UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: December 31, 2001
Check here if Amendment [X]; Amendment Number: 2
This Amendment (Check only one.): [X] 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 February 28, 2002
- ------------------------------- ------------------------ -----------------
(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).)
FORM 13F SUMMARY PAGE
REPORT SUMMARY:
Number of Other Included Managers: 8
Form 13F Information Table Entry Total: 7,079
Form 13F Information Table Value Total: $16,214,666 (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
File Number 28-219 (Consolidated)
As of 12/31/01
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
- ------------------------------------------------------------------------------------------------------------------------------------
1 800 FLOWERS COM EQUITY 68243Q106 201 12,865 SH DEFINED 6, 7, 8 12865
1-800 CONTACTS INC EQUITY 681977104 25 2,045 SH DEFINED 1 2,045
1-800 CONTACTS INC EQUITY 681977104 24 1,923 SH DEFINED 6, 7, 8 1923
1-800-FLOWERS.COM INC EQUITY 68243Q106 39 2,482 SH DEFINED 1 2,482
1ST SOURCE CORP EQUITY 336901103 86 4,149 SH DEFINED 6, 7, 8 4149
1ST SOURCE CORP. EQUITY 336901103 89 4,281 SH DEFINED 1 4,281
21ST CENTURY INSURANCE COMPANY EQUITY 90130N103 1039517 53,445,620 SH DEFINED 1 53,445,620
21ST CENTURY INSURANCE COMPANY EQUITY 90130N103 3 158 SH DEFINED 1 158
3 DIMENSIONAL PHARMACEUTICAL EQUITY 88554W104 15 1,806 SH DEFINED 1 1,806
3COM CORP EQUITY 885535104 2696 422,500 SH DEFINED 6, 7, 8 422500
3COM CORP. EQUITY 885535104 2719 426,129 SH DEFINED 1 426,129
3-D SYS CORP DEL EQUITY 88554D205 33 2,345 SH DEFINED 6, 7, 8 2345
3D SYSTEMS CORPORATION EQUITY 88554D205 36 2,499 SH DEFINED 1 2,499
3-DIMENSIONAL PHARMACEUTI EQUITY 88554W104 15 1,806 SH DEFINED 6, 7, 8 1806
3DO CO EQUITY 88553W105 23 10,890 SH DEFINED 6, 7, 8 10890
3TEC ENERGY CORP EQUITY 88575R308 66 4,737 SH DEFINED 6, 7, 8 4737
3TEC ENERGY CORPORATION EQUITY 88575R308 70 4,978 SH DEFINED 1 4,978
4 KIDS ENTMT INC EQUITY 350865101 48 2,401 SH DEFINED 6, 7, 8 2401
4KIDS ENTERTAINMENT INC EQUITY 350865101 51 2,551 SH DEFINED 1 2,551
7-ELEVEN INC EQUITY 817826209 81 6,879 SH DEFINED 6, 7, 8 6879
7-ELEVEN INC. EQUITY 817826209 85 7,285 SH DEFINED 1 7,285
99 CENTS ONLY STORES EQUITY 65440K106 308 8,055 SH DEFINED 1 8,055
99 CENTS ONLY STORES EQUITY 65440K106 293 7,700 SH DEFINED 6, 7, 8 7700
99 CENTS ONLY STORES COM EQUITY 65440K106 31036 811,393 SH Sole 3 797156 14237
A D C TELECOMMUNICATIONS EQUITY 000886101 11 2,470 SH DEFINED 5 2470
A D C TELECOMMUNICATIONS EQUITY 000886101 1637 355,880 SH DEFINED 6, 7, 8 355880
A.G. EDWARDS, INC. EQUITY 281760108 4251 96,251 SH DEFINED 1 96,251
AAIPHARMA INC EQUITY 00252W104 76 3,013 SH DEFINED 1 3,013
AAIPHARMA INC EQUITY 00252W104 71 2,821 SH DEFINED 6, 7, 8 2821
AAR CORP EQUITY 000361105 70 7,731 SH DEFINED 6, 7, 8 7731
AAR CORP. EQUITY 000361105 72 8,006 SH DEFINED 1 8,006
AARON RENTS INC EQUITY 002535201 73 4,448 SH DEFINED 6, 7, 8 4448
AARON RENTS, INC. EQUITY 002535201 75 4,621 SH DEFINED 1 4,621
ABBOTT LABORATORIES EQUITY 002824100 62014 1,112,361 SH DEFINED 1 1,112,361
Abbott Labs EQUITY 002824100 5018 90,000 SH DEFINED 4 90,000
ABBOTT LABS EQUITY 002824100 270 4,850 SH DEFINED 5 4850
ABBOTT LABS EQUITY 002824100 42822 768,100 SH DEFINED 6, 7, 8 768100
ABBOTT LABS EQUITY 002824100 46868 840,675 SH DEFINED 2 840675
ABERCROMBIE & FITCH CO EQUITY 002896207 3205 120,800 SH DEFINED 6, 7, 8 120800
ABERCROMBIE AND FITCH CO. EQUITY 002896207 3240 122,132 SH DEFINED 1 122,132
ABGENIX INC EQUITY 00339B107 456 13,555 SH DEFINED 6, 7, 8 13555
ABGENIX INC EQUITY 00339B107 8565 254,600 SH DEFINED 2 254600
ABGENIX, INC. EQUITY 00339B107 95 2,831 SH DEFINED 1 2,831
ABIOMED INC EQUITY 003654100 66 4,183 SH DEFINED 6, 7, 8 4183
ABIOMED, INC. EQUITY 003654100 69 4,343 SH DEFINED 1 4,343
Abitibi-Consolidated CORPBOND 003924AH0 5202 5,000,000 PRN DEFINED 4 5,000,000
ABM INDS INC EQUITY 000957100 173 5,520 SH DEFINED 6, 7, 8 5520
ABM INDUSTRIES, INC. EQUITY 000957100 180 5,750 SH DEFINED 1 5,750
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
- ------------------------------------------------------------------------------------------------------------------------------------
ACACIA RESEARCH CORP. EQUITY 003881109 65 5,843 SH DEFINED 1 5,843
ACACIA RESH CORP EQUITY 003881109 62 5,612 SH DEFINED 6, 7, 8 5612
ACADIA REALTY TRUST EQUITY 004239109 39 6,156 SH DEFINED 1 6,156
ACADIA RLTY TR EQUITY 004239109 39 6,156 SH DEFINED 6, 7, 8 6156
ACCLAIM ENTERTAINMENT, INC. EQUITY 004325205 78 14,661 SH DEFINED 1 14,661
ACCLAIM ENTMT INC EQUITY 004325205 73 13,728 SH DEFINED 6, 7, 8 13728
ACCREDO HEALTH INC EQUITY 00437V104 493 12,429 SH DEFINED 6, 7, 8 12429
ACCREDO HEALTH INC EQUITY 00437V104 1985 50,000 SH DEFINED 2 50000
ACCREDO HEALTH INC COM EQUITY 00437V104 74337 1,872,477 SH Sole 3 1843157 29320
ACCREDO HEALTH INC. EQUITY 00437V104 313 7,882 SH DEFINED 1 7,882
ACE LTD EQUITY G0070K103 2289 57,000 SH DEFINED 2 57000
ACKERLEY GROUP INC EQUITY 004527107 75 4,260 SH DEFINED 6, 7, 8 4260
ACKERLEY GROUP, INC. EQUITY 004527107 80 4,560 SH DEFINED 1 4,560
ACLARA BIOSCIENCES INC EQUITY 00461P106 52 10,336 SH DEFINED 6, 7, 8 10336
ACLARA BIOSCIENCES INC. EQUITY 00461P106 55 10,828 SH DEFINED 1 10,828
ACT MANUFACTURING INC EQUITY 000973107 1 3,382 SH DEFINED 1 3,382
ACT MFG INC EQUITY 000973107 1 3,074 SH DEFINED 6, 7, 8 3074
ACTEL CORP EQUITY 004934105 327 16,412 SH DEFINED 6, 7, 8 16412
ACTEL CORP. EQUITY 004934105 138 6,939 SH DEFINED 1 6,939
ACTERNA CORP EQUITY 00503U105 7 1,834 SH DEFINED 1 1,834
ACTION PERFORMANCE CO., INC. EQUITY 004933107 140 4,585 SH DEFINED 1 4,585
ACTION PERFORMANCE COS IN EQUITY 004933107 135 4,395 SH DEFINED 6, 7, 8 4395
ACTIVE POWER INC EQUITY 00504W100 67 9,914 SH DEFINED 1 9,914
ACTIVE POWER INC EQUITY 00504W100 65 9,545 SH DEFINED 6, 7, 8 9545
ACTIVISION INC NEW EQUITY 004930202 387 14,896 SH DEFINED 6, 7, 8 14896
ACTIVISION, INC. EQUITY 004930202 264 10,146 SH DEFINED 1 10,146
ACTRADE FINANCIAL TECHNOLOGIES EQUITY 00507P102 67 2,276 SH DEFINED 1 2,276
ACTRADE FINL TECHNOLOGIES EQUITY 00507P102 63 2,154 SH DEFINED 6, 7, 8 2154
ACTUATE CORP EQUITY 00508B102 64 12,198 SH DEFINED 6, 7, 8 12198
ACTUATE CORP. EQUITY 00508B102 67 12,696 SH DEFINED 1 12,696
ACTV INC EQUITY 00088E104 22 11,567 SH DEFINED 6, 7, 8 11567
ACTV, INC. EQUITY 00088E104 22 11,900 SH DEFINED 1 11,900
ACUITY BRANDS INC EQUITY 00508Y102 199 16,460 SH DEFINED 1 16,460
ACUITY BRANDS INC EQUITY 00508Y102 193 15,935 SH DEFINED 6, 7, 8 15935
ACXIOM CORP EQUITY 005125109 1845 105,600 SH DEFINED 6, 7, 8 105600
ACXIOM CORP. EQUITY 005125109 1861 106,502 SH DEFINED 1 106,502
ADAPTEC INC EQUITY 00651F108 458 31,563 SH DEFINED 6, 7, 8 31563
ADAPTEC, INC. EQUITY 00651F108 481 33,153 SH DEFINED 1 33,153
ADC TELECOMMUNICATIONS, INC EQUITY 000886101 1761 382,733 SH DEFINED 1 382,733
ADE CORP MASS EQUITY 00089C107 26 2,581 SH DEFINED 6, 7, 8 2581
ADE CORP. EQUITY 00089C107 27 2,654 SH DEFINED 1 2,654
ADELPHIA BUSINESS SOLUTIO EQUITY 006847107 5 8,841 SH DEFINED 6, 7, 8 8841
ADELPHIA BUSINESS SOLUTIONS EQUITY 006847107 5 9,351 SH DEFINED 1 9,351
ADELPHIA COMMUNICATIONS C EQUITY 006848105 138 4,430 SH DEFINED 6, 7, 8 4430
ADELPHIA COMMUNICATIONS CORP EQUITY 006848105 12682 175,950 SH DEFINED 2 175950
ADELPHIA COMMUNICATIONS CORP. CLASS A EQUITY 006848105 159 5,113 SH DEFINED 1 5,113
ADMINISTAFF INC EQUITY 007094105 243 8,856 SH DEFINED 6, 7, 8 8856
ADMINISTAFF, INC. EQUITY 007094105 185 6,737 SH DEFINED 1 6,737
ADOBE SYS INC EQUITY 00724F101 23 740 SH DEFINED 5 740
ADOBE SYS INC EQUITY 00724F101 3967 127,750 SH DEFINED 6, 7, 8 127750
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
- ------------------------------------------------------------------------------------------------------------------------------------
ADOBE SYS INC EQUITY 00724F101 111 3,575 SH DEFINED 2 3575
Adobe Systems EQUITY 00724F101 1397 45,000 SH DEFINED 4 45,000
ADOBE SYSTEMS INC. EQUITY 00724F101 4240 136,556 SH DEFINED 1 136,556
ADOLOR CORP EQUITY 00724X102 239 13,289 SH DEFINED 6, 7, 8 13289
ADOLOR CORPORATION EQUITY 00724X102 168 9,333 SH DEFINED 1 9,333
ADTRAN INC EQUITY 00738A106 1394 54,628 SH DEFINED 6, 7, 8 54628
ADTRAN, INC. EQUITY 00738A106 1405 55,036 SH DEFINED 1 55,036
ADVANCE AUTO PARTS EQUITY 00751Y106 34 691 SH DEFINED 1 691
ADVANCED AUTO PARTS INC EQUITY 00751Y106 34 691 SH DEFINED 6, 7, 8 691
ADVANCED DIGITAL INFO CORP. EQUITY 007525108 296 18,485 SH DEFINED 1 18,485
ADVANCED DIGITAL INFORMAT EQUITY 007525108 283 17,666 SH DEFINED 6, 7, 8 17666
ADVANCED ENERGY INDS EQUITY 007973100 142 5,317 SH DEFINED 6, 7, 8 5317
ADVANCED ENERGY INDUSTRIES EQUITY 007973100 147 5,530 SH DEFINED 1 5,530
ADVANCED FIBRE COMMUNICAT EQUITY 00754A105 2040 115,460 SH DEFINED 6, 7, 8 115460
ADVANCED FIBRE COMMUNICATIONS EQUITY 00754A105 1774 100,412 SH DEFINED 1 100,412
ADVANCED MARKETING SERV. INC. EQUITY 00753T105 69 3,786 SH DEFINED 1 3,786
ADVANCED MARKETING SVCS I EQUITY 00753T105 66 3,627 SH DEFINED 6, 7, 8 3627
ADVANCED MICRO DEVICES IN EQUITY 007903107 17 1,060 SH DEFINED 5 1060
ADVANCED MICRO DEVICES IN EQUITY 007903107 3441 216,930 SH DEFINED 6, 7, 8 216930
ADVANCED MICRO DEVICES, INC. EQUITY 007903107 3631 228,970 SH DEFINED 1 228,970
ADVANCED NEUROMODULATION EQUITY 00757T101 68 1,930 SH DEFINED 6, 7, 8 1930
ADVANCED TISSUE SCIENCES EQUITY 00755F103 80 18,451 SH DEFINED 6, 7, 8 18451
ADVANCED TISSUE SCIENCES, INC. EQUITY 00755F103 84 19,197 SH DEFINED 1 19,197
ADVANCEPCS EQUITY 00790K109 35 1,198 SH DEFINED 1 1,198
ADVANCES NEUROMODULATIONS SYS EQUITY 00757T101 72 2,046 SH DEFINED 1 2,046
ADVANTA CORP EQUITY 007942105 70 7,072 SH DEFINED 6, 7, 8 7072
ADVANTA CORP. EQUITY 007942105 74 7,404 SH DEFINED 1 7,404
ADVENT SOFTWARE INC EQUITY 007974108 2199 44,025 SH DEFINED 6, 7, 8 44025
ADVENT SOFTWARE INC COM EQUITY 007974108 33673 674,129 SH Sole 3 662129 12000
ADVENT SOFTWARE, INC. EQUITY 007974108 2067 41,381 SH DEFINED 1 41,381
ADVO INC EQUITY 007585102 614 14,288 SH DEFINED 6, 7, 8 14288
ADVO, INC. EQUITY 007585102 271 6,293 SH DEFINED 1 6,293
AEP INDS INC EQUITY 001031103 11 445 SH DEFINED 6, 7, 8 445
AEP INDS INC COM EQUITY 001031103 11 445 SH DEFINED 1 445
AEROFLEX INC EQUITY 007768104 325 17,147 SH DEFINED 6, 7, 8 17147
AEROFLEX, INC EQUITY 007768104 340 17,944 SH DEFINED 1 17,944
AES CORP EQUITY 00130H105 27 1,670 SH DEFINED 5 1670
AES CORP EQUITY 00130H105 3684 225,340 SH DEFINED 6, 7, 8 225340
AES DRAX ENERGY LTD EQUITY 00130H105 3890 237,896 SH DEFINED 1 237,896
AETHER SYS INC EQUITY 00808V105 127 13,801 SH DEFINED 6, 7, 8 13801
AETHER SYSTEMS INC. EQUITY 00808V105 131 14,246 SH DEFINED 1 14,246
Aetna CORPBOND 00817YAB4 4924 5,000,000 PRN DEFINED 4 5,000,000
AETNA INC NEW EQUITY 00817Y108 15 450 SH DEFINED 5 450
AETNA INC NEW EQUITY 00817Y108 1999 60,580 SH DEFINED 6, 7, 8 60580
AETNA INC-NEW EQUITY 00817Y108 2148 65,118 SH DEFINED 1 65,118
AFC Capital Trust CORPBOND 00104PAC3 5853 6,000,000 PRN DEFINED 4 6,000,000
AFC ENTERPRISES EQUITY 00104Q107 81 2,853 SH DEFINED 1 2,853
AFC ENTERPRISES INC EQUITY 00104Q107 362 12,756 SH DEFINED 6, 7, 8 12756
AFFILIATED COMPUTER CL A EQUITY 008190100 95763 902,320 SH Sole 3 865380 36940
AFFILIATED COMPUTER SERVI EQUITY 008190100 7758 73,100 SH DEFINED 6, 7, 8 73100
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
- ------------------------------------------------------------------------------------------------------------------------------------
AFFILIATED COMPUTER SERVICES CLASS A EQUITY 008190100 7824 73,717 SH DEFINED 1 73,717
AFFILIATED MANAGERS CORP EQUITY 008252108 56147 796,640 SH Sole 3 762210 34430
AFFILIATED MANAGERS GROUP EQUITY 008252108 475 6,735 SH DEFINED 1 6,735
AFFILIATED MANAGERS GROUP EQUITY 008252108 452 6,418 SH DEFINED 6, 7, 8 6418
AFFYMETRIX INC EQUITY 00826T108 21 564 SH DEFINED 1 564
AFFYMETRIX INC COM EQUITY 00826T108 41373 1,095,971 SH Sole 3 1079671 16300
AFLAC INC EQUITY 001055102 40 1,630 SH DEFINED 5 1630
AFLAC INC EQUITY 001055102 6177 251,500 SH DEFINED 6, 7, 8 251500
AFLAC, INC. EQUITY 001055102 6479 263,792 SH DEFINED 1 263,792
AGCO CORP EQUITY 001084102 1705 108,017 SH DEFINED 6, 7, 8 108017
AGCO CORP. EQUITY 001084102 1721 109,078 SH DEFINED 1 109,078
AGERE SYSTEMS INC-A EQUITY 00845V100 41 7,251 SH DEFINED 1 7,251
AGILE SOFTWARE CORP DEL EQUITY 00846X105 153 8,859 SH DEFINED 6, 7, 8 8859
AGILE SOFTWARE CORP. EQUITY 00846X105 160 9,269 SH DEFINED 1 9,269
AGILENT TECHNOLOGIES INC EQUITY 00846U101 41 1,440 SH DEFINED 5 1440
AGILENT TECHNOLOGIES INC EQUITY 00846U101 5837 204,740 SH DEFINED 6, 7, 8 204740
AGILENT TECHNOLOGIES INC. EQUITY 00846U101 6146 215,590 SH DEFINED 1 215,590
AGL Cap Trust CORPBOND 001196AC8 905 1,000,000 PRN DEFINED 4 1,000,000
AGL RES INC EQUITY 001204106 2647 114,977 SH DEFINED 6, 7, 8 114977
AGL RESOURCES, INC. EQUITY 001204106 2668 115,901 SH DEFINED 1 115,901
Ahmanson Cap Trust I CORPBOND 008682AA4 8554 8,700,000 PRN DEFINED 4 8,700,000
AIR PRODS & CHEMS INC EQUITY 009158106 33 710 SH DEFINED 5 710
AIR PRODS & CHEMS INC EQUITY 009158106 5324 113,490 SH DEFINED 6, 7, 8 113490
AIR PRODS & CHEMS INC COM EQUITY 009158106 2345 50,000 SH Sole 3 50000
AIR PRODUCTS AND CHEMICALS INC EQUITY 009158106 4842 103,224 SH DEFINED 1 103,224
AIRBORNE INC EQUITY 009269101 1704 114,930 SH DEFINED 6, 7, 8 114930
AIRBORNE INC. EQUITY 009269101 1713 115,509 SH DEFINED 1 115,509
AIRGAS INC EQUITY 009363102 1548 102,397 SH DEFINED 6, 7, 8 102397
AIRGAS, INC. EQUITY 009363102 1559 103,120 SH DEFINED 1 103,120
AIRGATE PCS INC EQUITY 009367103 154 3,377 SH DEFINED 6, 7, 8 3377
AIRGATE PCS, INC. EQUITY 009367103 161 3,524 SH DEFINED 1 3,524
AIRTRAN HLDGS INC EQUITY 00949P108 117 17,761 SH DEFINED 6, 7, 8 17761
AIRTRAN HOLDINGS, INC. EQUITY 00949P108 125 18,983 SH DEFINED 1 18,983
AK STEEL CORP. EQUITY 001547108 1498 131,620 SH DEFINED 1 131,620
AK STL HLDG CORP EQUITY 001547108 1490 130,900 SH DEFINED 6, 7, 8 130900
AKAMAI TECHNOLOGIES INC. EQUITY 00971T101 138 23,173 SH DEFINED 1 23,173
AKAMAI TECHNOLOGIES INC EQUITY 00971T101 131 22,037 SH DEFINED 6, 7, 8 22037
AKSYS LTD EQUITY 010196103 25 5,284 SH DEFINED 1 5,284
AKSYS LTD EQUITY 010196103 23 4,994 SH DEFINED 6, 7, 8 4994
AKZO NOBEL N V- ADR EQUITY 010199305 188 4,200 SH DEFINED 1 4,200
AKZO NOBEL NV EQUITY 010199305 188 4,200 SH DEFINED 6, 7, 8 4200
ALABAMA NATIONAL BANCORP EQUITY 010317105 102 3,015 SH DEFINED 1 3,015
ALABAMA NATL BANCORP DELA EQUITY 010317105 98 2,899 SH DEFINED 6, 7, 8 2899
ALAMOSA HLDGS INC EQUITY 011589108 425 35,591 SH DEFINED 6, 7, 8 35591
ALAMOSA HOLDINGS INC. EQUITY 011589108 260 21,803 SH DEFINED 1 21,803
ALASKA AIR GROUP INC EQUITY 011659109 1185 40,713 SH DEFINED 6, 7, 8 40713
ALASKA AIR GROUP, INC. EQUITY 011659109 1196 41,086 SH DEFINED 1 41,086
ALASKA COMM. SYS. HLDGS., INC. EQUITY 01167P101 24 3,018 SH DEFINED 1 3,018
ALASKA COMMUNICATIONS SYS EQUITY 01167P101 23 2,918 SH DEFINED 6, 7, 8 2918
ALBANY INTERNATIONAL CORP. CLASS A EQUITY 012348108 936 43,146 SH DEFINED 1 43,146
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
- ------------------------------------------------------------------------------------------------------------------------------------
ALBANY INTL CORP EQUITY 012348108 930 42,872 SH DEFINED 6, 7, 8 42872
ALBANY MOLECULAR EQUITY 012423109 170 6,412 SH DEFINED 1 6,412
ALBANY MOLECULAR RESH INC EQUITY 012423109 227 8,584 SH DEFINED 6, 7, 8 8584
ALBEMARLE CORP EQUITY 012653101 1520 63,339 SH DEFINED 6, 7, 8 63339
ALBEMARLE CORP. EQUITY 012653101 1530 63,731 SH DEFINED 1 63,731
ALBERTO CULVER CO EQUITY 013068101 8 180 SH DEFINED 5 180
ALBERTO CULVER CO EQUITY 013068200 211 5,400 SH DEFINED 6, 7, 8 5400
ALBERTO CULVER CO EQUITY 013068101 1072 23,950 SH DEFINED 6, 7, 8 23950
ALBERTO-CULVER CO. CLASS B EQUITY 013068101 1146 25,608 SH DEFINED 1 25,608
ALBERTSONS INC EQUITY 013104104 10 330 SH DEFINED 2 330
ALBERTSONS INC EQUITY 013104104 40 1,270 SH DEFINED 5 1270
ALBERTSONS INC EQUITY 013104104 5407 171,720 SH DEFINED 6, 7, 8 171720
ALBERTSONS INC EQUITY 013104104 6549 207,958 SH DEFINED 2 207958
ALBERTSON'S, INC. EQUITY 013104104 5813 184,610 SH DEFINED 1 184,610
ALCAN EQUITY 013716105 5147 143,238 SH DEFINED 1 143,238
ALCAN INC EQUITY 013716105 36 1,000 SH DEFINED 5 1000
ALCAN INC EQUITY 013716105 4875 135,690 SH DEFINED 6, 7, 8 135690
ALCOA INC EQUITY 013817101 94 2,650 SH DEFINED 5 2650
ALCOA INC EQUITY 013817101 14010 394,090 SH DEFINED 6, 7, 8 394090
ALCOA INC EQUITY 013817101 15442 434,375 SH DEFINED 2 434375
ALCOA, INC. EQUITY 013817101 14720 414,072 SH DEFINED 1 414,072
ALEXANDER & BALDWIN INC EQUITY 014482103 1662 62,242 SH DEFINED 6, 7, 8 62242
ALEXANDER & BALDWIN, INC. EQUITY 014482103 1677 62,801 SH DEFINED 1 62,801
ALEXANDERS INC EQUITY 014752109 28 489 SH DEFINED 6, 7, 8 489
ALEXANDER'S, INC. EQUITY 014752109 28 489 SH DEFINED 1 489
ALEXANDRIA REAL ESTATE EQ EQUITY 015271109 190 4,618 SH DEFINED 6, 7, 8 4618
ALEXANDRIA REAL ESTATE EQUITIE EQUITY 015271109 198 4,815 SH DEFINED 1 4,815
ALEXION PHARMACEUTICALS I EQUITY 015351109 112 4,595 SH DEFINED 6, 7, 8 4595
ALEXION PHARMACEUTICLAS, INC. EQUITY 015351109 117 4,794 SH DEFINED 1 4,794
ALFA CORP EQUITY 015385107 283 12,610 SH DEFINED 6, 7, 8 12610
ALFA CORP. EQUITY 015385107 295 13,134 SH DEFINED 1 13,134
ALICO INC EQUITY 016230104 38 1,211 SH DEFINED 1 1,211
ALICO INC EQUITY 016230104 35 1,119 SH DEFINED 6, 7, 8 1119
ALIGN TECHNOLOGY INC EQUITY 016255101 15 3,290 SH DEFINED 1 3,290
ALIGN TECHNOLOGY INC EQUITY 016255101 13 2,890 SH DEFINED 6, 7, 8 2890
ALKERMES INC EQUITY 01642T108 21 805 SH DEFINED 1 805
ALKERMES INC EQUITY 01642T108 1318 50,000 SH DEFINED 2 50000
ALLEGHANY CORP EQUITY 017175100 8 43 SH DEFINED 1 43
ALLEGHENY ENERGY INC EQUITY 017361106 14 390 SH DEFINED 5 390
ALLEGHENY ENERGY INC EQUITY 017361106 1916 52,910 SH DEFINED 6, 7, 8 52910
ALLEGHENY ENERGY, INC. EQUITY 017361106 2312 63,824 SH DEFINED 1 63,824
ALLEGHENY TECHNOLOGIES IN EQUITY 01741R102 4 250 SH DEFINED 5 250
ALLEGHENY TECHNOLOGIES IN EQUITY 01741R102 569 33,970 SH DEFINED 6, 7, 8 33970
ALLEGHENY TECHNOLOGIES, INC. EQUITY 01741R102 11205 668,985 SH DEFINED 1 668,985
ALLEGIANCE TELECOM I EQUITY 01747T102 7 841 SH DEFINED 1 841
ALLEGIANCE TELECOM INC COM EQUITY 01747T102 11718 1,413,460 SH Sole 3 1399260 14200
ALLEN TELECOM INC EQUITY 018091108 70 8,178 SH DEFINED 6, 7, 8 8178
ALLEN TELECOM, INC. EQUITY 018091108 73 8,538 SH DEFINED 1 8,538
ALLERGAN INC EQUITY 018490102 31 410 SH DEFINED 5 410
ALLERGAN INC EQUITY 018490102 6828 90,970 SH DEFINED 6, 7, 8 90970
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
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ALLERGAN INC EQUITY 018490102 7832 163,900 SH DEFINED 2 163900
ALLERGAN, INC. EQUITY 018490102 20349 271,145 SH DEFINED 1 271,145
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ALLETE INC. EQUITY 018522102 2564 101,738 SH DEFINED 1 101,738
ALLIANCE DATA SYS CORP COM EQUITY 018581108 17386 907,880 SH Sole 3 888680 19200
ALLIANCE FIBER OPTIC PROD EQUITY 018680108 6 4,248 SH DEFINED 6, 7, 8 4248
ALLIANCE FIBER OPTIC PRODUCT EQUITY 018680108 6 4,248 SH DEFINED 1 4,248
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ALLIANCE GAMING CORP EQUITY 01859P609 137 4,654 SH DEFINED 6, 7, 8 4654
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ALLIANCE SEMICONDUCTOR CORP. EQUITY 01877H100 105 8,706 SH DEFINED 1 8,706
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ALLIANT ENERGY CORP. EQUITY 018802108 3247 106,953 SH DEFINED 1 106,953
ALLIANT TECHSYSTEMS INC EQUITY 018804104 519 6,725 SH DEFINED 1 6,725
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ALLIED CAP CORP NEW EQUITY 01903Q108 218 8,395 SH DEFINED 6, 7, 8 8395
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ALLIED WASTE INDS INC EQUITY 019589308 1953 138,930 SH DEFINED 6, 7, 8 138930
ALLIED WASTE INDUSTRIES, INC. EQUITY 019589308 2036 144,796 SH DEFINED 1 144,796
ALLMERICA FINANCIAL CORP EQUITY 019754100 2884 64,746 SH DEFINED 1 64,746
ALLMERICA FINL CORP EQUITY 019754100 2865 64,300 SH DEFINED 6, 7, 8 64300
ALLOY INC EQUITY 019855105 254 11,783 SH DEFINED 6, 7, 8 11783
ALLOY INC COM EQUITY 019855105 22120 1,027,400 SH Sole 3 1027400
ALLOY ONLINE, INC EQUITY 019855105 75 3,475 SH DEFINED 1 3,475
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ALLSTATE CORP EQUITY 020002101 12730 377,740 SH DEFINED 6, 7, 8 377740
ALLSTATE CORP. EQUITY 020002101 13295 394,521 SH DEFINED 1 394,521
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ALLTEL CORP EQUITY 020039103 12711 205,920 SH DEFINED 6, 7, 8 205920
ALLTEL CORP EQUITY 020039103 13295 395,491 SH DEFINED 2 394521
ALLTEL CORP. EQUITY 020039103 13163 213,231 SH DEFINED 1 213,231
ALPHA INDS INC EQUITY 020753109 276 12,638 SH DEFINED 6, 7, 8 12638
ALPHA INDUSTRIES, INC. EQUITY 020753109 290 13,290 SH DEFINED 1 13,290
ALPHARMA INC EQUITY 020813101 225 8,492 SH DEFINED 6, 7, 8 8492
ALPHARMA INC. CLASS A EQUITY 020813101 235 8,900 SH DEFINED 1 8,900
ALTERA CORP EQUITY 021441100 25 1,200 SH DEFINED 5 1200
ALTERA CORP EQUITY 021441100 3712 174,940 SH DEFINED 6, 7, 8 174940
ALTERA CORP. EQUITY 021441100 4012 189,072 SH DEFINED 1 189,072
AMAZON COM INC EQUITY 023135106 60 5,530 SH DEFINED 6, 7, 8 5530
AMAZON.COM, INC. EQUITY 023135106 91 8,373 SH DEFINED 1 8,373
AMB PPTY CORP EQUITY 00163T109 14396 553,700 SH Sole 3 470400 83300
AMB PROPERTY CORP EQUITY 00163T109 13 488 SH DEFINED 1 488
AMBAC FINANCIAL GROUP INC. EQUITY 023139108 2766 47,812 SH DEFINED 1 47,812
AMBAC FINL GROUP INC EQUITY 023139108 19 330 SH DEFINED 5 330
AMBAC FINL GROUP INC EQUITY 023139108 3652 63,120 SH DEFINED 6, 7, 8 63120
AMBASSADORS INTERNATIONAL EQUITY 023178106 49 2,346 SH DEFINED 1 2,346
AMBASSADORS INTL INC EQUITY 023178106 46 2,215 SH DEFINED 6, 7, 8 2215
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
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AMC ENTERTAINMENT, INC. EQUITY 001669100 67 5,607 SH DEFINED 1 5,607
AMC ENTMT INC EQUITY 001669100 64 5,342 SH DEFINED 6, 7, 8 5342
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AMCOL INTL CORP EQUITY 02341W103 47 6,471 SH DEFINED 6, 7, 8 6471
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AMCORE FINL INC EQUITY 023912108 183 8,188 SH DEFINED 6, 7, 8 8188
AMDOCS LIMITED EQUITY G02602103 401 11,800 SH DEFINED 1 11,800
AMDOCS LIMITED EQUITY G02602103 5287 155,630 SH DEFINED 2 155630
AMDOCS LTD ORD EQUITY G02602103 11319 333,200 SH Sole 3 286800 46400
AMERADA HESS CORP EQUITY 023551104 2818 45,094 SH DEFINED 1 45,094
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AMERADA HESS CORP EQUITY 023551104 2654 42,460 SH DEFINED 6, 7, 8 42460
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AMEREN CORP EQUITY 023608102 2463 58,230 SH DEFINED 6, 7, 8 58230
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Ameren Corporation EQUITY 023608102 6134 145,000 SH DEFINED 4 145,000
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AMERICA ONLINE LATIN AMER EQUITY 02365B100 30 6,611 SH DEFINED 6, 7, 8 6611
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AMERICA WEST HLDG CORP EQUITY 023657208 37 10,695 SH DEFINED 6, 7, 8 10695
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AMERICAN AXLE + MFG HLDGS INC EQUITY 024061103 7316 342,200 SH DEFINED 2 342200
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AMERICAN EAGLE OUTFITTERS EQUITY 02553E106 2285 87,300 SH DEFINED 6, 7, 8 87300
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AMERICAN ELEC PWR INC EQUITY 025537101 5929 136,210 SH DEFINED 6, 7, 8 136210
AMERICAN ELECTRIC POWER, INC. EQUITY 025537101 6259 143,793 SH DEFINED 1 143,793
American Express EQUITY 025816109 1606 45,000 SH DEFINED 4 45,000
AMERICAN EXPRESS CO EQUITY 025816109 72 2,010 SH DEFINED 2 2010
AMERICAN EXPRESS CO EQUITY 025816109 149 4,170 SH DEFINED 5 4170
AMERICAN EXPRESS CO EQUITY 025816109 20135 564,170 SH DEFINED 6, 7, 8 564170
AMERICAN EXPRESS CO EQUITY 025816109 10805 302,750 SH DEFINED 2 320750
AMERICAN EXPRESS CO. EQUITY 025816109 32493 910,411 SH DEFINED 1 910,411
AMERICAN FINANCIAL GROUP, INC. EQUITY 025932104 2047 83,397 SH DEFINED 1 83,397
AMERICAN FINANCIAL HLDGS INC. EQUITY 026075101 234 9,219 SH DEFINED 1 9,219
AMERICAN FINL GROUP INC O EQUITY 025932104 2038 83,000 SH DEFINED 6, 7, 8 83000
AMERICAN FINL HLDGS INC EQUITY 026075101 478 18,820 SH DEFINED 6, 7, 8 18820
AMERICAN GREETINGS CORP EQUITY 026375105 3 200 SH DEFINED 5 200
AMERICAN GREETINGS CORP EQUITY 026375105 789 57,227 SH DEFINED 6, 7, 8 57227
AMERICAN GREETINGS CORP. CLASS A EQUITY 026375105 821 59,593 SH DEFINED 1 59,593
AMERICAN HEALTHWAYS INC EQUITY 02649V104 106 3,323 SH DEFINED 1 3,323
AMERICAN HEALTHWAYS INC EQUITY 02649V104 101 3,167 SH DEFINED 6, 7, 8 3167
AMERICAN HOME PRODS CORP EQUITY 026609107 253 4,120 SH DEFINED 5 4120
AMERICAN HOME PRODS CORP EQUITY 026609107 34228 557,820 SH DEFINED 6, 7, 8 557820
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
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AMERICAN HOME PRODUCTS CORP EQUITY 026609107 5412 88,200 SH DEFINED 2 88200
AMERICAN HOME PRODUCTS CORP. EQUITY 026609107 55338 901,852 SH DEFINED 1 901,852
AMERICAN INTL GROUP INC EQUITY 026874107 648 8,161 SH DEFINED 5 8161
AMERICAN INTL GROUP INC EQUITY 026874107 93769 1,180,969 SH DEFINED 6, 7, 8 1180969
AMERICAN INTL GROUP INC EQUITY 026874107 968 12,187 SH DEFINED 2 12187
AMERICAN INTL GRP INC COM EQUITY 026874107 8625 107,513 SH DEFINED 1 107,513
AMERICAN ITALIAN PASTA CO EQUITY 027070101 205 4,874 SH DEFINED 6, 7, 8 4874
AMERICAN ITALIAN PASTA CO. CLASS A EQUITY 027070101 216 5,141 SH DEFINED 1 5,141
AMERICAN MANAGEMENT SYSTEMS EQUITY 027352103 228 12,605 SH DEFINED 1 12,605
AMERICAN MED SYS HLDGS IN EQUITY 02744M108 191 9,253 SH DEFINED 6, 7, 8 9253
AMERICAN MEDICAL SYSTEMS HOLDI EQUITY 02744M108 201 9,701 SH DEFINED 1 9,701
AMERICAN MGMT SYS INC EQUITY 027352103 218 12,053 SH DEFINED 6, 7, 8 12053
AMERICAN NATIONAL IN EQUITY 028591105 4 49 SH DEFINED 1 49
AMERICAN PHYSICIANS CAPIT EQUITY 028884104 80 3,683 SH DEFINED 6, 7, 8 3683
AMERICAN PHYSICIANS CAPITAL IN EQUITY 028884104 85 3,920 SH DEFINED 1 3,920
AMERICAN POWER CONVERSION EQUITY 029066107 1280 88,519 SH DEFINED 1 88,519
AMERICAN PWR CONVERSION C EQUITY 029066107 9 610 SH DEFINED 5 610
AMERICAN PWR CONVERSION C EQUITY 029066107 1196 82,690 SH DEFINED 6, 7, 8 82690
AMERICAN REALTY INVESTORS IN EQUITY 029174109 13 1,279 SH DEFINED 1 1,279
AMERICAN RLTY INVS INC EQUITY 029174109 13 1,279 SH DEFINED 6, 7, 8 1279
AMERICAN SKIING CORP COMMON EQUITY 029654308 264 528,581 SH DEFINED 1 528,581
American Standard CORPBOND 029717AC9 5050 5,000,000 PRN DEFINED 4 5,000,000
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AMERICAN STATES WATER CO. EQUITY 029899101 118 3,370 SH DEFINED 1 3,370
AMERICAN STD COS INC DEL EQUITY 029712106 8446 123,780 SH DEFINED 6, 7, 8 123780
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AMERICAN SUPERCONDUCTOR C EQUITY 030111108 72 5,900 SH DEFINED 6, 7, 8 5900
AMERICAN SUPERCONDUCTOR CORP EQUITY 030111108 76 6,166 SH DEFINED 1 6,166
AMERICAN TOWER CORP EQUITY 029912201 17 1,815 SH DEFINED 1 1,815
AMERICAN WATER WORKS CO., INC. EQUITY 030411102 5093 121,990 SH DEFINED 1 121,990
AMERICAN WEST HOLDINGS CORP. CLASS B EQUITY 023657208 39 11,153 SH DEFINED 1 11,153
AMERICAN WOODMARK CORP EQUITY 030506109 84 1,570 SH DEFINED 6, 7, 8 1570
AMERICAN WOODMARK CORP. EQUITY 030506109 90 1,666 SH DEFINED 1 1,666
AMERICAN WTR WKS INC EQUITY 030411102 5068 121,400 SH DEFINED 6, 7, 8 121400
AMERICAN WTR WKS INC EQUITY 030411102 3870 92,700 SH DEFINED 2 92700
AMERICREDIT CORP EQUITY 03060R101 3881 123,000 SH DEFINED 6, 7, 8 123000
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AMERICREDIT CORP. EQUITY 03060R101 3911 123,962 SH DEFINED 1 123,962
AMERIPATH INC EQUITY 03071D109 215 6,727 SH DEFINED 6, 7, 8 6727
AMERIPATH, INC. EQUITY 03071D109 231 7,155 SH DEFINED 1 7,155
AMERISOURCEBERGEN CO EQUITY 03073E105 15899 250,188 SH DEFINED 1 250,188
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AMERISOURCEBERGEN CORP EQUITY 03073E105 2764 43,490 SH DEFINED 6, 7, 8 43490
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AMERISTAR CASINOS INC EQUITY 03070Q101 19 760 SH DEFINED 6, 7, 8 760
AMERITRADE HLDG CORP EQUITY 03072H109 91 15,340 SH DEFINED 6, 7, 8 15340
AMERITRADE HOLDING C EQUITY 03072H109 7 1,233 SH DEFINED 1 1,233
AMERON INTL INC EQUITY 030710107 81 1,170 SH DEFINED 6, 7, 8 1170
AMERON, INC. EQUITY 030710107 86 1,239 SH DEFINED 1 1,239
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
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AMERUS GROUP CO EQUITY 03072M108 493 13,768 SH DEFINED 6, 7, 8 13768
AMERUS GROUP CO. EQUITY 03072M108 514 14,346 SH DEFINED 1 14,346
AMETEK INC NEW EQUITY 031100100 1577 49,443 SH DEFINED 6, 7, 8 49443
AMETEK, INC. EQUITY 031100100 1591 49,880 SH DEFINED 1 49,880
AMGEN INC EQUITY 031162100 145 2,575 SH DEFINED 2 2575
AMGEN INC EQUITY 031162100 185 3,270 SH DEFINED 5 3270
AMGEN INC EQUITY 031162100 27034 478,990 SH DEFINED 6, 7, 8 478990
AMGEN INC EQUITY 031162100 14562 258,011 SH DEFINED 2 258011
AMGEN, INC. EQUITY 031162100 41356 732,751 SH DEFINED 1 732,751
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AMLI RESIDENTIAL PPTYS TR EQUITY 001735109 108 4,294 SH DEFINED 6, 7, 8 4294
AMLI RESIDENTIAL PROPERTIES EQUITY 001735109 112 4,456 SH DEFINED 1 4,456
AMLI RESIDNTL PPTYS TR SH BEN EQUITY 001735109 335 13,300 SH Sole 3 13300
AMN HEALTH SERVICES EQUITY 020926101 959 35,000 SH Sole 3 35000
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AMN HEALTHCARE SVCS INC EQUITY 001744101 3836 140,000 SH DEFINED 2 140000
AMPHENOL CORP NEW EQUITY 032095101 804 16,730 SH DEFINED 6, 7, 8 16730
AMPHENOL CORP. CLASS A EQUITY 032095101 831 17,302 SH DEFINED 1 17,302
AMR CORP EQUITY 001765106 11 480 SH DEFINED 5 480
AMR CORP EQUITY 001765106 1447 65,290 SH DEFINED 6, 7, 8 65290
AMR CORP. EQUITY 001765106 1564 70,146 SH DEFINED 1 70,146
AmSouth EQUITY 032165102 567 30,000 SH DEFINED 4 30,000
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AMSOUTH BANCORPORATION EQUITY 032165102 22 1,140 SH DEFINED 5 1140
AMSOUTH BANCORPORATION EQUITY 032165102 2913 154,110 SH DEFINED 6, 7, 8 154110
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AMSURG CORP CL A EQUITY 03232P405 164 6,024 SH DEFINED 1 6,024
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AMTRAN INC EQUITY 03234G106 15 1,012 SH DEFINED 6, 7, 8 1012
AMTRAN, INC. EQUITY 03234G106 15 1,012 SH DEFINED 1 1,012
AMYLIN PHARMACEUTICALS IN EQUITY 032346108 201 22,021 SH DEFINED 6, 7, 8 22021
