2                139800
L-3 COMMUNICATIONS HLDGS INC     COM             502424104    5735      65582 SH         DEFINED  6,7,8    65582
L3 COMMUNICATIONS HOLDINGS 5.2   EQUITY          502424AA2   16192     127000 SH         Sole       3     127000
LA JOLLA PHARMACEUTICAL CO       COM             503459109      80      19553 SH         DEFINED  6,7,8    19553
LA JOLLA PHARMACEUTICAL CO       COM             503459109       4        894 SH         DEFINED    5        894
LA QUINTA PPTYS INC              PAIRED CTF      50419Q409     178      40418 SH         DEFINED  6,7,8    40418
LA QUINTA PPTYS INC              PAIRED CTF      50419Q409      16       3619 SH         DEFINED    5       3619
LA Z BOY INC                     COM             505336107     238      15058 SH         DEFINED  6,7,8    15058
LA Z BOY INC                     COM             505336107      21       1308 SH         DEFINED    5       1308
Lab Corp of America Holdings     EQUITY          50540R409     970     12,000 SH         DEFINED    4                12,000
LABOR READY INC                  COM NEW         505401208      41      12733 SH         DEFINED  6,7,8    12733
LABOR READY INC                  COM NEW         505401208       4       1140 SH         DEFINED    5       1140
LABORATORY CORP OF AMERICA       EQUITY          50540R409   13316     164700 SH         Sole       3     133500              31200
LABRANCHE & CO INC               COM             505447102    1492      67200 SH         DEFINED  6,7,8    67200
LACLEDE GAS CO                   COM             505588103     142       5934 SH         DEFINED  6,7,8     5934
LACLEDE GAS CO                   COM             505588103      13        531 SH         DEFINED    5        531
LADISH INC                       COM NEW         505754200      23       2839 SH         DEFINED  6,7,8     2839
LADISH INC                       COM NEW         505754200       2        256 SH         DEFINED    5        256
LAKELAND BANCORP INC             COM             511637100      47       3375 SH         DEFINED  6,7,8     3375
LAKELAND BANCORP INC             COM             511637100       4        310 SH         DEFINED    5        310
LAM RESEARCH CORP                COM             512807108    2454     144800 SH         DEFINED  6,7,8   144800
LAM RESH CORP                    EQUITY          512807108    8392     156950 SH         DEFINED    2                156950
LAMAR ADVERTISING CO CL A        EQUITY          512815101     782      25800 SH         Sole       3                         25800
LAMAR CORP CV                    EQUITY          512815af8    4581    4860000 SH         Sole       3    4181000             679000
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>     <C>       <C>  <C>   <C>      <C>     <C>      <C>       <C>
LANCASTER COLONY CORP            COM             513847103    1466      52341 SH         DEFINED  6,7,8    52341
LANCASTER COLONY CORP            COM             513847103      21        762 SH         DEFINED    5        762
LANCE INC                        COM             514606102     549      41361 SH         DEFINED  6,7,8    41361
LANCE INC                        COM             514606102       9        668 SH         DEFINED    5        668
LANDAMERICA FINL GROUP INC       COM             514936103     188       5657 SH         DEFINED  6,7,8     5657
LANDAMERICA FINL GROUP INC       COM             514936103      17        507 SH         DEFINED    5        507
LANDAUER INC                     COM             51476K103      77       2261 SH         DEFINED  6,7,8     2261
LANDAUER INC                     COM             51476K103       8        224 SH         DEFINED    5        224
LANDRYS RESTAURANTS INC          COM             51508L103      71       4807 SH         DEFINED  6,7,8     4807
LANDRYS RESTAURANTS INC          COM             51508L103       6        431 SH         DEFINED    5        431
LANDS END INC                    COM             515086106    1090      37718 SH         DEFINED  6,7,8    37718
LANDS END INC                    COM             515086106       9        316 SH         DEFINED    5        316
LANDSTAR SYS INC                 COM             515098101     340       5316 SH         DEFINED  6,7,8     5316
LANDSTAR SYS INC                 COM             515098101      15        230 SH         DEFINED    5        230
LANTRONIX INC                    COM             516548104      27       4427 SH         DEFINED  6,7,8     4427
LANTRONIX INC                    COM             516548104       3        529 SH         DEFINED    5        529
LARGE SCALE BIOLOGY CORP         COM             517053104      14       3653 SH         DEFINED  6,7,8     3653
LARGE SCALE BIOLOGY CORP         COM             517053104       1        361 SH         DEFINED    5        361
LASALLE HOTEL PPTYS              COM SH BEN INT  517942108      35       3838 SH         DEFINED  6,7,8     3838
LASALLE HOTEL PPTYS              COM SH BEN INT  517942108       3        344 SH         DEFINED    5        344
LATTICE SEMICONDUCTOR CORP       COM             518415104    2109     134325 SH         DEFINED  6,7,8   134325
LAWSON PRODS INC                 COM             520776105      38       1554 SH         DEFINED  6,7,8     1554
LAWSON PRODS INC                 COM             520776105       3        139 SH         DEFINED    5        139
LEAP WIRELESS INTL INC           COM             521863100     128       8158 SH         DEFINED  6,7,8     8158
LEAP WIRELESS INTL INC           COM             521863100      13        850 SH         DEFINED    5        850
LEAP WIRELESS INTL INC           EQUITY          521863118     370      12250 SH         DEFINED    2                 12250
LEAR CORP                        COM             521865105    3180     117700 SH         DEFINED  6,7,8   117700
LEARNING TREE INTL INC           COM             522015106      68       3328 SH         DEFINED  6,7,8     3328
LEARNING TREE INTL INC           COM             522015106       7        330 SH         DEFINED    5        330
LECROY CORP                      COM             52324W109      39       2003 SH         DEFINED  6,7,8     2003
LECROY CORP                      COM             52324W109       4        199 SH         DEFINED    5        199
LEE ENTERPRISES INC              COM             523768109    2018      63730 SH         DEFINED  6,7,8    63730
LEE ENTERPRISES INC              COM             523768109      38       1193 SH         DEFINED    5       1193
LEGATO SYS INC                   COM             524651106     709     129302 SH         DEFINED  6,7,8   129302
LEGATO SYS INC                   COM             524651106      13       2431 SH         DEFINED    5       2431
LEGG MASON INC                   COM             524901105    3038      76400 SH         DEFINED  6,7,8    76400
LEGGETT & PLATT INC              COM             524660107    1618      82990 SH         DEFINED  6,7,8    82990
LEGGETT & PLATT INC              COM             524660107      12        590 SH         DEFINED    5        590
LEGGETT & PLATT INC.             EQUITY          524660107      64      3,300 SH         DEFINED    1                 3,300
LEGGETT + PLATT INC              EQUITY          524660107    5538     284018 SH         DEFINED    2                284018
LEHMAN BROS HLDGS INC            COM             524908100   10433     183520 SH         DEFINED  6,7,8   183520
LEHMAN BROS HLDGS INC            COM             524908100      76       1345 SH         DEFINED    5       1345
LEHMAN BROTHERS HLDGS INC        EQUITY          524908100   24669     430500 SH         DEFINED    2                430500
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>     <C>       <C>  <C>   <C>      <C>     <C>      <C>       <C>
LENNAR CORP                      COM             526057104    4282     118800 SH         DEFINED  6,7,8   118800
LENNAR CORP                      COM             526057104      15        420 SH         DEFINED    5        420
LENNAR CORP COM                  EQUITY          526057104   35359     981100 SH         Sole       3     951900              29200
LENNOX INTL INC                  COM             526107107     125      13485 SH         DEFINED  6,7,8    13485
LENNOX INTL INC                  COM             526107107      11       1208 SH         DEFINED    5       1208
LEUCADIA NATL CORP               COM             527288104    2022      64800 SH         DEFINED  6,7,8    64800
LEVEL 3 COMMUNICATIONS INC       COM             52729N100      17       4610 SH         DEFINED  6,7,8     4610
LEXAR MEDIA INC                  EQUITY          52886P104     965    965,215 SH         DEFINED    1               965,215
LEXAR MEDIA INC                  COM             52886P104      10       9718 SH         DEFINED  6,7,8     9718
LEXAR MEDIA INC                  COM             52886P104       1        927 SH         DEFINED    5        927
LEXENT INC                       COM             52886Q102      39       5435 SH         DEFINED  6,7,8     5435
LEXENT INC                       COM             52886Q102       4        539 SH         DEFINED    5        539
LEXICON GENETICS INC             COM             528872104      69       9113 SH         DEFINED  6,7,8     9113
LEXICON GENETICS INC             COM             528872104       7        899 SH         DEFINED    5        899
LEXINGTON CORP PPTYS TR          COM             529043101      72       4941 SH         DEFINED  6,7,8     4941
LEXINGTON CORP PPTYS TR          COM             529043101       6        443 SH         DEFINED    5        443
LEXMARK INTERNATIONAL INC        EQUITY          529771107    1933     43,240 SH         DEFINED    1                43,240
LEXMARK INTL NEW                 CL A            529771107    3867      86500 SH         DEFINED  6,7,8    86500
LEXMARK INTL NEW                 CL A            529771107      28        630 SH         DEFINED    5        630
LIBBEY INC                       COM             529898108     147       4567 SH         DEFINED  6,7,8     4567
LIBBEY INC                       COM             529898108      13        410 SH         DEFINED    5        410
LIBERATE TECHNOLOGIES            COM             530129105     308      30962 SH         DEFINED  6,7,8    30962
LIBERATE TECHNOLOGIES            COM             530129105      28       2858 SH         DEFINED    5       2858
LIBERTY CORP S C                 COM             530370105     211       5318 SH         DEFINED  6,7,8     5318
LIBERTY CORP S C                 COM             530370105      18        456 SH         DEFINED    5        456
LIBERTY DIGITAL INC              CL A            530436104      24       6101 SH         DEFINED  6,7,8     6101
LIBERTY DIGITAL INC              CL A            530436104       2        601 SH         DEFINED    5        601
LIBERTY LIVEWIRE CORP            CL A            530709104      11       1649 SH         DEFINED  6,7,8     1649
LIBERTY LIVEWIRE CORP            CL A            530709104       1        152 SH         DEFINED    5        152
LIBERTY MEDIA CORP A             EQUITY          530715101      15       1200 SH         DEFINED    2                  1200
LIBERTY MEDIA CORP NEW           COM SER A       530718105      25       1939 SH         DEFINED  6,7,8     1939
LIBERTY MEDIA CORP NEW           EQUITY          530718105    5404     427100 SH         DEFINED    2                427100
LIBERTY PPTY TR                  SH BEN INT      531172104     327      11400 SH         DEFINED  6,7,8    11400
LIBERTY PPTY TR SH BEN INT       EQUITY          531172104   11685     407300 SH         Sole       3     355800              51500
LIBERTY PROPERTY TRUST           EQUITY          531172104    3750    130,700 SH         DEFINED    1               130,700
LIFEPOINT HOSPITALS INC          COM             53219L109    2826      64230 SH         DEFINED  6,7,8    64230
LIFEPOINT HOSPITALS INC          COM             53219L109      46       1043 SH         DEFINED    5       1043
LIFEPOINT HOSPS INC              EQUITY          53219L109    1044      32300 SH         DEFINED    2                 32300
LIGAND PHARMACEUTICALS INC       CL B            53220K207     359      39059 SH         DEFINED  6,7,8    39059
LIGAND PHARMACEUTICALS INC       CL B            53220K207      10       1121 SH         DEFINED    5       1121
LIGHTBRIDGE INC                  COM             532226107      75       7305 SH         DEFINED  6,7,8     7305
LIGHTBRIDGE INC                  COM             532226107       7        725 SH         DEFINED    5        725
LIGHTPATH TECHNOLOGIES INC       CL A            532257102      11       6043 SH         DEFINED  6,7,8     6043
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>     <C>       <C>  <C>   <C>      <C>     <C>      <C>       <C>
LIGHTPATH TECHNOLOGIES INC       CL A            532257102       1        545 SH         DEFINED    5        545
LILLY ELI & CO                   COM             532457108   48062     595560 SH         DEFINED  6,7,8   595560
LILLY ELI & CO                   COM             532457108     379       4700 SH         DEFINED    5       4700
LILLY ELI AND COMPANY            EQUITY          532457108    1509     18,700 SH         DEFINED    1                18,700
LIMITED INC                      EQUITY          532716107      67      7,000 SH         DEFINED    1                 7,000
LIMITED INC                      COM             532716107    1713     180320 SH         DEFINED  6,7,8   180320
LIMITED INC                      COM             532716107      12       1270 SH         DEFINED    5       1270
LINCARE HLDGS INC                COM             532791100    3337     125600 SH         DEFINED  6,7,8   125600
LINCOLN ELEC HLDGS INC           COM             533900106     210       9554 SH         DEFINED  6,7,8     9554
LINCOLN ELEC HLDGS INC           COM             533900106      19        856 SH         DEFINED    5        856
LINCOLN NATIONAL CORP.           EQUITY          534187109     145      3,100 SH         DEFINED    1                 3,100
LINCOLN NATL CORP IND            EQUITY          534187109      35        830 SH         DEFINED    2                   830
LINCOLN NATL CORP IND            COM             534187109    7136     153040 SH         DEFINED  6,7,8   153040
LINCOLN NATL CORP IND            COM             534187109      59       1260 SH         DEFINED    5       1260
LINDSAY MFG CO                   COM             535555106      51       2861 SH         DEFINED  6,7,8     2861
LINDSAY MFG CO                   COM             535555106       5        282 SH         DEFINED    5        282
LINEAR TECHNOLOGY CORP           EQUITY          535678106     174      5,300 SH         DEFINED    1                 5,300
LINEAR TECHNOLOGY CORP           COM             535678106    5362     163480 SH         DEFINED  6,7,8   163480
LINEAR TECHNOLOGY CORP           COM             535678106      31        950 SH         DEFINED    5        950
LINENS N THINGS INC              COM             535679104     247      13307 SH         DEFINED  6,7,8    13307
LINENS N THINGS INC              COM             535679104      18        980 SH         DEFINED    5        980
LIQUI BOX CORP                   COM             536314107      32        784 SH         DEFINED  6,7,8      784
LIQUI BOX CORP                   COM             536314107       3         74 SH         DEFINED    5         74
LITHIA MTRS INC                  CL A            536797103      27       1946 SH         DEFINED  6,7,8     1946
LITHIA MTRS INC                  CL A            536797103       2        174 SH         DEFINED    5        174
LITTELFUSE INC                   COM             537008104     118       5327 SH         DEFINED  6,7,8     5327
LITTELFUSE INC                   COM             537008104      11        491 SH         DEFINED    5        491
LIZ CLAIBORNE INC                EQUITY          539320101      34        900 SH         DEFINED    1                   900
LIZ CLAIBORNE INC                COM             539320101     838      22230 SH         DEFINED  6,7,8    22230
LIZ CLAIBORNE INC                COM             539320101       6        160 SH         DEFINED    5        160
LNR PPTY CORP                    COM             501940100     207       6909 SH         DEFINED  6,7,8     6909
LNR PPTY CORP                    COM             501940100      18        599 SH         DEFINED    5        599
LOCAL FINL CORP                  COM             539553107      80       5952 SH         DEFINED  6,7,8     5952
LOCAL FINL CORP                  COM             539553107       7        533 SH         DEFINED    5        533
LOCKHEED MARTIN CORP             EQUITY          539830109     315      7,200 SH         DEFINED    1                 7,200
LOCKHEED MARTIN CORP             COM             539830109    9931     227000 SH         DEFINED  6,7,8   227000
LOCKHEED MARTIN CORP             COM             539830109      56       1290 SH         DEFINED    5       1290
LODGENET ENTMT CORP              COM             540211109      31       2808 SH         DEFINED  6,7,8     2808
LODGENET ENTMT CORP              COM             540211109       3        259 SH         DEFINED    5        259
LOEWS CORP                       COM             540424108    5507     119000 SH         DEFINED  6,7,8   119000
LOEWS CORP                       COM             540424108      27        590 SH         DEFINED    5        590
LOEWS CORP.                      EQUITY          540424108     153      3,300 SH         DEFINED    1                 3,300
LO-JACK CORPORATION              EQUITY          539451104    1200    240,000 SH         DEFINED    1               240,000
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>     <C>       <C>  <C>   <C>      <C>    <C>      <C>       <C>
LONE STAR STEAKHOUSE SALOON      COM             542307103      61       5629 SH         DEFINED  6,7,8     5629
LONE STAR STEAKHOUSE SALOON      COM             542307103       5        504 SH         DEFINED    5        504
LONE STAR TECHNOLOGIES INC       COM             542312103      88       7063 SH         DEFINED  6,7,8     7063
LONE STAR TECHNOLOGIES INC       COM             542312103       9        701 SH         DEFINED    5        701
LONGS DRUG STORES CORP           COM             543162101    1707      62745 SH         DEFINED  6,7,8    62745
LONGS DRUG STORES CORP           COM             543162101      22        825 SH         DEFINED    5        825
LONGVIEW FIBRE CO                COM             543213102     770      76211 SH         DEFINED  6,7,8    76211
LONGVIEW FIBRE CO                COM             543213102      14       1383 SH         DEFINED    5       1383
LOUDCLOUD INC                    COM             545735102       8       7185 SH         DEFINED  6,7,8     7185
LOUDCLOUD INC                    COM             545735102       1        695 SH         DEFINED    5        695
LOUISIANA PAC CORP               COM             546347105     500      76966 SH         DEFINED  6,7,8    76966
LOUISIANA PAC CORP               COM             546347105      20       3148 SH         DEFINED    5       3148
LOUISIANA PACIFIC                EQUITY          546347105      11      1,700 SH         DEFINED    1                 1,700
LOWE'S COMPANIES                 EQUITY          548661107   11988    378,770 SH         DEFINED    1               378,770
LOWES COS INC                    COM             548661107   11389     359830 SH         DEFINED  6,7,8   359830
LOWES COS INC                    COM             548661107      93       2950 SH         DEFINED    5       2950
LOWES COS INC COM                EQUITY          548661107    1503      47500 SH         Sole       3      47500
LSI INDS INC                     COM             50216C108      71       2852 SH         DEFINED  6,7,8     2852
LSI INDS INC                     COM             50216C108       7        265 SH         DEFINED    5        265
LSI LOGIC CORP                   EQUITY          502161102      71      6,000 SH         DEFINED    1                 6,000
LSI LOGIC CORP                   COM             502161102    1988     169160 SH         DEFINED  6,7,8   169160
LSI LOGIC CORP                   COM             502161102      17       1410 SH         DEFINED    5       1410
LTX CORP                         COM             502392103    1026      75416 SH         DEFINED  6,7,8    75416
LTX CORP                         COM             502392103      18       1307 SH         DEFINED    5       1307
LUBRIZOL CORP                    COM             549271104    2784      88100 SH         DEFINED  6,7,8    88100
LUBYS INC                        COM             549282101      50       7048 SH         DEFINED  6,7,8     7048
LUBYS INC                        COM             549282101       5        631 SH         DEFINED    5        631
LUCENT TECH                      EQUITY          054963107       9       1600 SH         DEFINED    2                  1600
LUCENT TECHNOLOGIES              EQUITY          549463107    5184    904,745 SH         DEFINED    1               904,745
LUCENT TECHNOLOGIES INC          COM             549463107    8984    1567952 SH         DEFINED  6,7,8  1567952
LUCENT TECHNOLOGIES INC          COM             549463107      73      12750 SH         DEFINED    5      12750
LUFKIN INDS INC                  COM             549764108      39       1717 SH         DEFINED  6,7,8     1717
LUFKIN INDS INC                  COM             549764108       4        154 SH         DEFINED    5        154
Lumbermens Mutual                CORPBOND        550060AC1    5675  6,875,000 PRN        DEFINED    4             6,875,000
LUMINENT INC                     COM             55027R103       7       3669 SH         DEFINED  6,7,8     3669
LUMINENT INC                     COM             55027R103       1        351 SH         DEFINED    5        351
LUMINEX CORP DEL                 COM             55027E102      62       4511 SH         DEFINED  6,7,8     4511
LUMINEX CORP DEL                 COM             55027E102       6        448 SH         DEFINED    5        448
LYDALL INC DEL                   COM             550819106      31       4659 SH         DEFINED  6,7,8     4659
LYDALL INC DEL                   COM             550819106       3        419 SH         DEFINED    5        419
LYNCH INTERACTIVE CORP           COM             551146103      30        610 SH         DEFINED  6,7,8      610
LYNCH INTERACTIVE CORP           COM             551146103       3         61 SH         DEFINED    5         61
LYONDELL CHEMICAL CO             COM             552078107    1577     137700 SH         DEFINED  6,7,8   137700
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>     <C>       <C>  <C>   <C>      <C>     <C>      <C>       <C>
M & T BK CORP                    COM             55261F104    8406     113600 SH         DEFINED  6,7,8   113600
M D C HLDGS INC                  COM             552676108     145       5214 SH         DEFINED  6,7,8     5214
M D C HLDGS INC                  COM             552676108      12        447 SH         DEFINED    5        447
M/I SCHOTTENSTEIN HOMES INC      COM             55305B101      63       1851 SH         DEFINED  6,7,8     1851
M/I SCHOTTENSTEIN HOMES INC      COM             55305B101       6        166 SH         DEFINED    5        166
MACDERMID INC                    COM             554273102      82       6435 SH         DEFINED  6,7,8     6435
MACDERMID INC                    COM             554273102       7        580 SH         DEFINED    5        580
MACERICH CO                      COM             554382101     216       9791 SH         DEFINED  6,7,8     9791
MACERICH CO                      COM             554382101      19        847 SH         DEFINED    5        847
MACERICH CO COM                  EQUITY          554382101    2551     115416 SH         Sole       3     115416
MACK CALI REALTY CORP COM        EQUITY          554489104    4185     135000 SH         Sole       3     135000
MACK-CALI REALTY CORP            EQUITY          554489104    2365     76,300 SH         DEFINED    1                76,300
MACROCHEM CORP DEL               COM             555903103      15       6011 SH         DEFINED  6,7,8     6011
MACROCHEM CORP DEL               COM             555903103       1        597 SH         DEFINED    5        597
MACROMEDIA INC                   COM             556100105    1036      85585 SH         DEFINED  6,7,8    85585
MACROMEDIA INC                   COM             556100105      19       1576 SH         DEFINED    5       1576
MACROVISION CORP                 COM             555904101    1668      58700 SH         DEFINED  6,7,8    58700
MADDEN STEVEN LTD                COM             556269108      25       2433 SH         DEFINED  6,7,8     2433
MADDEN STEVEN LTD                COM             556269108       2        241 SH         DEFINED    5        241
MADISON GAS & ELEC CO            COM             557497104     125       4953 SH         DEFINED  6,7,8     4953
MADISON GAS & ELEC CO            COM             557497104      11        446 SH         DEFINED    5        446
MADISON GAS & ELECTRIC CO        EQUITY          557497104     377     15,000 SH         DEFINED    1                15,000
MAF BANCORP INC                  COM             55261R108     166       5798 SH         DEFINED  6,7,8     5798
MAF BANCORP INC                  COM             55261R108      14        499 SH         DEFINED    5        499
MAGELLAN HEALTH SVCS INC         COM             559079108      75       6562 SH         DEFINED  6,7,8     6562
MAGELLAN HEALTH SVCS INC         COM             559079108       7        651 SH         DEFINED    5        651
MAGNA ENTMT CORP                 CL A            559211107      40       6529 SH         DEFINED  6,7,8     6529
MAGNA ENTMT CORP                 CL A            559211107       4        618 SH         DEFINED    5        618
MAGNA INTL INC                   CL A            559222401    1178      22339 SH         DEFINED  6,7,8    22339
MAGNETEK INC                     COM             559424106      59       6413 SH         DEFINED  6,7,8     6413
MAGNETEK INC                     COM             559424106       5        574 SH         DEFINED    5        574
MAGNUM HUNTER RES INC            COM PAR $0.002  55972F203      78       8183 SH         DEFINED  6,7,8     8183
MAGNUM HUNTER RES INC            COM PAR $0.002  55972F203       8        812 SH         DEFINED    5        812
MAIL-WELL INC                    COM             560321200      36       9726 SH         DEFINED  6,7,8     9726
MAIL-WELL INC                    COM             560321200       3        871 SH         DEFINED    5        871
MAIN STR BKS INC NEW             COM             56034R102      49       2712 SH         DEFINED  6,7,8     2712
MAIN STR BKS INC NEW             COM             56034R102       5        269 SH         DEFINED    5        269
MAKITA CORP                      ADR NEW         560877300      17       3000 SH         DEFINED  6,7,8     3000
MANAGEMENT NETWORK GROUP INC     COM             561693102      16       2583 SH         DEFINED  6,7,8     2583
MANAGEMENT NETWORK GROUP INC     COM             561693102       2        256 SH         DEFINED    5        256
MANDALAY RESORT GROUP            COM             562567107    1436      88500 SH         DEFINED  6,7,8    88500
MANHATTAN ASSOCS INC             COM             562750109      68       4036 SH         DEFINED  6,7,8     4036
MANHATTAN ASSOCS INC             COM             562750109       7        400 SH         DEFINED    5        400
</TABLE>


<PAGE>

<TABLE>
<S>                             <C>            <C>       <C>     <C>         <C> <C>  <C>      <C>      <C>     <C>        <C>  
MANITOWOC INC                   COM            563571108    174        7191  SH       DEFINED  6, 7, 8    7191             
MANITOWOC INC                   COM            563571108     17         683  SH       DEFINED    5         683
MANOR CARE INC                  EQUITY         564055101     48       1,700  SH       DEFINED    1                  1,700
MANOR CARE INC NEW              COM            564055101   1223       43540  SH       DEFINED  6, 7, 8   43540
MANOR CARE INC NEW              COM            564055101      9         310  SH       DEFINED    5         310
MANOR CARE INC NEW COM          EQUITY         564055101  10015      356400  SH       Sole       3      295900                 60500
MANPOWER INC                    COM            56418H100   3148      119560  SH       DEFINED  6, 7, 8  119560
MANPOWER INC                    COM            56418H100     16         620  SH       DEFINED    5         620
MANUFACTURED HOME CMNT COM      EQUITY         564682102   6492      213400  SH       Sole       3      184900                 28500
MANUFACTURED HOME CMNTYS INC    COM            564682102    121        3963  SH       DEFINED  6, 7, 8    3963
MANUFACTURED HOME CMNTYS INC    COM            564682102     12         393  SH       DEFINED    5         393
MANUFACTURERS SVCS LTD          COM            565005105     18        4357  SH       DEFINED  6, 7, 8    4357
MANUFACTURERS SVCS LTD          COM            565005105      2         432  SH       DEFINED    5         432
MAPINFO CORP                    COM            565105103     27        3713  SH       DEFINED  6, 7, 8    3713
MAPINFO CORP                    COM            565105103      3         368  SH       DEFINED    5         368
MARCUS CORP                     COM            566330106     66        5492  SH       DEFINED  6, 7, 8    5492
MARCUS CORP                     COM            566330106      6         492  SH       DEFINED    5         492
MARRIOTT INTERNATIONAL-CL A     EQUITY         571903202    134       4,000  SH       DEFINED    1                  4,000
MARRIOTT INTL INC NEW           CL A           571903202   3443      103070  SH       DEFINED  6, 7, 8  103070
MARRIOTT INTL INC NEW           CL A           571903202     24         730  SH       DEFINED    5         730
MARRIOTT INTL INC NEW           EQUITY         571903202   2609       78100  SH       DEFINED    2                  78100
MARSH & MC LENNAN               EQUITY         571748102    454       4,690  SH       DEFINED    1                  4,690
MARSH & MCLENNAN COS INC        COM            571748102  11265      116490  SH       DEFINED  6, 7, 8  116490
MARSH & MCLENNAN COS INC        COM            571748102     79         820  SH       DEFINED    5         820
MARSHALL & ILSLEY CORP          COM            571834100   6837      120600  SH       DEFINED  6, 7, 8  120600
MARTEK BIOSCIENCES CORP         COM            572901106     78        4267  SH       DEFINED  6, 7, 8    4267
MARTEK BIOSCIENCES CORP         COM            572901106      8         423  SH       DEFINED    5         423
MARTHA STEWART LIVING INC       EQUITY         573083102   5435      363300  SH       DEFINED    2                 363300
MARTHA STEWART LIVING OMNIMED   CL A           573083102     36        2396  SH       DEFINED  6, 7, 8    2396
MARTHA STEWART LIVING OMNIMED   CL A           573083102      4         238  SH       DEFINED    5         238
MARTIN MARIETTA MATLS INC       COM            573284106   2167       55400  SH       DEFINED  6, 7, 8   55400
MASCO CORP                      EQUITY         574599106  13824     676,330  SH       DEFINED    1                676,330
MASCO CORP                      COM            574599106   3973      194350  SH       DEFINED  6, 7, 8  194350
MASCO CORP                      COM            574599106     28        1370  SH       DEFINED    5        1370
Masisa SA-ADR                   EQUITY         574799102    173      17,600  SH       DEFINED    1                 17,600
MASTEC INC                      COM            576323109    320       62694  SH       DEFINED  6, 7, 8   62694
MASTEC INC                      COM            576323109      3         648  SH       DEFINED    5         648
MATRIX PHARMACEUTICAL INC       COM            576844104      4        7419  SH       DEFINED  6, 7, 8    7419
MATRIX PHARMACEUTICAL INC       COM            576844104      0         736  SH       DEFINED    5         736
MATRIXONE INC                   COM            57685P304    115       21136  SH       DEFINED  6, 7, 8   21136
MATRIXONE INC                   COM            57685P304      5         845  SH       DEFINED    5         845
MATTEL INC                      COM            577081102   4973      317540  SH       DEFINED  6, 7, 8  317540
MATTEL INC                      COM            577081102     51        3250  SH       DEFINED    5        3250
</TABLE>


<PAGE>

<TABLE>
<S>                             <C>            <C>       <C>     <C>         <C> <C>  <C>      <C>      <C>     <C>        <C>  
MATTEL INC.                     EQUITY         577081102    113       7,200  SH       DEFINED    1                  7,200
MATTHEWS INTL CORP              CL A           577128101    191        8668  SH       DEFINED  6, 7, 8    8668
MATTHEWS INTL CORP              CL A           577128101     18         820  SH       DEFINED    5         820
MATTSON TECHNOLOGY INC          COM            577223100     35        8845  SH       DEFINED  6, 7, 8    8845
MATTSON TECHNOLOGY INC          COM            577223100      4         878  SH       DEFINED    5         878
MAUI LD & PINEAPPLE INC         COM            577345101     13         647  SH       DEFINED  6, 7, 8     647
MAUI LD & PINEAPPLE INC         COM            577345101      1          60  SH       DEFINED    5          60
MAVERICK TUBE CORP              COM            577914104     87        9593  SH       DEFINED  6, 7, 8    9593
MAVERICK TUBE CORP              COM            577914104      9         952  SH       DEFINED    5         952
MAXIM INTEGRATED PRODS          EQUITY         57772K101    192       5,500  SH       DEFINED    1                  5,500
MAXIM INTEGRATED PRODS INC      COM            57772K101   5964      170700  SH       DEFINED  6, 7, 8  170700
MAXIM INTEGRATED PRODS INC      COM            57772K101     34         980  SH       DEFINED    5         980
MAXIM PHARMACEUTICALS INC       COM            57772M107     29        7304  SH       DEFINED  6, 7, 8    7304
MAXIM PHARMACEUTICALS INC       COM            57772M107      3         654  SH       DEFINED    5         654
MAXIMUS INC                     COM            577933104    138        3467  SH       DEFINED  6, 7, 8    3467
MAXIMUS INC                     COM            577933104     14         344  SH       DEFINED    5         344
MAXIMUS INC COM                 EQUITY         577933104  41118     1034940  SH       Sole       3     1024240                 10700
MAXWELL TECHNOLOGIES INC        COM            577767106     20        3105  SH       DEFINED  6, 7, 8    3105
MAXWELL TECHNOLOGIES INC        COM            577767106      2         282  SH       DEFINED    5         282
MAXYGEN INC                     COM            577776107    233       14731  SH       DEFINED  6, 7, 8   14731
MAXYGEN INC                     COM            577776107     13         816  SH       DEFINED    5         816
MAY DEPARTMENT STORES           EQUITY         577778103    151       5,220  SH       DEFINED    1                  5,220
MAY DEPT STORES CO              COM            577778103   9135      314790  SH       DEFINED  6, 7, 8  314790
MAY DEPT STORES CO              COM            577778103     80        2770  SH       DEFINED    5        2770
MAY DEPT STORES CO              EQUITY         577778103   4710      162316  SH       DEFINED    2                 162316
MAYTAG CO.                      EQUITY         578592107     30       1,200  SH       DEFINED    1                  1,200
MAYTAG CORP                     COM            578592107    793       32170  SH       DEFINED  6, 7, 8   32170
MAYTAG CORP                     COM            578592107      6         230  SH       DEFINED    5         230
MB FINL INC                     COM            55263D107     44        1759  SH       DEFINED  6, 7, 8    1759
MB FINL INC                     COM            55263D107      4         157  SH       DEFINED    5         157
MBIA INC                        COM            55262C100   4280       85600  SH       DEFINED  6, 7, 8   85600
MBIA INC                        COM            55262C100     22         440  SH       DEFINED    5         440
MBIA INC.                       EQUITY         55262C100    123       2,450  SH       DEFINED    1                  2,450
MBNA Capital                    CORPBOND       55263BAA9   7731   8,000,000  PRN      DEFINED    4              8,000,000
MBNA CORP                       EQUITY         55262L100    427      14,100  SH       DEFINED    1                 14,100
MBNA CORP                       COM            55262L100  12557      414572  SH       DEFINED  6, 7, 8  414572
MBNA CORP                       COM            55262L100    122        4030  SH       DEFINED    5        4030
MBNA CORP COM                   EQUITY         55262L100   4074      134500  SH       Sole       3      134500
MC DONALDS CORP.                EQUITY         580135101    583      21,480  SH       DEFINED    1                 21,480
MCAFEE COM CORP                 CL A           579062100     17        1485  SH       DEFINED  6, 7, 8    1485
MCAFEE COM CORP                 CL A           579062100      2         147  SH       DEFINED    5         147
MCCORMICK & CO INC              COM NON VTG    579780206   3691       80600  SH       DEFINED  6, 7, 8   80600
MCDATA CORP                     CL A           580031201     41        4850  SH       DEFINED  6, 7, 8    4850
</TABLE>


<PAGE>

<TABLE>
<S>                             <C>            <C>       <C>     <C>         <C> <C>  <C>      <C>      <C>     <C>        <C>  
MCDATA CORPORATION              EQUITY         580031201     20        2103  SH       DEFINED    2                   2103
MCDERMOTT INTERNATIONAL         EQUITY         580037109      9       1,100  SH       DEFINED    1                  1,100
MCDERMOTT INTL INC              COM            580037109    213       25820  SH       DEFINED  6, 7, 8   25820
MCDERMOTT INTL INC              COM            580037109      1         180  SH       DEFINED    5         180
McDonalds Corp                  EQUITY         580135101   1289      47,500  SH       DEFINED    4                 47,500
MCDONALDS CORP                  COM            580135101  14840      546790  SH       DEFINED  6, 7, 8  546790
MCDONALDS CORP                  COM            580135101    104        3850  SH       DEFINED    5        3850
MCGRATH RENTCORP                COM            580589109     41        1902  SH       DEFINED  6, 7, 8    1902
MCGRATH RENTCORP                COM            580589109      4         189  SH       DEFINED    5         189
MCGRAW HILL CORP                EQUITY         580645109    221       3,800  SH       DEFINED    1                  3,800
MCGRAW HILL COS INC             COM            580645109   5993      102980  SH       DEFINED  6, 7, 8  102980
MCGRAW HILL COS INC             COM            580645109     58        1000  SH       DEFINED    5        1000
MCKESSON CORP                   EQUITY         58155Q103    177       4,694  SH       DEFINED    1                  4,694
MCKESSON CORP                   COM            58155Q103   4581      121210  SH       DEFINED  6, 7, 8  121210
MCKESSON CORP                   COM            58155Q103     32         850  SH       DEFINED    5         850
MCLEODUSA INC                   CL A           582266102      7        9100  SH       DEFINED  6, 7, 8    9100
MCMORAN EXPLORATION CO          COM            582411104     22        4081  SH       DEFINED  6, 7, 8    4081
MCMORAN EXPLORATION CO          COM            582411104      2         365  SH       DEFINED    5         365
MCSI INC                        COM            55270M108    160        9944  SH       DEFINED  6, 7, 8    9944
MCSI INC                        COM            55270M108      5         310  SH       DEFINED    5         310
MDU RES GROUP INC               COM            552690109   1860       79600  SH       DEFINED  6, 7, 8   79600
MEAD CORP                       EQUITY         582834107     44       1,600  SH       DEFINED    1                  1,600
Mead Corp                       CORPBOND       582834AH0   3869   4,000,000  PRN      DEFINED    4              4,000,000
MEAD CORP                       COM            582834107   1160       41900  SH       DEFINED  6, 7, 8   41900
MEAD CORP                       COM            582834107      8         300  SH       DEFINED    5         300
MEADE INSTRUMENTS CORP          COM            583062104     49       13045  SH       DEFINED  6, 7, 8   13045
MEASUREMENT SPECIALTIES INC     COM            583421102     19        1957  SH       DEFINED  6, 7, 8    1957
MEASUREMENT SPECIALTIES INC     COM            583421102      3         264  SH       DEFINED    5         264
MECHANICAL TECHNOLOGY INC       COM            583538103     19        5431  SH       DEFINED  6, 7, 8    5431
MECHANICAL TECHNOLOGY INC       COM            583538103      2         539  SH       DEFINED    5         539
MEDALLION FINL CORP             COM            583928106     27        3287  SH       DEFINED  6, 7, 8    3287
MEDALLION FINL CORP             COM            583928106      3         370  SH       DEFINED    5         370
MEDAREX INC                     COM            583916101    147        9765  SH       DEFINED  6, 7, 8    9765
MED-DESIGN CORP                 COM            583926100     30        2070  SH       DEFINED  6, 7, 8    2070
MED-DESIGN CORP                 COM            583926100      3         205  SH       DEFINED    5         205
MEDFORD BANCORP INC             COM            584131106     36        1889  SH       DEFINED  6, 7, 8    1889
MEDFORD BANCORP INC             COM            584131106      3         173  SH       DEFINED    5         173
MEDIA GEN INC                   CL A           584404107   1334       30764  SH       DEFINED  6, 7, 8   30764
MEDIA GEN INC                   CL A           584404107     15         346  SH       DEFINED    5         346
MEDICINES CO                    COM            584688105     34        5569  SH       DEFINED  6, 7, 8    5569
MEDICINES CO                    COM            584688105      3         553  SH       DEFINED    5         553
MEDICIS PHARMACEUTICAL CL A NE  EQUITY         584690309  51875     1037917  SH       Sole       3     1015917                 22000
MEDIMMUNE INC                   EQUITY         584699102    125       3,500  SH       DEFINED    1                  3,500
</TABLE>


<PAGE>

<TABLE>
<S>                             <C>            <C>       <C>     <C>         <C> <C>  <C>      <C>     <C>      <C>        <C>  
MEDIMMUNE INC                   COM            584699102   3386       95020  SH       DEFINED  6, 7, 8   95020
MEDIMMUNE INC                   COM            584699102     22         630  SH       DEFINED    5         630
MEDIMMUNE INC                   EQUITY         584699102   6190      173000  SH       DEFINED    2                 173000
MEDIS TECHNOLOGIES LTD          COM            58500P107     15        2363  SH       DEFINED  6, 7, 8    2363
MEDIS TECHNOLOGIES LTD          COM            58500P107      1         234  SH       DEFINED    5         234
MEDQUIST INC                    COM            584949101     73        2914  SH       DEFINED  6, 7, 8    2914
MEDQUIST INC                    COM            584949101      7         289  SH       DEFINED    5         289
Medtronic                       EQUITY         585055106   1436      33,000  SH       DEFINED    4                 33,000
MEDTRONIC INC                   COM            585055106  22304      512725  SH       DEFINED  6, 7, 8  512725
MEDTRONIC INC                   COM            585055106    157        3600  SH       DEFINED    5        3600
MEDTRONIC INC.                  EQUITY         585055106  13553     311,560  SH       DEFINED    1                311,560
MEEMIC HLDGS INC                COM            585135106      8         328  SH       DEFINED  6, 7, 8     328
MEEMIC HLDGS INC                COM            585135106      1          30  SH       DEFINED    5          30
MELLON FINANCIAL CORP           EQUITY         58551A108    255       7,900  SH       DEFINED    1                  7,900
MELLON FINL CORP                COM            58551A108   9169      283600  SH       DEFINED  6, 7, 8  283600
MELLON FINL CORP                COM            58551A108     80        2480  SH       DEFINED    5        2480
MELLON FINL CORP                EQUITY         58551A108  14683      472200  SH       DEFINED    2                 472200
MEMBERWORKS INC                 COM            586002107     57        2778  SH       DEFINED  6, 7, 8    2778
MEMBERWORKS INC                 COM            586002107      6         276  SH       DEFINED    5         276
MEMC ELECTR MATLS INC           COM            552715104     14       12932  SH       DEFINED  6, 7, 8   12932
MEMC ELECTR MATLS INC           COM            552715104      1        1158  SH       DEFINED    5        1158
MENS WEARHOUSE INC              COM            587118100    164        9089  SH       DEFINED  6, 7, 8    9089
MENS WEARHOUSE INC              COM            587118100     16         861  SH       DEFINED    5         861
MENTOR CORP MINN                COM            587188103    153        6038  SH       DEFINED  6, 7, 8    6038
MENTOR CORP MINN                COM            587188103     15         599  SH       DEFINED    5         599
MENTOR GRAPHICS CORP            COM            587200106   1800      130600  SH       DEFINED  6, 7, 8  130600
MERCANTILE BANKSHARES CORP      EQUITY         587405101     17         420  SH       DEFINED    1                    420
MERCANTILE BANKSHARES CORP      COM            587405101   3311       83400  SH       DEFINED  6, 7, 8   83400
MERCK & CO INC                  COM            589331107  81281     1220440  SH       DEFINED  6, 7, 8 1220440
MERCK & CO INC                  COM            589331107    628        9430  SH       DEFINED    5        9430
MERCK & CO.                     EQUITY         589331107   2575      38,660  SH       DEFINED    1                 38,660
MERCK + CO INC                  EQUITY         589331107  15171      227380  SH       DEFINED    2                 227380
Merck and Co Inc                EQUITY         589331107   3623      54,400  SH       DEFINED    4                 54,400
MERCURY COMPUTER SYS            COM            589378108    289        7690  SH       DEFINED  6, 7, 8    7690
MERCURY COMPUTER SYS            COM            589378108     19         499  SH       DEFINED    5         499
MERCURY INTERACTIVE CORP        COM            589405109    696       36540  SH       DEFINED  6, 7, 8   36540
MERCURY INTERACTIVE CORP        COM            589405109      5         250  SH       DEFINED    5         250
MERCURY INTERACTIVE CORPORATION EQUITY         589405109     25       1,300  SH       DEFINED    1                  1,300
MERCURY INTERACTIVE CP COM      EQUITY         589405109  48160     2529426  SH       Sole       3     2414226                115200
MEREDITH CORP                   EQUITY         589433101     26         800  SH       DEFINED    1                    800
MEREDITH CORP                   COM            589433101    893       27800  SH       DEFINED  6, 7, 8   27800
MEREDITH CORP                   COM            589433101      5         150  SH       DEFINED    5         150
MERIDIAN RESOURCE CORP          COM            58977Q109     32        9722  SH       DEFINED  6, 7, 8    9722
</TABLE>