AMYLIN PHARMACEUTICALS, INC. EQUITY 032346108 155 17,006 SH DEFINED 1 17,006
ANADARKO PETE CORP EQUITY 032511107 44 780 SH DEFINED 5 780
ANADARKO PETE CORP EQUITY 032511107 5981 105,200 SH DEFINED 6, 7, 8 105200
ANADARKO PETROLEUM CORP. EQUITY 032511107 6313 111,053 SH DEFINED 1 111,053
ANADIGICS INC EQUITY 032515108 308 20,199 SH DEFINED 6, 7, 8 20199
ANADIGICS, INC. EQUITY 032515108 141 9,230 SH DEFINED 1 9,230
ANALOG DEVICES INC EQUITY 032654AC9 9,463 10000000 PRN DEFINED 6 10000000
ANALOG DEVICES INC EQUITY 032654105 50 1,130 SH DEFINED 5 1130
ANALOG DEVICES INC EQUITY 032654105 7474 168,370 SH DEFINED 6, 7, 8 168370
ANALOG DEVICES INC EQUITY 032654105 400 9,000 SH DEFINED 2 9000
ANALOG DEVICES, INC. EQUITY 032654105 7859 177,051 SH DEFINED 1 177,051
ANALOGIC CORP EQUITY 032657207 81 2,107 SH DEFINED 6, 7, 8 2107
ANALOGIC CORP. EQUITY 032657207 84 2,193 SH DEFINED 1 2,193
ANAREN MICROWAVE INC EQUITY 032744104 381 21,978 SH DEFINED 6, 7, 8 21978
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ANCHOR BANCORP WIS INC EQUITY 032839102 110 6,195 SH DEFINED 6, 7, 8 6195
ANCHOR BANCORP WISCONSIN, INC. EQUITY 032839102 117 6,594 SH DEFINED 1 6,594
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
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ANCHOR GAMING EQUITY 033037102 282 4,130 SH DEFINED 6, 7, 8 4130
ANDREW CORP EQUITY 034425108 5 250 SH DEFINED 5 250
ANDREW CORP EQUITY 034425108 1313 59,978 SH DEFINED 6, 7, 8 59978
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ANGIOTECH PHARMACEUTICALS INC EQUITY 034918102 2725 48,900 SH DEFINED 2 48900
ANGLO AMERICAN PLC - UNSP ADR EQUITY 03485P102 559 37,000 SH DEFINED 1 37,000
Anheuser Busch CORPBOND 035229AX1 2040 2,000,000 PRN DEFINED 4 2,000,000
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ANHEUSER BUSCH COS INC EQUITY 035229103 17810 393,930 SH DEFINED 6, 7, 8 393930
ANHEUSER BUSCH COS INC EQUITY 035229103 4598 101,700 SH DEFINED 2 101700
ANHEUSER-BUSCH COMPANIES, INC. EQUITY 035229103 37619 832,091 SH DEFINED 1 832,091
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ANIXTER INTL INC EQUITY 035290105 247 8,516 SH DEFINED 6, 7, 8 8516
ANN TAYLOR STORES CORP. EQUITY 036115103 284 8,103 SH DEFINED 1 8,103
ANNALY MTG MGMT INC EQUITY 035710409 3274 204,643 SH DEFINED 1 204,643
ANNALY MTG MGMT INC EQUITY 035710409 302 18,865 SH DEFINED 6, 7, 8 18865
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ANSOFT CORP EQUITY 036384105 28 1,919 SH DEFINED 1 1,919
ANSOFT CORP EQUITY 036384105 26 1,777 SH DEFINED 6, 7, 8 1777
ANSWERTHINK INC EQUITY 036916104 80 12,219 SH DEFINED 1 12,219
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ANSYS INC EQUITY 03662Q105 103 4,185 SH DEFINED 6, 7, 8 4185
ANTHEM INC COM EQUITY 03674B104 9798 197,940 SH Sole 3 162200 35740
ANTHRACITE CAP INC EQUITY 037023108 116 10,562 SH DEFINED 6, 7, 8 10562
ANTHRACITE CAPITAL INC. EQUITY 037023108 8639 786,034 SH DEFINED 1 786,034
ANTIGENICS INC DEL EQUITY 037032109 68 4,159 SH DEFINED 6, 7, 8 4159
ANTIGENICS INC. EQUITY 037032109 73 4,430 SH DEFINED 1 4,430
AOL TIME WARNER EQUITY 00184A105 337 10,512 SH DEFINED 2 10512
AOL Time Warner EQUITY 00184A105 867 27,000 SH DEFINED 4 27,000
AOL TIME WARNER INC EQUITY 00184A105 444 13,830 SH DEFINED 5 13830
AOL TIME WARNER INC EQUITY 00184A105 71347 2,222,644 SH DEFINED 6, 7, 8 2222644
AOL TIME WARNER INC EQUITY 00184A105 23034 717,572 SH DEFINED 2 717572
AOL TIME WARNER INC. EQUITY 00184A105 82667 2,575,286 SH DEFINED 1 2,575,286
AON Capital Trust CORPBOND 037388AE5 7836 8,000,000 PRN DEFINED 4 8,000,000
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AON CORP EQUITY 037389103 4756 133,900 SH DEFINED 6, 7, 8 133900
AON CORP. EQUITY 037389103 10259 288,823 SH DEFINED 1 288,823
APAC CUSTOMER SERVICES IN EQUITY 00185E106 18 6,821 SH DEFINED 6, 7, 8 6821
APAC TELESERVICES, INC. EQUITY 00185E106 18 7,040 SH DEFINED 1 7,040
APACHE CORP EQUITY 037411105 73 1,467 SH DEFINED 2 1467
APACHE CORP EQUITY 037411105 21 429 SH DEFINED 5 429
APACHE CORP EQUITY 037411105 3621 72,600 SH DEFINED 6, 7, 8 72600
APACHE CORP EQUITY 037411105 3753 75,240 SH DEFINED 2 75240
APACHE CORP COM EQUITY 037411105 6897 138,270 SH Sole 3 115060 23210
APACHE CORP. EQUITY 037411105 3119 62,522 SH DEFINED 1 62,522
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
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APHTON CORP. EQUITY 03759P101 66 4,534 SH DEFINED 1 4,534
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APOGENT TECHNOLOGIES EQUITY 03760A101 3339 129,421 SH DEFINED 1 129,421
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APOLLO GROUP INC EQUITY 037604105 6369 141,500 SH DEFINED 6, 7, 8 141500
APOLLO GROUP INC EQUITY 037604105 3250 72,200 SH DEFINED 2 72200
APOLLO GROUP INC CL A EQUITY 037604105 12700 282,160 SH Sole 3 238600 43560
APOLLO GROUP, INC. CLASS A EQUITY 037604105 6419 142,621 SH DEFINED 1 142,621
APPLE COMPUTER INC EQUITY 037833100 24 1,100 SH DEFINED 5 1100
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APPLE COMPUTER, INC. EQUITY 037833100 3734 170,498 SH DEFINED 1 170,498
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APPLEBEES INTL INC EQUITY 037899101 339 9,923 SH DEFINED 6, 7, 8 9923
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APPLERA CORP EQUITY 038020103 3520 89,640 SH DEFINED 6, 7, 8 89640
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APPLICA INC EQUITY 03815A106 50 5,600 SH DEFINED 6, 7, 8 5600
APPLICA INC. EQUITY 03815A106 52 5,749 SH DEFINED 1 5,749
Applied Biosystems EQUITY 038020103 1178 30,000 SH DEFINED 4 30,000
APPLIED INDL TECHNOLOGIES EQUITY 03820C105 105 5,615 SH DEFINED 6, 7, 8 5615
APPLIED INDUSTRIAL TECH., INC. EQUITY 03820C105 110 5,887 SH DEFINED 1 5,887
APPLIED INNOVATION INC EQUITY 037916103 15 2,492 SH DEFINED 6, 7, 8 2492
APPLIED INNOVATION, INC. EQUITY 037916103 15 2,492 SH DEFINED 1 2,492
APPLIED MATERIALS INC EQUITY 038222105 168 4,200 SH DEFINED 2 4200
APPLIED MATERIALS, INC. EQUITY 038222105 27684 690,362 SH DEFINED 1 690,362
APPLIED MATLS INC EQUITY 038222105 102 2,550 SH DEFINED 5 2550
APPLIED MATLS INC EQUITY 038222105 16216 404,380 SH DEFINED 6, 7, 8 404380
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APPLIED MICRO CIRCUITS CORP EQUITY 03822W109 4307 380,500 SH DEFINED 2 380500
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APPLIED MOLECULAR EVOLUTI EQUITY 03823E108 58 4,687 SH DEFINED 6, 7, 8 4687
APPLIED MOLECULAR EVOLUTION EQUITY 03823E108 527 42,811 SH DEFINED 1 42,811
APRIA HEALTHCARE GROUP IN EQUITY 037933108 2777 111,112 SH DEFINED 6, 7, 8 111112
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APTARGROUP INC EQUITY 038336103 591 16,868 SH DEFINED 6, 7, 8 16868
APTARGROUP, INC. EQUITY 038336103 371 10,577 SH DEFINED 1 10,577
AQUILA INC EQUITY 03840J106 5 278 SH DEFINED 1 278
ARAMARK CORP EQUITY 038521100 1076 40,000 SH DEFINED 2 40000
ARBITRON INC EQUITY 03875Q108 320 9,376 SH DEFINED 6, 7, 8 9376
ARBITRON, INC. EQUITY 03875Q108 335 9,805 SH DEFINED 1 9,805
ARCH CHEMICALS INC EQUITY 03937R102 150 6,478 SH DEFINED 6, 7, 8 6478
ARCH CHEMICALS, INC. EQUITY 03937R102 157 6,778 SH DEFINED 1 6,778
ARCH COAL INC EQUITY 039380100 1444 63,600 SH DEFINED 6, 7, 8 63600
ARCH COAL, INC. EQUITY 039380100 1451 63,899 SH DEFINED 1 63,899
ARCHER DANIELS MIDLAND CO EQUITY 039483102 30 2,070 SH DEFINED 5 2070
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
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ARCHER DANIELS MIDLAND CO EQUITY 039483102 5975 416,351 SH DEFINED 6, 7, 8 416351
ARCHER DANIELS MIDLAND CO. EQUITY 039483102 4795 334,118 SH DEFINED 1 334,118
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ARCTIC CAT INC EQUITY 039670104 87 5,116 SH DEFINED 6, 7, 8 5116
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ARDEN GROUP INC EQUITY 039762109 27 443 SH DEFINED 1 443
ARDEN GROUP INC EQUITY 039762109 27 443 SH DEFINED 6, 7, 8 443
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ARGONAUT GROUP INC EQUITY 040157109 136 6,939 SH DEFINED 6, 7, 8 6939
ARGONAUT GROUP, INC. EQUITY 040157109 142 7,274 SH DEFINED 1 7,274
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ARGOSY GAMING CO. EQUITY 040228108 229 7,033 SH DEFINED 1 7,033
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ARIBA INC EQUITY 04033V104 158 25,620 SH DEFINED 6, 7, 8 25620
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ARKANSAS BEST CORP. EQUITY 040790107 171 5,936 SH DEFINED 1 5,936
ARMOR HOLDINGS INC EQUITY 042260109 220 8,143 SH DEFINED 6, 7, 8 8143
ARMOR HOLDINGS, INC. EQUITY 042260109 157 5,827 SH DEFINED 1 5,827
ARMSTRONG HLDGS INC EQUITY 042384107 42 12,228 SH DEFINED 6, 7, 8 12228
ARMSTRONG HOLDINGS, INC. EQUITY 042384107 43 12,756 SH DEFINED 1 12,756
ARQULE INC EQUITY 04269E107 94 5,534 SH DEFINED 6, 7, 8 5534
ARQULE, INC. EQUITY 04269E107 98 5,793 SH DEFINED 1 5,793
ARRAY BIOPHARMA INC EQUITY 04269X105 67 4,526 SH DEFINED 1 4,526
ARRAY BIOPHARMA INC EQUITY 04269X105 4994 336,100 SH Sole 3 336100
ARRAY BIOPHARMA INC EQUITY 04269X105 63 4,263 SH DEFINED 6, 7, 8 4263
ARRIS GROUP INC EQUITY 04269Q100 164 16,840 SH DEFINED 1 16,840
ARRIS GROUP INC EQUITY 04269Q100 155 15,867 SH DEFINED 6, 7, 8 15867
Arrow Electronics CORPBOND 042735AR1 1025 1,000,000 PRN DEFINED 4 1,000,000
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ARROW ELECTRS INC EQUITY 042735100 5318 177,851 SH DEFINED 6, 7, 8 177851
ARROW FINANCIAL CORP EQUITY 042744102 59 2,005 SH DEFINED 1 2,005
ARROW FINL CORP EQUITY 042744102 59 2,006 SH DEFINED 6, 7, 8 2006
ARROW INTERNATIONAL, INC. EQUITY 042764100 151 3,775 SH DEFINED 1 3,775
ARROW INTL INC EQUITY 042764100 142 3,554 SH DEFINED 6, 7, 8 3554
ART TECHNOLOGY GROUP INC EQUITY 04289L107 54 15,568 SH DEFINED 6, 7, 8 15568
ART TECHNOLOGY GROUP, INC. EQUITY 04289L107 56 16,183 SH DEFINED 1 16,183
ARTESYN TECHNOLOGIES INC EQUITY 043127109 98 10,479 SH DEFINED 6, 7, 8 10479
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ARTHROCARE CORP EQUITY 043136100 103 5,755 SH DEFINED 6, 7, 8 5755
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
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ARTHROCARE CORP. EQUITY 043136100 108 6,032 SH DEFINED 1 6,032
Arthur J Gallagher EQUITY 363576109 1725 50,000 SH DEFINED 4 50,000
ARTISAN COMPONENTS INC EQUITY 042923102 60 3,828 SH DEFINED 6, 7, 8 3828
ARTISAN COMPONENTS INC. EQUITY 042923102 65 4,123 SH DEFINED 1 4,123
Arvin Industries Inc. CORPBOND 043339AJ9 2794 3,000,000 PRN DEFINED 4 3,000,000
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ARVINMERITOR, INC EQUITY 043353101 2025 103,108 SH DEFINED 1 103,108
ASCENTIAL SOFTWARE CORP EQUITY 04362P108 1608 397,079 SH DEFINED 6, 7, 8 397079
ASCENTIAL SOFTWARE CORP. EQUITY 04362P108 1624 400,894 SH DEFINED 1 400,894
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ASHLAND INC EQUITY 044204105 8164 177,176 SH DEFINED 6, 7, 8 177176
ASHLAND OIL, INC. EQUITY 044204105 8263 179,319 SH DEFINED 1 179,319
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ASPECT MEDICAL SYSTEMS, INC. EQUITY 045235108 37 3,744 SH DEFINED 1 3,744
ASPEN TECHNOLOGY INC EQUITY 045327103 224 13,360 SH DEFINED 6, 7, 8 13360
ASPEN TECHNOLOGY, INC. EQUITY 045327103 161 9,555 SH DEFINED 1 9,555
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Associates Corp CORPBOND U0460WAB5 1077 1,000,000 PRN DEFINED 4 1,000,000
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ASTEC INDS INC COM EQUITY 046224101 74 5,114 SH DEFINED 1 5,114
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ASTRAZENECA PLC EQUITY 046353108 741 15,900 SH DEFINED 6, 7, 8 15900
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ASTROPOWER INC EQUITY 04644A101 141 3,485 SH DEFINED 6, 7, 8 3485
ASTROPOWER INC COM EQUITY 04644A101 27701 685,160 SH Sole 3 676490 8670
ASYST TECHNOLOGIES, INC. EQUITY 04648X107 137 10,775 SH DEFINED 1 10,775
ASYST TECHNOLOGY CORP EQUITY 04648X107 218 17,072 SH DEFINED 6, 7, 8 17072
AT & T CORP EQUITY 001957109 63 3,467 SH DEFINED 2 3467
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AT & T WIRELESS EQUITY 00209A106 16 1,105 SH DEFINED 2 1105
AT + T CORP EQUITY 001957109 8531 470,300 SH DEFINED 2 470300
AT&T EQUITY 001957109 32739 1,804,800 SH DEFINED 1 1,804,800
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AT&T CORP EQUITY 001957109 30945 1,705,916 SH DEFINED 6, 7, 8 1705916
AT&T LATIN AMERICA-CL A EQUITY 04649A106 91 77,508 SH DEFINED 1 77,508
AT&T WIRELESS (USD) EQUITY 00209A106 17489 1,217,050 SH DEFINED 1 1,217,050
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AT&T WIRELESS SVCS INC EQUITY 00209A106 16613 1,156,077 SH DEFINED 6, 7, 8 1156077
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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
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ATMEL CORP. EQUITY 049513104 4258 577,713 SH DEFINED 1 577,713
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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
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AZTAR CORP. EQUITY 054802103 215 11,775 SH DEFINED 1 11,775
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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
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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
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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
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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
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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
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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
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BRITESMILE INC EQUITY 110415106 20 4,083 SH DEFINED 6, 7, 8 4083
BRITESMILE INC COM EQUITY 110415106 1976 395,200 SH Sole 3 395200
BRITESMILE, INC. EQUITY 110415106 22 4,334 SH DEFINED 1 4,334
BRITISH AMERICAN TOB PLC ADR ADR EQUITY 110448107 168 9,908 SH DEFINED 1 9,908
BRITISH AMERN TOB PLC EQUITY 110448107 168 9,908 SH DEFINED 6, 7, 8 9908
BROADCOM CORP EQUITY 111320107 34 820 SH DEFINED 5 820
BROADCOM CORP EQUITY 111320107 4702 114,730 SH DEFINED 6, 7, 8 114730
BROADCOM CORP EQUITY 111320107 14261 348,000 SH DEFINED 2 348000
BROADCOM CORP. EQUITY 111320107 5096 124,691 SH DEFINED 1 124,691
BROADVISION INC EQUITY 111412102 478 174,500 SH DEFINED 2 174500
BROADVISION INC. EQUITY 111412102 6 2,353 SH DEFINED 1 2,353
BROADWING COMMUNICATIONS INC EQUITY 11161P205 6175 9,500 SH DEFINED 2 9500
BROADWING INC EQUITY 111620100 2524 265,700 SH DEFINED 6, 7, 8 265700
BROADWING INC. EQUITY 111620100 2540 267,366 SH DEFINED 1 267,366
BROCADE COMMUNICATION EQUITY 111621108 358 10,820 SH DEFINED 1 10,820
BROCADE COMMUNICATIONS SY EQUITY 111621108 173 5,220 SH DEFINED 6, 7, 8 5220
BROCADE COMMUNICATIONS SYS INC EQUITY 111621108 15134 456,950 SH DEFINED 2 456950
BROOKLINE BANCORP INC EQUITY 113739106 63 3,816 SH DEFINED 6, 7, 8 3816
BROOKLINE BANCORP, INC. EQUITY 113739106 64 3,916 SH DEFINED 1 3,916
BROOKS AUTOMATION INC EQUITY 11434A100 228 5,617 SH DEFINED 6, 7, 8 5617
BROOKS AUTOMATION, INC. EQUITY 11434A100 241 5,920 SH DEFINED 1 5,920
BROWN & BROWN INC EQUITY 115236101 12246 448,562 SH DEFINED 1 448,562
BROWN & BROWN INC EQUITY 115236101 326 11,948 SH DEFINED 6, 7, 8 11948
BROWN FORMAN CORP EQUITY 115637209 13 210 SH DEFINED 5 210
BROWN FORMAN CORP EQUITY 115637209 1807 28,860 SH DEFINED 6, 7, 8 28860
BROWN FORMAN CORP EQUITY 115637209 4927 78,712 SH DEFINED 2 78712
BROWN SHOE COMANY, INC. EQUITY 115736100 90 5,520 SH DEFINED 1 5,520
BROWN SHOE INC NEW EQUITY 115736100 86 5,300 SH DEFINED 6, 7, 8 5300
BROWN TOM INC EQUITY 115660201 258 9,542 SH DEFINED 6, 7, 8 9542
BROWN, TOM INC. EQUITY 115660201 270 9,979 SH DEFINED 1 9,979
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
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BROWN-FORMAN CORP CLASS B EQUITY 115637209 1925 30,754 SH DEFINED 1 30,754
BRUCKER DALTRONICS INC EQUITY 116795105 226 13,837 SH DEFINED 1 13,837
BRUKER DALTONICS INC EQUITY 116795105 315 19,263 SH DEFINED 6, 7, 8 19263
BRUNSWICK CORP EQUITY 117043109 6 270 SH DEFINED 5 270
BRUNSWICK CORP EQUITY 117043109 806 37,050 SH DEFINED 6, 7, 8 37050
BRUNSWICK CORP. EQUITY 117043109 867 39,850 SH DEFINED 1 39,850
BRUSH ENGINEERED MATERIALS EQUITY 117421107 79 5,529 SH DEFINED 1 5,529
BRUSH ENGINEERED MATLS IN EQUITY 117421107 76 5,344 SH DEFINED 6, 7, 8 5344
BSB BANCORP EQUITY 055652101 67 2,824 SH DEFINED 6, 7, 8 2824
BSB BANCORP, INC. EQUITY 055652101 71 2,981 SH DEFINED 1 2,981
BSQUARE CORP EQUITY 11776U102 18 4,197 SH DEFINED 6, 7, 8 4197
BSQUARE CORP. EQUITY 11776U102 19 4,446 SH DEFINED 1 4,446
BT GROUP PLC EQUITY 05577E101 106 2,879 SH DEFINED 6, 7, 8 2879
BT GROUP PLC-SPON ADR EQUITY 05577E101 106 2,879 SH DEFINED 1 2,879
BUCA INC EQUITY 117769109 57 3,541 SH DEFINED 6, 7, 8 3541
BUCA, INC. EQUITY 117769109 63 3,857 SH DEFINED 1 3,857
BUCKEYE TECHNOLOGIES INC EQUITY 118255108 83 7,175 SH DEFINED 1 7,175
BUCKEYE TECHNOLOGIES INC EQUITY 118255108 79 6,913 SH DEFINED 6, 7, 8 6913
BUCKLE INC EQUITY 118440106 45 1,996 SH DEFINED 6, 7, 8 1996
BUCKLE, INC. EQUITY 118440106 47 2,097 SH DEFINED 1 2,097
BUILDING MATERIAL HOLDING CORP EQUITY 120113105 48 4,418 SH DEFINED 1 4,418
BUILDING MATLS HLDG CORP EQUITY 120113105 45 4,160 SH DEFINED 6, 7, 8 4160
BURLINGTON COAT FACTORY EQUITY 121579106 96 5,732 SH DEFINED 6, 7, 8 5732
BURLINGTON COAT FACTORY WHSE EQUITY 121579106 99 5,913 SH DEFINED 1 5,913
BURLINGTON NORTHERN SANTA FE EQUITY 12189T104 6930 242,905 SH DEFINED 1 242,905
BURLINGTON NORTHN SANTA F EQUITY 12189T104 35 1,210 SH DEFINED 5 1210
BURLINGTON NORTHN SANTA F EQUITY 12189T104 6670 233,800 SH DEFINED 6, 7, 8 233800
BURLINGTON RES INC EQUITY 122014103 24 630 SH DEFINED 5 630
BURLINGTON RES INC EQUITY 122014103 3189 84,940 SH DEFINED 6, 7, 8 84940
BURLINGTON RESOURCES, INC. EQUITY 122014103 3442 91,684 SH DEFINED 1 91,684
BURNHAM PAC PPTYS INC EQUITY 12232C108 30 7,340 SH DEFINED 6, 7, 8 7340
BURNHAM PACIFIC PROPERTIES EQUITY 12232C108 31 7,458 SH DEFINED 1 7,458
BUSH INDS INC EQUITY 123164105 28 2,611 SH DEFINED 6, 7, 8 2611
BUSH INDUSTRIES, INC. EQUITY 123164105 29 2,711 SH DEFINED 1 2,711
BUTLER MANUFACTURING CO. EQUITY 123655102 46 1,643 SH DEFINED 1 1,643
BUTLER MFG CO DEL EQUITY 123655102 46 1,643 SH DEFINED 6, 7, 8 1643
C & D TECHNOLOGIES, INC. EQUITY 124661109 181 7,929 SH DEFINED 1 7,929
C COR NET CORP EQUITY 125010108 149 10,246 SH DEFINED 6, 7, 8 10246
C D I CORP EQUITY 125071100 71 3,730 SH DEFINED 6, 7, 8 3730
C H ROBINSON WORLDWIDE IN EQUITY 12541W100 2970 102,700 SH DEFINED 6, 7, 8 102700
C&D TECHNOLOGIES INC EQUITY 124661109 173 7,585 SH DEFINED 6, 7, 8 7585
C. H. ROBINSON WORLDWIDE, INC. EQUITY 12541W100 2994 103,558 SH DEFINED 1 103,558
C. R. BARD, INC. EQUITY 067383109 1497 23,204 SH DEFINED 1 23,204
CABLE & WIRELESS PLC ADR EQUITY 126830207 11 720 SH DEFINED 2 720
CABLE DESIGN TECHNOLOGIES CORPCOM 126924109 193 14,077 SH DEFINED 6, 7, 8 14077
CABLE DESIGN TECHNOLOGIES CORP EQUITY 126924109 202 14,744 SH DEFINED 1 14,744
CABLEVISION SYS CORP EQUITY 12686C844 10 421 SH DEFINED 1 421
CABLEVISION SYS CORP EQUITY 12686C109 1312 27,650 SH DEFINED 6, 7, 8 27650
CABLEVISION SYS CORP EQUITY 12686C844 193 7,800 SH DEFINED 6, 7, 8 7800
CABOT CORP EQUITY 127055101 2717 76,100 SH DEFINED 6, 7, 8 76100
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
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CABOT CORP. EQUITY 127055101 2738 76,687 SH DEFINED 1 76,687
CABOT MICROELECTRONICS CO EQUITY 12709P103 2322 29,300 SH DEFINED 6, 7, 8 29300
CABOT MICROELECTRONICS CORP EQUITY 12709P103 2348 29,630 SH DEFINED 1 29,630
CABOT OIL & GAS CORP EQUITY 127097103 203 8,459 SH DEFINED 6, 7, 8 8459
CABOT OIL & GAS CORP., CLASS A EQUITY 127097103 216 8,963 SH DEFINED 1 8,963
CACHEFLOW INC EQUITY 126946102 18 6,741 SH DEFINED 1 6,741
CACHEFLOW INC EQUITY 126946102 17 6,329 SH DEFINED 6, 7, 8 6329
CACI INTERNATIONAL EQUITY 127190304 238 6,034 SH DEFINED 1 6,034
CACI INTL INC EQUITY 127190304 228 5,764 SH DEFINED 6, 7, 8 5764
CADBURY SCHWEPPES PLC EQUITY 127209302 202 7,858 SH DEFINED 6, 7, 8 7858
CADBURY SCHWEPPES PLC-ADR EQUITY 127209302 202 7,858 SH DEFINED 1 7,858
CADENCE DESIGN SYS INC COM EQUITY 127387108 9689 442,000 SH Sole 3 373900 68100
CADENCE DESIGN SYSTEM INC EQUITY 127387108 8086 368,900 SH DEFINED 6, 7, 8 368900
CADENCE DESIGN SYSTEMS, INC. EQUITY 127387108 7480 341,255 SH DEFINED 1 341,255
CADIZ INC EQUITY 127537108 78 9,724 SH DEFINED 6, 7, 8 9724
CADIZ INC. EQUITY 127537108 82 10,280 SH DEFINED 1 10,280
CAKTRONICS INC EQUITY 234264109 36 4,202 SH DEFINED 1 4,202
CAL DIVE INTERNATIONAL, INC. EQUITY 127914109 243 9,828 SH DEFINED 1 9,828
CAL DIVE INTL INC EQUITY 127914109 231 9,351 SH DEFINED 6, 7, 8 9351
CALGON CARBON CORP EQUITY 129603106 89 10,670 SH DEFINED 6, 7, 8 10670
CALGON CARBON CORP. EQUITY 129603106 92 10,993 SH DEFINED 1 10,993
CALIFORNIA PIZZA KITCHEN EQUITY 13054D109 106 4,292 SH DEFINED 6, 7, 8 4292
CALIFORNIA PIZZA KITCHEN INC EQUITY 13054D109 114 4,615 SH DEFINED 1 4,615
CALIFORNIA WATER SERVICE GROUP EQUITY 130788102 121 4,694 SH DEFINED 1 4,694
CALIFORNIA WTR SVC GROUP EQUITY 130788102 116 4,524 SH DEFINED 6, 7, 8 4524
CALIPER TECHNOLOGIES CORP EQUITY 130876105 102 6,506 SH DEFINED 1 6,506
CALIPER TECHNOLOGIES CORP EQUITY 130876105 96 6,120 SH DEFINED 6, 7, 8 6120
CALLAWAY GOLF CO EQUITY 131193104 1812 94,600 SH DEFINED 6, 7, 8 94600
CALLAWAY GOLF CO. EQUITY 131193104 1826 95,349 SH DEFINED 1 95,349
CALLON PETE CO DEL EQUITY 13123X102 23 3,421 SH DEFINED 6, 7, 8 3421
CALLON PETROLEUM CO. EQUITY 13123X102 26 3,809 SH DEFINED 1 3,809
CALPINE CORP EQUITY 131347106 16 950 SH DEFINED 5 950
CALPINE CORP EQUITY 131347106 2168 129,140 SH DEFINED 6, 7, 8 129140
CALPINE CORP. EQUITY 131347106 16304 971,055 SH DEFINED 1 971,055
CAMBREX CORP EQUITY 132011107 288 6,610 SH DEFINED 6, 7, 8 6610
CAMBREX CORP. EQUITY 132011107 300 6,887 SH DEFINED 1 6,887
CAMDEN POPERTY TRUST EQUITY 133131102 443 12,072 SH DEFINED 1 12,072
CAMDEN PPTY TR EQUITY 133131102 423 11,514 SH DEFINED 6, 7, 8 11514
CAMDEN PPTY TR SH BEN INT EQUITY 133131102 22446 611,600 SH Sole 3 535100 76500
CAMINUS CORP EQUITY 133766105 63 2,757 SH DEFINED 6, 7, 8 2757
CAMINUS CORP COM EQUITY 133766105 10564 459,300 SH Sole 3 459300
CAMINUS CORP. EQUITY 133766105 66 2,873 SH DEFINED 1 2,873
CAMPBELL SOUP CO EQUITY 134429109 38 1,280 SH DEFINED 5 1280
CAMPBELL SOUP CO EQUITY 134429109 6859 229,630 SH DEFINED 6, 7, 8 229630
CAMPBELL SOUP CO. EQUITY 134429109 7153 239,464 SH DEFINED 1 239,464
CANADIAN NATL RY CO EQUITY 136375102 927 19,200 SH DEFINED 6, 7, 8 19200
CANON INC EQUITY 138006309 351 10,000 SH DEFINED 6, 7, 8 10000
CANON INC - ADR EQUITY 138006309 351 10,000 SH DEFINED 1 10,000
CAPITAL AUTOMOTIVE REIT EQUITY 139733109 125 6,281 SH DEFINED 1 6,281
CAPITAL AUTOMOTIVE REIT EQUITY 139733109 118 5,954 SH DEFINED 6, 7, 8 5954
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
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CAPITAL CITY BANK GROUP, INC. EQUITY 139674105 55 2,290 SH DEFINED 1 2,290
CAPITAL CITY BK GROUP INC EQUITY 139674105 52 2,132 SH DEFINED 6, 7, 8 2132
CAPITAL ONE FINANCIAL CORP. EQUITY 14040H105 20416 378,425 SH DEFINED 1 378,425
CAPITAL ONE FINL CORP EQUITY 14040H105 36 670 SH DEFINED 5 670
CAPITAL ONE FINL CORP EQUITY 14040H105 4902 90,870 SH DEFINED 6, 7, 8 90870
CAPITAL ONE FINL CORP COM EQUITY 14040H105 13415 248,660 SH Sole 3 213000 35660
CAPITOL FED FINL EQUITY 14057C106 190 9,100 SH DEFINED 6, 7, 8 9100
CAPITOL FEDERAL FINANCIAL EQUITY 14057C106 197 9,447 SH DEFINED 1 9,447
CAPITOL TRANSAMERICA CORP EQUITY 140640103 48 2,937 SH DEFINED 6, 7, 8 2937
CAPITOL TRANSAMERICA CORP. EQUITY 140640103 48 2,937 SH DEFINED 1 2,937
CAPSTEAD MORTGAGE CORP. EQUITY 14067E506 70 2,997 SH DEFINED 1 2,997
CAPSTEAD MTG CORP EQUITY 14067E506 66 2,812 SH DEFINED 6, 7, 8 2812
CAPSTONE TURBINE COR EQUITY 14067D102 3 603 SH DEFINED 1 603
CAPSTONE TURBINE CORP EQUITY 14067D102 115 21,320 SH DEFINED 6, 7, 8 21320
CARAUSTAR INDS INC EQUITY 140909102 58 8,331 SH DEFINED 6, 7, 8 8331
CARAUSTAR INDUSTRIES, INC. EQUITY 140909102 61 8,784 SH DEFINED 1 8,784
CARBO CERAMICS INC EQUITY 140781105 85 2,160 SH DEFINED 1 2,160
CARBO CERAMICS INC EQUITY 140781105 80 2,050 SH DEFINED 6, 7, 8 2050
CARDINAL HEALTH INC EQUITY 14149Y108 13110 202,757 SH DEFINED 1 202,757
CARDINAL HEALTH INC EQUITY 14149Y108 91 1,410 SH DEFINED 5 1410
CARDINAL HEALTH INC EQUITY 14149Y108 12327 190,650 SH DEFINED 6, 7, 8 190650
CARDIODYNAMICS INTERNATIONAL EQUITY 141597104 57 8,682 SH DEFINED 1 8,682
CARDIODYNAMICS INTL CORP EQUITY 141597104 55 8,355 SH DEFINED 6, 7, 8 8355
CARECENTRIC INC. EQUITY 14166Y106 650 SH DEFINED 1 650
CAREER ED CORP EQUITY 141665109 4460 130,100 SH DEFINED 2 130100
CAREER EDUCATION CORP EQUITY 141665109 431 12,578 SH DEFINED 1 12,578
CAREER EDUCATION CORP EQUITY 141665109 409 11,932 SH DEFINED 6, 7, 8 11932
CAREMARK RX INC EQUITY 141705103 6704 411,053 SH DEFINED 1 411,053
CAREMARK RX INC EQUITY 141705103 2950 180,900 SH DEFINED 2 180900
CARLISLE COS INC EQUITY 142339100 1712 46,290 SH DEFINED 6, 7, 8 46290
CARLISLE COS INC. EQUITY 142339100 1726 46,686 SH DEFINED 1 46,686
CARNIVAL CORP EQUITY 143658102 51 1,830 SH DEFINED 5 1830
CARNIVAL CORP EQUITY 143658102 8687 309,360 SH DEFINED 6, 7, 8 309360
CARNIVAL CORP. CLASS A EQUITY 143658102 9074 323,161 SH DEFINED 1 323,161
CARPENTER TECHNOLOGY CORP EQUITY 144285103 885 33,237 SH DEFINED 6, 7, 8 33237
CARPENTER TECHNOLOGY CORP. EQUITY 144285103 892 33,516 SH DEFINED 1 33,516
CARRAMERICA REALTY C EQUITY 144418100 15 484 SH DEFINED 1 484
CARRAMERICA REALTY CORPORATION EQUITY 144418100 20068 666,700 SH Sole 3 568700 98000
CARREKER CORP EQUITY 144433109 30 5,073 SH DEFINED 1 5,073
CARREKER CORP EQUITY 144433109 29 4,842 SH DEFINED 6, 7, 8 4842
CARRIER ACCESS CORP EQUITY 144460102 9 3,066 SH DEFINED 6, 7, 8 3066
CARRIER ACCESS CORP. EQUITY 144460102 9 3,167 SH DEFINED 1 3,167
CASCADE NAT GAS CORP EQUITY 147339105 78 3,552 SH DEFINED 6, 7, 8 3552
CASCADE NAT GAS CORP COM EQUITY 147339105 82 3,711 SH DEFINED 1 3,711
CASELLA WASTE SYS INC EQUITY 147448104 85 5,757 SH DEFINED 6, 7, 8 5757
CASELLA WASTE SYSTEMS, INC. EQUITY 147448104 89 6,039 SH DEFINED 1 6,039
CASEYS GEN STORES INC EQUITY 147528103 189 12,704 SH DEFINED 6, 7, 8 12704
CASEYS GENERAL STORES, INC. EQUITY 147528103 198 13,268 SH DEFINED 1 13,268
CASH AMER INTL INC EQUITY 14754D100 61 7,147 SH DEFINED 6, 7, 8 7147
CASH AMERICA INTERNATIONAL EQUITY 14754D100 63 7,389 SH DEFINED 1 7,389
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
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CASTLE A M & CO EQUITY 148411101 17 2,063 SH DEFINED 6, 7, 8 2063
CASTLE A. M. & CO. EQUITY 148411101 17 2,063 SH DEFINED 1 2,063
CATALINA MARKETING CORP EQUITY 148867104 2596 74,805 SH DEFINED 6, 7, 8 74805
CATALINA MARKETING CORP. EQUITY 148867104 2340 67,423 SH DEFINED 1 67,423
CATALYTICA ENERGY SYS INC EQUITY 148884109 24 5,222 SH DEFINED 6, 7, 8 5222
CATALYTICA ENERGY SYSTEMS EQUITY 148884109 25 5,428 SH DEFINED 1 5,428
CATAPULT COMM CORP EQUITY 149016107 35 1,340 SH DEFINED 1 1,340
CATAPULT COMMUNICATIONS C EQUITY 149016107 35 1,340 SH DEFINED 6, 7, 8 1340
CATELLUS DEVELOPMENT EQUITY 149111106 14 748 SH DEFINED 1 748
CATELLUS DEVELOPMENT CORP EQUITY 149111106 7908 429,800 SH Sole 3 360700 69100
Caterpillar EQUITY 149123101 784 15,000 SH DEFINED 4 15,000
CATERPILLAR INC EQUITY 149123101 5917 113,237 SH DEFINED 2 113237
CATERPILLAR INC DEL EQUITY 149123101 56 1,070 SH DEFINED 5 1070
CATERPILLAR INC DEL EQUITY 149123101 7582 145,110 SH DEFINED 6, 7, 8 145110
CATERPILLAR, INC. EQUITY 149123101 8004 153,186 SH DEFINED 1 153,186
CATHAY BANCORP INC EQUITY 149150104 156 2,434 SH DEFINED 6, 7, 8 2434
CATHAY BANCORP INC. EQUITY 149150104 164 2,555 SH DEFINED 1 2,555
CATO CORP NEW EQUITY 149205106 77 4,050 SH DEFINED 6, 7, 8 4050
CATO CORP. CLASS A EQUITY 149205106 81 4,284 SH DEFINED 1 4,284
CBL & ASSOC PPTYS INC EQUITY 124830100 516 16,388 SH DEFINED 6, 7, 8 16388
CBL & ASSOC PPTYS INC COM EQUITY 124830100 15665 497,300 SH Sole 3 422800 74500
CBL & ASSOCIATES PROPERTIES EQUITY 124830100 216 6,857 SH DEFINED 1 6,857
CBRL GROUP INC EQUITY 12489V106 2490 84,594 SH DEFINED 6, 7, 8 84594
CBRL GROUP, INC. EQUITY 12489V106 2514 85,395 SH DEFINED 1 85,395
CCBT FINANCIAL COMPANIES INC EQUITY 12500Q102 63 2,659 SH DEFINED 1 2,659
CCBT FINL COS INC EQUITY 12500Q102 60 2,534 SH DEFINED 6, 7, 8 2534
CCC INFORMATION SERVICES EQUITY 12487Q109 761 123,062 SH DEFINED 1 123,062
CCC INFORMATION SVCS GROU EQUITY 12487Q109 18 2,862 SH DEFINED 6, 7, 8 2862
C-COR ELECTRONICS, INC. EQUITY 125010108 156 10,704 SH DEFINED 1 10,704
CDI CORP. EQUITY 125071100 73 3,839 SH DEFINED 1 3,839
CDW COMPUTER CENTERS, INC. EQUITY 125129106 5902 109,882 SH DEFINED 1 109,882
CDW COMPUTER CTRS INC EQUITY 125129106 5870 109,290 SH DEFINED 6, 7, 8 109290
CEC ENTERTAINMENT, INC. EQUITY 125137109 365 8,408 SH DEFINED 1 8,408
CEC ENTMT INC EQUITY 125137109 492 11,333 SH DEFINED 6, 7, 8 11333
CELERA GENOMICS GROU EQUITY 038020202 14 510 SH DEFINED 1 510
CELERITEK INC EQUITY 150926103 49 3,650 SH DEFINED 6, 7, 8 3650
CELERITEK, INC. EQUITY 150926103 52 3,853 SH DEFINED 1 3,853
CELGENE CORP EQUITY 151020104 34 1,070 SH DEFINED 1 1,070
CELGENE CORP EQUITY 151020104 8816 276,200 SH DEFINED 2 276200
CELL GENESYS INC EQUITY 150921104 258 11,098 SH DEFINED 6, 7, 8 11098
CELL GENESYS, INC. EQUITY 150921104 268 11,542 SH DEFINED 1 11,542
CELL PATHWAYS INC NEW EQUITY 15114R101 54 7,766 SH DEFINED 6, 7, 8 7766
CELL PATHWAYS, INC EQUITY 15114R101 56 7,983 SH DEFINED 1 7,983
CELL THERAPEUTICS INC EQUITY 150934107 234 9,681 SH DEFINED 6, 7, 8 9681
CELL THERAPEUTICS INC EQUITY 150934107 3621 150,000 SH DEFINED 2 150000
CELL THERAPEUTICS, INC. EQUITY 150934107 246 10,187 SH DEFINED 1 10,187
CENDANT CORP EQUITY 151313103 60 3,070 SH DEFINED 5 3070
CENDANT CORP EQUITY 151313103 9846 502,090 SH DEFINED 6, 7, 8 502090
CENDANT CORP EQUITY 151313103 7065 360,300 SH DEFINED 2 360300
CENDANT CORP. EQUITY 151313103 10299 525,193 SH DEFINED 1 525,193
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
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CENTENE CORP DEL EQUITY 15135B101 3732 170,000 SH DEFINED 2 170000
CENTENE CORP. EQUITY 15135B101 1912 87,100 SH Sole 3 87100
CENTENNIAL BANCORP EQUITY 15133T104 48 6,472 SH DEFINED 1 6,472
CENTENNIAL BANCORP EQUITY 15133T104 45 6,089 SH DEFINED 6, 7, 8 6089
CENTENNIAL CELLULAR CORP. EQUITY 15133V208 26 2,528 SH DEFINED 1 2,528
CENTENNIAL COMMUNCTNS COR EQUITY 15133V208 24 2,341 SH DEFINED 6, 7, 8 2341
CENTERPOINT PPTYS TR EQUITY 151895109 323 6,490 SH DEFINED 6, 7, 8 6490
CENTERPOINT PPTYS TRUST EQUITY 151895109 7475 150,100 SH Sole 3 128000 22100
CENTERPOINT PROPERTIES CORP. EQUITY 151895109 339 6,814 SH DEFINED 1 6,814
CENTEX CONSTRUCTION PRODU EQUITY 15231R109 67 2,101 SH DEFINED 6, 7, 8 2101
CENTEX CONSTRUCTION PRODUCTION EQUITY 15231R109 71 2,215 SH DEFINED 1 2,215
CENTEX CORP EQUITY 152312104 11 190 SH DEFINED 5 190
CENTEX CORP EQUITY 152312104 2209 38,690 SH DEFINED 6, 7, 8 38690
CENTEX CORP COM EQUITY 152312104 46032 806,300 SH Sole 3 771400 34900
CENTEX CORP. EQUITY 152312104 2317 40,593 SH DEFINED 1 40,593
CENTILLIUM COMMUNICATIONS EQUITY 152319109 60 7,661 SH DEFINED 1 7,661
CENTILLIUM COMMUNICATIONS EQUITY 152319109 159 20,196 SH DEFINED 6, 7, 8 20196
CENTRA SOFTWARE INC EQUITY 15234X103 52 6,461 SH DEFINED 1 6,461
CENTRA SOFTWARE INC EQUITY 15234X103 49 6,171 SH DEFINED 6, 7, 8 6171
CENTRAL COAST BANCORP EQUITY 153145107 37 1,669 SH DEFINED 1 1,669
CENTRAL COAST BANCORP EQUITY 153145107 37 1,669 SH DEFINED 6, 7, 8 1669
CENTRAL PARKING CORP. EQUITY 154785109 111 5,661 SH DEFINED 1 5,661
CENTRAL PKG CORP EQUITY 154785109 107 5,447 SH DEFINED 6, 7, 8 5447
CENTRAL VT PUB SVC CORP EQUITY 155771108 62 3,709 SH DEFINED 6, 7, 8 3709
CENTRAL VT PUB SVC CORP COM EQUITY 155771108 66 3,977 SH DEFINED 1 3,977
CENTURY ALUM CO EQUITY 156431108 49 3,647 SH DEFINED 6, 7, 8 3647
CENTURY ALUMINUM CO. EQUITY 156431108 53 3,956 SH DEFINED 1 3,956
CENTURY BUSINESS SERVICES EQUITY 156490104 60 26,080 SH DEFINED 1 26,080
CENTURY BUSINESS SVCS INC EQUITY 156490104 57 24,969 SH DEFINED 6, 7, 8 24969
CENTURYTEL INC EQUITY 156700106 14 440 SH DEFINED 5 440
CENTURYTEL INC EQUITY 156700106 1957 59,660 SH DEFINED 6, 7, 8 59660
CENTURYTEL, INC. EQUITY 156700106 2103 64,120 SH DEFINED 1 64,120
CEPHALON INC EQUITY 156708109 123 1,621 SH DEFINED 1 1,621
CEPHALON INC EQUITY 156708109 79 1,040 SH DEFINED 6, 7, 8 1040
CEPHALON INC EQUITY 156708109 23258 307,700 SH DEFINED 2 307700
CERIDIAN CORP EQUITY 156779100 3872 206,532 SH DEFINED 1 206,532
CERIDIAN CORP NEW EQUITY 156779100 3853 205,470 SH DEFINED 6, 7, 8 205470
CERNER CORP EQUITY 156782104 17 349 SH DEFINED 1 349
CERNER CORP EQUITY 156782104 3500 701,100 SH DEFINED 2 701100
CERTEGY INC EQUITY 156880106 2887 84,376 SH DEFINED 1 84,376
CERTEGY INC EQUITY 156880106 2857 83,500 SH DEFINED 6, 7, 8 83500
CERTEGY INC COM EQUITY 156880106 55460 1,620,703 SH Sole 3 1565863 54840
CERUS CORP EQUITY 157085101 150 3,271 SH DEFINED 6, 7, 8 3271
CERUS CORP. EQUITY 157085101 158 3,463 SH DEFINED 1 3,463
CFS BANCORP INC EQUITY 12525D102 74 5,172 SH DEFINED 6, 7, 8 5172
CFS BANCORP, INC. EQUITY 12525D102 79 5,511 SH DEFINED 1 5,511
CH ENERGY GROUP INC EQUITY 12541M102 232 5,340 SH DEFINED 6, 7, 8 5340
CH ENERGY GROUP INC. EQUITY 12541M102 242 5,564 SH DEFINED 1 5,564
CHAMPION ENTERPRISES INC EQUITY 158496109 190 15,414 SH DEFINED 6, 7, 8 15414
CHAMPION ENTERPRISES INC EQUITY 158496109 648 52,600 SH DEFINED 2 52600
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
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CHAMPION ENTERPRISES, INC. EQUITY 158496109 197 16,028 SH DEFINED 1 16,028
Champion International CORPBOND 158525AV7 4724 5,000,000 PRN DEFINED 4 5,000,000
CHAMPIONSHIP AUTO RACING EQUITY 158711101 64 3,964 SH DEFINED 6, 7, 8 3964
CHAMPIONSHIP AUTO RACING TEAMS EQUITY 158711101 68 4,207 SH DEFINED 1 4,207
CHARLES RIV LABORATORIES INTL EQUITY 159864107 6097 182,100 SH DEFINED 2 182100
CHARLES RIV LABS INTL INC EQUITY 159864107 884 26,402 SH DEFINED 6, 7, 8 26402
CHARLES RIVER LABORATORIES EQUITY 159864107 424 12,670 SH DEFINED 1 12,670
CHARLES SCHWAB CORP. EQUITY 808513105 9447 610,673 SH DEFINED 1 610,673
CHARLOTTE RUSSE HLDG INC EQUITY 161048103 111 5,962 SH DEFINED 6, 7, 8 5962
CHARLOTTE RUSSE HOLDING INC EQUITY 161048103 115 6,178 SH DEFINED 1 6,178
CHARMING SHOPPES INC EQUITY 161133103 166 31,182 SH DEFINED 6, 7, 8 31182
CHARMING SHOPPES, INC. EQUITY 161133103 172 32,451 SH DEFINED 1 32,451
CHARTER COMMUNICATIONS IN EQUITY 16117M107 113 6,850 SH DEFINED 6, 7, 8 6850
CHARTER COMMUNICATIONS INC CLASS A EQUITY 16117M107 128 7,795 SH DEFINED 1 7,795
CHARTER COMMUNICATIONS INC DEL EQUITY 16117M107 2506 152,500 SH DEFINED 2 152500
CHARTER MUN MTG ACCEP CO EQUITY 160908109 162 9,988 SH DEFINED 6, 7, 8 9988
CHARTER MUNICIPAL MORTGAGE ACC EQUITY 160908109 170 10,478 SH DEFINED 1 10,478
CHARTER ONE FINANCIAL INC. EQUITY 160903100 2772 102,110 SH DEFINED 1 102,110
CHARTER ONE FIN'L EQUITY 160903100 39546 1,456,573 SH Sole 3 1357174 99399
CHARTER ONE FINL INC EQUITY 160903100 19 700 SH DEFINED 5 700
CHARTER ONE FINL INC EQUITY 160903100 2581 95,071 SH DEFINED 6, 7, 8 95071
CHATEAU CMNTYS INC EQUITY 161726104 184 6,168 SH DEFINED 6, 7, 8 6168
CHATEAU COMMUNITIES INC COM EQUITY 161726104 3785 126,600 SH Sole 3 126600
CHATEAU COMMUNITIES, INC. EQUITY 161726104 193 6,459 SH DEFINED 1 6,459
CHECK POINT SOFTWARE EQUITY M22465104 12900 323,400 SH DEFINED 2 323400
CHECK POINT SOFTWARE ORD EQUITY M22465104 12238 306,800 SH Sole 3 264200 42600
CHECK POINT SOFTWARE TECH EQUITY M22465104 476 11,945 SH DEFINED 1 11,945
CHECK POINT SOFTWARE TECH EQUITY M22465104 213 5,330 SH DEFINED 6, 7, 8 5330
CHECKFREE CORP COM EQUITY 162813109 13922 773,444 SH Sole 3 758044 15400
CHECKFREE CORP NEW EQUITY 162813109 1688 93,800 SH DEFINED 6, 7, 8 93800
CHECKFREE HOLDINGS CORP. EQUITY 162813109 1701 94,508 SH DEFINED 1 94,508
CHECKPOINT SYS INC EQUITY 162825103 126 9,409 SH DEFINED 6, 7, 8 9409
CHECKPOINT SYSTEMS, INC. EQUITY 162825103 132 9,827 SH DEFINED 1 9,827
CHEESECAKE FACTORY EQUITY 163072101 398 11,435 SH DEFINED 1 11,435
CHEESECAKE FACTORY INC EQUITY 163072101 380 10,919 SH DEFINED 6, 7, 8 10919
CHEESECAKE FACTORY INC COM EQUITY 163072101 29530 849,283 SH Sole 3 834034 15249
CHELSEA PPTY GROUP INC EQUITY 163421100 203 4,126 SH DEFINED 6, 7, 8 4126
CHELSEA PPTY GROUP INC COM EQUITY 163421100 4345 88,500 SH Sole 3 75700 12800
CHELSEA PROPERTY GROUP INC. EQUITY 163421100 214 4,356 SH DEFINED 1 4,356
CHEMED CORP EQUITY 163596109 96 2,840 SH DEFINED 6, 7, 8 2840
CHEMED CORP. EQUITY 163596109 100 2,948 SH DEFINED 1 2,948
CHEMFIRST INC EQUITY 16361A106 83 3,480 SH DEFINED 6, 7, 8 3480
CHEMFIRST, INC. EQUITY 16361A106 87 3,639 SH DEFINED 1 3,639
CHEMICAL FINANCIAL CORP. EQUITY 163731102 227 7,518 SH DEFINED 1 7,518
CHEMICAL FINL CORP EQUITY 163731102 218 7,230 SH DEFINED 6, 7, 8 7230
CHESAPEAKE CORP EQUITY 165159104 135 4,866 SH DEFINED 6, 7, 8 4866
CHESAPEAKE CORP. EQUITY 165159104 143 5,127 SH DEFINED 1 5,127
CHESAPEAKE ENERGY CORP EQUITY 165167107 417 63,133 SH DEFINED 6, 7, 8 63133
CHESAPEAKE ENERGY CORP. EQUITY 165167107 280 42,315 SH DEFINED 1 42,315
CHEVRONTEXACO CORP EQUITY 166764100 42673 476,203 SH DEFINED 1 476,203
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
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ChevronTexaco Corp EQUITY 166764100 2549 28,450 SH DEFINED 4 28,450
CHEVRONTEXACO CORP EQUITY 166764100 298 3,331 SH DEFINED 5 3331
CHEVRONTEXACO CORP EQUITY 166764100 40422 451,091 SH DEFINED 6, 7, 8 451091
CHEVRONTEXACO CORP EQUITY 166764100 23030 257,000 SH DEFINED 2 257000
CHEVRONTEXACO CORPORATION EQUITY 166764100 178 1,987 SH DEFINED 2 1987
CHICOS FAS INC EQUITY 168615102 253 6,373 SH DEFINED 6, 7, 8 6373
CHICOS'S FAS INC. EQUITY 168615102 266 6,701 SH DEFINED 1 6,701
CHILDRENS PL RETAIL STORE EQUITY 168905107 83 3,051 SH DEFINED 6, 7, 8 3051
CHILDREN'S PLACE, INC. EQUITY 168905107 89 3,270 SH DEFINED 1 3,270
CHILES OFFSHORE INC EQUITY 16888M104 53 2,651 SH DEFINED 1 2,651
CHILES OFFSHORE INC EQUITY 16888M104 49 2,449 SH DEFINED 6, 7, 8 2449
CHINA MOBILE HK LTD - SPON ADR EQUITY 16941M109 2028 116,000 SH DEFINED 1 116,000
CHIPPAC INC EQUITY 169657103 73 9,860 SH DEFINED 1 9,860
CHIPPAC INC EQUITY 169657103 68 9,197 SH DEFINED 6, 7, 8 9197
CHIRON CORP EQUITY 170040109 26 590 SH DEFINED 5 590
CHIRON CORP EQUITY 170040109 3768 85,940 SH DEFINED 6, 7, 8 85940
CHIRON CORP. EQUITY 170040109 4015 91,594 SH DEFINED 1 91,594
CHITTENDEN CORP EQUITY 170228100 253 9,172 SH DEFINED 6, 7, 8 9172
CHITTENDEN CORP. EQUITY 170228100 264 9,563 SH DEFINED 1 9,563
CHOICE HOTELS INTL INC EQUITY 169905106 228 10,289 SH DEFINED 6, 7, 8 10289
CHOICE HOTELS INTL INC. EQUITY 169905106 238 10,734 SH DEFINED 1 10,734
CHOICE ONE COMMUNICATION EQUITY 17038P104 11 3,167 SH DEFINED 6, 7, 8 3167
CHOICE ONE COMMUNICATIONS INC. EQUITY 17038P104 11 3,258 SH DEFINED 1 3,258
CHOICEPOINT INC EQUITY 170388102 3868 76,300 SH DEFINED 6, 7, 8 76300
CHOICEPOINT INC COM EQUITY 170388102 18262 360,275 SH Sole 3 354175 6100
CHOICEPOINT INC. EQUITY 170388102 3908 77,103 SH DEFINED 1 77,103
CHOLESTECH CORP EQUITY 170393102 7331 476,000 SH DEFINED 2 476000
CHORDIANT SOFTWARE INC EQUITY 170404107 68 8,584 SH DEFINED 1 8,584
CHORDIANT SOFTWARE INC EQUITY 170404107 65 8,265 SH DEFINED 6, 7, 8 8265
CHRISTOPHER & BANKS CORP EQUITY 171046105 216 6,320 SH DEFINED 6, 7, 8 6320
CHRISTOPHER & BANKS CORPORATIO EQUITY 171046105 229 6,698 SH DEFINED 1 6,698
CHRYSLER CORP CORPBOND 171196AP3 4776 5,000,000 PRN DEFINED 2 5000000
CHUBB CORP EQUITY 171232101 37 530 SH DEFINED 5 530
CHUBB CORP EQUITY 171232101 7317 106,041 SH DEFINED 6, 7, 8 106041
CHUBB CORP. EQUITY 171232101 9119 132,153 SH DEFINED 1 132,153
CHURCH & DWIGHT CO., INC. EQUITY 171340102 1572 59,033 SH DEFINED 1 59,033
CHURCH & DWIGHT INC EQUITY 171340102 1560 58,572 SH DEFINED 6, 7, 8 58572
CHURCHILL DOWNS INC EQUITY 171484108 32 873 SH DEFINED 6, 7, 8 873
CHURCHILL DOWNS, INC. EQUITY 171484108 35 959 SH DEFINED 1 959
CIA PARANAENSE ENER-SP ADR EQUITY 20441B407 384 48,900 SH DEFINED 1 48,900
CIA TELECOM CHILE-SPONS ADR EQUITY 204449300 762 56,600 SH DEFINED 1 56,600
CIA VALE DO RIO DOCE - SP ADR EQUITY 204412100 283 12,000 SH DEFINED 1 12,000
CIBER INC EQUITY 17163B102 146 15,418 SH DEFINED 6, 7, 8 15418
CIBER, INC. EQUITY 17163B102 153 16,147 SH DEFINED 1 16,147
CIENA CORP EQUITY 171779101 15 1,020 SH DEFINED 5 1020
CIENA CORP EQUITY 171779101 2104 147,060 SH DEFINED 6, 7, 8 147060
CIENA CORP. EQUITY 171779101 2214 154,751 SH DEFINED 1 154,751
CIGNA CORP EQUITY 125509109 42 450 SH DEFINED 5 450
CIGNA CORP EQUITY 125509109 12707 137,152 SH DEFINED 6, 7, 8 137152
CIGNA CORP. EQUITY 125509109 11521 124,354 SH DEFINED 1 124,354
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
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CIMA LABS EQUITY 171796105 160 4,429 SH DEFINED 1 4,429
CIMA LABS INC EQUITY 171796105 153 4,224 SH DEFINED 6, 7, 8 4224
CINCINNATI FINANCIAL CORP. EQUITY 172062101 2791 73,167 SH DEFINED 1 73,167
CINCINNATI FINL CORP EQUITY 172062101 19 510 SH DEFINED 5 510
CINCINNATI FINL CORP EQUITY 172062101 2604 68,260 SH DEFINED 6, 7, 8 68260
CINERGY CORP EQUITY 172474108 17 500 SH DEFINED 5 500
CINERGY CORP EQUITY 172474108 2247 67,230 SH DEFINED 6, 7, 8 67230
CINERGY CORP. EQUITY 172474108 2416 72,262 SH DEFINED 1 72,262
CINTAS CORP EQUITY 172908105 26 530 SH DEFINED 5 530
CINTAS CORP EQUITY 172908105 3692 76,300 SH DEFINED 6, 7, 8 76300
CINTAS CORP. EQUITY 172908105 3934 81,956 SH DEFINED 1 81,956
CIPHERGEN BIOSYSTEMS INC EQUITY 17252Y104 38 4,734 SH DEFINED 1 4,734
CIPHERGEN BIOSYSTEMS INC EQUITY 17252Y104 38 4,734 SH DEFINED 6, 7, 8 4734
CIRCOR INTERNATIONAL, INC. EQUITY 17273K109 54 2,923 SH DEFINED 1 2,923
CIRCOR INTL INC EQUITY 17273K109 51 2,756 SH DEFINED 6, 7, 8 2756
CIRCUIT CITY STORE INC EQUITY 172737108 17 650 SH DEFINED 5 650
CIRCUIT CITY STORE INC EQUITY 172737306 265 11,662 SH DEFINED 6, 7, 8 11662
CIRCUIT CITY STORE INC EQUITY 172737108 2286 88,110 SH DEFINED 6, 7, 8 88110
CIRCUIT CITY STORES, INC. EQUITY 172737108 2453 94,535 SH DEFINED 1 94,535
CIRCUIT CITY STORES, INC. CARMAX EQUITY 172737306 276 12,140 SH DEFINED 1 12,140
CIRRUS LOGIC INC EQUITY 172755100 2145 162,250 SH DEFINED 6, 7, 8 162250
CIRRUS LOGIC, INC. EQUITY 172755100 2155 163,037 SH DEFINED 1 163,037
CISCO SYS INC EQUITY 17275R102 60 3,290 SH DEFINED 2 3290
CISCO SYS INC EQUITY 17275R102 415 22,920 SH DEFINED 5 22920
CISCO SYS INC EQUITY 17275R102 63138 3,486,370 SH DEFINED 6, 7, 8 3486370
CISCO SYS INC EQUITY 17275R102 24424 1,348,668 SH DEFINED 2 1348668
Cisco Systems EQUITY 17275R102 1168 64,500 SH DEFINED 4 64,500
CISCO SYSTEMS, INC. EQUITY 17275R102 85473 4,719,663 SH DEFINED 1 4,719,663
CIT Capital Trust I CORPBOND 125563AC0 4960 5,000,000 PRN DEFINED 4 5,000,000
CITIGOUP INC EQUITY 172967101 185891 3,682,468 SH DEFINED 1 3,682,468
CITIGROUP INC EQUITY 1726967101 1202 23,807 SH DEFINED 2 23807
CITIGROUP INC EQUITY 172967101 812 16,080 SH DEFINED 5 16080
CITIGROUP INC EQUITY 172967101 126767 2,511,229 SH DEFINED 6, 7, 8 2511229
CITIGROUP INC EQUITY 172967101 58226 1,153,442 SH DEFINED 2 1153442
CITIZENS BANKING CORP. EQUITY 174420109 509 15,483 SH DEFINED 1 15,483
CITIZENS BKG CORP MICH EQUITY 174420109 489 14,869 SH DEFINED 6, 7, 8 14869
CITIZENS COMMUNICATIONS C EQUITY 17453B101 9 880 SH DEFINED 5 880
CITIZENS COMMUNICATIONS C EQUITY 17453B101 1262 118,400 SH DEFINED 6, 7, 8 118400
CITIZENS COMMUNICATIONS INC EQUITY 17453B101 1365 128,038 SH DEFINED 1 128,038
CITIZENS INC EQUITY 174740100 78 6,174 SH DEFINED 1 6,174
CITIZENS INC EQUITY 174740100 71 5,650 SH DEFINED 6, 7, 8 5650
CITRIX SYS INC EQUITY 177376100 13 590 SH DEFINED 5 590
CITRIX SYS INC EQUITY 177376100 1913 84,400 SH DEFINED 6, 7, 8 84400
Citrix Systems Inc EQUITY 177376100 453 20,000 SH DEFINED 4 20,000
CITRIX SYSTEMS, INC. EQUITY 177376100 2069 91,326 SH DEFINED 1 91,326
CITY BK LYNNWOOD WASH EQUITY 17770A109 66 2,765 SH DEFINED 6, 7, 8 2765
CITY HLDG CO EQUITY 177835105 65 5,428 SH DEFINED 6, 7, 8 5428
CITY HOLDING CO. EQUITY 177835105 69 5,739 SH DEFINED 1 5,739
CITY NATIONAL CORP. EQUITY 178566105 2750 58,699 SH DEFINED 1 58,699
CITY NATL CORP EQUITY 178566105 4250 90,725 SH DEFINED 6, 7, 8 90725
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
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CITYBANK EQUITY 17770A109 69 2,874 SH DEFINED 1 2,874
CK WITCO CORP EQUITY 227116100 1578 175,291 SH DEFINED 1 175,291
CLAIRES STORES INC EQUITY 179584107 1100 72,869 SH DEFINED 6, 7, 8 72869
CLAIRE'S STORES, INC. EQUITY 179584107 1109 73,423 SH DEFINED 1 73,423
CLARCOR INC EQUITY 179895107 192 7,077 SH DEFINED 6, 7, 8 7077
CLARCOR, INC. EQUITY 179895107 202 7,446 SH DEFINED 1 7,446
CLARENT CORP EQUITY 180461105 55 10,174 SH DEFINED 1 10,174
CLARENT CORP DEL EQUITY 180461105 0 8,873 SH DEFINED 6, 7, 8 8873
CLARK / BARDES INC EQUITY 180668105 61 2,424 SH DEFINED 6, 7, 8 2424
CLARK / BARDES INC EQUITY 180668105 573 22,700 SH DEFINED 2 22700
CLARK/BARDES INC EQUITY 180668105 65 2,567 SH DEFINED 1 2,567
CLAYTON HOMES INC EQUITY 184190106 2851 166,700 SH DEFINED 6, 7, 8 166700
CLAYTON HOMES INC EQUITY 184190106 650 38,000 SH DEFINED 2 38000
CLAYTON HOMES, INC. EQUITY 184190106 2864 167,464 SH DEFINED 1 167,464
CLAYTON WILLIAMS ENERGY, INC. EQUITY 969490101 18 1,357 SH DEFINED 1 1,357
CLEAR CHANNEL COMMUN EQUITY 184502102 67 1,315 SH DEFINED 2 1315
CLEAR CHANNEL COMMUNICATI EQUITY 184502102 95 1,870 SH DEFINED 5 1870
CLEAR CHANNEL COMMUNICATI EQUITY 184502102 13359 262,400 SH DEFINED 6, 7, 8 262400
CLEAR CHANNEL COMMUNICATIONS EQUITY 184502102 23056 452,884 SH DEFINED 1 452,884
CLEAR CHANNEL COMMUNICATIONS EQUITY 184502102 31338 615,560 SH DEFINED 2 615560
CLECO CORP EQUITY 12561W105 1508 68,627 SH DEFINED 1 68,627
CLECO CORP NEW EQUITY 12561W105 1495 68,057 SH DEFINED 6, 7, 8 68057
CLEVELAND CLIFFS INC EQUITY 185896107 56 3,060 SH DEFINED 6, 7, 8 3060
CLEVELAND-CLIFFS, INC. EQUITY 185896107 58 3,160 SH DEFINED 1 3,160
CLICK COMMERCE INC EQUITY 18681D109 18 5,559 SH DEFINED 1 5,559
CLICK COMMERCE INC EQUITY 18681D109 16 5,042 SH DEFINED 6, 7, 8 5042
CLOROX CO EQUITY 189054109 9 215 SH DEFINED 2 215
CLOROX CO EQUITY 189054109 6202 156,811 SH DEFINED 2 156811
CLOROX CO DEL EQUITY 189054109 29 730 SH DEFINED 5 730
CLOROX CO DEL EQUITY 189054109 3889 98,340 SH DEFINED 6, 7, 8 98340
CLOROX CO. EQUITY 189054109 4163 105,255 SH DEFINED 1 105,255
CLOSURE MED CORP EQUITY 189093107 36 1,548 SH DEFINED 6, 7, 8 1548
CLOSURE MEDICAL CORP. EQUITY 189093107 37 1,594 SH DEFINED 1 1,594
CMGI INC. EQUITY 125750109 2 1,458 SH DEFINED 1 1,458
CMS ENERGY CORP EQUITY 125896100 10 420 SH DEFINED 5 420
CMS ENERGY CORP EQUITY 125896100 1350 56,180 SH DEFINED 6, 7, 8 56180
CMS ENERGY CORP. EQUITY 125896100 1452 60,414 SH DEFINED 1 60,414
CNA FINANCIAL CORP EQUITY 126117100 6 221 SH DEFINED 1 221
CNA SURETY CORP EQUITY 12612L108 76 4,919 SH DEFINED 6, 7, 8 4919
CNA SURETY CORP. EQUITY 12612L108 79 5,111 SH DEFINED 1 5,111
CNET NETWORKS INC. EQUITY 12613R104 9 1,048 SH DEFINED 1 1,048
CNF INC EQUITY 12612W104 1993 59,400 SH DEFINED 6, 7, 8 59400
CNF INC. EQUITY 12612W104 2005 59,753 SH DEFINED 1 59,753
COACH INC EQUITY 189754104 14687 376,772 SH DEFINED 1 376,772
COACH INC EQUITY 189754104 2312 59,305 SH DEFINED 6, 7, 8 59305
COACH INC EQUITY 189754104 8638 221,600 SH DEFINED 2 221600
COACHMEN INDS INC EQUITY 189873102 55 4,565 SH DEFINED 6, 7, 8 4565
COACHMEN INDUSTRIES, INC. EQUITY 189873102 56 4,699 SH DEFINED 1 4,699
COASTAL BANCORP INC EQUITY 19041P105 39 1,349 SH DEFINED 1 1,349
COASTAL BANCORP INC EQUITY 19041P105 39 1,349 SH DEFINED 6, 7, 8 1349
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
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COBALT CORP EQUITY 19074W100 16 2,579 SH DEFINED 1 2,579
COBALT CORP EQUITY 19074W100 16 2,579 SH DEFINED 6, 7, 8 2579
COBIZ INC EQUITY 190897108 27 1,984 SH DEFINED 1 1,984
COBIZ INC EQUITY 190897108 27 1,984 SH DEFINED 6, 7, 8 1984
COCA COLA BOTTLING CO CON EQUITY 191098102 10 271 SH DEFINED 6, 7, 8 271
COCA COLA CO EQUITY 191216100 366 7,770 SH DEFINED 5 7770
COCA COLA CO EQUITY 191216100 56336 1,194,830 SH DEFINED 6, 7, 8 1194830
COCA COLA ENTERPRISES INC EQUITY 191219104 26 1,390 SH DEFINED 5 1390
COCA COLA ENTERPRISES INC EQUITY 191219104 3562 188,090 SH DEFINED 6, 7, 8 188090
COCA COLA ENTERPRISES, INC. EQUITY 191219104 8243 435,212 SH DEFINED 1 435,212
COCA-COLA BOTTLING CO. EQUITY 191098102 10 271 SH DEFINED 1 271
COCA-COLA CO. EQUITY 191216100 85658 1,816,709 SH DEFINED 1 1,816,709
COCA-COLA FEMSA S.A.-SP ADR EQUITY 191241108 1293 64,400 SH DEFINED 1 64,400
COGNEX CORP EQUITY 192422103 234 9,141 SH DEFINED 6, 7, 8 9141
COGNEX CORP. EQUITY 192422103 249 9,705 SH DEFINED 1 9,705
COGNIZANT TECH SOLUTION EQUITY 192446102 97 2,356 SH DEFINED 1 2,356
COGNIZANT TECHNOLOGY SOLU EQUITY 192446102 90 2,187 SH DEFINED 6, 7, 8 2187
COHERENT INC EQUITY 192479103 564 18,237 SH DEFINED 6, 7, 8 18237
COHERENT, INC. EQUITY 192479103 291 9,405 SH DEFINED 1 9,405
COHU INC EQUITY 192576106 118 5,979 SH DEFINED 6, 7, 8 5979
COHU, INC. EQUITY 192576106 123 6,219 SH DEFINED 1 6,219
COINSTAR INC EQUITY 19259P300 150 6,004 SH DEFINED 6, 7, 8 6004
COINSTAR, INC EQUITY 19259P300 157 6,286 SH DEFINED 1 6,286
COLDWATER CREEK INC EQUITY 193068103 24 1,113 SH DEFINED 6, 7, 8 1113
COLDWATER CREEK, INC. EQUITY 193068103 24 1,155 SH DEFINED 1 1,155
COLE KENNETH PRODTNS INC EQUITY 193294105 37 2,115 SH DEFINED 6, 7, 8 2115
COLE NATIONAL CORP NEW EQUITY 193290103 53 3,198 SH DEFINED 6, 7, 8 3198
COLE NATIONAL CORP. CLASS A EQUITY 193290103 56 3,402 SH DEFINED 1 3,402
COLE, K. PRODUCTIONS, INC. CLASS A EQUITY 193294105 38 2,171 SH DEFINED 1 2,171
Colgate EQUITY 194162103 3321 57,500 SH DEFINED 4 57,500
COLGATE PALMOLIVE CO EQUITY 194162103 99 1,720 SH DEFINED 5 1720
COLGATE PALMOLIVE CO EQUITY 194162103 16197 280,470 SH DEFINED 6, 7, 8 280470
COLGATE-PALMOLIVE CO. EQUITY 194162103 17046 295,174 SH DEFINED 1 295,174
COLLAGENEX EQUITY 19419B100 124 7,756 SH DEFINED 1 7,756
COLLAGENEX PHARMACEUTICALS INC EQUITY 19419B100 36 4432 SH DEFINED 6 4432
COLLAGENEX PHARMACEUTICALS INC EQUITY 19419B100 27 3324 SH DEFINED 8 3324
COLLINS & AIKMAN CORP NEW EQUITY 194830105 214 27,825 SH DEFINED 6, 7, 8 27825
COLLINS & AIKMAN CORP. EQUITY 194830105 229 29,685 SH DEFINED 1 29,685
COLONIAL BANCGROUP INC EQUITY 195493309 2485 176,368 SH DEFINED 6, 7, 8 176368
COLONIAL BANCGROUP, INC. EQUITY 195493309 2509 178,085 SH DEFINED 1 178,085
COLONIAL PPTYS TR EQUITY 195872106 146 4,700 SH DEFINED 6, 7, 8 4700
COLONIAL PROPERTIES TRUST EQUITY 195872106 154 4,928 SH DEFINED 1 4,928
COLUMBIA BANKING SYSTEM, INC EQUITY 197236102 58 4,458 SH DEFINED 1 4,458
COLUMBIA BKG SYS INC EQUITY 197236102 55 4,222 SH DEFINED 6, 7, 8 4222
COLUMBIA LABORATORIES, INC. EQUITY 197779101 26 7,419 SH DEFINED 1 7,419
COLUMBIA LABS INC EQUITY 197779101 25 7,237 SH DEFINED 6, 7, 8 7237
COLUMBIA SPORTSWEAR EQUITY 198516106 4 114 SH DEFINED 1 114
COMCAST CORP EQUITY 200300200 106 2,950 SH DEFINED 5 2950
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NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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CSS INDUSTRIES, INC. EQUITY 125906107 43 1,397 SH DEFINED 1 1,397
CSX CORP. EQUITY 126408103 3394 96,833 SH DEFINED 1 96,833
CSX CORP EQUITY 126408103 23 670 SH DEFINED 5 670
CSX CORP EQUITY 126408103 3952 112,760 SH DEFINED 6, 7, 8 112760
CT COMMUNICATION EQUITY 126426402 88 5,347 SH DEFINED 1 5,347
CT COMMUNICATIONS INC EQUITY 126426402 82 4,991 SH DEFINED 6, 7, 8 4991
CTS CORP EQUITY 126501105 133 8,370 SH DEFINED 6, 7, 8 8370
CTS CORP. EQUITY 126501105 138 8,708 SH DEFINED 1 8,708
CUBIC CORP EQUITY 229669106 85 1,652 SH DEFINED 6, 7, 8 1652
CUBIC CORP. EQUITY 229669106 91 1,764 SH DEFINED 1 1,764
CUBIST PHARMA INC EQUITY 229678107 292 8,109 SH DEFINED 1 8,109
CUBIST PHARMACEUTICALS IN EQUITY 229678107 275 7,659 SH DEFINED 6, 7, 8 7659
CULLEN FROST BANKERS INC EQUITY 229899109 25 800 SH DEFINED 6, 7, 8 800
CULLEN/FROST BANKERS EQUITY 229899109 13 427 SH DEFINED 1 427
CUMMINS INC EQUITY 231021106 5 130 SH DEFINED 5 130
CUMMINS INC EQUITY 231021106 674 17,500 SH DEFINED 6, 7, 8 17500
CUMMINS INC. EQUITY 231021106 722 18,741 SH DEFINED 1 18,741
CUMULUS MEDIA INC EQUITY 231082108 152 9,389 SH DEFINED 6, 7, 8 9389
CUMULUS MEDIA, INC. EQUITY 231082108 158 9,796 SH DEFINED 1 9,796
CUNO INC EQUITY 126583103 138 4,529 SH DEFINED 6, 7, 8 4529
CUNO, INC. EQUITY 126583103 145 4,753 SH DEFINED 1 4,753
CURAGEN CORP EQUITY 23126R101 11 470 SH DEFINED 1 470
CURAGEN CORP EQUITY 23126R101 110 4,925 SH DEFINED 6, 7, 8 4925
CURAGEN CORP EQUITY 23126R101 6852 306,300 SH DEFINED 2 306300
CURIS INC EQUITY 231269101 52 9,312 SH DEFINED 6, 7, 8 9312
CURIS INC. EQUITY 231269101 55 9,789 SH DEFINED 1 9,789
CURTISS WRIGHT CORP EQUITY 231561101 155 3,240 SH DEFINED 6, 7, 8 3240
CURTISS-WRIGHT CORP US EQUITY 231561408 1 26 SH DEFINED 1 26
CURTISS-WRIGHT CORP. EQUITY 231561101 162 3,391 SH DEFINED 1 3,391
CV THERAPEUTICS INC EQUITY 126667104 294 5,655 SH DEFINED 6, 7, 8 5655
CV THERAPEUTICS INC EQUITY 126667104 1040 20,000 SH DEFINED 2 20000
CV THERAPEUTICS, INC. EQUITY 126667104 311 5,976 SH DEFINED 1 5,976
CVB FINANCIAL CORP EQUITY 126600105 153 6,521 SH DEFINED 1 6,521
CVB FINL CORP EQUITY 126600105 144 6,164 SH DEFINED 6, 7, 8 6164
CVS Corp EQUITY 126650100 740 25,000 SH DEFINED 4 25,000
CVS CORP EQUITY 126650100 36 1,220 SH DEFINED 5 1220
CVS CORP EQUITY 126650100 5824 196,740 SH DEFINED 6, 7, 8 196740
CVS CORP. EQUITY 126650100 6143 207,523 SH DEFINED 1 207,523
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
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CYBERONICS EQUITY 23251P102 155 5,851 SH DEFINED 1 5,851
CYBERONICS INC EQUITY 23251P102 427 16,105 SH DEFINED 6, 7, 8 16105
CYGNUS INC EQUITY 232560102 47 8,992 SH DEFINED 6, 7, 8 8992
CYGNUS, INC. EQUITY 232560102 49 9,409 SH DEFINED 1 9,409
CYMER INC EQUITY 232572107 235 8,806 SH DEFINED 6, 7, 8 8806
CYMER, INC. EQUITY 232572107 250 9,347 SH DEFINED 1 9,347
CYPRESS SEMICONDUCTOR COR EQUITY 232806109 3182 159,680 SH DEFINED 6, 7, 8 159680
CYPRESS SEMICONDUCTOR CORP. EQUITY 232806109 3209 161,011 SH DEFINED 1 161,011
CYTEC INDS INC EQUITY 232820100 2035 75,353 SH DEFINED 6, 7, 8 75353
CYTEC INDUSTRIES, INC. EQUITY 232820100 1952 72,312 SH DEFINED 1 72,312
CYTOGEN CORP EQUITY 232824102 69 22,801 SH DEFINED 6, 7, 8 22801
CYTOGEN CORP. EQUITY 232824102 72 23,841 SH DEFINED 1 23,841
CYTYC CORP EQUITY 232946103 3752 143,740 SH DEFINED 6, 7, 8 143740
CYTYC CORPORATION EQUITY 232946103 3794 145,368 SH DEFINED 1 145,368
D R HORTON INC COM EQUITY 23331A109 17069 525,838 SH Sole 3 437502 88336
D.R. HORTON INC EQUITY 23331A109 14 443 SH DEFINED 1 443
DAI EI INC EQUITY 233798206 9 8,000 SH DEFINED 6, 7, 8 8000
DAIEI, INC.-ADR EQUITY 233798206 9 8,000 SH DEFINED 1 8,000
DAISYTEK INTERNATIONAL CORP. EQUITY 234053106 69 5,241 SH DEFINED 1 5,241
DAISYTEK INTL CORP EQUITY 234053106 65 4,972 SH DEFINED 6, 7, 8 4972
DAKTRONICS INC EQUITY 234264109 34 3,972 SH DEFINED 6, 7, 8 3972
DAL-TILE INTERNATIONAL, INC. EQUITY 23426R108 405 17,429 SH DEFINED 1 17,429
DAL-TILE INTL INC EQUITY 23426R108 461 19,837 SH DEFINED 6, 7, 8 19837
DANA CORP EQUITY 235811106 936 67,455 SH DEFINED 1 67,455
DANA CORP EQUITY 235811106 6 460 SH DEFINED 5 460
DANA CORP EQUITY 235811106 872 62,830 SH DEFINED 6, 7, 8 62830
DANA CORP EQUITY 235811106 3963 285,500 SH DEFINED 2 285500
DANAHER CORP DEL EQUITY 235851102 27 450 SH DEFINED 5 450
DANAHER CORP DEL EQUITY 235851102 3648 60,480 SH DEFINED 6, 7, 8 60480
DANAHER CORP. EQUITY 235851102 3916 64,937 SH DEFINED 1 64,937
DARDEN RESTAURANTS INC EQUITY 237194105 13 360 SH DEFINED 5 360
DARDEN RESTAURANTS INC EQUITY 237194105 3184 89,940 SH DEFINED 6, 7, 8 89940
DARDEN RESTAURANTS INC EQUITY 237194105 2581 72,900 SH DEFINED 2 72900
DARDEN RESTAURANTS, INC. EQUITY 237194105 3316 93,676 SH DEFINED 1 93,676
DATASCOPE CORP EQUITY 238113104 112 3,315 SH DEFINED 6, 7, 8 3315
DATASCOPE CORP. EQUITY 238113104 117 3,463 SH DEFINED 1 3,463
DATASTREAM SYS INC EQUITY 238124101 28 4,616 SH DEFINED 6, 7, 8 4616
DATASTREAM SYSTEMS EQUITY 238124101 29 4,720 SH DEFINED 1 4,720
DAVITA INC EQUITY 23918K108 27 1,089 SH DEFINED 1 1,089
DDI CORP EQUITY 233162106 123 12,519 SH DEFINED 1 12,519
DDI CORP EQUITY 233162106 117 11,896 SH DEFINED 6, 7, 8 11896
DEB SHOPS INC EQUITY 242728103 32 1,305 SH DEFINED 6, 7, 8 1305
DEB SHOPS, INC EQUITY 242728103 32 1,305 SH DEFINED 1 1,305
DECODE GENETICS INC EQUITY 243586104 87 8,843 SH DEFINED 6, 7, 8 8843
DECODE GENETICS, INC EQUITY 243586104 90 9,219 SH DEFINED 1 9,219
DEERE & CO EQUITY 244199105 98 2,250 SH DEFINED 2 2250
DEERE & CO EQUITY 244199105 32 730 SH DEFINED 5 730
DEERE & CO EQUITY 244199105 4334 99,260 SH DEFINED 6, 7, 8 99260
DEERE & CO. EQUITY 244199105 4661 106,752 SH DEFINED 1 106,752
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
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DEERE + CO EQUITY 244199105 9675 221,600 SH DEFINED 2 221600
DEL MONTE EQUITY 24522P103 67 7,919 SH DEFINED 1 7,919
DEL MONTE FOODS CO EQUITY 24522P103 64 7,519 SH DEFINED 6, 7, 8 7519
DELIAS CORP EQUITY 24688Q101 62 9,982 SH DEFINED 6, 7, 8 9982
DELIA'S CORP EQUITY 24688Q101 64 10,379 SH DEFINED 1 10,379
DELL COMPUTER CORP EQUITY 247025109 222 8,160 SH DEFINED 5 8160
DELL COMPUTER CORP EQUITY 247025109 31694 1,166,070 SH DEFINED 6, 7, 8 1166070
DELL COMPUTER CORP EQUITY 247025109 14745 542,500 SH DEFINED 2 542500
DELL COMPUTER CORP. EQUITY 247025109 44011 1,619,224 SH DEFINED 1 1,619,224
DELPHI AUTOMOTIVE SYS COR EQUITY 247126105 24 1,750 SH DEFINED 5 1750
DELPHI AUTOMOTIVE SYS COR EQUITY 247126105 3236 236,900 SH DEFINED 6, 7, 8 236900
DELPHI AUTOMOTIVE SYSTEMS CORP EQUITY 247126105 3481 254,852 SH DEFINED 1 254,852
DELPHI FINANCIAL GROUP, INC., CLASS A EQUITY 247131105 147 4,414 SH DEFINED 1 4,414
DELPHI FINL GROUP INC EQUITY 247131105 140 4,192 SH DEFINED 6, 7, 8 4192
DELTA & PINE LAND CO. EQUITY 247357106 234 10,361 SH DEFINED 1 10,361
DELTA & PINE LD CO EQUITY 247357106 225 9,936 SH DEFINED 6, 7, 8 9936
DELTA AIR LINES INC DEL EQUITY 247361108 11 390 SH DEFINED 5 390
DELTA AIR LINES INC DEL EQUITY 247361108 1524 52,090 SH DEFINED 6, 7, 8 52090
DELTA AIR LINES, INC. EQUITY 247361108 1638 55,993 SH DEFINED 1 55,993
Delta Airlines CORPBOND 247361YF9 4438 5,000,000 PRN DEFINED 4 5,000,000
DELTAGEN INC EQUITY 24783R103 34 3,642 SH DEFINED 1 3,642
DELTAGEN INC EQUITY 24783R103 30 3,262 SH DEFINED 6, 7, 8 3262
DELTIC TIMBER CORP EQUITY 247850100 87 3,191 SH DEFINED 6, 7, 8 3191
DELTIC TIMBER CORP. EQUITY 247850100 90 3,299 SH DEFINED 1 3,299
DELUXE CORP EQUITY 248019101 9 210 SH DEFINED 5 210
DELUXE CORP EQUITY 248019101 2205 53,040 SH DEFINED 6, 7, 8 53040
DELUXE CORP. EQUITY 248019101 2295 55,200 SH DEFINED 1 55,200
DENBURY RES INC EQUITY 247916208 40 5,511 SH DEFINED 6, 7, 8 5511
DENBURY RESOURCES INC EQUITY 247916208 43 5,825 SH DEFINED 1 5,825
DENDREON CORP EQUITY 24823Q107 47 4,647 SH DEFINED 1 4,647
DENDREON CORP EQUITY 24823Q107 44 4,410 SH DEFINED 6, 7, 8 4410
DENDRITE INTERNATIONAL, INC. EQUITY 248239105 126 9,002 SH DEFINED 1 9,002
DENDRITE INTL INC EQUITY 248239105 118 8,439 SH DEFINED 6, 7, 8 8439
DENTSPLY INTERNATIONAL INC. EQUITY 249030107 3191 63,565 SH DEFINED 1 63,565
DENTSPLY INTL INC NEW EQUITY 249030107 3163 63,000 SH DEFINED 6, 7, 8 63000
DENTSPLY INTL INC NEW EQUITY 249030107 12399 247,000 SH DEFINED 2 247000
DEVELOPERS DIVERS RLTY COM EQUITY 251591103 18943 991,800 SH Sole 3 878600 113200
DEVELOPERS DIVERSIFIED REALTY EQUITY 251591103 9150 479,066 SH DEFINED 1 479,066
DEVELOPERS DIVERSIFIED RL EQUITY 251591103 308 16,151 SH DEFINED 6, 7, 8 16151
DEVON ENERGY CORP NEW EQUITY 25179M103 15 390 SH DEFINED 5 390
DEVON ENERGY CORP NEW EQUITY 25179M103 2061 53,320 SH DEFINED 6, 7, 8 53320
DEVON ENERGY CORP. EQUITY 25179M103 2210 57,186 SH DEFINED 1 57,186
DEVON ENERGY CORPORATION NEW EQUITY 25179M103 3583 92,700 SH DEFINED 2 92700
DEVRY INC DEL EQUITY 251893103 2413 84,800 SH DEFINED 6, 7, 8 84800
DEVRY INC DEL COM EQUITY 251893103 19169 673,770 SH Sole 3 648570 25200
DEVRY, INC. EQUITY 251893103 2434 85,558 SH DEFINED 1 85,558
DIAGNOSTIC PRODS CORP EQUITY 252450101 269 6,131 SH DEFINED 6, 7, 8 6131
DIAGNOSTIC PRODUCTS CORP. EQUITY 252450101 283 6,445 SH DEFINED 1 6,445
DIAL CORP NEW EQUITY 25247D101 2471 144,094 SH DEFINED 6, 7, 8 144094
DIAL CORP. EQUITY 25247D101 2493 145,344 SH DEFINED 1 145,344
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
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DIAMOND OFFSHORE DRILLING EQUITY 25271C102 15 503 SH DEFINED 1 503
DIAMOND OFFSHORE DRILLING INC EQUITY 25271C102 3897 128,200 SH DEFINED 2 128200
DIAMONDCLUSTER INTL INC EQUITY 25278P106 302 23,061 SH DEFINED 6, 7, 8 23061