<PAGE>

<TABLE>
<S>                             <C>            <C>       <C>     <C>         <C> <C>  <C>      <C>     <C>      <C>        <C>  
MERIDIAN RESOURCE CORP          COM            58977Q109      3         965  SH       DEFINED    5         965
MERISTAR HOSPITALITY CORP       EQUITY         58984Y103   2079     197,100  SH       DEFINED    1                197,100
MERISTAR HOSPITALITY CORP       COM            58984Y103    125       11866  SH       DEFINED  6, 7, 8   11866
MERISTAR HOSPITALITY CORP       COM            58984Y103     11        1023  SH       DEFINED    5        1023
MERITAGE CORP                   COM            59001A102     38        1036  SH       DEFINED  6, 7, 8    1036
MERITAGE CORP                   COM            59001A102      3          80  SH       DEFINED    5          80
MERIX CORP                      COM            590049102    163       11576  SH       DEFINED  6, 7, 8   11576
MERIX CORP                      COM            590049102      5         361  SH       DEFINED    5         361
MERRILL LYNCH & CO INC          COM            590188108  14409      354890  SH       DEFINED  6, 7, 8  354890
MERRILL LYNCH & CO INC          COM            590188108    102        2500  SH       DEFINED    5        2500
MERRILL LYNCH & CO.             EQUITY         590188108    564      13,900  SH       DEFINED    1                 13,900
MERRILL LYNCH + CO INC          EQUITY         590188108   1068       23700  SH       DEFINED    2                  23700
MESA AIR GROUP INC              COM            590479101     28        8527  SH       DEFINED  6, 7, 8    8527
MESA AIR GROUP INC              COM            590479101      2         756  SH       DEFINED    5         756
MESA AIR GROUP INC              EQUITY         590479101   1240      306400  SH       DEFINED    2                 306400
MESABA HLDGS INC                COM            59066B102     18        3105  SH       DEFINED  6, 7, 8    3105
MESABA HLDGS INC                COM            59066B102      2         278  SH       DEFINED    5         278
MESTEK INC                      COM            590829107     20         839  SH       DEFINED  6, 7, 8     839
MESTEK INC                      COM            590829107      2          75  SH       DEFINED    5          75
METASOLV INC                    COM            59139P104     44        7403  SH       DEFINED  6, 7, 8    7403
METASOLV INC                    COM            59139P104      4         735  SH       DEFINED    5         735
METAWAVE COMMUNICATIONS CP      COM            591409107     27        9841  SH       DEFINED  6, 7, 8    9841
METAWAVE COMMUNICATIONS CP      COM            591409107      3         977  SH       DEFINED    5         977
METHODE ELECTRS INC             CL A           591520200     80       10586  SH       DEFINED  6, 7, 8   10586
METHODE ELECTRS INC             CL A           591520200      7         948  SH       DEFINED    5         948
METLIFE INC                     EQUITY         59156R108    368      12,400  SH       DEFINED    1                 12,400
METLIFE INC                     COM            59156R108  10222      344190  SH       DEFINED  6, 7, 8  344190
METLIFE INC                     COM            59156R108     66        2230  SH       DEFINED    5        2230
METRIS COS INC                  COM            591598107    965       39000  SH       DEFINED  6, 7, 8   39000
METRIS COS INC COM              EQUITY         591598107 130852     5286931  SH       Sole       3     5078707                208224
METRO GOLDWYN MAYER INC         COM            591610100   1199       70760  SH       DEFINED  6, 7, 8   70760
METRO GOLDWYN MAYER INC         COM            591610100     11         620  SH       DEFINED    5         620
METRO ONE TELECOMMUNICATIONS    EQUITY         59163F105   9756      420500  SH       Sole       3      412500                  8000
METRO ONE TELECOMMUNICATIONS    COM            59163F105    118        5095  SH       DEFINED  6, 7, 8    5095
METRO ONE TELECOMMUNICATIONS    COM            59163F105     12         506  SH       DEFINED    5         506
METROMEDIA FIBER NETWORK INC    CL A           591689104      4       10760  SH       DEFINED  6, 7, 8   10760
METROMEDIA INTL GROUP INC       COM            591695101     28       23202  SH       DEFINED  6, 7, 8   23202
METROMEDIA INTL GROUP INC       COM            591695101      2        2078  SH       DEFINED    5        2078
MGI PHARMA INC                  COM            552880106     64        4780  SH       DEFINED  6, 7, 8    4780
MGI PHARMA INC                  COM            552880106      8         574  SH       DEFINED    5         574
MGIC INVESTMENT CORP            EQUITY         552848103    118       1,800  SH       DEFINED    1                  1,800
MGIC INVT CORP WIS              COM            552848103   3788       57980  SH       DEFINED  6, 7, 8   57980
MGIC INVT CORP WIS              COM            552848103     21         320  SH       DEFINED    5         320
</TABLE>


<PAGE>

<TABLE>
<S>                             <C>            <C>       <C>     <C>         <C> <C>  <C>      <C>     <C>      <C>        <C>  
MGIC INVT CORP WIS COM          EQUITY         552848103  14982      229300  SH       Sole       3      209800                 19500
MICHAELS STORES INC             COM            594087108    482       13194  SH       DEFINED  6, 7, 8   13194
MICHAELS STORES INC             COM            594087108     32         878  SH       DEFINED    5         878
MICHAELS STORES INC COM         EQUITY         594087108  10845      296800  SH       Sole       3      267400                 29400
MICREL INC                      COM            594793101   2150      107800  SH       DEFINED  6, 7, 8  107800
MICRO GENERAL CORP              COM NEW        594838302     25        2890  SH       DEFINED  6, 7, 8    2890
MICRO GENERAL CORP              COM NEW        594838302      2         287  SH       DEFINED    5         287
MICROCHIP TECHNOLOGY INC        COM            595017104   4172      155690  SH       DEFINED  6, 7, 8  155690
MICROFINANCIAL INC              COM            595072109     28        2013  SH       DEFINED  6, 7, 8    2013
MICROFINANCIAL INC              COM            595072109      3         197  SH       DEFINED    5         197
MICRON TECHNOLOGY INC           EQUITY         595112103    186       9,900  SH       DEFINED    1                  9,900
MICRON TECHNOLOGY INC           COM            595112103   5228      277660  SH       DEFINED  6, 7, 8  277660
MICRON TECHNOLOGY INC           COM            595112103     43        2300  SH       DEFINED    5        2300
MICROS SYS INC                  COM            594901100     94        5279  SH       DEFINED  6, 7, 8    5279
MICROS SYS INC                  COM            594901100      8         470  SH       DEFINED    5         470
MICROSEMI CORP                  COM            595137100    206        7924  SH       DEFINED  6, 7, 8    7924
MICROSEMI CORP                  COM            595137100     20         786  SH       DEFINED    5         786
MICROSOFT                       EQUITY         594918104  41250     806,140  SH       DEFINED    1                806,140
MICROSOFT CORP                  EQUITY         549918104    117        2073  SH       DEFINED    2                   2073
Microsoft Corp                  EQUITY         594918104   1356      26,500  SH       DEFINED    4                 26,500
MICROSOFT CORP                  COM            594918104 142587     2786534  SH       DEFINED  6, 7, 8 2786534
MICROSOFT CORP                  COM            594918104   1076       21020  SH       DEFINED    5       21020
MICROSOFT CORP                  EQUITY         594918104  51627      968580  SH       DEFINED    2                 968580
MICROSOFT CORP COM              EQUITY         594918104   1484       29000  SH       Sole       3       29000
MICROSTRATEGY INC               CL A           594972101      9        8136  SH       DEFINED  6, 7, 8    8136
MICROSTRATEGY INC               CL A           594972101      1         807  SH       DEFINED    5         807
MICROTUNE INC DEL               COM            59514P109     76        6679  SH       DEFINED  6, 7, 8    6679
MICROTUNE INC DEL               COM            59514P109      7         640  SH       DEFINED    5         640
MICROVISION INC WASH            COM            594960106     36        2799  SH       DEFINED  6, 7, 8    2799
MICROVISION INC WASH            COM            594960106      4         278  SH       DEFINED    5         278
MID AMER BANCORP                COM            595915109     69        2738  SH       DEFINED  6, 7, 8    2738
MID AMER BANCORP                COM            595915109      6         245  SH       DEFINED    5         245
MID ATLANTIC MED SVCS INC       COM            59523C107    289       13741  SH       DEFINED  6, 7, 8   13741
MID ATLANTIC MED SVCS INC       COM            59523C107     27        1281  SH       DEFINED    5        1281
MID-AMER APT CMNTYS INC         COM            59522J103    115        4426  SH       DEFINED  6, 7, 8    4426
MID-AMER APT CMNTYS INC         COM            59522J103     10         396  SH       DEFINED    5         396
MIDAS GROUP INC                 COM            595626102     47        4706  SH       DEFINED  6, 7, 8    4706
MIDAS GROUP INC                 COM            595626102      4         421  SH       DEFINED    5         421
MID-ATLANTIC RLTY TR            SH BEN INT     595232109     56        4016  SH       DEFINED  6, 7, 8    4016
MID-ATLANTIC RLTY TR            SH BEN INT     595232109      5         360  SH       DEFINED    5         360
MIDDLESEX WATER CO              COM            596680108     48        1461  SH       DEFINED  6, 7, 8    1461
MIDDLESEX WATER CO              COM            596680108      5         142  SH       DEFINED    5         142
MIDLAND CO                      COM            597486109     50        1241  SH       DEFINED  6, 7, 8    1241
</TABLE>


<PAGE>

<TABLE>
<S>                             <C>            <C>       <C>     <C>         <C> <C>  <C>      <C>      <C>     <C>        <C>  
MIDLAND CO                      COM            597486109      5         111  SH       DEFINED    5         111
MID-STATE BANCSHARES            COM            595440108    118        6888  SH       DEFINED  6, 7, 8    6888
MID-STATE BANCSHARES            COM            595440108     11         617  SH       DEFINED    5         617
MIDWAY GAMES INC                COM            598148104     94        7758  SH       DEFINED  6, 7, 8    7758
MIDWAY GAMES INC                COM            598148104      9         765  SH       DEFINED    5         765
MIDWEST BANC HOLDINGS INC       COM            598251106     36        1664  SH       DEFINED  6, 7, 8    1664
MIDWEST BANC HOLDINGS INC       COM            598251106      4         164  SH       DEFINED    5         164
MIDWEST EXPRESS HLDGS INC       COM            597911106     42        3965  SH       DEFINED  6, 7, 8    3965
MIDWEST EXPRESS HLDGS INC       COM            597911106      4         355  SH       DEFINED    5         355
MILACRON INC                    COM            598709103     59        4929  SH       DEFINED  6, 7, 8    4929
MILACRON INC                    COM            598709103      5         441  SH       DEFINED    5         441
MILLENNIUM CELL INC             COM            60038B105     18        4703  SH       DEFINED  6, 7, 8    4703
MILLENNIUM CELL INC             COM            60038B105      2         448  SH       DEFINED    5         448
MILLENNIUM CHEMICALS INC        COM            599903101    209       19937  SH       DEFINED  6, 7, 8   19937
MILLENNIUM CHEMICALS INC        COM            599903101     18        1725  SH       DEFINED    5        1725
MILLENNIUM PHARMACEUTICALS INC  COM            599902103   4604      259250  SH       DEFINED  6, 7, 8  259250
MILLER HERMAN INC               COM            600544100   1731       88900  SH       DEFINED  6, 7, 8   88900
MILLIPORE CORP                  EQUITY         601073109     42         800  SH       DEFINED    1                    800
MILLIPORE CORP                  COM            601073109   1342       25345  SH       DEFINED  6, 7, 8   25345
MILLIPORE CORP                  COM            601073109      7         140  SH       DEFINED    5         140
MILLS COPORATION                EQUITY         601148109    866      40,500  SH       DEFINED    1                 40,500
MILLS CORP                      COM            601148109     94        4391  SH       DEFINED  6, 7, 8    4391
MILLS CORP                      COM            601148109     10         486  SH       DEFINED    5         486
MINAS BUENAVENTURA-SPON ADR     EQUITY         204448104    379      17,500  SH       DEFINED    1                 17,500
MINE SAFETY APPLIANCES CO       COM            602720104    122        2707  SH       DEFINED  6, 7, 8    2707
MINE SAFETY APPLIANCES CO       COM            602720104     11         242  SH       DEFINED    5         242
MINERALS TECHNOLOGIES INC       COM            603158106   1319       34949  SH       DEFINED  6, 7, 8   34949
MINERALS TECHNOLOGIES INC       COM            603158106     20         531  SH       DEFINED    5         531
Minnesota Mining & Mfg Co       EQUITY         604059105   1968      20,000  SH       DEFINED    4                 20,000
MINNESOTA MINING & MFG.         EQUITY         604059105    649       6,600  SH       DEFINED    1                  6,600
MINNESOTA MNG & MFG CO          COM            604059105  16473      167410  SH       DEFINED  6, 7, 8  167410
MINNESOTA MNG & MFG CO          COM            604059105    116        1180  SH       DEFINED    5        1180
MINNESOTA MNG & MFG CO COM      EQUITY         604059105    866        8800  SH       Sole       3        8800
MINNESOTA MNG + MFG CO          EQUITY         604059105   4295       43653  SH       DEFINED    2                  43653
MIPS TECHNOLOGIES INC           CL A           604567107     72       11004  SH       DEFINED  6, 7, 8   11004
MIPS TECHNOLOGIES INC           CL B           604567206    274       45600  SH       DEFINED  6, 7, 8   45600
MIPS TECHNOLOGIES INC           CL A           604567107      7        1092  SH       DEFINED    5        1092
MIRANT CORP                     EQUITY         604675108    176       8,025  SH       DEFINED    1                  8,025
MIRANT CORP                     COM            604675108   5869      268012  SH       DEFINED  6, 7, 8  268012
MIRANT CORP                     COM            604675108     58        2671  SH       DEFINED    5        2671
MIRANT CORP                     EQUITY         604675108   3800      155092  SH       DEFINED    2                 155092
MIRAVANT MED TECHNOLOGIES       COM            604690107     30        3900  SH       DEFINED  6, 7, 8    3900
MIRAVANT MED TECHNOLOGIES       COM            604690107      3         387  SH       DEFINED    5         387
</TABLE>


<PAGE>

<TABLE>
<S>                             <C>            <C>       <C>     <C>         <C> <C>  <C>      <C>      <C>     <C>        <C>  
MISSION WEST PPTYS INC          COM            605203108     55        4575  SH       DEFINED  6, 7, 8    4575
MISSION WEST PPTYS INC          COM            605203108      5         430  SH       DEFINED    5         430
MISSISSIPPI VY BANCSHARES INC   COM            605720101     65        1721  SH       DEFINED  6, 7, 8    1721
MISSISSIPPI VY BANCSHARES INC   COM            605720101      6         163  SH       DEFINED    5         163
MKS INSTRUMENT INC              COM            55306N104    128        7202  SH       DEFINED  6, 7, 8    7202
MKS INSTRUMENT INC              COM            55306N104     10         577  SH       DEFINED    5         577
MOBILE MINI                     EQUITY         60740F105  24561      946100  SH       Sole       3      946100
MOBILE MINI INC                 COM            60740F105     95        3676  SH       DEFINED  6, 7, 8    3676
MOBILE MINI INC                 COM            60740F105      9         365  SH       DEFINED    5         365
MOBILE MINI INC                 EQUITY         60740F105   1832       66600  SH       DEFINED    2                  66600
MODINE MFG CO                   COM            607828100   1165       47381  SH       DEFINED  6, 7, 8   47381
MODINE MFG CO                   COM            607828100     18         747  SH       DEFINED    5         747
MODIS PROFESSIONAL SVCS INC     COM            607830106    571      142626  SH       DEFINED  6, 7, 8  142626
MODIS PROFESSIONAL SVCS INC     COM            607830106     10        2482  SH       DEFINED    5        2482
MOHAWK INDS INC                 COM            608190104   2249       61200  SH       DEFINED  6, 7, 8   61200
MOHAWK INDS INC COM             EQUITY         608190104  35861      975800  SH       Sole       3      957000                 18800
MOLDFLOW CORP                   COM            608507109     10        1213  SH       DEFINED  6, 7, 8    1213
MOLDFLOW CORP                   COM            608507109      1         120  SH       DEFINED    5         120
MOLECULAR DEVICES CORP          COM            60851C107     81        4352  SH       DEFINED  6, 7, 8    4352
MOLECULAR DEVICES CORP          COM            60851C107      8         432  SH       DEFINED    5         432
MOLEX INC                       EQUITY         608554101     91       3,250  SH       DEFINED    1                  3,250
MOLEX INC                       COM            608554101   2371       84330  SH       DEFINED  6, 7, 8   84330
MOLEX INC                       COM            608554101     28        1012  SH       DEFINED    5        1012
MONACO COACH CORP               COM            60886R103    100        6995  SH       DEFINED  6, 7, 8    6995
MONACO COACH CORP               COM            60886R103      9         642  SH       DEFINED    5         642
MONDAVI ROBERT CORP             CL A           609200100    284        7984  SH       DEFINED  6, 7, 8    7984
MONDAVI ROBERT CORP             CL A           609200100      8         235  SH       DEFINED    5         235
MONOLITHIC SYS TECHNOLOGY INC   COM            609842109     25        2850  SH       DEFINED  6, 7, 8    2850
MONTANA POWER CO                COM            612085100    803      153014  SH       DEFINED  6, 7, 8  153014
MONTANA POWER CO                COM            612085100     15        2821  SH       DEFINED    5        2821
MONY GROUP INC                  COM            615337102   1924       58100  SH       DEFINED  6, 7, 8   58100
MOODYS CORP                     COM            615369105   2464       66590  SH       DEFINED  6, 7, 8   66590
MOODYS CORP                     COM            615369105     17         470  SH       DEFINED    5         470
MOODY'S INVESTORS SERVICE       EQUITY         615369105     96       2,600  SH       DEFINED    1                  2,600
MOOG INC                        CL A           615394202     88        3888  SH       DEFINED  6, 7, 8    3888
MOOG INC                        CL A           615394202      8         348  SH       DEFINED    5         348
MORGAN STANLEY DEAN WITTER & CO EQUITY         617446448    857      18,500  SH       DEFINED    1                 18,500
MORGAN STANLEY DEAN WITTER&CO   COM NEW        617446448  24713      533175  SH       DEFINED  6, 7, 8  533175
MORGAN STANLEY DEAN WITTER&CO   COM NEW        617446448    154        3320  SH       DEFINED    5        3320
MORGAN STANLEY DEAN WITTER+CO   EQUITY         617446448   9195      195580  SH       DEFINED    2                 195580
MORGAN STANLEY INDIA INVT FUND  EQUITY         61745C105    389      52,623  SH       DEFINED    1                 52,623
MOTIENT CORP                    EQUITY         619908114               4500  SH       DEFINED    2                   4500
MOTOROLA INC                    EQUITY         620076109    671      42,991  SH       DEFINED    1                 42,991
</TABLE>


<PAGE>

<TABLE>
<S>                             <C>            <C>       <C>     <C>         <C> <C>  <C>      <C>      <C>     <C>        <C>  
MOTOROLA INC                    COM            620076109  17369     1113385  SH       DEFINED  6, 7, 8 1113385
MOTOROLA INC                    COM            620076109    145        9280  SH       DEFINED    5        9280
MOTOROLA INC                    EQUITY         620076109   7116      451000  SH       DEFINED    2                 451000
MOVADO GROUP INC                COM            624580106     47        3041  SH       DEFINED  6, 7, 8    3041
MOVADO GROUP INC                COM            624580106      4         272  SH       DEFINED    5         272
MOVIE GALLERY INC               COM            624581104     46        2222  SH       DEFINED  6, 7, 8    2222
MOVIE GALLERY INC               COM            624581104      4         200  SH       DEFINED    5         200
MRO SOFTWARE INC                COM            55347W105     48        4661  SH       DEFINED  6, 7, 8    4661
MRO SOFTWARE INC                COM            55347W105      4         436  SH       DEFINED    5         436
MRV COMMUNICATIONS INC          COM            553477100     65       21622  SH       DEFINED  6, 7, 8   21622
MRV COMMUNICATIONS INC          COM            553477100      6        2146  SH       DEFINED    5        2146
MSC INDL DIRECT INC             CL A           553530106    178       11165  SH       DEFINED  6, 7, 8   11165
MSC INDL DIRECT INC             CL A           553530106     17        1068  SH       DEFINED    5        1068
MSC SOFTWARE CORP               COM            553531104     65        4045  SH       DEFINED  6, 7, 8    4045
MSC SOFTWARE CORP               COM            553531104      8         511  SH       DEFINED    5         511
MTR GAMING GROUP INC            COM            553769100     44        4789  SH       DEFINED  6, 7, 8    4789
MTR GAMING GROUP INC            COM            553769100      5         525  SH       DEFINED    5         525
MTS SYS CORP                    COM            553777103     74        6467  SH       DEFINED  6, 7, 8    6467
MTS SYS CORP                    COM            553777103      7         579  SH       DEFINED    5         579
MUELLER INDS INC                COM            624756102    263        9154  SH       DEFINED  6, 7, 8    9154
MUELLER INDS INC                COM            624756102     23         795  SH       DEFINED    5         795
MULTEX COM INC                  COM            625367107     16        7634  SH       DEFINED  6, 7, 8    7634
MULTEX COM INC                  COM            625367107      2         758  SH       DEFINED    5         758
MURPHY OIL CORP                 COM            626717102   3821       52800  SH       DEFINED  6, 7, 8   52800
MYERS INDS INC                  COM            628464109     61        5162  SH       DEFINED  6, 7, 8    5162
MYERS INDS INC                  COM            628464109      5         462  SH       DEFINED    5         462
MYKROLIS CORP                   COM            62852P103     25        2825  SH       DEFINED  6, 7, 8    2825
MYLAN LABS INC                  COM            628530107   4772      146300  SH       DEFINED  6, 7, 8  146300
MYRIAD GENETICS INC             EQUITY         62855J104   3030      117600  SH       DEFINED    2                 117600
NABI INC                        COM            628716102     66       10750  SH       DEFINED  6, 7, 8   10750
NABI INC                        COM            628716102      7        1067  SH       DEFINED    5        1067
NABORS INDS INC                 EQUITY         629568106     50       2,400  SH       DEFINED    1                  2,400
NABORS INDS INC                 COM            629568106   1302       62090  SH       DEFINED  6, 7, 8   62090
NABORS INDS INC                 COM            629568106      9         440  SH       DEFINED    5         440
NABORS INDS INC COM             EQUITY         629568106   3827      182500  SH       Sole       3      148200                 34300
NABORS INDUSTRIES INC           EQUITY         629568106  22617     1035900  SH       DEFINED    2                1035900
NACCO INDS INC                  CL A           629579103    114        2037  SH       DEFINED  6, 7, 8    2037
NACCO INDS INC                  CL A           629579103     10         172  SH       DEFINED    5         172
NANOGEN INC                     COM            630075109     18        3719  SH       DEFINED  6, 7, 8    3719
NANOGEN INC                     COM            630075109      2         369  SH       DEFINED    5         369
NANOMETRICS INC                 COM            630077105     37        2065  SH       DEFINED  6, 7, 8    2065
NANOMETRICS INC                 COM            630077105      4         205  SH       DEFINED    5         205
NANOPHASE TCHNOLOGIES CORP      COM            630079101     15        3289  SH       DEFINED  6, 7, 8    3289
</TABLE>


<PAGE>

<TABLE>
<S>                             <C>            <C>       <C>     <C>         <C> <C>  <C>      <C>      <C>     <C>        <C>  
NANOPHASE TCHNOLOGIES CORP      COM            630079101      1         326  SH       DEFINED    5         326
NAPRO BIOTHERAPUTICS INC        COM            630795102     53        6669  SH       DEFINED  6, 7, 8    6669
NAPRO BIOTHERAPUTICS INC        COM            630795102      5         662  SH       DEFINED    5         662
NASDAQ 100 TR                   EQUITY         631100104  12338      418600  SH       DEFINED    2                 418600
NASH FINCH CO                   COM            631158102    115        3368  SH       DEFINED  6, 7, 8    3368
NASH FINCH CO                   COM            631158102     10         302  SH       DEFINED    5         302
NATCO GROUP INC                 CL A           63227W203     21        2738  SH       DEFINED  6, 7, 8    2738
NATCO GROUP INC                 CL A           63227W203      2         262  SH       DEFINED    5         262
NATIONAL AUSTRALIA BK LTD       SPONSORED ADR  632525408    422        6619  SH       DEFINED  6, 7, 8    6619
NATIONAL BEVERAGE CORP          COM            635017106     11        1115  SH       DEFINED  6, 7, 8    1115
NATIONAL BEVERAGE CORP          COM            635017106      1         101  SH       DEFINED    5         101
NATIONAL CITY CORP              EQUITY         635405103    300      10,000  SH       DEFINED    1                 10,000
NATIONAL CITY CORP              COM            635405103   8505      283980  SH       DEFINED  6, 7, 8  283980
NATIONAL CITY CORP              COM            635405103     54        1790  SH       DEFINED    5        1790
NATIONAL CITY CORP              EQUITY         635405103  19416      656800  SH       DEFINED    2                 656800
NATIONAL COMMERCE FINL CORP     COM            63545P104   6275      240425  SH       DEFINED  6, 7, 8  240425
NATIONAL DATA CORP              COM            635621105    341        9475  SH       DEFINED  6, 7, 8    9475
NATIONAL DATA CORP              COM            635621105     32         875  SH       DEFINED    5         875
NATIONAL EQUIPMENT SERV         EQUITY         635847106    143      75,000  SH       DEFINED    1                 75,000
NATIONAL FUEL GAS CO N J        COM            636180101   3313      143850  SH       DEFINED  6, 7, 8  143850
NATIONAL FUEL GAS CO N J        COM            636180101     18         800  SH       DEFINED    5         800
NATIONAL GOLF PPTYS INC         COM            63623G109     46        2853  SH       DEFINED  6, 7, 8    2853
NATIONAL GOLF PPTYS INC         COM            63623G109      4         279  SH       DEFINED    5         279
NATIONAL HEALTH INVS INC        COM            63633D104     88        6525  SH       DEFINED  6, 7, 8    6525
NATIONAL HEALTH INVS INC        COM            63633D104      8         584  SH       DEFINED    5         584
NATIONAL HEALTHCARE CORP        COM            635906100     36        2309  SH       DEFINED  6, 7, 8    2309
NATIONAL HEALTHCARE CORP        COM            635906100      4         229  SH       DEFINED    5         229
NATIONAL INSTRS CORP            COM            636518102   1560       59600  SH       DEFINED  6, 7, 8   59600
NATIONAL OILWELL INC            EQUITY         637071101  19307   1,331,530  SH       DEFINED    1              1,331,530
NATIONAL PENN BANCSHARES INC    COM            637138108    127        5384  SH       DEFINED  6, 7, 8    5384
NATIONAL PENN BANCSHARES INC    COM            637138108     12         490  SH       DEFINED    5         490
NATIONAL PRESTO INDS INC        COM            637215104     40        1486  SH       DEFINED  6, 7, 8    1486
NATIONAL PRESTO INDS INC        COM            637215104      4         133  SH       DEFINED    5         133
NATIONAL PROCESSING INC         COM            637229105     55        1947  SH       DEFINED  6, 7, 8    1947
NATIONAL PROCESSING INC         COM            637229105      5         193  SH       DEFINED    5         193
NATIONAL SEMICONDUCTOR          EQUITY         637640103     64       2,900  SH       DEFINED    1                  2,900
NATIONAL SEMICONDUCTOR CORP     COM            637640103   2478      112370  SH       DEFINED  6, 7, 8  112370
NATIONAL SEMICONDUCTOR CORP     COM            637640103     21         930  SH       DEFINED    5         930
NATIONAL SERVICE INDS INC       EQUITY         637657107     14         700  SH       DEFINED    1                    700
NATIONAL SVC INDS INC           COM            637657107    683       33055  SH       DEFINED  6, 7, 8   33055
NATIONAL SVC INDS INC           COM            637657107     26        1238  SH       DEFINED    5        1238
NATIONAL WESTN LIFE INS CO      CL A           638522102     68         673  SH       DEFINED  6, 7, 8     673
NATIONAL WESTN LIFE INS CO      CL A           638522102      6          60  SH       DEFINED    5          60
</TABLE>


<PAGE>

<TABLE>
<S>                             <C>            <C>       <C>     <C>         <C> <C>  <C>      <C>      <C>     <C>        <C>  
NATIONAL-OILWELL INC            COM            637071101   1420       97900  SH       DEFINED  6, 7, 8   97900
NATIONAL-OILWELL INC COM        EQUITY         637071101  20718     1428800  SH       Sole       3     1403600                 25200
NATIONWIDE FINL SVCS CL A       EQUITY         638612101   8964      241100  SH       Sole       3      199200                 41900
NATIONWIDE HEALTH PPTYS INC     COM            638620104    286       14534  SH       DEFINED  6, 7, 8   14534
NATIONWIDE HEALTH PPTYS INC     COM            638620104     26        1302  SH       DEFINED    5        1302
NATURES SUNSHINE PRODUCTS INC   COM            639027101     39        3396  SH       DEFINED  6, 7, 8    3396
NATURES SUNSHINE PRODUCTS INC   COM            639027101      4         326  SH       DEFINED    5         326
NAUTICA ENTERPRISES INC         COM            639089101     91        7707  SH       DEFINED  6, 7, 8    7707
NAUTICA ENTERPRISES INC         COM            639089101      8         698  SH       DEFINED    5         698
NAVIGANT CONSULTING INC         COM            63935N107     47       12604  SH       DEFINED  6, 7, 8   12604
NAVIGANT CONSULTING INC         COM            63935N107      4        1129  SH       DEFINED    5        1129
NAVIGANT INTL INC               COM            63935R108     30        3707  SH       DEFINED  6, 7, 8    3707
NAVIGANT INTL INC               COM            63935R108      3         332  SH       DEFINED    5         332
NAVISTAR INTERNATIONAL          EQUITY         63934E108     28       1,000  SH       DEFINED    1                  1,000
NAVISTAR INTL CORP NEW          COM            63934E108    709       25100  SH       DEFINED  6, 7, 8   25100
NAVISTAR INTL CORP NEW          COM            63934E108      5         180  SH       DEFINED    5         180
NB Cap Trust                    CORPBOND       62874HAA3   5149   5,000,000  PRN      DEFINED    4              5,000,000
NBC CAP CORP                    COM            628729105     53        1617  SH       DEFINED  6, 7, 8    1617
NBC CAP CORP                    COM            628729105      5         149  SH       DEFINED    5         149
NBT BANCORP INC                 COM            628778102    107        7482  SH       DEFINED  6, 7, 8    7482
NBT BANCORP INC                 COM            628778102     10         670  SH       DEFINED    5         670
NBTY INC                        COM            628782104    168       12769  SH       DEFINED  6, 7, 8   12769
NBTY INC                        COM            628782104     15        1161  SH       DEFINED    5        1161
NBTY INC COM                    EQUITY         628782104  11805      897000  SH       Sole       3      874300                 22700
NCH CORP                        COM            628850109     27         699  SH       DEFINED  6, 7, 8     699
NCH CORP                        COM            628850109      2          63  SH       DEFINED    5          63
NCI BUILDING SYS INC            COM            628852105     57        4991  SH       DEFINED  6, 7, 8    4991
NCI BUILDING SYS INC            COM            628852105      5         447  SH       DEFINED    5         447
NCO GROUP INC                   COM            628858102    487       35601  SH       DEFINED  6, 7, 8   35601
NCO GROUP INC                   COM            628858102      7         513  SH       DEFINED    5         513
NCR CORP NEW                    COM            62886E108   1209       40780  SH       DEFINED  6, 7, 8   40780
NCR CORP NEW                    COM            62886E108      9         290  SH       DEFINED    5         290
NCR CORPORATION                 EQUITY         62886E108     47       1,600  SH       DEFINED    1                  1,600
NEIMAN MARCUS GROUP INC         CL A           640204202   1364       55800  SH       DEFINED  6, 7, 8   55800
NEON COMMUNICATIONS INC         COM            640506101      6        2354  SH       DEFINED  6, 7, 8    2354
NEON COMMUNICATIONS INC         COM            640506101      1         211  SH       DEFINED    5         211
NEOPHARM INC                    COM            640919106     41        2911  SH       DEFINED  6, 7, 8    2911
NEOPHARM INC                    COM            640919106      4         289  SH       DEFINED    5         289
NEOSE TECHNOLOGIES INC          COM            640522108    127        3295  SH       DEFINED  6, 7, 8    3295
NEOSE TECHNOLOGIES INC          COM            640522108     13         327  SH       DEFINED    5         327
NET2PHONE                       COM            64108N106     17        5455  SH       DEFINED  6, 7, 8    5455
NET2PHONE                       COM            64108N106      1         492  SH       DEFINED    5         492
NETBANK INC                     COM            640933107     61        7293  SH       DEFINED  6, 7, 8    7293
</TABLE>


<PAGE>

<TABLE>
<S>                             <C>            <C>       <C>     <C>         <C> <C>  <C>      <C>      <C>     <C>        <C>  
NETBANK INC                     COM            640933107      6         691  SH       DEFINED    5         691
NETEGRITY INC                   COM            64110P107    138       16083  SH       DEFINED  6, 7, 8   16083
NETEGRITY INC                   COM            64110P107      6         657  SH       DEFINED    5         657
NETIQ CORP                      COM            64115P102    345       15160  SH       DEFINED  6, 7, 8   15160
NETIQ CORP                      COM            64115P102     25        1078  SH       DEFINED    5        1078
NETRATINGS INC                  COM            64116M108     23        2262  SH       DEFINED  6, 7, 8    2262
NETRATINGS INC                  COM            64116M108      2         202  SH       DEFINED    5         202
NETRO CORP                      COM            64114R109     29       10634  SH       DEFINED  6, 7, 8   10634
NETRO CORP                      COM            64114R109      3        1055  SH       DEFINED    5        1055
NETSCOUT SYS INC                COM            64115T104     21        4846  SH       DEFINED  6, 7, 8    4846
NETSCOUT SYS INC                COM            64115T104      2         481  SH       DEFINED    5         481
NETWORK APPLIANCE INC           EQUITY         64120L104     37       5,400  SH       DEFINED    1                  5,400
NETWORK APPLIANCE INC           COM            64120L104    978      143820  SH       DEFINED  6, 7, 8  143820
NETWORK APPLIANCE INC           COM            64120L104      7         970  SH       DEFINED    5         970
Network Associates              EQUITY         640938106    258      20,000  SH       DEFINED    4                 20,000
NETWORK PLUS CORP               COM            64122D506      5        5425  SH       DEFINED  6, 7, 8    5425
NETWORK PLUS CORP               COM            64122D506      0         486  SH       DEFINED    5         486
NETWORKS ASSOCS INC             COM            640938106   2064      160100  SH       DEFINED  6, 7, 8  160100
NETWORKS ASSOCS INC             EQUITY         640938106   1628       82100  SH       DEFINED    2                  82100
NEUBERGER BERMAN INC            COM            641234109   3003       86099  SH       DEFINED  6, 7, 8   86099
NEUROCRINE BIOSCIENCES COM      EQUITY         64125C109  14162      442300  SH       Sole       3      434700                  7600
NEUROCRINE BIOSCIENCES INC      COM            64125C109    540       16850  SH       DEFINED  6, 7, 8   16850
NEUROCRINE BIOSCIENCES INC      COM            64125C109     20         637  SH       DEFINED    5         637
NEUROGEN CORP                   COM            64124E106     57        3482  SH       DEFINED  6, 7, 8    3482
NEUROGEN CORP                   COM            64124E106      6         345  SH       DEFINED    5         345
NEW CENTURY FINANCIAL CORP      COM            64352D101     23        2343  SH       DEFINED  6, 7, 8    2343
NEW CENTURY FINANCIAL CORP      COM            64352D101      2         221  SH       DEFINED    5         221
NEW ENGLAND BUSINESS SVC INC    COM            643872104     61        3527  SH       DEFINED  6, 7, 8    3527
NEW ENGLAND BUSINESS SVC INC    COM            643872104      5         316  SH       DEFINED    5         316
NEW FOCUS INC                   COM            644383101     48       14851  SH       DEFINED  6, 7, 8   14851
NEW FOCUS INC                   COM            644383101      5        1474  SH       DEFINED    5        1474
NEW HORIZONS WORLDWIDE INC      COM            645526104     22        1917  SH       DEFINED  6, 7, 8    1917
NEW HORIZONS WORLDWIDE INC      COM            645526104      2         184  SH       DEFINED    5         184
NEW JERSEY RES                  COM            646025106    247        5587  SH       DEFINED  6, 7, 8    5587
NEW JERSEY RES                  COM            646025106     21         480  SH       DEFINED    5         480
NEW PLAN EXCEL REALTY TRUST     EQUITY         648053106   2144     125,400  SH       DEFINED    1                125,400
NEW YORK CMNTY BANCORP INC      COM            649445103    563       24267  SH       DEFINED  6, 7, 8   24267
NEW YORK CMNTY BANCORP INC      COM            649445103     53        2269  SH       DEFINED    5        2269
NEW YORK TIMES                  EQUITY         650111107    101       2,600  SH       DEFINED    1                  2,600
NEW YORK TIMES CO               CL A           650111107   2627       67310  SH       DEFINED  6, 7, 8   67310
NEW YORK TIMES CO               CL A           650111107     18         470  SH       DEFINED    5         470
NEWELL RUBBERMAID INC           EQUITY         651229106     99       4,376  SH       DEFINED    1                  4,376
NEWELL RUBBERMAID INC           COM            651229106   2559      112700  SH       DEFINED  6, 7, 8  112700
</TABLE>


<PAGE>

<TABLE>
<S>                             <C>            <C>       <C>     <C>         <C> <C>  <C>      <C>      <C>     <C>        <C>  
NEWELL RUBBERMAID INC           COM            651229106     18         790  SH       DEFINED    5         790
NEWELL RUBBERMAID INC           EQUITY         651229106   5221      229890  SH       DEFINED    2                 229890
NEWMARK HOMES CORP              COM            651578106      8         717  SH       DEFINED  6, 7, 8     717
NEWMARK HOMES CORP              COM            651578106      1          65  SH       DEFINED    5          65
Newmont Mining                  CORPBOND       651639AD8   3979   4,000,000  PRN      DEFINED    4              4,000,000
NEWMONT MINING CORP             EQUITY         651639106     78       3,300  SH       DEFINED    1                  3,300
NEWMONT MINING CORP             COM            651639106   1949       82580  SH       DEFINED  6, 7, 8   82580
NEWMONT MINING CORP             COM            651639106     14         580  SH       DEFINED    5         580
NEWMONT MNG CORP                EQUITY         651639106    425       20000  SH       DEFINED    2                  20000
NEWPARK RES INC                 COM PAR $.01NEW651718504    127       18750  SH       DEFINED  6, 7, 8   18750
NEWPARK RES INC                 COM PAR $.01NEW651718504     12        1781  SH       DEFINED    5        1781
NEWPORT CORP                    COM            651824104    737       52271  SH       DEFINED  6, 7, 8   52271
NEWPORT CORP                    COM            651824104     14         960  SH       DEFINED    5         960
NEWPORT NEWS SHIPBUILDING INC   COM            652228107   2913       43350  SH       DEFINED  6, 7, 8   43350
NEWPOWER HLDGS INC              COM            652463100     43       13890  SH       DEFINED  6, 7, 8   13890
NEWPOWER HLDGS INC              COM            652463100      4        1252  SH       DEFINED    5        1252
NEWS CORP LTD                   ADR NEW        652487703    313       13000  SH       DEFINED  6, 7, 8   13000
NEWS CORP LTD                   SP ADR PFD     652487802      0           1  SH       DEFINED  6, 7, 8       1
NEXT LEVEL COMM INC             COM            65333U104     18        5885  SH       DEFINED  6, 7, 8    5885
NEXT LEVEL COMM INC             COM            65333U104      2         584  SH       DEFINED    5         584
NEXTCARD INC                    COM            65332K107     64       10119  SH       DEFINED  6, 7, 8   10119
NEXTCARD INC                    COM            65332K107      6         906  SH       DEFINED    5         906
NEXTEL COMMUNICATIONS           EQUITY         65332V103    111      12,800  SH       DEFINED    1                 12,800
NEXTEL COMMUNICATIONS INC       CL A           65332V103   3122      360526  SH       DEFINED  6, 7, 8  360526
NEXTEL COMMUNICATIONS INC       CL A           65332V103     23        2680  SH       DEFINED    5        2680
NEXTEL COMMUNICATIONS INC       EQUITY         65332V103   1316        3061  SH       DEFINED    2                   3061
NEXTEL COMMUNICATIONS INC       EQUITY         65332V707   3447      131631  SH       DEFINED    2                 131631
NEXTEL PARTNERS INC             EQUITY         65333F107    337      50,000  SH       DEFINED    1                 50,000
NIAGARA MOHAWK HLDGS INC        COM            653520106   1149       67720  SH       DEFINED  6, 7, 8   67720
NIAGARA MOHAWK HLDGS INC        COM            653520106      8         480  SH       DEFINED    5         480
NIAGARA MOHAWK HOLDINGS INC     EQUITY         653520106     46       2,700  SH       DEFINED    1                  2,700
NICOR INC                       EQUITY         654086107     31         800  SH       DEFINED    1                    800
NICOR INC                       COM            654086107    984       25390  SH       DEFINED  6, 7, 8   25390
NICOR INC                       COM            654086107      5         140  SH       DEFINED    5         140
NIKE INC                        CL B           654106103   5367      114650  SH       DEFINED  6, 7, 8  114650
NIKE INC                        CL B           654106103     38         810  SH       DEFINED    5         810
NIKE INC CLASS B                EQUITY         654106103    194        4025  SH       DEFINED    2                   4025
NIKE INC.                       EQUITY         654106103    211       4,500  SH       DEFINED    1                  4,500
NISOURCE INC                    EQUITY         65473P105     79       3,377  SH       DEFINED    1                  3,377
NISOURCE INC                    COM            65473P105   2035       87290  SH       DEFINED  6, 7, 8   87290
NISOURCE INC                    COM            65473P105     14         620  SH       DEFINED    5         620
NITCHES INC                     EQUITY         65476M109    419      74,500  SH       DEFINED    1                 74,500
NL INDS INC                     COM NEW        629156407     45        2984  SH       DEFINED  6, 7, 8    2984
</TABLE>