DIAMONDCLUSTER INT'L INC CL A EQUITY 25278P106 111 8,469 SH DEFINED 1 8,469
DIANON SYS INC EQUITY 252826102 154 2,526 SH DEFINED 6, 7, 8 2526
DIANON SYSTEMS INC EQUITY 252826102 163 2,678 SH DEFINED 1 2,678
DIEBOLD INC EQUITY 253651103 3510 86,800 SH DEFINED 6, 7, 8 86800
DIEBOLD, INC. EQUITY 253651103 3532 87,336 SH DEFINED 1 87,336
DIGENE CORP EQUITY 253752109 97 3,300 SH DEFINED 1 3,300
DIGENE CORP EQUITY 253752109 9163 310,600 SH Sole 3 310600
DIGENE CORP EQUITY 253752109 93 3,150 SH DEFINED 6, 7, 8 3150
DIGEX INC DEL EQUITY 253756100 19 6,196 SH DEFINED 6, 7, 8 6196
DIGEX, INC. EQUITY 253756100 19 6,508 SH DEFINED 1 6,508
DIGIMARC CORP EQUITY 253807101 56 3,033 SH DEFINED 1 3,033
DIGIMARC CORP EQUITY 253807101 54 2,890 SH DEFINED 6, 7, 8 2890
DIGITAL GENERATION SYS IN EQUITY 253921100 11 10,004 SH DEFINED 6, 7, 8 10004
DIGITAL GENERATION SYSTEMS EQUITY 253921100 12 10,730 SH DEFINED 1 10,730
DIGITAL INSIGHT EQUITY 25385P106 174 7,763 SH DEFINED 1 7,763
DIGITAL INSIGHT CORP EQUITY 25385P106 166 7,418 SH DEFINED 6, 7, 8 7418
DIGITAL LIGHTWAVE INC EQUITY 253855100 36 3,803 SH DEFINED 1 3,803
DIGITAL LIGHTWAVE INC EQUITY 253855100 34 3,668 SH DEFINED 6, 7, 8 3668
DIGITAL THINK INC EQUITY 25388M100 64 5,972 SH DEFINED 1 5,972
DIGITALTHINK INC EQUITY 25388M100 61 5,637 SH DEFINED 6, 7, 8 5637
DIGITAS INC EQUITY 25388K104 10 2,544 SH DEFINED 1 2,544
DIGITAS INC EQUITY 25388K104 10 2,444 SH DEFINED 6, 7, 8 2444
DILLARDS INC EQUITY 254067101 4 260 SH DEFINED 5 260
DILLARDS INC EQUITY 254067101 891 55,693 SH DEFINED 6, 7, 8 55693
DILLARDS, INC. CLASS A EQUITY 254067101 940 58,738 SH DEFINED 1 58,738
DIME BANCORP INC NEW EQUITY 25429Q102 5188 143,800 SH DEFINED 6, 7, 8 143800
DIME BANCORP -WT EQUITY 25429Q110 512 SH DEFINED 1 512
DIME CMNTY BANCSHARES EQUITY 253922108 124 4,430 SH DEFINED 6, 7, 8 4430
DIME COMMUNITY BANCSHARES EQUITY 253922108 132 4,695 SH DEFINED 1 4,695
DIME LITIGATION EQUITY 25429Q102 5213 144,475 SH DEFINED 1 144,475
DIMON INC EQUITY 254394109 96 13,368 SH DEFINED 6, 7, 8 13368
DIMON, INC. EQUITY 254394109 101 13,963 SH DEFINED 1 13,963
DIONEX CORP EQUITY 254546104 148 5,810 SH DEFINED 6, 7, 8 5810
DIONEX CORP. EQUITY 254546104 156 6,128 SH DEFINED 1 6,128
DIRECT FOCUS EQUITY 254931108 281 9,021 SH DEFINED 1 9,021
DIRECT FOCUS INC EQUITY 254931108 269 8,610 SH DEFINED 6, 7, 8 8610
DISNEY WALT CO EQUITY 254687106 132 6,370 SH DEFINED 5 6370
DISNEY WALT CO EQUITY 254687106 21263 1,026,188 SH DEFINED 6, 7, 8 1026188
DISTRIBUCION Y SERVICIO ADR EQUITY 254753106 1656 126,450 SH DEFINED 1 126,450
DITECH COMMUNICATIONS COR EQUITY 25500M103 46 7,668 SH DEFINED 6, 7, 8 7668
DITECH COMMUNICATIONS CORP EQUITY 25500M103 48 8,033 SH DEFINED 1 8,033
DIVERSA CORP EQUITY 255064107 883 62,375 SH DEFINED 1 62,375
DIVERSA CORP EQUITY 255064107 216 15,300 SH DEFINED 6, 7, 8 15300
DIVINE INC EQUITY 255402109 43 58,212 SH DEFINED 1 58,212
DIVINE INC EQUITY 255402109 41 55,752 SH DEFINED 6, 7, 8 55752
DMC STRATEX NETWORKS INC EQUITY 23322L106 201 25,821 SH DEFINED 1 25,821
DMC STRATEX NETWORKS INC EQUITY 23322L106 192 24,738 SH DEFINED 6, 7, 8 24738
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
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DOBSON COMMUNICATIONS EQUITY 256069105 63 7,434 SH DEFINED 1 7,434
DOBSON COMMUNICATIONS COR EQUITY 256069105 61 7,095 SH DEFINED 6, 7, 8 7095
DOCENT INC EQUITY 25608L106 35 10,918 SH DEFINED 1 10,918
DOCENT INC EQUITY 25608L106 33 10,567 SH DEFINED 6, 7, 8 10567
DOCUMENTUM INC EQUITY 256159104 236 10,864 SH DEFINED 6, 7, 8 10864
DOCUMENTUM, INC. EQUITY 256159104 250 11,492 SH DEFINED 1 11,492
DOLE FOOD CO., INC. EQUITY 256605106 2202 82,068 SH DEFINED 1 82,068
DOLE FOOD INC EQUITY 256605106 2185 81,436 SH DEFINED 6, 7, 8 81436
DOLLAR GEN CORP EQUITY 256669102 15 1,030 SH DEFINED 5 1030
DOLLAR GEN CORP EQUITY 256669102 2083 139,790 SH DEFINED 6, 7, 8 139790
DOLLAR GENERAL CORP. EQUITY 256669102 2254 151,257 SH DEFINED 1 151,257
DOLLAR THRIFTY AUTOMOTIVE EQUITY 256743105 118 7,615 SH DEFINED 1 7,615
DOLLAR THRIFTY AUTOMOTIVE EQUITY 256743105 112 7,242 SH DEFINED 6, 7, 8 7242
DOLLAR TREE STORES INC EQUITY 256747106 4216 136,400 SH DEFINED 6, 7, 8 136400
DOLLAR TREE STORES INC. EQUITY 256747106 27798 899,322 SH DEFINED 1 899,322
Dominion EQUITY 2574U109 7813 130,000 SH DEFINED 4 130,000
DOMINION RES INC VA NEW EQUITY 25746U109 49 820 SH DEFINED 5 820
DOMINION RES INC VA NEW EQUITY 25746U109 6686 111,240 SH DEFINED 6, 7, 8 111240
DOMINION RES INC VA NEW EQUITY 25746U109 5012 83,400 SH DEFINED 2 83400
DOMINION RESOURCES, INC. EQUITY 25746U109 7058 117,433 SH DEFINED 1 117,433
DONALDSON CO., INC. EQUITY 257651109 2554 65,749 SH DEFINED 1 65,749
DONALDSON INC EQUITY 257651109 2534 65,240 SH DEFINED 6, 7, 8 65240
DONNELLEY R R & SONS CO EQUITY 257867101 11 360 SH DEFINED 5 360
DONNELLEY R R & SONS CO EQUITY 257867101 1437 48,400 SH DEFINED 6, 7, 8 48400
DORAL FINANCIAL CORP. EQUITY 25811P100 350 11,217 SH DEFINED 1 11,217
DORAL FINL CORP EQUITY 25811P100 334 10,715 SH DEFINED 6, 7, 8 10715
DORAL FINL CORP COM EQUITY 25811P100 21507 689,110 SH Sole 3 678010 11100
DOUBLECLICK INC EQUITY 258609304 20 1,722 SH DEFINED 1 1,722
DOVER CORP EQUITY 260003108 23 630 SH DEFINED 5 630
DOVER CORP EQUITY 260003108 4312 116,310 SH DEFINED 6, 7, 8 116310
DOVER CORP. EQUITY 260003108 4551 122,775 SH DEFINED 1 122,775
DOVER DOWNS ENTERTAINMENT EQUITY 260086103 84 5,459 SH DEFINED 1 5,459
DOVER DOWNS ENTMT INC EQUITY 260086103 79 5,177 SH DEFINED 6, 7, 8 5177
DOW CHEM CO EQUITY 260543103 95 2,820 SH DEFINED 5 2820
DOW CHEM CO EQUITY 260543103 13556 401,300 SH DEFINED 6, 7, 8 401300
DOW CHEM CO EQUITY 260543103 6661 197,200 SH DEFINED 2 197200
DOW CHEM CO COM EQUITY 260543103 2145 63,500 SH Sole 3 63500
Dow Chemical EQUITY 260543103 1351 40,000 SH DEFINED 4 40,000
DOW CHEMICAL CO. EQUITY 260543103 14273 422,530 SH DEFINED 1 422,530
DOW JONES & CO INC EQUITY 260561105 15 270 SH DEFINED 5 270
DOW JONES & CO INC EQUITY 260561105 1966 35,920 SH DEFINED 6, 7, 8 35920
DOW JONES & CO., INC. EQUITY 260561105 2367 43,249 SH DEFINED 1 43,249
DOWNEY FINANCIAL CORP. EQUITY 261018105 271 6,573 SH DEFINED 1 6,573
DOWNEY FINL CORP EQUITY 261018105 261 6,329 SH DEFINED 6, 7, 8 6329
DPL INC EQUITY 233293109 3701 153,700 SH DEFINED 6, 7, 8 153700
DPL, INC. EQUITY 233293109 3724 154,660 SH DEFINED 1 154,660
DQE INC EQUITY 23329J104 8397 443,594 SH DEFINED 1 443,594
DQE INC EQUITY 23329J104 2407 127,166 SH DEFINED 6, 7, 8 127166
DRESS BARN INC EQUITY 261570105 112 4,481 SH DEFINED 6, 7, 8 4481
DRESS BARN, INC. EQUITY 261570105 117 4,695 SH DEFINED 1 4,695
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
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DREYERS GRAND ICE CREAM I EQUITY 261878102 1894 49,188 SH DEFINED 6, 7, 8 49188
DREYER'S GRAND ICE CREAM, INC. EQUITY 261878102 1851 48,054 SH DEFINED 1 48,054
DRILL QUIP EQUITY 262037104 46 1,901 SH DEFINED 1 1,901
DRIL-QUIP INC EQUITY 262037104 42 1,761 SH DEFINED 6, 7, 8 1761
DRS TECHNOLOGIES INC EQUITY 23330X100 134 3,752 SH DEFINED 1 3,752
DRS TECHNOLOGIES INC EQUITY 23330X100 220 6,176 SH DEFINED 6, 7, 8 6176
DSP GROUP INC EQUITY 23332B106 1136 48,818 SH DEFINED 6, 7, 8 48818
DSP GROUP, INC. COM EQUITY 23332B106 924 39,731 SH DEFINED 1 39,731
DST SYS INC DEL EQUITY 233326107 7288 146,200 SH DEFINED 6, 7, 8 146200
DST SYSTEMS INC EQUITY 233326107 7333 147,093 SH DEFINED 1 147,093
DTE ENERGY CO EQUITY 233331107 21 510 SH DEFINED 5 510
DTE ENERGY CO EQUITY 233331107 2884 68,770 SH DEFINED 6, 7, 8 68770
DTE ENERGY CO. EQUITY 233331107 12477 297,491 SH DEFINED 1 297,491
DTE Energy Company EQUITY 233331107 8807 210,000 SH DEFINED 4 210,000
DU PONT E I DE NEMOURS & EQUITY 263534109 136 3,200 SH DEFINED 5 3200
DU PONT E I DE NEMOURS & EQUITY 263534109 20128 473,490 SH DEFINED 6, 7, 8 473490
DU PONT E I DE NEMOURS + CO EQUITY 263534109 4635 109,044 SH DEFINED 2 109044
DUANE READE INC EQUITY 263578106 614 20,216 SH DEFINED 6, 7, 8 20216
DUANE READE, INC. EQUITY 263578106 243 7,997 SH DEFINED 1 7,997
DUKE ENERGY CORP EQUITY 264399106 95 2,430 SH DEFINED 5 2430
DUKE ENERGY CORP EQUITY 264399106 12884 328,180 SH DEFINED 6, 7, 8 328180
DUKE ENERGY CORP. EQUITY 264399106 13602 346,454 SH DEFINED 1 346,454
DUKE REALTY EQUITY 264411505 27 1,100 SH DEFINED 1 1,100
DUKE REALTY CORP COM NEW EQUITY 264411505 7245 297,774 SH Sole 3 218528 79246
DUN & BRADSTREET CORP DEL EQUITY 26483E100 3807 107,850 SH DEFINED 6, 7, 8 107850
DUN & BRADSTREET CORP NEW WI EQUITY 26483E100 3390 96,041 SH DEFINED 1 96,041
DUPONT PHOTOMASKS EQUITY 26613X101 65 1,505 SH DEFINED 1 1,505
DUPONT PHOTOMASKS INC EQUITY 26613X101 113 2,590 SH DEFINED 6, 7, 8 2590
DURA AUTOMOTIVE SYSTEM EQUITY 265903104 52 4,765 SH DEFINED 1 4,765
DURA AUTOMOTIVE SYSTEMS C EQUITY 265903104 49 4,419 SH DEFINED 6, 7, 8 4419
DURASWITCH INDUSTRIES INC EQUITY 266905207 12 1,462 SH DEFINED 1 1,462
DURASWITCH INDUSTRIES INC EQUITY 266905207 11 1,338 SH DEFINED 6, 7, 8 1338
DURATEK INC EQUITY 26658Q102 1028 230,000 SH DEFINED 1 230,000
DURECT CORP EQUITY 266605104 63 5,444 SH DEFINED 6, 7, 8 5444
DURECT CORPORATION EQUITY 266605104 66 5,679 SH DEFINED 1 5,679
DUSA PHARAMACEUTICALS INC EQUITY 266898105 33 4,135 SH DEFINED 1 4,135
DUSA PHARMACEUTICALS INC EQUITY 266898105 31 3,906 SH DEFINED 6, 7, 8 3906
DVI INC EQUITY 233343102 67 3,917 SH DEFINED 6, 7, 8 3917
DVI, INC. EQUITY 233343102 70 4,061 SH DEFINED 1 4,061
DYAX CORP EQUITY 26746E103 64 5,837 SH DEFINED 1 5,837
DYAX CORP EQUITY 26746E103 61 5,572 SH DEFINED 6, 7, 8 5572
DYCOM INDS INC EQUITY 267475101 1096 65,618 SH DEFINED 6, 7, 8 65618
DYCOM INDUSTRIES, INC. EQUITY 267475101 1106 66,174 SH DEFINED 1 66,174
DYNACQ INTERNATIONAL INC EQUITY 267919306 31 1,372 SH DEFINED 1 1,372
DYNACQ INTL INC EQUITY 267919306 28 1,266 SH DEFINED 6, 7, 8 1266
DYNEGY INC NEW EQUITY 26816Q101 28 1,100 SH DEFINED 5 1100
DYNEGY INC NEW EQUITY 26816Q101 3784 148,380 SH DEFINED 6, 7, 8 148380
DYNEGY INC. EQUITY 26816Q101 3994 156,646 SH DEFINED 1 156,646
E M C CORP MASS EQUITY 268648102 93 6,920 SH DEFINED 5 6920
E M C CORP MASS EQUITY 268648102 14432 1,073,800 SH DEFINED 6, 7, 8 1073800
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
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E M C CORP MASS EQUITY 268648102 125 9,280 SH DEFINED 2 9280
E M C CORP MASS EQUITY 268648102 14546 1,082,300 SH DEFINED 2 1082300
E PIPHANY INC EQUITY 26881V100 155 17,746 SH DEFINED 6, 7, 8 17746
E TRADE GROUP INC EQUITY 269246104 4640 452,700 SH DEFINED 6, 7, 8 452700
E*TRADE GROUP, INC. EQUITY 269246104 4670 455,569 SH DEFINED 1 455,569
E.I. DU PONT DE NEMOURS AND CO EQUITY 263534109 21154 497,621 SH DEFINED 1 497,621
E.PIHPANY, INC. EQUITY 26881V100 162 18,571 SH DEFINED 1 18,571
EARTHLINK INC EQUITY 270321102 9 722 SH DEFINED 1 722
EARTHSHELL CORP EQUITY 27032B100 27 13,413 SH DEFINED 6, 7, 8 13413
EARTHSHELL CORP. EQUITY 27032B100 28 14,152 SH DEFINED 1 14,152
EARTHWATCH INC EQUITY 270324601 236 720,997 SH DEFINED 2 720997
EAST WEST BANCORP EQUITY 27579R104 188 7,301 SH DEFINED 1 7,301
EAST WEST BANCORP INC EQUITY 27579R104 475 18,466 SH DEFINED 6, 7, 8 18466
EASTGROUP PPTY INC EQUITY 277276101 118 5,099 SH DEFINED 6, 7, 8 5099
EASTGROUP PROPERTIES, INC. EQUITY 277276101 124 5,388 SH DEFINED 1 5,388
EASTMAN CHEM CO EQUITY 277432100 9 240 SH DEFINED 5 240
EASTMAN CHEM CO EQUITY 277432100 1274 32,640 SH DEFINED 6, 7, 8 32640
EASTMAN CHEMICAL CO. EQUITY 277432100 1367 35,034 SH DEFINED 1 35,034
EASTMAN KODAK CO EQUITY 277461109 27 910 SH DEFINED 5 910
EASTMAN KODAK CO EQUITY 277461109 3620 123,010 SH DEFINED 6, 7, 8 123010
EASTMAN KODAK CO EQUITY 277461109 3949 134,173 SH DEFINED 2 134173
EASTMAN KODAK CO. EQUITY 277461109 3822 129,858 SH DEFINED 1 129,858
EATON CORP EQUITY 278058102 16 220 SH DEFINED 5 220
EATON CORP EQUITY 278058102 2699 36,270 SH DEFINED 6, 7, 8 36270
EATON CORP. EQUITY 278058102 2875 38,641 SH DEFINED 1 38,641
EATON VANCE CORP EQUITY 278265103 4079 114,740 SH DEFINED 6, 7, 8 114740
EATON VANCE CORP. EQUITY 278265103 4106 115,495 SH DEFINED 1 115,495
EBAY INC EQUITY 278642103 642 9,600 SH DEFINED 6, 7, 8 9600
EBAY INC EQUITY 278642103 12316 184,100 SH DEFINED 2 184100
EBAY, INC. EQUITY 278642103 642 9,600 SH DEFINED 1 9,600
ECHELON EQUITY 27874N105 99 7,026 SH DEFINED 1 7,026
ECHELON CORP EQUITY 27874N105 95 6,722 SH DEFINED 6, 7, 8 6722
ECHOSTAR COMMUNICATIONS CORP N EQUITY 278762109 6998 254,750 SH DEFINED 2 254750
ECHOSTAR COMMUNICATIONS CORP. CLASS A EQUITY 278762109 153 5,570 SH DEFINED 1 5,570
ECHOSTAR COMMUNICATIONS N EQUITY 278762109 153 5,570 SH DEFINED 6, 7, 8 5570
ECLIPSYS CORP EQUITY 278856109 415 24,755 SH DEFINED 6, 7, 8 24755
ECLIPSYS CORP. EQUITY 278856109 221 13,185 SH DEFINED 1 13,185
ECOLAB INC EQUITY 278865100 16 400 SH DEFINED 5 400
ECOLAB INC EQUITY 278865100 2175 54,030 SH DEFINED 6, 7, 8 54030
ECOLAB, INC. EQUITY 278865100 2367 58,797 SH DEFINED 1 58,797
ECTEL LTD EQUITY M29925100 48 2,774 SH DEFINED 6, 7, 8 2774
EDEN BIOSCIENCE CORP EQUITY 279445100 31 6,174 SH DEFINED 6, 7, 8 6174
EDEN BIOSCIENCE CORPORATION EQUITY 279445100 33 6,476 SH DEFINED 1 6,476
EDISON INTERNATIONAL INC EQUITY 281020107 2236 148,101 SH DEFINED 1 148,101
EDISON INTL EQUITY 281020107 15 1,020 SH DEFINED 5 1020
EDISON INTL EQUITY 281020107 2080 137,740 SH DEFINED 6, 7, 8 137740
EDISON SCHOOLS INC EQUITY 281033100 157 7,993 SH DEFINED 1 7,993
EDISON SCHOOLS INC EQUITY 281033100 147 7,482 SH DEFINED 6, 7, 8 7482
EDO CORP EQUITY 281347104 80 3,037 SH DEFINED 1 3,037
EDO CORP EQUITY 281347104 76 2,879 SH DEFINED 6, 7, 8 2879
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
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EDO CORP EQUITY 281347104 661 25,000 SH DEFINED 2 25000
EDUCATION MANAGEMENT CORP. EQUITY 28139T101 1717 47,354 SH DEFINED 1 47,354
EDUCATION MGMT CORP EQUITY 28139T101 1806 49,825 SH DEFINED 6, 7, 8 49825
EDUCATION MGMT CORP COM EQUITY 28139T101 44591 1,230,102 SH Sole 3 1215202 14900
EDWARDS AG INC EQUITY 281760108 4223 95,600 SH DEFINED 6, 7, 8 95600
EDWARDS J D + CO EQUITY 281667105 11803 717,500 SH DEFINED 2 717500
EDWARDS LIFESCIENCES CORP EQUITY 28176E108 2501 90,504 SH DEFINED 6, 7, 8 90504
EDWARDS LIFESCIENCES CP EQUITY 28176E108 2526 91,431 SH DEFINED 1 91,431
EEX CORP EQUITY 26842V207 18 9,890 SH DEFINED 6, 7, 8 9890
EEX CORP. EQUITY 26842V207 19 10,195 SH DEFINED 1 10,195
EFUNDS CORP EQUITY 28224R101 192 13,976 SH DEFINED 1 13,976
EFUNDS CORP EQUITY 28224R101 480 34,889 SH DEFINED 6, 7, 8 34889
EGL INC EQUITY 268484102 950 68,101 SH DEFINED 6, 7, 8 68101
EGL INC. EQUITY 268484102 958 68,684 SH DEFINED 1 68,684
EL PASO CORP EQUITY 28336L109 22321 500,369 SH DEFINED 1 500,369
EL PASO CORP EQUITY 28336L109 71 1,600 SH DEFINED 5 1600
EL PASO CORP EQUITY 28336L109 9628 215,820 SH DEFINED 6, 7, 8 215820
EL PASO ELEC CO EQUITY 283677854 240 16,584 SH DEFINED 6, 7, 8 16584
EL PASO ELECTRIC CO. EQUITY 283677854 250 17,231 SH DEFINED 1 17,231
ELAN CORP PLC - B WARRANTS EQUITY 284131802 6800 200,000 SH DEFINED 1 200,000
ELANTEC SEMICONDUCTOR INC EQUITY 284155108 261 6,804 SH DEFINED 1 6,804
ELANTEC SEMICONDUCTOR INC EQUITY 284155108 250 6,505 SH DEFINED 6, 7, 8 6505
ELCOR CORP EQUITY 284443108 171 6,144 SH DEFINED 6, 7, 8 6144
ELCOR CORP. EQUITY 284443108 181 6,518 SH DEFINED 1 6,518
ELECTRO RENT CORP EQUITY 285218103 60 4,627 SH DEFINED 6, 7, 8 4627
ELECTRO RENT CORP. EQUITY 285218103 62 4,785 SH DEFINED 1 4,785
ELECTRO SCIENTIFIC INDS EQUITY 285229100 234 7,814 SH DEFINED 6, 7, 8 7814
ELECTRO SCIENTIFIC INDUSTRIES, EQUITY 285229100 247 8,239 SH DEFINED 1 8,239
ELECTROGLAS INC EQUITY 285324109 94 6,380 SH DEFINED 6, 7, 8 6380
ELECTROGLAS, INC. EQUITY 285324109 99 6,686 SH DEFINED 1 6,686
ELECTRONIC ARTS EQUITY 285512109 10266 171,240 SH DEFINED 1 171,240
ELECTRONIC ARTS EQUITY 285512109 9676 161,400 SH DEFINED 2 161400
ELECTRONIC ARTS INC EQUITY 285512109 10168 169,600 SH DEFINED 6, 7, 8 169600
ELECTRONIC ARTS INC COM EQUITY 285512109 2398 40,000 SH Sole 3 40000
ELECTRONIC DATA SYS CORP NEW EQUITY 285661104 353 5,150 SH DEFINED 2 5150
ELECTRONIC DATA SYS NEW EQUITY 285661104 101 1,480 SH DEFINED 5 1480
ELECTRONIC DATA SYS NEW EQUITY 285661104 17565 256,230 SH DEFINED 6, 7, 8 256230
ELECTRONIC DATA SYS NW COM EQUITY 285661104 2399 35,000 SH Sole 3 35000
ELECTRONIC DATA SYSTEMS CORP. EQUITY 285661104 18624 271,685 SH DEFINED 1 271,685
ELECTRONICS BOUTIQUE HLDG EQUITY 286045109 113 2,818 SH DEFINED 6, 7, 8 2818
ELECTRONICS BOUTIQUE HLDGS. CO EQUITY 286045109 117 2,928 SH DEFINED 1 2,928
ELECTRONICS BOUTQ HLDG COM EQUITY 286045109 26265 657,600 SH Sole 3 657600
ELECTRONICS FOR IMAGING I EQUITY 286082102 524 23,498 SH DEFINED 6, 7, 8 23498
ELECTRONICS FOR IMAGING, INC. EQUITY 286082102 395 17,722 SH DEFINED 1 17,722
ELI LILLY AND CO. EQUITY 532457108 47038 598,902 SH DEFINED 1 598,902
ELIZABETH ARDEN INC EQUITY 28660G106 47 3,065 SH DEFINED 1 3,065
ELIZABETH ARDEN INC EQUITY 28660G106 43 2,811 SH DEFINED 6, 7, 8 2811
ELIZABETH ARDEN INC EQUITY 28660G106 1203 78,800 SH DEFINED 2 78800
EMBARCADERO TECHNOLOGIES EQUITY 290787100 64 2,661 SH DEFINED 6, 7, 8 2661
EMBARCADERO TECHNOLOGIES INC EQUITY 290787100 68 2,828 SH DEFINED 1 2,828
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
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Embotelladora Andina -ADR 'B' EQUITY 29081P303 303 38,300 SH DEFINED 1 38,300
EMC Corp / Mass EQUITY 268648102 739 55,000 SH DEFINED 4 55,000
EMC CORP. EQUITY 268648102 17773 1,322,424 SH DEFINED 1 1,322,424
EMCOR GROUP INC EQUITY 29084Q100 156 3,441 SH DEFINED 6, 7, 8 3441
EMCOR GROUP, INC. EQUITY 29084Q100 162 3,569 SH DEFINED 1 3,569
EMCORE CORP EQUITY 290846104 87 6,447 SH DEFINED 6, 7, 8 6447
EMCORE CORPORATION EQUITY 290846104 90 6,683 SH DEFINED 1 6,683
Emerson Elec Co EQUITY 291011104 2855 50,000 SH DEFINED 4 50,000
EMERSON ELEC CO EQUITY 291011104 77 1,340 SH DEFINED 5 1340
EMERSON ELEC CO EQUITY 291011104 13469 235,881 SH DEFINED 6, 7, 8 235881
EMERSON ELEC CO EQUITY 291011104 3849 67,408 SH DEFINED 2 67408
EMERSON ELECTRIC CO. EQUITY 291011104 14070 246,412 SH DEFINED 1 246,412
EMEX CORP EQUITY 291206100 12 3,732 SH DEFINED 1 3,732
EMEX CORP EQUITY 291206100 12 3,732 SH DEFINED 6, 7, 8 3732
EMISPHERE TECHNOLOGIES IN EQUITY 291345106 158 4,951 SH DEFINED 6, 7, 8 4951
EMISPHERE TECHNOLOGIES INC EQUITY 291345106 165 5,161 SH DEFINED 1 5,161
EMMIS COMMUNICATIONS CORP EQUITY 291525103 1362 57,600 SH DEFINED 6, 7, 8 57600
EMMIS COMMUNICATIONS CORP. CLASS A EQUITY 291525103 1366 57,771 SH DEFINED 1 57,771
EMPIRE DIST ELEC CO EQUITY 291641108 119 5,659 SH DEFINED 6, 7, 8 5659
EMPIRE DISTRICT ELECTRIC CO. EQUITY 291641108 123 5,875 SH DEFINED 1 5,875
EMPRESA NACIONAL DE ELEC ADR EQUITY 29244T101 850 81,892 SH DEFINED 1 81,892
EMULEX CORP EQUITY 292475209 42 1,057 SH DEFINED 1 1,057
EMULEX CORP EQUITY 292475209 10869 275,100 SH DEFINED 2 275100
ENCOMPASS SERVICES CORP. EQUITY 29255U104 61 21,159 SH DEFINED 1 21,159
ENCOMPASS SVCS CORP EQUITY 29255U104 112 38,498 SH DEFINED 6, 7, 8 38498
ENCORE ACQUISITION CO EQUITY 29255W100 30 2,276 SH DEFINED 1 2,276
ENCORE ACQUISITION CO EQUITY 29255W100 30 2,276 SH DEFINED 6, 7, 8 2276
ENCORE WIRE CORP EQUITY 292562105 53 4,412 SH DEFINED 1 4,412
ENCORE WIRE CORP EQUITY 292562105 50 4,158 SH DEFINED 6, 7, 8 4158
ENDESA ADR EQUITY 29258N107 157 10,000 SH DEFINED 1 10,000
ENDESA S A EQUITY 29258N107 157 10,000 SH DEFINED 6, 7, 8 10000
ENDO PHARMACEUTICALS EQUITY 29264F114 76 9,541 SH DEFINED 1 9,541
ENDO PHARMACEUTICALS HLDG EQUITY 29264F205 69 5,949 SH DEFINED 6, 7, 8 5949
ENDO PHARMACEUTICALS HLDG EQUITY 29264F114 3 3,251 SH DEFINED 6, 7, 8 3251
ENDOCARE INC EQUITY 29264P104 69 3,845 SH DEFINED 1 3,845
ENDOCARE INC EQUITY 29264P104 66 3,654 SH DEFINED 6, 7, 8 3654
ENDOCARE INC COM EQUITY 29264P104 19769 1,102,539 SH Sole 3 1088039 14500
ENERGEN CORP EQUITY 29265N108 219 8,903 SH DEFINED 6, 7, 8 8903
ENERGEN CORP. EQUITY 29265N108 228 9,243 SH DEFINED 1 9,243
ENERGIZER HLDGS INC EQUITY 29266R108 2122 111,400 SH DEFINED 6, 7, 8 111400
ENERGIZER HOLDINGS INC EQUITY 29266R108 2135 112,098 SH DEFINED 1 112,098
ENERGY CONVERSION DEVICES EQUITY 292659109 78 4,103 SH DEFINED 6, 7, 8 4103
ENERGY CONVERSION DEVICES, INC EQUITY 292659109 81 4,286 SH DEFINED 1 4,286
ENERGY EAST CORP EQUITY 29266M109 2715 142,988 SH DEFINED 1 142,988
ENERGY EAST CORP EQUITY 29266M109 2697 142,000 SH DEFINED 6, 7, 8 142000
ENERGY PARTNERS LTD EQUITY 29270U105 51 6,702 SH DEFINED 1 6,702
ENERGY PARTNERS LTD EQUITY 29270U105 49 6,522 SH DEFINED 6, 7, 8 6522
ENGAGE INC EQUITY 292827102 6 13,880 SH DEFINED 6, 7, 8 13880
ENGAGE TECHNOLOGIES, INC. EQUITY 292827102 6 13,880 SH DEFINED 1 13,880
ENGELHARD CORP EQUITY 292845104 11 410 SH DEFINED 5 410
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
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ENGELHARD CORP EQUITY 292845104 1521 54,950 SH DEFINED 6, 7, 8 54950
ENGELHARD CORP COM EQUITY 292845104 14816 535,270 SH Sole 3 462200 73070
ENGELHARD CORP. EQUITY 292845104 1634 59,033 SH DEFINED 1 59,033
ENGINEERED SUPPORT SYS IN EQUITY 292866100 68 1,977 SH DEFINED 6, 7, 8 1977
ENGINEERED SUPPORT SYSTEMS EQUITY 292866100 71 2,079 SH DEFINED 1 2,079
ENSCO INTERNATIONAL, INC. EQUITY 26874Q100 4107 165,271 SH DEFINED 1 165,271
ENSCO INTL INC EQUITY 26874Q100 4063 163,500 SH DEFINED 6, 7, 8 163500
ENSCO INTL INC EQUITY 26874Q100 18575 747,500 SH DEFINED 2 747500
ENTEGRIS INC EQUITY 29362U104 128 11,697 SH DEFINED 1 11,697
ENTEGRIS INC EQUITY 29362U104 123 11,228 SH DEFINED 6, 7, 8 11228
ENTERASYS NETWORKS INC EQUITY 293637104 2099 237,183 SH DEFINED 1 237,183
ENTERASYS NETWORKS INC EQUITY 293637104 2230 251,950 SH DEFINED 6, 7, 8 251950
ENTERASYS NETWORKS INC COM EQUITY 293637104 25762 2,910,927 SH Sole 3 2672917 238010
ENTERCOM COMMUNICATIONS C EQUITY 293639100 2755 55,100 SH DEFINED 6, 7, 8 55100
ENTERCOM COMMUNICATIONS CORP. EQUITY 293639100 2765 55,297 SH DEFINED 1 55,297
ENTERGY ARKANSAS INC EQUITY 29364G103 3916 100,136 SH DEFINED 1 100,136
ENTERGY CORP NEW EQUITY 29364G103 27 690 SH DEFINED 5 690
ENTERGY CORP NEW EQUITY 29364G103 3654 93,430 SH DEFINED 6, 7, 8 93430
ENTERTAINMENT PPTYS TR EQUITY 29380T105 92 4,738 SH DEFINED 6, 7, 8 4738
ENTERTAINMENT PROPERTIES TRUST EQUITY 29380T105 96 4,938 SH DEFINED 1 4,938
ENTRADE INC EQUITY 29382L993 60 156,250 SH DEFINED 2 156250
ENTRAVISION COMMUNIC EQUITY 29382R107 7 594 SH DEFINED 1 594
ENTREMED INC EQUITY 29382F103 37 4,383 SH DEFINED 6, 7, 8 4383
ENTREMED, INC. EQUITY 29382F103 39 4,608 SH DEFINED 1 4,608
ENTRUST INC EQUITY 293848107 138 13,561 SH DEFINED 6, 7, 8 13561
ENTRUST TECHNOLOGIES INC. EQUITY 293848107 145 14,231 SH DEFINED 1 14,231
ENZO BIOCHEM INC EQUITY 294100102 147 6,271 SH DEFINED 6, 7, 8 6271
ENZO BIOCHEM, INC. EQUITY 294100102 154 6,546 SH DEFINED 1 6,546
ENZON INC EQUITY 293904108 31 548 SH DEFINED 1 548
ENZON INC EQUITY 293904108 268 4,755 SH DEFINED 6, 7, 8 4755
EOG RES INC EQUITY 26875P101 14 360 SH DEFINED 5 360
EOG RES INC EQUITY 26875P101 3458 88,410 SH DEFINED 6, 7, 8 88410
EOG RESOURCES INC EQUITY 26875P101 2652 67,814 SH DEFINED 1 67,814
EPIQ SYS INC EQUITY 26882D109 54 2,814 SH DEFINED 6, 7, 8 2814
EPIQ SYSTEMS INC EQUITY 26882D109 57 2,967 SH DEFINED 1 2,967
EQUIFAX INC EQUITY 294429105 11 450 SH DEFINED 5 450
EQUIFAX INC EQUITY 294429105 1480 61,300 SH DEFINED 6, 7, 8 61300
EQUIFAX, INC. EQUITY 294429105 1611 66,722 SH DEFINED 1 66,722
EQUITABLE RES INC EQUITY 294549100 3829 112,400 SH DEFINED 6, 7, 8 112400
EQUITABLE RESOURCES, INC. EQUITY 294549100 2665 78,218 SH DEFINED 1 78,218
EQUITY INNS INC EQUITY 294703103 78 11,847 SH DEFINED 6, 7, 8 11847
EQUITY INNS, INC. EQUITY 294703103 81 12,307 SH DEFINED 1 12,307
EQUITY OFFICE PPTYS TR COM EQUITY 294741103 65020 2,161,584 SH Sole 3 1855182 306402
EQUITY OFFICE PROPERTIES EQUITY 294741103 39 1,300 SH DEFINED 5 1300
EQUITY OFFICE PROPERTIES EQUITY 294741103 5270 175,200 SH DEFINED 6, 7, 8 175200
EQUITY OFFICE PROPERTIES TRUST EQUITY 294741103 7922 263,366 SH DEFINED 1 263,366
EQUITY ONE EQUITY 294752100 5 396 SH DEFINED 6, 7, 8 396
EQUITY ONE INC EQUITY 294752100 5 396 SH DEFINED 1 396
EQUITY RESIDENT PPTYS SH BEN I EQUITY 29476L107 40154 1,398,600 SH Sole 3 1197900 200700
EQUITY RESIDENTIAL PPTYS EQUITY 29476L107 24 850 SH DEFINED 5 850
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
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EQUITY RESIDENTIAL PPTYS EQUITY 29476L107 3434 119,610 SH DEFINED 6, 7, 8 119610
EQUITY RESIDENTIAL PROPS TR EQUITY 29476L107 3531 122,985 SH DEFINED 1 122,985
ERICSSON L M TEL CO EQUITY 294821400 119 22,780 SH DEFINED 6, 7, 8 22780
ERICSSON L M TEL CO EQUITY 294821400 444 85,000 SH DEFINED 6, 7, 8 85000
ERICSSON LMTEL CO.-ADR SERIES B EQUITY 294821400 563 107,780 SH DEFINED 1 107,780
ERIE INDEMNITY COMPA EQUITY 29530P102 5 134 SH DEFINED 1 134
ESCO ELECTRONICS CORP EQUITY 296315104 124 3,605 SH DEFINED 1 3,605
ESCO TECHNOLOGIES INC EQUITY 296315104 118 3,427 SH DEFINED 6, 7, 8 3427
ESPEED INC EQUITY 296643109 39 4,687 SH DEFINED 1 4,687
ESPEED INC EQUITY 296643109 250 30,151 SH DEFINED 6, 7, 8 30151
ESPERION THERAPEUTICS COM EQUITY 29664R106 2130 289,800 SH Sole 3 289800
ESPERION THERAPEUTICS INC EQUITY 29664R106 43 5,826 SH DEFINED 6, 7, 8 5826
ESPERION THERAPEUTICS INC (USD) EQUITY 29664R106 45 6,151 SH DEFINED 1 6,151
ESS TECHNOLOGY INC EQUITY 269151106 204 9,578 SH DEFINED 6, 7, 8 9578
ESS TECHNOLOGY, INC. EQUITY 269151106 212 9,988 SH DEFINED 1 9,988
ESSEX PPTY TR INC EQUITY 297178105 222 4,497 SH DEFINED 6, 7, 8 4497
ESSEX PPTY TR INC COM EQUITY 297178105 4640 93,900 SH Sole 3 79800 14100
ESSEX PROPERTY TRUST, INC. EQUITY 297178105 230 4,664 SH DEFINED 1 4,664
ESTEE LAUDER COMPANIES-CL A EQUITY 518439104 43 1,347 SH DEFINED 1 1,347
ESTERLINE TECHNOLOGIES CO EQUITY 297425100 107 6,673 SH DEFINED 6, 7, 8 6673
ESTERLINE TECHNOLOGIES CORP. EQUITY 297425100 111 6,917 SH DEFINED 1 6,917
ETHAN ALLEN INTERIOR EQUITY 297602104 14 335 SH DEFINED 1 335
ETHAN ALLEN INTERIORS INC EQUITY 297602104 150 3,600 SH DEFINED 6, 7, 8 3600
EVEREST RE GROUP LTD EQUITY G3223R108 3973 56,200 SH DEFINED 6, 7, 8 56200
EVEREST RE GROUP LTD COM EQUITY G3223R108 94492 1,336,522 SH Sole 3 1280982 55540
EVEREST RE GROUP, LTD EQUITY G3223R108 23353 330,315 SH DEFINED 1 330,315
EVERGREEN RES INC EQUITY 299900308 184 4,763 SH DEFINED 6, 7, 8 4763
EVERGREEN RESOURCES, INC. EQUITY 299900308 194 5,021 SH DEFINED 1 5,021
EVOLVE SOFTWARE INC. EQUITY 30049P104 459 1,239,564 SH DEFINED 1 1,239,564
EXACT SCIENCES CORP EQUITY 30063P105 12 1,140 SH DEFINED 6, 7, 8 1140
EXACT SCIENCES CORP (USD) EQUITY 30063P105 12 1,140 SH DEFINED 1 1,140
EXAR CORP EQUITY 300645108 548 26,265 SH DEFINED 6, 7, 8 26265
EXAR CORP. EQUITY 300645108 242 11,594 SH DEFINED 1 11,594
EXCEL TECHNOLOGY EQUITY 30067T103 43 2,470 SH DEFINED 1 2,470
EXCEL TECHNOLOGY INC EQUITY 30067T103 42 2,395 SH DEFINED 6, 7, 8 2395
EXE TECHNOLOGIES INC EQUITY 301504106 47 9,192 SH DEFINED 6, 7, 8 9192
EXE TECHNOLOGIES INC (USD) EQUITY 301504106 49 9,706 SH DEFINED 1 9,706
EXELIXIS INC EQUITY 30161Q104 166 9,967 SH DEFINED 6, 7, 8 9967
EXELIXIS, INC. EQUITY 30161Q104 173 10,407 SH DEFINED 1 10,407
EXELON CORP EQUITY 30161N101 48 1,000 SH DEFINED 5 1000
EXELON CORP EQUITY 30161N101 7483 156,290 SH DEFINED 6, 7, 8 156290
EXIDE TECHNOLOGIES EQUITY 302051107 11 9,276 SH DEFINED 1 9,276
EXIDE TECHNOLOGIES EQUITY 302051107 11 8,780 SH DEFINED 6, 7, 8 8780
EXPEDIA INC -CL A EQUITY 302125109 4 101 SH DEFINED 1 101
EXPEDITORS INTERNATIONAL OF WA EQUITY 302130109 3606 63,315 SH DEFINED 1 63,315
EXPEDITORS INTL WASH INC EQUITY 302130109 3571 62,700 SH DEFINED 6, 7, 8 62700
EXPRESS SCRIPTS INC EQUITY 302182100 5531 118,280 SH DEFINED 6, 7, 8 118280
EXPRESS SCRIPTS, INC. EQUITY 302182100 5582 119,379 SH DEFINED 1 119,379
EXTENDED STAY AMER INC EQUITY 30224P101 1853 113,000 SH DEFINED 6, 7, 8 113000
EXTENDED STAY AMERICA INC EQUITY 30224P101 1862 113,542 SH DEFINED 1 113,542
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
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EXTENSITY INC EQUITY 302255104 9 4,303 SH DEFINED 6, 7, 8 4303
EXTENSITY, INC. EQUITY 302255104 10 4,376 SH DEFINED 1 4,376
EXTREME NETWORK INC EQUITY 30226D106 17 1,309 SH DEFINED 1 1,309
EXTREME NETWORKS INC EQUITY 30226D106 5995 464,700 SH DEFINED 2 464700
EXULT INC EQUITY 302284104 17 1,075 SH DEFINED 1 1,075
EXXON MOBIL CORP EQUITY 30231G102 371 3,446 SH DEFINED 2 9446
Exxon Mobil Corp EQUITY 30231G102 2393 60,892 SH DEFINED 4 60,892
EXXON MOBIL CORP EQUITY 30231G102 840 21,380 SH DEFINED 5 21380
EXXON MOBIL CORP EQUITY 30231G102 121919 3,102,260 SH DEFINED 6, 7, 8 3102260
EXXON MOBIL CORP EQUITY 30231G102 30003 763,446 SH DEFINED 2 763446
EXXON MOBIL CORP. EQUITY 30231G102 172102 4,379,182 SH DEFINED 1 4,379,182
F M C CORP EQUITY 302491303 6 100 SH DEFINED 5 100
F M C CORP EQUITY 302491303 785 13,200 SH DEFINED 6, 7, 8 13200
F Y I INC EQUITY 302712104 133 3,976 SH DEFINED 6, 7, 8 3976
F&M BANCORP MD EQUITY 302367107 90 3,536 SH DEFINED 6, 7, 8 3536
F&M BANCORP/FREDERICK EQUITY 302367107 93 3,652 SH DEFINED 1 3,652
F.Y.I., INC. EQUITY 302712104 139 4,159 SH DEFINED 1 4,159
F5 NETWORKS INC EQUITY 315616102 121 5,632 SH DEFINED 1 5,632
F5 NETWORKS INC EQUITY 315616102 116 5,385 SH DEFINED 6, 7, 8 5385
FACTORY 2-U INC EQUITY 303072102 74 3,684 SH DEFINED 6, 7, 8 3684
FACTORY 2-U STORES, INC. EQUITY 303072102 77 3,854 SH DEFINED 1 3,854
FACTSET RESEARCH SYSTEMS, INC. EQUITY 303075105 215 6,161 SH DEFINED 1 6,161
FACTSET RESH SYS INC EQUITY 303075105 206 5,893 SH DEFINED 6, 7, 8 5893
FAIR ISAAC & CO INC EQUITY 303250104 397 6,303 SH DEFINED 6, 7, 8 6303
FAIR ISAAC & CO INC COM EQUITY 303250104 11046 175,273 SH Sole 3 172173 3100
FAIR ISSAC & CO., INC. EQUITY 303250104 341 5,417 SH DEFINED 1 5,417
FAIRCHILD CORP EQUITY 303698104 12 4,033 SH DEFINED 6, 7, 8 4033
FAIRCHILD CORP. CLASS A EQUITY 303698104 12 4,033 SH DEFINED 1 4,033
FAIRCHILD SEMICONDUCTOR CORP. EQUITY 303726103 5474 194,127 SH DEFINED 1 194,127
FAIRCHILD SEMICONDUCTOR I EQUITY 303726103 2002 71,000 SH DEFINED 6, 7, 8 71000
FALCONSTOR SOFTWARE INC EQUITY 306137100 41 4,529 SH DEFINED 1 4,529
FALCONSTOR SOFTWARE INC EQUITY 306137100 35 3,842 SH DEFINED 6, 7, 8 3842
FAMILY DLR STORES INC EQUITY 307000109 16 540 SH DEFINED 5 540
FAMILY DLR STORES INC EQUITY 307000109 2184 72,860 SH DEFINED 6, 7, 8 72860
FAMILY DLR STORES INC EQUITY 307000109 2186 72,900 SH DEFINED 2 72900
FAMILY DOLLAR STORES, INC. EQUITY 307000109 2365 78,890 SH DEFINED 1 78,890
FARMER BROS CO EQUITY 307675108 73 275 SH DEFINED 6, 7, 8 275
FARMER BROS. CO. EQUITY 307675108 76 288 SH DEFINED 1 288
FARMERS CAP BK CORP EQUITY 309562106 82 2,229 SH DEFINED 6, 7, 8 2229
FARMERS CAPITAL BANK CORP EQUITY 309562106 86 2,339 SH DEFINED 1 2,339
FASTENAL CO EQUITY 311900104 3062 46,100 SH DEFINED 6, 7, 8 46100
FASTENAL CO. EQUITY 311900104 3089 46,494 SH DEFINED 1 46,494
FBL FINANCIAL GROUP, INC., CLASS A EQUITY 30239F106 64 3,865 SH DEFINED 1 3,865
FBL FINL GROUP INC EQUITY 30239F106 62 3,744 SH DEFINED 6, 7, 8 3744
FBR ASSET INVT CORP EQUITY 30241E303 133 4,725 SH DEFINED 6, 7, 8 4725
FEDDERS CORP EQUITY 313135105 25 8,203 SH DEFINED 1 8,203
FEDDERS CORP EQUITY 313135105 24 7,831 SH DEFINED 6, 7, 8 7831
FEDERAL AGRIC MTG CORP EQUITY 313148306 99 2,438 SH DEFINED 1 2,438
FEDERAL AGRIC MTG CORP EQUITY 313148306 95 2,348 SH DEFINED 6, 7, 8 2348
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
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FEDERAL HOME LN MTG CORP EQUITY 313400301 142 2,170 SH DEFINED 5 2170
FEDERAL HOME LN MTG CORP EQUITY 313400301 24267 371,052 SH DEFINED 6, 7, 8 371052
FEDERAL MOGUL CORP EQUITY 313549107 17 21,661 SH DEFINED 6, 7, 8 21661
FEDERAL NATIONAL MORTGAGE ASSO EQUITY 313586109 43119 542,378 SH DEFINED 1 542,378
FEDERAL NATL MTG ASSN EQUITY 313586109 32 400 SH DEFINED 1 400
FEDERAL NATL MTG ASSN EQUITY 313586109 248 3,120 SH DEFINED 5 3120
FEDERAL NATL MTG ASSN EQUITY 313586109 40929 514,832 SH DEFINED 6, 7, 8 514832
FEDERAL REALTY INVESTMENT TR. EQUITY 313747206 273 11,869 SH DEFINED 1 11,869
FEDERAL REALTY INVT TR EQUITY 313747206 262 11,388 SH DEFINED 6, 7, 8 11388
FEDERAL SIGNAL CORP EQUITY 313855108 1537 68,999 SH DEFINED 6, 7, 8 68999
FEDERAL SIGNAL CORP. EQUITY 313855108 1523 68,403 SH DEFINED 1 68,403
FEDERAL-MOGUL CORP. EQUITY 313549107 18 22,404 SH DEFINED 1 22,404
FEDERATED DEPT STORES INC EQUITY 31410H101 25 600 SH DEFINED 5 600
FEDERATED DEPT STORES INC EQUITY 31410H101 4993 122,080 SH DEFINED 6, 7, 8 122080
FEDERATED DEPT STORES, INC. EQUITY 31410H101 5236 128,008 SH DEFINED 1 128,008
FEDERATED INVESTORS EQUITY 314211103 33 1,022 SH DEFINED 1 1,022
FEDERATED INVS INC PA EQUITY 314211103 685 21,500 SH DEFINED 6, 7, 8 21500
FEDEX CORP EQUITY 31428X106 48 930 SH DEFINED 5 930
FEDEX CORP EQUITY 31428X106 6541 126,080 SH DEFINED 6, 7, 8 126080
FEDEX CORPORATION EQUITY 31428X106 6905 133,090 SH DEFINED 1 133,090
FEI CO EQUITY 30241L109 1361 43,198 SH DEFINED 6, 7, 8 43198
FEI COMPANY EQUITY 30241L109 1367 43,394 SH DEFINED 1 43,394
FELCOR LODGING TR INC EQUITY 31430F101 161 9,635 SH DEFINED 6, 7, 8 9635
FELCOR LODGING TRUST, INC. EQUITY 31430F101 167 10,018 SH DEFINED 1 10,018
FERRO CORP EQUITY 315405100 1303 50,513 SH DEFINED 6, 7, 8 50513
FERRO CORP. EQUITY 315405100 1314 50,923 SH DEFINED 1 50,923
FIBERCORE INC EQUITY 31563B109 22 9,311 SH DEFINED 1 9,311
FIBERCORE INC EQUITY 31563B109 21 8,917 SH DEFINED 6, 7, 8 8917
FIDELITY BANKSHARES INC EQUITY 31604Q107 83 5,180 SH DEFINED 1 5,180
FIDELITY BANKSHARES INC N EQUITY 31604Q107 77 4,829 SH DEFINED 6, 7, 8 4829
FIDELITY NATIONAL FINANCIAL EQUITY 316326107 2598 104,774 SH DEFINED 1 104,774
FIDELITY NATL FINL INC EQUITY 316326107 2579 104,000 SH DEFINED 6, 7, 8 104000
FIFTH THIRD BANCORP EQUITY 316773100 15832 258,145 SH DEFINED 1 258,145
FIFTH THIRD BANCORP EQUITY 316773100 111 1,810 SH DEFINED 5 1810
FIFTH THIRD BANCORP EQUITY 316773100 15042 244,270 SH DEFINED 6, 7, 8 244270
FILENET CORP EQUITY 316869106 207 10,222 SH DEFINED 6, 7, 8 10222
FILENET CORP. EQUITY 316869106 217 10,709 SH DEFINED 1 10,709
FINANCIAL FED CORP EQUITY 317492106 811 25,951 SH DEFINED 6, 7, 8 25951
FINANCIAL FED CORP COM EQUITY 317492106 7937 254,000 SH Sole 3 254000
FINANCIAL FEDERAL CORP. EQUITY 317492106 108 3,446 SH DEFINED 1 3,446
FINANCIAL INSTNS INC EQUITY 317585404 60 2,545 SH DEFINED 6, 7, 8 2545
FINCANCIAL INSTITUTIONS INC EQUITY 317585404 63 2,679 SH DEFINED 1 2,679
FINISAR COM EQUITY 31787A101 20718 2,037,153 SH Sole 3 2002053 35100
FINISAR CORPORATION EQUITY 31787A101 17 1,693 SH DEFINED 1 1,693
FINISH LINE INC EQUITY 317923100 84 5,514 SH DEFINED 6, 7, 8 5514
FINISH LINE, INC. EQUITY 317923100 90 5,913 SH DEFINED 1 5,913
FINOVA GROUP INC EQUITY 317928109 10 17,044 SH DEFINED 6, 7, 8 17044
FINOVA GROUP, INC. EQUITY 317928109 11 18,179 SH DEFINED 1 18,179
FIRST AMERICAN CAP TRUST CLASS A EQUITY 318522307 430 22,934 SH DEFINED 1 22,934
FIRST AMERN CORP CALIF EQUITY 318522307 410 21,905 SH DEFINED 6, 7, 8 21905
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
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FIRST BANCORP N C EQUITY 318910106 50 2,232 SH DEFINED 6, 7, 8 2232
FIRST BANCORP NORTH CAROLINA EQUITY 318910106 50 2,232 SH DEFINED 1 2,232
FIRST BANCORP P R EQUITY 318672102 183 6,418 SH DEFINED 6, 7, 8 6418
FIRST BANCORP/PUERTO RICO EQUITY 318672102 190 6,676 SH DEFINED 1 6,676
FIRST BANKS AMERICA INC EQUITY 31928N103 8 258 SH DEFINED 1 258
FIRST BKS AMER INC EQUITY 31928N103 8 258 SH DEFINED 6, 7, 8 258
FIRST BUSEY CORP EQUITY 319383105 60 2,776 SH DEFINED 1 2,776
FIRST BUSEY CORP EQUITY 319383105 55 2,560 SH DEFINED 6, 7, 8 2560
FIRST CHARTER CORP EQUITY 319439105 179 10,059 SH DEFINED 6, 7, 8 10059
FIRST CHARTER CORP. EQUITY 319439105 177 10,446 SH DEFINED 1 10,446
FIRST CITIZENS BANCSHARES, INC CLASS EQUITY 31946M103 199 2,034 SH DEFINED 1 2,034
FIRST CMNTY BANCSHARES IN EQUITY 31983A103 74 2,510 SH DEFINED 6, 7, 8 2510
FIRST COMMONWEALTH FINANCIAL EQUITY 319829107 228 19,781 SH DEFINED 1 19,781
FIRST COMMUNITY BANCSHARES INC EQUITY 31983A103 77 2,625 SH DEFINED 1 2,625
FIRST COMWLTH FINL CORP P EQUITY 319829107 216 18,788 SH DEFINED 6, 7, 8 18788
FIRST CONSULTING GROUP IN EQUITY 31986R103 82 5,295 SH DEFINED 6, 7, 8 5295
FIRST CONSULTING GROUP, INC. EQUITY 31986R103 86 5,495 SH DEFINED 1 5,495
FIRST CTZNS BANCSHARES IN EQUITY 31946M103 190 1,942 SH DEFINED 6, 7, 8 1942
FIRST DATA CORP EQUITY 319963104 93 1,190 SH DEFINED 5 1190
FIRST DATA CORP EQUITY 319963104 16753 213,550 SH DEFINED 6, 7, 8 213550
FIRST DATA CORP EQUITY 319963104 5774 73,600 SH DEFINED 2 73600
FIRST DATA CORP COM EQUITY 319963104 2432 31,000 SH Sole 3 31000
FIRST DATA CORP. EQUITY 319963104 24927 317,742 SH DEFINED 1 317,742
FIRST ESSEX BANCORP INC EQUITY 320103104 62 2,195 SH DEFINED 1 2,195
FIRST ESSEX BANCORP INC EQUITY 320103104 58 2,059 SH DEFINED 6, 7, 8 2059
FIRST FED CAP CORP EQUITY 319960100 77 4,873 SH DEFINED 6, 7, 8 4873
FIRST FEDERAL CAPITAL CORP. EQUITY 319960100 80 5,098 SH DEFINED 1 5,098
FIRST FINANCIAL BANCORP EQUITY 320209109 215 12,185 SH DEFINED 1 12,185
FIRST FINANCIAL BANKSHARES EQUITY 32020R109 109 3,612 SH DEFINED 1 3,612
FIRST FINANCIAL CORP. EQUITY 320218100 100 2,289 SH DEFINED 1 2,289
FIRST FINANCIAL HOLDINGS, INC. EQUITY 320239106 108 4,488 SH DEFINED 1 4,488
FIRST FINL BANCORP OH EQUITY 320209109 206 11,697 SH DEFINED 6, 7, 8 11697
FIRST FINL BANKSHARES EQUITY 32020R109 104 3,470 SH DEFINED 6, 7, 8 3470
FIRST FINL CORP IND EQUITY 320218100 97 2,204 SH DEFINED 6, 7, 8 2204
FIRST FINL HLDGS INC EQUITY 320239106 104 4,308 SH DEFINED 6, 7, 8 4308
FIRST HEALTH GROUP CORP EQUITY 320960107 2994 121,000 SH DEFINED 6, 7, 8 121000
FIRST HEALTH GROUP CORP. EQUITY 320960107 3022 122,137 SH DEFINED 1 122,137
FIRST HORIZON PHARMACE COM EQUITY 32051K106 8228 279,949 SH Sole 3 279949
FIRST HORIZON PHARMACEUTI EQUITY 32051K106 92 3,123 SH DEFINED 6, 7, 8 3123
FIRST HORIZON PHARMACEUTICAL EQUITY 32051K106 96 3,262 SH DEFINED 1 3,262
FIRST IND CORP EQUITY 32054R108 66 3,025 SH DEFINED 6, 7, 8 3025
FIRST INDIANA CORP. EQUITY 32054R108 69 3,133 SH DEFINED 1 3,133
FIRST INDUSTRIAL REALITY TRUST EQUITY 32054K103 2251 72,389 SH DEFINED 1 72,389
FIRST INDUSTRIAL REALTY T EQUITY 32054K103 392 12,600 SH DEFINED 6, 7, 8 12600
FIRST INDUSTRIAL RLTY COM EQUITY 32054K103 13927 447,800 SH Sole 3 405900 41900
FIRST MERCHANTS CORP EQUITY 320817109 87 3,620 SH DEFINED 6, 7, 8 3620
FIRST MERCHANTS CORP. EQUITY 320817109 93 3,853 SH DEFINED 1 3,853
FIRST MIDWEST BANCORP DEL EQUITY 320867104 463 15,846 SH DEFINED 6, 7, 8 15846
FIRST MIDWEST BANCORP, INC. EQUITY 320867104 483 16,530 SH DEFINED 1 16,530
FIRST NIAGARA FINANCIAL GRP EQUITY 33582U100 56 3,334 SH DEFINED 1 3,334
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
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FIRST NIAGARA FINL GROUP EQUITY 33582U100 53 3,142 SH DEFINED 6, 7, 8 3142
FIRST PL FINL CORP EQUITY 33610T109 77 4,873 SH DEFINED 6, 7, 8 4873
FIRST PLACE FINANCIAL CORP EQUITY 33610T109 80 5,106 SH DEFINED 1 5,106
FIRST REP BK SAN FRANCISC EQUITY 336158100 82 3,386 SH DEFINED 6, 7, 8 3386
FIRST REPUBLIC BANK EQUITY 336158100 84 3,486 SH DEFINED 1 3,486
FIRST SENTINEL BANCORP IN EQUITY 33640T103 106 8,483 SH DEFINED 6, 7, 8 8483
FIRST SENTINEL BANCORP INC EQUITY 33640T103 111 8,883 SH DEFINED 1 8,883
FIRST TENN NATL CORP EQUITY 337162101 5577 153,800 SH DEFINED 6, 7, 8 153800
FIRST TENN NATL CORP EQUITY 337162101 7843 216,300 SH DEFINED 2 216300
FIRST TENNESSEE NATIONAL CORP. EQUITY 337162101 5613 154,791 SH DEFINED 1 154,791
First Union CORPBOND 337363AE5 3022 3,000,000 PRN DEFINED 4 3,000,000
FIRST VA BANKS INC EQUITY 337477103 2949 58,100 SH DEFINED 6, 7, 8 58100
FIRST VIRGINIA BANKS, INC. EQUITY 337477103 2970 58,502 SH DEFINED 1 58,502
FIRSTENERGY CORP EQUITY 337932107 33 930 SH DEFINED 5 930
FIRSTENERGY CORP EQUITY 337932107 5200 148,670 SH DEFINED 6, 7, 8 148670
FIRSTENERGY CORP. EQUITY 337932107 4728 135,167 SH DEFINED 1 135,167
FIRSTFED FINANCIAL CORP. EQUITY 337907109 147 5,746 SH DEFINED 1 5,746
FIRSTFED FINL CORP EQUITY 337907109 142 5,546 SH DEFINED 6, 7, 8 5546
FIRSTMERIT CORP EQUITY 337915102 2793 103,100 SH DEFINED 6, 7, 8 103100
FIRSTMERIT CORP. EQUITY 337915102 2810 103,719 SH DEFINED 1 103,719
FIRSTSERVICE CORP SUB VTG SH EQUITY 33761N109 7406 264,500 SH Sole 3 264500
FISERV INC EQUITY 337738108 25 590 SH DEFINED 5 590
FISERV INC EQUITY 337738108 3570 84,350 SH DEFINED 6, 7, 8 84350
FISERV INC COM EQUITY 337738108 27078 639,847 SH Sole 3 565360 74487
FISERV, INC. EQUITY 337738108 3868 91,394 SH DEFINED 1 91,394
FISHER COMMUNICATIONS INC EQUITY 337756209 58 1,325 SH DEFINED 1 1,325
FISHER COMMUNICATIONS INC EQUITY 337756209 56 1,266 SH DEFINED 6, 7, 8 1266
FISHER SCIENTIFIC INTL IN EQUITY 338032204 477 16,319 SH DEFINED 6, 7, 8 16319
FISHER SCIENTIFIC INT'L., INC. EQUITY 338032204 501 17,156 SH DEFINED 1 17,156
FLAGSTAR BANCORP INC EQUITY 337930101 44 2,171 SH DEFINED 6, 7, 8 2171
FLAGSTAR BANCORP, INC. EQUITY 337930101 47 2,349 SH DEFINED 1 2,349
FLEETBOSTON FINANCIAL CORP. EQUITY 339030108 19784 542,032 SH DEFINED 1 542,032
FLEETBOSTON FINL CORP EQUITY 339030108 119 3,270 SH DEFINED 5 3270
FLEETBOSTON FINL CORP EQUITY 339030108 18886 517,426 SH DEFINED 6, 7, 8 517426
FLEETBOSTON FINL CORP EQUITY 339030108 20553 563,100 SH DEFINED 2 563100
FLEETWOOD ENTERPRISES INC EQUITY 339099103 119 10,531 SH DEFINED 6, 7, 8 10531
FLEETWOOD ENTERPRISES, INC. EQUITY 339099103 124 10,942 SH DEFINED 1 10,942
FLEMING COMPANIES, INC EQUITY 339130106 246 13,297 SH DEFINED 1 13,297
FLEMING COS INC EQUITY 339130106 236 12,755 SH DEFINED 6, 7, 8 12755
FLEXTRONICS INTERNATIONAL EQUITY Y2573F102 4169 173,800 SH DEFINED 2 173800
FLEXTRONICS INTERNATIONAL LTD EQUITY Y2573F102 284 11,830 SH DEFINED 1 11,830
FLEXTRONICS INTL LTD EQUITY Y2573F102 284 11,830 SH DEFINED 6, 7, 8 11830
FLIR SYS INC EQUITY 302445101 118 3,107 SH DEFINED 6, 7, 8 3107
FLIR SYSTEMS INC (USD) EQUITY 302445101 124 3,266 SH DEFINED 1 3,266
FLORIDA EAST COAST INDS EQUITY 340632108 168 7,242 SH DEFINED 6, 7, 8 7242
FLORIDA EAST COAST INDUSTRIES EQUITY 340632108 175 7,548 SH DEFINED 1 7,548
FLORIDA ROCK INDS INC EQUITY 341140101 209 5,717 SH DEFINED 6, 7, 8 5717
FLORIDA ROCK INDUSTRIES, INC. EQUITY 341140101 218 5,971 SH DEFINED 1 5,971
FLOW INTERNATIONAL CORP EQUITY 343468104 50 4,080 SH DEFINED 1 4,080
FLOW INTL CORP EQUITY 343468104 47 3,801 SH DEFINED 6, 7, 8 3801
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
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FLOWERS FOODS INC EQUITY 343498101 227 5,681 SH DEFINED 1 5,681
FLOWERS FOODS INC EQUITY 343498101 217 5,428 SH DEFINED 6, 7, 8 5428
FLOWSERVE CORP EQUITY 34354P105 2047 76,935 SH DEFINED 6, 7, 8 76935
FLOWSERVE CORP. EQUITY 34354P105 1744 65,557 SH DEFINED 1 65,557
FLUOR CORP EQUITY 343412102 1360 36,356 SH DEFINED 1 36,356
FLUOR CORP NEW EQUITY 343412102 9 250 SH DEFINED 5 250
FLUOR CORP NEW EQUITY 343412102 1267 33,870 SH DEFINED 6, 7, 8 33870
FLUSHING FINANCIAL CORP EQUITY 343873105 66 3,695 SH DEFINED 1 3,695
FLUSHING FINL CORP EQUITY 343873105 61 3,451 SH DEFINED 6, 7, 8 3451
FMC CORP. EQUITY 302491303 2282 38,345 SH DEFINED 1 38,345
FMC TECHNOLOGIES INC EQUITY 30249U101 227 13,815 SH DEFINED 1 13,815
FNB CORP PA EQUITY 302520101 217 8,230 SH DEFINED 6, 7, 8 8230
FNB CORP. EQUITY 302520101 226 8,573 SH DEFINED 1 8,573
FNMA CORPBOND 31364FPJ4 2455 2,500,000 PRN DEFINED 4 2,500,000
FOAMEX INTERNATIONAL, INC. EQUITY 344123104 42 5,163 SH DEFINED 1 5,163
FOAMEX INTL INC EQUITY 344123104 42 5,163 SH DEFINED 6, 7, 8 5163
FOCAL COMMUNICATION CORP EQUITY 344155106 3 4,818 SH DEFINED 1 4,818
FOCAL COMMUNICATIONS CORP EQUITY 344155106 3 4,435 SH DEFINED 6, 7, 8 4435
FOMENTO ECONOMICO MEX-SP ADR EQUITY 344419106 709 20,510 SH DEFINED 1 20,510
FOOT LOCKER INC EQUITY 344849104 19 1,232 SH DEFINED 1 1,232
FOOT LOCKER INC EQUITY 344849104 554 35,400 SH DEFINED 6, 7, 8 35400
FOOT LOCKER INC EQUITY 344849104 3867 247,100 SH DEFINED 2 247100
FOOT LOCKER INC COM EQUITY 344849104 58558 3,741,754 SH Sole 3 3514964 226790
FOOTSTAR INC EQUITY 344912100 184 5,887 SH DEFINED 6, 7, 8 5887
FOOTSTAR, INC. EQUITY 344912100 194 6,184 SH DEFINED 1 6,184
FORD MOTOR CO. EQUITY 345370860 13500 858,784 SH DEFINED 1 858,784
FORD MTR CO EQUITY 345370860 59 3,781 SH DEFINED 2 3781
FORD MTR CO DEL EQUITY 345370860 89 5,660 SH DEFINED 5 5660
FORD MTR CO DEL EQUITY 345370860 12830 816,160 SH DEFINED 6, 7, 8 816160
FOREST CITY ENTERPRISES I EQUITY 345550107 318 8,211 SH DEFINED 6, 7, 8 8211
FOREST CITY ENTERPRISES, INC. CLASS A EQUITY 345550107 333 8,595 SH DEFINED 1 8,595
FOREST LABORATORIES, INC. EQUITY 345838106 6514 79,490 SH DEFINED 1 79,490
FOREST LABS INC EQUITY 345838106 46 560 SH DEFINED 5 560
FOREST LABS INC EQUITY 345838106 6164 75,220 SH DEFINED 6, 7, 8 75220
FOREST LABS INC EQUITY 345838106 9631 124,575 SH DEFINED 2 124575
FOREST OIL CORP EQUITY 346091705 1611 57,091 SH DEFINED 1 57,091
FOREST OIL CORP EQUITY 346091705 1602 56,800 SH DEFINED 6, 7, 8 56800
FORRESTER RESEARCH, INC. EQUITY 346563109 80 3,958 SH DEFINED 1 3,958
FORRESTER RESH INC EQUITY 346563109 77 3,812 SH DEFINED 6, 7, 8 3812
FORTUNE BRANDS INC EQUITY 349631101 18 460 SH DEFINED 5 460
FORTUNE BRANDS INC EQUITY 349631101 2487 62,830 SH DEFINED 6, 7, 8 62830
FORTUNE BRANDS, INC. EQUITY 349631101 2673 67,509 SH DEFINED 1 67,509
FORWARD AIR CORP EQUITY 349853101 160 4,731 SH DEFINED 1 4,731
FORWARD AIR CORP EQUITY 349853101 285 8,400 SH DEFINED 6, 7, 8 8400
FOSSIL INC EQUITY 349882100 78 3,694 SH DEFINED 6, 7, 8 3694
FOSSIL, INC. EQUITY 349882100 81 3,853 SH DEFINED 1 3,853
FOUNDRY NETWORKS INC EQUITY 35063R100 8 994 SH DEFINED 1 994
FOUNDRY NETWORKS INC EQUITY 35063R100 49 6,025 SH DEFINED 6, 7, 8 6025
FOURTHSTAGE TECHNOLOGIES INC EQUITY 35112T107 24 111,112 SH DEFINED 1 111,112
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
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FOX ENTMT GROUP INC EQUITY 35138T107 21434 807,900 SH DEFINED 2 807900
FPL Group Inc EQUITY 302571104 2820 50,000 SH DEFINED 4 50,000
FPL GROUP INC EQUITY 302571104 31 550 SH DEFINED 5 550
FPL GROUP INC EQUITY 302571104 4196 74,400 SH DEFINED 6, 7, 8 74400
FPL GROUP, INC. EQUITY 302571104 4507 79,917 SH DEFINED 1 79,917
FRANKLIN ELEC INC EQUITY 353514102 102 1,238 SH DEFINED 6, 7, 8 1238
FRANKLIN ELECTRIC CO., INC. EQUITY 353514102 107 1,300 SH DEFINED 1 1,300
FRANKLIN RES INC EQUITY 354613101 29 820 SH DEFINED 5 820
FRANKLIN RES INC EQUITY 354613101 3891 110,320 SH DEFINED 6, 7, 8 110320
FRANKLIN RESOURCES, INC. EQUITY 354613101 4155 117,792 SH DEFINED 1 117,792
FREDDIE MAC EQUITY 313400301 49310 753,974 SH DEFINED 1 753,974
Freddie Mac EQUITY 313400301 654 10,000 SH DEFINED 4 10,000
FREDS INC EQUITY 356108100 148 3,610 SH DEFINED 6, 7, 8 3610
FRED'S INC. EQUITY 356108100 155 3,789 SH DEFINED 1 3,789
FREEMARKETS INC EQUITY 356602102 222 9,274 SH DEFINED 1 9,274
FREEMARKETS INC EQUITY 356602102 213 8,885 SH DEFINED 6, 7, 8 8885
FREEPORT-MCMORAN COPPER & EQUITY 35671D857 6 450 SH DEFINED 5 450
FREEPORT-MCMORAN COPPER & EQUITY 35671D857 1150 85,890 SH DEFINED 6, 7, 8 85890
FREEPORT-MCMORAN COPPER & GOLD CLASS EQUITY 35671D857 1212 90,481 SH DEFINED 1 90,481
FREMONT GEN CORP EQUITY 357288109 144 18,360 SH DEFINED 6, 7, 8 18360
FREMONT GENERAL CORP. EQUITY 357288109 150 19,232 SH DEFINED 1 19,232
FRIEDMAN BILLINGS RAMSEY EQUITY 358433100 40 7,647 SH DEFINED 6, 7, 8 7647
FRIEDMAN BILLINGS RAMSEY-A EQUITY 358433100 40 7,799 SH DEFINED 1 7,799
FRIEDMANS INC EQUITY 358438109 37 4,403 SH DEFINED 6, 7, 8 4403
FRIEDMAN'S, INC., CLASS A EQUITY 358438109 40 4,773 SH DEFINED 1 4,773
FRONTIER AIRLINES INC NEW EQUITY 359065109 138 8,145 SH DEFINED 6, 7, 8 8145
FRONTIER AIRLINES, INC. EQUITY 359065109 147 8,649 SH DEFINED 1 8,649
FRONTIER FINANCIAL CORP. EQUITY 35907K105 142 5,421 SH DEFINED 1 5,421
FRONTIER FINL CORP WASH EQUITY 35907K105 137 5,223 SH DEFINED 6, 7, 8 5223
FRONTIER OIL CORP EQUITY 35914P105 124 7,469 SH DEFINED 6, 7, 8 7469
FRONTIER OIL CORP. EQUITY 35914P105 130 7,794 SH DEFINED 1 7,794
FRONTLINE CAP GROUP EQUITY 35921N101 1 9,012 SH DEFINED 6, 7, 8 9012
FRONTLINE CAPITAL GROUP EQUITY 35921N101 1 9,012 SH DEFINED 1 9,012
FSI INTERNATIONAL, INC. EQUITY 302633102 81 8,782 SH DEFINED 1 8,782
FSI INTL INC EQUITY 302633102 77 8,355 SH DEFINED 6, 7, 8 8355
FTD COM INC EQUITY 30265F103 16 2,331 SH DEFINED 6, 7, 8 2331
FTD.COM INC (USD) EQUITY 30265F103 16 2,331 SH DEFINED 1 2,331
FTI CONSULTING INC EQUITY 302941109 93 2,821 SH DEFINED 1 2,821
FTI CONSULTING INC EQUITY 302941109 88 2,668 SH DEFINED 6, 7, 8 2668
FUELCELL ENERGY INC EQUITY 35952H106 179 9,867 SH DEFINED 1 9,867
FUELCELL ENERGY INC EQUITY 35952H106 172 9,470 SH DEFINED 6, 7, 8 9470
FULLER H B CO EQUITY 359694106 1251 43,496 SH DEFINED 6, 7, 8 43496
FULTON FIN CORP EQUITY 360271100 14 661 SH DEFINED 1 661
FURNITURE BRANDS INTERNATIONAL EQUITY 360921100 2506 78,276 SH DEFINED 1 78,276
FURNITURE BRANDS INTL COM EQUITY 360921100 50406 1,574,215 SH Sole 3 1546415 27800
FURNITURE BRANDS INTL INC EQUITY 360921100 2833 88,475 SH DEFINED 6, 7, 8 88475
G & K SERVICES, INC. CLASS A EQUITY 361268105 225 6,957 SH DEFINED 1 6,957
G & K SVCS INC EQUITY 361268105 214 6,636 SH DEFINED 6, 7, 8 6636
G A P INC EQUITY 364760108 62 4,435 SH DEFINED 2 4435
GABELLI ASSET MANAGEMENT, INC. EQUITY 36239Y102 70 1,614 SH DEFINED 1 1,614
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
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GABELLI ASSET MGMT INC EQUITY 36239Y102 66 1,519 SH DEFINED 6, 7, 8 1519
GABLES RESIDENTIAL TR EQUITY 362418105 231 7,804 SH DEFINED 6, 7, 8 7804
GABLES RESIDENTIAL TR SH BEN I EQUITY 362418105 2116 71,500 SH Sole 3 71500
GABLES RESIDENTIAL TRUST EQUITY 362418105 241 8,127 SH DEFINED 1 8,127
Gables Residential Trust EQUITY 362418105 1036 35,000 SH DEFINED 4 35,000
GALEN HOLDINGS - ADR EQUITY 363240102 5297 128,575 SH DEFINED 1 128,575
GALLAGHER ARTHUR J & CO EQUITY 363576109 3549 102,900 SH DEFINED 6, 7, 8 102900
GALLAGHER, ARTHUR J & CO EQUITY 363576109 19477 564,726 SH DEFINED 1 564,726
GANNETT CO., INC. EQUITY 364730101 13840 205,865 SH DEFINED 1 205,865
GANNETT INC EQUITY 364730101 56 830 SH DEFINED 5 830
GANNETT INC EQUITY 364730101 13421 199,630 SH DEFINED 6, 7, 8 199630
GAP INC EQUITY 364760108 4182 300,000 SH DEFINED 2 300000
GAP INC DEL EQUITY 364760108 38 2,700 SH DEFINED 5 2700
GAP INC DEL EQUITY 364760108 5083 364,620 SH DEFINED 6, 7, 8 364620
GAP, INC. EQUITY 364760108 5366 384,932 SH DEFINED 1 384,932
GARAN INC EQUITY 364802108 347 8,157 SH DEFINED 1 8,157
GARAN INC EQUITY 364802108 49 1,157 SH DEFINED 6, 7, 8 1157
GARDNER DENVER INC EQUITY 365558105 105 4,687 SH DEFINED 6, 7, 8 4687
GARDNER DENVER, INC. EQUITY 365558105 108 4,850 SH DEFINED 1 4,850
GARTNER INC EQUITY 366651206 1169 104,400 SH DEFINED 6, 7, 8 104400
GARTNER INC EQUITY 366651107 268 22,967 SH DEFINED 6, 7, 8 22967
GARTNER INC. EQUITY 366651206 1169 104,400 SH DEFINED 1 104,400
GARTNER INC. CLASS A EQUITY 366651107 283 24,173 SH DEFINED 1 24,173
Gateway EQUITY 367626108 402 50,000 SH DEFINED 4 50,000
GATEWAY INC EQUITY 367626108 8 1,010 SH DEFINED 5 1010
GATEWAY INC EQUITY 367626108 1102 137,020 SH DEFINED 6, 7, 8 137020
GATEWAY, INC. EQUITY 367626108 1177 146,334 SH DEFINED 1 146,334
GATX CORP EQUITY 361448103 1925 59,200 SH DEFINED 6, 7, 8 59200
GATX CORP. EQUITY 361448103 1937 59,550 SH DEFINED 1 59,550
GAYLORD ENTERTAINMENT CO. EQUITY 367905106 180 7,325 SH DEFINED 1 7,325
GAYLORD ENTMT CO NEW EQUITY 367905106 172 6,978 SH DEFINED 6, 7, 8 6978
GBC BANCORP EQUITY 361475106 79 2,678 SH DEFINED 1 2,678
GBC BANCORP CALIF EQUITY 361475106 74 2,515 SH DEFINED 6, 7, 8 2515
GCI, INC. EQUITY 369385109 99 11,634 SH DEFINED 1 11,634
GEMSTAR-TV GUIDE INTERNATIONAL EQUITY 36866W106 7601 274,400 SH DEFINED 1 274,400
GEMSTAR-TV GUIDE INTL INC EQUITY 36866W106 270 9,730 SH DEFINED 6, 7, 8 9730
GENAISSANCE PHARMACEUTICA EQUITY 36867W105 24 5,177 SH DEFINED 6, 7, 8 5177
GENAISSANCE PHARMACEUTICALS EQUITY 36867W105 25 5,306 SH DEFINED 1 5,306
GenAmerica Capital I 8.525% CORPBOND 36867NAA3 3048 3,000,000 PRN DEFINED 4 3,000,000
GENCORP INC EQUITY 368682100 143 10,111 SH DEFINED 6, 7, 8 10111
GENCORP, INC. EQUITY 368682100 149 10,585 SH DEFINED 1 10,585
GENE LOGIC INC EQUITY 368689105 144 7,661 SH DEFINED 6, 7, 8 7661
GENE LOGIC, INC. EQUITY 368689105 152 8,044 SH DEFINED 1 8,044
GENELABS TECHNOLOGIES INC EQUITY 368706107 21 11,509 SH DEFINED 6, 7, 8 11509
GENELABS TECHNOLOGIES, INC. EQUITY 368706107 23 12,210 SH DEFINED 1 12,210
GENENCOR INTERNATIONAL INC EQUITY 368709101 48 3,034 SH DEFINED 1 3,034
GENENCOR INTL INC EQUITY 368709101 45 2,844 SH DEFINED 6, 7, 8 2844
GENENTECH INC EQUITY 368710406 1664 30,670 SH DEFINED 6, 7, 8 30670
GENENTECH INC EQUITY 368710406 139 2,560 SH DEFINED 2 2560
GENENTECH INC EQUITY 368710406 23048 424,850 SH DEFINED 2 424850
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
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GENENTECH, INC. EQUITY 368710406 1737 32,010 SH DEFINED 1 32,010
GENERAL CABLE CORP DEL NE EQUITY 369300108 135 10,284 SH DEFINED 6, 7, 8 10284
GENERAL CABLE CORP. EQUITY 369300108 140 10,722 SH DEFINED 1 10,722
GENERAL COMMUNICATION CL A EQUITY 369385109 14578 1,708,980 SH Sole 3 1701300 7680
GENERAL COMMUNICATION INC EQUITY 369385109 95 11,080 SH DEFINED 6, 7, 8 11080
General Dynamics EQUITY 369550108 2708 34,000 SH DEFINED 4 34,000
GENERAL DYNAMICS CORP EQUITY 369550108 50 630 SH DEFINED 5 630
GENERAL DYNAMICS CORP EQUITY 369550108 6797 85,350 SH DEFINED 6, 7, 8 85350
GENERAL DYNAMICS CORP COM EQUITY 369550108 3186 40,000 SH Sole 3 40000
GENERAL DYNAMICS CORP. EQUITY 369550108 7218 90,634 SH DEFINED 1 90,634
GENERAL ELEC CO EQUITY 369604103 216 5,400 SH DEFINED 2 5400
General Elec Co EQUITY 369604103 3407 85,000 SH DEFINED 4 85,000
GENERAL ELEC CO EQUITY 369604103 1244 31,030 SH DEFINED 5 31030
GENERAL ELEC CO EQUITY 369604103 194966 4,864,424 SH DEFINED 6, 7, 8 4864424
GENERAL ELEC CO EQUITY 369604103 52366 1,306,539 SH DEFINED 2 1306539
GENERAL ELECTRIC CO. EQUITY 369604103 283160 7,064,871 SH DEFINED 1 7,064,871
GENERAL GROWTH PPTYS EQUITY 370021107 27478 63,427 SH Sole 3 586100 122100
GENERAL GROWTH PROPE EQUITY 370021107 17 449 SH DEFINED 1 449
GENERAL MILLS, INC. EQUITY 370334104 8465 162,755 SH DEFINED 1 162,755
GENERAL MLS INC EQUITY 370334104 59 1,140 SH DEFINED 5 1140
GENERAL MLS INC EQUITY 370334104 8010 154,010 SH DEFINED 6, 7, 8 154010
General Motors CORPBOND 370442AV7 7381 7,500,000 PRN DEFINED 4 7,500,000
GENERAL MOTORS CORP. EQUITY 370442105 13508 277,943 SH DEFINED 1 277,943
GENERAL MTRS CORP EQUITY 370442105 34 700 SH DEFINED 2 700
GENERAL MTRS CORP EQUITY 370442105 85 1,740 SH DEFINED 5 1740
GENERAL MTRS CORP EQUITY 370442105 12872 264,860 SH DEFINED 6, 7, 8 264860
GENERAL MTRS CORP EQUITY 370442105 8920 349,708 SH DEFINED 2 349708
GENESCO INC EQUITY 371532102 233 11,213 SH DEFINED 6, 7, 8 11213
GENESCO, INC. EQUITY 371532102 136 6,567 SH DEFINED 1 6,567
GENESISINTERMEDIA INC EQUITY 37184Y105 23 3,827 SH DEFINED 1 3,827
GENESISINTERMEDIA INC EQUITY 37184Y105 0 3,378 SH DEFINED 6, 7, 8 3378
GENLYTE GROUP INC EQUITY 372302109 113 3,795 SH DEFINED 6, 7, 8 3795
GENOME THERAPEUTICS EQUITY 372430108 47 6,950 SH DEFINED 1 6,950
GENOME THERAPEUTICS CORP EQUITY 372430108 44 6,530 SH DEFINED 6, 7, 8 6530
GENSTAR THERAPEUTICS CORP EQUITY 37248D105 8 3,247 SH DEFINED 1 3,247
GENSTAR THERAPEUTICS CORP EQUITY 37248D105 8 3,247 SH DEFINED 6, 7, 8 3247
GENTA INC EQUITY 37245M207 88 6,196 SH DEFINED 1 6,196
GENTA INC EQUITY 37245M207 9741 684,546 SH Sole 3 666946 17600
GENTA INC EQUITY 37245M207 84 5,892 SH DEFINED 6, 7, 8 5892
GENTEK INC EQUITY 37245X104 32 18,880 SH DEFINED 6, 7, 8 18880
GENTEK, INC. EQUITY 37245X104 2 1,279 SH DEFINED 1 1,279
GENTEX CORP EQUITY 371901109 2591 96,935 SH DEFINED 6, 7, 8 96935
GENTEX CORP. EQUITY 371901109 2464 92,193 SH DEFINED 1 92,193
GENTIVA HEALTH SERVICES EQUITY 37247A102 123 5,587 SH DEFINED 1 5,587
GENTIVA HEALTH SERVICES I EQUITY 37247A102 117 5,314 SH DEFINED 6, 7, 8 5314
GENUINE PARTS CO EQUITY 372460105 20 540 SH DEFINED 5 540
GENUINE PARTS CO EQUITY 372460105 2689 73,270 SH DEFINED 6, 7, 8 73270
GENUINE PARTS CO EQUITY 372460105 8095 216,743 SH DEFINED 2 216743
GENUINE PARTS CO. EQUITY 372460105 2890 78,739 SH DEFINED 1 78,739
GENUITY INC EQUITY 37248E103 77 48,731 SH DEFINED 1 48,731
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
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GENUITY INC EQUITY 37248E103 71 44,762 SH DEFINED 6, 7, 8 44762
GENVEC INC EQUITY 37246C109 769 155,300 SH DEFINED 2 155300
GENZYME CORP EQUITY 372917104 40 660 SH DEFINED 5 660
GENZYME CORP EQUITY 372917708 63 11,831 SH DEFINED 6, 7, 8 11831
GENZYME CORP EQUITY 372917104 5729 95,710 SH DEFINED 6, 7, 8 95710
GENZYME CORP EQUITY 372917500 35 4,346 SH DEFINED 6, 7, 8 4346
GENZYME TRANSGENICS CORP EQUITY 37246E105 35 6,026 SH DEFINED 1 6,026
GENZYME TRANSGENICS CORP EQUITY 37246E105 34 5,861 SH DEFINED 6, 7, 8 5861
GENZYME-MOLECULAR ONCOLOGY- EQUITY 372917104 7424 128,047 SH DEFINED 1 128,047
GENZYME-MOLECULAR ONCOLOGY- BIOSURGER EQUITY 372917708 65 12,233 SH DEFINED 1 12,233
GEORGIA GULF CORP EQUITY 373200203 352 19,013 SH DEFINED 6, 7, 8 19013
GEORGIA GULF CORP EQUITY 373200203 7400 400,000 SH DEFINED 2 400000
GEORGIA GULF CORP. EQUITY 373200203 141 7,602 SH DEFINED 1 7,602
GEORGIA PAC CORP EQUITY 373298108 58 2,085 SH DEFINED 2 2085
GEORGIA PAC CORP EQUITY 373298108 20 720 SH DEFINED 5 720
GEORGIA PAC CORP EQUITY 373298108 3178 115,120 SH DEFINED 6, 7, 8 115120
GEORGIA PAC CORP EQUITY 373298108 6229 225,600 SH DEFINED 2 225600
Georgia Pacific CORPBOND 373298BJ6 4675 5,000,000 PRN DEFINED 4 5,000,000
Georgia Pacific CORPBOND 373398BN7 840 1,000,000 PRN DEFINED 4 1,000,000
GEORGIA-PACIFIC CORP. EQUITY 373298108 3377 122,302 SH DEFINED 1 122,302
GERBER SCIENTIFIC INC EQUITY 373730100 55 5,955 SH DEFINED 6, 7, 8 5955
GERBER SCIENTIFIC, INC. EQUITY 373730100 57 6,147 SH DEFINED 1 6,147
GERDAU SA-SPON ADR EQUITY 373737105 136 14,000 SH DEFINED 1 14,000
GERMAN AMERICAN BANCORP EQUITY 373865104 54 3,306 SH DEFINED 1 3,306
GERMAN AMERN BANCORP EQUITY 373865104 49 3,039 SH DEFINED 6, 7, 8 3039
GERON CORP EQUITY 374163103 52 5,979 SH DEFINED 1 5,979
GERON CORP EQUITY 374163103 49 5,594 SH DEFINED 6, 7, 8 5594
GETTY IMAGES INC EQUITY 374276103 404 17,601 SH DEFINED 6, 7, 8 17601
GETTY IMAGES, INC. EQUITY 374276103 244 10,617 SH DEFINED 1 10,617
GETTY REALTY CORP. EQUITY 374297109 9370 497,108 SH DEFINED 1 497,108
GETTY RLTY CORP NEW EQUITY 374297109 61 3,217 SH DEFINED 6, 7, 8 3217
GIBRALTAR STEEL CORP. EQUITY 37476F103 33 1,890 SH DEFINED 1 1,890
GIBRALTAR STL CORP EQUITY 37476F103 31 1,744 SH DEFINED 6, 7, 8 1744
GILEAD SCIENCES INC EQUITY 375558103 7897 120,165 SH DEFINED 6, 7, 8 120165
GILEAD SCIENCES INC EQUITY 375558103 204 3,100 SH DEFINED 2 3100
GILEAD SCIENCES, INC. EQUITY 375558103 7879 119,886 SH DEFINED 1 119,886
GILLETTE CO EQUITY 375766102 110 3,300 SH DEFINED 5 3300
GILLETTE CO EQUITY 375766102 15403 461,180 SH DEFINED 6, 7, 8 461180
GILLETTE CO. EQUITY 375766102 16309 488,307 SH DEFINED 1 488,307
GLACIER BANCORP INC NEW EQUITY 37637Q105 90 4,320 SH DEFINED 6, 7, 8 4320
GLACIER BANCORP, INC. EQUITY 37637Q105 94 4,505 SH DEFINED 1 4,505
GLADSTONE CAP CORP EQUITY 376535100 2427 147,200 SH DEFINED 2 147200
GLATFELTER EQUITY 377316104 872 55,974 SH DEFINED 6, 7, 8 55974
GLATFELTER, P.H. CO. EQUITY 377316104 875 56,174 SH DEFINED 1 56,174
GLAXO PLC EQUITY 37733W105 78 1,575 SH DEFINED 2 1575
GLAXOSMITHKLINE PLC EQUITY 37733W105 1490 29,900 SH DEFINED 6, 7, 8 29900
GLAXOSMITHKLINE PLC ADS EQUITY 37733W105 1490 29,900 SH DEFINED 1 29,900
GLENBOROUGH REALITY TRUST, INC EQUITY 37803P105 128 6,620 SH DEFINED 1 6,620
GLENBOROUGH RLTY TR INC EQUITY 37803P105 406 20,940 SH DEFINED 6, 7, 8 20940
GLIMCHER REALITY TRUST EQUITY 379302102 2198 116,744 SH DEFINED 1 116,744
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
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Glimcher Realty Trust EQUITY 379302102 847 45,000 SH DEFINED 4 45,000
GLIMCHER RLTY TR EQUITY 379302102 151 8,025 SH DEFINED 6, 7, 8 8025
GLIMCHER RLTY TR SH BEN INT EQUITY 379302102 1533 81,400 SH Sole 3 81400
GLOBAL CROSSING LTD EQUITY G3921A100 23 27,155 SH DEFINED 6, 7, 8 27155
GLOBAL CROSSING LTD. EQUITY G3921A100 23 27,155 SH DEFINED 1 27,155
GLOBAL IMAGING SYSTEMS EQUITY 37934A100 31 2,048 SH DEFINED 6, 7, 8 2048
GLOBAL IMAGING SYSTEMS, INC. EQUITY 37934A100 31 2,048 SH DEFINED 1 2,048
GLOBAL INDS LTD EQUITY 379336100 239 26,810 SH DEFINED 6, 7, 8 26810
GLOBAL INDUSTRIES LT EQUITY 379336100 4 458 SH DEFINED 1 458
GLOBAL PAYMENTS INC. EQUITY 37940X102 371 10,771 SH DEFINED 1 10,771
GLOBAL PMTS INC EQUITY 37940X102 354 10,289 SH DEFINED 6, 7, 8 10289
GLOBAL POWER EQUIPME EQUITY 37941P108 2 101 SH DEFINED 1 101
GLOBAL SPORTS INC EQUITY 37937A107 75 3,760 SH DEFINED 6, 7, 8 3760
GLOBAL SPORTS, INC. EQUITY 37937A107 81 4,041 SH DEFINED 1 4,041
GLOBALSANTAFE CORPORATION EQUITY G3930E101 3371 118,189 SH DEFINED 2 118189