<PAGE>

<TABLE>
<S>                             <C>            <C>       <C>     <C>         <C> <C>  <C>      <C>     <C>     <C>        <C>  
NL INDS INC                     COM NEW        629156407      4         272  SH       DEFINED    5         272
NMS COMMUNICATIONS CORP         COM            629248105     17       10900  SH       DEFINED  6, 7,8    10900
NMS COMMUNICATIONS CORP         COM            629248105      2        1031  SH       DEFINED    5        1031
NN INC                          COM            629337106     29        3296  SH       DEFINED  6, 7,8     3296
NN INC                          COM            629337106      3         323  SH       DEFINED    5         323
NOBLE AFFILIATES INC            COM            654894104   2055       66300  SH       DEFINED  6, 7,8    66300
NOBLE DRILLING CORP             EQUITY         655042109     53       2,200  SH       DEFINED    1                  2,200
NOBLE DRILLING CORP             COM            655042109   1761       73360  SH       DEFINED  6, 7,8    73360
NOBLE DRILLING CORP             COM            655042109     10         400  SH       DEFINED    5         400
NOKIA CORP                      EQUITY         654902204   4453      275200  SH       DEFINED    2                 275200
NOKIA CORP A ADR                EQUITY         654902204     59        3115  SH       DEFINED    2                   3115
NOKIA CORP SPON-ADR             EQUITY         654902204   6005     383,715  SH       DEFINED    1                383,715
NORDIC AMER TANKER SHIPPING     EQUITY         G65773106   2087     139,200  SH       DEFINED    1                139,200
NORDSON CORP                    COM            655663102    987       45160  SH       DEFINED  6, 7,8    45160
NORDSON CORP                    COM            655663102     14         630  SH       DEFINED    5         630
NORDSTROM INC                   COM            655664100    817       56550  SH       DEFINED  6, 7,8    56550
NORDSTROM INC                   COM            655664100      6         400  SH       DEFINED    5         400
NORDSTROM INC.                  EQUITY         655664100     32       2,200  SH       DEFINED    1                  2,200
NORFOLK AND SOUTHERN            EQUITY         655844108    103       6,400  SH       DEFINED    1                  6,400
Norfolk Southern Corp           CORPBOND       655844AD0   2041   2,000,000  PRN      DEFINED    4              2,000,000
NORFOLK SOUTHERN CORP           COM            655844108   2621      162590  SH       DEFINED  6, 7,8   162590
NORFOLK SOUTHERN CORP           COM            655844108     19        1150  SH       DEFINED    5        1150
NORTEK INC                      COM            656559101     57        2651  SH       DEFINED  6, 7,8     2651
NORTEK INC                      COM            656559101      5         237  SH       DEFINED    5         237
NORTEL NETWORKS CORP            EQUITY         656568102    321      57,270  SH       DEFINED    1                 57,270
NORTEL NETWORKS CORP            EQUITY         656568102     23        3950  SH       DEFINED    2                   3950
NORTEL NETWORKS CORP NEW        COM            656568102   8528     1520080  SH       DEFINED  6, 7,8  1520080
NORTEL NETWORKS CORP NEW        COM            656568102     71       12590  SH       DEFINED    5       12590
NORTH AMERN SCIENTIFIC INC      COM            65715D100     22        1996  SH       DEFINED  6, 7,8     1996
NORTH AMERN SCIENTIFIC INC      COM            65715D100      2         198  SH       DEFINED    5         198
NORTH FORK BANCORPORATION NY    COM            659424105   5636      189500  SH       DEFINED  6, 7,8   189500
NORTH PITTSBURGH SYS INC        COM            661562108     68        4603  SH       DEFINED  6, 7,8     4603
NORTH PITTSBURGH SYS INC        COM            661562108      6         422  SH       DEFINED    5         422
NORTHEAST UTILS                 COM            664397106   3139      167600  SH       DEFINED  6, 7,8   167600
NORTHERN BORDER PARTNERS - LP   EQUITY         664785102   4619     118,900  SH       DEFINED    1                118,900
NORTHERN TR CORP                COM            665859104   4941       94150  SH       DEFINED  6, 7,8    94150
NORTHERN TR CORP                COM            665859104     35         660  SH       DEFINED    5         660
NORTHERN TRUST CORP             EQUITY         665859104    194       3,700  SH       DEFINED    1                  3,700
NORTHFIELD LABS INC             COM            666135108     39        3002  SH       DEFINED  6, 7,8     3002
NORTHFIELD LABS INC             COM            666135108      4         298  SH       DEFINED    5         298
NORTHROP GRUMMAN CORP           EQUITY         666807102   5955      58,960  SH       DEFINED    1                 58,960
NORTHROP GRUMMAN CORP           COM            666807102   4450       44060  SH       DEFINED  6, 7,8    44060
NORTHROP GRUMMAN CORP           COM            666807102     25         250  SH       DEFINED    5         250
</TABLE>


<PAGE>

<TABLE>
<S>                             <C>            <C>       <C>     <C>         <C> <C>  <C>      <C>      <C>     <C>        <C>  
NORTHROP GRUMMAN CORP           EQUITY         666807102    975        9400  SH       DEFINED    2                   9400
NORTHWEST AIRLINES CORP CL-A    EQUITY         667280101   4960     434,748  SH       DEFINED    1                434,748
NORTHWEST BANCORP INC PA        COM            667328108     38        3815  SH       DEFINED  6, 7, 8    3815
NORTHWEST BANCORP INC PA        COM            667328108      3         342  SH       DEFINED    5         342
NORTHWEST NAT GAS CO            COM            667655104    184        7874  SH       DEFINED  6, 7, 8    7874
NORTHWEST NAT GAS CO            COM            667655104     16         705  SH       DEFINED    5         705
NORTHWEST NATURAL GAS CO.       EQUITY         667655104     15         650  SH       DEFINED    1                    650
NORTHWESTERN CORP               COM            668074107    410       18644  SH       DEFINED  6, 7, 8   18644
NORTHWESTERN CORP               COM            668074107     15         667  SH       DEFINED    5         667
NORWEGIAN KRONE                 EQUITY         999NOKZ96      1       10650  SH       DEFINED    2                  10650
NORWEGIAN KRONE                 EQUITY         999NOKZ96      6       51300  SH       DEFINED    2                  51300
NOVADIGM INC                    COM            669937104     28        3834  SH       DEFINED  6, 7, 8    3834
NOVADIGM INC                    COM            669937104      3         380  SH       DEFINED    5         380
NOVATEL WIRELESS INC            COM            66987M109      3        7714  SH       DEFINED  6, 7, 8    7714
NOVATEL WIRELESS INC            COM            66987M109      0         743  SH       DEFINED    5         743
NOVAVAX INC                     COM            670002104     57        4015  SH       DEFINED  6, 7, 8    4015
NOVAVAX INC                     COM            670002104      6         398  SH       DEFINED    5         398
NOVELL INC                      COM            670006105    992      271010  SH       DEFINED  6, 7, 8  271010
NOVELL INC                      COM            670006105     40       11010  SH       DEFINED    5       11010
NOVELL INC.                     EQUITY         670006105     22       5,900  SH       DEFINED    1                  5,900
NOVELLUS SYS INC                COM            670008101   1978       69270  SH       DEFINED  6, 7, 8   69270
NOVELLUS SYS INC                COM            670008101     12         420  SH       DEFINED    5         420
NOVELLUS SYS INC                EQUITY         670008101   2392       80500  SH       DEFINED    2                  80500
NOVELLUS SYSTEMS INC            EQUITY         670008101     69       2,400  SH       DEFINED    1                  2,400
NOVEN PHARMACEUTICALS INC       COM            670009109    114        6319  SH       DEFINED  6, 7, 8    6319
NOVEN PHARMACEUTICALS INC       COM            670009109     11         627  SH       DEFINED    5         627
NOVOSTE CORP                    COM            67010C100     25        4193  SH       DEFINED  6, 7, 8    4193
NOVOSTE CORP                    COM            67010C100      2         416  SH       DEFINED    5         416
NPS PHARMACEUTICALS INC         COM            62936P103    242        7756  SH       DEFINED  6, 7, 8    7756
NPS PHARMACEUTICALS INC         COM            62936P103     23         750  SH       DEFINED    5         750
NS GROUP INC                    COM            628916108     38        5532  SH       DEFINED  6, 7, 8    5532
NS GROUP INC                    COM            628916108      3         495  SH       DEFINED    5         495
NSTAR                           COM            67019E107   2602       62100  SH       DEFINED  6, 7, 8   62100
NTELOS INC                      COM            67019U101     43        5129  SH       DEFINED  6, 7, 8    5129
NTELOS INC                      COM            67019U101      4         475  SH       DEFINED    5         475
NU HORIZONS ELECTRS CORP        COM            669908105     35        4570  SH       DEFINED  6, 7, 8    4570
NU HORIZONS ELECTRS CORP        COM            669908105      3         412  SH       DEFINED    5         412
NU SKIN ENTERPRISES INC         CL A           67018T105    107       13660  SH       DEFINED  6, 7, 8   13660
NU SKIN ENTERPRISES INC         CL A           67018T105     10        1223  SH       DEFINED    5        1223
NUANCE COMMUNICATIONS INC       COM            669967101     49        7505  SH       DEFINED  6, 7, 8    7505
NUANCE COMMUNICATIONS INC       COM            669967101      5         745  SH       DEFINED    5         745
NUCOR CORP                      EQUITY         670346105     52       1,300  SH       DEFINED    1                  1,300
NUCOR CORP                      COM            670346105   1306       32890  SH       DEFINED  6, 7, 8   32890
</TABLE>


<PAGE>

<TABLE>
<S>                             <C>            <C>       <C>     <C>         <C> <C>  <C>      <C>      <C>     <C>        <C>  
NUCOR CORP                      COM            670346105      9         230  SH       DEFINED    5         230
NUEVO ENERGY CO                 COM            670509108     63        4515  SH       DEFINED  6, 7, 8    4515
NUEVO ENERGY CO                 COM            670509108      6         404  SH       DEFINED    5         404
NUI CORP                        COM            629431107     88        4318  SH       DEFINED  6, 7, 8    4318
NUI CORP                        COM            629431107      8         387  SH       DEFINED    5         387
NUMERICAL TECHNOLOGIES INC      COM            67053T101     90        5410  SH       DEFINED  6, 7, 8    5410
NUMERICAL TECHNOLOGIES INC      COM            67053T101      8         502  SH       DEFINED    5         502
NVIDIA CORP                     COM            67066G104   4928      179380  SH       DEFINED  6, 7, 8  179380
NVR INC                         COM            62944T105    265        1889  SH       DEFINED  6, 7, 8    1889
NVR INC                         COM            62944T105     25         177  SH       DEFINED    5         177
NYFIX INC                       COM            670712108     99        6909  SH       DEFINED  6, 7, 8    6909
NYFIX INC                       COM            670712108     10         686  SH       DEFINED    5         686
NYMAGIC INC                     COM            629484106     17        1041  SH       DEFINED  6, 7, 8    1041
NYMAGIC INC                     COM            629484106      1          93  SH       DEFINED    5          93
O CHARLEYS INC                  COM            670823103     84        4885  SH       DEFINED  6, 7, 8    4885
O CHARLEYS INC                  COM            670823103      8         461  SH       DEFINED    5         461
O CHARLEYS INC COM              EQUITY         670823103   3291      191900  SH       Sole       3      191900
O REILLY AUTOMOTIVE INC         COM            686091109    304       10602  SH       DEFINED  6, 7, 8   10602
O REILLY AUTOMOTIVE INC         COM            686091109     29         995  SH       DEFINED    5         995
OAK TECHNOLOGY INC              COM            671802106    104       13343  SH       DEFINED  6, 7, 8   13343
OAK TECHNOLOGY INC              COM            671802106     10        1316  SH       DEFINED    5        1316
OAKLEY INC                      EQUITY         673662102   2978      243000  SH       DEFINED    2                 243000
OCCIDENTAL PETE CORP DEL        COM            674599105   7513      308650  SH       DEFINED  6, 7, 8  308650
OCCIDENTAL PETE CORP DEL        COM            674599105     27        1100  SH       DEFINED    5        1100
OCCIDENTAL PETROLEUM            EQUITY         674599105    148       6,100  SH       DEFINED    1                  6,100
OCCIDENTE Y CARIBE CELULAR SA   EQUITY         674608112              24000  SH       DEFINED    2                   7750
OCEAN ENERGY INC DEL            COM            67481E106   3728      228700  SH       DEFINED  6, 7, 8  228700
OCEAN ENERGY INC TEX            EQUITY         67481E106   4441      230700  SH       DEFINED    2                 237700
OCEAN ENERGY INC TEX COM        EQUITY         67481E106  12370      758900  SH       Sole       3      639300                119600
OCEANEERING INTL INC            COM            675232102    108        6674  SH       DEFINED  6, 7, 8    6674
OCEANEERING INTL INC            COM            675232102     10         615  SH       DEFINED    5         615
OCEANFIRST FINL CORP            COM            675234108     63        2493  SH       DEFINED  6, 7, 8    2493
OCEANFIRST FINL CORP            COM            675234108      6         223  SH       DEFINED    5         223
OCTEL CORP                      COM            675727101     57        3132  SH       DEFINED  6, 7, 8    3132
OCTEL CORP                      COM            675727101      5         280  SH       DEFINED    5         280
OCULAR SCIENCES INC             COM            675744106     97        4810  SH       DEFINED  6, 7, 8    4810
OCULAR SCIENCES INC             COM            675744106     10         472  SH       DEFINED    5         472
OCWEN FINL CORP                 COM            675746101    365       50649  SH       DEFINED  6, 7, 8   50649
OCWEN FINL CORP                 COM            675746101      7        1032  SH       DEFINED    5        1032
OFFICE DEPOT INC                COM            676220106   1711      125810  SH       DEFINED  6, 7, 8  125810
OFFICE DEPOT INC                COM            676220106     12         890  SH       DEFINED    5         890
OFFICE DEPOT INCORPORATED       EQUITY         676220106     67       4,900  SH       DEFINED    1                  4,900
OFFICEMAX INC                   COM            67622M108    102       33561  SH       DEFINED  6, 7, 8   33561
</TABLE>


<PAGE>

<TABLE>
<S>                             <C>            <C>       <C>     <C>         <C> <C>  <C>      <C>      <C>     <C>        <C>  
OFFICEMAX INC                   COM            67622M108      9        3005  SH       DEFINED    5        3005
OFFSHORE LOGISTICS INC          COM            676255102     99        5167  SH       DEFINED  6, 7, 8    5167
OFFSHORE LOGISTICS INC          COM            676255102      9         484  SH       DEFINED    5         484
OFFSHORE LOGISTICS INC          EQUITY         676255102   2596      135900  SH       DEFINED    2                 135900
OGE ENERGY CORP                 COM            670837103   2961      135380  SH       DEFINED  6, 7, 8  135380
OGE ENERGY CORP                 COM            670837103     20         900  SH       DEFINED    5         900
OGLEBAY NORTON CO               COM            677007106     13         863  SH       DEFINED  6, 7, 8     863
OGLEBAY NORTON CO               COM            677007106      1          79  SH       DEFINED    5          79
OHIO CAS CORP                   COM            677240103   1143       87979  SH       DEFINED  6, 7, 8   87979
OHIO CAS CORP                   COM            677240103     20        1524  SH       DEFINED    5        1524
OIL STS INTL INC                COM            678026105     19        2941  SH       DEFINED  6, 7, 8    2941
OIL STS INTL INC                COM            678026105      2         281  SH       DEFINED    5         281
OLD REP INTL CORP               COM            680223104   5654      215720  SH       DEFINED  6, 7, 8  215720
OLD REP INTL CORP               COM            680223104     14         520  SH       DEFINED    5         520
OLD REP INTL CORP COM           EQUITY         680223104  30815     1175700  SH       Sole       3     1148900                 26800
OLD SECOND BANCORP INC ILL      COM            680277100     62        1825  SH       DEFINED  6, 7, 8    1825
OLD SECOND BANCORP INC ILL      COM            680277100      6         163  SH       DEFINED    5         163
OLIN CORP                       COM PAR $1     680665205   1324       90066  SH       DEFINED  6, 7, 8   90066
OLIN CORP                       COM PAR $1     680665205     14         978  SH       DEFINED    5         978
OM GROUP INC                    COM            670872100    385        7000  SH       DEFINED  6, 7, 8    7000
OMEGA FINL CORP                 COM            682092101     81        2603  SH       DEFINED  6, 7, 8    2603
OMEGA FINL CORP                 COM            682092101      7         233  SH       DEFINED    5         233
OMNICARE INC                    COM            681904108   3982      182425  SH       DEFINED  6, 7, 8  182425
OMNICELL INC                    EQUITY         68213N109   2692      368600  SH       DEFINED    2                 368600
OMNICOM GROUP INC               EQUITY         681919106    201       3,100  SH       DEFINED    1                  3,100
OMNICOM GROUP INC               COM            681919106   7103      109446  SH       DEFINED  6, 7, 8  109446
OMNICOM GROUP INC               COM            681919106     76        1170  SH       DEFINED    5        1170
OMNISKY CORP                    COM            68213L103      1        5466  SH       DEFINED  6, 7, 8    5466
OMNISKY CORP                    COM            68213L103      0         520  SH       DEFINED    5         520
OMNOVA SOLUTIONS INC            COM            682129101     78       12442  SH       DEFINED  6, 7, 8   12442
OMNOVA SOLUTIONS INC            COM            682129101      7        1114  SH       DEFINED    5        1114
ON ASSIGNMENT INC               COM            682159108    220       13700  SH       DEFINED  6, 7, 8   13700
ON ASSIGNMENT INC               COM            682159108     10         600  SH       DEFINED    5         600
ON COMMAND CORP                 COM            682160106      4        1732  SH       DEFINED  6, 7, 8    1732
ON COMMAND CORP                 COM            682160106      0         156  SH       DEFINED    5         156
ON SEMICONDUCTOR CORP           COM            682189105     18        9492  SH       DEFINED  6, 7, 8    9492
ON SEMICONDUCTOR CORP           COM            682189105      2         932  SH       DEFINED    5         932
ONEIDA LTD                      COM            682505102     63        4404  SH       DEFINED  6, 7, 8    4404
ONEIDA LTD                      COM            682505102      6         397  SH       DEFINED    5         397
ONEOK INC NEW                   COM            682680103   1685      101758  SH       DEFINED  6, 7, 8  101758
ONEOK INC NEW                   COM            682680103     29        1764  SH       DEFINED    5        1764
ONI SYS CORP                    EQUITY         68273F103    607     3675554  SH       DEFINED    2              367554.21
ONYX PHARMACEUTICALS INC        COM            683399109     18        5227  SH       DEFINED  6, 7, 8    5227
</TABLE>


<PAGE>

<TABLE>
<S>                             <C>            <C>       <C>     <C>         <C> <C>  <C>      <C>      <C>     <C>        <C>  
ONYX PHARMACEUTICALS INC        COM            683399109      2         519  SH       DEFINED    5         519
ONYX SOFTWARE CORP              COM            683402101     18        9278  SH       DEFINED  6, 7, 8    9278
ONYX SOFTWARE CORP              COM            683402101      2         921  SH       DEFINED    5         921
OPENWAVE SYS INC                COM            683718100    576       45207  SH       DEFINED  6, 7, 8   45207
OPENWAVE SYS INC                COM            683718100      8         613  SH       DEFINED    5         613
OPENWAVE SYS INC                EQUITY         683718100   1586      131700  SH       DEFINED    2                 131700
OPLINK COMMUNICATIONS INC       COM            68375Q106     22       32778  SH       DEFINED  6, 7, 8   32778
OPLINK COMMUNICATIONS INC       COM            68375Q106      2        3253  SH       DEFINED    5        3253
OPNET TECHNOLOGIES INC          COM            683757108     14        2323  SH       DEFINED  6, 7, 8    2323
OPNET TECHNOLOGIES INC          COM            683757108      1         230  SH       DEFINED    5         230
OPTICAL CABLE CORP              COM            683827109      1         671  SH       DEFINED  6, 7, 8     671
OPTICAL CABLE CORP              COM            683827109      0          67  SH       DEFINED    5          67
OPTICAL COMMUNICATION PRODS     CL A           68382T101      3        1350  SH       DEFINED  6, 7, 8    1350
OPTICAL COMMUNICATION PRODS     CL A           68382T101      0         130  SH       DEFINED    5         130
OPTIMAL ROBOTICS CORP           CL A NEW       68388R208    125        5110  SH       DEFINED  6, 7, 8    5110
OPTION CARE INC                 COM            683948103     25        1632  SH       DEFINED  6, 7, 8    1632
OPTION CARE INC                 COM            683948103      3         162  SH       DEFINED    5         162
Oracle                          EQUITY         68389X105   1623     129,000  SH       DEFINED    4                129,000
ORACLE CORP                     COM            68389X105  34965     2779420  SH       DEFINED  6, 7, 8 2779420
ORACLE CORP                     COM            68389X105    258       20510  SH       DEFINED    5       20510
ORACLE SYSTEMS                  EQUITY         68389X105   9842     782,360  SH       DEFINED    1                782,360
ORASURE TECHNOLOGIES INC        COM            68554V108     74        7262  SH       DEFINED  6, 7, 8    7262
ORASURE TECHNOLOGIES INC        COM            68554V108      7         721  SH       DEFINED    5         721
ORBITAL SCIENCES CORP           COM            685564106     19       10505  SH       DEFINED  6, 7, 8   10505
ORBITAL SCIENCES CORP           COM            685564106      2         941  SH       DEFINED    5         941
ORCHID BIOSCIENCES INC          COM            68571P100     25       11250  SH       DEFINED  6, 7, 8   11250
ORCHID BIOSCIENCES INC          COM            68571P100      2        1111  SH       DEFINED    5        1111
OREGON STL MLS INC              COM            686079104     43        8103  SH       DEFINED  6, 7, 8    8103
OREGON STL MLS INC              COM            686079104      4         726  SH       DEFINED    5         726
ORGANOGENESIS INC               COM            685906109     50        8499  SH       DEFINED  6, 7, 8    8499
ORGANOGENESIS INC               COM            685906109      5         839  SH       DEFINED    5         839
ORIENTAL FINL GROUP INC         COM            68618W100     67        3341  SH       DEFINED  6, 7, 8    3341
ORIENTAL FINL GROUP INC         COM            68618W100      6         309  SH       DEFINED    5         309
ORTHODONTIC CTRS AMER INC       COM            68750P103    404       16400  SH       DEFINED  6, 7, 8   16400
ORTHODONTIC CTRS AMER INC       COM            68750P103      8         340  SH       DEFINED    5         340
OSCA INC                        CL A           687836106     31        1976  SH       DEFINED  6, 7, 8    1976
OSCA INC                        CL A           687836106      3         188  SH       DEFINED    5         188
OSHKOSH B GOSH INC              CL A           688222207     73        2791  SH       DEFINED  6, 7, 8    2791
OSHKOSH B GOSH INC              CL A           688222207      7         277  SH       DEFINED    5         277
OSHKOSH TRUCK CORP              COM            688239201    384       10613  SH       DEFINED  6, 7, 8   10613
OSHKOSH TRUCK CORP              COM            688239201     16         450  SH       DEFINED    5         450
OSI PHARMACEUTICALS INC         COM            671040103    120        3685  SH       DEFINED  6, 7, 8    3685
OSMONICS INC                    COM            688350107     41        3311  SH       DEFINED  6, 7, 8    3311
</TABLE>


<PAGE>

<TABLE>
<S>                             <C>            <C>       <C>     <C>         <C> <C>  <C>      <C>      <C>     <C>        <C>  
OSMONICS INC                    COM            688350107      4         297  SH       DEFINED    5         297
OTG SOFTWARE INC                COM            671059103     24        4279  SH       DEFINED  6, 7, 8    4279
OTG SOFTWARE INC                COM            671059103      2         411  SH       DEFINED    5         411
OTTER TAIL CORP                 COM            689648103    209        7381  SH       DEFINED  6, 7, 8    7381
OTTER TAIL CORP                 COM            689648103     19         664  SH       DEFINED    5         664
OUTBACK STEAKHOUSE INC          COM            689899102   2284       89200  SH       DEFINED  6, 7, 8   89200
OVERSEAS PRIVATE INVT CORP      EQUITY         690353BB2   1099       27100  SH       DEFINED    2                  27100
OVERSEAS SHIPHOLDING GROUP INC  COM            690368105   1069       48572  SH       DEFINED  6, 7, 8   48572
OVERSEAS SHIPHOLDING GROUP INC  COM            690368105     16         738  SH       DEFINED    5         738
OWENS & MINOR INC NEW           COM            690732102    198        9756  SH       DEFINED  6, 7, 8    9756
OWENS & MINOR INC NEW           COM            690732102     19         939  SH       DEFINED    5         939
OWENS ILL INC                   COM NEW        690768403    184       45599  SH       DEFINED  6, 7, 8   45599
OWENS ILL INC                   COM NEW        690768403     16        3983  SH       DEFINED    5        3983
OXFORD HEALTH PLANS INC         COM            691471106   5651      198966  SH       DEFINED  6, 7, 8  198966
OXFORD HEALTH PLANS INC         COM            691471106     21         730  SH       DEFINED    5         730
OXFORD INDS INC                 COM            691497309     40        1849  SH       DEFINED  6, 7, 8    1849
OXFORD INDS INC                 COM            691497309      4         166  SH       DEFINED    5         166
P C CONNECTION                  COM            69318J100     15        1877  SH       DEFINED  6, 7, 8    1877
P C CONNECTION                  COM            69318J100      1         186  SH       DEFINED    5         186
P F CHANGS CHINA BISTRO INC     COM            69333Y108     93        2583  SH       DEFINED  6, 7, 8    2583
P F CHANGS CHINA BISTRO INC     COM            69333Y108      9         256  SH       DEFINED    5         256
P G & E CORPORATION             EQUITY         69331C108     99       6,500  SH       DEFINED    1                  6,500
PACCAR INC                      EQUITY         693718108     64       1,300  SH       DEFINED    1                  1,300
PACCAR INC                      COM            693718108   1665       33930  SH       DEFINED  6, 7, 8   33930
PACCAR INC                      COM            693718108     11         230  SH       DEFINED    5         230
PACIFIC CAP BANCORP NEW         COM            69404P101    230        7932  SH       DEFINED  6, 7, 8    7932
PACIFIC CAP BANCORP NEW         COM            69404P101     21         719  SH       DEFINED    5         719
PACIFIC CENTY FINL CORP         COM            694058108   2187       93600  SH       DEFINED  6, 7, 8   93600
PACIFIC NORTHWEST BANCORP       COM            69466M103     88        4318  SH       DEFINED  6, 7, 8    4318
PACIFIC NORTHWEST BANCORP       COM            69466M103      8         387  SH       DEFINED    5         387
PACIFIC SUNWEAR CALIF INC       COM            694873100    112        8166  SH       DEFINED  6, 7, 8    8166
PACIFIC SUNWEAR CALIF INC       COM            694873100     11         810  SH       DEFINED    5         810
PACIFICARE HEALTH SYS DEL       COM            695112102    606       48117  SH       DEFINED  6, 7, 8   48117
PACIFICARE HEALTH SYS DEL       COM            695112102     10         781  SH       DEFINED    5         781
PACKAGING CORP AMER             COM            695156109   2106      136300  SH       DEFINED  6, 7, 8  136300
PACKARD BIOSCIENCE INC          COM            695172205    146       18404  SH       DEFINED  6, 7, 8   18404
PACKARD BIOSCIENCE INC          COM            695172205     14        1794  SH       DEFINED    5        1794
PACKETEER INC                   COM            695210104     20        6271  SH       DEFINED  6, 7, 8    6271
PACKETEER INC                   COM            695210104      2         622  SH       DEFINED    5         622
PACTIV CORP                     COM            695257105   1183       81610  SH       DEFINED  6, 7, 8   81610
PACTIV CORP                     COM            695257105      7         470  SH       DEFINED    5         470
PACTIV CORPORATION              EQUITY         695257105     38       2,600  SH       DEFINED    1                  2,600
PAIN THERAPEUTICS INC           COM            69562K100     32        4519  SH       DEFINED  6, 7, 8    4519
</TABLE>


<PAGE>

<TABLE>
<S>                             <C>            <C>       <C>     <C>         <C> <C>  <C>      <C>      <C>     <C>        <C>  
PAIN THERAPEUTICS INC           COM            69562K100      3         448  SH       DEFINED    5         448
PALL CORP                       EQUITY         696429307     39       2,000  SH       DEFINED    1                  2,000
PALL CORP                       COM            696429307   1919       98640  SH       DEFINED  6, 7, 8   98640
PALL CORP                       COM            696429307      7         370  SH       DEFINED    5         370
PALM HARBOR HOMES               COM            696639103     94        5042  SH       DEFINED  6, 7, 8    5042
PALM HARBOR HOMES               COM            696639103      9         460  SH       DEFINED    5         460
PALM INC                        EQUITY         696642107     14       9,495  SH       DEFINED    1                  9,495
PALM INC                        COM            696642107    364      249423  SH       DEFINED  6, 7, 8  249423
PALM INC                        COM            696642107      2        1689  SH       DEFINED    5        1689
PAN PACIFIC RETAIL COM          EQUITY         69806L104   9868      374500  SH       Sole       3      326900                 47600
PAN PACIFIC RETAIL PPTYS INC    COM            69806L104    194        7355  SH       DEFINED  6, 7, 8    7355
PAN PACIFIC RETAIL PPTYS INC    COM            69806L104     17         659  SH       DEFINED    5         659
PANAMSAT CORP NEW               COM            697933109     85        3640  SH       DEFINED  6, 7, 8    3640
PANERA BREAD CO                 CL A           69840W108     94        2687  SH       DEFINED  6, 7, 8    2687
PANERA BREAD CO                 CL A           69840W108      9         267  SH       DEFINED    5         267
PAPA JOHNS INTL INC             COM            698813102    795       30536  SH       DEFINED  6, 7, 8   30536
PAPA JOHNS INTL INC             COM            698813102     11         411  SH       DEFINED    5         411
PARADIGM GENETICS INC           COM            69900R106     31        4955  SH       DEFINED  6, 7, 8    4955
PARADIGM GENETICS INC           COM            69900R106      3         489  SH       DEFINED    5         489
PARAMETRIC TECHNOLOGY CORP      EQUITY         699173100     23       4,400  SH       DEFINED    1                  4,400
PARAMETRIC TECHNOLOGY CORP      COM            699173100    613      118100  SH       DEFINED  6, 7, 8  118100
PARAMETRIC TECHNOLOGY CORP      COM            699173100      4         790  SH       DEFINED    5         790
PAREXEL INTL CORP               COM            699462107     88        7740  SH       DEFINED  6, 7, 8    7740
PAREXEL INTL CORP               COM            699462107      8         693  SH       DEFINED    5         693
PARK ELECTROCHEMICAL CORP       COM            700416209    113        5205  SH       DEFINED  6, 7, 8    5205
PARK ELECTROCHEMICAL CORP       COM            700416209     10         466  SH       DEFINED    5         466
PARK NATL CORP                  COM            700658107    324        3345  SH       DEFINED  6, 7, 8    3345
PARK NATL CORP                  COM            700658107     31         318  SH       DEFINED    5         318
PARK PL ENTMT CORP              COM            700690100   2546      347400  SH       DEFINED  6, 7, 8  347400
PARKER DRILLING CO              COM            701081101     83       27078  SH       DEFINED  6, 7, 8   27078
PARKER DRILLING CO              COM            701081101      7        2425  SH       DEFINED    5        2425
PARKER HANNIFAN                 EQUITY         701094104     65       1,900  SH       DEFINED    1                  1,900
PARKER HANNIFIN CORP            COM            701094104   1701       49380  SH       DEFINED  6, 7, 8   49380
PARKER HANNIFIN CORP            COM            701094104     12         350  SH       DEFINED    5         350
PARKERVISION INC                COM            701354102     43        2360  SH       DEFINED  6, 7, 8    2360
PARKERVISION INC                COM            701354102      4         234  SH       DEFINED    5         234
PARKWAY PPTYS INC               COM            70159Q104     85        2625  SH       DEFINED  6, 7, 8    2625
PARKWAY PPTYS INC               COM            70159Q104      8         235  SH       DEFINED    5         235
PATHMARK STORES INC NEW         COM            70322A101    221        9301  SH       DEFINED  6, 7, 8    9301
PATHMARK STORES INC NEW         COM            70322A101     19         817  SH       DEFINED    5         817
PATINA OIL & GAS CORP           COM            703224105    114        4949  SH       DEFINED  6, 7, 8    4949
PATINA OIL & GAS CORP           COM            703224105     12         521  SH       DEFINED    5         521
PATTERSON DENTAL CO             COM            703412106   2916       79100  SH       DEFINED  6, 7, 8   79100
</TABLE>


<PAGE>

<TABLE>
<S>                             <C>            <C>       <C>     <C>         <C> <C>  <C>      <C>      <C>     <C>        <C>  
PATTERSON UTI ENERGY INC        EQUITY         703481101   3041      233600  SH       DEFINED    2                 233600
PAXAR CORP                      COM            704227107    666       52226  SH       DEFINED  6, 7, 8   52226
PAXAR CORP                      COM            704227107     23        1811  SH       DEFINED    5        1811
PAXSON COMMUNICATIONS CORP      COM            704231109     64        8911  SH       DEFINED  6, 7, 8    8911
PAXSON COMMUNICATIONS CORP      COM            704231109      6         884  SH       DEFINED    5         884
PAYCHEX INC                     EQUITY         704326107    194       6,150  SH       DEFINED    1                  6,150
PAYCHEX INC                     EQUITY         704326107  50737     1610182  SH       Sole       3     1529683                 80499
PAYCHEX INC                     COM            704326107   6587      209030  SH       DEFINED  6, 7, 8  209030
PAYCHEX INC                     COM            704326107     56        1785  SH       DEFINED    5        1785
PAYCHEX INC                     EQUITY         704326107   6091      190600  SH       DEFINED    2                 190600
PAYLESS SHOESOURCE INC          COM            704379106   2329       42500  SH       DEFINED  6, 7, 8   42500
PC-TEL INC                      COM            69325Q105     32        4222  SH       DEFINED  6, 7, 8    4222
PC-TEL INC                      COM            69325Q105      3         378  SH       DEFINED    5         378
PEC SOLUTIONS INC               COM            705107100      6         378  SH       DEFINED  6, 7, 8     378
PEC SOLUTIONS INC               COM            705107100      1          37  SH       DEFINED    5          37
PECO II INC                     COM            705221109     19        3908  SH       DEFINED  6, 7, 8    3908
PECO II INC                     COM            705221109      2         374  SH       DEFINED    5         374
PEDIATRIX MED GROUP             COM            705324101    256        6279  SH       DEFINED  6, 7, 8    6279
PEDIATRIX MED GROUP             COM            705324101     23         562  SH       DEFINED    5         562
PEGASUS COMM A                  EQUITY         070504100      6         900  SH       DEFINED    2                    900
PEGASUS COMMUNICATIONS CORP     CL A           705904100     89       12664  SH       DEFINED  6, 7, 8   12664
PEGASUS COMMUNICATIONS CORP     CL A           705904100      8        1211  SH       DEFINED    5        1211
PEGASUS COMMUNICATIONS CORP     EQUITY         705904100   1644      216100  SH       DEFINED    2                 216100
PEGASUS SOLUTIONS INC           COM            705906105     63        7533  SH       DEFINED  6, 7, 8    7533
PEGASUS SOLUTIONS INC           COM            705906105      6         689  SH       DEFINED    5         689
PEMSTAR INC                     COM            706552106     65        5674  SH       DEFINED  6, 7, 8    5674
PEMSTAR INC                     COM            706552106      6         557  SH       DEFINED    5         557
PENN ENGR & MFG CORP            COM NON VTG    707389300     52        3648  SH       DEFINED  6, 7, 8    3648
PENN ENGR & MFG CORP            COM NON VTG    707389300      5         335  SH       DEFINED    5         335
PENN NATL GAMING INC            COM            707569109     40        2424  SH       DEFINED  6, 7, 8    2424
PENN NATL GAMING INC            COM            707569109      4         241  SH       DEFINED    5         241
PENN VA CORP                    COM            707882106     70        2477  SH       DEFINED  6, 7, 8    2477
PENN VA CORP                    COM            707882106      6         222  SH       DEFINED    5         222
PENNEY J C INC                  COM            708160106   2434      111160  SH       DEFINED  6, 7, 8  111160
PENNEY J C INC                  COM            708160106     17         780  SH       DEFINED    5         780
PENNFED FINL SVCS INC           COM            708167101     42        1864  SH       DEFINED  6, 7, 8    1864
PENNFED FINL SVCS INC           COM            708167101      4         167  SH       DEFINED    5         167
PENNSYLVANIA RL ESTATE INVT TR  SH BEN INT     709102107     73        3441  SH       DEFINED  6, 7, 8    3441
PENNSYLVANIA RL ESTATE INVT TR  SH BEN INT     709102107      7         351  SH       DEFINED    5         351
PENNZOIL QUAKER ST CO           EQUITY         709323109   2177      194400  SH       DEFINED    2                 194400
PENNZOIL-QUAKER STATE COMPANY   COM            709323109   1313      117441  SH       DEFINED  6, 7, 8  117441
PENNZOIL-QUAKER STATE COMPANY   COM            709323109     24        2155  SH       DEFINED    5        2155
PENTAIR INC                     COM            709631105   1766       57400  SH       DEFINED  6, 7, 8   57400
</TABLE>


<PAGE>

<TABLE>
<S>                             <C>            <C>       <C>     <C>         <C> <C>  <C>      <C>      <C>    <C>         <C>  
PENTON MEDIA INC                COM            709668107     26        7306  SH       DEFINED  6, 7, 8    7306
PENTON MEDIA INC                COM            709668107      2         654  SH       DEFINED    5         654
PENWEST PHARMACEUTICALS CO      COM            709754105     55        3172  SH       DEFINED  6, 7, 8    3172
PENWEST PHARMACEUTICALS CO      COM            709754105      6         365  SH       DEFINED    5         365
PEOPLES ENERGY CORP             COM            711030106   1705       42883  SH       DEFINED  6, 7, 8   42883
PEOPLES ENERGY CORP             COM            711030106     53        1326  SH       DEFINED    5        1326
PEOPLE'S ENERGY CORP.           EQUITY         711030106     24         600  SH       DEFINED    1                    600
PEOPLES HLDG CO                 COM            711148106     64        1899  SH       DEFINED  6, 7, 8    1899
PEOPLES HLDG CO                 COM            711148106      6         170  SH       DEFINED    5         170
PEOPLESOFT INC                  EQUITY         712713106   2355     130,570  SH       DEFINED    1                130,570
PEOPLESOFT INC                  COM            712713106   2381      131990  SH       DEFINED  6, 7, 8  131990
PEOPLESOFT INC                  COM            712713106     16         880  SH       DEFINED    5         880
PEOPLESOFT INC                  EQUITY         712713106   3155      151400  SH       DEFINED    2                 151400
PEP BOYS MANNY MOE & JACK       COM            713278109    158       14288  SH       DEFINED  6, 7, 8   14288
PEP BOYS MANNY MOE & JACK       COM            713278109     14        1279  SH       DEFINED    5        1279
PEPSI BOTTLING GROUP INC        EQUITY         713409100    111       2,400  SH       DEFINED    1                  2,400
PEPSI BOTTLING GROUP INC        COM            713409100   2799       60760  SH       DEFINED  6, 7, 8   60760
PEPSI BOTTLING GROUP INC        COM            713409100     20         430  SH       DEFINED    5         430
PEPSIAMERICAS INC               COM            71343P200   2736      183000  SH       DEFINED  6, 7, 8  183000
PEPSICO                         EQUITY         713448108     49        1000  SH       DEFINED    2                   1000
PEPSICO INC                     COM            713448108  45779      943904  SH       DEFINED  6, 7, 8  943904
PEPSICO INC                     COM            713448108    366        7551  SH       DEFINED    5        7551
PEPSICO INC.                    EQUITY         713448108   1522      31,390  SH       DEFINED    1                 31,390
PEPSI-GEMEX S.A.- SPONS GDR     EQUITY         713435105    652     124,100  SH       DEFINED    1                124,100
PEREGRINE PHARMACEUTICALS INC   COM            713661106     27       27526  SH       DEFINED  6, 7, 8   27526
PEREGRINE PHARMACEUTICALS INC   COM            713661106      3        2716  SH       DEFINED    5        2716
PEREGRINE SYSTEMS INC           COM            71366Q101    158       12474  SH       DEFINED  6, 7, 8   12474
PEREGRINE SYSTEMS INC           COM            71366Q101      0           1  SH       DEFINED    5           1
PEREZ COMPANC SA- SPON ADR      EQUITY         71367B103    499      49,023  SH       DEFINED    1                 49,023
PERFORMANCE FOOD GROUP CO       COM            713755106    296       10375  SH       DEFINED  6, 7, 8   10375
PERFORMANCE FOOD GROUP CO       COM            713755106     29        1000  SH       DEFINED    5        1000
PERFORMANCE TECHNOLOGIES INC    COM            71376K102     23        2814  SH       DEFINED  6, 7, 8    2814
PERFORMANCE TECHNOLOGIES INC    COM            71376K102      2         279  SH       DEFINED    5         279
PERICOM SEMICONDUCTOR CORP      COM            713831105     91        6528  SH       DEFINED  6, 7, 8    6528
PERICOM SEMICONDUCTOR CORP      COM            713831105      8         599  SH       DEFINED    5         599
PERINI CORP                     COM            713839108     22        3445  SH       DEFINED  6, 7, 8    3445
PERINI CORP                     COM            713839108      2         315  SH       DEFINED    5         315
PERINI CORPORATION              EQUITY         713839108  30588   4,705,882  SH       DEFINED    1              4,705,882
PERKINELMER INC                 COM            714046109   1969       75020  SH       DEFINED  6, 7, 8   75020
PERKINELMER INC                 COM            714046109      8         300  SH       DEFINED    5         300
PERKINELMER INC.                EQUITY         714046109     45       1,700  SH       DEFINED    1                  1,700
PEROT SYS CORP                  CL A           714265105    278       17198  SH       DEFINED  6, 7, 8   17198
PEROT SYS CORP                  CL A           714265105     28        1707  SH       DEFINED    5        1707
</TABLE>


<PAGE>

<TABLE>
<S>                             <C>            <C>       <C>     <C>         <C> <C>  <C>      <C>     <C>      <C>        <C>  
PERRIGO CO                      COM            714290103   1566      103339  SH       DEFINED  6, 7, 8  103339
PERRIGO CO                      COM            714290103     25        1651  SH       DEFINED    5        1651
PER-SE TECHNOLOGIES INC         COM NEW        713569309     67        8482  SH       DEFINED  6, 7, 8    8482
PER-SE TECHNOLOGIES INC         COM NEW        713569309      7         842  SH       DEFINED    5         842
PETROLEO BRASILEIRO S.A. - ADR  EQUITY         71654V101   2329     121,300  SH       DEFINED    1                121,300
PETROLEO BRASILEIRO S.A. ADR    EQUITY         71654V408    277      14,000  SH       DEFINED    1                 14,000
PETROQUEST ENERGY INC           COM            716748108     32        6337  SH       DEFINED  6, 7, 8    6337
PETROQUEST ENERGY INC           COM            716748108      3         629  SH       DEFINED    5         629
PETSMART INC                    COM            716768106    219       31175  SH       DEFINED  6, 7, 8   31175
PETSMART INC                    COM            716768106     19        2679  SH       DEFINED    5        2679
PF CHANGS CHINA BISTRO COM      EQUITY         69333Y108   6326      176100  SH       Sole       3      176100
PFF BANCORP INC                 COM            69331W104     99        3615  SH       DEFINED  6, 7, 8    3615
PFF BANCORP INC                 COM            69331W104      9         324  SH       DEFINED    5         324
PFIZER                          EQUITY         717081103  57331   1,429,711  SH       DEFINED    1              1,429,711
PFIZER                          EQUITY         717078109    226       59625  SH       DEFINED    2                  59625
PFIZER INC                      COM            717081103 132916     3314618  SH       DEFINED  6, 7, 8 3314618
PFIZER INC                      COM            717081103   1004       25040  SH       DEFINED    5       25040
PFIZER INC                      EQUITY         717081103  15049      370726  SH       DEFINED    2                 370726
PG&E CORP                       COM            69331C108   2744      180520  SH       DEFINED  6, 7, 8  180520
PG&E CORP                       COM            69331C108     17        1150  SH       DEFINED    5        1150
PHARMACEUTICAL RES INC          COM            717125108    176        4912  SH       DEFINED  6, 7, 8    4912
PHARMACEUTICAL RES INC          COM            717125108     17         487  SH       DEFINED    5         487
PHARMACIA CORP                  EQUITY         71713U102  14781     364,427  SH       DEFINED    1                364,427
PHARMACIA CORP                  EQUITY         717130102     41        1000  SH       DEFINED    2                   1000
PHARMACIA CORP                  COM            71713U102  24562      605571  SH       DEFINED  6, 7, 8  605571
PHARMACIA CORP                  COM            71713U102    157        3880  SH       DEFINED    5        3880
PHARMACIA CORP                  EQUITY         71713U102   4307      111400  SH       DEFINED    2                 111400
PHARMACOPEIA INC                COM            71713B104     81        6240  SH       DEFINED  6, 7, 8    6240
PHARMACOPEIA INC                COM            71713B104      8         619  SH       DEFINED    5         619
Pharmacopeia Incorporated       EQUITY         71713B104    259      20,000  SH       DEFINED    4                 20,000
PHARMACYCLICS INC               COM            716933106     84        4706  SH       DEFINED  6, 7, 8    4706
PHARMACYCLICS INC               COM            716933106      8         453  SH       DEFINED    5         453
PHARMOS CORP                    COM NEW        717139208     38       15417  SH       DEFINED  6, 7, 8   15417
PHARMOS CORP                    COM NEW        717139208      4        1530  SH       DEFINED    5        1530
Phelps Dodge                    CORPBOND       717265AK8   3080   3,000,000  PRN      DEFINED    4              3,000,000
PHELPS DODGE CORP               COM            717265102    916       33300  SH       DEFINED  6, 7, 8   33300
PHELPS DODGE CORP               COM            717265102      6         230  SH       DEFINED    5         230
PHELPS DODGE CORP.              EQUITY         717265102     35       1,260  SH       DEFINED    1                  1,260
PHILADELPHIA CONS HLDG CORP     COM            717528103     81        2319  SH       DEFINED  6, 7, 8    2319
PHILADELPHIA CONS HLDG CORP     COM            717528103      9         269  SH       DEFINED    5         269
PHILADELPHIA SUBN CORP          COM PAR $0.50  718009608    359       13688  SH       DEFINED  6, 7, 8   13688
PHILADELPHIA SUBN CORP          COM PAR $0.50  718009608     32        1226  SH       DEFINED    5        1226
PHILIP MORRIS                   EQUITY         718154107  37703     780,770  SH       DEFINED    1                780,770
</TABLE>


<PAGE>

<TABLE>
<S>                             <C>            <C>       <C>     <C>         <C> <C>  <C>      <C>      <C>     <C>        <C>  
Philip Morris                   EQUITY         718154107   3863      80,000  SH       DEFINED    4                 80,000
Philip Morris Cos Inc           CORPBOND       718154CJ4   1061   1,000,000  PRN      DEFINED    4              1,000,000
PHILIP MORRIS COS INC           COM            718154107  48193      997983  SH       DEFINED  6, 7, 8  997983
PHILIP MORRIS COS INC           COM            718154107    316        6550  SH       DEFINED    5        6550
PHILIP MORRIS COS INC           EQUITY         718154107  10310      212768  SH       DEFINED    2                 212768
PHILLIPS PETE CO                COM            718507106   9437      174958  SH       DEFINED  6, 7, 8  174958
PHILLIPS PETE CO                COM            718507106     61        1128  SH       DEFINED    5        1128
PHILLIPS PETROLEUM              EQUITY         718507106    343       6,350  SH       DEFINED    1                  6,350
PHILLIPS VAN HEUSEN CORP        COM            718592108     70        7064  SH       DEFINED  6, 7, 8    7064
PHILLIPS VAN HEUSEN CORP        COM            718592108      6         632  SH       DEFINED    5         632
PHOENIX COS INC NEW             COM            71902E109    659       45600  SH       DEFINED  6, 7, 8   45600
PHOENIX TECHNOLOGY LTD          COM            719153108     71        7095  SH       DEFINED  6, 7, 8    7095
PHOENIX TECHNOLOGY LTD          COM            719153108      7         651  SH       DEFINED    5         651
PHOTON DYNAMICS INC             COM            719364101     84        3612  SH       DEFINED  6, 7, 8    3612
PHOTON DYNAMICS INC             COM            719364101      8         358  SH       DEFINED    5         358
PHOTRONICS INC                  COM            719405102    208       11257  SH       DEFINED  6, 7, 8   11257
PHOTRONICS INC                  COM            719405102     13         730  SH       DEFINED    5         730
PHYSIOMETRIX INC                COM            718928104     10        9220  SH       DEFINED  6, 7, 8    9220
PICO HLDGS INC                  COM NEW        693366205     37        3357  SH       DEFINED  6, 7, 8    3357
PICO HLDGS INC                  COM NEW        693366205      3         301  SH       DEFINED    5         301
PICTURETEL CORP                 COM NEW        720035302     72       11979  SH       DEFINED  6, 7, 8   11979
PICTURETEL CORP                 COM NEW        720035302      6        1073  SH       DEFINED    5        1073
PIEDMONT NAT GAS INC            COM            720186105    296        9499  SH       DEFINED  6, 7, 8    9499
PIEDMONT NAT GAS INC            COM            720186105     26         820  SH       DEFINED    5         820
PIER 1 IMPORTS INC              COM            720279108    472       56811  SH       DEFINED  6, 7, 8   56811
PIER 1 IMPORTS INC              COM            720279108     21        2582  SH       DEFINED    5        2582
PILGRIMS PRIDE CORP             CL B           721467108     65        4716  SH       DEFINED  6, 7, 8    4716
PILGRIMS PRIDE CORP             CL B           721467108      6         422  SH       DEFINED    5         422
PINNACLE ENTMT INC              COM            723456109     35        5869  SH       DEFINED  6, 7, 8    5869
PINNACLE ENTMT INC              COM            723456109      3         526  SH       DEFINED    5         526
PINNACLE HLDGS INC              COM            72346N101      5       12726  SH       DEFINED  6, 7, 8   12726
PINNACLE HLDGS INC              COM            72346N101      0        1190  SH       DEFINED    5        1190
PINNACLE SYS INC                COM            723481107     45       15381  SH       DEFINED  6, 7, 8   15381
PINNACLE SYS INC                COM            723481107      4        1440  SH       DEFINED    5        1440
PINNACLE WEST CAP CORP          EQUITY         723484101     56       1,400  SH       DEFINED    1                  1,400
PINNACLE WEST CAP CORP          COM            723484101   1864       46960  SH       DEFINED  6, 7, 8   46960
PINNACLE WEST CAP CORP          COM            723484101     10         250  SH       DEFINED    5         250
PIONEER NAT RES CO              COM            723787107   1780      125100  SH       DEFINED  6, 7, 8  125100
PIONEER STD ELECTRS INC         COM            723877106     78        8656  SH       DEFINED  6, 7, 8    8656
PIONEER STD ELECTRS INC         COM            723877106      7         775  SH       DEFINED    5         775
PITNEY BOWES                    EQUITY         724479100    157       4,100  SH       DEFINED    1                  4,100
PITNEY BOWES INC                COM            724479100   6197      162000  SH       DEFINED  6, 7, 8  162000
PITNEY BOWES INC                COM            724479100     28         740  SH       DEFINED    5         740
</TABLE>


<PAGE>

<TABLE>
<S>                             <C>            <C>       <C>     <C>         <C> <C>  <C>      <C>      <C>     <C>        <C>  
PITNEY BOWES INC                EQUITY         724479100   6130      160466  SH       DEFINED    2                 160466
PITT DESMOINES INC              COM            724508106     43        1418  SH       DEFINED  6, 7, 8    1418
PITT DESMOINES INC              COM            724508106      4         127  SH       DEFINED    5         127
PITTSTON CO                     COM BRINKS GRP 725701106   1391       76872  SH       DEFINED  6, 7, 8   76872
PITTSTON CO                     COM BRINKS GRP 725701106     25        1407  SH       DEFINED    5        1407
PIXELWORKS INC                  COM            72581M107     78        6157  SH       DEFINED  6, 7, 8    6157
PIXELWORKS INC                  COM            72581M107      8         611  SH       DEFINED    5         611
PLACER DOME INC                 EQUITY         725906101     69       5,400  SH       DEFINED    1                  5,400
PLACER DOME INC                 COM            725906101   1965      153620  SH       DEFINED  6, 7, 8  153620
PLACER DOME INC                 COM            725906101     13         980  SH       DEFINED    5         980
PLAINS RES INC                  COM PAR $0.10  726540503    163        6270  SH       DEFINED  6, 7, 8    6270
PLAINS RES INC                  COM PAR $0.10  726540503     17         652  SH       DEFINED    5         652
PLANAR SYS INC                  COM            726900103     59        2929  SH       DEFINED  6, 7, 8    2929
PLANAR SYS INC                  COM            726900103      6         291  SH       DEFINED    5         291
PLANTRONICS INC NEW             COM            727493108   1137       66658  SH       DEFINED  6, 7, 8   66658
PLANTRONICS INC NEW             COM            727493108     16         928  SH       DEFINED    5         928
PLATO LEARNING INC              COM            72764Y100     67        2789  SH       DEFINED  6, 7, 8    2789
PLATO LEARNING INC              COM            72764Y100      7         277  SH       DEFINED    5         277
PLAYBOY ENTERPRISES INC         CL B           728117300     48        3907  SH       DEFINED  6, 7, 8    3907
PLAYBOY ENTERPRISES INC         CL B           728117300      4         363  SH       DEFINED    5         363
PLAYTEX PRODS INC               COM            72813P100     85        8376  SH       DEFINED  6, 7, 8    8376
PLAYTEX PRODS INC               COM            72813P100      8         750  SH       DEFINED    5         750
PLEXUS CORP                     COM            729132100   1473       62460  SH       DEFINED  6, 7, 8   62460
PLEXUS CORP                     COM            729132100     27        1134  SH       DEFINED    5        1134
PLUM CREEK TIMBER CO INC        COM            729251108    524       19600  SH       DEFINED  6, 7, 8   19600
PLX TECHNOLOGY INC              COM            693417107     25        4881  SH       DEFINED  6, 7, 8    4881
PLX TECHNOLOGY INC              COM            693417107      2         480  SH       DEFINED    5         480
PMA CAP CORP                    CL A           693419202     93        5190  SH       DEFINED  6, 7, 8    5190
PMA CAP CORP                    CL A           693419202      8         465  SH       DEFINED    5         465
PMC-SIERRA INC                  EQUITY         69344F106     43       4,230  SH       DEFINED    1                  4,230
PMC-SIERRA INC                  COM            69344F106    757       72840  SH       DEFINED  6, 7, 8   72840
PMC-SIERRA INC                  COM            69344F106      5         490  SH       DEFINED    5         490
PMI GROUP INC                   COM            69344M101   3655       58580  SH       DEFINED  6, 7, 8   58580
PMI GROUP INC                   COM            69344M101      4          70  SH       DEFINED    5          70
PMI GROUP INC COM               EQUITY         69344M101  84588     1355800  SH       Sole       3     1329300                 26500
PNC FINANCIAL SERVICES CORP     EQUITY         693475105    275       4,800  SH       DEFINED    1                  4,800
PNC FINL SVCS GROUP INC         COM            693475105   8406      146830  SH       DEFINED  6, 7, 8  146830
PNC FINL SVCS GROUP INC         COM            693475105     78        1360  SH       DEFINED    5        1360 
PNC FINL SVCS GROUP INC         EQUITY         693475105   9747      170500  SH       DEFINED    2                 170500
PNC Funding Corp                CORPBOND       69347CAA8   5095   5,000,000  PRN      DEFINED    4              5,000,000
POGO PRODUCING CO COM           EQUITY         730448107  30846     1312577  SH       Sole       3     1289277                 23300
POLARIS INDS INC                COM            731068102    265        6903  SH       DEFINED  6, 7, 8    6903
POLARIS INDS INC                COM            731068102     24         630  SH       DEFINED    5         630
</TABLE>


<PAGE>

<TABLE>
<S>                             <C>            <C>       <C>     <C>         <C> <C>  <C>      <C>      <C>     <C>        <C>  
POLAROID CORP                   COM            731095105      7       13888  SH       DEFINED  6, 7, 8   13888
POLAROID CORP                   COM            731095105      1        1244  SH       DEFINED    5        1244
POLYCOM INC                     COM            73172K104   2620      107490  SH       DEFINED  6, 7, 8  107490
POLYMEDICA CORP                 COM            731738100     51        3331  SH       DEFINED  6, 7, 8    3331
POLYMEDICA CORP                 COM            731738100      5         331  SH       DEFINED    5         331
POLYONE CORP                    COM            73179P106    190       24339  SH       DEFINED  6, 7, 8   24339
POLYONE CORP                    COM            73179P106     16        2100  SH       DEFINED    5        2100
POMEROY COMPUTER RES            COM            731822102     38        3116  SH       DEFINED  6, 7, 8    3116
POMEROY COMPUTER RES            COM            731822102      3         279  SH       DEFINED    5         279
POPE & TALBOT INC               COM            732827100     56        4358  SH       DEFINED  6, 7, 8    4358
POPE & TALBOT INC               COM            732827100      5         390  SH       DEFINED    5         390
PORT FINL CORP                  COM            734119100     51        2123  SH       DEFINED  6, 7, 8    2123
PORT FINL CORP                  COM            734119100      5         190  SH       DEFINED    5         190
PORTAL SOFTWARE INC             COM            736126103     41       27575  SH       DEFINED  6, 7, 8   27575
PORTAL SOFTWARE INC             COM            736126103      4        2736  SH       DEFINED    5        2736
POSSIS MEDICAL INC              COM            737407106     56        4751  SH       DEFINED  6, 7, 8    4751
POSSIS MEDICAL INC              COM            737407106      6         471  SH       DEFINED    5         471
POST PPTYS INC                  COM            737464107    452       12194  SH       DEFINED  6, 7, 8   12194
POST PPTYS INC                  COM            737464107     39        1042  SH       DEFINED    5        1042
POST PROPERTIES INC             EQUITY         737464107   5317     143,400  SH       DEFINED    1                143,400
POTLATCH CORP                   COM            737628107   1133       41994  SH       DEFINED  6, 7, 8   41994
POTLATCH CORP                   COM            737628107     21         766  SH       DEFINED    5         766
Potomac Edison                  CORPBOND       737662BB1   8145   8,000,000  PRN      DEFINED    4              8,000,000
POTOMAC ELEC PWR CO             COM            737679100   3944      179600  SH       DEFINED  6, 7, 8  179600
POWELL INDS INC                 COM            739128106     40        1773  SH       DEFINED  6, 7, 8    1773
POWELL INDS INC                 COM            739128106      4         176  SH       DEFINED    5         176
POWER INTEGRATIONS INC          COM            739276103    256       14072  SH       DEFINED  6, 7, 8   14072
POWER INTEGRATIONS INC          COM            739276103     13         731  SH       DEFINED    5         731
POWER-ONE INC                   EQUITY         739308104      9       1,400  SH       DEFINED    1                  1,400
POWER-ONE INC                   COM            739308104    288       46780  SH       DEFINED  6, 7, 8   46780
POWER-ONE INC                   COM            739308104      1         230  SH       DEFINED    5         230
POWERWAVE TECHNOLOGIES INC      COM            739363109   1095       91864  SH       DEFINED  6, 7, 8   91864
POWERWAVE TECHNOLOGIES INC      COM            739363109     19        1623  SH       DEFINED    5        1623
POZEN INC                       COM            73941U102     24        5517  SH       DEFINED  6, 7, 8    5517
POZEN INC                       COM            73941U102      2         547  SH       DEFINED    5         547
PPG INDS INC                    COM            693506107   4472       97750  SH       DEFINED  6, 7, 8   97750
PPG INDS INC                    COM            693506107     47        1030  SH       DEFINED    5        1030
PPG INDUSTRIES INC              EQUITY         693506107    128       2,800  SH       DEFINED    1                  2,800
PPL CORP                        EQUITY         69351T106     78       2,400  SH       DEFINED    1                  2,400
PPL CORP                        COM            69351T106   2663       81680  SH       DEFINED  6, 7, 8   81680
PPL CORP                        COM            69351T106     14         440  SH       DEFINED    5         440
PRAECIS PHARMACEUTICALS INC     COM            739421105     54       14406  SH       DEFINED  6, 7, 8   14406
PRAECIS PHARMACEUTICALS INC     COM            739421105      5        1430  SH       DEFINED    5        1430
</TABLE>


<PAGE>

<TABLE>
<S>                             <C>            <C>       <C>     <C>         <C> <C>  <C>      <C>      <C>     <C>        <C>  
PRAXAIR INC                     EQUITY         74005P104    113       2,700  SH       DEFINED    1                  2,700
PRAXAIR INC                     COM            74005P104   4575      108940  SH       DEFINED  6, 7, 8  108940
PRAXAIR INC                     COM            74005P104     55        1320  SH       DEFINED    5        1320
PRE PAID LEGAL SVCS INC         COM            740065107     75        4359  SH       DEFINED  6, 7, 8    4359
PRE PAID LEGAL SVCS INC         COM            740065107      7         433  SH       DEFINED    5         433
PRECISE SOFTWARE SOLUTIONS LTD  ORD            M41450103    136       12308  SH       DEFINED  6, 7, 8   12308
PRECISION CASTPARTS CORP        COM            740189105   1332       60000  SH       DEFINED  6, 7, 8   60000
PRENTISS PPTYS TR               SH BEN INT     740706106    266        9678  SH       DEFINED  6, 7, 8    9678
PRENTISS PPTYS TR               SH BEN INT     740706106     23         847  SH       DEFINED    5         847
PRENTISS PROPERTIES TRUST       EQUITY         740706106   3160     114,900  SH       DEFINED    1                114,900
PRESIDENTIAL LIFE CORP          COM            740884101    124        6807  SH       DEFINED  6, 7, 8    6807
PRESIDENTIAL LIFE CORP          COM            740884101     11         610  SH       DEFINED    5         610
PRESSTEK INC                    COM            741113104     54        8686  SH       DEFINED  6, 7, 8    8686
PRESSTEK INC                    COM            741113104      5         862  SH       DEFINED    5         862
PRI AUTOMATION INC              COM            69357H106    104       10401  SH       DEFINED  6, 7, 8   10401
PRI AUTOMATION INC              COM            69357H106      7         656  SH       DEFINED    5         656
PRICE COMMUNICATIONS CORP       COM NEW        741437305   1583       93363  SH       DEFINED  6, 7, 8   93363
PRICE COMMUNICATIONS CORP       COM NEW        741437305     22        1316  SH       DEFINED    5        1316
PRICE T ROWE GROUP INC          COM            74144T108   1525       52050  SH       DEFINED  6, 7, 8   52050
PRICE T ROWE GROUP INC          COM            74144T108     11         370  SH       DEFINED    5         370
PRICELINE COM INC               COM            741503106    101       26753  SH       DEFINED  6, 7, 8   26753
PRICELINE COM INC               COM            741503106     11        2788  SH       DEFINED    5        2788
PRICESMART INC                  COM            741511109     40        1140  SH       DEFINED  6, 7, 8    1140
PRICESMART INC                  COM            741511109      4         103  SH       DEFINED    5         103
PRIMA ENERGY CORP               COM PAR $0.015 741901201     61        2755  SH       DEFINED  6, 7, 8    2755
PRIMA ENERGY CORP               COM PAR $0.015 741901201      6         273  SH       DEFINED    5         273
PRIME GROUP REALTY TRUST        SH BEN INT     74158J103     22        1826  SH       DEFINED  6, 7, 8    1826
PRIME GROUP REALTY TRUST        SH BEN INT     74158J103      2         164  SH       DEFINED    5         164
PRIME HOSPITALITY CORP          COM            741917108    124       14147  SH       DEFINED  6, 7, 8   14147
PRIME HOSPITALITY CORP          COM            741917108     11        1217  SH       DEFINED    5        1217
PRIME RETAIL INC                PFD CONV SER B 741570303      2         778  SH       DEFINED  6, 7, 8     778
PRINCETON REVIEW INC            EQUITY         742352107   2906      470100  SH       DEFINED    2                 470100
PRIORITY HEALTHCARE CORP        CL B           74264T102    165        6865  SH       DEFINED  6, 7, 8    6865
PRIVATE MEDIA GROUP INC         COM            74266R104     31        4062  SH       DEFINED  6, 7, 8    4062
PRIVATE MEDIA GROUP INC         COM            74266R104      3         403  SH       DEFINED    5         403
PRIZE ENERGY CORP               COM            74267L106     22        1243  SH       DEFINED  6, 7, 8    1243
PRIZE ENERGY CORP               COM            74267L106      2         111  SH       DEFINED    5         111
PROASSURANCE CORP               COM            74267C106    107        7200  SH       DEFINED  6, 7, 8    7200
PROASSURANCE CORP               COM            74267C106      9         615  SH       DEFINED    5         615
PROBUSINESS SERVICES INC        COM            742674104     73        4918  SH       DEFINED  6, 7, 8    4918
PROBUSINESS SERVICES INC        COM            742674104      7         488  SH       DEFINED    5         488
PROCTER & GAMBLE CO             COM            742718109  51037      701160  SH       DEFINED  6, 7, 8  701160
PROCTER & GAMBLE CO             COM            742718109    387        5310  SH       DEFINED    5        5310
</TABLE>


<PAGE>

<TABLE>
<S>                             <C>            <C>       <C>     <C>         <C> <C>  <C>      <C>     <C>       <C>        <C>  
PROCTER + GAMBLE CO             EQUITY         742718109   8852      121800  SH       DEFINED    2                 121800
PROCTER AND GAMBLE              EQUITY         742718109   1645      22,605  SH       DEFINED    1                 22,605
PRODIGY COMMUNICATIONS CORP     CL A           74283P206     27        4950  SH       DEFINED  6, 7, 8    4950
PRODIGY COMMUNICATIONS CORP     CL A           74283P206      2         443  SH       DEFINED    5         443
PROFESSIONAL DETAILING INC      COM            74312N107     90        3782  SH       DEFINED  6, 7, 8    3782
PROFESSIONAL DETAILING INC      COM            74312N107      5         217  SH       DEFINED    5         217
PROFIT RECOVERY GROUP INTL INC  COM            743168106    108       11055  SH       DEFINED  6, 7, 8   11055
PROFIT RECOVERY GROUP INTL INC  COM            743168106     10        1024  SH       DEFINED    5        1024
PROGENICS PHARMACEUTICALS INC   COM            743187106     31        2259  SH       DEFINED  6, 7, 8    2259
PROGENICS PHARMACEUTICALS INC   COM            743187106      3         224  SH       DEFINED    5         224
Progress Energy                 EQUITY         743263105   7738     180,000  SH       DEFINED    4                180,000
PROGRESS ENERGY INC             EQUITY         743263105   4045      94,090  SH       DEFINED    1                 94,090
PROGRESS ENERGY INC             COM            743263105   3946       91800  SH       DEFINED  6, 7, 8   91800
PROGRESS ENERGY INC             COM            743263105     28         650  SH       DEFINED    5         650
PROGRESS SOFTWARE CORP          COM            743312100    115        8234  SH       DEFINED  6, 7, 8    8234
PROGRESS SOFTWARE CORP          COM            743312100     11         817  SH       DEFINED    5         817
PROGRESSIVE CORP OHIO           COM            743315103   4184       31250  SH       DEFINED  6, 7, 8   31250
PROGRESSIVE CORP OHIO           COM            743315103     29         220  SH       DEFINED    5         220
PROGRESSIVE CORP.               EQUITY         743315103    174       1,300  SH       DEFINED    1                  1,300
PROLOGIS TR SH BEN INT          EQUITY         743410102  31308     1483790  SH       Sole       3     1294820                188970
PROMISTAR FINL CORP             COM            74342Y107    108        4701  SH       DEFINED  6, 7, 8    4701
PROMISTAR FINL CORP             COM            74342Y107     10         421  SH       DEFINED    5         421
PROQUEST COMPANY                COM            74346P102    134        4080  SH       DEFINED  6, 7, 8    4080
PROQUEST COMPANY                COM            74346P102     12         378  SH       DEFINED    5         378
PROSPERITY BANCSHARES INC       COM            743606105     43        1655  SH       DEFINED  6, 7, 8    1655
PROSPERITY BANCSHARES INC       COM            743606105      4         155  SH       DEFINED    5         155
PROTECTION ONE ALARM            CORPBOND       743659AL8   6241   9,045,000  PRN      DEFINED    1                         9,045,000
PROTECTIVE LIFE CORP            COM            743674103   2329       80300  SH       DEFINED  6, 7, 8   80300
PROTEIN DESIGN LABS COM         EQUITY         74369L103  10863      230000  SH       Sole       3      225800                  4200
PROTEIN DESIGN LABS INC         COM            74369L103   2418       51200  SH       DEFINED  6, 7, 8   51200
PROTEIN DESIGN LABS INC         EQUITY         74369L103     26        1300  SH       DEFINED    2                   1300
PROTON ENERGY SYS INC           COM            74371K101     46        9868  SH       DEFINED  6, 7, 8    9868
PROTON ENERGY SYS INC           COM            74371K101      4         932  SH       DEFINED    5         932
PROVIDENT BANCORP INC MONTEBEL  COM            743835100     21         987  SH       DEFINED  6, 7, 8     987
PROVIDENT BANCORP INC MONTEBEL  COM            743835100      2          88  SH       DEFINED    5          88
PROVIDENT BANKSHARES CORP       COM            743859100    159        7677  SH       DEFINED  6, 7, 8    7677
PROVIDENT BANKSHARES CORP       COM            743859100     14         688  SH       DEFINED    5         688
PROVIDENT FINL GROUP INC        COM            743866105   1447       57300  SH       DEFINED  6, 7, 8   57300
Providian Capital               CORPBOND       743973AA7   3035   4,000,000  PRN      DEFINED    4              4,000,000
PROVIDIAN FINANCIAL             EQUITY         74406A102   1885       40000  SH       DEFINED    2                  40000
PROVIDIAN FINANCIAL CORP        EQUITY         74406A102     95       4,700  SH       DEFINED    1                  4,700
PROVIDIAN FINL CORP             COM            74406A102   3224      160005  SH       DEFINED  6, 7, 8  160005
PROVIDIAN FINL CORP             COM            74406A102     27        1320  SH       DEFINED    5        1320
</TABLE>


<PAGE>

<TABLE>
<S>                             <C>            <C>       <C>     <C>         <C> <C>  <C>      <C>      <C>     <C>        <C>  
PROVINCE HEALTHCARE CO          COM            743977100    558       15178  SH       DEFINED  6, 7, 8   15178
PROVINCE HEALTHCARE CO          COM            743977100     31         851  SH       DEFINED    5         851
PROVINCE HEALTHCARE CO          EQUITY         743977100   2204       60000  SH       DEFINED    2                  60000  
PROXIM INC                      COM            744284100     75        7710  SH       DEFINED  6, 7, 8    7710
PROXIM INC                      COM            744284100      7         759  SH       DEFINED    5         759
PRUDENTIAL PLC                  ADR            74435K204    345       16850  SH       DEFINED  6, 7, 8   16850
PS BUSINESS PKS INC CA COM      EQUITY         69360J107  10897      393400  SH       Sole       3      314100                 79300
PS BUSINESS PKS INC CALIF       COM            69360J107     98        3527  SH       DEFINED  6, 7, 8    3527
PS BUSINESS PKS INC CALIF       COM            69360J107      9         316  SH       DEFINED    5         316
PSS WORLD MED INC               COM            69366A100    213       22341  SH       DEFINED  6, 7, 8   22341
PSS WORLD MED INC               COM            69366A100     18        1931  SH       DEFINED    5        1931
PUBLIC SERVICE ENTERPRISE GP    EQUITY         744573106   7068     166,100  SH       DEFINED    1                166,100
PUBLIC STORAGE INC COM          EQUITY         74460D109   9857      295120  SH       Sole       3      257670                 37450
PUBLIC SVC CO N MEX             COM            744499104   1465       58096  SH       DEFINED  6, 7, 8   58096
PUBLIC SVC CO N MEX             COM            744499104     27        1061  SH       DEFINED    5        1061
Public Svc Enterprise Group     EQUITY         744573106   6383     150,000  SH       DEFINED    4                150,000
PUBLIC SVC ENTERPRISE GROUP     COM            744573106   3741       87910  SH       DEFINED  6, 7, 8   87910
PUBLIC SVC ENTERPRISE GROUP     COM            744573106     26         620  SH       DEFINED    5         620
PUGET ENERGY INC NEW            COM            745310102   2859      133060  SH       DEFINED  6, 7, 8  133060
PUGET ENERGY INC NEW            COM            745310102     13         620  SH       DEFINED    5         620
PULITZER INC                    COM            745769109    115        2590  SH       DEFINED  6, 7, 8    2590
PULITZER INC                    COM            745769109     10         232  SH       DEFINED    5         232
PULTE HOMES INC                 EQUITY         745867101     31       1,000  SH       DEFINED    1                  1,000
PULTE HOMES INC                 COM            745867101   1825       59550  SH       DEFINED  6, 7, 8   59550
PULTE HOMES INC                 COM            745867101     15         480  SH       DEFINED    5         480
PUMATECH INC                    COM            745887109     15       10923  SH       DEFINED  6, 7, 8   10923
PUMATECH INC                    COM            745887109      1        1048  SH       DEFINED    5        1048
PURE RES INC                    COM            74622E102     61        3804  SH       DEFINED  6, 7, 8    3804
PURE RES INC                    COM            74622E102      6         378  SH       DEFINED    5         378
PURINA MILLS INC                EQUITY         746276104    439      19,760  SH       DEFINED    1                 19,760
PURINA MLS INC NEW              COM            746276104     35        1563  SH       DEFINED  6, 7, 8    1563
PURINA MLS INC NEW              COM            746276104      3         144  SH       DEFINED    5         144
PYR ENERGY CORP                 COM            693677106      8        4097  SH       DEFINED  6, 7, 8    4097
PYR ENERGY CORP                 COM            693677106      1         407  SH       DEFINED    5         407
QLOGIC CORP                     COM            747277101    772       40630  SH       DEFINED  6, 7, 8   40630
QLOGIC CORP                     COM            747277101      5         270  SH       DEFINED    5         270
QLOGIC CORP                     EQUITY         747277101   1044       25000  SH       DEFINED    2                  25000
QLOGIC CORPORATION              EQUITY         747277101     29       1,500  SH       DEFINED    1                  1,500
QRS CORP                        COM            74726X105     34        4035  SH       DEFINED  6, 7, 8    4035
QRS CORP                        COM            74726X105      3         376  SH       DEFINED    5         376
QUAKER CHEM CORP                COM            747316107     43        2374  SH       DEFINED  6, 7, 8    2374
QUAKER CHEM CORP                COM            747316107      4         217  SH       DEFINED    5         217
QUAKER CITY BANCORP INC         COM            74731K106     35        1182  SH       DEFINED  6, 7, 8    1182
</TABLE>


<PAGE>

<TABLE>
<S>                             <C>          <C>        <C>      <C>         <C> <C>  <C>      <C>     <C>      <C>        <C>
QUAKER CITY BANCORP INC         COM          74731K106        3         106  SH       DEFINED    5         106
QUAKER FABRIC CORP NEW          COM          747399103       26        3628  SH       DEFINED  6, 7, 8    3628
QUAKER FABRIC CORP NEW          COM          747399103        2         325  SH       DEFINED    5         325
QUALCOMM INC                    EQUITY       747525103     7122     149,820  SH       DEFINED    1                149,820
QUALCOMM INC                    COM          747525103    18709      393545  SH       DEFINED  6, 7, 8  393545
QUALCOMM INC                    COM          747525103      131        2760  SH       DEFINED    5        2760
QUALCOMM INC                    EQUITY       747525103    36412      732800  SH       DEFINED    2                 732800
QUANEX CORP                     COM          747620102       95        4216  SH       DEFINED  6, 7, 8    4216
QUANEX CORP                     COM          747620102        8         358  SH       DEFINED    5         358
QUANTA SVCS INC                 COM          74762E102     1384       97145  SH       DEFINED  6, 7, 8   97145
QUANTA SVCS INC                 COM          74762E102        8         550  SH       DEFINED    5         550
QUANTUM CORP                    COM DSSG     747906204     1445      177100  SH       DEFINED  6, 7, 8  177100
Quest Diagnostics               EQUITY       74834L100     1907      30,900  SH       DEFINED    4                 30,900
QUEST DIAGNOSTICS INC           COM          74834L100     6793      110100  SH       DEFINED  6, 7, 8  110100
QUESTAR CORP                    EQUITY       748356102       21       1,050  SH       DEFINED    1                  1,050
QUESTAR CORP                    COM          748356102     3162      156700  SH       DEFINED  6, 7, 8  156700
QUESTAR CORP                    COM          748356102       17         840  SH       DEFINED    5         840
QUICKSILVER RESOURCES INC       COM          74837R104       31        2285  SH       DEFINED  6, 7, 8    2285
QUICKSILVER RESOURCES INC       COM          74837R104        3         227  SH       DEFINED    5         227
QUIKSILVER INC                  COM          74838C106       95        7669  SH       DEFINED  6, 7, 8    7669
QUIKSILVER INC                  COM          74838C106        7         601  SH       DEFINED    5         601
QUINENCO S.A.-ADR               EQUITY       748718103      168      28,000  SH       DEFINED    1                 28,000
QUINTILES TRANSNATIONAL CORP    EQUITY       748767100       29       2,000  SH       DEFINED    1                  2,000
QUINTILES TRANSNATIONAL CORP    COM          748767100      719       49280  SH       DEFINED  6, 7, 8   49280
QUINTILES TRANSNATIONAL CORP    COM          748767100        5         350  SH       DEFINED    5         350
QUIXOTE CORP                    COM          749056107       37        1738  SH       DEFINED  6, 7, 8    1738
QUIXOTE CORP                    COM          749056107        4         172  SH       DEFINED    5         172
QWEST COMMUNICATIONS
  INTERNATIONAL IN              EQUITY       749121109     9998     598,663  SH       DEFINED    1                598,663
QWEST COMMUNICATIONS INTL       EQUITY       749121109       41        2170  SH       DEFINED    2                   2170
QWEST COMMUNICATIONS INTL INC   COM          749121109    12864      770292  SH       DEFINED  6, 7, 8  770292
QWEST COMMUNICATIONS INTL INC   COM          749121109       94        5610  SH       DEFINED    5        5610
R & G FINANCIAL CORP            CL B         749136107       49        2827  SH       DEFINED  6, 7, 8    2827
R & G FINANCIAL CORP            CL B         749136107        5         267  SH       DEFINED    5         267
R G S ENERGY GROUP INC          COM          74956K104      420       10850  SH       DEFINED  6, 7, 8   10850
R G S ENERGY GROUP INC          COM          74956K104       36         942  SH       DEFINED    5         942
R H DONNELLEY CORP              COM NEW      74955W307      239        9161  SH       DEFINED  6, 7, 8    9161
R H DONNELLEY CORP              COM NEW      74955W307       21         822  SH       DEFINED    5         822
R.O.C. TAIWAN FUND              EQUITY       749651105     1121     322,000  SH       DEFINED    1                322,000
RADIAN GROUP INC                COM          750236101     5390      140000  SH       DEFINED  6, 7, 8  140000
RADIAN GROUP INC COM            EQUITY       750236101   114364     2970506  SH       Sole       3     2846806                123700
RADIANT SYSTEMS INC             COM          75025N102       44        4272  SH       DEFINED  6, 7, 8    4272
RADIANT SYSTEMS INC             COM          75025N102        4         424  SH       DEFINED    5         424
RADIO ONE INC CL D NON VTG      EQUITY       75040P405    31098     2694798  SH       Sole       3     2643398                 51400
</TABLE>


<PAGE>

<TABLE>
<S>                                    <C>             <C>        <C>    <C>            <C>      <C>      <C>      <C>        <C>
RADIOSHACK CORP                        EQUITY          750438103     75      3,100 SH   DEFINED     1                  3,100
RADIOSHACK CORP                        COM             750438103   2046      84380 SH   DEFINED  6, 7, 8    84380
RADIOSHACK CORP                        COM             750438103     13        550 SH   DEFINED     5         550
RADISYS CORP                           COM             750459109     53       4456 SH   DEFINED  6, 7, 8     4456
RADISYS CORP                           COM             750459109      5        442 SH   DEFINED     5         442
RAILAMERICA INC                        COM             750753105     60       4812 SH   DEFINED  6, 7, 8     4812
RAILAMERICA INC                        COM             750753105      7        579 SH   DEFINED     5         579
RAILWORKS CORP                         EQUITY          750789109     77     471100 SH   DEFINED     2                 471100
RAINBOW TECHNOLOGIES INC               COM             750862104     25       7267 SH   DEFINED  6, 7, 8     7267
RAINBOW TECHNOLOGIES INC               COM             750862104      2        651 SH   DEFINED     5         651
RALCORP HLDGS INC NEW                  COM             751028101    183       9400 SH   DEFINED  6, 7, 8     9400
RALCORP HLDGS INC NEW                  COM             751028101     16        812 SH   DEFINED     5         812
RALSTON PURINA CO                      COM             751277302   4295     130940 SH   DEFINED  6, 7, 8   130940
RALSTON PURINA CO                      COM             751277302     30        920 SH   DEFINED     5         920
RALSTON PURINA GROUP                   EQUITY          751277302    167      5,100 SH   DEFINED     1                  5,100
RAMBUS INC DEL                         COM             750917106    172      23339 SH   DEFINED  6, 7, 8    23339
RAMBUS INC DEL                         COM             750917106     17       2316 SH   DEFINED     5        2316
RANGE RES CORP                         COM             75281A109     71      14976 SH   DEFINED  6, 7, 8    14976
RANGE RES CORP                         COM             75281A109      6       1341 SH   DEFINED     5        1341
RARE HOSPITALITY INTL INC              COM             753820109     94       6051 SH   DEFINED  6, 7, 8     6051
RARE HOSPITALITY INTL INC              COM             753820109      9        600 SH   DEFINED     5         600
RATIONAL SOFTWARE CORP                 COM NEW         75409P202   2095     241900 SH   DEFINED  6, 7, 8   241900
RAYMOND JAMES FINANCIAL INC            COM             754730109    420      15487 SH   DEFINED  6, 7, 8    15487
RAYMOND JAMES FINANCIAL INC            COM             754730109     28       1030 SH   DEFINED     5        1030
RAYONIER INC                           COM             754907103   3853      95194 SH   DEFINED  6, 7, 8    95194
RAYONIER INC                           COM             754907103     55       1364 SH   DEFINED     5        1364
RAYOVAC CORP                           COM             755081106     89       5810 SH   DEFINED  6, 7, 8     5810
RAYOVAC CORP                           COM             755081106      9        572 SH   DEFINED     5         572
RAYTHEON CO                            COM NEW         755111507   5223     150300 SH   DEFINED  6, 7, 8   150300
RAYTHEON CO                            COM NEW         755111507     37       1060 SH   DEFINED     5        1060
RAYTHEON COMPANY                       EQUITY          755111507   9878    284,250 SH   DEFINED     1                284,250
RCN CORP                               COM             749361101     29       9182 SH   DEFINED  6, 7, 8     9182
RCN CORP                               COM             749361101      3        822 SH   DEFINED     5         822
READERS DIGEST ASSN INC                CL A NON VTG    755267101   2209     120100 SH   DEFINED  6, 7, 8   120100
READ-RITE CORP                         COM             755246105    100      33765 SH   DEFINED  6, 7, 8    33765
READ-RITE CORP                         COM             755246105     10       3351 SH   DEFINED     5        3351
REALNETWORKS INC                       COM             75605L104     13       2740 SH   DEFINED  6, 7, 8     2740
REALTY INCOME CORP                     COM             756109104    269       9263 SH   DEFINED  6, 7, 8     9263
REALTY INCOME CORP                     COM             756109104     23        810 SH   DEFINED     5         810
RECKSON ASSOCS RLTY COM                EQUITY          75621K106  25901    1072500 SH   Sole        3      943200             129300
RECKSON ASSOCS RLTY CORP               COM             75621K106    255      10549 SH   DEFINED  6, 7, 8    10549
RECKSON ASSOCS RLTY CORP               COM             75621K106     24        985 SH   DEFINED     5         985
RECOTON CORP                           COM             756268108     36       2951 SH   DEFINED  6, 7, 8     2951
</TABLE>


<PAGE>

<TABLE>
<S>                                    <C>             <C>        <C>    <C>            <C>      <C>       <C>     <C>         <C>
RECOTON CORP                           COM             756268108      3        264 SH   DEFINED     5         264
RED HAT INC                            COM             756577102     27       7652 SH   DEFINED  6, 7, 8     7652
RED HAT INC                            COM             756577102      3        754 SH   DEFINED     5         754
REDWOOD TR INC                         COM             758075402     47       1965 SH   DEFINED  6, 7, 8     1965
REDWOOD TR INC                         COM             758075402      4        176 SH   DEFINED     5         176
REDWOOD TRUST INC.                     EQUITY          758075402   1060     44,000 SH   DEFINED     1                 44,000
REEBOK INTL LTD                        EQUITY          758110100     19        900 SH   DEFINED     1                    900
REEBOK INTL LTD                        COM             758110100    513      24790 SH   DEFINED  6, 7, 8    24790
REEBOK INTL LTD                        COM             758110100      4        170 SH   DEFINED     5         170
REGAL BELOIT CORP                      COM             758750103    109       5993 SH   DEFINED  6, 7, 8     5993
REGAL BELOIT CORP                      COM             758750103     10        537 SH   DEFINED     5         537
REGENCY CTRS CORP                      COM             758849103    188       7283 SH   DEFINED  6, 7, 8     7283
REGENCY CTRS CORP                      COM             758849103     16        632 SH   DEFINED     5         632
REGENCY CTRS CORP COM                  EQUITY          758849103  17649     685400 SH   Sole        3      616400              69000
REGENERATION TECH INC DEL              COM             75886N100     46       3909 SH   DEFINED  6, 7, 8     3909
REGENERATION TECH INC DEL              COM             75886N100      4        338 SH   DEFINED     5         338
REGENERON PHARMACEUTICALS              COM             75886F107    164       7392 SH   DEFINED  6, 7, 8     7392
REGENERON PHARMACEUTICALS              COM             75886F107     16        713 SH   DEFINED     5         713
REGENT COMMUNICATIONS INC DEL          COM             758865109     33       5504 SH   DEFINED  6, 7, 8     5504
REGENT COMMUNICATIONS INC DEL          COM             758865109      3        526 SH   DEFINED     5         526
REGIONS FINL CORP                      EQUITY          758940100    110      3,800 SH   DEFINED     1                  3,800
REGIONS FINL CORP                      COM             758940100   2779      96300 SH   DEFINED  6, 7, 8    96300
REGIONS FINL CORP                      COM             758940100     20        680 SH   DEFINED     5         680
REGIS CORP MINN                        COM             758932107    232      11078 SH   DEFINED  6, 7, 8    11078
REGIS CORP MINN                        COM             758932107     21        981 SH   DEFINED     5         981
REGISTER COM INC                       COM             75914G101     55       5533 SH   DEFINED  6, 7, 8     5533
REGISTER COM INC                       COM             75914G101      5        534 SH   DEFINED     5         534
REHABCARE GROUP INC                    COM             759148109    656      15073 SH   DEFINED  6, 7, 8    15073
REHABCARE GROUP INC                    COM             759148109     19        438 SH   DEFINED     5         438
REHABCARE GROUP INC                    EQUITY          759148109   6320     146000 SH   DEFINED     2                 146000
RELIANCE STEEL & ALUMINUM CO           COM             759509102    319      13415 SH   DEFINED  6, 7, 8    13415
RELIANCE STEEL & ALUMINUM CO           COM             759509102     15        645 SH   DEFINED     5         645
RELIANT ENERGY INC                     COM             75952J108   4683     177910 SH   DEFINED  6, 7, 8   177910
RELIANT ENERGY INC                     COM             75952J108     23        890 SH   DEFINED     5         890
RELIANT ENERGY INC.                    EQUITY          75952J108    234      8,900 SH   DEFINED     1                  8,900
RELIANT RES INC                        COM             75952B105    162      10000 SH   DEFINED  6, 7, 8    10000
REMEC INC                              COM             759543101    111      14049 SH   DEFINED  6, 7, 8    14049
REMEC INC                              COM             759543101     10       1258 SH   DEFINED     5        1258
REMINGTON OIL & GAS CORP               COM             759594302     60       4599 SH   DEFINED  6, 7, 8     4599
REMINGTON OIL & GAS CORP               COM             759594302      6        447 SH   DEFINED     5         447
RENAISSANCE LEARNING INC               COM             75968L105     72       2201 SH   DEFINED  6, 7, 8     2201
RENAISSANCE LEARNING INC               COM             75968L105      7        218 SH   DEFINED     5         218
Renaissancere                          CORPBOND        759936AC1   4432  5,000,000 PRN  DEFINED     4              5,000,000
</TABLE>