GOLD BANC CORP INC EQUITY 379907108 69 9,695 SH DEFINED 6, 7, 8 9695
GOLD BANK CORP., INC. EQUITY 379907108 73 10,317 SH DEFINED 1 10,317
GOLDEN ST BANCORP INC EQUITY 381197102 5736 219,360 SH DEFINED 6, 7, 8 219360
GOLDEN STAE BANCORP, INC. EQUITY 381197102 5001 191,229 SH DEFINED 1 191,229
GOLDEN TELECOM INC EQUITY 38122G107 35 3,041 SH DEFINED 1 3,041
GOLDEN TELECOM INC EQUITY 38122G107 35 2,980 SH DEFINED 6, 7, 8 2980
GOLDEN WEST FINANCIAL CORP. EQUITY 381317106 4668 79,325 SH DEFINED 1 79,325
GOLDEN WEST FINL CORP DEL EQUITY 381317106 29 490 SH DEFINED 5 490
GOLDEN WEST FINL CORP DEL EQUITY 381317106 4391 74,620 SH DEFINED 6, 7, 8 74620
GOLDMAN SACHS GROUP INC EQUITY 38141G104 32458 349,950 SH DEFINED 1 349,950
GOLDMAN SACHS GROUP INC EQUITY 38141G104 329 3,550 SH DEFINED 2 3550
GOODRICH CORP EQUITY 382388106 9 320 SH DEFINED 5 320
GOODRICH CORP EQUITY 382388106 1147 43,080 SH DEFINED 6, 7, 8 43080
GOODRICH CORP. EQUITY 382388106 1230 46,188 SH DEFINED 1 46,188
GOODYEAR TIRE & RUBBER CO. EQUITY 382550101 1760 73,901 SH DEFINED 1 73,901
GOODYEAR TIRE & RUBR CO EQUITY 382550101 12 510 SH DEFINED 5 510
GOODYEAR TIRE & RUBR CO EQUITY 382550101 1642 68,970 SH DEFINED 6, 7, 8 68970
GORMAN RUPP CO EQUITY 383082104 62 2,307 SH DEFINED 6, 7, 8 2307
GORMAN RUPP CO COM EQUITY 383082104 66 2,469 SH DEFINED 1 2,469
GRACE W R & CO DEL NEW EQUITY 38388F108 79 51,250 SH DEFINED 6, 7, 8 51250
GRACE, W.R. & CO. EQUITY 38388F108 79 51,250 SH DEFINED 1 51,250
GRACO INC EQUITY 384109104 349 8,935 SH DEFINED 6, 7, 8 8935
GRACO, INC. EQUITY 384109104 368 9,426 SH DEFINED 1 9,426
GRAINGER W W INC EQUITY 384802104 14 290 SH DEFINED 5 290
GRAINGER W W INC EQUITY 384802104 1896 39,500 SH DEFINED 6, 7, 8 39500
GRANITE CONSTR INC EQUITY 387328107 1436 59,635 SH DEFINED 6, 7, 8 59635
GRANITE CONSTRUCTION, INC. EQUITY 387328107 1448 60,145 SH DEFINED 1 60,145
GRANT PRIDE INC EQUITY 38821G101 1551 134,900 SH DEFINED 2 134900
GRANT PRIDECO INC EQUITY 38821G101 1538 133,776 SH DEFINED 1 133,776
GRANT PRIDECO INC EQUITY 38821G101 157 13,625 SH DEFINED 2 13625
GRANT PRIDECO INC EQUITY 38821G101 1528 132,900 SH DEFINED 6, 7, 8 132900
GRAY COMMUNICATIONS SYS I EQUITY 389190109 41 2,962 SH DEFINED 6, 7, 8 2962
GRAY COMMUNICATIONS SYSTEMS EQUITY 389190109 41 2,962 SH DEFINED 1 2,962
GREAT AMERICAN FINANCIAL RES EQUITY 389915109 35 1,849 SH DEFINED 1 1,849
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
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GREAT AMERN FINL RES INC EQUITY 389915109 35 1,849 SH DEFINED 6, 7, 8 1849
GREAT ATLANTIC & PAC TEA EQUITY 390064103 148 6,203 SH DEFINED 6, 7, 8 6203
GREAT ATLANTIC & PACIFIC TEA EQUITY 390064103 155 6,499 SH DEFINED 1 6,499
GREAT LAKES CHEM CORP EQUITY 390568103 4 160 SH DEFINED 5 160
GREAT LAKES CHEM CORP EQUITY 390568103 514 21,180 SH DEFINED 6, 7, 8 21180
GREAT LAKES CHEM CORP. EQUITY 390568103 551 22,695 SH DEFINED 1 22,695
GREAT LAKES REIT INC EQUITY 390752103 62 3,884 SH DEFINED 6, 7, 8 3884
GREAT LAKES REIT, INC. EQUITY 390752103 65 4,084 SH DEFINED 1 4,084
GREAT PLAINS ENERGY INC EQUITY 391164100 3001 93,441 SH DEFINED 1 75,597
GREAT PLAINS ENERGY INC EQUITY 391164100 1895 75,200 SH DEFINED 6, 7, 8 75200
GREAT SOUTHERN BANCORP, INC. EQUITY 390905107 51 1,675 SH DEFINED 1 1,675
GREAT SOUTHN BANCORP INC EQUITY 390905107 51 1,675 SH DEFINED 6, 7, 8 1675
GREATER BAY BANCORP EQUITY 391648102 2176 76,150 SH DEFINED 1 76,150
GREATER BAY BANCORP EQUITY 391648102 2489 87,077 SH DEFINED 6, 7, 8 87077
GREEN MOUNTAIN COFFEE INC EQUITY 393122106 38 1,391 SH DEFINED 1 1,391
GREEN MTN COFFEE INC EQUITY 393122106 36 1,304 SH DEFINED 6, 7, 8 1304
GREENPOINT FINANCIAL CORP. EQUITY 395384100 5937 166,075 SH DEFINED 1 166,075
GREENPOINT FINL CORP EQUITY 395384100 5913 165,402 SH DEFINED 6, 7, 8 165402
GREIF BROS CORP EQUITY 397624107 137 4,147 SH DEFINED 6, 7, 8 4147
GREIF BROTHERS CORP., CLASS A EQUITY 397624107 144 4,366 SH DEFINED 1 4,366
GREY GLOBAL GROUP INC EQUITY 39787M108 151 227 SH DEFINED 1 227
GREY GLOBAL GROUP INC EQUITY 39787M108 142 213 SH DEFINED 6, 7, 8 213
GREY WOLF INC EQUITY 397888108 122 41,012 SH DEFINED 6, 7, 8 41012
GREY WOLF INC COM EQUITY 397888108 2200 740,700 SH Sole 3 740700
GREY WOLF, INC. EQUITY 397888108 127 42,827 SH DEFINED 1 42,827
GRIFFON CORP EQUITY 398433102 128 8,526 SH DEFINED 6, 7, 8 8526
GRIFFON CORP. EQUITY 398433102 133 8,856 SH DEFINED 1 8,856
GROUP 1 AUTOMOTIVE INC EQUITY 398905109 133 4,675 SH DEFINED 6, 7, 8 4675
GROUP 1 AUTOMOTIVE, INC. EQUITY 398905109 140 4,911 SH DEFINED 1 4,911
GRUPO AEROPORTUARIO SUR ADR EQUITY 40051E202 836 54,300 SH DEFINED 1 54,300
GRUPO IUSACELL-ADR V EQUITY 40050B100 1445 363,992 SH DEFINED 1 363,992
Grupo Televisa S.A. GDR (ADR) EQUITY 40049J206 3720 86,140 SH DEFINED 1 86,140
GT GROUP TELECOM INC CL B EQUITY 362359408 38 35,000 SH DEFINED 1 35,000
GTECH HLDGS CORP EQUITY 400518106 3326 73,434 SH DEFINED 6, 7, 8 73434
GTECH HOLDINGS CORP. EQUITY 400518106 1956 43,188 SH DEFINED 1 43,188
GUESS INC EQUITY 401617105 19 2,526 SH DEFINED 6, 7, 8 2526
GUESS? INC EQUITY 401617105 19 2,549 SH DEFINED 1 2,549
GUIDANT CORP EQUITY 401698105 47 950 SH DEFINED 5 950
GUIDANT CORP EQUITY 401698105 7313 146,840 SH DEFINED 6, 7, 8 146840
GUIDANT CORP. EQUITY 401698105 7877 158,181 SH DEFINED 1 158,181
GUILFORD PHARMACEUTICALS EQUITY 401829106 84 7,041 SH DEFINED 6, 7, 8 7041
GUILFORD PHARMACEUTICALS INC EQUITY 401829106 89 7,428 SH DEFINED 1 7,428
GUITAR CENTER, INC. EQUITY 402040109 69 5,072 SH DEFINED 1 5,072
GUITAR CTR MGMT INC EQUITY 402040109 66 4,813 SH DEFINED 6, 7, 8 4813
GULF ISLAND FABRICATION I EQUITY 402307102 89 7,097 SH DEFINED 6, 7, 8 7097
GULF ISLAND FABRICATION, INC. EQUITY 402307102 29 2,351 SH DEFINED 1 2,351
GULFMARK OFFSHORE INC EQUITY 402629109 37 1,311 SH DEFINED 6, 7, 8 1311
GULFMARK OFFSHORE, INC. EQUITY 402629109 41 1,455 SH DEFINED 1 1,455
GYMBOREE CORP EQUITY 403777105 102 8,552 SH DEFINED 6, 7, 8 8552
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
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GYMBOREE CORP. EQUITY 403777105 108 9,093 SH DEFINED 1 9,093
H J HEINZ CO. EQUITY 423074103 6856 166,736 SH DEFINED 1 166,736
H POWER CORP EQUITY 40427A108 24 7,731 SH DEFINED 1 7,731
H POWER CORP EQUITY 40427A108 23 7,513 SH DEFINED 6, 7, 8 7513
H.B. FULLER CO. EQUITY 359694106 1264 43,936 SH DEFINED 1 43,936
HAEMONETICS CORP EQUITY 405024100 193 5,700 SH DEFINED 6, 7, 8 5700
HAEMONETICS CORP. EQUITY 405024100 203 5,974 SH DEFINED 1 5,974
HAIN CELESTIAL GROUP INC EQUITY 405217100 197 7,171 SH DEFINED 1 7,171
HAIN CELESTIAL GROUP INC EQUITY 405217100 188 6,857 SH DEFINED 6, 7, 8 6857
HALLIBURTON CO EQUITY 406216101 18 1,340 SH DEFINED 5 1340
HALLIBURTON CO EQUITY 406216101 3050 232,790 SH DEFINED 6, 7, 8 232790
HALLIBURTON CO. EQUITY 406216101 3182 242,893 SH DEFINED 1 242,893
HALLIBURTON COMPANY EQUITY 406216101 58 4,425 SH DEFINED 2 4425
HANCOCK FABRICS INC EQUITY 409900107 67 5,093 SH DEFINED 6, 7, 8 5093
HANCOCK FABRICS, INC. EQUITY 409900107 71 5,403 SH DEFINED 1 5,403
HANCOCK HLDG CO EQUITY 410120109 106 2,454 SH DEFINED 6, 7, 8 2454
HANCOCK HOLDING CO. EQUITY 410120109 110 2,554 SH DEFINED 1 2,554
HANCOCK JOHN FINL SVCS IN EQUITY 41014S106 38 930 SH DEFINED 5 930
HANCOCK JOHN FINL SVCS IN EQUITY 41014S106 9805 237,400 SH DEFINED 6, 7, 8 237400
HANDLEMAN CO DEL EQUITY 410252100 119 8,004 SH DEFINED 6, 7, 8 8004
HANDLEMAN CO. EQUITY 410252100 125 8,414 SH DEFINED 1 8,414
HANDSPRING INC EQUITY 410293104 41 6,062 SH DEFINED 1 6,062
HANDSPRING INC EQUITY 410293104 37 5,516 SH DEFINED 6, 7, 8 5516
HANOVER COMPRESSOR CO EQUITY 410768105 20486 811,008 SH Sole 3 797908 13100
HANOVER COMPRESSOR CO EQUITY 410768105 1940 76,800 SH DEFINED 6, 7, 8 76800
HANOVER COMPRESSOR COMPANY EQUITY 410768105 1963 77,702 SH DEFINED 1 77,702
HARBOR FLA BANCSHARES INC EQUITY 411901101 120 7,069 SH DEFINED 6, 7, 8 7069
HARBOR FLORIDA BANCSHARES EQUITY 411901101 126 7,441 SH DEFINED 1 7,441
HARLAND JOHN H CO EQUITY 412693103 200 9,033 SH DEFINED 6, 7, 8 9033
HARLAND, JOHN H. CO. EQUITY 412693103 208 9,430 SH DEFINED 1 9,430
HARLEY DAVIDSON INC EQUITY 412822108 52 950 SH DEFINED 5 950
HARLEY DAVIDSON INC EQUITY 412822108 6953 128,020 SH DEFINED 6, 7, 8 128020
HARLEY DAVIDSON INC EQUITY 412822108 2786 51,300 SH DEFINED 2 51300
HARLEY-DAVIDSON FUNDING EQUITY 412822108 7348 135,289 SH DEFINED 1 135,289
HARLEYSVILLE GROUP INC EQUITY 412824104 481 20,143 SH DEFINED 6, 7, 8 20143
HARLEYSVILLE GROUP INC COM EQUITY 412824104 227 9,500 SH Sole 3 9500
HARLEYSVILLE GROUP, INC. EQUITY 412824104 234 9,814 SH DEFINED 1 9,814
HARLEYSVILLE NATIONAL CORP. EQUITY 412850109 141 5,991 SH DEFINED 1 5,991
HARLEYSVILLE NATL CORP PA EQUITY 412850109 136 5,790 SH DEFINED 6, 7, 8 5790
HARMAN INTL INDS INC EQUITY 413086109 537 11,915 SH DEFINED 6, 7, 8 11915
HARMAN INT'L INDUSTRIES, INC. EQUITY 413086109 560 12,415 SH DEFINED 1 12,415
HARMONIC INC EQUITY 413160102 197 16,418 SH DEFINED 6, 7, 8 16418
HARMONIC INC. EQUITY 413160102 206 17,124 SH DEFINED 1 17,124
HARRAH'S ENTERTAINMENT, INC. EQUITY 413619107 1889 51,044 SH DEFINED 1 51,044
HARRAHS ENTMT INC EQUITY 413619107 13 350 SH DEFINED 5 350
HARRAHS ENTMT INC EQUITY 413619107 1757 47,480 SH DEFINED 6, 7, 8 47480
HARRIS CORP DEL EQUITY 413875105 3112 102,000 SH DEFINED 6, 7, 8 102000
HARRIS CORP. EQUITY 413875105 2467 80,863 SH DEFINED 1 80,863
HARSCO CORP EQUITY 415864107 2103 61,313 SH DEFINED 6, 7, 8 61313
HARSCO CORP. EQUITY 415864107 2123 61,893 SH DEFINED 1 61,893
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
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HARTE-HANKS COMMUNICATIONS EQUITY 416196103 2167 76,923 SH DEFINED 1 76,923
HARTE-HANKS INC EQUITY 416196103 2158 76,600 SH DEFINED 6, 7, 8 76600
HARTFORD FINANCIAL SVCS GROUP EQUITY 416515104 7796 124,086 SH DEFINED 1 124,086
HARTFORD FINL SVCS GROUP EQUITY 416515104 48 770 SH DEFINED 5 770
HARTFORD FINL SVCS GROUP EQUITY 416515104 7433 118,310 SH DEFINED 6, 7, 8 118310
HARVARD BIOSCIENCE INC EQUITY 416906105 21 2,156 SH DEFINED 1 2,156
HARVARD BIOSCIENCE INC EQUITY 416906105 20 1,991 SH DEFINED 6, 7, 8 1991
HARVARD BIOSCIENCE INC COM EQUITY 416906105 6170 620,700 SH Sole 3 620700
HASBRO INC EQUITY 418056107 9 540 SH DEFINED 5 540
HASBRO INC EQUITY 418056107 1186 73,070 SH DEFINED 6, 7, 8 73070
HASBRO, INC. EQUITY 418056107 1270 78,245 SH DEFINED 1 78,245
HAVERTY FURNITURE COMPANIES EQUITY 419596101 87 5,267 SH DEFINED 1 5,267
HAVERTY FURNITURE INC EQUITY 419596101 84 5,083 SH DEFINED 6, 7, 8 5083
HAWAIIAN ELEC INDUSTRIES EQUITY 419870100 2075 51,525 SH DEFINED 6, 7, 8 51525
HAWAIIAN ELECTRIC INDUSTRIES, EQUITY 419870100 2095 52,014 SH DEFINED 1 52,014
HCA Inc CORPBOND 197677AJ6 2213 2,500,000 PRN DEFINED 4 2,500,000
HCA INC EQUITY 404119109 62 1,610 SH DEFINED 5 1610
HCA INC EQUITY 404119109 9973 258,780 SH DEFINED 6, 7, 8 258780
HCA INC. EQUITY 404119109 12067 354,283 SH DEFINED 1 354,283
HCA, Inc EQUITY 404119109 1734 45,000 SH DEFINED 4 45,000
HCC INS HLDGS INC EQUITY 404132102 2111 76,640 SH DEFINED 6, 7, 8 76640
HCC INSURANCE HOLDINGS, INC. EQUITY 404132102 2041 74,091 SH DEFINED 1 74,091
HEADWATERS INC EQUITY 42210P102 81 7,076 SH DEFINED 1 7,076
HEADWATERS INC EQUITY 42210P102 77 6,745 SH DEFINED 6, 7, 8 6745
HEALTH CARE PPTY INVS COM EQUITY 421915109 9889 273,100 SH Sole 3 209200 63900
HEALTH CARE PPTYS INVEST INC EQUITY 421915109 15 408 SH DEFINED 1 408
HEALTH CARE REIT INC EQUITY 42217K106 255 10,478 SH DEFINED 6, 7, 8 10478
HEALTH CARE REIT INC COM EQUITY 42217K106 3455 141,900 SH Sole 3 141900
HEALTH CARE REIT, INC. EQUITY 42217K106 266 10,918 SH DEFINED 1 10,918
HEALTH MANAGEMENT ASSOC. EQUITY 421933102 2061 112,026 SH DEFINED 1 112,026
HEALTH MGMT ASSOC INC NEW EQUITY 421933102 14 770 SH DEFINED 5 770
HEALTH MGMT ASSOC INC NEW EQUITY 421933102 1907 103,660 SH DEFINED 6, 7, 8 103660
HEALTH NET INC EQUITY 42222G108 3923 180,100 SH DEFINED 6, 7, 8 180100
HEALTH NET INC. CLASS A EQUITY 42222G108 3938 180,810 SH DEFINED 1 180,810
HEALTHCARE REALTY TRUST, INC. EQUITY 421946104 382 13,644 SH DEFINED 1 13,644
HEALTHCARE RLTY TR EQUITY 421946104 367 13,108 SH DEFINED 6, 7, 8 13108
HEALTHCARE RLTY TR COM EQUITY 421946104 8299 296,400 SH Sole 3 250600 45800
HEALTHEXTRAS INC EQUITY 422211102 122 21,303 SH DEFINED 1 21,303
HEALTHEXTRAS INC EQUITY 422211102 19 3,262 SH DEFINED 6, 7, 8 3262
HEALTHEXTRAS INC EQUITY 422211102 103 18041 SH DEFINED 6, 7, 8 18041
HEALTHSOUTH CORP EQUITY 421924101 2640 178,161 SH DEFINED 1 178,161
HEALTHSOUTH CORP EQUITY 421924101 18 1,230 SH DEFINED 5 1230
HEALTHSOUTH CORP EQUITY 421924101 2458 165,880 SH DEFINED 6, 7, 8 165880
HEALTHSOUTH REHABILITN COM EQUITY 421924101 9632 649,900 SH Sole 3 544400 105500
HEARST-ARGYLE TELEVI EQUITY 422317107 2 74 SH DEFINED 1 74
HEARTLAND EXPRESS INC EQUITY 422347104 125 4,502 SH DEFINED 6, 7, 8 4502
HEARTLAND EXPRESS INC EQUITY 422347104 4421 159,200 SH DEFINED 2 159200
HEARTLAND EXPRESS, INC. EQUITY 422347104 131 4,712 SH DEFINED 1 4,712
HEICO CORP NEW EQUITY 422806109 55 3,617 SH DEFINED 6, 7, 8 3617
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
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HEICO CORP. EQUITY 422806109 57 3,763 SH DEFINED 1 3,763
HEICO CORP-CL A EQUITY 422806208 14 SH DEFINED 1 14
HEIDRICK & STRUGGLES INTL EQUITY 422819102 101 5,580 SH DEFINED 6, 7, 8 5580
HEIDRICK & STRUGGLES INT'L EQUITY 422819102 106 5,852 SH DEFINED 1 5,852
HEINZ H J CO EQUITY 423074103 45 1,090 SH DEFINED 5 1090
HEINZ H J CO EQUITY 423074103 6511 158,330 SH DEFINED 6, 7, 8 158330
HELIX TECHNOLOGY CORP EQUITY 423319102 146 6,483 SH DEFINED 6, 7, 8 6483
HELIX TECHNOLOGY CORP. EQUITY 423319102 153 6,775 SH DEFINED 1 6,775
HELMERICH & PAYNE INC EQUITY 423452101 4094 122,660 SH DEFINED 6, 7, 8 122660
HELMERICH & PAYNE, INC. EQUITY 423452101 4109 123,103 SH DEFINED 1 123,103
HEMISPHERX BIOPHARMA INC EQUITY 42366C103 24 5,317 SH DEFINED 6, 7, 8 5317
HEMISPHERX BIOPHARMA INC. EQUITY 42366C103 24 5,317 SH DEFINED 1 5,317
HENRY JACK & ASSOC INC EQUITY 426281101 2357 107,900 SH DEFINED 6, 7, 8 107900
HENRY JACK & ASSOC INC COM EQUITY 426281101 17814 815,660 SH Sole 3 804060 11600
HENRY JACK & ASSOCIATES EQUITY 426281101 2376 108,785 SH DEFINED 1 108,785
HENRY SCHEIN INC EQUITY 806407102 1934 52,219 SH DEFINED 1 52,219
HERBALIFE INTERNATIONAL, INC., CLASS EQUITY 426908208 71 5,001 SH DEFINED 1 5,001
HERBALIFE INTL INC EQUITY 426908208 69 4,837 SH DEFINED 6, 7, 8 4837
HERCULES INC EQUITY 427056106 3 340 SH DEFINED 5 340
HERCULES INC EQUITY 427056106 459 45,850 SH DEFINED 6, 7, 8 45850
HERCULES, INC. EQUITY 427056106 492 49,218 SH DEFINED 1 49,218
HERMAN MILLER, INC. EQUITY 600544100 2199 92,959 SH DEFINED 1 92,959
HERSHEY FOODS CORP EQUITY 427866108 28 420 SH DEFINED 5 420
HERSHEY FOODS CORP EQUITY 427866108 4235 62,560 SH DEFINED 6, 7, 8 62560
HERSHEY FOODS CORP. EQUITY 427866108 4509 66,610 SH DEFINED 1 66,610
Hertz Corp CORPBOND 428040BJ7 4186 5,000,000 PRN DEFINED 4 5,000,000
HEWLETT PACKARD CO EQUITY 428236103 124 6,060 SH DEFINED 5 6060
HEWLETT PACKARD CO EQUITY 428236103 20403 993,360 SH DEFINED 6, 7, 8 993360
HEWLETT PACKARD CO. EQUITY 428236103 21488 1,046,166 SH DEFINED 1 1,046,166
HEXCEL CORP NEW EQUITY 428291108 22 7,242 SH DEFINED 6, 7, 8 7242
HEXCEL CORP. EQUITY 428291108 23 7,442 SH DEFINED 1 7,442
HI / FN INC EQUITY 428358105 177 12,219 SH DEFINED 6, 7, 8 12219
HI/FN, INC. EQUITY 428358105 39 2,710 SH DEFINED 1 2,710
HIBBETT SPORTING GOODS IN EQUITY 428565105 32 1,060 SH DEFINED 6, 7, 8 1060
HIBBETT SPORTING GOODS, INC. EQUITY 428565105 32 1,060 SH DEFINED 1 1,060
HIBERNIA CORP EQUITY 428656102 3437 193,200 SH DEFINED 6, 7, 8 193200
HIBERNIA CORP EQUITY 428656102 8297 466,400 SH DEFINED 2 466400
HIBERNIA CORP. CLASS A EQUITY 428656102 3459 194,436 SH DEFINED 1 194,436
HICKORY TECH CORP EQUITY 429060106 70 4,123 SH DEFINED 1 4,123
HICKORY TECH CORP EQUITY 429060106 64 3,789 SH DEFINED 6, 7, 8 3789
HIGHWOODS PPTYS INC EQUITY 431284108 449 17,294 SH DEFINED 6, 7, 8 17294
HIGHWOODS PPTYS INC COM EQUITY 431284108 4897 188,700 SH Sole 3 170000 18700
HIGHWOODS PROPERTIES, INC. EQUITY 431284108 467 17,989 SH DEFINED 1 17,989
HILB ROGAL & HAMILTON CO EQUITY 431294107 227 4,047 SH DEFINED 6, 7, 8 4047
HILB, ROGAL & HAMILTON CO. EQUITY 431294107 237 4,233 SH DEFINED 1 4,233
HILFIGER TOMMY CORP EQUITY G8915Z102 57 4,175 SH DEFINED 6, 7, 8 4175
HILLENBRAND INDS INC EQUITY 431573104 4195 75,900 SH DEFINED 6, 7, 8 75900
HILLENBRAND INDUSTRIES, INC. EQUITY 431573104 4216 76,278 SH DEFINED 1 76,278
HILTON HOTELS CORP EQUITY 432848109 6988 698,891 SH DEFINED 1 698,891
HILTON HOTELS CORP EQUITY 432848109 13 1,150 SH DEFINED 5 1150
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
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HILTON HOTELS CORP EQUITY 432848109 3488 319,420 SH DEFINED 6, 7, 8 319420
HILTON HOTELS CORP COM EQUITY 432848109 7162 655,900 SH Sole 3 549900 106000
HISPANIC BROADCASTING EQUITY 43357b104 27590 1,081,945 SH Sole 3 1022545 59400
HISPANIC BROADCASTING COR EQUITY 43357B104 3358 131,700 SH DEFINED 6, 7, 8 131700
HISPANIC BROADCASTING CORP. CLASS A EQUITY 43357B104 3385 132,754 SH DEFINED 1 132,754
HNC SOFTWARE INC EQUITY 40425P107 403 19,580 SH DEFINED 6, 7, 8 19580
HNC SOFTWARE, INC. EQUITY 40425P107 218 10,590 SH DEFINED 1 10,590
HOLLINGER INTERNATIONAL, INC. EQUITY 435569108 955 81,618 SH DEFINED 1 81,618
HOLLINGER INTL INC EQUITY 435569108 951 81,260 SH DEFINED 6, 7, 8 81260
HOLLY CORP EQUITY 435758305 48 2,500 SH DEFINED 6, 7, 8 2500
HOLLY CORP. EQUITY 435758305 51 2,658 SH DEFINED 1 2,658
HOLLYWOOD CASINO CORP EQUITY 436132203 30 2,829 SH DEFINED 1 2,829
HOLLYWOOD CASINO CORP EQUITY 436132203 30 2,829 SH DEFINED 6, 7, 8 2829
HOLLYWOOD ENTERTAINMENT CORP. EQUITY 436141105 199 13,932 SH DEFINED 1 13,932
HOLLYWOOD ENTMT CORP EQUITY 436141105 191 13,343 SH DEFINED 6, 7, 8 13343
HOLLYWOOD ENTMT CORP EQUITY 436141105 2085 145,900 SH DEFINED 2 145900
HOLLYWOOD PARK, INC. EQUITY 723456109 37 6,084 SH DEFINED 1 6,084
HOLOGIC INC EQUITY 436440101 56 5,975 SH DEFINED 6, 7, 8 5975
HOME DEPOT INC EQUITY 437076102 737 14,456 SH DEFINED 2 14456
HOME DEPOT INC EQUITY 437076102 2857 56,000 SH Sole 3 56000
HOME DEPOT INC EQUITY 437076102 373 7,320 SH DEFINED 5 7320
HOME DEPOT INC EQUITY 437076102 58830 1,153,300 SH DEFINED 6, 7, 8 1153300
HOME DEPOT INC EQUITY 437076102 21906 429,444 SH DEFINED 2 429444
HOME DEPOT, INC. EQUITY 437076102 61698 1,209,529 SH DEFINED 1 1,209,529
HOME PPTYS N Y INC EQUITY 437306103 181 5,717 SH DEFINED 6, 7, 8 5717
HOME PPTYS N Y INC COM EQUITY 437306103 12782 404,500 SH Sole 3 362100 42400
HOME PROPERTIES OF NY, INC. EQUITY 437306103 189 5,989 SH DEFINED 1 5,989
HOMESTORE.COM EQUITY 437852106 3 822 SH DEFINED 1 822
HON INDS INC EQUITY 438092108 1969 71,200 SH DEFINED 6, 7, 8 71200
HON INDUSTRIES INC. EQUITY 438092108 1980 71,623 SH DEFINED 1 71,623
HONEYWELL INTERNATIONAL INC. EQUITY 438516106 14135 417,936 SH DEFINED 1 417,936
HONEYWELL INTL INC EQUITY 438516106 86 2,540 SH DEFINED 5 2540
HONEYWELL INTL INC EQUITY 438516106 11629 343,840 SH DEFINED 6, 7, 8 343840
HOOPER HOLMES INC EQUITY 439104100 483 53,931 SH DEFINED 6, 7, 8 53931
HOOPER HOLMES, INC. EQUITY 439104100 154 17,187 SH DEFINED 1 17,187
HORACE MANN EDUCATORS COR EQUITY 440327104 1327 62,549 SH DEFINED 6, 7, 8 62549
HORACE MANN EDUCATORS CORP. EQUITY 440327104 1338 63,065 SH DEFINED 1 63,065
HORIZON OFFSHORE INC EQUITY 44043J105 31 4,160 SH DEFINED 6, 7, 8 4160
HORIZON OFFSHORE, INC. EQUITY 44043J105 35 4,602 SH DEFINED 1 4,602
HORIZON PCS INC EQUITY 44043U118 80 2,000 SH DEFINED 2 2000
HORMEL FOODS CORP EQUITY 440452100 4536 168,800 SH DEFINED 6, 7, 8 168800
HORMEL FOODS CORP. EQUITY 440452100 4552 169,398 SH DEFINED 1 169,398
HOSPITALITY PPTYS TR EQUITY 44106M102 2239 75,900 SH DEFINED 6, 7, 8 75900
HOSPITALITY PROPERTIES TRUST EQUITY 44106M102 2257 76,505 SH DEFINED 1 76,505
HOST MARRIOTT CORP NEW EQUITY 44107P104 999 111,020 SH DEFINED 6, 7, 8 111020
HOT TOPIC INC EQUITY 441339108 173 5,520 SH DEFINED 1 5,520
HOT TOPIC INC EQUITY 441339108 232 7,394 SH DEFINED 6, 7, 8 7394
HOT TOPIC INC COM EQUITY 441339108 27707 882,675 SH Sole 3 864675 18000
HOTEL RESERVATIONS I EQUITY 441451101 5 99 SH DEFINED 1 99
HOTJOBS COM INC EQUITY 441474103 78 7,508 SH DEFINED 6, 7, 8 7508
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
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HOTJOBS.COM LTD EQUITY 441474103 82 7,887 SH DEFINED 1 7,887
HOUSEHOLD FINANCE CORP. EQUITY 441815107 15074 260,163 SH DEFINED 1 260,163
HOUSEHOLD INTL INC EQUITY 441815107 83 1,430 SH DEFINED 5 1430
HOUSEHOLD INTL INC EQUITY 441815107 14450 249,390 SH DEFINED 6, 7, 8 249390
HOUSTON EXPL CO EQUITY 442120101 94 2,796 SH DEFINED 6, 7, 8 2796
HOUSTON EXPLORATION COMPAN EQUITY 442120101 97 2,891 SH DEFINED 1 2,891
HOVNANIAN ENTER, INC. COM PAR $0.01 EQUITY 442487203 96 4,531 SH DEFINED 1 4,531
HOVNANIAN ENTERPRISES INC EQUITY 442487203 91 4,297 SH DEFINED 6, 7, 8 4297
HRPT PPTYS TR EQUITY 40426W101 362 41,844 SH DEFINED 6, 7, 8 41844
HRPT PROPERTIES TRUST EQUITY 40426W101 381 43,941 SH DEFINED 1 43,941
HS RESOURCES, INC. EQUITY 492386107 2503 45,667 SH DEFINED 1 45,667
HSBC America Cap Trust CORPBOND 40427QAA1 8397 8,000,000 PRN DEFINED 4 8,000,000
HUBBELL INC EQUITY 443510201 2092 71,200 SH DEFINED 6, 7, 8 71200
HUBBELL INC. CLASS B EQUITY 443510201 2103 71,584 SH DEFINED 1 71,584
HUDSON CITY BANCORP EQUITY 443683107 8 314 SH DEFINED 1 314
HUDSON RIV BANCORP INC EQUITY 444128102 107 4,895 SH DEFINED 6, 7, 8 4895
HUDSON RIVER BANKCORP. EQUITY 444128102 107 4,895 SH DEFINED 1 4,895
HUDSON UNITED BANCORP EQUITY 444165104 383 13,352 SH DEFINED 6, 7, 8 13352
HUGHES SUPPLY INC EQUITY 444482103 235 7,612 SH DEFINED 6, 7, 8 7612
HUGHES SUPPLY, INC. EQUITY 444482103 245 7,950 SH DEFINED 1 7,950
HUMAN GENOME SCIENCES INC EQUITY 444903108 96 2,850 SH DEFINED 6, 7, 8 2850
HUMAN GENOME SCIENCES INC EQUITY 444903108 8545 253,400 SH DEFINED 2 253400
HUMAN GENOME SCIENCES, INC. EQUITY 444903108 154 4,570 SH DEFINED 1 4,570
HUMANA INC EQUITY 444859102 6 530 SH DEFINED 5 530
HUMANA INC EQUITY 444859102 841 71,330 SH DEFINED 6, 7, 8 71330
HUMANA, INC. EQUITY 444859102 904 76,686 SH DEFINED 1 76,686
HUNT J B TRANS SVCS INC EQUITY 445658107 1127 48,590 SH DEFINED 6, 7, 8 48590
HUNTINGTON BANCSHARES INC EQUITY 446150104 14 790 SH DEFINED 5 790
HUNTINGTON BANCSHARES INC EQUITY 446150104 1826 106,220 SH DEFINED 6, 7, 8 106220
HUNTINGTON BANCSHARES, INC. EQUITY 446150104 1961 114,072 SH DEFINED 1 114,072
HUSDON UNITED BANCORP EQUITY 444165104 401 13,982 SH DEFINED 1 13,982
HUTCHINSON TECHNOLOGY INC EQUITY 448407106 188 8,084 SH DEFINED 6, 7, 8 8084
HUTCHINSON TECHNOLOGY, INC. EQUITY 448407106 198 8,507 SH DEFINED 1 8,507
HYDRIL CO EQUITY 448774109 68 3,865 SH DEFINED 6, 7, 8 3865
HYDRIL COMPANY EQUITY 448774109 71 4,009 SH DEFINED 1 4,009
HYPERION SOLUTIONS CORP EQUITY 44914M104 215 10,830 SH DEFINED 1 10,830
HYPERION SOLUTIONS CORP EQUITY 44914M104 205 10,320 SH DEFINED 6, 7, 8 10320
HYSEQ INC EQUITY 449163302 30 3,931 SH DEFINED 1 3,931
HYSEQ INC EQUITY 449163302 29 3,750 SH DEFINED 6, 7, 8 3750
I B M EQUITY 459200101 438 3,625 SH DEFINED 2 3625
I2 TECHNOLOGIES EQUITY 465754109 112 14,171 SH DEFINED 1 14,171
I2 TECHNOLOGIES INC EQUITY 465754109 80 10,140 SH DEFINED 6, 7, 8 10140
I2 TECHNOLOGIES INC EQUITY 465754109 1650 208,800 SH DEFINED 2 208800
IBASIS INC EQUITY 450732102 14 10,619 SH DEFINED 1 10,619
IBASIS INC EQUITY 450732102 33 24,936 SH DEFINED 6, 7, 8 24936
IBERIABANK CORP EQUITY 450828108 50 1,797 SH DEFINED 1 1,797
IBERIABANK CORP EQUITY 450828108 50 1,797 SH DEFINED 6, 7, 8 1797
ICI NORTH AMERICA ADR NEW EQUITY 452704505 38 1,750 SH DEFINED 1 1,750
ICN PHARMACEUTICALS INC N EQUITY 448924100 4519 134,900 SH DEFINED 6, 7, 8 134900
ICN PHARMACEUTICALS, INC. EQUITY 448924100 3345 99,851 SH DEFINED 1 99,851
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
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ICOS CORP EQUITY 449295104 67 1,170 SH DEFINED 6, 7, 8 1170
ICOS CORPORATION EQUITY 449295104 101 1,754 SH DEFINED 1 1,754
ICT GROUP INC EQUITY 44929Y101 14 739 SH DEFINED 1 739
ICT GROUP INC EQUITY 44929Y101 14 739 SH DEFINED 6, 7, 8 739
ICU MED INC EQUITY 44930G107 75 1,676 SH DEFINED 6, 7, 8 1676
ICU MEDICAL, INC. EQUITY 44930G107 77 1,736 SH DEFINED 1 1,736
IDACORP INC EQUITY 451107106 1847 45,500 SH DEFINED 6, 7, 8 45500
IDACORP, INC. EQUITY 451107106 1858 45,764 SH DEFINED 1 45,764
IDEC PHARMACEUTICALS COM EQUITY 449370105 12791 185,560 SH Sole 3 159300 26260
IDEC PHARMACEUTICALS CORP EQUITY 449370105 13028 189,010 SH DEFINED 6, 7, 8 189010
IDEC PHARMACEUTICALS CORP EQUITY 449370105 33224 482,000 SH DEFINED 2 482000
IDEC PHARMACEUTICALS CORP. EQUITY 449370105 13198 191,463 SH DEFINED 1 191,463
IDENTIX INC EQUITY 451906101 147 10,058 SH DEFINED 1 10,058
IDENTIX INC EQUITY 451906101 138 9,452 SH DEFINED 6, 7, 8 9452
IDEX CORP EQUITY 45167R104 333 9,660 SH DEFINED 6, 7, 8 9660
IDEX CORP. EQUITY 45167R104 349 10,130 SH DEFINED 1 10,130
IDEXX LABORATORIES, INC. EQUITY 45168D104 286 10,025 SH DEFINED 1 10,025
IDEXX LABS INC EQUITY 45168D104 273 9,590 SH DEFINED 6, 7, 8 9590
IDT CORP EQUITY 448947101 263 13,487 SH DEFINED 6, 7, 8 13487
IDT CORP. EQUITY 448947101 274 14,056 SH DEFINED 1 14,056
IDX SYS CORP EQUITY 449491109 64 4,917 SH DEFINED 6, 7, 8 4917
IDX SYSTEMS CORP. EQUITY 449491109 67 5,117 SH DEFINED 1 5,117
IGEN INC EQUITY 449536101 145 3,617 SH DEFINED 6, 7, 8 3617
IGEN INTERNATIONAL, INC. EQUITY 449536101 152 3,780 SH DEFINED 1 3,780
IHOP CORP EQUITY 449623107 171 5,834 SH DEFINED 6, 7, 8 5834
IHOP CORP. EQUITY 449623107 178 6,086 SH DEFINED 1 6,086
II VI INC EQUITY 902104108 51 2,986 SH DEFINED 6, 7, 8 2986
II-VI INC EQUITY 902104108 53 3,087 SH DEFINED 1 3,087
IKON OFFICE SOLUTIONS INC EQUITY 451713101 533 45,586 SH DEFINED 6, 7, 8 45586
IKON OFFICE SOLUTIONS INC. EQUITY 451713101 558 47,701 SH DEFINED 1 47,701
ILEX ONCOLOGY INC EQUITY 451923106 219 8,111 SH DEFINED 1 8,111
ILEX ONCOLOGY INC EQUITY 451923106 206 7,604 SH DEFINED 6, 7, 8 7604
ILLINOIS TOOL WKS INC EQUITY 452308109 64 950 SH DEFINED 5 950
ILLINOIS TOOL WKS INC EQUITY 452308109 8725 128,840 SH DEFINED 6, 7, 8 128840
ILLINOIS TOOL WKS INC COM EQUITY 452308109 2472 36,500 SH Sole 3 36500
Illinois Tool Works Inc EQUITY 452308109 2370 35,000 SH DEFINED 4 35,000
ILLINOIS TOOL WORKS, INC. EQUITY 452308109 9211 136,013 SH DEFINED 1 136,013
ILLUMINA INC EQUITY 452327109 66 5,570 SH DEFINED 1 5,570
ILLUMINA INC EQUITY 452327109 62 5,314 SH DEFINED 6, 7, 8 5314
IMAGEX.COM INC EQUITY 45244D102 578 791,393 SH DEFINED 1 791,393
IMAGISTICS INTERNATIONAL EQUITY 45247T104 0 0 SH DEFINED 5 0
IMAGISTICS INTL INC EQUITY 45247T104 2 166 SH DEFINED 1 166
I-MANY INC EQUITY 44973Q103 106 11,011 SH DEFINED 1 11,011
I-MANY INC EQUITY 44973Q103 99 10,298 SH DEFINED 6, 7, 8 10298
IMATION CORP EQUITY 45245A107 1145 53,074 SH DEFINED 6, 7, 8 53074
IMATION CORP. EQUITY 45245A107 1156 53,559 SH DEFINED 1 53,559
IMC GLOBAL INC EQUITY 449669100 2267 174,406 SH DEFINED 6, 7, 8 174406
IMC GLOBAL INC EQUITY 449669100 3978 306,000 SH DEFINED 2 306000
IMC GLOBAL, INC. EQUITY 449669100 2289 176,111 SH DEFINED 1 176,111
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
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IMCLONE SYS INC EQUITY 45245W109 78 1,670 SH DEFINED 6, 7, 8 1670
IMCLONE SYS INC EQUITY 45245W109 1647 35,453 SH DEFINED 2 35453
IMCLONE SYSTEMS EQUITY 45245W109 117 2,512 SH DEFINED 1 2,512
IMMUNE RESPONSE CORP DEL EQUITY 45252T106 12 8,741 SH DEFINED 6, 7, 8 8741
IMMUNE RESPONSE CORP. DEL. EQUITY 45252T106 13 9,341 SH DEFINED 1 9,341
IMMUNEX CORP NEW EQUITY 452528102 47 1,700 SH DEFINED 5 1700
IMMUNEX CORP NEW EQUITY 452528102 6844 246,980 SH DEFINED 6, 7, 8 246980
IMMUNEX CORP. EQUITY 452528102 7322 264,249 SH DEFINED 1 264,249
IMMUNOGEN INC EQUITY 45253H101 198 11,921 SH DEFINED 1 11,921
IMMUNOGEN INC EQUITY 45253H101 281 16,930 SH DEFINED 6, 7, 8 16930
IMMUNOMEDICS INC EQUITY 452907108 219 10,802 SH DEFINED 6, 7, 8 10802
IMMUNOMEDICS, INC. EQUITY 452907108 229 11,306 SH DEFINED 1 11,306
IMPAC MORTGAGE HOLDINGS INC EQUITY 45254P102 4250 500,000 SH DEFINED 1 500,000
IMPATH INC EQUITY 45255G101 205 4,602 SH DEFINED 6, 7, 8 4602
IMPATH INC. EQUITY 45255G101 214 4,807 SH DEFINED 1 4,807
IMPAX LABORATORIES INC EQUITY 45256B101 71 5,295 SH DEFINED 1 5,295
IMPAX LABORATORIES INC EQUITY 45256B101 68 5,048 SH DEFINED 6, 7, 8 5048
IMPCO TECHNOLOGIES INC EQUITY 45255W106 32 2,547 SH DEFINED 1 2,547
IMPCO TECHNOLOGIES INC EQUITY 45255W106 30 2,331 SH DEFINED 6, 7, 8 2331
IMPERIAL CHEM INDS PLC EQUITY 452704505 38 1,750 SH DEFINED 6, 7, 8 1750
IMPSAT FIBER NETWORKS EQUITY 45321T103 1 4,695 SH DEFINED 1 4,695
IMPSAT FIBER NETWORKS INC EQUITY 45321T103 1 4,638 SH DEFINED 6, 7, 8 4638
IMS HEALTH INC EQUITY 449934108 18 920 SH DEFINED 5 920
IMS HEALTH INC EQUITY 449934108 3438 176,200 SH DEFINED 6, 7, 8 176200
IMS HEALTH, INC. EQUITY 449934108 3802 194,892 SH DEFINED 1 194,892
INAMED CORP EQUITY 453235103 139 4,636 SH DEFINED 1 4,636
INAMED CORP EQUITY 453235103 133 4,424 SH DEFINED 6, 7, 8 4424
INCO LIMITED EQUITY 453258402 1375 81,140 SH DEFINED 1 81,140
INCO LTD EQUITY 453258402 10 570 SH DEFINED 5 570
INCO LTD EQUITY 453258402 1302 76,850 SH DEFINED 6, 7, 8 76850
Incyte Genomics EQUITY 45337C102 194 10,000 SH DEFINED 4 10,000
INCYTE GENOMICS INC EQUITY 45337C102 1951 99,753 SH DEFINED 6, 7, 8 99753
INCYTE GENOMICS, INC. EQUITY 45337C102 1960 100,839 SH DEFINED 1 100,839
INDEPENDENCE CMNTY BK COR EQUITY 453414104 2057 90,396 SH DEFINED 6, 7, 8 90396
INDEPENDENCE COMMUNITY BANK EQUITY 453414104 2078 91,313 SH DEFINED 1 91,313
INDEPENDENT BANK CORP MAS EQUITY 453836108 84 3,926 SH DEFINED 6, 7, 8 3926
INDEPENDENT BANK CORP MIC EQUITY 453838104 102 3,685 SH DEFINED 6, 7, 8 3685
INDEPENDENT BANK CORP. EQUITY 453838104 197 8,033 SH DEFINED 1 8,033
INDEX I-SHARES RUSSELL 2000 EQUITY 464287655 499 5,175 SH DEFINED 1 5,175
INDUS INTERNATIONAL INC EQUITY 45578L100 77 10,490 SH DEFINED 1 10,490
INDUS INTL INC EQUITY 45578L100 72 9,915 SH DEFINED 6, 7, 8 9915
INDYMAC BANCORP INC EQUITY 456607100 2176 93,055 SH DEFINED 6, 7, 8 93055
INDYMAC BANCORP, INC. EQUITY 456607100 2196 93,919 SH DEFINED 1 93,919
INET TECHNOLOGIES INC EQUITY 45662V105 29 2,775 SH DEFINED 6, 7, 8 2775
INET TECHNOLOGY EQUITY 45662V105 34 3,209 SH DEFINED 1 3,209
INFOCUS CORP EQUITY 45665B106 1519 68,971 SH DEFINED 6, 7, 8 68971
INFOCUS CORPORATION EQUITY 45665B106 1308 59,392 SH DEFINED 1 59,392