<PAGE>

<TABLE>
<S>                                    <C>             <C>         <C>      <C>         <C>      <C>       <C>        <C>
RENAL CARE GROUP INC                   COM             759930100    414      13459 SH   DEFINED  6, 7, 8    13459
RENAL CARE GROUP INC                   COM             759930100     40       1316 SH   DEFINED     5        1316
RENT A CTR INC NEW                     COM             76009N100     47       2005 SH   DEFINED  6, 7, 8     2005
RENT A CTR INC NEW                     COM             76009N100      5        199 SH   DEFINED     5         199
RENT WAY INC                           COM             76009U104     40       7569 SH   DEFINED  6, 7, 8     7569
RENT WAY INC                           COM             76009U104      4        686 SH   DEFINED     5         686
REPSOL YPF S A                         SPONSORED ADR   76026T205    153      10500 SH   DEFINED  6, 7, 8    10500
REPUBLIC BANCORP INC                   COM             760282103    475      33214 SH   DEFINED  6, 7, 8    33214
REPUBLIC BANCORP INC                   COM             760282103     17       1206 SH   DEFINED     5        1206
REPUBLIC BANCORP KY                    CL A            760281204     29       2197 SH   DEFINED  6, 7, 8     2197
REPUBLIC BANCORP KY                    CL A            760281204      3        197 SH   DEFINED     5         197
REPUBLIC BANCSHARES INC                COM             759929102     24       1394 SH   DEFINED  6, 7, 8     1394
REPUBLIC BANCSHARES INC                COM             759929102      2        125 SH   DEFINED     5         125
REPUBLIC SVCS INC                      EQUITY          760759100   6750     411100 SH   DEFINED     2                 411100
RESEARCH FRONTIERS INC                 COM             760911107     45       2767 SH   DEFINED  6, 7, 8     2767
RESEARCH FRONTIERS INC                 COM             760911107      4        275 SH   DEFINED     5         275
RESORTQUEST INTL INC                   COM             761183102     43      14340 SH   DEFINED  6, 7, 8    14340
RESORTQUEST INTL INC                   COM             761183102      1        451 SH   DEFINED     5         451
RESOURCE AMERICA INC                   CL A            761195205     43       4830 SH   DEFINED  6, 7, 8     4830
RESOURCE AMERICA INC                   CL A            761195205      4        433 SH   DEFINED     5         433
RESOURCES CONNECTION INC               COM             76122Q105     34       1845 SH   DEFINED  6, 7, 8     1845
RESOURCES CONNECTION INC               COM             76122Q105      3        183 SH   DEFINED     5         183
RESPIRONICS INC                        COM             761230101    306       8598 SH   DEFINED  6, 7, 8     8598
RESPIRONICS INC                        COM             761230101     29        823 SH   DEFINED     5         823
RETEK INC                              COM             76128Q109    829      68130 SH   DEFINED  6, 7, 8    68130
REVLON INC                             CL A            761525500     12       2340 SH   DEFINED  6, 7, 8     2340
REVLON INC                             CL A            761525500      1        221 SH   DEFINED     5         221
REYNOLDS & REYNOLDS CO                 CL A            761695105   2001      85900 SH   DEFINED  6, 7, 8    85900
REYNOLDS R J TOB HLDGS INC             COM             76182K105   7051     123400 SH   DEFINED  6, 7, 8   123400
REYNOLDS RJ TOBACCO HOLDINGS           EQUITY          76182K105   1429     25,000 SH   DEFINED     1                 25,000
RF MICRODEVICES INC                    COM             749941100   3231     194380 SH   DEFINED  6, 7, 8   194380
RFS HOTEL INVS INC                     COM             74955J108     81       7832 SH   DEFINED  6, 7, 8     7832
RFS HOTEL INVS INC                     COM             74955J108      7        701 SH   DEFINED     5         701
RIBOZYME PHARMACEUTICALS INC           COM             762567105     22       3191 SH   DEFINED  6, 7, 8     3191
RIBOZYME PHARMACEUTICALS INC           COM             762567105      2        317 SH   DEFINED     5         317
RICHARDSON ELECTRS LTD                 COM             763165107     11       1322 SH   DEFINED  6, 7, 8     1322
RICHARDSON ELECTRS LTD                 COM             763165107      1        127 SH   DEFINED     5         127
RIGEL PHARMACEUTICALS INC              COM             766559108     37       7379 SH   DEFINED  6, 7, 8     7379
RIGEL PHARMACEUTICALS INC              COM             766559108      4        728 SH   DEFINED     5         728
RIGGS NATL CORP WASH DC                COM             766570105     62       3997 SH   DEFINED  6, 7, 8     3997
RIGGS NATL CORP WASH DC                COM             766570105      6        358 SH   DEFINED     5         358
RIGHT MGMT CONSULTANTS INC             COM             766573109     54       1753 SH   DEFINED  6, 7, 8     1753
RIGHT MGMT CONSULTANTS INC             COM             766573109      5        174 SH   DEFINED     5         174
</TABLE>


<PAGE>

<TABLE>
<S>                                    <C>             <C>        <C>      <C>            <C>      <C>      <C>      <C>        <C>
RIGHTCHOICE MANAGED CARE DEL           COM             76657T102     57       1138 SH   DEFINED  6, 7, 8     1138
RIGHTCHOICE MANAGED CARE DEL           COM             76657T102      5        109 SH   DEFINED     5         109
RIVERSTONE NETWORKS COM                EQUITY          769320102   8786    1673500 SH   Sole        3     1641700              31800
RIVERSTONE NETWORKS INC                EQUITY          769320102      3        603 SH   DEFINED     2                    603
RIVIANA FOODS INC                      COM             769536103     32       1823 SH   DEFINED  6, 7, 8     1823
RIVIANA FOODS INC                      COM             769536103      3        163 SH   DEFINED     5         163
RIVIERA HLDGS CORP                     EQUITY          769627100   2125    500,000 SH   DEFINED     1                500,000
RJ Reynolds                            EQUITY          76182K105   4714     82,500 SH   DEFINED     4                 82,500
RLI CORP                               COM             749607107     85       2076 SH   DEFINED  6, 7, 8     2076
RLI CORP                               COM             749607107      8        186 SH   DEFINED     5         186
ROADWAY CORP                           COM             769742107     90       3744 SH   DEFINED  6, 7, 8     3744
ROADWAY CORP                           COM             769742107      8        335 SH   DEFINED     5         335
ROANOKE ELEC STL CORP                  COM             769841107     41       3427 SH   DEFINED  6, 7, 8     3427
ROANOKE ELEC STL CORP                  COM             769841107      4        307 SH   DEFINED     5         307
ROBBINS & MYERS INC                    COM             770196103     58       2334 SH   DEFINED  6, 7, 8     2334
ROBBINS & MYERS INC                    COM             770196103      5        209 SH   DEFINED     5         209
ROBERT HALF INTERNATIONAL INC          EQUITY          770323103     60      3,000 SH   DEFINED     1                  3,000
ROBERT HALF INTL INC                   COM             770323103   1484      74180 SH   DEFINED  6, 7, 8    74180
ROBERT HALF INTL INC                   COM             770323103     10        520 SH   DEFINED     5         520
ROCK-TENN CO                           CL A            772739207     40       3629 SH   DEFINED  6, 7, 8     3629
ROCK-TENN CO                           CL A            772739207      4        325 SH   DEFINED     5         325
ROCKWELL COLLINS                       EQUITY          774341101     44      3,100 SH   DEFINED     1                  3,100
ROCKWELL COLLINS INC                   COM             774341101   1097      77250 SH   DEFINED  6, 7, 8    77250
ROCKWELL COLLINS INC                   COM             774341101      8        550 SH   DEFINED     5         550
ROCKWELL INTL CORP                     EQUITY          773903109     46      3,100 SH   DEFINED     1                  3,100
ROCKWELL INTL CORP NEW                 COM             773903109   3161     215328 SH   DEFINED  6, 7, 8   215328
ROCKWELL INTL CORP NEW                 COM             773903109     28       1900 SH   DEFINED     5        1900
ROGERS CORP                            COM             775133101    124       4419 SH   DEFINED  6, 7, 8     4419
ROGERS CORP                            COM             775133101     12        438 SH   DEFINED     5         438
ROHM & HAAS CO                         EQUITY          775371107    121      3,690 SH   DEFINED     1                  3,690
ROHM & HAAS CO                         COM             775371107   3051      93130 SH   DEFINED  6, 7, 8    93130
ROHM & HAAS CO                         COM             775371107     22        660 SH   DEFINED     5         660
ROHM + HAAS CO                         EQUITY          775371107   4775     145765 SH   DEFINED     2                 145765
ROHN INDS INC                          COM             775381106     12       4837 SH   DEFINED  6, 7, 8     4837
ROHN INDS INC                          COM             775381106      1        480 SH   DEFINED     5         480
ROLLINS INC                            COM             775711104    613      39392 SH   DEFINED  6, 7, 8    39392
ROLLINS INC                            COM             775711104      6        406 SH   DEFINED     5         406
ROPER INDS INC NEW                     COM             776696106    429      11908 SH   DEFINED  6, 7, 8    11908
ROPER INDS INC NEW                     COM             776696106     29        798 SH   DEFINED     5         798
ROPER INDS INC NEW COM                 EQUITY          776696106  18283     508000 SH   Sole        3      498700               9300
ROSLYN BANCORP INC                     COM             778162107   1996     107850 SH   DEFINED  6, 7, 8   107850
ROSLYN BANCORP INC                     EQUITY          778162107   3856     208300 SH   DEFINED     2                 208300
ROSS STORES INC                        COM             778296103   3618     123700 SH   DEFINED  6, 7, 8   123700
</TABLE>


<PAGE>

<TABLE>
<S>                                    <C>             <C>        <C>    <C>            <C>      <C>       <C>     <C>
Rothmans Nederld                       CORPBOND        9FI107242   1562  1,500,000 PRN  DEFINED     4              1,500,000
ROWAN COS INC                          COM             779382100    747      60360 SH   DEFINED  6, 7, 8    60360
ROWAN COS INC                          COM             779382100      9        690 SH   DEFINED     5         690
ROWAN COS. INC.                        EQUITY          779382100     19      1,500 SH   DEFINED     1                  1,500
ROXIO INC                              COM             780008108     73       4809 SH   DEINED   6, 7, 8     4809
ROXIO INC                              COM             780008108      7        464 SH   DEFINED     5         464
ROYAL BANCSHARES PA INC                CL A            780081105     20       1103 SH   DEFINED  6, 7, 8     1103
ROYAL BANCSHARES PA INC                CL A            780081105      2         99 SH   DEFINED     5          99
Royal Caribbean                        CORPBOND        780153AG7   1346  2,000,000 PRN  DEFINED     4              2,000,000
Royal Caribbean                        CORPBOND        780153AH5    920  1,375,000 PRN  DEFINED     4              1,375,000
Royal Caribbean                        CORPBOND        780153AL6   2679  3,500,000 PRN  DEFINED     4              3,500,000
ROYAL CARIBBEAN CRUISES LTD            EQUITY          V7780T103   1113     110100 SH   DEFINED     2                 100100
ROYAL DUTCH PETE CO                    NY REG GLD1.25  780257804   1025      20392 SH   DEFINED  6, 7, 8    20392
ROYAL DUTCH PETE CO                    NY REG GLD1.25  780257804  49343     981944 SH   DEFINED  6, 7, 8   981944
ROYAL DUTCH PETE CO                    NY REG GLD1.25  780257804    321       6390 SH   DEFINED     5        6390
ROYAL DUTCH PETRO-NY SHRS              EQUITY          780257804   1789     35,600 SH   DEFINED     1                 35,600
RPC INC                                COM             749660106     38       3032 SH   DEFINED  6, 7, 8     3032
RPC INC                                COM             749660106      4        301 SH   DEFINED     5         301
RPM INC OHIO                           COM             749685103   1432     151491 SH   DEFINED  6, 7, 8   151491
RPM INC OHIO                           COM             749685103     26       2777 SH   DEFINED     5        2777
RSA SEC INC                            COM             749719100    902      67000 SH   DEFINED  6, 7, 8    67000
RTI INTL METALS INC                    COM             74973W107     55       6567 SH   DEFINED  6, 7, 8     6567
RTI INTL METALS INC                    COM             74973W107      5        588 SH   DEFINED     5         588
RUBY TUESDAY INC                       COM             781182100    286      18190 SH   DEFINED  6, 7, 8    18190
RUBY TUESDAY INC                       COM             781182100     27       1745 SH   DEFINED     5        1745
RUDDICK CORP                           COM             781258108    975      63723 SH   DEFINED  6, 7, 8    63723
RUDDICK CORP                           COM             781258108     13        853 SH   DEFINED     5         853
RUDOLPH TECHNOLOGIES INC               COM             781270103     67       2706 SH   DEFINED  6, 7, 8     2706
RUDOLPH TECHNOLOGIES INC               COM             781270103      7        269 SH   DEFINED     5         269
RURAL CELLULAR CORP                    CL A            781904107     48       1971 SH   DEFINED  6, 7, 8     1971
RURAL CELLULAR CORP                    CL A            781904107      5        196 SH   DEFINED     5         196
RUSS BERRIE & CO                       COM             782233100     77       2882 SH   DEFINED  6, 7, 8     2882
RUSS BERRIE & CO                       COM             782233100      7        258 SH   DEFINED     5         258
RUSSELL CORP                           COM             782352108    100       7291 SH   DEFINED  6, 7, 8     7291
RUSSELL CORP                           COM             782352108      9        653 SH   DEFINED     5         653
RYANS FAMILY STEAK HOUSE INC           COM             783519101    164       9582 SH   DEFINED  6, 7, 8     9582
RYANS FAMILY STEAK HOUSE INC           COM             783519101     14        828 SH   DEFINED     5         828
RYDER SYS INC                          COM             783549108    954      47748 SH   DEFINED  6, 7, 8    47748
RYDER SYS INC                          COM             783549108     32       1611 SH   DEFINED     5        1611
RYDER SYSTEMS INC                      EQUITY          783549108     20      1,000 SH   DEFINED     1                  1,000
RYERSON TULL INC NEW                   COM             78375P107     85       7010 SH   DEFINED  6, 7, 8     7010
RYERSON TULL INC NEW                   COM             78375P107      8        628 SH   DEFINED     5         628
RYLAND GROUP INC                       COM             783764103    200       4202 SH   DEFINED  6, 7, 8     4202
</TABLE>


<PAGE>

<TABLE>
<S>                                    <C>             <C>        <C>    <C>            <C>      <C>       <C>     <C>
RYLAND GROUP INC                       COM             783764103     18        376 SH   DEFINED     5         376
RYLAND GROUP INC COM                   EQUITY          783764103  10487     219900 SH   Sole        3      219900
S & T BANCORP INC                      COM             783859101    171       7301 SH   DEFINED  6, 7, 8     7301
S & T BANCORP INC                      COM             783859101     16        664 SH   DEFINED     5         664
S Y BANCORP INC                        COM             785060104     50       1560 SH   DEFINED  6, 7, 8     1560
S Y BANCORP INC                        COM             785060104      5        155 SH   DEFINED     5         155
S&P 500 DEPOS RECEIPT                  EQUITY          78462F103    245      2,350 SH   DEFINED     1                  2,350
S1 CORPORATION                         COM             78463B101    147      17428 SH   DEFINED  6, 7, 8    17428
S1 CORPORATION                         COM             78463B101     14       1651 SH   DEFINED     5        1651
SABA SOFTWARE INC                      COM             784932105     80      40349 SH   DEFINED  6, 7, 8    40349
SABA SOFTWARE INC                      COM             784932105      1        683 SH   DEFINED     5         683
SABRE HLDGS CORP                       CL A            785905100   2551      95393 SH   DEFINED  6, 7, 8    95393
SABRE HLDGS CORP                       CL A            785905100     11        399 SH   DEFINED     5         399
SABRE HOLDINGS CORP                    EQUITY          785905100     59      2,212 SH   DEFINED     1                  2,212
Safeco Capital I                       CORPBOND        786427AC8   6784  7,500,000 PRN  DEFINED     4              7,500,000
SAFECO CORP                            EQUITY          786429100     64      2,100 SH   DEFINED     1                  2,100
SAFECO CORP                            COM             786429100   1638      53990 SH   DEFINED  6, 7, 8    53990
SAFECO CORP                            COM             786429100     12        380 SH   DEFINED     5         380
SAFEGUARD SCIENTIFICS INC              COM             786449108     65      36869 SH   DEFINED  6, 7, 8    36869
SAFEGUARD SCIENTIFICS INC              COM             786449108      6       3302 SH   DEFINED     5        3302
SAFENET INC                            COM             78645R107     13       2195 SH   DEFINED  6, 7, 8     2195
SAFEWAY INC                            COM NEW         786514208  12144     305740 SH   DEFINED  6, 7, 8   305740
SAFEWAY INC                            COM NEW         786514208    110       2760 SH   DEFINED     5        2760
SAFEWAY INC NEW                        EQUITY          786514208  26986    679,418 SH   DEFINED     1                679,418
SAGA COMMUNICATIONS                    CL A            786598102     48       2764 SH   DEFINED  6, 7, 8     2764
SAGA COMMUNICATIONS                    CL A            786598102      5        274 SH   DEFINED     5         274
SAGE INC                               COM             786632109     49       3203 SH   DEFINED  6, 7, 8     3203
SAGE INC                               COM             786632109      5        318 SH   DEFINED     5         318
SAKS INC                               COM             79377W108    831     166100 SH   DEFINED  6, 7, 8   166100
SALEM COMMUNICATIONS CORP DEL          CL A            794093104     49       2502 SH   DEFINED  6, 7, 8     2502
SALEM COMMUNICATIONS CORP DEL          CL A            794093104      5        248 SH   DEFINED     5         248
SALIX PHARMACEUTICALS ORD              EQUITY          G77770108   4005     300000 SH   Sole        3      300000
SALTON INC                             COM             795757103     16       1856 SH   DEFINED  6, 7, 8     1856
SALTON INC                             COM             795757103      1        166 SH   DEFINED     5         166
SAN PAOLO-IMI S P A                    SPONSORED ADR   799175104     76       3660 SH   DEFINED  6, 7, 8     3660
SANCHEZ COMPUTER ASSOCS INC            COM             799702105     28       3730 SH   DEFINED  6, 7, 8     3730
SANCHEZ COMPUTER ASSOCS INC            COM             799702105      3        370 SH   DEFINED     5         370
SANDERSON FARMS INC                    COM             800013104     21       1499 SH   DEFINED  6, 7, 8     1499
SANDERSON FARMS INC                    COM             800013104      2        134 SH   DEFINED     5         134
SANDISK CORP                           COM             80004C101    785      79600 SH   DEFINED  6, 7, 8    79600
SANDY SPRING BANCORP INC               COM             800363103    114       2879 SH   DEFINED  6, 7, 8     2879
SANDY SPRING BANCORP INC               COM             800363103     11        270 SH   DEFINED     5         270
SANGAMO BIOSCIENCES INC                COM             800677106     21       2795 SH   DEFINED  6, 7, 8     2795
</TABLE>


<PAGE>

<TABLE>
<S>                                    <C>             <C>        <C>      <C>          <C>      <C>      <C>        <C>       <C>
SANGAMO BIOSCIENCES INC                COM             800677106      2        276 SH   DEFINED     5         276
SANGSTAT MED CORP                      COM             801003104     90       4895 SH   DEFINED  6, 7, 8     4895
SANGSTAT MED CORP                      COM             801003104      9        486 SH   DEFINED     5         486
SANMINA CORP                           COM             800907107   1919     141310 SH   DEFINED  6, 7, 8   141310
SANMINA CORP                           COM             800907107     13        950 SH   DEFINED     5         950
SANMINA CORPORATION                    EQUITY          800907107     71      5,200 SH   DEFINED     1                  5,200
SANTANDER BANCORP                      COM             802809103     49       2492 SH   DEFINED  6, 7, 8     2492
SANTANDER BANCORP                      COM             802809103      4        223 SH   DEFINED     5         223
SANYO ELEC LTD                         ADR 5 COM       803038306     62       3400 SH   DEFINED  6, 7, 8     3400
SAPIENT CORP                           EQUITY          803062108      8      2,080 SH   DEFINED     1                  2,080
SAPIENT CORP                           COM             803062108    286      74358 SH   DEFINED  6, 7, 8    74358
SAPIENT CORP                           COM             803062108     10       2595 SH   DEFINED     5        2595
SAPPI LTD - SPON ADR                   EQUITY          803069202    317     36,000 SH   DEFINED     1                 36,000
SARA LEE CORP                          EQUITY          803111103    277     13,000 SH   DEFINED     1                 13,000
SARA LEE CORP                          COM             803111103   9903     464930 SH   DEFINED  6, 7, 8   464930
SARA LEE CORP                          COM             803111103     69       3240 SH   DEFINED     5        3240
SATCON TECHNOLOGY CORP                 COM             803893106     13       2387 SH   DEFINED  6, 7, 8     2387
SATCON TECHNOLOGY CORP                 COM             803893106      1        237 SH   DEFINED     5         237
SAUER-DANFOSS INC                      COM             804137107     25       3188 SH   DEFINED  6, 7, 8     3188
SAUER-DANFOSS INC                      COM             804137107      2        286 SH   DEFINED     5         286
SAUL CTRS INC                          COM             804395101     61       3212 SH   DEFINED  6, 7, 8     3212
SAUL CTRS INC                          COM             804395101      6        291 SH   DEFINED     5         291
SBA COMMUNICATIONS CORP                COM             78388J106    147      10985 SH   DEFINED  6, 7, 8    10985
SBA COMMUNICATIONS CORP                COM             78388J106     15       1090 SH   DEFINED     5        1090
SBA COMMUNICATIONS CRP COM             EQUITY          78388J106  42688    3197600 SH   Sole        3     3146400              51200
SBC COMMUNICATIONS INC                 EQUITY          78387G103  19574    415,409 SH   DEFINED     1                415,409
SBC COMMUNICATIONS INC                 COM             78387G103  86992    1846186 SH   DEFINED  6, 7, 8  1846186
SBC COMMUNICATIONS INC                 COM             78387G103    688      14610 SH   DEFINED     5       14610
SBC COMMUNICATIONS INC                 EQUITY          78387G103   9606     336911 SH   DEFINED     2                 336911
SBS TECHNOLOGIES INC                   COM             78387P103     47       4195 SH   DEFINED  6, 7, 8     4195
SBS TECHNOLOGIES INC                   COM             78387P103      4        401 SH   DEFINED     5         401
SCANA CORP NEW                         COM             80589M102   3114     122700 SH   DEFINED  6, 7, 8   122700
SCANSOURCE INC                         COM             806037107     73       1619 SH   DEFINED  6, 7, 8     1619
SCANSOURCE INC                         COM             806037107      7        151 SH   DEFINED     5         151
SCHAWK INC                             CL A            806373106     25       2545 SH   DEFINED  6, 7, 8     2545
SCHAWK INC                             CL A            806373106      2        253 SH   DEFINED     5         253
SCHEIN HENRY INC                       COM             806407102   1922      49800 SH   DEFINED  6, 7, 8    49800
SCHERING PLOUGH                        EQUITY          806605101   9552    257,470 SH   DEFINED     1                257,470
SCHERING PLOUGH CORP                   COM             806605101  30864     831905 SH   DEFINED  6, 7, 8   831905
SCHERING PLOUGH CORP                   COM             806605101    255       6860 SH   DEFINED     5        6860
SCHERING PLOUGH CORP                   EQUITY          806605101   7034     189390 SH   DEFINED     2                 189390
SCHLUMBERGER                           EQUITY          806857108    434      9,500 SH   DEFINED     1                  9,500
SCHLUMBERGER                           EQUITY          809857108   1597      56700 SH   DEFINED     2                  56700
</TABLE>


<PAGE>

<TABLE>
<S>                                    <C>             <C>        <C>       <C>         <C>      <C>       <C>        <C>
SCHLUMBERGER LTD                       EQUITY          806857108     46       1000 SH   DEFINED     2                   1000
SCHLUMBERGER LTD                       COM             806857108  12451     272440 SH   DEFINED  6, 7, 8   272440
SCHLUMBERGER LTD                       COM             806857108    106       2320 SH   DEFINED     5        2320
SCHOLASTIC CORP                        COM             807066105   2148      49368 SH   DEFINED  6, 7, 8    49368
SCHOLASTIC CORP                        COM             807066105     33        748 SH   DEFINED     5         748
SCHOOL SPECIALTY INC                   COM             807863105    283       9245 SH   DEFINED  6, 7, 8     9245
SCHOOL SPECIALTY INC                   COM             807863105     13        434 SH   DEFINED     5         434
SCHULER HOMES INC                      CL A            808188106    114       9386 SH   DEFINED  6, 7, 8     9386
SCHULER HOMES INC                      CL A            808188106     10        841 SH   DEFINED     5         841
SCHULMAN A INC                         COM             808194104    445      43369 SH   DEFINED  6, 7, 8    43369
SCHULMAN A INC                         COM             808194104      8        821 SH   DEFINED     5         821
SCHWAB (CHARLES) CORP                  EQUITY          808513105    265     23,050 SH   DEFINED     1                 23,050
SCHWAB CHARLES CORP                    EQUITY          808513105   2842     135800 SH   DEFINED     2                 135800
SCHWAB CHARLES CORP NEW                COM             808513105   6739     586030 SH   DEFINED  6, 7, 8   586030
SCHWAB CHARLES CORP NEW                COM             808513105     47       4130 SH   DEFINED     5        4130
SCHWEITZER-MAUDUIT INTL INC            COM             808541106    110       4655 SH   DEFINED  6, 7, 8     4655
SCHWEITZER-MAUDUIT INTL INC            COM             808541106     10        417 SH   DEFINED     5         417
SCI SYS INC                            COM             783890106   3100     172200 SH   DEFINED  6, 7, 8   172200
SCICLONE PHARMACEUTICALS INC           COM             80862K104     31       9154 SH   DEFINED  6, 7, 8     9154
SCICLONE PHARMACEUTICALS INC           COM             80862K104      3        908 SH   DEFINED     5         908
SCIENTIFIC ATLANTA                     EQUITY          080855104     17        970 SH   DEFINED     2                    970
SCIENTIFIC ATLANTA INC                 EQUITY          808655104     47      2,700 SH   DEFINED     1                  2,700
SCIENTIFIC ATLANTA INC                 COM             808655104   1965     111950 SH   DEFINED  6, 7, 8   111950
SCIENTIFIC ATLANTA INC                 COM             808655104     16        910 SH   DEFINED     5         910
SCIENTIFIC ATLANTA INC                 EQUITY          808655104    345      50500 SH   DEFINED     2                  50500
SCIENTIFIC GAMES CORP                  CL A            80874P109     18       4424 SH   DEFINED  6, 7, 8     4424
SCIENTIFIC GAMES CORP                  CL A            80874P109      2        439 SH   DEFINED     5         439
SCIENTIFIC LEARNING CORP               EQUITY          808760102    119       2520 SH   DEFINED     2                   2520
SCIOS INC                              COM             808905103    210      12663 SH   DEFINED  6, 7, 8    12663
SCIOS INC                              COM             808905103     21       1256 SH   DEFINED     5        1256
SCM MICROSYSTEMS INC                   COM             784018103     30       4808 SH   DEFINED  6, 7, 8     4808
SCM MICROSYSTEMS INC                   COM             784018103      3        431 SH   DEFINED     5         431
SCOTTISH ANNUITY&LIFE ORD              EQUITY          G7885T104   4659     307500 SH   Sole        3      307500
SCOTTS CO                              CL A            810186106    159       4653 SH   DEFINED  6, 7, 8     4653
SCOTTS CO                              CL A            810186106     15        435 SH   DEFINED     5         435
SCP POOL CORP                          COM             784028102    119       5562 SH   DEFINED  6, 7, 8     5562
SCP POOL CORP                          COM             784028102     12        552 SH   DEFINED     5         552
SCPIE HLDGS INC                        COM             78402P104     45       2771 SH   DEFINED  6, 7, 8     2771
SCPIE HLDGS INC                        COM             78402P104      4        248 SH   DEFINED     5         248
SCRIPPS E W CO OHIO                    CL A            811054204   1704      27980 SH   DEFINED  6, 7, 8    27980
SCRIPPS E W CO OHIO                    CL A            811054204     24        400 SH   DEFINED     5         400
SEABOARD CORP                          COM             811543107     24        114 SH   DEFINED  6, 7, 8      114
SEABOARD CORP                          COM             811543107      2         10 SH   DEFINED     5          10
</TABLE>


<PAGE>

<TABLE>
<S>                                    <C>             <C>        <C>    <C>            <C>      <C>       <C>     <C>
SEACHANGE INTL INC                     COM             811699107    118       6764 SH   DEFINED  6, 7, 8     6764
SEACHANGE INTL INC                     COM             811699107      8        483 SH   DEFINED     5         483
SEACHANGE INTL INC COM                 EQUITY          811699107   3873     221700 SH   Sole        3      221700
SEACOAST BKG CORP FLA                  CL A            811707108     48       1134 SH   DEFINED  6, 7, 8     1134
SEACOAST BKG CORP FLA                  CL A            811707108      4        103 SH   DEFINED     5         103
SEACOAST FINL SVCS CORP                COM             81170Q106    116       7809 SH   DEFINED  6, 7, 8     7809
SEACOAST FINL SVCS CORP                COM             81170Q106     10        699 SH   DEFINED     5         699
SEACOR SMIT INC                        COM             811904101    371      10391 SH   DEFINED  6, 7, 8    10391
SEACOR SMIT INC                        COM             811904101     16        458 SH   DEFINED     5         458
SEALED AIR CORP NEW                    COM             81211K100   1294      35450 SH   DEFINED  6, 7, 8    35450
SEALED AIR CORP NEW                    COM             81211K100      9        250 SH   DEFINED     5         250
SEALED AIR CORP.  (new)                EQUITY          81211K100     51      1,400 SH   DEFINED     1                  1,400
SEARS ROEBUCK & CO                     COM             812387108  10391     299968 SH   DEFINED  6, 7, 8   299968
SEARS ROEBUCK & CO                     COM             812387108     63       1810 SH   DEFINED     5        1810
SEARS ROEBUCK & CO COM                 EQUITY          812387108   2771      80000 SH   Sole        3       80000
Sears Roebuck Accep Corp               CORPBOND        812404AX9   5465  6,000,000 PRN  DEFINED     4              6,000,000
SEARS, ROEBUCK                         EQUITY          812387108    191      5,500 SH   DEFINED     1                  5,500
SEATTLE GENETICS INC                   COM             812578102     10       1996 SH   DEFINED  6, 7, 8     1996
SEATTLE GENETICS INC                   COM             812578102      1        197 SH   DEFINED     5         197
SECOND BANCORP INC                     COM             813114105     56       2736 SH   DEFINED  6, 7, 8     2736
SECOND BANCORP INC                     COM             813114105      5        245 SH   DEFINED     5         245
SECURE COMPUTING CORP                  COM             813705100     77       7908 SH   DEFINED  6, 7, 8     7908
SECURE COMPUTING CORP                  COM             813705100      8        785 SH   DEFINED     5         785
SEEBEYOND TECHNOLOGIES CORP            COM             815704101     14       7869 SH   DEFINED  6, 7, 8     7869
SEEBEYOND TECHNOLOGIES CORP            COM             815704101      1        781 SH   DEFINED     5         781
SEI INVESTMENTS CO                     COM             784117103   4067     127100 SH   DEFINED  6, 7, 8   127100
SEITEL INC                             COM NEW         816074306     63       6268 SH   DEFINED  6, 7, 8     6268
SEITEL INC                             COM NEW         816074306      6        561 SH   DEFINED     5         561
SELECT MEDICAL CORP                    COM             816196109     41       2632 SH   DEFINED  6, 7, 8     2632
SELECT MEDICAL CORP                    COM             816196109      4        261 SH   DEFINED     5         261
SELECT MEDICAL CORP COM                EQUITY          816196109   6536     415000 SH   Sole        3      415000
SELECTICA INC                          COM             816288104     13       5453 SH   DEFINED  6, 7, 8     5453
SELECTICA INC                          COM             816288104      1        488 SH   DEFINED     5         488
SELECTIVE INS GROUP INC                COM             816300107    186       7969 SH   DEFINED  6, 7, 8     7969
SELECTIVE INS GROUP INC                COM             816300107     17        714 SH   DEFINED     5         714
SEMCO ENERGY INC                       COM             78412D109     81       5677 SH   DEFINED  6, 7, 8     5677
SEMCO ENERGY INC                       COM             78412D109      7        508 SH   DEFINED     5         508
SEMITOOL INC                           COM             816909105     42       4365 SH   DEFINED  6, 7, 8     4365
SEMITOOL INC                           COM             816909105      4        433 SH   DEFINED     5         433
SEMPRA ENERGY                          EQUITY          816851109     85      3,430 SH   DEFINED     1                  3,430
SEMPRA ENERGY                          COM             816851109   4021     162480 SH   DEFINED  6, 7, 8   162480
SEMPRA ENERGY                          COM             816851109     15        610 SH   DEFINED     5         610
SEMTECH CORP                           COM             816850101   2302      81100 SH   DEFINED  6, 7, 8    81100
</TABLE>


<PAGE>

<TABLE>
<S>                                    <C>             <C>        <C>       <C>         <C>      <C>       <C>        <C>
SENIOR HSG PPTYS TR                    SH BEN INT      81721M109     55       4081 SH   DEFINED  6, 7, 8     4081
SENIOR HSG PPTYS TR                    SH BEN INT      81721M109      5        405 SH   DEFINED     5         405
SENSIENT TECHNOLOGIES CORP             COM             81725T100   1320      70843 SH   DEFINED  6, 7, 8    70843
SENSIENT TECHNOLOGIES CORP             COM             81725T100     24       1306 SH   DEFINED     5        1306
SENSORMATIC ELECTRS CORP               COM             817265101   3288     139458 SH   DEFINED  6, 7, 8   139458
SENSORMATIC ELECTRS CORP               COM             817265101     61       2595 SH   DEFINED     5        2595
SEPRACOR INC                           COM             817315104   3274      91200 SH   DEFINED  6, 7, 8    91200
SEQUA CORPORATION                      CL A            817320104    602      13299 SH   DEFINED  6, 7, 8    13299
SEQUA CORPORATION                      CL A            817320104      4         98 SH   DEFINED     5          98
SEQUENOM INC                           COM             817337108     37       5348 SH   DEFINED  6, 7, 8     5348
SEQUENOM INC                           COM             817337108      4        528 SH   DEFINED     5         528
SERENA SOFTWARE INC                    COM             817492101     51       4407 SH   DEFINED  6, 7, 8     4407
SERENA SOFTWARE INC                    COM             817492101      5        437 SH   DEFINED     5         437
SEROLOGICALS CORP                      COM             817523103     92       5074 SH   DEFINED  6, 7, 8     5074
SEROLOGICALS CORP                      COM             817523103      9        503 SH   DEFINED     5         503
SERONO SA                              EQUITY          81752M101   4161     161400 SH   DEFINED     2                 161400
SHAW GROUP INC                         COM             820280105    437      15500 SH   DEFINED  6, 7, 8    15500
SHAW GROUP INC                         EQUITY          820280105   5797     217174 SH   DEFINED     2                 217174
SHERWIN WILLIAMS CO                    COM             824348106   2193      98690 SH   DEFINED  6, 7, 8    98690
SHERWIN WILLIAMS CO                    COM             824348106     10        470 SH   DEFINED     5         470
SHERWIN WILLIAMS CO                    EQUITY          824348106   4499     250794 SH   DEFINED     2                 250794
SHERWIN-WILLIAMS                       EQUITY          824348106     58      2,600 SH   DEFINED     1                  2,600
SHOPKO STORES INC                      COM             824911101     70       8463 SH   DEFINED  6, 7, 8     8463
SHOPKO STORES INC                      COM             824911101      6        758 SH   DEFINED     5         758
SHUFFLE MASTER INC                     EQUITY          825549108   3532     280100 SH   Sole        3      280100
SHUFFLE MASTER INC                     COM             825549108     60       4762 SH   DEFINED  6, 7, 8     4762
SHUFFLE MASTER INC                     COM             825549108      6        473 SH   DEFINED     5         473
SHURGARD STORAGE CTRS INC              COM             82567D104    283       9399 SH   DEFINED  6, 7, 8     9399
SHURGARD STORAGE CTRS INC              COM             82567D104     24        812 SH   DEFINED     5         812
SIDERCA S.A.I.C  ADR                   EQUITY          825863103    339     25,700 SH   DEFINED     1                 25,700
SIEBEL SYS INC                         COM             826170102   2619     201320 SH   DEFINED  6, 7, 8   201320
SIEBEL SYS INC                         COM             826170102     18       1350 SH   DEFINED     5        1350
SIEBEL SYS INC                         EQUITY          826170102   3296     209700 SH   DEFINED     2                 209700
SIEBEL SYSTEMS INC                     EQUITY          826170102     98      7,500 SH   DEFINED     1                  7,500
SIERRA HEALTH SVCS INC                 COM             826322109     62       7498 SH   DEFINED  6, 7, 8     7498
SIERRA HEALTH SVCS INC                 COM             826322109      6        671 SH   DEFINED     5         671
SIERRA PAC RES NEW                     COM             826428104   2932     194169 SH   DEFINED  6, 7, 8   194169
SIERRA PAC RES NEW                     COM             826428104     41       2689 SH   DEFINED     5        2689
SIERRA PAC RES NEW                     EQUITY          826428104   1012      40000 SH   DEFINED     2                  40000
SIGMA ALDRICH CORP                     COM             826552101   3287      72730 SH   DEFINED  6, 7, 8    72730
SIGMA ALDRICH CORP                     COM             826552101     38        850 SH   DEFINED     5         850
SIGMA-ALDRICH                          EQUITY          826552101     59      1,300 SH   DEFINED     1                  1,300
SIGNALSOFT CORP                        COM             82668M102     20       5174 SH   DEFINED  6, 7, 8     5174
</TABLE>


<PAGE>

<TABLE>
<S>                                    <C>             <C>        <C>      <C>          <C>      <C>      <C>         <C>     <C>
SIGNALSOFT CORP                        COM             82668M102      2        497 SH   DEFINED     5         497
SILGAN HOLDINGS INC                    COM             827048109     56       3050 SH   DEFINED  6, 7, 8     3050
SILGAN HOLDINGS INC                    COM             827048109      5        273 SH   DEFINED     5         273
SILICON GRAPHICS INC                   COM             827056102     28      61422 SH   DEFINED  6, 7, 8    61422
SILICON GRAPHICS INC                   COM             827056102      3       5500 SH   DEFINED     5        5500
SILICON IMAGE INC                      COM             82705T102     87      41506 SH   DEFINED  6, 7, 8    41506
SILICON IMAGE INC                      COM             82705T102      3       1350 SH   DEFINED     5        1350
SILICON LABORATORIES INC               COM             826919102     34       2455 SH   DEFINED  6, 7, 8     2455
SILICON LABORATORIES INC               COM             826919102      3        244 SH   DEFINED     5         244
SILICON STORAGE TECHNOLOGY INC         COM             827057100    100      21667 SH   DEFINED  6, 7, 8    21667
SILICON STORAGE TECHNOLOGY INC         COM             827057100     10       2150 SH   DEFINED     5        2150
SILICON VY BANCSHARES                  COM             827064106   2191     108470 SH   DEFINED  6, 7, 8   108470
SILICON VY BANCSHARES                  COM             827064106     30       1503 SH   DEFINED     5        1503
SILICONIX INC                          COM NEW         827079203     34       1661 SH   DEFINED  6, 7, 8     1661
SILICONIX INC                          COM NEW         827079203      3        165 SH   DEFINED     5         165
SIMMONS 1ST NATL CORP                  CL A $5 PAR     828730200     81       2280 SH   DEFINED  6, 7, 8     2280
SIMMONS 1ST NATL CORP                  CL A $5 PAR     828730200      7        205 SH   DEFINED     5         205
SIMON PPTY GROUP                       EQUITY          828806109  37646    1398950 SH   Sole        3     1240750             158200
SIMON PPTY GROUP INC NEW               EQUITY          828806109   3064     180800 SH   DEFINED     2                 180800
SIMPLEX SOLUTIONS INC                  COM             828854109     18       1162 SH   DEFINED  6, 7, 8     1162
SIMPLEX SOLUTIONS INC                  COM             828854109      2        112 SH   DEFINED     5         112
SIMPSON MANUFACTURING CO INC           COM             829073105    112       2112 SH   DEFINED  6, 7, 8     2112
SIMPSON MANUFACTURING CO INC           COM             829073105     10        198 SH   DEFINED     5         198
SINCLAIR BROADCAST GROUP INC           CL A            829226109     62       7652 SH   DEFINED  6, 7, 8     7652
SINCLAIR BROADCAST GROUP INC           CL A            829226109      6        685 SH   DEFINED     5         685
SIPEX CORP                             COM             829909100     48       7495 SH   DEFINED  6, 7, 8     7495
SIPEX CORP                             COM             829909100      4        696 SH   DEFINED     5         696
SIRIUS SATELLITE RADIO INC             COM             82966U103     48      13364 SH   DEFINED  6, 7, 8    13364
SIRIUS SATELLITE RADIO INC             COM             82966U103      5       1326 SH   DEFINED     5        1326
SITEL CORP                             COM             82980K107     16      17508 SH   DEFINED  6, 7, 8    17508
SITEL CORP                             COM             82980K107      1       1568 SH   DEFINED     5        1568
SIX FLAGS INC                          COM             83001P109   1447     118325 SH   DEFINED  6, 7, 8   118325
SJNB FINL CORP                         COM             784273104     34        812 SH   DEFINED  6, 7, 8      812
SJNB FINL CORP                         COM             784273104      3         77 SH   DEFINED     5          77
SJW CORP                               COM             784305104     51        625 SH   DEFINED  6, 7, 8      625
SJW CORP                               COM             784305104      5         56 SH   DEFINED     5          56
SKECHERS U S A INC                     CL A            830566105    120      10274 SH   DEFINED  6, 7, 8    10274
SKECHERS U S A INC                     CL A            830566105      5        449 SH   DEFINED     5         449
SKILLSOFT CORP                         COM             83066P101     19       1193 SH   DEFINED  6, 7, 8     1193
SKILLSOFT CORP                         COM             83066P101      2        118 SH   DEFINED     5         118
SKILLSOFT CORP COM                     EQUITY          83066P101   4521     282900 SH   Sole        3      282900
SKYLINE CORP                           COM             830830105     52       1965 SH   DEFINED  6, 7, 8     1965
SKYLINE CORP                           COM             830830105      5        176 SH   DEFINED     5         176
</TABLE>


<PAGE>

<TABLE>
<S>                                    <C>             <C>        <C>    <C>            <C>      <C>       <C>     <C>         <C>
SKYWEST INC                            EQUITY          830879102   3316     189285 SH   DEFINED     2                 189285
SL GREEN RLTY CORP                     COM             78440X101    424      13464 SH   DEFINED  6, 7, 8    13464
SL GREEN RLTY CORP                     COM             78440X101     22        706 SH   DEFINED     5         706
SL GREEN RLTY CORP COM                 EQUITY          78440X101   7741     245600 SH   Sole        3      212800              32800
SLI INC                                COM             78442T108     20       7565 SH   DEFINED  6, 7, 8     7565
SLI INC                                COM             78442T108      2        683 SH   DEFINED     5         683
SMART & FINAL INC                      COM             831683107     37       3682 SH   DEFINED  6, 7, 8     3682
SMART & FINAL INC                      COM             831683107      3        330 SH   DEFINED     5         330
SMARTFORCE PUB LTD CO                  SPONSORED ADR   83170A206    221      13525 SH   DEFINED  6, 7, 8    13525
SMITH A O                              COM             831865209     54       3105 SH   DEFINED  6, 7, 8     3105
SMITH A O                              COM             831865209      5        278 SH   DEFINED     5         278
SMITH CHARLES E RESDNTL RLTY           COM             832197107    290       5631 SH   DEFINED  6, 7, 8     5631
SMITH CHARLES E RESDNTL RLTY           COM             832197107     31        599 SH   DEFINED     5         599
SMITH INTL INC                         COM             832110100   2435      66900 SH   DEFINED  6, 7, 8    66900
SMITH INTL INC                         EQUITY          832110100     72       3000 SH   DEFINED     2                   3000
SMUCKER J M CO                         COM             832696306    875      34113 SH   DEFINED  6, 7, 8    34113
SMUCKER J M CO                         COM             832696306     14        528 SH   DEFINED     5         528
SMURFIT-STONE CONTAINER CORP           EQUITY          832727101  16350  1,235,790 SH   DEFINED     1              1,235,790
SMURFIT-STONE CONTAINER CORP           COM             832727101    189      14310 SH   DEFINED  6, 7, 8    14310
SNAP ON INC                            COM             833034101    545      24390 SH   DEFINED  6, 7, 8    24390
SNAP ON INC                            COM             833034101      4        170 SH   DEFINED     5         170
SNAP-ON INC.                           EQUITY          833034101     20        900 SH   DEFINED     1                    900
SOC QUIMICA Y MINERA CHIL-SPON ADR     EQUITY          833635105    514     30,330 SH   DEFINED     1                 30,330
SOLA INTL INC                          COM             834092108    107       7061 SH   DEFINED  6, 7, 8     7061
SOLA INTL INC                          COM             834092108     10        632 SH   DEFINED     5         632
SOLECTRON CORP                         EQUITY          834182107    127     10,900 SH   DEFINED     1                 10,900
SOLECTRON CORP                         COM             834182107   3249     278925 SH   DEFINED  6, 7, 8   278925
SOLECTRON CORP                         COM             834182107     23       1950 SH   DEFINED     5        1950
SOLUTIA INC                            COM             834376105   1504     121300 SH   DEFINED  6, 7, 8   121300
SOMERA COMMUNICATION                   COM             834458101     36       8376 SH   DEFINED  6, 7, 8     8376
SOMERA COMMUNICATION                   COM             834458101      4        831 SH   DEFINED     5         831
SONG NETWORKS HLDG AKTIR ADR           EQUITY          83544Q101     52    140,901 SH   DEFINED     1                140,901
SONIC AUTOMOTIVE INC                   CL A            83545G102     97       7111 SH   DEFINED  6, 7, 8     7111
SONIC AUTOMOTIVE INC                   CL A            83545G102      9        644 SH   DEFINED     5         644
SONIC CORP                             COM             835451105    437      14426 SH   DEFINED  6, 7, 8    14426
SONIC CORP                             COM             835451105     17        568 SH   DEFINED     5         568
SONICBLUE INC                          COM             83546Q109     28      25385 SH   DEFINED  6, 7, 8    25385
SONICBLUE INC                          COM             83546Q109      2       2267 SH   DEFINED     5        2267
SONICWALL INC                          COM             835470105    237      19984 SH   DEFINED  6, 7, 8    19984
SONICWALL INC                          COM             835470105     13       1119 SH   DEFINED     5        1119
SONOCO PRODS CO                        COM             835495102   2620     111500 SH   DEFINED  6, 7, 8   111500
SONOSITE INC                           COM             83568G104     53       2583 SH   DEFINED  6, 7, 8     2583
SONOSITE INC                           COM             83568G104      6        284 SH   DEFINED     5         284
</TABLE>


<PAGE>

<TABLE>
<S>                                    <C>             <C>        <C>    <C>            <C>      <C>       <C>     <C>
SORRENTO NETWORKS CORP                 COM             83586Q100      8       3995 SH   DEFINED  6, 7, 8     3995
SORRENTO NETWORKS CORP                 COM             83586Q100      1        358 SH   DEFINED     5         358
SOTHEBYS HLDGS INC                     CL A            835898107    929      77498 SH   DEFINED  6, 7, 8    77498
SOTHEBYS HLDGS INC                     CL A            835898107      7        565 SH   DEFINED     5         565
SOUNDVIEW TECHNOLOGY GROUP NEW         COM             83611Q109     33      16499 SH   DEFINED  6, 7, 8    16499
SOUNDVIEW TECHNOLOGY GROUP NEW         COM             83611Q109      3       1477 SH   DEFINED     5        1477
SOUTH FINL GROUP INC                   COM             837841105    212      13378 SH   DEFINED  6, 7, 8    13378
SOUTH FINL GROUP INC                   COM             837841105     18       1158 SH   DEFINED     5        1158
SOUTH JERSEY INDS INC                  COM             838518108    112       3668 SH   DEFINED  6, 7, 8     3668
SOUTH JERSEY INDS INC                  COM             838518108     10        328 SH   DEFINED     5         328
SOUTHERN CO                            EQUITY          842587107  26937  1,123,330 SH   DEFINED     1              1,123,330
SOUTHERN CO                            COM             842587107   6945     289630 SH   DEFINED  6, 7, 8   289630
SOUTHERN CO                            COM             842587107     49       2040 SH   DEFINED     5        2040
SOUTHERN CO AIRLS CO                   EQUITY          842557107   1659     111800 SH   DEFINED     2                 111800
SOUTHERN PERU COPPER CORP              COM             843611104     42       4426 SH   DEFINED  6, 7, 8     4426
SOUTHERN PERU COPPER CORP              COM             843611104      4        396 SH   DEFINED     5         396
SOUTHERN UN CO NEW                     COM             844030106    212      10112 SH   DEFINED  6, 7, 8    10112
SOUTHERN UN CO NEW                     COM             844030106     19        905 SH   DEFINED     5         905
SOUTHTRUST CORP                        EQUITY          844730101    143      5,600 SH   DEFINED     1                  5,600
SOUTHTRUST CORP                        COM             844730101   4239     166440 SH   DEFINED  6, 7, 8   166440
SOUTHTRUST CORP                        COM             844730101     26       1010 SH   DEFINED     5        1010
SOUTHWEST AIRLINES                     EQUITY          844741108    187     12,575 SH   DEFINED     1                 12,575
SOUTHWEST AIRLS CO                     COM             844741108   5167     348210 SH   DEFINED  6, 7, 8   348210
SOUTHWEST AIRLS CO                     COM             844741108     34       2265 SH   DEFINED     5        2265
SOUTHWEST AIRLS CO                     EQUITY          844741108   6560     381800 SH   DEFINED     2                 381800
SOUTHWEST BANCORPORATION TEX           COM             84476R109    226       7600 SH   DEFINED  6, 7, 8     7600
SOUTHWEST BANCORPORATION TEX           COM             84476R109     21        707 SH   DEFINED     5         707
SOUTHWEST GAS CORP                     COM             844895102    193       9084 SH   DEFINED  6, 7, 8     9084
SOUTHWEST GAS CORP                     COM             844895102     17        813 SH   DEFINED     5         813
SOUTHWEST SECS GROUP INC               COM             845224104    385      22390 SH   DEFINED  6, 7, 8    22390
SOUTHWEST SECS GROUP INC               COM             845224104      7        384 SH   DEFINED     5         384
Southwestern Elec                      CORPBOND        845437AT9   4612  5,000,000 PRN  DEFINED     4              5,000,000
SOUTHWESTERN ENERGY CO                 COM             845467109     85       7184 SH   DEFINED  6, 7, 8     7184
SOUTHWESTERN ENERGY CO                 COM             845467109      8        709 SH   DEFINED     5         709
SOVEREIGN BANCORP INC                  COM             845905108   2746     289100 SH   DEFINED  6, 7, 8   289100
SOVRAN SELF STORAGE INC                COM             84610H108    106       3832 SH   DEFINED  6, 7, 8     3832
SOVRAN SELF STORAGE INC                COM             84610H108      9        343 SH   DEFINED     5         343
SPANISH BROADCASTING SYS INC           CL A            846425882     78      11022 SH   DEFINED  6, 7, 8    11022
SPANISH BROADCASTING SYS INC           CL A            846425882      7       1041 SH   DEFINED     5        1041
SPARTAN STORES INC                     COM             846822104     74       6092 SH   DEFINED  6, 7, 8     6092
SPARTAN STORES INC                     COM             846822104      7        546 SH   DEFINED     5         546
SPARTECH CORP                          COM NEW         847220209     86       4177 SH   DEFINED  6, 7, 8     4177
SPARTECH CORP                          COM NEW         847220209      8        377 SH   DEFINED     5         377
</TABLE>


<PAGE>

<TABLE>
<S>                                    <C>             <C>        <C>      <C>          <C>      <C>       <C>       <C>
SPDR TR                                UNIT SER 1      78462F103     42        400 SH   DEFINED     5         400
SPECIALTY LABORATORIES INC             COM             84749R100     40       1460 SH   DEFINED  6, 7, 8     1460
SPECIALTY LABORATORIES INC             COM             84749R100      4        141 SH   DEFINED     5         141
SPECTRALINK CORP                       COM             847580107     65       4264 SH   DEFINED  6, 7, 8     4264
SPECTRALINK CORP                       COM             847580107      6        423 SH   DEFINED     5         423
SPECTRA-PHYSICS INC                    COM             847568102     19       1047 SH   DEFINED  6, 7, 8     1047
SPECTRA-PHYSICS INC                    COM             847568102      2        104 SH   DEFINED     5         104
SPECTRASITE HLDGS INC                  COM             84760T100     48      19768 SH   DEFINED  6, 7, 8    19768
SPECTRASITE HLDGS INC                  COM             84760T100      5       1873 SH   DEFINED     5        1873
SPECTRIAN CORP                         COM             847608106     36       3611 SH   DEFINED  6, 7, 8     3611
SPECTRIAN CORP                         COM             847608106      3        323 SH   DEFINED     5         323
SPEECHWORKS INTL INC                   COM             84764M101     34       6837 SH   DEFINED  6, 7, 8     6837
SPEECHWORKS INTL INC                   COM             84764M101      3        678 SH   DEFINED     5         678
SPEECHWORKS INTL INC COM               EQUITY          84764M101   3254     660000 SH   Sole        3      660000
SPEEDWAY MOTORSPORTS INC               COM             847788106     77       3859 SH   DEFINED  6, 7, 8     3859
SPEEDWAY MOTORSPORTS INC               COM             847788106      7        372 SH   DEFINED     5         372
SPHERION CORP                          COM             848420105    119      16480 SH   DEFINED  6, 7, 8    16480
SPHERION CORP                          COM             848420105     11       1476 SH   DEFINED     5        1476
SPIEGEL INC                            CL A            848457107     32       4487 SH   DEFINED  6, 7, 8     4487
SPIEGEL INC                            CL A            848457107      3        419 SH   DEFINED     5         419
SPINNAKER EXPL CO                      COM             84855W109    501      14160 SH   DEFINED  6, 7, 8    14160
SPINNAKER EXPL CO                      COM             84855W109     18        519 SH   DEFINED     5         519
SPINNAKER EXPL CO COM                  EQUITY          84855W109   6712     189700 SH   Sole        3      189700
SPORTS RESORTS INTL INC                COM             84918U108     50       6900 SH   DEFINED  6, 7, 8     6900
SPORTS RESORTS INTL INC                COM             84918U108      5        684 SH   DEFINED     5         684
SPRINT CORP                            EQUITY          852061100    353     14,700 SH   DEFINED     1                 14,700
SPRINT CORP                            COM FON GROUP   852061100  11294     470370 SH   DEFINED  6, 7, 8   470370
SPRINT CORP                            PCS COM SER 1   852061506  12285     467298 SH   DEFINED  6, 7, 8   467298
SPRINT CORP                            COM FON GROUP   852061100     83       3460 SH   DEFINED     5        3460
SPRINT CORP                            PCS COM SER 1   852061506     89       3390 SH   DEFINED     5        3390
SPRINT CORP                            EQUITY          852061100    892      41000 SH   DEFINED     2                  41000
SPRINT CORP                            EQUITY          852061506    595     225000 SH   DEFINED     2                 225000
SPRINT PCS GROUP                       EQUITY          852061506  16006    608,830 SH   DEFINED     1                608,830
SPS TECHNOLOGIES INC                   COM             784626103     91       3007 SH   DEFINED  6, 7, 8     3007
SPS TECHNOLOGIES INC                   COM             784626103      8        272 SH   DEFINED     5         272
SPSS INC                               COM             78462K102     51       2960 SH   DEFINED  6, 7, 8     2960
SPSS INC                               COM             78462K102      5        276 SH   DEFINED     5         276
SPX CORP                               EQUITY          784635104   8910    107,480 SH   DEFINED     1                107,480
SPX CORP                               COM             784635104   5243      63250 SH   DEFINED  6, 7, 8    63250
SPX CORP                               COM             784635104     17        200 SH   DEFINED     5         200
SPX CORP                               EQUITY          784635104   5886      69800 SH   DEFINED     2                  69800
SRI/SURGICAL EXPRESS INC               COM             78464W104     16        550 SH   DEFINED  6, 7, 8      550
SRI/SURGICAL EXPRESS INC               COM             78464W104      2         55 SH   DEFINED     5          55
</TABLE>


<PAGE>

<TABLE>
<S>                                    <C>             <C>         <C>      <C>         <C>      <C>       <C>        <C>
ST FRANCIS CAP CORP                    COM             789374105     50       2354 SH   DEFINED  6, 7, 8     2354
ST FRANCIS CAP CORP                    COM             789374105      5        211 SH   DEFINED     5         211
ST JUDE MED INC                        COM             790849103   5067      74030 SH   DEFINED  6, 7, 8    74030
ST JUDE MED INC                        COM             790849103     60        880 SH   DEFINED     5         880
ST JUDE MED INC                        EQUITY          790849103   7859     112900 SH   DEFINED     2                 112900
ST JUDE MEDICAL INC                    EQUITY          790849103     96      1,400 SH   DEFINED     1                  1,400
ST MARY LD & EXPL CO                   COM             792228108    133       8360 SH   DEFINED  6, 7, 8     8360
ST MARY LD & EXPL CO                   COM             792228108     12        753 SH   DEFINED     5         753
ST PAUL COS INC                        COM             792860108   3737      90670 SH   DEFINED  6, 7, 8    90670
ST PAUL COS INC                        COM             792860108     26        640 SH   DEFINED     5         640
St. Jude Medical                       EQUITY          790849103    685     10,000 SH   DEFINED     4                 10,000
ST. PAUL COS INC.                      EQUITY          792860108    148      3,600 SH   DEFINED     1                  3,600
STAAR SURGICAL CO                      COM PAR $0.01   852312305     16       7525 SH   DEFINED  6, 7, 8     7525
STAMPS COM INC                         COM             852857101     27      10976 SH   DEFINED  6, 7, 8    10976
STAMPS COM INC                         COM             852857101      2        983 SH   DEFINED     5         983
STANCORP FINL GROUP INC                COM             852891100   2207      45592 SH   DEFINED  6, 7, 8    45592
STANCORP FINL GROUP INC                COM             852891100     40        827 SH   DEFINED     5         827
STANDARD COML CORP                     COM             853258101     53       3193 SH   DEFINED  6, 7, 8     3193
STANDARD COML CORP                     COM             853258101      5        286 SH   DEFINED     5         286
STANDARD MICROSYSTEMS CORP             COM             853626109     43       4583 SH   DEFINED  6, 7, 8     4583
STANDARD MICROSYSTEMS CORP             COM             853626109      4        410 SH   DEFINED     5         410
STANDARD MTR PRODS INC                 COM             853666105     27       2268 SH   DEFINED  6, 7, 8     2268
STANDARD MTR PRODS INC                 COM             853666105      2        203 SH   DEFINED     5         203
STANDARD PAC CORP NEW                  COM             85375C101    160       8218 SH   DEFINED  6, 7, 8     8218
STANDARD PAC CORP NEW                  COM             85375C101     14        706 SH   DEFINED     5         706
STANDARD REGISTER CO                   COM             853887107     60       4145 SH   DEFINED  6, 7, 8     4145
STANDARD REGISTER CO                   COM             853887107      5        371 SH   DEFINED     5         371
STANDEX INTL CORP                      COM             854231107     64       3403 SH   DEFINED  6, 7, 8     3403
STANDEX INTL CORP                      COM             854231107      6        305 SH   DEFINED     5         305
STANFORD MICRODEVICES INC              COM             854399102     13       2894 SH   DEFINED  6, 7, 8     2894
STANFORD MICRODEVICES INC              COM             854399102      1        287 SH   DEFINED     5         287
STANLEY FURNITURE INC                  COM NEW         854305208     39       1610 SH   DEFINED  6, 7, 8     1610
STANLEY FURNITURE INC                  COM NEW         854305208      4        150 SH   DEFINED     5         150
STANLEY WKS                            COM             854616109   2133      58360 SH   DEFINED  6, 7, 8    58360
STANLEY WKS                            COM             854616109      9        250 SH   DEFINED     5         250
STANLEY WORKS                          EQUITY          854616109     62      1,700 SH   DEFINED     1                  1,700
STAPLES INC                            EQUITY          855030102    100      7,500 SH   DEFINED     1                  7,500
STAPLES INC                            COM             855030102   2644     198470 SH   DEFINED  6, 7, 8   198470
STAPLES INC                            COM             855030102     18       1360 SH   DEFINED     5        1360
STAR SCIENTIFIC INC                    COM             85517P101     16       5762 SH   DEFINED  6, 7, 8     5762
STAR SCIENTIFIC INC                    COM             85517P101      2        572 SH   DEFINED     5         572
STARBASE CORP                          COM NEW         854910205     13      19681 SH   DEFINED  6, 7, 8    19681
STARBASE CORP                          COM NEW         854910205      1       1953 SH   DEFINED     5        1953
</TABLE>


<PAGE>

<TABLE>
<S>                                    <C>             <C>        <C>    <C>            <C>      <C>       <C>     <C>
STARBUCKS CORP                         EQUITY          855244109     94      6,300 SH   DEFINED     1                  6,300
STARBUCKS CORP                         COM             855244109   2571     173224 SH   DEFINED  6, 7, 8   173224
STARBUCKS CORP                         COM             855244109     17       1130 SH   DEFINED     5        1130
STARMEDIA NETWORK INC                  COM             855546107      2      11995 SH   DEFINED  6, 7, 8    11995
STARMEDIA NETWORK INC                  COM             855546107      0       1099 SH   DEFINED     5        1099
STARTEK INC                            COM             85569C107     39       2257 SH   DEFINED  6, 7, 8     2257
STARTEK INC                            COM             85569C107      4        224 SH   DEFINED     5         224
STARWOOD HOTELS & RESORTS              EQUITY          85590A203     73      3,300 SH   DEFINED     1                  3,300
STARWOOD HOTELS&RESORTS WRLDWD         PAIRED CTF      85590A203   2361     107310 SH   DEFINED  6, 7, 8   107310
STARWOOD HOTELS&RESORTS WRLDWD         PAIRED CTF      85590A203     13        590 SH   DEFINED     5         590
STATE AUTO FINL CORP                   COM             855707105     52       3893 SH   DEFINED  6, 7, 8     3893
STATE AUTO FINL CORP                   COM             855707105      5        349 SH   DEFINED     5         349
STATE STR CORP                         COM             857477103   6260     137590 SH   DEFINED  6, 7, 8   137590
STATE STR CORP                         COM             857477103     44        970 SH   DEFINED     5         970
STATE STREET CORP                      EQUITY          857477103    246      5,400 SH   DEFINED     1                  5,400
STATE STREET REPO                      EQUITY          857466007  16811   15888000 SH   DEFINED     2               15888000
STATEN IS BANCORP INC                  COM             857550107    235       9525 SH   DEFINED  6, 7, 8     9525
STATEN IS BANCORP INC                  COM             857550107     18        734 SH   DEFINED     5         734
STATION CASINOS INC                    COM             857689103    220      26221 SH   DEFINED  6, 7, 8    26221
STATION CASINOS INC                    COM             857689103      9       1039 SH   DEFINED     5        1039
STEAK N SHAKE CO                       COM             857873103     69       6935 SH   DEFINED  6, 7, 8     6935
STEAK N SHAKE CO                       COM             857873103      6        621 SH   DEFINED     5         621
STEEL DYNAMICS INC                     COM             858119100     76       7648 SH   DEFINED  6, 7, 8     7648
STEEL DYNAMICS INC                     COM             858119100      7        704 SH   DEFINED     5         704
STEIN MART INC                         COM             858375108     59       7256 SH   DEFINED  6, 7, 8     7256
STEIN MART INC                         COM             858375108      6        700 SH   DEFINED     5         700
STEINWAY MUSICAL                       EQUITY          858495104  26098  1,801,131 SH   DEFINED     1              1,801,131
STEINWAY MUSICAL INSTRS INC            COM ORD         858495104     28       1923 SH   DEFINED  6, 7, 8     1923
STEINWAY MUSICAL INSTRS INC            COM ORD         858495104      2        172 SH   DEFINED     5         172
STELLENT INC                           COM             85856W105     75       5189 SH   DEFINED  6, 7, 8     5189
STELLENT INC                           COM             85856W105      7        515 SH   DEFINED     5         515
STEPAN CO                              COM             858586100     36       1971 SH   DEFINED  6, 7, 8     1971
STEPAN CO                              COM             858586100      3        177 SH   DEFINED     5         177
STERICYCLE INC                         COM             858912108    197       4728 SH   DEFINED  6, 7, 8     4728
STERICYCLE INC                         COM             858912108     16        376 SH   DEFINED     5         376
STERIS CORP                            COM             859152100   2128     108222 SH   DEFINED  6, 7, 8   108222
STERIS CORP                            COM             859152100     35       1777 SH   DEFINED     5        1777
STERLING BANCORP                       COM             859158107     66       2364 SH   DEFINED  6, 7, 8     2364
STERLING BANCORP                       COM             859158107      6        222 SH   DEFINED     5         222
STERLING BANCSHARES INC                COM             858907108    132       9963 SH   DEFINED  6, 7, 8     9963
STERLING BANCSHARES INC                COM             858907108     12        926 SH   DEFINED     5         926
STERLING FINL CORP                     COM             859317109     74       3452 SH   DEFINED  6, 7, 8     3452
STERLING FINL CORP                     COM             859317109      7        316 SH   DEFINED     5         316
</TABLE>


<PAGE>

<TABLE>
<S>                                    <C>             <C>        <C>       <C>         <C>      <C>      <C>         <C>
STEWART & STEVENSON SVCS               EQUITY          860342104  12693     527100 SH   Sole        3      527100
STEWART & STEVENSON SVCS INC           COM             860342104    975      40488 SH   DEFINED  6, 7, 8    40488
STEWART & STEVENSON SVCS INC           COM             860342104     17        700 SH   DEFINED     5         700
STEWART + STEVENSON SVCS INC           EQUITY          860342104   1933      50200 SH   DEFINED     2                  50200
STEWART ENTERPRISES INC                CL A            860370105    175      30115 SH   DEFINED  6, 7, 8    30115
STEWART ENTERPRISES INC                CL A            860370105     15       2607 SH   DEFINED     5        2607
STEWART INFORMATION SVCS CORP          COM             860372101     64       3327 SH   DEFINED  6, 7, 8     3327
STEWART INFORMATION SVCS CORP          COM             860372101      6        338 SH   DEFINED     5         338
STILLWATER MNG CO                      COM             86074Q102    221      10978 SH   DEFINED  6, 7, 8    10978
STILLWATER MNG CO                      COM             86074Q102     21       1049 SH   DEFINED     5        1049
STILWELL FINANCIAL INC                 EQUITY          860831106     72      3,700 SH   DEFINED     1                  3,700
STILWELL FINL INC                      COM             860831106   1808      92720 SH   DEFINED  6, 7, 8    92720
STILWELL FINL INC                      COM             860831106     13        650 SH   DEFINED     5         650
STONE ENERGY CORP                      COM             861642106    453      14067 SH   DEFINED  6, 7, 8    14067
STONE ENERGY CORP                      COM             861642106     19        582 SH   DEFINED     5         582
STONERIDGE INC                         COM             86183P102     28       3935 SH   DEFINED  6, 7, 8     3935
STONERIDGE INC                         COM             86183P102      2        352 SH   DEFINED     5         352
STORAGE TECHNOLOGY CORP                COM PAR $0.10   862111200   1529     121800 SH   DEFINED  6, 7, 8   121800
STORAGE USA INC                        COM             861907103    191       4826 SH   DEFINED  6, 7, 8     4826
STORAGE USA INC                        COM             861907103     17        432 SH   DEFINED     5         432
STRATOS LIGHTWAVE INC                  COM             863100103    124      35825 SH   DEFINED  6, 7, 8    35825
STRATOS LIGHTWAVE INC                  COM             863100103      6       1804 SH   DEFINED     5        1804
STRAYER ED INC                         COM             863236105     74       1649 SH   DEFINED  6, 7, 8     1649
STRAYER ED INC                         COM             863236105      7        164 SH   DEFINED     5         164
STRIDE RITE CORP                       COM             863314100     82      13101 SH   DEFINED  6, 7, 8    13101
STRIDE RITE CORP                       COM             863314100      7       1173 SH   DEFINED     5        1173
Stryker                                EQUITY          863667101   2116     40,000 SH   DEFINED     4                 40,000
STRYKER CORP                           EQUITY          863667101    175      3,300 SH   DEFINED     1                  3,300
STRYKER CORP                           COM             863667101   4385      82890 SH   DEFINED  6, 7, 8    82890
STRYKER CORP                           COM             863667101     31        580 SH   DEFINED     5         580
STUDENT LN CORP                        COM             863902102     81       1149 SH   DEFINED  6, 7, 8     1149
STUDENT LN CORP                        COM             863902102      8        113 SH   DEFINED     5         113
STURM RUGER & CO INC                   EQUITY          864159108    418     40,300 SH   DEFINED     1                 40,300
STURM RUGER & CO INC                   COM             864159108     64       6167 SH   DEFINED  6, 7, 8     6167
STURM RUGER & CO INC                   COM             864159108      6        552 SH   DEFINED     5         552
SUFFOLK BANCORP                        COM             864739107     74       1681 SH   DEFINED  6, 7, 8     1681
SUFFOLK BANCORP                        COM             864739107      7        167 SH   DEFINED     5         167
SUIZA FOODS CORP                       COM             865077101   4761      75396 SH   DEFINED  6, 7, 8    75396
SUIZA FOODS CORP                       COM             865077101     52        827 SH   DEFINED     5         827
SUMMIT PPTYS INC                       COM             866239106    206       7853 SH   DEFINED  6, 7, 8     7853
SUMMIT PPTYS INC                       COM             866239106     18        683 SH   DEFINED     5         683
SUN COMMUNITIES INC                    COM             866674104    172       4690 SH   DEFINED  6, 7, 8     4690
SUN COMMUNITIES INC                    COM             866674104     15        400 SH   DEFINED     5         400
</TABLE>


<PAGE>

<TABLE>
<S>                                    <C>             <C>        <C>    <C>            <C>      <C>      <C>      <C>        <C>
SUN MICROSYSTEMS                       EQUITY          866810104    555     67,100 SH   DEFINED     1                 67,100
Sun Microsystems                       EQUITY          866810104    786     95,000 SH   DEFINED     4                 95,000
SUN MICROSYSTEMS INC                   COM             866810104  13718    1658780 SH   DEFINED  6, 7, 8  1658780
SUN MICROSYSTEMS INC                   COM             866810104    106      12820 SH   DEFINED     5       12820
SUNGARD DATA SYS INC                   EQUITY          867363103  56771    2429210 SH   Sole        3     2313510             115700
SUNGARD DATA SYS INC                   COM             867363103   7350     314500 SH   DEFINED  6, 7, 8   314500
SUNOCO INC                             EQUITY          86764P109     50      1,400 SH   DEFINED     1                  1,400
SUNOCO INC                             COM             86764P109   1262      35450 SH   DEFINED  6, 7, 8    35450
SUNOCO INC                             COM             86764P109      9        250 SH   DEFINED     5         250
SUNRISE ASSISTED LIVING INC            COM             86768K106    136       5263 SH   DEFINED  6, 7, 8     5263
SUNRISE ASSISTED LIVING INC            COM             86768K106     12        483 SH   DEFINED     5         483
SUNRISE TELECOM INC                    COM             86769Y105     27       5436 SH   DEFINED  6, 7, 8     5436
SUNRISE TELECOM INC                    COM             86769Y105      3        513 SH   DEFINED     5         513
SUNTRUST BANKS INC.                    EQUITY          867914103    326      4,900 SH   DEFINED     1                  4,900
SUNTRUST BKS INC                       COM             867914103  13080     196391 SH   DEFINED  6, 7, 8   196391
SUNTRUST BKS INC                       COM             867914103    116       1740 SH   DEFINED     5        1740
SUPER VALU STORES                      EQUITY          868536103     47      2,300 SH   DEFINED     1                  2,300
SUPERGEN INC                           COM             868059106     33       4736 SH   DEFINED  6, 7, 8     4736
SUPERGEN INC                           COM             868059106      3        470 SH   DEFINED     5         470
SUPERIOR ENERGY SVCS INC               COM             868157108     73      12293 SH   DEFINED  6, 7, 8    12293
SUPERIOR ENERGY SVCS INC               COM             868157108      7       1220 SH   DEFINED     5        1220
SUPERIOR INDS INTL INC                 COM             868168105   1194      35964 SH   DEFINED  6, 7, 8    35964
SUPERIOR INDS INTL INC                 COM             868168105     17        509 SH   DEFINED     5         509
SUPERIOR TR I                          PFD CV 8.50%    86836P202      2        711 SH   DEFINED  6, 7, 8      711
SUPERTEX INC                           COM             868532102     37       2434 SH   DEFINED  6, 7, 8     2434
SUPERTEX INC                           COM             868532102      3        222 SH   DEFINED     5         222
SUPERVALU INC                          COM             868536103   2093     103440 SH   DEFINED  6, 7, 8   103440
SUPERVALU INC                          COM             868536103      8        390 SH   DEFINED     5         390
Supervalu Inc.                         CORPBOND        868536AJ2   1926  2,000,000 PRN  DEFINED     4              2,000,000
SUPPORT COM INC                        COM             868587106     15       6318 SH   DEFINED  6, 7, 8     6318
SUPPORT COM INC                        COM             868587106      1        611 SH   DEFINED     5         611
SUREBEAM CORP                          CL A            86866R102     52       6232 SH   DEFINED  6, 7, 8     6232
SUREBEAM CORP                          CL A            86866R102      2        189 SH   DEFINED     5         189
SURMODICS INC                          COM             868873100    148       3707 SH   DEFINED  6, 7, 8     3707
SURMODICS INC                          COM             868873100     14        358 SH   DEFINED     5         358
SUSQUEHANNA BANCSHARES INC PA          COM             869099101    274      12329 SH   DEFINED  6, 7, 8    12329
SUSQUEHANNA BANCSHARES INC PA          COM             869099101     24       1064 SH   DEFINED     5        1064
SWIFT ENERGY CO                        COM             870738101    266      12884 SH   DEFINED  6, 7, 8    12884
SWIFT ENERGY CO                        COM             870738101     13        628 SH   DEFINED     5         628
SWIFT TRANSN CO                        COM             870756103   2035     114967 SH   DEFINED  6, 7, 8   114967
SWIFT TRANSN CO                        COM             870756103     28       1567 SH   DEFINED     5        1567
SYBASE INC                             COM             871130100   1537     165220 SH   DEFINED  6, 7, 8   165220
SYBASE INC                             COM             871130100      6        600 SH   DEFINED     5         600
</TABLE>


<PAGE>

<TABLE>
<S>                                    <C>             <C>         <C>      <C>         <C>      <C>       <C>        <C>
SYBRON DENTAL SPECIALTIES INC          COM             871142105    221      11902 SH   DEFINED  6, 7, 8    11902
SYBRON DENTAL SPECIALTIES INC          COM             871142105     19       1026 SH   DEFINED     5        1026
SYKES ENTERPRISES INC                  COM             871237103    299      53645 SH   DEFINED  6, 7, 8    53645
SYKES ENTERPRISES INC                  COM             871237103      4        635 SH   DEFINED     5         635
SYLVAN LEARNING SYS INC                COM             871399101   1215      53056 SH   DEFINED  6, 7, 8    53056
SYLVAN LEARNING SYS INC                COM             871399101     19        836 SH   DEFINED     5         836
Symantec                               EQUITY          871503108    347     10,000 SH   DEFINED     4                 10,000
SYMANTEC CORP                          COM             871503108   3107      89630 SH   DEFINED  6, 7, 8    89630
SYMANTEC CORP                          COM             871503108      1         20 SH   DEFINED     5          20
SYMBOL TECHNOLOGIES IN                 EQUITY          871508107     39      3,750 SH   DEFINED     1                  3,750
SYMBOL TECHNOLOGIES INC                COM             871508107   1005      95790 SH   DEFINED  6, 7, 8    95790
SYMBOL TECHNOLOGIES INC                COM             871508107      7        675 SH   DEFINED     5         675
SYMMETRICOM INC                        COM             871543104     37       6728 SH   DEFINED  6, 7, 8     6728
SYMMETRICOM INC                        COM             871543104      4        668 SH   DEFINED     5         668
SYMYX TECHNOLOGIES                     COM             87155S108    381      25815 SH   DEFINED  6, 7, 8    25815
SYMYX TECHNOLOGIES                     COM             87155S108     11        717 SH   DEFINED     5         717
SYNCOR INTL CORP DEL                   COM             87157J106    177       5546 SH   DEFINED  6, 7, 8     5546
SYNCOR INTL CORP DEL                   COM             87157J106     17        530 SH   DEFINED     5         530
SYNGENTA AG                            SPONSORED ADR   87160A100     13       1354 SH   DEFINED  6, 7, 8     1354
SYNOPSYS INC                           COM             871607107   2868      71500 SH   DEFINED  6, 7, 8    71500
SYNOPSYS INC                           EQUITY          871607107   9698     216700 SH   DEFINED     2                 216700
SYNOVUS FINANCIAL CORPORATION          EQUITY          87161C105    132      4,800 SH   DEFINED     1                  4,800
SYNOVUS FINL CORP                      COM             87161C105   3388     122740 SH   DEFINED  6, 7, 8   122740
SYNOVUS FINL CORP                      COM             87161C105     24        860 SH   DEFINED     5         860
SYNPLICITY INC                         COM             87160Y108     17       2997 SH   DEFINED  6, 7, 8     2997
SYNPLICITY INC                         COM             87160Y108      2        290 SH   DEFINED     5         290
SYNTEL INC                             COM             87162H103     12       1433 SH   DEFINED  6, 7, 8     1433
SYNTEL INC                             COM             87162H103      1        142 SH   DEFINED     5         142
SYNTROLEUM CORP                        COM             871630109     29       6095 SH   DEFINED  6, 7, 8     6095
SYNTROLEUM CORP                        COM             871630109      3        605 SH   DEFINED     5         605
SYSCO CORP                             COM             871829107   7884     308680 SH   DEFINED  6, 7, 8   308680
SYSCO CORP                             COM             871829107     61       2400 SH   DEFINED     5        2400
SYSCO CORP.                            EQUITY          871829107    374     14,630 SH   DEFINED     1                 14,630
SYSTEMS & COMPUTER TECHNOLOGY          COM             871873105     84       9388 SH   DEFINED  6, 7, 8     9388
SYSTEMS & COMPUTER TECHNOLOGY          COM             871873105      8        869 SH   DEFINED     5         869
T HQ INC                               EQUITY          872443403   6047     135400 SH   DEFINED     2                 135400
T ROWE PRICE GROUP INC                 EQUITY          74144T108     59      2,000 SH   DEFINED     1                  2,000
TAIWAN FUND                            EQUITY          874036106    564     74,250 SH   DEFINED     1                 74,250
TAIWAN SEMICONDUCTOR-SP ADR            EQUITY          874039100    190     20,000 SH   DEFINED     1                 20,000
TAKE-TWO INTERACTIVE SOFTWARE          COM             874054109     68       9670 SH   DEFINED  6, 7, 8     9670
TAKE-TWO INTERACTIVE SOFTWARE          COM             874054109      7        959 SH   DEFINED     5         959
TALBOTS INC                            COM             874161102    187       8325 SH   DEFINED  6, 7, 8     8325
TALBOTS INC                            EQUITY          874161102   2136      75400 SH   DEFINED     2                  75400
</TABLE>


<PAGE>

<TABLE>
<S>                                    <C>             <C>        <C>       <C>         <C>      <C>       <C>        <C>      <C>
TALISMAN ENERGY INC                    COM             87425E103    554      16300 SH   DEFINED  6, 7, 8    16300
TALX CORP                              EQUITY          874918105   9840     461950 SH   Sole        3      461950
TALX CORP                              COM             874918105     52       2461 SH   DEFINED  6, 7, 8     2461
TALX CORP                              COM             874918105      7        314 SH   DEFINED     5         314
TANGER FACTORY OUTLET CENTER           EQUITY          875465106    658     31,800 SH   DEFINED     1                 31,800
TANGER FACTORY OUTLET CTRS INC         COM             875465106     34       1626 SH   DEFINED  6, 7, 8     1626
TANGER FACTORY OUTLET CTRS INC         COM             875465106      3        146 SH   DEFINED     5         146
TANOX INC                              COM             87588Q109     99       6715 SH   DEFINED  6, 7, 8     6715
TANOX INC                              COM             87588Q109     10        663 SH   DEFINED     5         663
TARGET CORP                            EQUITY          87612E106    473     14,900 SH   DEFINED     1                 14,900
TARGET CORP                            COM             87612E106  13863     436480 SH   DEFINED  6, 7, 8   436480
TARGET CORP                            COM             87612E106    122       3830 SH   DEFINED     5        3830
TARGET CORP                            EQUITY          87612E106  16175     526600 SH   DEFINED     2                 526600
TARGETED GENETICS CORP                 COM             87612M108     20      10581 SH   DEFINED  6, 7, 8    10581
TARGETED GENETICS CORP                 COM             87612M108      2       1050 SH   DEFINED     5        1050
TARO PHARMACEUTICALS INDUS             EQUITY          M8737E108    373     10,600 SH   DEFINED     1                 10,600
TAUBMAN CTRS INC                       COM             876664103    113       9054 SH   DEFINED  6, 7, 8     9054
TAUBMAN CTRS INC                       COM             876664103     10        811 SH   DEFINED     5         811
TAUBMAN CTRS INC COM                   EQUITY          876664103    380      30400 SH   Sole        3                          30400
TBC CORP                               COM             872180104     54       5435 SH   DEFINED  6, 7, 8     5435
TBC CORP                               COM             872180104      5        487 SH   DEFINED     5         487
TCF FINL CORP                          COM             872275102   4242      92100 SH   DEFINED  6, 7, 8    92100
TECH DATA CORP                         COM             878237106   2892      76300 SH   DEFINED  6, 7, 8    76300
TECHNE CORP                            COM             878377100    346      11751 SH   DEFINED  6, 7, 8    11751
TECHNE CORP                            COM             878377100     33       1126 SH   DEFINED     5        1126
TECHNITROL INC                         COM             878555101    194       8720 SH   DEFINED  6, 7, 8     8720
TECHNITROL INC                         COM             878555101     18        821 SH   DEFINED     5         821
TECO ENERGY INC                        COM             872375100   5057     186600 SH   DEFINED  6, 7, 8   186600
TECUMSEH PRODS CO                      CL A            878895200   1211      26599 SH   DEFINED  6, 7, 8    26599
TECUMSEH PRODS CO                      CL A            878895200     19        410 SH   DEFINED     5         410
TEEKAY SHIPPING MARSHALL ISLND         COM             Y8564W103    801      25700 SH   DEFINED  6, 7, 8    25700
TEJON RANCH CO DEL                     COM             879080109     45       2019 SH   DEFINED  6, 7, 8     2019
TEJON RANCH CO DEL                     COM             879080109      5        200 SH   DEFINED     5         200
TEKTRONIX INC                          EQUITY          879131100     28      1,600 SH   DEFINED     1                  1,600
TEKTRONIX INC                          COM             879131100    940      53750 SH   DEFINED  6, 7, 8    53750
TEKTRONIX INC                          COM             879131100      5        280 SH   DEFINED     5         280
TELE CENTRO OESTE CELULAR  S.A. ADR    EQUITY          87923P105    194     39,200 SH   DEFINED     1                 39,200
TELE NORTE LESTE PARTICIPACOES S.A. A  EQUITY          879246106    472     52,112 SH   DEFINED     1                 52,112
TELECOM ARGENTINA S.A. - ADR           EQUITY          879273209    286     32,900 SH   DEFINED     1                 32,900
TELECOM CORP NEW ZEALAND LTD           SPONSORED ADR   879278208     36       2600 SH   DEFINED  6, 7, 8     2600
TELEDYNE TECHNOLOGIES INC              COM             879360105    143       8983 SH   DEFINED  6, 7, 8     8983
TELEDYNE TECHNOLOGIES INC              COM             879360105     14        891 SH   DEFINED     5         891
TELEFLEX INC                           COM             879369106   1686      45100 SH   DEFINED  6, 7, 8    45100
</TABLE>


                                                                        