INFOGRAMES INC EQUITY 45665T107 31 4,362 SH DEFINED 6, 7, 8 4362
INFOGRAMES INC. EQUITY 45665T107 34 4,725 SH DEFINED 1 4,725
INFONET SERVICES COR EQUITY 45666T106 196 SH DEFINED 1 196
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
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INFORMATICA CORP EQUITY 45666Q102 15 1,038 SH DEFINED 1 1,038
INFORMATION HLDGS INC EQUITY 456727106 331 11,701 SH DEFINED 6, 7, 8 11701
INFORMATION HOLDINGS INC. EQUITY 456727106 169 5,973 SH DEFINED 1 5,973
INFORMATION RES INC EQUITY 456905108 73 8,799 SH DEFINED 6, 7, 8 8799
INFORMATION RESOURCES, INC. EQUITY 456905108 76 9,213 SH DEFINED 1 9,213
INFOSPACE INC EQUITY 45678T102 144 70,090 SH DEFINED 6, 7, 8 70090
INFOSPACE INC. EQUITY 45678T102 151 73,420 SH DEFINED 1 73,420
INFOUSA INC NEW EQUITY 456818301 59 8,522 SH DEFINED 6, 7, 8 8522
INFOUSA INC. CLASS B EQUITY 456818301 61 8,751 SH DEFINED 1 8,751
INGERSOLL-RAND CO EQUITY 456866102 22 530 SH DEFINED 5 530
INGERSOLL-RAND CO EQUITY 456866102 3596 86,020 SH DEFINED 6, 7, 8 86020
INGERSOLL-RAND CO. EQUITY 456866102 3814 91,214 SH DEFINED 1 91,214
INGLES MARKETS, INC., CLASS A EQUITY 457030104 39 3,269 SH DEFINED 1 3,269
INGLES MKTS INC EQUITY 457030104 37 3,098 SH DEFINED 6, 7, 8 3098
INGRAM MICRO INC. CLASS A EQUITY 457153104 11 644 SH DEFINED 1 644
INHALE THERAPEUTIC S EQUITY 457191104 9 495 SH DEFINED 1 495
Inhale Therapeutic System EQUITY 457191104 186 10,000 SH DEFINED 4 10,000
INKINE PHARMACEUTICAL CO INC EQUITY 457214104 16 10,253 SH DEFINED 1 10,253
INKINE PHARMACEUTICALS IN EQUITY 457214104 15 9,675 SH DEFINED 6, 7, 8 9675
INKTOMI CORP EQUITY 457277101 298 44,374 SH DEFINED 6, 7, 8 44374
INKTOMI CORP. EQUITY 457277101 311 46,378 SH DEFINED 1 46,378
INNKEEPERS USA TR EQUITY 4576J0104 128 13,061 SH DEFINED 6, 7, 8 13061
INNOVATIVE SOLUTIONS & SU EQUITY 45769N105 17 2,245 SH DEFINED 6, 7, 8 2245
INNOVATIVE SOLUTIONS & SUPPORT EQUITY 45769N105 17 2,245 SH DEFINED 1 2,245
INPUT/OUTPUT INC EQUITY 457652105 120 14,620 SH DEFINED 6, 7, 8 14620
INPUT/OUTPUT, INC. EQUITY 457652105 127 15,483 SH DEFINED 1 15,483
INSIGHT COMMUNICATIO EQUITY 45768V108 8 318 SH DEFINED 1 318
INSIGHT COMMUNICATIONS IN EQUITY 45768V108 94 3,900 SH DEFINED 6, 7, 8 3900
INSIGHT ENTERPRISES INC EQUITY 45765U103 278 11,302 SH DEFINED 6, 7, 8 11302
INSIGHT ENTERPRISES, INC. EQUITY 45765U103 295 12,008 SH DEFINED 1 12,008
INSIGNIA FINANCIAL GROUP INC. EQUITY 45767A105 69 6,400 SH DEFINED 1 6,400
INSIGNIA FINL GROUP INC N EQUITY 45767A105 67 6,158 SH DEFINED 6, 7, 8 6158
INSITUFORM TECHNOLOGIES I EQUITY 457667103 174 6,801 SH DEFINED 6, 7, 8 6801
INSITUFORM TECHNOLOGIES, INC. CLASS A EQUITY 457667103 184 7,196 SH DEFINED 1 7,196
INSMED INC EQUITY 457669208 38 9,871 SH DEFINED 1 9,871
INSMED INC EQUITY 457669208 36 9,511 SH DEFINED 6, 7, 8 9511
INSPIRE PHARMACEUTICALS I EQUITY 457733103 66 4,658 SH DEFINED 6, 7, 8 4658
INSPIRE PHARMACEUTICALS INC EQUITY 457733103 69 4,873 SH DEFINED 1 4,873
INSTINET GROUP INC EQUITY 457750107 2343 233,100 SH DEFINED 2 233100
INSTINET GROUP INCORPORATED EQUITY 457750107 4 361 SH DEFINED 1 361
INSURANCE AUTO AUCTIONS I EQUITY 457875102 56 3,848 SH DEFINED 6, 7, 8 3848
INSURANCE AUTO AUCTIONS INC COM EQUITY 457875102 1508 103,961 SH DEFINED 1 103,961
Insurance Services Office, Inc EQUITY 45806@109 279 11,172 SH DEFINED 4 11,172
INSWEB CORP EQUITY 45809K202 39 9,194 SH DEFINED 1 9,194
INTEGRA BANK CORP. EQUITY 45814P105 124 5,909 SH DEFINED 1 5,909
INTEGRA BK CORP EQUITY 45814P105 117 5,588 SH DEFINED 6, 7, 8 5588
INTEGRA LIFESCIENCES CORP EQUITY 457985208 9430 358,000 SH DEFINED 2 358000
INTEGRA LIFESCIENCES HLDG EQUITY 457985208 134 5,099 SH DEFINED 6, 7, 8 5099
INTEGRA LIFESCIENCES HOLDINGS EQUITY 457985208 93 3,547 SH DEFINED 1 3,547
INTEGRAL SYS INC MD EQUITY 45810H107 53 2,752 SH DEFINED 6, 7, 8 2752
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
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INTEGRAL SYSTEMS INC/MD EQUITY 45810H107 55 2,862 SH DEFINED 1 2,862
INTEGRATED CIRCUIT SYS IN EQUITY 45811K208 283 12,542 SH DEFINED 6, 7, 8 12542
INTEGRATED CIRCUIT SYSTEMS EQUITY 45811K208 449 19,858 SH DEFINED 1 19,858
INTEGRATED DEVICE TECHNOL EQUITY 458118106 4162 156,540 SH DEFINED 6, 7, 8 156540
INTEGRATED DEVICE TECHNOLOGY EQUITY 458118106 5999 225,600 SH DEFINED 2 225600
INTEGRATED DEVICE TECHNOLOGY, EQUITY 458118106 4199 157,907 SH DEFINED 1 157,907
INTEGRATED ELECTRICAL SERVICES EQUITY 45811E103 53 10,304 SH DEFINED 1 10,304
INTEGRATED ELECTRICAL SVC EQUITY 45811E103 50 9,814 SH DEFINED 6, 7, 8 9814
INTEGRATED SILICON SOLUTI EQUITY 45812P107 104 8,513 SH DEFINED 6, 7, 8 8513
INTEGRATED SILICON SOLUTION EQUITY 45812P107 110 8,989 SH DEFINED 1 8,989
Intel EQUITY 458140100 755 24,000 SH DEFINED 4 24,000
INTEL CORP EQUITY 458140100 660 20,980 SH DEFINED 5 20980
INTEL CORP EQUITY 458140100 104966 3,337,560 SH DEFINED 6, 7, 8 3337560
INTEL CORP EQUITY 458140100 25636 815,144 SH DEFINED 2 815144
INTEL CORP. EQUITY 458140100 138900 4,416,534 SH DEFINED 1 4,416,534
INTEL INC EQUITY 458140100 94 3,000 SH DEFINED 2 3000
INTELIDATA TECHNOLOGIES C EQUITY 45814T107 37 13,238 SH DEFINED 6, 7, 8 13238
INTELIDATA TECHNOLOGIES CORP. EQUITY 45814T107 39 13,894 SH DEFINED 1 13,894
INTER TEL INC EQUITY 458372109 112 5,844 SH DEFINED 6, 7, 8 5844
INTERACTIVE DATA CORP EQUITY 45840J107 174 12,332 SH DEFINED 1 12,332
INTERACTIVE DATA CORP EQUITY 45840J107 167 11,783 SH DEFINED 6, 7, 8 11783
INTERACTIVE INTELLIGENCE EQUITY 45839M103 11 1,539 SH DEFINED 6, 7, 8 1539
INTERACTIVE INTELLIGENCE INC EQUITY 45839M103 11 1,577 SH DEFINED 1 1,577
INTERCEPT GROUP INC EQUITY 45845L107 164 4,002 SH DEFINED 1 4,002
INTERCEPT GROUP INC EQUITY 45845L107 33549 820,271 SH Sole 3 799161 21110
INTERCEPT GROUP INC EQUITY 45845L107 157 3,837 SH DEFINED 6, 7, 8 3837
INTERDIGITAL COMMUNICATIO EQUITY 45866A105 155 15,977 SH DEFINED 6, 7, 8 15977
INTERDIGITAL COMMUNICATION EQUITY 45866A105 162 16,704 SH DEFINED 1 16,704
INTERFACE INC EQUITY 458665106 81 14,439 SH DEFINED 6, 7, 8 14439
INTERFACE, INC. CLASS A EQUITY 458665106 84 14,932 SH DEFINED 1 14,932
INTERGRAPH CORP EQUITY 458683109 198 14,446 SH DEFINED 6, 7, 8 14446
INTERGRAPH CORP. EQUITY 458683109 207 15,066 SH DEFINED 1 15,066
INTERLAND INC EQUITY 458727104 26 12,281 SH DEFINED 1 12,281
INTERLAND INC EQUITY 458727104 25 11,969 SH DEFINED 6, 7, 8 11969
INTERLOGIX INC EQUITY 458763109 243 6,278 SH DEFINED 6, 7, 8 6278
INTERLOGIX INC. EQUITY 458763109 253 6,531 SH DEFINED 1 6,531
INTERMAGNETICS GEN CORP EQUITY 458771102 106 4,085 SH DEFINED 6, 7, 8 4085
INTERMAGNETICS GENERAL CORP. EQUITY 458771102 110 4,238 SH DEFINED 1 4,238
INTERMUNE INC EQUITY 45884X103 403 8,183 SH DEFINED 6, 7, 8 8183
INTERMUNE INC. EQUITY 45884X103 425 8,620 SH DEFINED 1 8,620
INTERNAP NETWORK SERVICES EQUITY 45885A102 55 47,463 SH DEFINED 1 47,463
INTERNAP NETWORK SVCS COR EQUITY 45885A102 53 45,523 SH DEFINED 6, 7, 8 45523
INTERNATIONAL BANCSHARES EQUITY 459044103 220 5,231 SH DEFINED 6, 7, 8 5231
INTERNATIONAL BANCSHARES CORP. EQUITY 459044103 230 5,451 SH DEFINED 1 5,451
INTERNATIONAL BUSINESS MA EQUITY 459200101 651 5,380 SH DEFINED 5 5380
INTERNATIONAL BUSINESS MA EQUITY 459200101 105317 870,670 SH DEFINED 6, 7, 8 870670
INTERNATIONAL BUSINESS MACHS EQUITY 459200101 46597 385,225 SH DEFINED 2 385225
INTERNATIONAL FLAVORS&FRA EQUITY 459506101 9 300 SH DEFINED 5 300
INTERNATIONAL FLAVORS&FRA EQUITY 459506101 1192 40,110 SH DEFINED 6, 7, 8 40110
INTERNATIONAL GAME TECHNO EQUITY 459902102 16 230 SH DEFINED 5 230
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
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INTERNATIONAL GAME TECHNO EQUITY 459902102 2104 30,800 SH DEFINED 6, 7, 8 30800
INTERNATIONAL GAME TECHNOLOGY EQUITY 459902102 3055 44,723 SH DEFINED 1 44,723
INTERNATIONAL GAME TECHNOLOGY EQUITY 459902102 10655 156,000 SH DEFINED 2 156000
INTERNATIONAL MULTIFOODS EQUITY 460043102 118 4,956 SH DEFINED 6, 7, 8 4956
INTERNATIONAL MULTIFOODS CORP. EQUITY 460043102 126 5,256 SH DEFINED 1 5,256
INTERNATIONAL PAPER CO EQUITY 460146103 7254 267,597 SH DEFINED 2 267597
INTERNATIONAL PAPER CO. EQUITY 460146103 8679 215,099 SH DEFINED 1 215,099
INTERNATIONAL RECTIFIER C EQUITY 460254105 2682 76,900 SH DEFINED 6, 7, 8 76900
INTERNATIONAL RECTIFIER CORP. EQUITY 460254105 2712 77,743 SH DEFINED 1 77,743
INTERNATIONAL SPEEDWAY CO EQUITY 460335201 2526 64,600 SH DEFINED 6, 7, 8 64600
INTERNATIONAL SPEEDWAY CORP. EQUITY 460335201 2536 64,865 SH DEFINED 1 64,865
INTERNATIONAL WIRELESS COMN EQUITY 46058G504 42 423,014 SH DEFINED 2 423014
INTERNET CAP GROUP INC EQUITY 46059C106 74 61,079 SH DEFINED 6, 7, 8 61079
INTERNET CAPITAL GROUP, INC. EQUITY 46059C106 77 63,521 SH DEFINED 1 63,521
INTERNET SEC SYS INC EQUITY 46060X107 1859 58,000 SH DEFINED 6, 7, 8 58000
INTERNET SEC SYS INC COM EQUITY 46060X107 15925 496,735 SH Sole 3 488035 8700
INTERNET SECURITY SY EQUITY 46060X107 1877 58,549 SH DEFINED 1 58,549
INTERNEURON PHARMACEUTICA EQUITY 460573108 115 10,377 SH DEFINED 6, 7, 8 10377
INTERNEURON PHARMACEUTICALS EQUITY 460573108 120 10,862 SH DEFINED 1 10,862
INTERPOOL INC EQUITY 46062R108 81 4,194 SH DEFINED 6, 7, 8 4194
INTERPOOL, INC. EQUITY 46062R108 84 4,351 SH DEFINED 1 4,351
INTERPUBLIC GROUP CORP EQUITY 460690100 5125 173,502 SH DEFINED 1 173,502
INTERPUBLIC GROUP COS INC EQUITY 460690100 35 1,180 SH DEFINED 5 1180
INTERPUBLIC GROUP COS INC EQUITY 460690100 4716 159,640 SH DEFINED 6, 7, 8 159640
INTERSIL CORP -CL A EQUITY 46069S109 46 1,430 SH DEFINED 1 1,430
INTERSILL CORP EQUITY 46069S109 13639 422,900 SH Sole 3 370500 52400
INTERSTATE BAKERIES CORP EQUITY 46072H108 1705 70,519 SH DEFINED 6, 7, 8 70519
INTERSTATE BAKERIES CORP. EQUITY 46072H108 1717 71,005 SH DEFINED 1 71,005
INTERTAN INC EQUITY 461120107 98 7,783 SH DEFINED 6, 7, 8 7783
INTERTAN INC. EQUITY 461120107 101 8,080 SH DEFINED 1 8,080
INTER-TEL, INC. EQUITY 458372109 116 6,049 SH DEFINED 1 6,049
INTERTRUST TECHNOLOGIES C EQUITY 46113Q109 30 24,439 SH DEFINED 6, 7, 8 24439
INTERTRUST TECHNOLOGIES CORP. EQUITY 46113Q109 31 25,574 SH DEFINED 1 25,574
INTERVOICE-BRITE INC EQUITY 461142101 111 8,639 SH DEFINED 6, 7, 8 8639
INTERVOICE-BRITE INC. EQUITY 461142101 116 9,091 SH DEFINED 1 9,091
INTERWOVEN INC EQUITY 46114T102 10 1,014 SH DEFINED 1 1,014
INTERWOVEN INC EQUITY 46114T102 119 12,250 SH DEFINED 6, 7, 8 12250
INTERWOVEN INC EQUITY 46114T102 2433 249,800 SH DEFINED 2 249800
INTIMATE BRANDS INC EQUITY 461156101 19 1,249 SH DEFINED 1 1,249
INTL BUSINESS MACHINES CORP EQUITY 459200101 137906 1,140,096 SH DEFINED 1 1,140,096
INTL PAPER CO EQUITY 460146103 61 1,510 SH DEFINED 5 1510
INTL PAPER CO EQUITY 460146103 8221 203,750 SH DEFINED 6, 7, 8 203750
INTL SPECIALTY PRODS INC EQUITY 460337108 37 4,135 SH DEFINED 6, 7, 8 4135
INTL SPECIALTY PRODUCTS, INC. EQUITY 460337108 38 4,235 SH DEFINED 1 4,235
INT'L. FLAVORS & FRAGRANCES, EQUITY 459506101 1278 43,004 SH DEFINED 1 43,004
INTRADO INC EQUITY 46117A100 96 3,590 SH DEFINED 1 3,590
INTRADO INC EQUITY 46117A100 91 3,396 SH DEFINED 6, 7, 8 3396
INTROGEN THERAPEUTICS INC EQUITY 46119F107 416 75,000 SH DEFINED 2 75000
Intuit EQUITY 461202103 941 22,000 SH DEFINED 4 22,000
INTUIT EQUITY 461202103 28 660 SH DEFINED 5 660
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
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INTUIT EQUITY 461202103 5041 117,880 SH DEFINED 6, 7, 8 117880
INTUIT EQUITY 461202103 7102 166,100 SH DEFINED 2 166100
INTUIT, INC. EQUITY 461202103 5349 125,032 SH DEFINED 1 125,032
INTUITIVE SURGICAL INC EQUITY 46120E107 92 9,218 SH DEFINED 1 9,218
INTUITIVE SURGICAL INC EQUITY 46120E107 88 8,789 SH DEFINED 6, 7, 8 8789
INVACARE CORP EQUITY 461203101 398 11,809 SH DEFINED 6, 7, 8 11809
INVACARE CORP. EQUITY 461203101 221 6,570 SH DEFINED 1 6,570
INVERNESS MED INNOVATIONS EQUITY 46126P106 27 1,485 SH DEFINED 6, 7, 8 1485
INVERNESS MEDICAL INNOVATION EQUITY 46126P106 28 1,557 SH DEFINED 1 1,557
INVESTMENT TEC GRP NEW COM EQUITY 46145F105 33883 867,240 SH Sole 3 852790 14450
INVESTMENT TECHNOLOGY GROUP EQUITY 46145F105 2334 59,751 SH DEFINED 1 59,751
INVESTMENT TECHNOLOGY GRP EQUITY 46145F105 2309 59,100 SH DEFINED 6, 7, 8 59100
INVESTORS FINANCIAL SERVICES EQUITY 461915100 2590 39,120 SH DEFINED 1 39,120
INVESTORS FINL SERVICES C EQUITY 461915100 2562 38,700 SH DEFINED 6, 7, 8 38700
INVESTORS REAL ESTATE TR EQUITY 461730103 66 7,003 SH DEFINED 6, 7, 8 7003
INVESTORS REAL ESTATE TRUST EQUITY 461730103 71 7,509 SH DEFINED 1 7,509
INVITROGEN CORP EQUITY 46185R100 111 1,785 SH DEFINED 1 1,785
Invitrogen Corp EQUITY 46185R100 929 15,000 SH DEFINED 4 15,000
INVITROGEN CORP EQUITY 46185R100 318 5,130 SH DEFINED 6, 7, 8 5130
INVITROGEN CORP COM EQUITY 46185r100 67793 1,094,674 SH Sole 3 1050534 44140
IOMEGA CORP EQUITY 462030305 148 17,675 SH DEFINED 1 17,675
IOMEGA CORP EQUITY 462030305 139 16,680 SH DEFINED 6, 7, 8 16680
IONICS INC EQUITY 462218108 168 5,589 SH DEFINED 6, 7, 8 5589
IONICS, INC. EQUITY 462218108 176 5,871 SH DEFINED 1 5,871
IPC Holdings EQUITY G4933P101 346,971 11,722,000 SH DEFINED 1 11,722,000
IRON MOUNTAIN INC. EQUITY 462846106 19 438 SH DEFINED 1 438
IRON MTN INC DEL COM EQUITY 462846106 87470 1,997,030 SH Sole 3 1904570 92460
IRT PPTY CO EQUITY 450058102 104 9,803 SH DEFINED 6, 7, 8 9803
IRT PROPERTY CO. EQUITY 450058102 107 10,095 SH DEFINED 1 10,095
IRWIN FINANCIAL CORP. EQUITY 464119106 53 3,126 SH DEFINED 1 3,126
IRWIN FINL CORP EQUITY 464119106 50 2,926 SH DEFINED 6, 7, 8 2926
ISHARES MSCI EAFE INDEX FUND EQUITY 464287465 477 4,000 SH DEFINED 1 4,000
ISHARES MSCI MALAYSIA INDX FUND EQUITY 464286830 312 60,000 SH DEFINED 1 60,000
ISHARES MSCI SOUTH KOREA INDX FND EQUITY 464286772 142 8,000 SH DEFINED 1 8,000
ISHARES RUSSELL 2000 VALUE EQUITY 464287630 218 1,700 SH DEFINED 1 1,700
ISHARES RUSSELL MIDCAP GRWTH EQUITY 464287481 481 6,700 SH DEFINED 1 6,700
ISHARES RUSSELL MIDCAP VALUE EQUITY 464287473 407 5,225 SH DEFINED 1 5,225
ISHARES S&P 500/BARRA GROWTH EQUITY 464287309 74 1,250 SH DEFINED 1 1,250
ISHARES S&P 500/BARRA VALUE EQUITY 464287408 375 6,775 SH DEFINED 1 6,775
ISHARES TR EQUITY 464287630 218 1,700 SH DEFINED 6, 7, 8 1700
ISIS PHARMACEUTICALS INC EQUITY 464330109 532 23,996 SH DEFINED 6, 7, 8 23996
ISIS PHARMACEUTICALS, INC. EQUITY 464330109 276 12,429 SH DEFINED 1 12,429
ISLE OF CAPRI CASINOS EQUITY 464592104 85 6,377 SH DEFINED 1 6,377
ISLE OF CAPRI CASINOS INC EQUITY 464592104 83 6,176 SH DEFINED 6, 7, 8 6176
ISTAR FINANCIAL INC EQUITY 45031U101 16 643 SH DEFINED 1 643
I-STAT CORP EQUITY 450312103 41 5,139 SH DEFINED 6, 7, 8 5139
I-STAT CORP. EQUITY 450312103 43 5,406 SH DEFINED 1 5,406
ITC DELTACOM INC EQUITY 45031T104 9 10,584 SH DEFINED 6, 7, 8 10584
ITC DELTACOM, INC. EQUITY 45031T104 10 11,063 SH DEFINED 1 11,063
ITRON INC EQUITY 465741106 123 4,057 SH DEFINED 6, 7, 8 4057
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
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ITRON, INC. EQUITY 465741106 132 4,364 SH DEFINED 1 4,364
ITT EDUCATIONAL SERVICES EQUITY 45068B109 349 9,466 SH DEFINED 6, 7, 8 9466
ITT EDUCATIONAL SERVICES, INC. EQUITY 45068B109 264 7,159 SH DEFINED 1 7,159
ITT INDS INC IND EQUITY 450911102 14 280 SH DEFINED 5 280
ITT INDS INC IND EQUITY 450911102 3491 69,120 SH DEFINED 6, 7, 8 69120
ITT INDUSTRIAL INC EQUITY 450911102 3627 71,814 SH DEFINED 1 71,814
ITXC CORP EQUITY 45069F109 57 7,956 SH DEFINED 1 7,956
ITXC CORP EQUITY 45069F109 160 22,201 SH DEFINED 6, 7, 8 22201
IVAX CORP EQUITY 465823102 6261 310,857 SH DEFINED 6, 7, 8 310857
IVAX CORP. EQUITY 465823102 6301 312,845 SH DEFINED 1 312,845
IVEX PACKAGING CORP DEL EQUITY 465855104 91 4,800 SH DEFINED 6, 7, 8 4800
IVEX PACKAGING CORP. EQUITY 465855104 96 5,067 SH DEFINED 1 5,067
IXIA EQUITY 45071R109 169 13,154 SH DEFINED 1 13,154
IXIA EQUITY 45071R109 162 12,586 SH DEFINED 6, 7, 8 12586
IXYS CORP EQUITY 46600W106 23 2,817 SH DEFINED 6, 7, 8 2817
IXYS CORP. EQUITY 46600W106 23 2,873 SH DEFINED 1 2,873
J & J SNACK FOODS CORP EQUITY 466032109 50 2,030 SH DEFINED 1 2,030
J & J SNACK FOODS CORP EQUITY 466032109 46 1,882 SH DEFINED 6, 7, 8 1882
J D EDWARDS & CO EQUITY 281667105 485 29,476 SH DEFINED 6, 7, 8 29476
J JILL GROUP INC EQUITY 466189107 69 3,210 SH DEFINED 1 3,210
J JILL GROUP INC EQUITY 466189107 66 3,043 SH DEFINED 6, 7, 8 3043
J P MORGAN CHASE & CO EQUITY 46625H100 224 6,170 SH DEFINED 5 6170
J P MORGAN CHASE & CO EQUITY 46625H100 35686 981,730 SH DEFINED 6, 7, 8 981730
J P MORGAN CHASE + CO EQUITY 46625H100 33150 911,960 SH DEFINED 2 911960
J.B. HUNT TRANSPORT SERVICES EQUITY 445658107 1135 48,925 SH DEFINED 1 48,925
J.C. PENNEY CO., INC. EQUITY 708160106 3241 120,496 SH DEFINED 1 120,496
J.D. EDWARDS & CO. EQUITY 281667105 508 30,861 SH DEFINED 1 30,861
J.P. MORGAN CHASE AND CO. EQUITY 46625H100 58876 1,619,709 SH DEFINED 1 1,619,709
JABIL CIRCUIT INC EQUITY 466313103 14 620 SH DEFINED 5 620
JABIL CIRCUIT INC EQUITY 466313103 1895 83,400 SH DEFINED 6, 7, 8 83400
JABIL CIRCUT, INC. EQUITY 466313103 2045 90,010 SH DEFINED 1 90,010
JACK IN THE BOX INC EQUITY 466367109 303 11,017 SH DEFINED 6, 7, 8 11017
JACK IN THE BOX INC. EQUITY 466367109 316 11,490 SH DEFINED 1 11,490
JACOBS ENGINEERING GROUP, INC. EQUITY 469814107 2159 32,710 SH DEFINED 1 32,710
JACOBS ENGR GROUP INC DEL EQUITY 469814107 2145 32,500 SH DEFINED 6, 7, 8 32500
JAKKS PAC INC EQUITY 47012E106 208 10,978 SH DEFINED 6, 7, 8 10978
JAKKS PACIFIC, INC. EQUITY 47012E106 117 6,172 SH DEFINED 1 6,172
JDA SOFTWARE GROUP INC EQUITY 46612K108 143 6,391 SH DEFINED 6, 7, 8 6391
JDA SOFTWARE GROUP, INC. EQUITY 46612K108 150 6,707 SH DEFINED 1 6,707
JDN REALITY CORP. EQUITY 465917102 136 11,051 SH DEFINED 1 11,051
JDN RLTY CORP EQUITY 465917102 130 10,560 SH DEFINED 6, 7, 8 10560
JDS UNIPHASE CORP EQUITY 46612J101 5415 623,847 SH DEFINED 1 623,847
JDS UNIPHASE CORP EQUITY 46612J101 36 4,150 SH DEFINED 5 4150
JDS UNIPHASE CORP EQUITY 46612J101 5173 592,600 SH DEFINED 6, 7, 8 592600
JDS UNIPHASE CORP EQUITY 46612J101 7462 854,800 SH DEFINED 2 854800
JEFFERIES GROUP INC NEW EQUITY 472319102 655 15,473 SH DEFINED 6, 7, 8 15473
JEFFERIES GROUP, INC. EQUITY 472319102 319 7,533 SH DEFINED 1 7,533
Jefferson Pilot CORPBOND 475068AA0 8353 8,000,000 PRN DEFINED 4 8,000,000
Jefferson Pilot CORPBOND 475529AA1 2566 2,500,000 PRN DEFINED 4 2,500,000
JEFFERSON PILOT CORP EQUITY 475070108 22 470 SH DEFINED 5 470
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
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JEFFERSON PILOT CORP EQUITY 475070108 2945 63,650 SH DEFINED 6, 7, 8 63650
JEFFERSON-PILOT CORP. EQUITY 475070108 3165 68,412 SH DEFINED 1 68,412
JLG INDS INC EQUITY 466210101 149 14,034 SH DEFINED 6, 7, 8 14034
JLG INDUSTRIES, INC. EQUITY 466210101 157 14,708 SH DEFINED 1 14,708
JNI CORP EQUITY 46622G105 58 6,954 SH DEFINED 1 6,954
JNI CORP EQUITY 46622G105 54 6,527 SH DEFINED 6, 7, 8 6527
JOHN HANCOCK FINANCIAL SERVICE EQUITY 41014S106 9104 220,430 SH DEFINED 1 220,430
JOHN NUVEEN CO-CL A EQUITY 478035108 7 139 SH DEFINED 1 139
JOHN WILEY & SONS, INC. CLASS A EQUITY 968223206 312 13,561 SH DEFINED 1 13,561
JOHNSON & JOHNSON EQUITY 478160104 98831 1,672,267 SH DEFINED 1 1,672,267
JOHNSON & JOHNSON EQUITY 478160104 567 9,590 SH DEFINED 5 9590
JOHNSON & JOHNSON EQUITY 478160104 94399 1,597,281 SH DEFINED 6, 7, 8 1597281
JOHNSON + JOHNSON EQUITY 478160104 26623 450,477 SH DEFINED 2 450477
Johnson and Johnson EQUITY 478160104 5615 95,000 SH DEFINED 4 95,000
JOHNSON CONTROLS, INC. EQUITY 478366107 6336 78,468 SH DEFINED 1 78,468
JOHNSON CTLS INC EQUITY 478366107 22 270 SH DEFINED 5 270
JOHNSON CTLS INC EQUITY 478366107 6113 75,700 SH DEFINED 6, 7, 8 75700
JONES APPAREL GROUP INC EQUITY 480074103 13 390 SH DEFINED 5 390
JONES APPAREL GROUP INC EQUITY 480074103 1758 53,010 SH DEFINED 6, 7, 8 53010
JONES APPAREL GROUP, INC. EQUITY 480074103 1899 57,254 SH DEFINED 1 57,254
JONES LANG LASALLE INC EQUITY 48020Q107 175 9,668 SH DEFINED 6, 7, 8 9668
JONES LANG LASALLE, INC. EQUITY 48020Q107 183 10,115 SH DEFINED 1 10,115
JOURNAL REGISTER CO EQUITY 481138105 180 8,552 SH DEFINED 6, 7, 8 8552
JOURNAL REGISTER CO. EQUITY 481138105 189 8,975 SH DEFINED 1 8,975
JP REALITY, INC. EQUITY 46624A106 90 3,768 SH DEFINED 1 3,768
JP REALTY INC EQUITY 46624A106 85 3,559 SH DEFINED 6, 7, 8 3559
JUNIPER NETWORKS INC EQUITY 48203R104 2025 106,880 SH DEFINED 6, 7, 8 106880
JUNIPER NETWORKS INC EQUITY 48203R104 5793 305,700 SH DEFINED 2 305700
JUNIPER NETWORKS, INC. EQUITY 48203R104 2025 106,880 SH DEFINED 1 106,880
K MART CORP EQUITY 482584109 9 1,560 SH DEFINED 5 1560
K MART CORP EQUITY 482584109 1150 210,710 SH DEFINED 6, 7, 8 210710
K V PHARMACEUTICAL CO EQUITY 482740107 216 6,661 SH DEFINED 6, 7, 8 6661
K V PHARMACEUTICAL CO CL B EQUITY 482740107 226 6,976 SH DEFINED 1 6,976
K.FORCE INC. EQUITY 493732101 52 8,208 SH DEFINED 1 8,208
K2 INC EQUITY 482732104 42 5,768 SH DEFINED 6, 7, 8 5768
K2, INC. EQUITY 482732104 43 6,032 SH DEFINED 1 6,032
KADANT INC EQUITY 48282T104 61 4,206 SH DEFINED 1 4,206
KADANT INC EQUITY 48282T104 57 3,949 SH DEFINED 6, 7, 8 3949
Kafus Environmental Industries EQUITY 482910106 75,000 SH DEFINED 4 75,000
KAISER ALUMINUM CORP EQUITY 483007100 15 9,432 SH DEFINED 6, 7, 8 9432
KAISER ALUMINUM CORP. EQUITY 483007100 15 9,432 SH DEFINED 1 9,432
KAMAN CORP EQUITY 483548103 113 7,212 SH DEFINED 6, 7, 8 7212
KAMAN CORP., CLASS A EQUITY 483548103 117 7,488 SH DEFINED 1 7,488
KANA SOFTWARE INC EQUITY 483600300 84 4,321 SH DEFINED 6, 7, 8 4321
KANA SOFTWARE INC. EQUITY 483600300 88 4,507 SH DEFINED 1 4,507
KANSAS CITY LIFE INS CO EQUITY 484836101 73 1,969 SH DEFINED 6, 7, 8 1969
KANSAS CITY LIFE INSURANCE CO. EQUITY 484836101 76 2,057 SH DEFINED 1 2,057
KANSAS CITY SOUTHERN IND. EQUITY 485170302 279 19,769 SH DEFINED 1 19,769
KANSAS CITY SOUTHN INDS I EQUITY 485170302 267 18,866 SH DEFINED 6, 7, 8 18866
KAYDON CORP EQUITY 486587108 1024 45,149 SH DEFINED 6, 7, 8 45149
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
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KAYDON CORP. EQUITY 486587108 1032 45,493 SH DEFINED 1 45,493
KB HOME EQUITY 48666K109 1457 36,325 SH DEFINED 1 36,325
KB HOME EQUITY 48666K109 6 160 SH DEFINED 5 160
KB HOME EQUITY 48666K109 1387 34,578 SH DEFINED 6, 7, 8 34578
KCS ENERGY INC EQUITY 482434206 26 8,258 SH DEFINED 6, 7, 8 8258
KCS ENERGY, INC. EQUITY 482434206 27 8,699 SH DEFINED 1 8,699
KEANE INC EQUITY 486665102 1932 107,172 SH DEFINED 6, 7, 8 107172
KEANE, INC. EQUITY 486665102 1945 107,876 SH DEFINED 1 107,876
KEITHLEY INSTRS INC EQUITY 487584104 29 1,700 SH DEFINED 6, 7, 8 1700
KEITHLEY INSTRUMENTS, INC. EQUITY 487584104 30 1,759 SH DEFINED 1 1,759
KELLOGG CO EQUITY 487836108 38 1,270 SH DEFINED 5 1270
KELLOGG CO EQUITY 487836108 5172 171,820 SH DEFINED 6, 7, 8 171820
KELLOGG CO. EQUITY 487836108 5540 184,067 SH DEFINED 1 184,067
KELLWOOD CO EQUITY 488044108 176 7,311 SH DEFINED 6, 7, 8 7311
KELLWOOD CO. EQUITY 488044108 185 7,697 SH DEFINED 1 7,697
KELLY SERVICES, INC., CLASS A EQUITY 488152208 1069 48,848 SH DEFINED 1 48,848
KELLY SVCS INC EQUITY 488152208 1065 48,632 SH DEFINED 6, 7, 8 48632
KEMET CORP EQUITY 488360108 2751 155,002 SH DEFINED 6, 7, 8 155002
KEMET CORP. EQUITY 488360108 2764 155,721 SH DEFINED 1 155,721
KENDLE INTERNATIONAL INC EQUITY 48880L107 58 2,896 SH DEFINED 6, 7, 8 2896
KENDLE INTERNATIONAL, INC. EQUITY 48880L107 62 3,072 SH DEFINED 1 3,072
KENNAMETAL INC EQUITY 489170100 1914 47,523 SH DEFINED 6, 7, 8 47523
KENNAMETAL INC COM EQUITY 489170100 35715 886,883 SH Sole 3 871083 15800
KENNAMETAL, INC. EQUITY 489170100 1930 47,918 SH DEFINED 1 47,918
KERR MCGEE CORP EQUITY 492386107 17 310 SH DEFINED 5 310
KERR MCGEE CORP EQUITY 492386107 2322 42,370 SH DEFINED 6, 7, 8 42370
KERYX BIOPHARMACEUTICALS EQUITY 492515101 26 3,533 SH DEFINED 1 3,533
KERYX BIOPHARMACEUTICALS EQUITY 492515101 26 3,533 SH DEFINED 6, 7, 8 3533
KEY BANK NA EQUITY 493267108 4682 192,356 SH DEFINED 1 192,356
KEY ENERGY SERVICES INC EQUITY 492914106 261 28,346 SH DEFINED 1 28,346
KEY ENERGY SVCS INC EQUITY 492914106 250 27,201 SH DEFINED 6, 7, 8 27201
KEY ENERGY SVCS INC EQUITY 492914122 270 5,000 SH DEFINED 2 5000
KEY PRODTN INC EQUITY 493138101 68 4,013 SH DEFINED 6, 7, 8 4013
KEY PRODUCTION COMPANY, INC. EQUITY 493138101 72 4,243 SH DEFINED 1 4,243
KEY3MEDIA GROUP INC EQUITY 49326R104 46 8,724 SH DEFINED 6, 7, 8 8724
KEY3MEDIA GROUP, INC. EQUITY 49326R104 48 9,010 SH DEFINED 1 9,010
KeyCorp Institutional CORPBOND 493265AC6 5737 6,000,000 PRN DEFINED 4 6,000,000
KEYCORP NEW EQUITY 493267108 32 1,320 SH DEFINED 5 1320
KEYCORP NEW EQUITY 493267108 4359 179,080 SH DEFINED 6, 7, 8 179080
KEYNOTE SYS INC EQUITY 493308100 67 7,146 SH DEFINED 6, 7, 8 7146
KEYNOTE SYSTEMS INC EQUITY 493308100 70 7,499 SH DEFINED 1 7,499
KEYSPAN CORP EQUITY 49337W100 15 440 SH DEFINED 5 440
KEYSPAN CORP EQUITY 49337W100 2039 58,840 SH DEFINED 6, 7, 8 58840
KEYSPAN CORPORATION EQUITY 49337W100 12298 354,923 SH DEFINED 1 354,923
KEYSTONE PPTY TR CORP EQUITY 493596100 28 2,152 SH DEFINED 6, 7, 8 2152
KEYSTONE PROPERTY TRUST EQUITY 493596100 32 2,435 SH DEFINED 1 2,435
KFORCE INC EQUITY 493732101 50 7,941 SH DEFINED 6, 7, 8 7941
KILROY REALTY CORP. EQUITY 49427F108 216 8,230 SH DEFINED 1 8,230
KILROY RLTY CORP EQUITY 49427F108 207 7,894 SH DEFINED 6, 7, 8 7894
KILROY RLTY CORP COM EQUITY 49427F108 9066 345,126 SH Sole 3 293594 51532
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
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KIMBALL INTERNATIONAL, INC. CLASS B EQUITY 494274103 173 11,430 SH DEFINED 1 11,430
KIMBALL INTL INC EQUITY 494274103 166 10,980 SH DEFINED 6, 7, 8 10980
KIMBERLY CLARK CORP EQUITY 494368103 98 1,640 SH DEFINED 5 1640
KIMBERLY CLARK CORP EQUITY 494368103 18797 314,330 SH DEFINED 6, 7, 8 314330
KIMBERLY-CLARK CORP. EQUITY 494368103 38428 642,611 SH DEFINED 1 642,611
KIMCO REALTY EQUITY 49446R109 20 627 SH DEFINED 1 627
KIMCO REALTY CORP COM EQUITY 49446R109 34821 1,065,200 SH Sole 3 881950 183250
KINDER MORGAN INC KANS EQUITY 49455P101 19 350 SH DEFINED 5 350
KINDER MORGAN INC KANS EQUITY 49455P101 2627 47,180 SH DEFINED 6, 7, 8 47180
KINDER MORGAN INC. EQUITY 49455P101 2818 50,600 SH DEFINED 1 50,600
KINDRED HEALTHCARE INC EQUITY 494580103 4 86 SH DEFINED 1 86
KING PHARMACEUTICALS COM EQUITY 495582108 104299 2,475,648 SH Sole 3 2374261 101387
KING PHARMACEUTICALS INC EQUITY 495582108 62 1,460 SH DEFINED 2 1460
KING PHARMACEUTICALS INC EQUITY 495582108 32 770 SH DEFINED 5 770
KING PHARMACEUTICALS INC EQUITY 495582108 4825 114,536 SH DEFINED 6, 7, 8 114536
KING PHARMACEUTICALS, INC. EQUITY 495582108 5177 122,888 SH DEFINED 1 122,888
KIRBY CORP EQUITY 497266106 165 5,998 SH DEFINED 6, 7, 8 5998
KIRBY CORP. EQUITY 497266106 171 6,225 SH DEFINED 1 6,225
KLA TENCOR CORP EQUITY 482480100 8564 172,800 SH DEFINED 2 172800
KLA-TENCOR CORP EQUITY 482480100 29 580 SH DEFINED 5 580
KLA-TENCOR CORP EQUITY 482480100 4134 83,420 SH DEFINED 6, 7, 8 83420
KLA-TENCOR CORP. EQUITY 482480100 4478 90,359 SH DEFINED 1 90,359
KMART CORP. EQUITY 482584109 1236 226,380 SH DEFINED 1 226,380
KNIGHT RIDDER INC EQUITY 499040103 17 260 SH DEFINED 5 260
KNIGHT RIDDER INC EQUITY 499040103 5362 82,580 SH DEFINED 6, 7, 8 82580
KNIGHT TRADING GROUP EQUITY 499063105 10 883 SH DEFINED 1 883
KNIGHT TRANSN INC EQUITY 499064103 86 4,577 SH DEFINED 6, 7, 8 4577
KNIGHT TRANSPORTATION, INC. EQUITY 499064103 90 4,767 SH DEFINED 1 4,767
KNIGHTBRIDGE TANKERS LTD EQUITY G5299G106 14479 899,340 SH DEFINED 1 899,340
KNIGHT-RIDDER, INC. EQUITY 499040103 4517 69,565 SH DEFINED 1 69,565
KOGER EQUITY INC EQUITY 500228101 141 8,623 SH DEFINED 6, 7, 8 8623
KOGER EQUITY, INC. EQUITY 500228101 148 9,101 SH DEFINED 1 9,101
KOHLS CORP EQUITY 500255104 74 1,050 SH DEFINED 5 1050
KOHLS CORP EQUITY 500255104 9976 141,630 SH DEFINED 6, 7, 8 141630
KOHLS CORP EQUITY 500255104 17875 253,756 SH DEFINED 2 253756
KOHLS CORP. EQUITY 500255104 26291 373,233 SH DEFINED 1 373,233
KOOKMIN BANK SPONS ADR EQUITY 50049M109 916 23,549 SH DEFINED 1 23,549
KOPIN CORP EQUITY 500600101 445 31,769 SH DEFINED 6, 7, 8 31769
KOPIN CORP. EQUITY 500600101 274 19,569 SH DEFINED 1 19,569
KOREA ELEC POWER CORP-SP ADR EQUITY 500631106 275 30,000 SH DEFINED 1 30,000
KOREA FUND INC EQUITY 500634100 1154 88,800 SH DEFINED 1 88,800
KOREA TELECOM CORP-S EQUITY 50063P103 427 21,000 SH DEFINED 1 21,000
KORN FERRY INTL EQUITY 500643200 605 56,762 SH DEFINED 6, 7, 8 56762
KORN/FERRY INTERNATIONAL EQUITY 500643200 610 57,247 SH DEFINED 1 57,247
KOS PHARMACEUTICALS INC EQUITY 500648100 48 1,393 SH DEFINED 6, 7, 8 1393
KOS PHARMACEUTICALS, INC. EQUITY 500648100 51 1,469 SH DEFINED 1 1,469
KOSAN BIOSCIENCES INC EQUITY 50064W107 35 4,345 SH DEFINED 1 4,345
KOSAN BIOSCIENCES INC EQUITY 50064W107 31 3,904 SH DEFINED 6, 7, 8 3904
KPMG CONSULTING INC EQUITY 48265R109 24 1,422 SH DEFINED 1 1,422
KPMG CONSULTING INC EQUITY 48265R109 288 17,400 SH DEFINED 6, 7, 8 17400
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
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KRAFT FOODS INC EQUITY 50075N104 0 0 SH DEFINED 6, 7, 8 0
KRAMONT REALTY TRUST EQUITY 50075Q107 91 6,256 SH DEFINED 1 6,256
KRAMONT RLTY TR EQUITY 50075Q107 88 6,054 SH DEFINED 6, 7, 8 6054
KRISPY KREME DOUGHNU EQUITY 501014104 26 596 SH DEFINED 1 596
KROGER CO EQUITY 501044101 52 2,510 SH DEFINED 5 2510
KROGER CO EQUITY 501044101 7088 339,650 SH DEFINED 6, 7, 8 339650
KROGER CO. EQUITY 501044101 7491 358,929 SH DEFINED 1 358,929
KROLL INC EQUITY 501049100 72 4,788 SH DEFINED 6, 7, 8 4788
KROLL INC. EQUITY 501049100 77 5,108 SH DEFINED 1 5,108
KROLL INC. EQUITY 501049100 21808 1,444,212 SH DEFINED 1 1,444,212
KRONOS INC EQUITY 501052104 263 5,426 SH DEFINED 6, 7, 8 5426
KRONOS, INC. EQUITY 501052104 276 5,696 SH DEFINED 1 5,696
K-SWISS INC EQUITY 482686102 70 2,118 SH DEFINED 6, 7, 8 2118
K-SWISS, INC. EQUITY 482686102 75 2,253 SH DEFINED 1 2,253
KUBOTA CORP EQUITY 501173207 71 1,350 SH DEFINED 6, 7, 8 1350
KUBOTA CORP SPONS. ADR EQUITY 501173207 73 1,350 SH DEFINED 1 1,350
KULICKE & SOFFA INDS INC EQUITY 501242101 253 14,770 SH DEFINED 6, 7, 8 14770
KULICKE & SOFFA INDUSTRIES EQUITY 501242101 266 15,533 SH DEFINED 1 15,533
KULICKE + SOFFA INDS INC EQUITY 501242101 2502 145,900 SH DEFINED 2 145900
L 3 COMMUNICATIONS HLDG CORP EQUITY 502424104 9090 101,000 SH DEFINED 2 101000
L-3 COMMUNICATIONS HLDGS EQUITY 502424104 5554 61,712 SH DEFINED 6, 7, 8 61712
L-3 COMMUNICATIONS HOLDINGS, EQUITY 502424104 5583 62,033 SH DEFINED 1 62,033
LA JOLLA PHARMACEUTICAL C EQUITY 503459109 193 21,542 SH DEFINED 6, 7, 8 21542