<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>      <C>        <C>   <C>      <C>      <C>      <C>         <C>
TELEFLEX INC                     EQUITY          879369106     2799       60000 SH    DEFINED     2                   60000
TELEFONICA S A                   SPONSORED ADR   879382208      170        5000 SH    DEFINED  6, 7, 8     5000
TELEFONOS DE MEXICO CL L-TELMEX  EQUITY          879403780     5430     168,170 SH    DEFINED     1                 168,170
TELEFONOS DE MEXICO S A          SPON ADR ORD L  879403780     1305       40404 SH    DEFINED  6, 7, 8    40404
TELEPHONE & DATA SYS INC         COM             879433100     6780       71900 SH    DEFINED  6, 7, 8    71900
TELETECH HOLDINGS INC            COM             879939106       78       10036 SH    DEFINED  6, 7, 8    10036
TELETECH HOLDINGS INC            COM             879939106        8         996 SH    DEFINED     5         996
TELIK INC                        COM             87959M109       32        4963 SH    DEFINED  6, 7, 8     4963
TELIK INC                        COM             87959M109        3         490 SH    DEFINED     5         490
TELLABS                          EQUITY          879664100       67       6,800 SH    DEFINED     1                   6,800
TELLABS INC                      COM             879664100     1928      195180 SH    DEFINED  6, 7, 8   195180
TELLABS INC                      COM             879664100       16        1590 SH    DEFINED     5        1590
TEMPLE INLAND INC                COM             879868107      988       20800 SH    DEFINED  6, 7, 8    20800
TEMPLE INLAND INC                COM             879868107        7         150 SH    DEFINED     5         150
TEMPLE INLAND INC                EQUITY          879868107     1098       18300 SH    DEFINED     2                   18300
TEMPLE-INLAND                    EQUITY          879868107       38         800 SH    DEFINED     1                     800
TENET HEALTHCARE CORP            COM             88033G100    10012      167840 SH    DEFINED  6, 7, 8   167840
TENET HEALTHCARE CORP            COM             88033G100       95        1590 SH    DEFINED     5        1590
TENET HEALTHCARE CORP            EQUITY          88033G100    23211      386900 SH    DEFINED     2                  386900
TENET HEALTHCARE CORP.           EQUITY          88033G100      322       5,400 SH    DEFINED     1                   5,400
TENNANT CO                       COM             880345103       91        2595 SH    DEFINED  6, 7, 8     2595
TENNANT CO                       COM             880345103        9         256 SH    DEFINED     5         256
TERADYNE INC                     COM             880770102     1764       90440 SH    DEFINED  6, 7, 8    90440
TERADYNE INC                     COM             880770102       15         750 SH    DEFINED     5         750
TERADYNE INC.                    EQUITY          880770102       57       2,900 SH    DEFINED     1                   2,900
TERAYON COMMUNICATION SYS        COM             880775101      136       19018 SH    DEFINED  6, 7, 8    19018
TERAYON COMMUNICATION SYS        COM             880775101       12        1703 SH    DEFINED     5        1703
TEREX CORP NEW                   COM             880779103      151        8455 SH    DEFINED  6, 7, 8     8455
TEREX CORP NEW                   COM             880779103       13         727 SH    DEFINED     5         727
TERRA INDS INC                   COM             880915103       36       12036 SH    DEFINED  6, 7, 8    12036
TERRA INDS INC                   COM             880915103        3        1078 SH    DEFINED     5        1078
TERREMARK WORLDWIDE INC          COM             881448104       22       43081 SH    DEFINED  6, 7, 8    43081
TERREMARK WORLDWIDE INC          COM             881448104        2        4275 SH    DEFINED     5        4275
TESORO PETE CORP                 COM             881609101       96        8338 SH    DEFINED  6, 7, 8     8338
TESORO PETE CORP                 COM             881609101       11         967 SH    DEFINED     5         967
TETRA TECH INC NEW               COM             88162G103      239       10817 SH    DEFINED  6, 7, 8    10817
TETRA TECH INC NEW               COM             88162G103       24        1073 SH    DEFINED     5        1073
TETRA TECH INC NEW COM           EQUITY          88162G103    24974     1130055 SH    Sole        3     1108750               21305
TETRA TECHNOLOGIES INC DEL       COM             88162F105       60        3440 SH    DEFINED  6, 7, 8     3440
TETRA TECHNOLOGIES INC DEL       COM             88162F105        6         335 SH    DEFINED     5         335
TEVA PHARMACEUTICAL ADR          EQUITY          881624209     1306      21,600 SH    DEFINED     1                  21,600
TEVA PHARMACEUTICAL INDS LTD     ADR             881624209      405        6700 SH    DEFINED  6, 7, 8     6700
TEVA PHARMACEUTICAL INDS LTD     EQUITY          881624209     5595       91245 SH    DEFINED     2                   91245
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>      <C>        <C>   <C>      <C>      <C>      <C>         <C>
TEXACO INC                       EQUITY          881694103      194        2780 SH    DEFINED     2                    2780
Texaco Inc                       EQUITY          881694103     2275      35,000 SH    DEFINED     4                  35,000
TEXACO INC                       COM             881694103    15137      232880 SH    DEFINED  6, 7, 8   232880
TEXACO INC                       COM             881694103      107        1640 SH    DEFINED     5        1640
TEXACO INC.                      EQUITY          881694103      598       9,200 SH    DEFINED     1                   9,200
TEXAS BIOTECHNOLOGY CORP         COM             88221T104       70       12416 SH    DEFINED  6, 7, 8    12416
TEXAS BIOTECHNOLOGY CORP         COM             88221T104        7        1232 SH    DEFINED     5        1232
TEXAS INDS INC                   COM             882491103      341       11032 SH    DEFINED  6, 7, 8    11032
TEXAS INDS INC                   COM             882491103       17         565 SH    DEFINED     5         565
TEXAS INSTRS INC                 COM             882508104    21425      857670 SH    DEFINED  6, 7, 8   857670
TEXAS INSTRS INC                 COM             882508104      168        6740 SH    DEFINED     5        6740
TEXAS INSTRS INC                 EQUITY          882508104     9583      316236 SH    DEFINED     2                  316236
TEXAS INSTRUMENTS INC            EQUITY          882508104    18524     741,550 SH    DEFINED     1                 741,550
TEXAS REGL BANCSHARES INC        CL A VTG        882673106      334        9763 SH    DEFINED  6, 7, 8     9763
TEXAS REGL BANCSHARES INC        CL A VTG        882673106       13         386 SH    DEFINED     5         386
TEXTRON INC                      EQUITY          883203101       81       2,400 SH    DEFINED     1                   2,400
TEXTRON INC                      COM             883203101     2004       59630 SH    DEFINED  6, 7, 8    59630
TEXTRON INC                      COM             883203101       14         420 SH    DEFINED     5         420
TEXTRON INC                      EQUITY          883203101     2666       81224 SH    DEFINED     2                   81224
THERAGENICS CORP                 COM             883375107       78        8398 SH    DEFINED  6, 7, 8     8398
THERAGENICS CORP                 COM             883375107        8         833 SH    DEFINED     5         833
THERASENSE INC                   EQUITY          883381105     1189       45100 SH    DEFINED     2                   45100
THERMA-WAVE INC                  COM             88343A108       77        7456 SH    DEFINED  6, 7, 8     7456
THERMA-WAVE INC                  COM             88343A108        5         449 SH    DEFINED     5         449
THERMO ELECTRON                  EQUITY          883556102       56       3,100 SH    DEFINED     1                   3,100
THERMO ELECTRON CORP             COM             883556102     1383       76630 SH    DEFINED  6, 7, 8    76630
THERMO ELECTRON CORP             COM             883556102       10         540 SH    DEFINED     5         540
THIRD WAVE TECHNOLOGIES INC      COM             88428W108       13        2130 SH    DEFINED  6, 7, 8     2130
THIRD WAVE TECHNOLOGIES INC      COM             88428W108        1         211 SH    DEFINED     5         211
THOMAS & BETTS CORP              EQUITY          884315102       16         900 SH    DEFINED     1                     900
THOMAS & BETTS CORP              COM             884315102      749       42867 SH    DEFINED  6, 7, 8    42867
THOMAS & BETTS CORP              COM             884315102       31        1747 SH    DEFINED     5        1747
THOMAS INDS INC                  COM             884425109      102        4713 SH    DEFINED  6, 7, 8     4713
THOMAS INDS INC                  COM             884425109        9         427 SH    DEFINED     5         427
THOR INDS INC                    COM             885160101       54        1989 SH    DEFINED  6, 7, 8     1989
THOR INDS INC                    COM             885160101        5         178 SH    DEFINED     5         178
THORATEC CORP                    COM NEW         885175307      165        9988 SH    DEFINED  6, 7, 8     9988
THORATEC CORP                    COM NEW         885175307       16         961 SH    DEFINED     5         961
THORNBURG MTG INC                COM             885218107      113        6827 SH    DEFINED  6, 7, 8     6827
THORNBURG MTG INC                COM             885218107       12         751 SH    DEFINED     5         751
THQ INC                          COM NEW         872443403      305        7067 SH    DEFINED  6, 7, 8     7067
THQ INC                          COM NEW         872443403       26         592 SH    DEFINED     5         592
THREE FIVE SYS INC               COM             88554L108      102        6370 SH    DEFINED  6, 7, 8     6370
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>      <C>        <C>   <C>      <C>      <C>      <C>         <C>
THREE FIVE SYS INC               COM             88554L108       10         601 SH    DEFINED     5         601
TIDEWATER INC                    COM             886423102     6530      244650 SH    DEFINED  6, 7, 8   244650
TIDEWATER INC                    COM             886423102       27        1030 SH    DEFINED     5        1030
TIDEWATER INC                    EQUITY          886423102     2744      101000 SH    DEFINED     2                  101000
TIFFANY & CO NEW                 COM             886547108     1335       61680 SH    DEFINED  6, 7, 8    61680
TIFFANY & CO NEW                 COM             886547108       10         440 SH    DEFINED     5         440
TIFFANY & CO.                    EQUITY          886547108       52       2,400 SH    DEFINED     1                   2,400
TIMKEN CO                        COM             887389104      213       15576 SH    DEFINED  6, 7, 8    15576
TIMKEN CO                        COM             887389104       18        1345 SH    DEFINED     5        1345
TITAN CORP                       COM             888266103     2062      105184 SH    DEFINED  6, 7, 8   105184
TITAN CORP                       COM             888266103       30        1518 SH    DEFINED     5        1518
TITAN PHARMACEUTICALS INC DEL    COM             888314101       44        6992 SH    DEFINED  6, 7, 8     6992
TITAN PHARMACEUTICALS INC DEL    COM             888314101        4         694 SH    DEFINED     5         694
TITANIUM METALS CORP             COM             888339108       20        6140 SH    DEFINED  6, 7, 8     6140
TITANIUM METALS CORP             COM             888339108        2         550 SH    DEFINED     5         550
TIVO INC                         COM             888706108       17        5099 SH    DEFINED  6, 7, 8     5099
TIVO INC                         COM             888706108        2         479 SH    DEFINED     5         479
TJX COMPANIES INC. NEW           EQUITY          872540109      155       4,700 SH    DEFINED     1                   4,700
TJX COS INC NEW                  COM             872540109     6417      195040 SH    DEFINED  6, 7, 8   195040
TJX COS INC NEW                  COM             872540109       69        2090 SH    DEFINED     5        2090
TMP WORLDWIDE INC                EQUITY          872941109       51       1,800 SH    DEFINED     1                   1,800
TMP WORLDWIDE INC                COM             872941109     1448       51000 SH    DEFINED  6, 7, 8    51000
TMP WORLDWIDE INC                COM             872941109        9         320 SH    DEFINED     5         320
TOLL BROTHERS INC                COM             889478103      218        7363 SH    DEFINED  6, 7, 8     7363
TOLL BROTHERS INC                COM             889478103       19         630 SH    DEFINED     5         630
TOLL BROTHERS INC COM            EQUITY          889478103    12257      413100 SH    Sole        3      413100
TOLLGRADE COMMUNICATIONS INC     COM             889542106       69        3583 SH    DEFINED  6, 7, 8     3583
TOLLGRADE COMMUNICATIONS INC     COM             889542106        7         356 SH    DEFINED     5         356
TOMPKINSTRUSTCO INC              COM             890110109       76        2006 SH    DEFINED  6, 7, 8     2006
TOMPKINSTRUSTCO INC              COM             890110109        7         184 SH    DEFINED     5         184
TOO INC                          COM             890333107      184        8756 SH    DEFINED  6, 7, 8     8756
TOO INC                          COM             890333107       18         839 SH    DEFINED     5         839
TOO INC COM                      EQUITY          890333107    28964     1379900 SH    Sole        3     1352100               27800
TOOTSIE ROLL INDS INC            COM             890516107     2265       59200 SH    DEFINED  6, 7, 8    59200
TOPPS INC                        COM             890786106      105       10898 SH    DEFINED  6, 7, 8    10898
TOPPS INC                        COM             890786106       10        1021 SH    DEFINED     5        1021
TORCHMARK CORP                   EQUITY          891027104       82       2,100 SH    DEFINED     1                   2,100
TORCHMARK CORP                   COM             891027104     4049      103830 SH    DEFINED  6, 7, 8   103830
TORCHMARK CORP                   COM             891027104       39         990 SH    DEFINED     5         990
TORO CO                          COM             891092108      168        3988 SH    DEFINED  6, 7, 8     3988
TORO CO                          COM             891092108       14         338 SH    DEFINED     5         338
TOTAL FINA ELF S A               SPONSORED ADR   89151E109      186        2757 SH    DEFINED  6, 7, 8     2757
TOWER AUTOMOTIVE INC             COM             891707101       85       11864 SH    DEFINED  6, 7, 8    11864
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>      <C>        <C>   <C>      <C>      <C>      <C>         <C>
TOWER AUTOMOTIVE INC             COM             891707101        8        1062 SH    DEFINED     5        1062
TOWN & CTRY TR                   SH BEN INT      892081100       79        4009 SH    DEFINED  6, 7, 8     4009
TOWN & CTRY TR                   SH BEN INT      892081100        8         398 SH    DEFINED     5         398
TOYS R US                        EQUITY          892335100       57       3,300 SH    DEFINED     1                   3,300
TOYS R US INC                    COM             892335100     2870      166550 SH    DEFINED  6, 7, 8   166550
TOYS R US INC                    COM             892335100       25        1460 SH    DEFINED     5        1460
TRADESTATION GROUP INC           COM             89267P105       14        5754 SH    DEFINED  6, 7, 8     5754
TRADESTATION GROUP INC           COM             89267P105        1         571 SH    DEFINED     5         571
TRAMMELL CROW CO                 COM             89288R106       72        7186 SH    DEFINED  6, 7, 8     7186
TRAMMELL CROW CO                 COM             89288R106        6         644 SH    DEFINED     5         644
TRANS WORLD ENTMT CORP           COM             89336Q100       65        8364 SH    DEFINED  6, 7, 8     8364
TRANS WORLD ENTMT CORP           COM             89336Q100        6         749 SH    DEFINED     5         749
TRANSACTION SYS ARCHITECTS       CL A            893416107      336       53546 SH    DEFINED  6, 7, 8    53546
TRANSACTION SYS ARCHITECTS       CL A            893416107        6        1000 SH    DEFINED     5        1000
TRANSATLANTIC HOLDINGS INC       EQUITY          893521104   641413  31,274,130 SH    DEFINED     1              17,679,378
TRANSGENOMIC INC                 COM             89365K206       91       12033 SH    DEFINED  6, 7, 8    12033
TRANSGENOMIC INC                 COM             89365K206        2         330 SH    DEFINED     5         330
TRANSGENOMIC INC COM             EQUITY          89365K206     1699      225000 SH    Sole        3      225000
TRANSKARYOTIC THERAPIES INC      COM             893735100      174        6408 SH    DEFINED  6, 7, 8     6408
TRANSKARYOTIC THERAPIES INC      COM             893735100       17         616 SH    DEFINED     5         616
TRANSKARYOTIC THERAPIES INC      EQUITY          893735100       73        1600 SH    DEFINED     2                    1600
TRANSMONTAIGNE INC               EQUITY          893934109      752      155100 SH    Sole        3      155100
TRANSMONTAIGNE INC               COM             893934109       24        4900 SH    DEFINED  6, 7, 8     4900
TRANSMONTAIGNE INC               COM             893934109        2         439 SH    DEFINED     5         439
TRANSOCEAN SEDCO FOREX INC       EQUITY          G90078109      140       5,300 SH    DEFINED     1                   5,300
TRANSOCEAN SEDCO FOREX INC       ORD             G90078109     3549      134420 SH    DEFINED  6, 7, 8   134420
TRANSOCEAN SEDCO FOREX INC       ORD             G90078109       25         950 SH    DEFINED     5         950
TRANSOCEAN SEDCO FOREX INC       EQUITY          G90078109     1657       55000 SH    DEFINED     2                   55000
TRANSWITCH CORP                  COM             894065101      409      133558 SH    DEFINED  6, 7, 8   133558
TRANSWITCH CORP                  COM             894065101        7        2387 SH    DEFINED     5        2387
TRC COS INC                      COM             872625108       53        1476 SH    DEFINED  6, 7, 8     1476
TRC COS INC                      COM             872625108        5         146 SH    DEFINED     5         146
TREDEGAR CORP                    COM             894650100       85        4971 SH    DEFINED  6, 7, 8     4971
TREDEGAR CORP                    COM             894650100        8         445 SH    DEFINED     5         445
TREMONT CORP                     COM PAR $1.00   894745207       11         399 SH    DEFINED  6, 7, 8      399
TREMONT CORP                     COM PAR $1.00   894745207        1          36 SH    DEFINED     5          36
TRENDWEST RESORTS INC            COM             894917103       34        1355 SH    DEFINED  6, 7, 8     1355
TRENDWEST RESORTS INC            COM             894917103        3         134 SH    DEFINED     5         134
TREX INC                         COM             89531P105       31        1752 SH    DEFINED  6, 7, 8     1752
TREX INC                         COM             89531P105        3         174 SH    DEFINED     5         174
TRIAD GTY INC                    COM             895925105       67        1917 SH    DEFINED  6, 7, 8     1917
TRIAD GTY INC                    COM             895925105        7         190 SH    DEFINED     5         190
TRIAD GTY INC COM                EQUITY          895925105     9765      279400 SH    Sole        3      279400
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>      <C>        <C>   <C>      <C>      <C>      <C>         <C>
TRIAD HOSPITALS INC              COM             89579K109     3070       86713 SH    DEFINED  6, 7, 8    86713
TRIAD HOSPITALS INC COM          EQUITY          89579K109   100302     2833400 SH    Sole        3     2784900               48500
TRIANGLE PHARMACEUTICALS INC     COM             89589H104       25        7956 SH    DEFINED  6, 7, 8     7956
TRIANGLE PHARMACEUTICALS INC     COM             89589H104        3         790 SH    DEFINED     5         790
TRIARC COS INC                   CL A            895927101       87        3760 SH    DEFINED  6, 7, 8     3760
TRIARC COS INC                   CL A            895927101        7         324 SH    DEFINED     5         324
TRIBUNE CO                       EQUITY          896047107      157       5,000 SH    DEFINED     1                   5,000
TRIBUNE CO NEW                   COM             896047107     3960      126120 SH    DEFINED  6, 7, 8   126120
TRIBUNE CO NEW                   COM             896047107       28         890 SH    DEFINED     5         890
TRICO MARINE SERVICES INC        COM             896106101       46        7693 SH    DEFINED  6, 7, 8     7693
TRICO MARINE SERVICES INC        COM             896106101        4         695 SH    DEFINED     5         695
TRICON GLOBAL RESTAURANTS        COM             895953107     3031       77290 SH    DEFINED  6, 7, 8    77290
TRICON GLOBAL RESTAURANTS        COM             895953107       17         440 SH    DEFINED     5         440
TRICON GLOBAL RESTAURANTS, INC.  EQUITY          895953107       94       2,400 SH    DEFINED     1                   2,400
TRIGON HEALTHCARE INC            COM             89618L100     2790       42600 SH    DEFINED  6, 7, 8    42600
TRIGON HEALTHCARE INC            EQUITY          89618L100     4954      102300 SH    DEFINED     2                  102300
TRIKON TECHNOLOGIES INC          COM NEW         896187408       25        2919 SH    DEFINED  6, 7, 8     2919
TRIKON TECHNOLOGIES INC          COM NEW         896187408        2         283 SH    DEFINED     5         283
TRIMBLE NAVIGATION LTD           COM             896239100      105        6878 SH    DEFINED  6, 7, 8     6878
TRIMBLE NAVIGATION LTD           COM             896239100       10         683 SH    DEFINED     5         683
TRIMERIS INC                     COM             896263100      173        4922 SH    DEFINED  6, 7, 8     4922
TRIMERIS INC                     COM             896263100       16         468 SH    DEFINED     5         468
TRINITY INDS INC                 COM             896522109     1186       54785 SH    DEFINED  6, 7, 8    54785
TRINITY INDS INC                 COM             896522109       22        1007 SH    DEFINED     5        1007
TRIPATH IMAGING INC              COM             896942109       28        6506 SH    DEFINED  6, 7, 8     6506
TRIPATH IMAGING INC              COM             896942109        3         646 SH    DEFINED     5         646
TRIPATH TECHNOLOGY INC           COM             89672P104        2        4397 SH    DEFINED  6, 7, 8     4397
TRIPATH TECHNOLOGY INC           COM             89672P104        0         436 SH    DEFINED     5         436
TRIQUINT SEMICONDUCTOR           EQUITY          89674KAA1      190      250000 SH    Sole        3      250000
TRIQUINT SEMICONDUCTOR INC       COM             89674K103     3082      192769 SH    DEFINED  6, 7, 8   192769
TRIQUINT SEMICONDUCTOR INC       COM             89674K103       56        3524 SH    DEFINED     5        3524
TRIQUINT SEMICONDUCTOR INC       EQUITY          89674K103     3986      119300 SH    DEFINED     2                  119300
TRIUMPH GROUP INC NEW            COM             896818101      134        5745 SH    DEFINED  6, 7, 8     5745
TRIUMPH GROUP INC NEW            COM             896818101       10         427 SH    DEFINED     5         427
TRIZETTO GROUP INC               COM             896882107       53        6003 SH    DEFINED  6, 7, 8     6003
TRIZETTO GROUP INC               COM             896882107        5         596 SH    DEFINED     5         596
TROPICAL SPORTSWEAR INTL CORP    COM             89708P102       24        1409 SH    DEFINED  6, 7, 8     1409
TROPICAL SPORTSWEAR INTL CORP    COM             89708P102        2         127 SH    DEFINED     5         127
TROY FINL CORP                   COM             897329108       27        1282 SH    DEFINED  6, 7, 8     1282
TROY FINL CORP                   COM             897329108        2         118 SH    DEFINED     5         118
TRUST CO NJ JERSEY CITY NEW      COM             898304100      146        5802 SH    DEFINED  6, 7, 8     5802
TRUST CO NJ JERSEY CITY NEW      COM             898304100       13         523 SH    DEFINED     5         523
TRUSTCO BK CORP N Y              COM             898349105      242       17597 SH    DEFINED  6, 7, 8    17597
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>      <C>        <C>   <C>      <C>      <C>      <C>         <C>
TRUSTCO BK CORP N Y              COM             898349105       23        1676 SH    DEFINED     5        1676
TRUSTMARK CORP                   COM             898402102      459       20500 SH    DEFINED  6, 7, 8    20500
TRUSTMARK CORP                   COM             898402102        9         420 SH    DEFINED     5         420
TRW INC                          EQUITY          872649108       63       2,100 SH    DEFINED     1                   2,100
TRW INC                          COM             872649108     1576       52860 SH    DEFINED  6, 7, 8    52860
TRW INC                          COM             872649108       11         370 SH    DEFINED     5         370
TTM TECHNOLOGIES  INC            COM             87305R109       20        3215 SH    DEFINED  6, 7, 8     3215
TTM TECHNOLOGIES  INC            COM             87305R109        2         319 SH    DEFINED     5         319
TUBOS DE ACERO DE MEX-SP ADR     EQUITY          898592506     1458     162,000 SH    DEFINED     1                 162,000
TUCKER ANTHONY SUTRO             COM             898647102      138        5779 SH    DEFINED  6, 7, 8     5779
TUCKER ANTHONY SUTRO             COM             898647102       12         518 SH    DEFINED     5         518
TUESDAY MORNING CORP             COM NEW         899035505       23        2486 SH    DEFINED  6, 7, 8     2486
TUESDAY MORNING CORP             COM NEW         899035505        2         242 SH    DEFINED     5         242
TULARIK INC                      COM             899165104      100        5409 SH    DEFINED  6, 7, 8     5409
TULARIK INC                      COM             899165104       10         537 SH    DEFINED     5         537
TUMBLEWEED COMMUNICATIONS CORP   COM             899690101       72       22400 SH    DEFINED  6, 7, 8    22400
TUPPERWARE CORP                  EQUITY          899896104       18         900 SH    DEFINED     1                     900
TUPPERWARE CORP                  COM             899896104     2085      104559 SH    DEFINED  6, 7, 8   104559
TUPPERWARE CORP                  COM             899896104       31        1571 SH    DEFINED     5        1571
TURNSTONE SYSTEMS INC            COM             900423104       84       28141 SH    DEFINED  6, 7, 8    28141
TURNSTONE SYSTEMS INC            COM             900423104        2         827 SH    DEFINED     5         827
TV AZTECA S.A.-SPONS ADR         EQUITY          901145102      677     175,800 SH    DEFINED     1                 175,800
TWEETER HOME ENTMT GROUP INC     COM             901167106       60        4406 SH    DEFINED  6, 7, 8     4406
TWEETER HOME ENTMT GROUP INC     COM             901167106        7         527 SH    DEFINED     5         527
TXU CORP                         COM             873168108     5906      127500 SH    DEFINED  6, 7, 8   127500
TXU CORP                         COM             873168108       36         770 SH    DEFINED     5         770
TXU CORPORATION                  EQUITY          873168108      199       4,300 SH    DEFINED     1                   4,300
TXU Corporation                  EQUITY          873168108     7226     156,000 SH    DEFINED     4                 156,000
TYCO INTERNATIONAL LTD.          EQUITY          902124106    24284     533,722 SH    DEFINED     1                 533,722
TYCO INTL LTD NEW                COM             902124106    54342     1194319 SH    DEFINED  6, 7, 8  1194319
TYCO INTL LTD NEW                COM             902124106      358        7860 SH    DEFINED     5        7860
TYCO INTL LTD NEW                EQUITY          902120104     4796      105400 SH    DEFINED     2                  105400
TYCO INTL LTD NEW                EQUITY          902124106    33654      721200 SH    DEFINED     2                  721200
TYCOM LTD                        EQUITY          G9144B106       13       1,700 SH    DEFINED     1                   1,700
TYSON FOODS INC                  CL A            902494103     4064      405550 SH    DEFINED  6, 7, 8   405550
U S B HLDG INC                   COM             902910108       51        3453 SH    DEFINED  6, 7, 8     3453
U S B HLDG INC                   COM             902910108        5         309 SH    DEFINED     5         309
U S CONCRETE INC                 COM             90333L102       38        5262 SH    DEFINED  6, 7, 8     5262
U S CONCRETE INC                 COM             90333L102        3         471 SH    DEFINED     5         471
U S G CORP                       COM NEW         903293405       43       11598 SH    DEFINED  6, 7, 8    11598
U S G CORP                       COM NEW         903293405        4        1039 SH    DEFINED     5        1039
U S INDS INC NEW                 COM             912080108       54       23349 SH    DEFINED  6, 7, 8    23349
U S INDS INC NEW                 COM             912080108        5        2091 SH    DEFINED     5        2091
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>      <C>        <C>   <C>      <C>      <C>      <C>         <C>
U S PHYSICAL THERAPY INC         COM             90337L108       20        1218 SH    DEFINED  6, 7, 8     1218
U S PHYSICAL THERAPY INC         COM             90337L108        2         121 SH    DEFINED     5         121
U S RESTAURANT PPTYS INC         COM             902971100       78        5622 SH    DEFINED  6, 7, 8     5622
U S RESTAURANT PPTYS INC         COM             902971100        7         503 SH    DEFINED     5         503
U S Treasury Notes               CORPBOND        9128276B3     1020   1,000,000  PRN  DEFINED     4               1,000,000
U S WIRELESS CORP                COM             90339C106        0        3289 SH    DEFINED  6, 7, 8     3289
U S WIRELESS CORP                COM             90339C106        0         331 SH    DEFINED     5         331
UAXS GLOBAL HOLDINGS INC         COM             902580109        9       12341 SH    DEFINED  6, 7, 8    12341
UAXS GLOBAL HOLDINGS INC         COM             902580109        1        1186 SH    DEFINED     5        1186
UBIQUITEL INC                    COM             903474302      104       12878 SH    DEFINED  6, 7, 8    12878
UBIQUITEL INC                    COM             903474302       10        1220 SH    DEFINED     5        1220
UCAR INTL INC                    COM             90262K109      692       77800 SH    DEFINED  6, 7, 8    77800
UCAR INTL INC                    COM             90262K109       13        1478 SH    DEFINED     5        1478
UCBH HOLDINGS INC                COM             90262T308      156        5352 SH    DEFINED  6, 7, 8     5352
UCBH HOLDINGS INC                COM             90262T308       15         531 SH    DEFINED     5         531
UGI CORP NEW                     COM             902681105      226        8339 SH    DEFINED  6, 7, 8     8339
UGI CORP NEW                     COM             902681105       20         743 SH    DEFINED     5         743
UGLY DUCKLING HLDGS INC          EQUITY          903512101      381     137,644 SH    DEFINED     1                 137,644
UICI                             COM             902737105      164       12035 SH    DEFINED  6, 7, 8    12035
UICI                             COM             902737105       14        1038 SH    DEFINED     5        1038
UIH AUSTRALIA PAC INC            EQUITY          902745116     2086       64837 SH    DEFINED     2                   64837
UIL HLDG CORP                    COM             902748102      186        3898 SH    DEFINED  6, 7, 8     3898
UIL HLDG CORP                    COM             902748102       17         349 SH    DEFINED     5         349
UIL HOLDINGS CORP                EQUITY          902748102       29         600 SH    DEFINED     1                     600
ULTICOM INC                      COM             903844108       58        7240 SH    DEFINED  6, 7, 8     7240
ULTICOM INC                      COM             903844108        2         259 SH    DEFINED     5         259
ULTIMATE ELECTRS INC             COM             903849107       96        5556 SH    DEFINED  6, 7, 8     5556
ULTIMATE ELECTRS INC             COM             903849107        4         241 SH    DEFINED     5         241
ULTRAMAR DIAMOND SHAMROCK CORP   COM             904000106     4971      103700 SH    DEFINED  6, 7, 8   103700
ULTRATECH STEPPER INC            COM             904034105       74        6192 SH    DEFINED  6, 7, 8     6192
ULTRATECH STEPPER INC            COM             904034105        7         558 SH    DEFINED     5         558
UMB FINL CORP                    COM             902788108      213        5138 SH    DEFINED  6, 7, 8     5138
UMB FINL CORP                    COM             902788108       18         440 SH    DEFINED     5         440
UMPQUA HLDGS CORP                COM             904214103       55        4425 SH    DEFINED  6, 7, 8     4425
UMPQUA HLDGS CORP                COM             904214103        5         406 SH    DEFINED     5         406
UNB CORP OHIO                    COM             903056109       54        3163 SH    DEFINED  6, 7, 8     3163
UNB CORP OHIO                    COM             903056109        5         294 SH    DEFINED     5         294
UNIBANCO - SPONSORED GDR         EQUITY          90458E107      174      12,000 SH    DEFINED     1                  12,000
UNIFI INC                        COM             904677101      646       78744 SH    DEFINED  6, 7, 8    78744
UNIFI INC                        COM             904677101       12        1419 SH    DEFINED     5        1419
UNIFIRST CORP MASS               COM             904708104       43        2518 SH    DEFINED  6, 7, 8     2518
UNIFIRST CORP MASS               COM             904708104        4         225 SH    DEFINED     5         225
UNILAB CORP NEW                  COM NEW         904763208       91        3268 SH    DEFINED  6, 7, 8     3268
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>      <C>        <C>   <C>      <C>      <C>      <C>         <C>
UNILEVER N V                     EQUITY          904784709      513       9,489 SH    DEFINED     1                   9,489
UNILEVER N V                     N Y SHS NEW     904784709    13850      256380 SH    DEFINED  6, 7, 8   256380
UNILEVER N V                     N Y SHS NEW     904784709      499        9242 SH    DEFINED  6, 7, 8     9242
UNILEVER N V                     N Y SHS NEW     904784709       92        1700 SH    DEFINED     5        1700
Union Electric                   CORPBOND        906548BT8     4726   5,000,000  PRN  DEFINED     4               5,000,000
UNION PAC CORP                   COM             907818108     6862      146310 SH    DEFINED  6, 7, 8   146310
UNION PAC CORP                   COM             907818108       70        1490 SH    DEFINED     5        1490
UNION PACIFIC CORP.              EQUITY          907818108      192       4,100 SH    DEFINED     1                   4,100
UNION PLANTERS CORP              EQUITY          908068109       99       2,300 SH    DEFINED     1                   2,300
Union Planters Corp              EQUITY          908068109     1287      30,000 SH    DEFINED     4                  30,000
UNION PLANTERS CORP              COM             908068109     4529      105560 SH    DEFINED  6, 7, 8   105560
UNION PLANTERS CORP              COM             908068109       45        1050 SH    DEFINED     5        1050
UNIONBANCAL CORP                 COM             908906100      772       22800 SH    DEFINED  6, 7, 8    22800
UNIROYAL TECHNOLOGY CORP         COM             909163107       13        4075 SH    DEFINED  6, 7, 8     4075
UNIROYAL TECHNOLOGY CORP         COM             909163107        1         379 SH    DEFINED     5         379
UNISOURCE ENERGY CORP            COM             909205106      312       22294 SH    DEFINED  6, 7, 8    22294
UNISOURCE ENERGY CORP            COM             909205106       12         877 SH    DEFINED     5         877
UNISYS CORP                      COM             909214108     1160      133910 SH    DEFINED  6, 7, 8   133910
UNISYS CORP                      COM             909214108        8         940 SH    DEFINED     5         940
UNISYS CORP.                     EQUITY          909214108       46       5,260 SH    DEFINED     1                   5,260
UNIT CORP                        COM             909218109       91       10198 SH    DEFINED  6, 7, 8    10198
UNIT CORP                        COM             909218109        9        1012 SH    DEFINED     5        1012
UNITED AUTO GROUP INC            COM             909440109       28        1686 SH    DEFINED  6, 7, 8     1686
UNITED AUTO GROUP INC            COM             909440109        3         151 SH    DEFINED     5         151
UNITED BANKSHARES INC WEST VA    COM             909907107      337       12487 SH    DEFINED  6, 7, 8    12487
UNITED BANKSHARES INC WEST VA    COM             909907107       30        1119 SH    DEFINED     5        1119
UNITED BK SWITZERLAND            EQUITY          909992000      821       15800 SH    DEFINED     2                   15800
UNITED CMNTY FINL CORP OHIO      COM             909839102       73       10362 SH    DEFINED  6, 7, 8    10362
UNITED CMNTY FINL CORP OHIO      COM             909839102        7         928 SH    DEFINED     5         928
UNITED DOMINION REALTY TR INC    COM             910197102      455       31839 SH    DEFINED  6, 7, 8    31839
UNITED DOMINION REALTY TR INC    COM             910197102       39        2741 SH    DEFINED     5        2741
UNITED DOMINION REALTY TRUST     EQUITY          910197102     4644     325,200 SH    DEFINED     1                 325,200
UNITED DOMINION RLTYTR COM       EQUITY          910197102    14047      983700 SH    Sole        3      882700              101000
UNITED FIRE & CAS CO             COM             910331107       51        1987 SH    DEFINED  6, 7, 8     1987
UNITED FIRE & CAS CO             COM             910331107        5         178 SH    DEFINED     5         178
UNITED HEALTHGROUP INC.          EQUITY          91324P102      352       5,300 SH    DEFINED     1                   5,300
UNITED INDL CORP                 COM             910671106       58        3926 SH    DEFINED  6, 7, 8     3926
UNITED INDL CORP                 COM             910671106        5         353 SH    DEFINED     5         353
UNITED NAT FOODS INC             COM             911163103       47        2593 SH    DEFINED  6, 7, 8     2593
UNITED NAT FOODS INC             COM             911163103        5         255 SH    DEFINED     5         255
UNITED NATL BANCORP N J          COM             910909100      118        4638 SH    DEFINED  6, 7, 8     4638
UNITED NATL BANCORP N J          COM             910909100       11         424 SH    DEFINED     5         424
UNITED PARCEL SERVICE CL B       EQUITY          911312106      505       9,710 SH    DEFINED     1                   9,710
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>      <C>        <C>   <C>      <C>      <C>      <C>         <C>
UNITED PARCEL SERVICE INC        CL B            911312106      260        5000 SH    DEFINED  6, 7, 8     5000
UNITED PARCEL SERVICE INC        CL B            911312106       35         670 SH    DEFINED     5         670
UNITED PARCEL SVC INC            EQUITY          911312106     2019       38600 SH    DEFINED     2                   38600
UNITED RENTALS INC               COM             911363109     1424       82100 SH    DEFINED  6, 7, 8    82100
UNITED STATIONERS INC            COM             913004107      591       19779 SH    DEFINED  6, 7, 8    19779
UNITED STATIONERS INC            COM             913004107       26         864 SH    DEFINED     5         864
UNITED SURGICAL PRTNRS COM       EQUITY          913016309    13876      676900 SH    Sole        3      676900
UNITED TECHNOLOGIES CORP         EQUITY          913017109     9663     207,800 SH    DEFINED     1                 207,800
UNITED TECHNOLOGIES CORP         COM             913017109    10740      230960 SH    DEFINED  6, 7, 8   230960
UNITED TECHNOLOGIES CORP         COM             913017109       65        1400 SH    DEFINED     5        1400
UNITED TECHNOLOGIES CORP         EQUITY          913017109     1420       48525 SH    DEFINED     2                   48525
UNITED THERAPEUTICS CORP DEL     COM             91307C102       54        4269 SH    DEFINED  6, 7, 8     4269
UNITED THERAPEUTICS CORP DEL     COM             91307C102        5         424 SH    DEFINED     5         424
UNITEDGLOBALCOM                  CL A            913247508       50       21420 SH    DEFINED  6, 7, 8    21420
UNITEDGLOBALCOM                  CL A            913247508        5        2106 SH    DEFINED     5        2106
UNITEDHEALTH GROUP INC           COM             91324P102     8986      135130 SH    DEFINED  6, 7, 8   135130
UNITEDHEALTH GROUP INC           COM             91324P102       63         950 SH    DEFINED     5         950
UNITEDHEALTH GROUP INC           EQUITY          91324P102     1555       48590 SH    DEFINED     2                   48590
UNITRIN INC                      COM             913275103     3023       79100 SH    DEFINED  6, 7, 8    79100
UNIVERSAL AMERN FINL CORP        COM             913377107       69       12406 SH    DEFINED  6, 7, 8    12406
UNIVERSAL AMERN FINL CORP        COM             913377107        6        1127 SH    DEFINED     5        1127
UNIVERSAL COMPRESSION COM        EQUITY          913431102     6743      299700 SH    Sole        3      299700
UNIVERSAL COMPRESSION HLDGS      COM             913431102       65        2877 SH    DEFINED  6, 7, 8     2877
UNIVERSAL COMPRESSION HLDGS      COM             913431102        6         285 SH    DEFINED     5         285
UNIVERSAL CORP VA                COM             913456109     1348       40394 SH    DEFINED  6, 7, 8    40394
UNIVERSAL CORP VA                COM             913456109       25         738 SH    DEFINED     5         738
UNIVERSAL DISPLAY CORP           COM             91347P105       30        4193 SH    DEFINED  6, 7, 8     4193
UNIVERSAL DISPLAY CORP           COM             91347P105        3         416 SH    DEFINED     5         416
UNIVERSAL ELECTRS INC            COM             913483103       59        3933 SH    DEFINED  6, 7, 8     3933
UNIVERSAL ELECTRS INC            COM             913483103        6         390 SH    DEFINED     5         390
UNIVERSAL FST PRODS INC          COM             913543104       70        3703 SH    DEFINED  6, 7, 8     3703
UNIVERSAL FST PRODS INC          COM             913543104        6         332 SH    DEFINED     5         332
UNIVERSAL HEALTH RLTY INCM TR    SH BEN INT      91359E105       90        3648 SH    DEFINED  6, 7, 8     3648
UNIVERSAL HEALTH RLTY INCM TR    SH BEN INT      91359E105        8         326 SH    DEFINED     5         326
UNIVERSAL HLTH SVCS CL B         EQUITY          913903100    54656     1120000 SH    Sole        3     1095600               24400
UNIVISION COMMUNICATIONS CL A    EQUITY          914906102       78       3,400 SH    DEFINED     1                   3,400
UNIVISION COMMUNICATIONS INC     CL A            914906102     2242       97675 SH    DEFINED  6, 7, 8    97675
UNIVISION COMMUNICATIONS INC     CL A            914906102       14         620 SH    DEFINED     5         620
UNOCAL CORP                      EQUITY          915289102      130       4,000 SH    DEFINED     1                   4,000
UNOCAL CORP                      COM             915289102     3531      108660 SH    DEFINED  6, 7, 8   108660
UNOCAL CORP                      COM             915289102       24         730 SH    DEFINED     5         730
UNOVA INC                        COM             91529B106       62       13867 SH    DEFINED  6, 7, 8    13867
UNOVA INC                        COM             91529B106        6        1242 SH    DEFINED     5        1242
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>      <C>        <C>   <C>      <C>      <C>      <C>         <C>
UNUMPROVIDENT                    EQUITY          91529Y106      101       4,014 SH    DEFINED     1                   4,014
UNUMPROVIDENT CORP               COM             91529Y106     2577      102040 SH    DEFINED  6, 7, 8   102040
UNUMPROVIDENT CORP               COM             91529Y106       18         720 SH    DEFINED     5         720
UNUMPROVIDENT CORP               EQUITY          91529Y106     3885      147700 SH    DEFINED     2                  147700
URBAN OUTFITTERS INC             COM             917047102       23        2022 SH    DEFINED  6, 7, 8     2022
URBAN OUTFITTERS INC             COM             917047102        2         188 SH    DEFINED     5         188
UROCOR INC                       COM             91727P105       46        2602 SH    DEFINED  6, 7, 8     2602
UROCOR INC                       COM             91727P105        5         258 SH    DEFINED     5         258
UROLOGIX INC                     COM             917273104       42        3055 SH    DEFINED  6, 7, 8     3055
UROLOGIX INC                     COM             917273104        4         303 SH    DEFINED     5         303
URS CORP NEW                     COM             903236107       91        3946 SH    DEFINED  6, 7, 8     3946
URS CORP NEW                     COM             903236107        8         352 SH    DEFINED     5         352
US AIRWAYS GROUP INC             COM             911905107      132       28380 SH    DEFINED  6, 7, 8    28380
US AIRWAYS GROUP INC             COM             911905107        1         200 SH    DEFINED     5         200
US AIRWAYS GROUP, INC.           EQUITY          911905107        5       1,100 SH    DEFINED     1                   1,100
US BANCORP                       EQUITY          902973304    34265   1,544,866 SH    DEFINED     1               1,544,866
US BANCORP DEL                   COM NEW         902973304    18541      835944 SH    DEFINED  6, 7, 8   835944
US BANCORP DEL                   COM NEW         902973304      126        5679 SH    DEFINED     5        5679
US ONCOLOGY INC                  COM             90338W103      221       29678 SH    DEFINED  6, 7, 8    29678
US ONCOLOGY INC                  COM             90338W103       19        2578 SH    DEFINED     5        2578
US UNWIRED INC                   CL A            90338R104       91        9000 SH    DEFINED  6, 7, 8     9000
US UNWIRED INC                   CL A            90338R104        9         853 SH    DEFINED     5         853
USA ED INC                       COM             90390U102     5708       68850 SH    DEFINED  6, 7, 8    68850
USA ED INC                       COM             90390U102       41         490 SH    DEFINED     5         490
USA ED INC                       EQUITY          90390U102     7310       94100 SH    DEFINED     2                   94100
USA EDUCATION INC                EQUITY          90390U102    10900     131,470 SH    DEFINED     1                 131,470
USA NETWORKS INC                 COM             902984103     1126       62640 SH    DEFINED  6, 7, 8    62640
USA NETWORKS INC                 EQUITY          902984103     5021     5001100 SH    DEFINED     2                 5001100
USEC INC                         EQUITY          90333E108     1404     218,400 SH    DEFINED     1                 218,400
USEC INC                         COM             90333E108      163       25301 SH    DEFINED  6, 7, 8    25301
USEC INC                         COM             90333E108       14        2186 SH    DEFINED     5        2186
USFREIGHTWAYS CORP               COM             916906100      258        8254 SH    DEFINED  6, 7, 8     8254
USFREIGHTWAYS CORP               COM             916906100       22         709 SH    DEFINED     5         709
USINTERNETWORKING INC            COM             917311805        4       14313 SH    DEFINED  6, 7, 8    14313
USINTERNETWORKING INC            COM             917311805        0        1363 SH    DEFINED     5        1363
UST INC                          EQUITY          902911106       90       2,700 SH    DEFINED     1                   2,700
UST INC                          COM             902911106     2292       69050 SH    DEFINED  6, 7, 8    69050
UST INC                          COM             902911106       16         490 SH    DEFINED     5         490
UST INC                          EQUITY          902911106     5341      192957 SH    DEFINED     2                  192957
USX MARATHON GROUP               COM NEW         902905827     5487      205120 SH    DEFINED  6, 7, 8   205120
USX MARATHON GROUP               COM NEW         902905827       25         920 SH    DEFINED     5         920
USX/MARATHON GROUP               EQUITY          902905827      136       5,100 SH    DEFINED     1                   5,100
USX-U S STL                      COM             90337T101      734       52500 SH    DEFINED  6, 7, 8    52500
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>      <C>        <C>   <C>      <C>      <C>      <C>         <C>
USX-U S STL                      COM             90337T101        4         270 SH    DEFINED     5         270
USX-U.S. STEEL GROUP INC.        EQUITY          90337T101       20       1,400 SH    DEFINED     1                   1,400
UTILICORP UTD INC                COM             918005109     5423      193600 SH    DEFINED  6, 7, 8   193600
V F CORP                         COM             918204108     1971       67330 SH    DEFINED  6, 7, 8    67330
V F CORP                         COM             918204108       10         330 SH    DEFINED     5         330
V F CORP                         EQUITY          918204108     3610      124960 SH    DEFINED     2                  124960
VA LINUX SYSTEMS INC             COM             91819B105       10        9724 SH    DEFINED  6, 7, 8     9724
VA LINUX SYSTEMS INC             COM             91819B105        1         870 SH    DEFINED     5         870
VAIL RESORTS INC                 COM             91879Q109       35        2492 SH    DEFINED  6, 7, 8     2492
VAIL RESORTS INC                 COM             91879Q109        3         223 SH    DEFINED     5         223
VALASSIS COMMUNICATIONS INC      COM             918866104     2476       77600 SH    DEFINED  6, 7, 8    77600
VALENCE TECHNOLOGY INC           COM             918914102       29        8245 SH    DEFINED  6, 7, 8     8245
VALENCE TECHNOLOGY INC           COM             918914102        3         818 SH    DEFINED     5         818
VALENTIS INC                     COM             91913E104       25        8416 SH    DEFINED  6, 7, 8     8416
VALENTIS INC                     COM             91913E104        3         835 SH    DEFINED     5         835
VALERO ENERGY CORP               EQUITY          91913Y100    10977      264000 SH    DEFINED     2                  264000
VALERO ENERGY CORP NEW           COM             91913Y100     2517       71700 SH    DEFINED  6, 7, 8    71700
VALERO ENERGY CORP NEW COM       EQUITY          91913Y100    36272     1033400 SH    Sole        3      979900               53500
VALMONT INDS INC                 COM             920253101       59        4230 SH    DEFINED  6, 7, 8     4230
VALMONT INDS INC                 COM             920253101        5         388 SH    DEFINED     5         388
VALSPAR CORP                     COM             920355104     1903       56900 SH    DEFINED  6, 7, 8    56900
VALUE CITY DEPT STORES INC       COM             920387107       17        4964 SH    DEFINED  6, 7, 8     4964
VALUE CITY DEPT STORES INC       COM             920387107        2         445 SH    DEFINED     5         445
VALUE LINE INC                   COM             920437100       18         467 SH    DEFINED  6, 7, 8      467
VALUE LINE INC                   COM             920437100        2          42 SH    DEFINED     5          42
VALUEVISION INTL INC             CL A            92047K107       86        6641 SH    DEFINED  6, 7, 8     6641
VALUEVISION INTL INC             CL A            92047K107        8         654 SH    DEFINED     5         654
VANS INC                         COM             921930103      191       16648 SH    DEFINED  6, 7, 8    16648
VANS INC                         COM             921930103        5         439 SH    DEFINED     5         439
VARCO INTL INC DEL               COM             922122106     1353      111998 SH    DEFINED  6, 7, 8   111998
VARIAN INC                       COM             922206107      224        8780 SH    DEFINED  6, 7, 8     8780
VARIAN INC                       COM             922206107       21         841 SH    DEFINED     5         841
VARIAN SEMICONDUCTOR EQUIP INC   EQUITY          922207105     2707      177500 SH    DEFINED     2                  177500
VARIAN SEMICONDUCTOR EQUIPMNT    COM             922207105      279       10776 SH    DEFINED  6, 7, 8    10776
VARIAN SEMICONDUCTOR EQUIPMNT    COM             922207105       23         881 SH    DEFINED     5         881
VASOMEDICAL INC                  COM             922321104       50       16153 SH    DEFINED  6, 7, 8    16153
VASOMEDICAL INC                  COM             922321104        5        1603 SH    DEFINED     5        1603
VASTERA INC                      COM             92239N109       58        5178 SH    DEFINED  6, 7, 8     5178
VASTERA INC                      COM             92239N109        6         511 SH    DEFINED     5         511
VAXGEN INC                       COM NEW         922390208       29        2316 SH    DEFINED  6, 7, 8     2316
VAXGEN INC                       COM NEW         922390208        3         230 SH    DEFINED     5         230
VECTOR GROUP LTD                 COM             92240M108      195        4551 SH    DEFINED  6, 7, 8     4551
VECTOR GROUP LTD                 COM             92240M108       20         458 SH    DEFINED     5         458
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>      <C>        <C>   <C>      <C>      <C>      <C>         <C>
VECTREN CORP                     COM             92240G101     1776       79300 SH    DEFINED  6, 7, 8    79300
VEECO INSTRS INC DEL             COM             922417100      248        9348 SH    DEFINED  6, 7, 8     9348
VEECO INSTRS INC DEL             COM             922417100       18         677 SH    DEFINED     5         677
VENATOR GROUP INC                COM             922944103      270       17700 SH    DEFINED  6, 7, 8    17700
VENATOR GROUP INC                EQUITY          922944103     1893      110200 SH    DEFINED     2                  110200
VENATOR GROUP INC COM            EQUITY          922944103    53166     3486300 SH    Sole        3     3261700              224600
VENTANA MED SYS INC              COM             92276H106       70        3416 SH    DEFINED  6, 7, 8     3416
VENTANA MED SYS INC              COM             92276H106        7         339 SH    DEFINED     5         339
VENTANA MEDICAL SYSTEMS          EQUITY          92276H106      136       6,630 SH    DEFINED     1                   6,630
VENTAS INC                       COM             92276F100      186       17134 SH    DEFINED  6, 7, 8    17134
VENTAS INC                       COM             92276F100       18        1640 SH    DEFINED     5        1640
VENTIV HEALTH INC                COM             922793104       18        4514 SH    DEFINED  6, 7, 8     4514
VENTIV HEALTH INC                COM             922793104        2         445 SH    DEFINED     5         445
VERISIGN INC                     COM             92343E102      417        9950 SH    DEFINED  6, 7, 8     9950
VERITAS DGC INC                  COM             92343P107       93        8301 SH    DEFINED  6, 7, 8     8301
VERITAS DGC INC                  COM             92343P107        9         824 SH    DEFINED     5         824
VERITAS DGC INC COM              EQUITY          92343P107    15573     1396700 SH    Sole        3     1371600               25100
VERITAS SOFTWARE CO              COM             923436109     3867      209686 SH    DEFINED  6, 7, 8   209686
VERITAS SOFTWARE CO              COM             923436109       30        1633 SH    DEFINED     5        1633
VERITAS SOFTWARE CORP            EQUITY          923436109      140       7,610 SH    DEFINED     1                   7,610
VERITAS SOFTWARE CORP            EQUITY          923436109     5925      186250 SH    DEFINED     2                  186250
VERITY INC                       COM             92343C106       81        8043 SH    DEFINED  6, 7, 8     8043
VERITY INC                       COM             92343C106        8         798 SH    DEFINED     5         798
VERIZON COMMUNICATIONS           EQUITY          92343V104    26731     494,008 SH    DEFINED     1                 494,008
VERIZON COMMUNICATIONS           COM             92343V104    79680     1472559 SH    DEFINED  6, 7, 8  1472559
VERIZON COMMUNICATIONS           COM             92343V104      583       10780 SH    DEFINED     5       10780
VERIZON COMMUNICATIONS           EQUITY          92343V104     1995       99464 SH    DEFINED     2                   99464
VERSICOR INC                     COM             925314106       53        3948 SH    DEFINED  6, 7, 8     3948
VERSICOR INC                     COM             925314106        5         390 SH    DEFINED     5         390
VERTEX PHARMACEUTICALS INC       COM             92532F100     1569       87000 SH    DEFINED  6, 7, 8    87000
VERTICALNET INC                  COM             92532L107        7       20194 SH    DEFINED  6, 7, 8    20194
VERTICALNET INC                  COM             92532L107        1        1913 SH    DEFINED     5        1913
VESTA INS GROUP INC              COM             925391104      132       10040 SH    DEFINED  6, 7, 8    10040
VESTA INS GROUP INC              COM             925391104       12         899 SH    DEFINED     5         899
VF CORP                          EQUITY          918204108       56       1,900 SH    DEFINED     1                   1,900
VI TECHNOLOGIES INC              COM             917920100        9        1468 SH    DEFINED  6, 7, 8     1468
VI TECHNOLOGIES INC              COM             917920100        1         146 SH    DEFINED     5         146
VIACOM INC                       CL B            925524308    28948      839077 SH    DEFINED  6, 7, 8   839077
VIACOM INC                       CL B            925524308      217        6296 SH    DEFINED     5        6296
VIACOM INC                       EQUITY          925524308     8112      233733 SH    DEFINED     2                  233733
VIACOM INC B                     EQUITY          925526105        2         192 SH    DEFINED     2                     192
VIACOM INC CL A                  EQUITY          925524100     1293       37000 SH    Sole        3       37000
VIACOM INC CLASS-B COMMON        EQUITY          925524308     1020      29,551 SH    DEFINED     1                  29,551
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>      <C>        <C>   <C>      <C>      <C>      <C>         <C>
VIAD CORP                        COM             92552R109     3738      194900 SH    DEFINED  6, 7, 8   194900
VIASAT INC                       COM             92552V100       68        3821 SH    DEFINED  6, 7, 8     3821
VIASAT INC                       COM             92552V100        7         379 SH    DEFINED     5         379
VIASYSTEMS GROUP INC             COM             92553H100       10       15448 SH    DEFINED  6, 7, 8    15448
VIASYSTEMS GROUP INC             COM             92553H100        1        1533 SH    DEFINED     5        1533
VICAL INC                        COM             925602104       58        5677 SH    DEFINED  6, 7, 8     5677
VICAL INC                        COM             925602104        6         563 SH    DEFINED     5         563
VICOR CORP                       COM             925815102       91        6418 SH    DEFINED  6, 7, 8     6418
VICOR CORP                       COM             925815102        9         637 SH    DEFINED     5         637
VIDAMED INC                      COM             926530106       38        9956 SH    DEFINED  6, 7, 8     9956
VIDAMED INC                      COM             926530106        4         988 SH    DEFINED     5         988
VIDESH SANCHAR NIGAM-SP ADR      EQUITY          92659G600      294      31,000 SH    DEFINED     1                  31,000
VIEWPOINT CORP                   COM             92672P108       37       10813 SH    DEFINED  6, 7, 8    10813
VIEWPOINT CORP                   COM             92672P108        4        1073 SH    DEFINED     5        1073
VINTAGE PETE INC                 COM             927460105      233       14673 SH    DEFINED  6, 7, 8    14673
VINTAGE PETE INC                 COM             927460105       21        1321 SH    DEFINED     5        1321
VION PHARMACEUTICALS INC         COM             927624106       35        7425 SH    DEFINED  6, 7, 8     7425
VION PHARMACEUTICALS INC         COM             927624106        3         737 SH    DEFINED     5         737
VIRAGE LOGIC CORP                COM             92763R104       27        2434 SH    DEFINED  6, 7, 8     2434
VIRAGE LOGIC CORP                COM             92763R104        3         242 SH    DEFINED     5         242
VIRATA CORP                      COM             927646109      140       14057 SH    DEFINED  6, 7, 8    14057
VIRATA CORP                      COM             927646109       14        1395 SH    DEFINED     5        1395
VIROPHARMA INC                   COM             928241108      126        5004 SH    DEFINED  6, 7, 8     5004
VIROPHARMA INC                   COM             928241108       12         477 SH    DEFINED     5         477
VISHAY INTERTECHNOLOGY INC       COM             928298108     3937      213945 SH    DEFINED  6, 7, 8   213945
VISHAY INTERTECHNOLOGY INC       COM             928298108        9         465 SH    DEFINED     5         465
VISTEON CORP                     EQUITY          92839U107       28       2,193 SH    DEFINED     1                   2,193
VISTEON CORP                     EQUITY          928390107      775      100000 SH    DEFINED     2                  100000
VISTEON CORP                     COM             92839U107     1392      109197 SH    DEFINED  6, 7, 8   109197
VISTEON CORP                     COM             92839U107        5         394 SH    DEFINED     5         394
VISTEON CORP                     EQUITY          92839U107     2171       82500 SH    DEFINED     2                   82500
VISUAL NETWORKS INC              COM             928444108       19        8443 SH    DEFINED  6, 7, 8     8443
VISUAL NETWORKS INC              COM             928444108        2         838 SH    DEFINED     5         838
VISX INC DEL                     COM             92844S105     1067       80660 SH    DEFINED  6, 7, 8    80660
VISX INC DEL                     COM             92844S105       18        1355 SH    DEFINED     5        1355
VITAL SIGNS INC                  COM             928469105       45        1472 SH    DEFINED  6, 7, 8     1472
VITAL SIGNS INC                  COM             928469105        4         146 SH    DEFINED     5         146
VITESSE SEMICONDUCTOR CORP       EQUITY          928497106       23       3,000 SH    DEFINED     1                   3,000
VITESSE SEMICONDUCTOR CORP       COM             928497106      630       81280 SH    DEFINED  6, 7, 8    81280
VITESSE SEMICONDUCTOR CORP       COM             928497106        4         550 SH    DEFINED     5         550
VITESSE SEMICONDUCTOR CORP       EQUITY          928497106     4177      108700 SH    DEFINED     2                  108700
VITRIA TECHNOLOGY                COM             92849Q104       41       19982 SH    DEFINED  6, 7, 8    19982
VITRIA TECHNOLOGY                COM             92849Q104        4        1983 SH    DEFINED     5        1983
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>      <C>        <C>   <C>      <C>      <C>      <C>         <C>
VODAFONE GROUP PLC NEW           SPONSORED ADR   92857W100      900       41000 SH    DEFINED  6, 7, 8    41000
VODAFONE GROUP PLC-SP ADR        EQUITY          92857W100     7256     330,425 SH    DEFINED     1                 330,425
VOLT INFORMATION SCIENCES INC    COM             928703107       30        2539 SH    DEFINED  6, 7, 8     2539
VOLT INFORMATION SCIENCES INC    COM             928703107        3         227 SH    DEFINED     5         227
VORNADO RLTY TR                  SH BEN INT      929042109     1127       28400 SH    DEFINED  6, 7, 8    28400
VORNADO RLTY TR SH BEN INT       EQUITY          929042109    34825      877200 SH    Sole        3      766200              111000
VULCAN MATERIALS INC             EQUITY          929160109       73       1,700 SH    DEFINED     1                   1,700
VULCAN MATLS CO                  COM             929160109     2234       51720 SH    DEFINED  6, 7, 8    51720
VULCAN MATLS CO                  COM             929160109       13         300 SH    DEFINED     5         300
VYSIS INC                        COM             928961101       20         995 SH    DEFINED  6, 7, 8      995
VYSIS INC                        COM             928961101        2          99 SH    DEFINED     5          99
W HLDG CO INC                    COM             929251106      120        8557 SH    DEFINED  6, 7, 8     8557
W HLDG CO INC                    COM             929251106       11         766 SH    DEFINED     5         766
W. R. Berkley Cap Trust          CORPBOND        084498AB0     3250   3,940,000  PRN  DEFINED     4               3,940,000
WABASH NATL CORP                 COM             929566107       50        7231 SH    DEFINED  6, 7, 8     7231
WABASH NATL CORP                 COM             929566107        4         648 SH    DEFINED     5         648
WABTEC CORP                      COM             929740108       95        8719 SH    DEFINED  6, 7, 8     8719
WABTEC CORP                      COM             929740108        7         667 SH    DEFINED     5         667
WACHOVIA CORP                    EQUITY          929903102      722      23,300 SH    DEFINED     1                  23,300
WACHOVIA CORP 2ND NEW            COM             929903102    19917      642490 SH    DEFINED  6, 7, 8   642490
WACHOVIA CORP 2ND NEW            COM             929903102      130        4180 SH    DEFINED     5        4180
WACKENHUT CORP                   COM SER A       929794105       62        2652 SH    DEFINED  6, 7, 8     2652
WACKENHUT CORP                   COM SER A       929794105        6         242 SH    DEFINED     5         242
WACKENHUT CORRECTIONS CORP       COM             929798106       31        2383 SH    DEFINED  6, 7, 8     2383
WACKENHUT CORRECTIONS CORP       COM             929798106        3         233 SH    DEFINED     5         233
WADDELL & REED FINL INC          CL A            930059100     2426       93300 SH    DEFINED  6, 7, 8    93300
WADDELL & REED FINL INC          CL A            930059100        4         170 SH    DEFINED     5         170
WAL MART STORES INC              COM             931142103   110018     2222580 SH    DEFINED  6, 7, 8  2222580
WAL MART STORES INC              COM             931142103      840       16960 SH    DEFINED     5       16960
WAL MART STORES INC              EQUITY          931142103    40187      862360 SH    DEFINED     2                  862360
WALGREEN CO                      EQUITY          931422109      582      16,900 SH    DEFINED     1                  16,900
Walgreen Co                      EQUITY          931422109     3099      90,000 SH    DEFINED     4                  90,000
WALGREEN CO                      COM             931422109    17542      509500 SH    DEFINED  6, 7, 8   509500
WALGREEN CO                      COM             931422109      139        4030 SH    DEFINED     5        4030
WALLACE COMPUTER SERVICES INC    COM             932270101      954       59975 SH    DEFINED  6, 7, 8    59975
WALLACE COMPUTER SERVICES INC    COM             932270101       16        1032 SH    DEFINED     5        1032
WAL-MART STORES                  EQUITY          931142103    17130     346,070 SH    DEFINED     1                 346,070
WALTER IND                       EQUITY          93317Q105        7         807 SH    DEFINED     1                     807
WALTER INDS INC                  COM             93317Q105       80        8936 SH    DEFINED  6, 7, 8     8936
WALTER INDS INC                  COM             93317Q105        8         875 SH    DEFINED     5         875
WASHINGTON FED INC COM           EQUITY          938824109    19028      759620 SH    Sole        3      759620
WASHINGTON MUT INC               COM             939322103    21088      548019 SH    DEFINED  6, 7, 8   548019
WASHINGTON MUT INC               COM             939322103      197        5115 SH    DEFINED     5        5115
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>      <C>        <C>   <C>      <C>     <C>       <C>         <C>
Washington Mutual                CORPBOND        939318AA9     1542   1,500,000  PRN  DEFINED     4               1,500,000
WASHINGTON MUTUAL INC.           EQUITY          939322103     9701     252,106 SH    DEFINED     1                 252,106
WASHINGTON POST CO               CL B            939640108     5770       11100 SH    DEFINED  6, 7, 8    11100
WASHINGTON REAL ESTATE INVT TR   SH BEN INT      939653101      242       10215 SH    DEFINED  6, 7, 8    10215
WASHINGTON REAL ESTATE INVT TR   SH BEN INT      939653101       25        1044 SH    DEFINED     5        1044
WASHINGTON TR BANCORP            COM             940610108       63        3411 SH    DEFINED  6, 7, 8     3411
WASHINGTON TR BANCORP            COM             940610108        6         339 SH    DEFINED     5         339
WASTE CONNECTIONS INC            COM             941053100      286       10601 SH    DEFINED  6, 7, 8    10601
WASTE CONNECTIONS INC            COM             941053100       20         742 SH    DEFINED     5         742
WASTE CONNECTIONS INC            EQUITY          941053100     9813      358455 SH    DEFINED     2                  358455
WASTE MANAGEMENT INC             EQUITY          94106L109      278      10,400 SH    DEFINED     1                  10,400
WASTE MANAGEMENT INC             EQUITY          941106L109     546        5000 SH    DEFINED     2                    5000
WASTE MGMT INC DEL               COM             94106L109     8173      305630 SH    DEFINED  6, 7, 8   305630
WASTE MGMT INC DEL               COM             94106L109       50        1860 SH    DEFINED     5        1860
WASTE MGMT INC DEL               EQUITY          94106L109    36839     1413341 SH    DEFINED     2                 1413341
WATCHGUARD TECHNOLOGIES INC      COM             941105108       69        8979 SH    DEFINED  6, 7, 8     8979
WATCHGUARD TECHNOLOGIES INC      COM             941105108        5         599 SH    DEFINED     5         599
Waters Corp                      EQUITY          941848103     1252      35,000 SH    DEFINED     4                  35,000
WATERS CORP                      COM             941848103     5466      152800 SH    DEFINED  6, 7, 8   152800
WATSCO INC                       COM             942622200       70        5315 SH    DEFINED  6, 7, 8     5315
WATSCO INC                       COM             942622200        6         476 SH    DEFINED     5         476
WATSON PHARMACEUTICALS           EQUITY          942683103       98       1,800 SH    DEFINED     1                   1,800
WATSON PHARMACEUTICALS INC       COM             942683103     2449       44770 SH    DEFINED  6, 7, 8    44770
WATSON PHARMACEUTICALS INC       COM             942683103       18         320 SH    DEFINED     5         320
WATSON WYATT & CO HLDGS          CL A            942712100       44        2749 SH    DEFINED  6, 7, 8     2749
WATSON WYATT & CO HLDGS          CL A            942712100        4         260 SH    DEFINED     5         260
WATTS INDS INC                   CL A            942749102       63        4817 SH    DEFINED  6, 7, 8     4817
WATTS INDS INC                   CL A            942749102        6         431 SH    DEFINED     5         431
WAUSAU-MOSINEE PAPER CORP        COM             943315101      876       74843 SH    DEFINED  6, 7, 8    74843
WAUSAU-MOSINEE PAPER CORP        COM             943315101       15        1302 SH    DEFINED     5        1302
WAVE SYSTEMS CORP                CL A            943526103       24       14189 SH    DEFINED  6, 7, 8    14189
WAVE SYSTEMS CORP                CL A            943526103        2        1408 SH    DEFINED     5        1408
WAYPOINT FINL CORP               COM             946756103      145       10973 SH    DEFINED  6, 7, 8    10973
WAYPOINT FINL CORP               COM             946756103       13         983 SH    DEFINED     5         983
WD-40 CO                         COM             929236107      133        6479 SH    DEFINED  6, 7, 8     6479
WD-40 CO                         COM             929236107        9         435 SH    DEFINED     5         435
WEATHERFORD INTL INC             COM             947074100     3398      133200 SH    DEFINED  6, 7, 8   133200
WEATHERFORD INTL INC NEW         EQUITY          947074100     1873       62500 SH    DEFINED     2                   62500
WEBEX INC                        COM             94767L109      105        4963 SH    DEFINED  6, 7, 8     4963
WEBEX INC                        COM             94767L109       10         477 SH    DEFINED     5         477
WEBMETHODS INC                   COM             94768C108       46        6619 SH    DEFINED  6, 7, 8     6619
WEBMETHODS INC                   COM             94768C108        5         657 SH    DEFINED     5         657
WEBSENSE INC                     EQUITY          947684106    14083     1292000 SH    Sole        3     1270700               21300
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>      <C>        <C>   <C>      <C>      <C>      <C>         <C>
WEBSENSE INC                     COM             947684106       52        4757 SH    DEFINED  6, 7, 8     4757
WEBSENSE INC                     COM             947684106        5         459 SH    DEFINED     5         459
WEBSTER FINL CORP CONN           COM             947890109     1902       57700 SH    DEFINED  6, 7, 8    57700
WEINGARTEN RLTY INVS             SH BEN INT      948741103      430        8846 SH    DEFINED  6, 7, 8     8846
WEINGARTEN RLTY INVS             SH BEN INT      948741103       37         762 SH    DEFINED     5         762
WELLMAN INC                      COM             949702104      415       35922 SH    DEFINED  6, 7, 8    35922
WELLMAN INC                      COM             949702104        9         754 SH    DEFINED     5         754
WELLPOINT HEALTH NETWORK NEW     COM             94973H108     3999       36640 SH    DEFINED  6, 7, 8    36640
WELLPOINT HEALTH NETWORK NEW     COM             94973H108       21         190 SH    DEFINED     5         190
WELLPOINT HEALTH NETWORKS        EQUITY          94973H108      225       2,060 SH    DEFINED     1                   2,060
WELLPOINT HEALTH NETWORKS INC    EQUITY          94973H108     2096      105700 SH    DEFINED     2                  105700
WELLS FARGO & CO NEW             COM             949746101    35355      795380 SH    DEFINED  6, 7, 8   795380
WELLS FARGO & CO NEW             COM             949746101      272        6130 SH    DEFINED     5        6130
WELLS FARGO & COMPANY            EQUITY          949746101     1960      44,099 SH    DEFINED     1                  44,099
WELLS FARGO + CO NEW             EQUITY          949746101     1115       66700 SH    DEFINED     2                   66700
WENDY'S                          EQUITY          950590109       51       1,900 SH    DEFINED     1                   1,900
WENDYS INTL INC                  COM             950590109     1281       48050 SH    DEFINED  6, 7, 8    48050
WENDYS INTL INC                  COM             950590109        9         340 SH    DEFINED     5         340
WERNER ENTERPRISES INC           COM             950755108      147        8791 SH    DEFINED  6, 7, 8     8791
WERNER ENTERPRISES INC           COM             950755108       13         787 SH    DEFINED     5         787
WERNER ENTERPRISES INC           EQUITY          950755108     3691      195700 SH    DEFINED     2                  195700
WESBANCO INC                     COM             950810101      123        5713 SH    DEFINED  6, 7, 8     5713
WESBANCO INC                     COM             950810101       11         512 SH    DEFINED     5         512
WESCO INTL INC                   COM             95082P105       29        5584 SH    DEFINED  6, 7, 8     5584
WESCO INTL INC                   COM             95082P105        3         554 SH    DEFINED     5         554
WEST COAST BANCORP ORE NEW       COM             952145100       69        5121 SH    DEFINED  6, 7, 8     5121
WEST COAST BANCORP ORE NEW       COM             952145100        6         459 SH    DEFINED     5         459
WEST PHARMACEUTICAL SVSC INC     COM             955306105       77        3145 SH    DEFINED  6, 7, 8     3145
WEST PHARMACEUTICAL SVSC INC     COM             955306105        7         282 SH    DEFINED     5         282
WESTAMERICA BANCORPORATION       COM             957090103     3019       83734 SH    DEFINED  6, 7, 8    83734
WESTAMERICA BANCORPORATION       COM             957090103       45        1252 SH    DEFINED     5        1252
WESTCORP INC                     COM             957907108       52        3025 SH    DEFINED  6, 7, 8     3025
WESTCORP INC                     COM             957907108        5         271 SH    DEFINED     5         271
WESTERN DIGITAL CORP             COM             958102105      114       52456 SH    DEFINED  6, 7, 8    52456
WESTERN DIGITAL CORP             COM             958102105       11        4988 SH    DEFINED     5        4988
WESTERN GAS RES INC              COM             958259103     1141       43835 SH    DEFINED  6, 7, 8    43835
WESTERN GAS RES INC              COM             958259103       14         546 SH    DEFINED     5         546
WESTERN MULTIPLEX CORP           CL A            95874P107       55       14663 SH    DEFINED  6, 7, 8    14663
WESTERN MULTIPLEX CORP           CL A            95874P107        5        1400 SH    DEFINED     5        1400
WESTERN RES INC                  COM             959425109     1367       82600 SH    DEFINED  6, 7, 8    82600
WESTERN RESOURCES INC            EQUITY          959425109     2396     144,800 SH    DEFINED     1                 144,800
WESTFIELD AMER INC               COM             959910100       57        3529 SH    DEFINED  6, 7, 8     3529
WESTFIELD AMER INC               COM             959910100        5         324 SH    DEFINED     5         324
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>      <C>        <C>   <C>      <C>      <C>      <C>         <C>
WESTPAC BKG CORP                 SPONSORED ADR   961214301      303        9300 SH    DEFINED  6, 7, 8     9300
WESTPOINT STEVENS INC            COM             961238102       13        7320 SH    DEFINED  6, 7, 8     7320
WESTPOINT STEVENS INC            COM             961238102        1         656 SH    DEFINED     5         656
WESTPORT RES CORP NEW            COM             961418100      275       18714 SH    DEFINED  6, 7, 8    18714
WESTPORT RES CORP NEW            COM             961418100       12         815 SH    DEFINED     5         815
WESTVACO CORP                    COM             961548104     1242       48320 SH    DEFINED  6, 7, 8    48320
WESTVACO CORP                    COM             961548104        8         300 SH    DEFINED     5         300
WESTVACO CORP.                   EQUITY          961548104       41       1,600 SH    DEFINED     1                   1,600
WESTWOOD ONE INC                 COM             961815107     3393      152500 SH    DEFINED  6, 7, 8   152500
WESTWOOD ONE INC                 EQUITY          961815107     5832      201300 SH    DEFINED     2                  201300
WET SEAL INC                     CL A            961840105       80        4332 SH    DEFINED  6, 7, 8     4332
WET SEAL INC                     CL A            961840105        8         428 SH    DEFINED     5         428
WEYERHAEUSER CO                  COM             962166104     4432       90980 SH    DEFINED  6, 7, 8    90980
WEYERHAEUSER CO                  COM             962166104       31         640 SH    DEFINED     5         640
WEYERHAEUSER CO.                 EQUITY          962166104      175       3,600 SH    DEFINED     1                   3,600
WFS FINL INC                     COM             92923B106       44        2463 SH    DEFINED  6, 7, 8     2463
WFS FINL INC                     COM             92923B106        5         294 SH    DEFINED     5         294
WGL HLDGS INC                    COM             92924F106     1858       69114 SH    DEFINED  6, 7, 8    69114
WGL HLDGS INC                    COM             92924F106       35        1309 SH    DEFINED     5        1309
W-H ENERGY SVCS INC              COM             92925E108      112        7955 SH    DEFINED  6, 7, 8     7955
W-H ENERGY SVCS INC              COM             92925E108        8         565 SH    DEFINED     5         565
WHIRLPOOL CORP                   EQUITY          963320106       61       1,100 SH    DEFINED     1                   1,100
WHIRLPOOL CORP                   COM             963320106     2924       52820 SH    DEFINED  6, 7, 8    52820
WHIRLPOOL CORP                   COM             963320106       22         400 SH    DEFINED     5         400
WHITNEY HLDG CORP                COM             966612103      355        8263 SH    DEFINED  6, 7, 8     8263
WHITNEY HLDG CORP                COM             966612103       31         720 SH    DEFINED     5         720
WHITNEY HLDG CORP                EQUITY          966612103     2415       95000 SH    DEFINED     2                   95000
WILD OATS MARKETS INC            COM             96808B107       40        4993 SH    DEFINED  6, 7, 8     4993
WILD OATS MARKETS INC            COM             96808B107        4         455 SH    DEFINED     5         455
WILEY JOHN & SONS INC            CL A            968223206      267       12785 SH    DEFINED  6, 7, 8    12785
WILEY JOHN & SONS INC            CL A            968223206       26        1229 SH    DEFINED     5        1229
WILLAMETTE INDS INC              COM             969133107     2083       46310 SH    DEFINED  6, 7, 8    46310
WILLAMETTE INDS INC              COM             969133107       15         330 SH    DEFINED     5         330
WILLAMETTE INDS. INC.            EQUITY          969133107       81       1,800 SH    DEFINED     1                   1,800
WILLIAMS CLAYTON ENERGY INC      COM             969490101       12        1294 SH    DEFINED  6, 7, 8     1294
WILLIAMS CLAYTON ENERGY INC      COM             969490101        1         128 SH    DEFINED     5         128
WILLIAMS COMPANIES               EQUITY          969457100     4731     173,304 SH    DEFINED     1                 173,304
WILLIAMS COS INC DEL             COM             969457100     5935      217400 SH    DEFINED  6, 7, 8   217400
WILLIAMS COS INC DEL             COM             969457100       42        1530 SH    DEFINED     5        1530
WILLIAMS SONOMA INC              COM             969904101     1576       66200 SH    DEFINED  6, 7, 8    66200
WILLIAMS SONOMA INC              EQUITY          969904101      718       26975 SH    DEFINED     2                   26975
WILLIAMS SONOMA INC COM          EQUITY          969904101    33610     1411600 SH    Sole        3     1338600               73000
WILLIS GROUP HLDGS LTD SHS       EQUITY          G96655108      468       20000 SH    Sole        3       20000
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>      <C>        <C>   <C>      <C>      <C>      <C>         <C>
WILMINGTON TRUST CORP            COM             971807102     2098       38000 SH    DEFINED  6, 7, 8    38000
WILSON GREATBATCH TECH INC       EQUITY          972232102     3662      125000 SH    Sole        3      125000
WILSON GREATBATCH TECHNOLOGIES   COM             972232102       69        2367 SH    DEFINED  6, 7, 8     2367
WILSON GREATBATCH TECHNOLOGIES   COM             972232102        7         236 SH    DEFINED     5         236
WILSONS THE LEATHER EXPERTS      COM             972463103       28        3135 SH    DEFINED  6, 7, 8     3135
WILSONS THE LEATHER EXPERTS      COM             972463103        3         298 SH    DEFINED     5         298
WIND RIVER SYSTEMS INC           COM             973149107      964       91800 SH    DEFINED  6, 7, 8    91800
WINN DIXIE STORES INC            COM             974280109      817       71350 SH    DEFINED  6, 7, 8    71350
WINN DIXIE STORES INC            COM             974280109        5         420 SH    DEFINED     5         420
WINN-DIXIE STORES INC.           EQUITY          974280109       26       2,300 SH    DEFINED     1                   2,300
WINNEBAGO INDS INC               COM             974637100       83        3884 SH    DEFINED  6, 7, 8     3884
WINNEBAGO INDS INC               COM             974637100        8         355 SH    DEFINED     5         355
WINSTON HOTELS INC               COM             97563A102       35        4416 SH    DEFINED  6, 7, 8     4416
WINSTON HOTELS INC               COM             97563A102        3         395 SH    DEFINED     5         395
WINTRUST FINANCIAL CORP          COM             97650W108       71        2284 SH    DEFINED  6, 7, 8     2284
WINTRUST FINANCIAL CORP          COM             97650W108        7         210 SH    DEFINED     5         210
WIRELESS FACILITIES INC          COM             97653A103       29        6442 SH    DEFINED  6, 7, 8     6442
WIRELESS FACILITIES INC          COM             97653A103        3         630 SH    DEFINED     5         630
WISCONSIN CENT TRANSN CORP       COM             976592105     1150       67324 SH    DEFINED  6, 7, 8    67324
WISCONSIN CENT TRANSN CORP       COM             976592105       19        1126 SH    DEFINED     5        1126
WISCONSIN ENERGY CORP            COM             976657106     3105      138000 SH    DEFINED  6, 7, 8   138000
WITNESS SYS INC                  COM             977424100      153       18798 SH    DEFINED  6, 7, 8    18798
WITNESS SYS INC                  COM             977424100        3         326 SH    DEFINED     5         326
WITNESS SYS INC COM              EQUITY          977424100     7019      861200 SH    Sole        3      861200
WJ COMMUNICATIONS INC            COM             929284107       16        4236 SH    DEFINED  6, 7, 8     4236
WJ COMMUNICATIONS INC            COM             929284107        2         408 SH    DEFINED     5         408
WMS INDS INC                     COM             929297109      220       12561 SH    DEFINED  6, 7, 8    12561
WMS INDS INC                     COM             929297109       10         550 SH    DEFINED     5         550
WOLVERINE TUBE INC               COM             978093102       25        2448 SH    DEFINED  6, 7, 8     2448
WOLVERINE TUBE INC               COM             978093102        2         219 SH    DEFINED     5         219
WOLVERINE WORLD WIDE COM         EQUITY          978097103    19569     1456000 SH    Sole        3     1359500               96500
WOLVERINE WORLD WIDE INC         COM             978097103      175       13033 SH    DEFINED  6, 7, 8    13033
WOLVERINE WORLD WIDE INC         COM             978097103       15        1127 SH    DEFINED     5        1127
WOODHEAD INDS INC                COM             979438108       48        3224 SH    DEFINED  6, 7, 8     3224
WOODHEAD INDS INC                COM             979438108        4         297 SH    DEFINED     5         297
WOODWARD GOVERNOR CO             COM             980745103      121        2507 SH    DEFINED  6, 7, 8     2507
WOODWARD GOVERNOR CO             COM             980745103       12         239 SH    DEFINED     5         239
WORLD ACCEP CORP DEL             COM             981419104       24        3392 SH    DEFINED  6, 7, 8     3392
WORLD ACCEP CORP DEL             COM             981419104        2         334 SH    DEFINED     5         334
WORLD WRESTLING FEDN ENTMT INC   CL A            98156Q108       46        3502 SH    DEFINED  6, 7, 8     3502
WORLD WRESTLING FEDN ENTMT INC   CL A            98156Q108        4         324 SH    DEFINED     5         324
Worldcom Inc                     CORPBOND        98157DAJ5     2040   2,000,000  PRN  DEFINED     4               2,000,000
WORLDCOM INC GA NEW              WRLDCOM GP COM  98157D106    23965     1593385 SH    DEFINED  6, 7, 8  1593385
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>      <C>        <C>   <C>      <C>      <C>      <C>         <C>
WORLDCOM INC GA NEW              WRLDCOM GP COM  98157D106      189       12540 SH    DEFINED     5       12540
WORLDCOM INC/WORLDCOM GRP        EQUITY          98157D106    23448      172550 SH    DEFINED     2                  172550
WORLDCOM INC-MCI GROUP           EQUITY          98157D304    16080   1,055,800 SH    DEFINED     1               1,055,800
WORLDCOM INC-WORLDCOM GROUP      EQUITY          98157D106     8993     597,925 SH    DEFINED     1                 597,925
WORTHINGTON INDS INC             COM             981811102      644       57259 SH    DEFINED  6, 7, 8    57259
WORTHINGTON INDS INC             COM             981811102       23        2078 SH    DEFINED     5        2078
WORTHINGTON INDUSTRIES           EQUITY          981811102       16       1,400 SH    DEFINED     1                   1,400
WPS RESOURCES CORP               COM             92931B106      287        8329 SH    DEFINED  6, 7, 8     8329
WPS RESOURCES CORP               COM             92931B106       25         716 SH    DEFINED     5         716
WRIGHT MED GROUP INC             EQUITY          98235T107     1767      106100 SH    DEFINED     2                  106100
WRIGLEY WM JR CO                 COM             982526105     4899       95490 SH    DEFINED  6, 7, 8    95490
WRIGLEY WM JR CO                 COM             982526105       34         670 SH    DEFINED     5         670
WRIGLEY WM. CO                   EQUITY          982526105      195       3,800 SH    DEFINED     1                   3,800
WSFS FINL CORP                   COM             929328102       44        2659 SH    DEFINED  6, 7, 8     2659
WSFS FINL CORP                   COM             929328102        4         238 SH    DEFINED     5         238
WYNDAHAM INTERNATIONAL CLASS A   EQUITY          983101106      177     271,748 SH    DEFINED     1                 271,748
WYNDHAM INTL INC                 CL A            983101106       31       47531 SH    DEFINED  6, 7, 8    47531
WYNDHAM INTL INC                 CL A            983101106        3        4256 SH    DEFINED     5        4256
XANSER CORP                      COM             98389J103       16        8812 SH    DEFINED  6, 7, 8     8812
XANSER CORP                      COM             98389J103        1         789 SH    DEFINED     5         789
XCARE NET INC                    COM             98388Y101       45        3611 SH    DEFINED  6, 7, 8     3611
XCARE NET INC                    EQUITY          98388Y101     1375      156150 SH    DEFINED     2                  156150
XCEL ENERGY INC                  EQUITY          98389B100     7811     277,495 SH    DEFINED     1                 277,495
XCEL ENERGY INC                  COM             98389B100     4163      147890 SH    DEFINED  6, 7, 8   147890
XCEL ENERGY INC                  COM             98389B100       29        1020 SH    DEFINED     5        1020
Xerox  Capital I                 CORPBOND        984119AC1     3725   7,295,000  PRN  DEFINED     4               7,295,000
XEROX CORP                       EQUITY          984121103       90      11,600 SH    DEFINED     1                  11,600
XEROX CORP                       COM             984121103     2603      335930 SH    DEFINED  6, 7, 8   335930
XEROX CORP                       COM             984121103       16        2070 SH    DEFINED     5        2070
XICOR INC                        COM             984903104       48        6100 SH    DEFINED  6, 7, 8     6100
XICOR INC                        COM             984903104        5         605 SH    DEFINED     5         605
XILINX INC                       COM             983919101     3495      148550 SH    DEFINED  6, 7, 8   148550
XILINX INC                       COM             983919101       23         990 SH    DEFINED     5         990
XILINX INC.                      EQUITY          983919101      129       5,500 SH    DEFINED     1                   5,500
XL CAP LTD                       CL A            G98255105     5227       66170 SH    DEFINED  6, 7, 8    66170
XL CAP LTD                       CL A            G98255105       30         380 SH    DEFINED     5         380
XL CAPITAL LTD                   EQUITY          G98255105      166       2,100 SH    DEFINED     1                   2,100
XM SATELLITE RADIO HLDGS INC     CL A            983759101       21        3936 SH    DEFINED  6, 7, 8     3936
XM SATELLITE RADIO HLDGS INC     CL A            983759101        2         352 SH    DEFINED     5         352
XM SATELLITE RADIO INC           EQUITY          98375Y114      934       76000 SH    DEFINED     2                   76000
XO COMMUNICATIONS INC            CL A            983764101       32       79199 SH    DEFINED  6, 7, 8    79199
XO COMMUNICATIONS INC            CL A            983764101        3        7202 SH    DEFINED     5        7202
XOMA LTD                         ORD             G9825R107       81        9596 SH    DEFINED  6, 7, 8     9596
</TABLE>


<PAGE>

<TABLE>
<S>                              <C>             <C>        <C>      <C>        <C>   <C>      <C>      <C>      <C>         <C>
X-RITE INC                       COM             983857103       38        4844 SH    DEFINED  6, 7, 8     4844
X-RITE INC                       COM             983857103        4         477 SH    DEFINED     5         477
XTO ENERGY CORP                  COM             98385X106      425       30500 SH    DEFINED  6, 7, 8    30500
XYBERNAUT CORP                   COM             984149104       25       12607 SH    DEFINED  6, 7, 8    12607
XYBERNAUT CORP                   COM             984149104        3        1251 SH    DEFINED     5        1251
YAHOO INC                        EQUITY          984332106      990       57900 SH    DEFINED     2                   57900
YAHOO INC                        COM             984332106     2155      244610 SH    DEFINED  6, 7, 8   244610
YAHOO INC                        COM             984332106       15        1690 SH    DEFINED     5        1690
YAHOO! INC                       EQUITY          984332106       83       9,400 SH    DEFINED     1                   9,400
YANKEE CANDLE INC                COM             984757104       73        4255 SH    DEFINED  6, 7, 8     4255
YANKEE CANDLE INC                COM             984757104        7         422 SH    DEFINED     5         422
YANKEE CANDLE INC                EQUITY          984757104     6383      223300 SH    DEFINED     2                  223300
YELLOW CORP                      COM             985509108      154        7594 SH    DEFINED  6, 7, 8     7594
YELLOW CORP                      COM             985509108       14         680 SH    DEFINED     5         680
YORK INTL CORP NEW               COM             986670107     2273       79374 SH    DEFINED  6, 7, 8    79374
YORK INTL CORP NEW               COM             986670107       30        1051 SH    DEFINED     5        1051
YOUNG BROADCASTING INC           CL A            987434107       65        4452 SH    DEFINED  6, 7, 8     4452
YOUNG BROADCASTING INC           CL A            987434107        6         422 SH    DEFINED     5         422
ZALE CORP NEW                    COM             988858106      442       16685 SH    DEFINED  6, 7, 8    16685
ZALE CORP NEW                    COM             988858106       24         891 SH    DEFINED     5         891
ZEBRA TECHNOLOGIES CORP          CL A            989207105      423       11298 SH    DEFINED  6, 7, 8    11298
ZEBRA TECHNOLOGIES CORP          CL A            989207105       27         716 SH    DEFINED     5         716
ZENITH NATL INS CORP             COM             989390109       63        2579 SH    DEFINED  6, 7, 8     2579
ZENITH NATL INS CORP             COM             989390109        6         231 SH    DEFINED     5         231
ZIMMER HLDGS INC                 COM             98956P102     2830      101972 SH    DEFINED  6, 7, 8   101972
ZIMMER HLDGS INC                 COM             98956P102       24         848 SH    DEFINED     5         848
ZIMMER HOLDINGS INC              EQUITY          98956P102      102       3,661 SH    DEFINED     1                   3,661
ZIONS BANCORP                    EQUITY          989701107     1028       39800 SH    DEFINED     2                   39800
ZIONS BANCORPORATION             EQUITY          989701107       80       1,500 SH    DEFINED     1                   1,500
ZIONS BANCORPORATION             COM             989701107     2513       46830 SH    DEFINED  6, 7, 8    46830
ZIONS BANCORPORATION             COM             989701107       14         270 SH    DEFINED     5         270
Zions Inst                       CORPBOND        989718AC5     4913   5,000,000  PRN  DEFINED     4               5,000,000
ZIXIT CORP                       COM             98974P100       19        3875 SH    DEFINED  6, 7, 8     3875
ZIXIT CORP                       COM             98974P100        2         356 SH    DEFINED     5         356
ZOLL MED CORP                    COM             989922109       93        2606 SH    DEFINED  6, 7, 8     2606
ZOLL MED CORP                    COM             989922109        9         250 SH    DEFINED     5         250
ZOMAX INC MINN                   COM             989929104       47        8716 SH    DEFINED  6, 7, 8     8716
ZOMAX INC MINN                   COM             989929104        4         804 SH    DEFINED     5         804
ZORAN CORP                       COM             98975F101      133        5495 SH    DEFINED  6, 7, 8     5495
ZORAN CORP                       COM             98975F101       12         492 SH    DEFINED     5         492
Zurich Capital                   CORPBOND        989819AA5     2007   2,000,000  PRN  DEFINED     4               2,000,000
ZYGO CORP                        COM             989855101       43        4196 SH    DEFINED  6, 7, 8     4196
ZYGO CORP                        COM             989855101        4         416 SH    DEFINED     5         416
</TABLE>