LA JOLLA PHARMACEUTICAL CO EQUITY 503459109 86 9,602 SH DEFINED 1 9,602
LA QUINTA PPTYS INC EQUITY 50419Q409 237 41,328 SH DEFINED 6, 7, 8 41328
LA Z BOY INC EQUITY 505336107 339 15,558 SH DEFINED 6, 7, 8 15558
Lab Corp of America Holdings EQUITY 50540R409 970 12,000 SH DEFINED 4 12,000
LABOR READY INC EQUITY 505401208 66 13,003 SH DEFINED 6, 7, 8 13003
LABOR READY, INC. EQUITY 505401208 68 13,323 SH DEFINED 1 13,323
LABORATORY CORP OF AMERICA EQUITY 50540R409 17137 211,960 SH Sole 3 177100 34860
LABORATORY CRP OF AM EQUITY 50540R409 50 616 SH DEFINED 1 616
LABRANCHE & CO INC EQUITY 505447102 2457 71,300 SH DEFINED 6, 7, 8 71300
LABRANCHE & CO. INC. EQUITY 505447102 2478 71,917 SH DEFINED 1 71,917
LACLEDE GAS CO. EQUITY 505597104 151 6,307 SH DEFINED 1 6,307
LACLEDE GROUP INC EQUITY 505597104 145 6,074 SH DEFINED 6, 7, 8 6074
LADENBURG THALMAN FIN SVC EQUITY 50575Q102 2 1,869 SH DEFINED 6, 7, 8 1869
LADENBURG THALMANN FINANCIAL EQUITY 50575Q102 2 1,967 SH DEFINED 1 1,967
LADISH CO., INC. EQUITY 505754200 34 3,081 SH DEFINED 1 3,081
LADISH INC EQUITY 505754200 31 2,869 SH DEFINED 6, 7, 8 2869
LAFARGE NORTH AMERIC EQUITY 505862102 9 252 SH DEFINED 1 252
LAKELAND BANCORP INC EQUITY 511637100 64 3,929 SH DEFINED 1 3,929
LAKELAND BANCORP INC EQUITY 511637100 59 3,613 SH DEFINED 6, 7, 8 3613
LAM RESEARCH CORP EQUITY 512807108 3539 152,400 SH DEFINED 6, 7, 8 152400
LAM RESEARCH CORP. EQUITY 512807108 3579 154,154 SH DEFINED 1 154,154
LAM RESH CORP EQUITY 512807108 6541 281,700 SH DEFINED 2 281700
LAMAR ADVERTISING CO EQUITY 512815101 21 488 SH DEFINED 1 488
LAMAR ADVERTISING CO CL A EQUITY 512815101 1092 25,800 SH Sole 3 25800
LAMAR CORP CV EQUITY 512815af8 6494 5,860,000 PRN Sole 3 5181000 679000
LAN CHILE SA SPON ADR EQUITY 501723100 140 18,500 SH DEFINED 1 18,500
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
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LANCASTER COLONY CORP EQUITY 513847103 1910 53,791 SH DEFINED 6, 7, 8 53791
LANCASTER COLONY CORP. EQUITY 513847103 1923 54,167 SH DEFINED 1 54,167
LANCE INC EQUITY 514606102 612 42,831 SH DEFINED 6, 7, 8 42831
LANCE, INC. EQUITY 514606102 113 7,930 SH DEFINED 1 7,930
LANDAMERICA FINANCIAL GROUP EQUITY 514936103 180 6,271 SH DEFINED 1 6,271
LANDAMERICA FINL GROUP IN EQUITY 514936103 171 5,967 SH DEFINED 6, 7, 8 5967
LANDAUER INC EQUITY 51476K103 78 2,301 SH DEFINED 6, 7, 8 2301
LANDAUER, INC. EQUITY 51476K103 84 2,488 SH DEFINED 1 2,488
LANDRYS RESTAURANTS INC EQUITY 51508L103 93 4,967 SH DEFINED 6, 7, 8 4967
LANDRY'S RESTAURANTS INC. EQUITY 51508L103 98 5,232 SH DEFINED 1 5,232
LANDS END INC EQUITY 515086106 1981 39,488 SH DEFINED 6, 7, 8 39488
LAND'S END, INC. EQUITY 515086106 1988 39,628 SH DEFINED 1 39,628
LANDSTAR SYS INC EQUITY 515098101 386 5,326 SH DEFINED 6, 7, 8 5326
LANDSTAR SYS INC EQUITY 515098101 6283 86,650 SH DEFINED 2 86650
LANDSTAR SYSTEM, INC. EQUITY 515098101 186 2,561 SH DEFINED 1 2,561
LANTRONIX INC EQUITY 516548104 37 5,920 SH DEFINED 1 5,920
LANTRONIX INC EQUITY 516548104 36 5,637 SH DEFINED 6, 7, 8 5637
LARGE SCALE BIOLOGY CORP EQUITY 517053104 16 3,663 SH DEFINED 1 3,663
LARGE SCALE BIOLOGY CORP EQUITY 517053104 16 3,663 SH DEFINED 6, 7, 8 3663
LASALLE HOTEL PPTYS EQUITY 517942108 46 3,958 SH DEFINED 6, 7, 8 3958
LASALLE HOTEL PPTYS COM SH BEN EQUITY 517942108 2998 255,400 SH Sole 3 218800 36600
LASALLE HOTEL PROPERTIES EQUITY 517942108 50 4,258 SH DEFINED 1 4,258
LATTICE SEMICONDUCTOR COR EQUITY 518415104 2889 140,425 SH DEFINED 6, 7, 8 140425
LATTICE SEMICONDUCTOR CORP. EQUITY 518415104 2758 134,086 SH DEFINED 1 134,086
LAWSON PRODS INC EQUITY 520776105 41 1,574 SH DEFINED 6, 7, 8 1574
LAWSON PRODUCTS, INC. EQUITY 520776105 44 1,684 SH DEFINED 1 1,684
LA-Z-BOY CHAIR CO. EQUITY 505336107 354 16,229 SH DEFINED 1 16,229
LEAP WIRELESS INTL INC EQUITY 521863100 187 8,938 SH DEFINED 6, 7, 8 8938
LEAP WIRELESS INTL INC EQUITY 521863118 370 12,250 SH DEFINED 2 12250
LEAP WIRELESS INTL, INC. EQUITY 521863100 198 9,448 SH DEFINED 1 9,448
LEAR CORP EQUITY 521865105 3565 93,470 SH DEFINED 1 93,470
LEAR CORP EQUITY 521865105 4928 129,200 SH DEFINED 6, 7, 8 129200
LEARNING TREE INTERNATIONAL EQUITY 522015106 102 3,638 SH DEFINED 1 3,638
LEARNING TREE INTL INC EQUITY 522015106 94 3,368 SH DEFINED 6, 7, 8 3368
LECROY CORP EQUITY 52324W109 45 2,491 SH DEFINED 1 2,491
LECROY CORP EQUITY 52324W109 43 2,373 SH DEFINED 6, 7, 8 2373
LEE ENTERPRISES INC EQUITY 523768109 2404 66,090 SH DEFINED 6, 7, 8 66090
LEE ENTERPRISES, INC. EQUITY 523768109 2424 66,654 SH DEFINED 1 66,654
LEGATO SYS INC EQUITY 524651106 1742 134,292 SH DEFINED 6, 7, 8 134292
LEGATO SYSTEMS, INC. EQUITY 524651106 1757 135,455 SH DEFINED 1 135,455
LEGG MASON INC EQUITY 524901105 4043 80,900 SH DEFINED 6, 7, 8 80900
LEGG MASON, INC. EQUITY 524901105 4070 81,442 SH DEFINED 1 81,442
LEGGETT & PLATT INC EQUITY 524660107 14 610 SH DEFINED 5 610
LEGGETT & PLATT INC EQUITY 524660107 1911 83,100 SH DEFINED 6, 7, 8 83100
LEGGETT & PLATT, INC. EQUITY 524660107 2054 89,316 SH DEFINED 1 89,316
LEHMAN BROS HLDGS INC EQUITY 524908100 50 750 SH DEFINED 5 750
LEHMAN BROS HLDGS INC EQUITY 524908100 12723 190,465 SH DEFINED 6, 7, 8 190465
LEHMAN BROTHERS HLDGS INC EQUITY 524908100 26701 399,720 SH DEFINED 2 399720
LEHMAN BROTHERS HOLDINGS, INC. EQUITY 524908100 13098 196,075 SH DEFINED 1 196,075
LENNAR CORP EQUITY 526057104 4598 98,200 SH DEFINED 6, 7, 8 98200
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
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LENNAR CORP COM EQUITY 526057104 53900 1,151,221 SH Sole 3 1116951 34270
LENNAR CORP. EQUITY 526057104 4617 98,606 SH DEFINED 1 98,606
LENNOX INTERNATIONAL INC EQUITY 526107107 141 14,485 SH DEFINED 1 14,485
LENNOX INTL INC EQUITY 526107107 134 13,795 SH DEFINED 6, 7, 8 13795
LEUCADIA NATIONAL CORP. EQUITY 527288104 1948 67,469 SH DEFINED 1 67,469
LEUCADIA NATL CORP EQUITY 527288104 1940 67,200 SH DEFINED 6, 7, 8 67200
LEVEL 3 COMMUNICATIONS, INC. EQUITY 52729N100 17 3,467 SH DEFINED 1 3,467
LEXAR MEDIA INC EQUITY 52886P104 2574 975,013 SH DEFINED 1 975,013
LEXAR MEDIA INC EQUITY 52886P104 26 9,798 SH DEFINED 6, 7, 8 9798
LEXENT INC EQUITY 52886Q102 34 5,435 SH DEFINED 1 5,435
LEXENT INC EQUITY 52886Q102 34 5,435 SH DEFINED 6, 7, 8 5435
LEXICON GENETICS INC EQUITY 528872104 113 9,803 SH DEFINED 6, 7, 8 9803
LEXICON GENETICS INC. EQUITY 528872104 118 10,228 SH DEFINED 1 10,228
LEXINGTON CORP PPTYS TR EQUITY 529043101 98 6,291 SH DEFINED 6, 7, 8 6291
LEXINGTON CORP. PROPERTRIES EQUITY 529043101 100 6,465 SH DEFINED 1 6,465
LEXMARK INTERNATIONAL GROUP EQUITY 529771107 5432 92,061 SH DEFINED 1 92,061
LEXMARK INTL NEW EQUITY 529771107 24 410 SH DEFINED 5 410
LEXMARK INTL NEW EQUITY 529771107 5148 87,250 SH DEFINED 6, 7, 8 87250
LIBBEY INC EQUITY 529898108 152 4,657 SH DEFINED 6, 7, 8 4657
LIBBEY, INC. EQUITY 529898108 159 4,862 SH DEFINED 1 4,862
LIBERATE TECHNOLOGIES EQUITY 530129105 366 31,892 SH DEFINED 6, 7, 8 31892
LIBERATE TECHNOLOGIES, INC. EQUITY 530129105 383 33,366 SH DEFINED 1 33,366
LIBERTY CORP S C EQUITY 530370105 222 5,388 SH DEFINED 6, 7, 8 5388
LIBERTY CORP. EQUITY 530370105 230 5,579 SH DEFINED 1 5,579
LIBERTY DIGITAL INC EQUITY 530436104 21 6,111 SH DEFINED 6, 7, 8 6111
LIBERTY DIGITAL INC CL A EQUITY 530436104 22 6,478 SH DEFINED 1 6,478
LIBERTY LIVEWIRE CORP EQUITY 530709104 12 1,659 SH DEFINED 1 1,659
LIBERTY LIVEWIRE CORP EQUITY 530709104 12 1,659 SH DEFINED 6, 7, 8 1659
LIBERTY MEDIA CORP NEW EQUITY 530718105 8703 621,650 SH DEFINED 2 621650
LIBERTY MEDIA MEDIA CORP A EQUITY 530718105 158 11,320 SH DEFINED 2 11320
LIBERTY PPTY TR SH BEN INT EQUITY 531172104 970 32,500 SH Sole 3 32500
LIBERTY PROPERTY TRUST EQUITY 531172104 7552 252,990 SH DEFINED 1 252,990
LIFEPOINT HOSPITALS HLDG EQUITY 53219L109 2019 59,303 SH DEFINED 1 59,303
LIFEPOINT HOSPITALS INC EQUITY 53219L109 2283 67,070 SH DEFINED 6, 7, 8 67070
LIGAND PHARMACEUTICALS IN EQUITY 53220K207 438 24,464 SH DEFINED 6, 7, 8 24464
LIGAND PHARMACEUTICALS, INC., CLASS B EQUITY 53220K207 217 12,096 SH DEFINED 1 12,096
LIGHTBRIDGE INC EQUITY 532226107 93 7,646 SH DEFINED 1 7,646
LIGHTBRIDGE INC EQUITY 532226107 89 7,305 SH DEFINED 6, 7, 8 7305
LIGHTPATH TECHNOLOGIES IN EQUITY 532257102 22 6,103 SH DEFINED 6, 7, 8 6103
LIGHTPATH TECHNOLOGIES INC EQUITY 532257102 23 6,408 SH DEFINED 1 6,408
LILLY ELI & CO EQUITY 532457108 276 3,510 SH DEFINED 5 3510
LILLY ELI & CO EQUITY 532457108 44920 571,930 SH DEFINED 6, 7, 8 571930
LILLY ELI + CO EQUITY 532457108 2356 30,000 SH DEFINED 2 30000
LIMITED INC EQUITY 532716107 20 1,340 SH DEFINED 5 1340
LIMITED INC EQUITY 532716107 2668 181,230 SH DEFINED 6, 7, 8 181230
LIMITED, INC. EQUITY 532716107 2857 194,083 SH DEFINED 1 194,083
LINCARE HLDGS INC EQUITY 532791100 3747 130,800 SH DEFINED 6, 7, 8 130800
LINCARE HOLDINGS, INC. EQUITY 532791100 3785 132,119 SH DEFINED 1 132,119
LINCOLN ELEC HLDGS INC EQUITY 533900106 238 9,734 SH DEFINED 6, 7, 8 9734
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
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LINCOLN ELECTRIC HOLDINGS, INC EQUITY 533900106 250 10,244 SH DEFINED 1 10,244
LINCOLN NATIONAL CORP. EQUITY 534187109 5844 120,312 SH DEFINED 1 120,312
LINCOLN NATL CORP IND EQUITY 534187109 40 830 SH DEFINED 2 830
LINCOLN NATL CORP IND EQUITY 534187109 29 590 SH DEFINED 5 590
LINCOLN NATL CORP IND EQUITY 534187109 5550 114,270 SH DEFINED 6, 7, 8 114270
LINDSAY MANUFACTURING CO. EQUITY 535555106 59 3,031 SH DEFINED 1 3,031
LINDSAY MFG CO EQUITY 535555106 55 2,861 SH DEFINED 6, 7, 8 2861
LINEAR TECHNOLOGY CORP EQUITY 535678106 39 990 SH DEFINED 5 990
LINEAR TECHNOLOGY CORP EQUITY 535678106 5596 143,330 SH DEFINED 6, 7, 8 143330
LINEAR TECHNOLOGY CORP. EQUITY 535678106 5892 150,934 SH DEFINED 1 150,934
LINENS N THINGS INC EQUITY 535679104 263 10,322 SH DEFINED 6, 7, 8 10322
LINENS 'N THINGS, INC. EQUITY 535679104 278 10,897 SH DEFINED 1 10,897
LIQUI BOX CORP EQUITY 536314107 33 794 SH DEFINED 6, 7, 8 794
LIQUI-BOX CORP. EQUITY 536314107 33 794 SH DEFINED 1 794
LITHIA MOTORS, INC. EQUITY 536797103 46 2,227 SH DEFINED 1 2,227
LITHIA MTRS INC EQUITY 536797103 42 2,046 SH DEFINED 6, 7, 8 2046
LITTELFUSE INC EQUITY 537008104 142 5,417 SH DEFINED 6, 7, 8 5417
LITTELFUSE, INC. EQUITY 537008104 148 5,643 SH DEFINED 1 5,643
LIZ CLAIBORNE INC EQUITY 539320101 8 160 SH DEFINED 5 160
LIZ CLAIBORNE INC EQUITY 539320101 1105 22,210 SH DEFINED 6, 7, 8 22210
LIZ CLAIBORNE, INC. EQUITY 539320101 1187 23,864 SH DEFINED 1 23,864
LNR PPTY CORP EQUITY 501940100 223 7,149 SH DEFINED 6, 7, 8 7149
LNR PROPERTY CORP. EQUITY 501940100 232 7,428 SH DEFINED 1 7,428
LOCAL FINANCIAL CORP. EQUITY 539553107 90 6,443 SH DEFINED 1 6,443
LOCAL FINL CORP EQUITY 539553107 316 22,592 SH DEFINED 6, 7, 8 22592
LOCKHEED MARTIN CORP EQUITY 539830109 64 1,380 SH DEFINED 5 1380
LOCKHEED MARTIN CORP EQUITY 539830109 9425 201,950 SH DEFINED 6, 7, 8 201950
LOCKHEED MARTIN CORP. EQUITY 539830109 9909 212,324 SH DEFINED 1 212,324
LODGENET ENTERTAINMENT CORP. EQUITY 540211109 53 3,082 SH DEFINED 1 3,082
LODGENET ENTMT CORP EQUITY 540211109 49 2,868 SH DEFINED 6, 7, 8 2868
LOEWS CORP EQUITY 540424108 33 600 SH DEFINED 5 600
LOEWS CORP EQUITY 540424108 4483 80,950 SH DEFINED 6, 7, 8 80950
LOEWS CORP. EQUITY 540424108 4733 85,469 SH DEFINED 1 85,469
LO-JACK CORPORATION EQUITY 539451104 1308 240,000 SH DEFINED 1 240,000
LONE STAR STEAKHOUSE & SALOON EQUITY 542307103 90 6,062 SH DEFINED 1 6,062
LONE STAR STEAKHOUSE SALO EQUITY 542307103 85 5,759 SH DEFINED 6, 7, 8 5759
LONE STAR TECHNOLOGIES IN EQUITY 542312103 126 7,153 SH DEFINED 6, 7, 8 7153
LONE STAR TECHNOLOGIES, INC. EQUITY 542312103 131 7,446 SH DEFINED 1 7,446
LONGS DRUG STORES CORP EQUITY 543162101 1304 55,775 SH DEFINED 6, 7, 8 55775
LONGS DRUG STORES CORP. EQUITY 543162101 1314 56,186 SH DEFINED 1 56,186
LONGVIEW FIBRE CO EQUITY 543213102 927 78,521 SH DEFINED 6, 7, 8 78521
LONGVIEW FIBRE CO. EQUITY 543213102 938 79,434 SH DEFINED 1 79,434
LOUDCLOUD INC EQUITY 545735102 31 7,225 SH DEFINED 1 7,225
LOUDCLOUD INC EQUITY 545735102 31 7,225 SH DEFINED 6, 7, 8 7225
LOUISIANA PAC CORP EQUITY 546347105 3 330 SH DEFINED 5 330
LOUISIANA PAC CORP EQUITY 546347105 656 77,776 SH DEFINED 6, 7, 8 77776
LOUISIANA PACIFIC CORP. EQUITY 546347105 689 81,620 SH DEFINED 1 81,620
LOWE'S COMPANIES, INC. EQUITY 548661107 34616 745,875 SH DEFINED 1 745,875
LOWES COS INC EQUITY 548661107 112 2,420 SH DEFINED 5 2420
LOWES COS INC EQUITY 548661107 16715 360,170 SH DEFINED 6, 7, 8 360170
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
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LOWES COS INC COM EQUITY 548661107 3249 70,000 SH Sole 3 70000
LSI INDS INC EQUITY 50216C108 76 4,368 SH DEFINED 6, 7, 8 4368
LSI INDUSTRIES, INC. EQUITY 50216C108 79 4,557 SH DEFINED 1 4,557
LSI LOGIC CORP EQUITY 502161102 18 1,150 SH DEFINED 5 1150
LSI LOGIC CORP EQUITY 502161102 2707 171,540 SH DEFINED 6, 7, 8 171540
LSI LOGIC CORP. EQUITY 502161102 2896 183,497 SH DEFINED 1 183,497
LTX CORP EQUITY 502392103 1639 78,286 SH DEFINED 6, 7, 8 78286
LTX CORP. EQUITY 502392103 1540 73,538 SH DEFINED 1 73,538
LUBRIZOL CORP EQUITY 549271104 2179 62,100 SH DEFINED 6, 7, 8 62100
LUBRIZOL CORP COM EQUITY 549271104 27785 791,834 SH Sole 3 778034 13800
LUBRIZOL CORP. EQUITY 549271104 2191 62,451 SH DEFINED 1 62,451
LUBYS INC EQUITY 549282101 41 7,208 SH DEFINED 6, 7, 8 7208
LUBY'S, INC. EQUITY 549282101 43 7,461 SH DEFINED 1 7,461
LUCENT TECHNOLOGIES INC EQUITY 549463107 17149 2,722,089 SH DEFINED 1 2,722,089
LUCENT TECHNOLOGIES INC EQUITY 549463107 67 10,670 SH DEFINED 5 10670
LUCENT TECHNOLOGIES INC EQUITY 549463107 9886 1,571,702 SH DEFINED 6, 7, 8 1571702
LUFKIN INDS INC EQUITY 549764108 47 1,767 SH DEFINED 6, 7, 8 1767
LUFKIN INDS INC COM EQUITY 549764108 51 1,894 SH DEFINED 1 1,894
Lumbermens Mutual CORPBOND 550060AC1 5672 6,875,000 PRN DEFINED 4 6,875,000
LUMINENT INC EQUITY 55027R103 7 3,699 SH DEFINED 6, 7, 8 3699
LUMINEX CORP EQUITY 55027E102 81 4,774 SH DEFINED 1 4,774
LUMINEX CORP DEL EQUITY 55027E102 78 4,591 SH DEFINED 6, 7, 8 4591
LUXOTTICA GROUP SPA-SPON ADR EQUITY 55068R202 5322 322,940 SH DEFINED 1 322,940
LYDALL INC DEL EQUITY 550819106 48 4,779 SH DEFINED 6, 7, 8 4779
LYDALL, INC. EQUITY 550819106 50 5,030 SH DEFINED 1 5,030
LYNCH INTERACTIVE CORP EQUITY 551146103 47 678 SH DEFINED 1 678
LYNCH INTERACTIVE CORP EQUITY 551146103 43 620 SH DEFINED 6, 7, 8 620
LYONDELL CHEMICAL CO EQUITY 552078107 2046 142,800 SH DEFINED 6, 7, 8 142800
LYONDELL CHEMICAL CO. EQUITY 552078107 2058 143,643 SH DEFINED 1 143,643
M & T BK CORP EQUITY 55261F104 8363 114,800 SH DEFINED 6, 7, 8 114800
M D C HLDGS INC EQUITY 552676108 223 5,889 SH DEFINED 6, 7, 8 5889
M&T BANK CORP. EQUITY 55261F104 8411 115,450 SH DEFINED 1 115,450
M.D.C. HOLDINGS, INC. EQUITY 552676108 231 6,124 SH DEFINED 1 6,124
M/I SCHOTTENSTEIN HOMES I EQUITY 55305B101 94 1,891 SH DEFINED 6, 7, 8 1891
M/I SCHOTTENSTEIN HOMES INC EQUITY 55305B101 99 1,994 SH DEFINED 1 1,994
MACDERMID INC EQUITY 554273102 115 6,785 SH DEFINED 6, 7, 8 6785
MACDERMID, INC. EQUITY 554273102 119 7,008 SH DEFINED 1 7,008
MACERICH CO EQUITY 554382101 268 10,061 SH DEFINED 6, 7, 8 10061
MACERICH CO COM EQUITY 554382101 266 10,000 SH Sole 3 10000
MACERICH CO. EQUITY 554382101 278 10,458 SH DEFINED 1 10,458
MACK-CALI REALTY CORP EQUITY 554489104 8788 283,303 SH DEFINED 1 283,303
MACROCHEM CORP DEL EQUITY 555903103 20 6,651 SH DEFINED 6, 7, 8 6651
MACROCHEM CORP. EQUITY 555903103 21 7,018 SH DEFINED 1 7,018
MACROMEDIA INC EQUITY 556100105 1554 87,285 SH DEFINED 6, 7, 8 87285
MACROMEDIA, INC. EQUITY 556100105 1568 88,093 SH DEFINED 1 88,093
MACROVISION CORP EQUITY 555904101 2188 62,117 SH DEFINED 1 62,117
MACROVISION CORP EQUITY 555904101 2170 61,600 SH DEFINED 6, 7, 8 61600
MADDEN STEVEN LTD EQUITY 556269108 35 2,523 SH DEFINED 6, 7, 8 2523
MADISON GAS & ELEC CO EQUITY 557497104 135 5,093 SH DEFINED 6, 7, 8 5093
MADISON GAS & ELECTRIC CO. EQUITY 557497104 140 5,308 SH DEFINED 1 5,308
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
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MAF BANCORP INC EQUITY 55261R108 175 5,918 SH DEFINED 6, 7, 8 5918
MAF BANCORP, INC. EQUITY 55261R108 182 6,158 SH DEFINED 1 6,158
MAGELLAN HEALTH SERVICES, INC. EQUITY 559079108 45 7,117 SH DEFINED 1 7,117
MAGELLAN HEALTH SVCS INC EQUITY 559079108 44 6,862 SH DEFINED 6, 7, 8 6862
MAGNA ENTERTAINMENT CL A EQUITY 559211107 52 7,380 SH DEFINED 1 7,380
MAGNA ENTMT CORP EQUITY 559211107 48 6,909 SH DEFINED 6, 7, 8 6909
MAGNATEK, INC. EQUITY 559424106 61 6,769 SH DEFINED 1 6,769
MAGNETEK INC EQUITY 559424106 59 6,543 SH DEFINED 6, 7, 8 6543
MAGNUM HUNTER RES INC EQUITY 55972F203 69 8,303 SH DEFINED 6, 7, 8 8303
MAGNUM HUNTER RESOURCES INC EQUITY 55972F203 74 8,911 SH DEFINED 1 8,911
MAHANAGAR TELE NIGAM-ADR EQUITY 559778402 412 68,500 SH DEFINED 1 68,500
MAIL-WELL INC EQUITY 560321200 40 9,796 SH DEFINED 6, 7, 8 9796
MAIL-WELL, INC. EQUITY 560321200 42 10,123 SH DEFINED 1 10,123
MAIN STR BKS INC NEW EQUITY 56034R102 45 2,752 SH DEFINED 6, 7, 8 2752
MAIN STREET BANKS INC EQUITY 56034R102 48 2,922 SH DEFINED 1 2,922
MAKITA CORP EQUITY 560877300 16 3,000 SH DEFINED 6, 7, 8 3000
MAKITA CORP. SPONS. ADR EQUITY 560877300 16 3,000 SH DEFINED 1 3,000
MALAYSIA FUND INC EQUITY 560905101 39 10,000 SH DEFINED 1 10,000
MANAGEMENT NETWORK GROUP EQUITY 561693102 18 2,583 SH DEFINED 6, 7, 8 2583
MANAGEMENT NETWORK GROUP INC EQUITY 561693102 18 2,583 SH DEFINED 1 2,583
MANDALAY RESORT GROUP EQUITY 562567107 1853 86,609 SH DEFINED 1 86,609
MANDALAY RESORT GROUP EQUITY 562567107 1840 86,000 SH DEFINED 6, 7, 8 86000
MANHATTAN ASSOCIATES, INC. EQUITY 562750109 124 4,260 SH DEFINED 1 4,260
MANHATTAN ASSOCS INC EQUITY 562750109 119 4,086 SH DEFINED 6, 7, 8 4086
MANITOWOC CO., INC. EQUITY 563571108 243 7,816 SH DEFINED 1 7,816
MANITOWOC INC EQUITY 563571108 233 7,501 SH DEFINED 6, 7, 8 7501
MANOR CARE INC NEW EQUITY 564055101 8 320 SH DEFINED 5 320
MANOR CARE INC NEW EQUITY 564055101 1026 43,290 SH DEFINED 6, 7, 8 43290
MANOR CARE, INC. EQUITY 564055101 1103 46,539 SH DEFINED 1 46,539
MANPOWER INC EQUITY 56418H100 5291 156,960 SH DEFINED 6, 7, 8 156960
MANPOWER, INC. EQUITY 56418H100 4173 123,794 SH DEFINED 1 123,794
MANUFACTURED HOME CMNT COM EQUITY 564682102 7603 243,600 SH Sole 3 205900 37700
MANUFACTURED HOME CMNTYS EQUITY 564682102 126 4,053 SH DEFINED 6, 7, 8 4053
MANUFACTURED HOME COMMUNITIES EQUITY 564682102 133 4,252 SH DEFINED 1 4,252
MANUFACTURERS SERVICES LTD EQUITY 565005105 27 4,357 SH DEFINED 1 4,357
MANUFACTURERS SVCS LTD EQUITY 565005105 27 4,357 SH DEFINED 6, 7, 8 4357
MANUGISTICS GROUP IN EQUITY 565011103 12 583 SH DEFINED 1 583
MAPINFO CORP EQUITY 565105103 60 3,813 SH DEFINED 6, 7, 8 3813
MAPINFO CORP COM EQUITY 565105103 65 4,134 SH DEFINED 1 4,134
MARCUS CORP EQUITY 566330106 82 5,812 SH DEFINED 1 5,812
MARCUS CORP EQUITY 566330106 79 5,612 SH DEFINED 6, 7, 8 5612
MARKEL CORP EQUITY 570535104 10 55 SH DEFINED 1 55
MARRIOTT INTERNATIONAL, INC. EQUITY 571903202 4445 109,341 SH DEFINED 1 109,341
MARRIOTT INTL INC NEW EQUITY 571903202 30 750 SH DEFINED 5 750
MARRIOTT INTL INC NEW EQUITY 571903202 4143 101,920 SH DEFINED 6, 7, 8 101920
MARSH & MCLENNAN COMPANIES INC EQUITY 571748102 13199 122,834 SH DEFINED 1 122,834
MARSH & MCLENNAN COS INC EQUITY 571748102 92 860 SH DEFINED 5 860
MARSH & MCLENNAN COS INC EQUITY 571748102 12480 116,150 SH DEFINED 6, 7, 8 116150
MARSH + MCLENNAN COS INC EQUITY 571748102 7016 65,300 SH DEFINED 2 65300
MARSHALL & ILSLEY CORP EQUITY 571834100 8112 128,200 SH DEFINED 6, 7, 8 128200
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
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MARSHALL & ILSLEY CORP. EQUITY 571834100 8164 129,019 SH DEFINED 1 129,019
MARTEK BIOSCIENCES CORP EQUITY 572901106 96 4,417 SH DEFINED 6, 7, 8 4417
MARTEK BIOSCIENCES CORP. EQUITY 572901106 101 4,624 SH DEFINED 1 4,624
MARTHA STEWART LIVING INC EQUITY 573083102 5993 364,300 SH DEFINED 2 364300
MARTHA STEWART LIVING OMN EQUITY 573083102 40 2,436 SH DEFINED 6, 7, 8 2436
MARTHA STEWART LIVING-CL A EQUITY 573083102 41 2,516 SH DEFINED 1 2,516
MARTIN MARIETTA MATERIALS EQUITY 573284106 2763 59,287 SH DEFINED 1 59,287
MARTIN MARIETTA MATLS INC EQUITY 573284106 2745 58,900 SH DEFINED 6, 7, 8 58900
MARVELL TECHNOLOGY GROUP LTD EQUITY G5876H105 6089 170,000 SH DEFINED 2 170000
MASCO CORP EQUITY 574599106 35 1,430 SH DEFINED 5 1430
MASCO CORP EQUITY 574599106 4754 194,030 SH DEFINED 6, 7, 8 194030
MASCO CORP. EQUITY 574599106 21561 880,037 SH DEFINED 1 880,037
MASSEY ENERGY COMPANY EQUITY 576206106 12 574 SH DEFINED 1 574
MASTEC INC EQUITY 576323109 47 6,714 SH DEFINED 6, 7, 8 6714
MASTEC, INC. EQUITY 576323109 50 7,166 SH DEFINED 1 7,166
MATRIX PHARMACEUTICAL INC EQUITY 576844104 12 7,419 SH DEFINED 6, 7, 8 7419
MATRIX PHARMACEUTICALS, INC. EQUITY 576844104 12 7,638 SH DEFINED 1 7,638
MATRIXONE INC EQUITY 57685P304 141 10,872 SH DEFINED 1 10,872
MATRIXONE INC EQUITY 57685P304 22 1750 SH DEFINED 6, 7 1750
MATRIXONE INC EQUITY 57685P304 278 21,366 SH DEFINED 6, 7, 8 21366
MATRIXONE INC EQUITY 57685P304 3875 298,300 SH DEFINED 2 298300
MATTEL INC EQUITY 577081102 23 1,350 SH DEFINED 5 1350
MATTEL INC EQUITY 577081102 113 6562 SH DEFINED 6, 7 6562
MATTEL INC EQUITY 577081102 5467 317,840 SH DEFINED 6, 7, 8 317840
MATTEL, INC. EQUITY 577081102 5816 338,117 SH DEFINED 1 338,117
MATTHEWS INTERNATIONAL CORP. CLASS A EQUITY 577128101 224 9,096 SH DEFINED 1 9,096
MATTHEWS INTL CORP EQUITY 577128101 213 8,668 SH DEFINED 6, 7, 8 8668
MATTSON TECHNOLOGY INC EQUITY 577223100 79 8,995 SH DEFINED 6, 7, 8 8995
MATTSON TECHNOLOGY, INC. EQUITY 577223100 85 9,604 SH DEFINED 1 9,604
MAUI LAND & PINEAPPLE CO EQUITY 577345101 16 657 SH DEFINED 1 657
MAUI LD & PINEAPPLE INC EQUITY 577345101 16 657 SH DEFINED 6, 7, 8 657
MAVERICK TUBE CORP EQUITY 577914104 126 9,743 SH DEFINED 6, 7, 8 9743
MAVERICK TUBE CORP. EQUITY 577914104 132 10,190 SH DEFINED 1 10,190
MAXIM INTEGRATED PRODS IN EQUITY 57772K101 53 1,010 SH DEFINED 5 1010
MAXIM INTEGRATED PRODS IN EQUITY 57772K101 8487 161,640 SH DEFINED 6, 7, 8 161640
MAXIM INTEGRATED PRODUCTS INC. EQUITY 57772K101 8894 169,385 SH DEFINED 1 169,385
MAXIM PHARMACEUTICALS INC EQUITY 57772M107 52 7,474 SH DEFINED 6, 7, 8 7474
MAXIM PHARMACEUTICALS INC. EQUITY 57772M107 53 7,709 SH DEFINED 1 7,709
MAXIMUS INC EQUITY 577933104 150 3,557 SH DEFINED 6, 7, 8 3557
MAXIMUS INC COM EQUITY 577933104 52097 1,238,643 SH Sole 3 1220283 18360
MAXIMUS, INC. EQUITY 577933104 157 3,744 SH DEFINED 1 3,744
MAXTOR CORP EQUITY 577729205 9 1,430 SH DEFINED 1 1,430
MAXWELL TECHNOLOGIES INC EQUITY 577767106 32 3,225 SH DEFINED 6, 7, 8 3225
MAXWELL TECHNOLOGIES, INC. EQUITY 577767106 33 3,392 SH DEFINED 1 3,392
MAXYGEN EQUITY 577776107 155 8,837 SH DEFINED 1 8,837
MAXYGEN INC EQUITY 577776107 261 14,861 SH DEFINED 6, 7, 8 14861
MAY DEPARTMENT STORES CO. EQUITY 577778103 9740 263,399 SH DEFINED 1 263,399
MAY DEPT STORES CO EQUITY 577778103 35 940 SH DEFINED 5 940
MAY DEPT STORES CO EQUITY 577778103 10497 283,850 SH DEFINED 6, 7, 8 283850
MAY DEPT STORES CO EQUITY 577778103 6092 164,735 SH DEFINED 2 164735
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
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MAYTAG CORP EQUITY 578592107 7 240 SH DEFINED 5 240
MAYTAG CORP EQUITY 578592107 1007 32,440 SH DEFINED 6, 7, 8 32440
MAYTAG CORP. EQUITY 578592107 1090 35,116 SH DEFINED 1 35,116
MB FINANCIAL INC EQUITY 55264U108 48 1,779 SH DEFINED 1 1,779
MB FINANCIAL INC NEW EQUITY 55264U108 1 20 SH DEFINED 6, 7, 8 20
MBIA INC EQUITY 55262C100 25 460 SH DEFINED 5 460
MBIA INC EQUITY 55262C100 4195 78,230 SH DEFINED 6, 7, 8 78230
MBIA, INC EQUITY 55262C100 3617 67,440 SH DEFINED 1 67,440
MBNA Capital CORPBOND 55263BAA9 5649 6,000,000 PRN DEFINED 4 6,000,000
MBNA CORP EQUITY 55262L100 94 2,660 SH DEFINED 5 2660
MBNA CORP EQUITY 55262L100 14480 411,362 SH DEFINED 6, 7, 8 411362
MBNA CORP. EQUITY 55262L100 15186 431,408 SH DEFINED 1 431,408
MCAFEE COM CORP EQUITY 579062100 52 1,535 SH DEFINED 6, 7, 8 1535
MCAFEE.COM CORP. EQUITY 579062100 57 1,671 SH DEFINED 1 1,671
MCCLATCHY COMPANY-CL EQUITY 579489105 10 213 SH DEFINED 1 213
MCCORMICK & CO INC EQUITY 579780206 3525 84,000 SH DEFINED 6, 7, 8 84000
MCCORMICK & CO., INC. EQUITY 579780206 3555 84,708 SH DEFINED 1 84,708
MCDATA CORP EQUITY 580031201 3344 136,500 SH DEFINED 6, 7, 8 136500
MCDATA CORP CL A EQUITY 580031201 6 233 SH DEFINED 2 233
MCDATA CORP-CL A EQUITY 580031201 3351 136,756 SH DEFINED 1 136,756
MCDATA CORPORATION EQUITY 580031102 5908 240,350 SH DEFINED 2 240350
MCDERMOTT INTERNATIONAL, INC. EQUITY 580037109 338 27,549 SH DEFINED 1 27,549
MCDERMOTT INTL INC EQUITY 580037109 2 190 SH DEFINED 5 190
MCDERMOTT INTL INC EQUITY 580037109 320 26,100 SH DEFINED 6, 7, 8 26100
McDonalds Corp EQUITY 580135101 1257 47,500 SH DEFINED 4 47,500
MCDONALDS CORP EQUITY 580135101 106 4,020 SH DEFINED 5 4020
MCDONALDS CORP EQUITY 580135101 14386 543,500 SH DEFINED 6, 7, 8 543500
MCDONALD'S CORP. EQUITY 580135101 15187 573,756 SH DEFINED 1 573,756
MCG CAPITAL CORP EQUITY 58047P107 34616 1,944,720 SH DEFINED 1 1,944,720
MCGRATH RENTCORP EQUITY 580589109 77 2,042 SH DEFINED 1 2,042
MCGRATH RENTCORP EQUITY 580589109 73 1,942 SH DEFINED 6, 7, 8 1942
MCGRAW HILL COS INC EQUITY 580645109 37 600 SH DEFINED 5 600
MCGRAW HILL COS INC EQUITY 580645109 6236 102,260 SH DEFINED 6, 7, 8 102260
MCGRAW-HILL, INC. EQUITY 580645109 6549 107,401 SH DEFINED 1 107,401
MCKESSON CORP EQUITY 58155Q103 33 890 SH DEFINED 5 890
MCKESSON CORP EQUITY 58155Q103 4524 120,960 SH DEFINED 6, 7, 8 120960
MCKESSON CORP. EQUITY 58155Q103 4875 130,348 SH DEFINED 1 130,348
MCLEODUSA, INC. CLASS A EQUITY 582266102 1 2,904 SH DEFINED 1 2,904
MCMORAN EXPLORATION CO EQUITY 582411104 25 4,264 SH DEFINED 1 4,264
MCMORAN EXPLORATION CO EQUITY 582411104 24 4,131 SH DEFINED 6, 7, 8 4131
MCSI INC EQUITY 55270M108 83 3,535 SH DEFINED 1 3,535
MCSI INC EQUITY 55270M108 141 6,014 SH DEFINED 6, 7, 8 6014
MDU RES GROUP INC EQUITY 552690109 2365 84,000 SH DEFINED 6, 7, 8 84000
MDU RESOURCES GROUP, INC. EQUITY 552690109 2381 84,568 SH DEFINED 1 84,568
Mead Corp CORPBOND 582834AH0 3796 4,000,000 PRN DEFINED 4 4,000,000
Mead Corp CORPBOND 582834AK3 5198 6,000,000 PRN DEFINED 4 6,000,000
MEAD CORP EQUITY 582834107 10 310 SH DEFINED 5 310
MEAD CORP EQUITY 582834107 1296 41,960 SH DEFINED 6, 7, 8 41960
MEAD CORP. EQUITY 582834107 1392 45,062 SH DEFINED 1 45,062
MEADE INSTRUMENTS CORP EQUITY 583062104 47 13,045 SH DEFINED 6, 7, 8 13045
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
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MEASUREMENT SPECIALTIES I EQUITY 583421102 26 2,757 SH DEFINED 6, 7, 8 2757
MEASUREMENT SPECIALTIES INC EQUITY 583421102 26 2,757 SH DEFINED 1 2,757
MECHANICAL TECHNOLOGY INC EQUITY 583538103 16 5,770 SH DEFINED 1 5,770
MECHANICAL TECHNOLOGY INC EQUITY 583538103 15 5,431 SH DEFINED 6, 7, 8 5431
MEDALLION FINANCIAL CORP. EQUITY 583928106 35 4,396 SH DEFINED 1 4,396
MEDALLION FINL CORP EQUITY 583928106 33 4,167 SH DEFINED 6, 7, 8 4167
MEDAREX INC EQUITY 583916101 18 999 SH DEFINED 1 999
MEDAREX INC EQUITY 583916101 175 9,765 SH DEFINED 6, 7, 8 9765
MEDAREX INC EQUITY 583916101 3592 200,000 SH DEFINED 2 200000
MED-DESIGN CORP EQUITY 583926100 46 2,356 SH DEFINED 1 2,356
MED-DESIGN CORP EQUITY 583926100 42 2,140 SH DEFINED 6, 7, 8 2140
MEDFORD BANCORP INC EQUITY 584131106 40 1,909 SH DEFINED 1 1,909
MEDFORD BANCORP INC EQUITY 584131106 40 1,909 SH DEFINED 6, 7, 8 1909
MEDIA GEN INC EQUITY 584404107 1587 31,854 SH DEFINED 6, 7, 8 31854
MEDIA GENERAL, INC. CLASS A EQUITY 584404107 1597 32,046 SH DEFINED 1 32,046
MEDIACOM COMMUNICATI EQUITY 58446K105 6 331 SH DEFINED 1 331
MEDICINES CO EQUITY 584688105 74 6,409 SH DEFINED 6, 7, 8 6409
MEDICINES COMPANY EQUITY 584688105 77 6,682 SH DEFINED 1 6,682
MEDICIS PHARMACEUTIC EQUITY 584690309 24 367 SH DEFINED 1 367
MEDICIS PHARMACEUTICAL CL A NE EQUITY 584690309 94045 1,456,032 SH Sole 3 1429372 26660
MEDIMMUNE INC EQUITY 584699102 31 670 SH DEFINED 5 670
MEDIMMUNE INC EQUITY 584699102 4431 95,600 SH DEFINED 6, 7, 8 95600
MEDIMMUNE INC EQUITY 584699102 5224 112,700 SH DEFINED 2 112700
MEDIMMUNE, INC. EQUITY 584699102 4802 103,606 SH DEFINED 1 103,606
MEDIS TECHNOLOGIES LTD EQUITY 58500P107 18 2,493 SH DEFINED 1 2,493
MEDIS TECHNOLOGIES LTD EQUITY 58500P107 18 2,493 SH DEFINED 6, 7, 8 2493
MEDQUIST INC EQUITY 584949101 86 2,954 SH DEFINED 6, 7, 8 2954
MEDQUIST, INC. EQUITY 584949101 91 3,121 SH DEFINED 1 3,121
MEDTRONIC INC EQUITY 585055106 194 3,780 SH DEFINED 5 3780
MEDTRONIC INC EQUITY 585055106 26213 511,870 SH DEFINED 6, 7, 8 511870
MEDTRONIC INC EQUITY 585055106 4793 93,600 SH DEFINED 2 93600
MEDTRONIC, INC. EQUITY 585055106 32317 631,075 SH DEFINED 1 631,075
MEEMIC HLDGS INC EQUITY 585135106 7 338 SH DEFINED 6, 7, 8 338
MEEMIC HOLDINGS INC EQUITY 585135106 7 338 SH DEFINED 1 338
MELLON FINANCIAL CORPORATION EQUITY 58551A108 10535 280,039 SH DEFINED 1 280,039
MELLON FINL CORP EQUITY 58551A108 55 1,460 SH DEFINED 5 1460
MELLON FINL CORP EQUITY 58551A108 10113 268,810 SH DEFINED 6, 7, 8 268810
MELLON FINL CORP EQUITY 58551A108 4887 129,900 SH DEFINED 2 129900
MEMBERWORKS INC EQUITY 586002107 39 2,778 SH DEFINED 6, 7, 8 2778
MEMBERWORKS INCORPORATED EQUITY 586002107 41 2,936 SH DEFINED 1 2,936
MEMC ELECTR MATLS INC EQUITY 552715104 47 13,222 SH DEFINED 6, 7, 8 13222
MEMC ELECTRONIC MATERIALS, INC EQUITY 552715104 48 13,617 SH DEFINED 1 13,617
MENS WEARHOUSE INC EQUITY 587118100 191 9,229 SH DEFINED 6, 7, 8 9229
MENS WEARHOUSE, INC. EQUITY 587118100 202 9,763 SH DEFINED 1 9,763
MENTOR CORP MINN EQUITY 587188103 177 6,208 SH DEFINED 6, 7, 8 6208
MENTOR CORP. EQUITY 587188103 188 6,570 SH DEFINED 1 6,570
MENTOR GRAPHICS CORP EQUITY 587200106 1846 78,300 SH DEFINED 6, 7, 8 78300
MENTOR GRAPHICS CORP COM EQUITY 587200106 38791 1,645,765 SH Sole 3 1577065 68700
MENTOR GRAPHICS CORP. EQUITY 587200106 1865 79,128 SH DEFINED 1 79,128
MERCANTILE BANKSHARES COR EQUITY 587405101 3650 84,800 SH DEFINED 6, 7, 8 84800
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
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MERCANTILE BANKSHARES CORP. EQUITY 587405101 3690 85,735 SH DEFINED 1 85,735
MERCK & CO INC EQUITY 589331107 439 7,460 SH DEFINED 2 7460
MERCK & CO INC EQUITY 589331107 418 7,110 SH DEFINED 5 7110
MERCK & CO INC EQUITY 589331107 66296 1,127,480 SH DEFINED 6, 7, 8 1127480
MERCK & CO., INC. EQUITY 589331107 69538 1,182,624 SH DEFINED 1 1,182,624
MERCK + CO INC EQUITY 589331107 14488 246,400 SH DEFINED 2 246400
Merck and Co Inc EQUITY 589331107 3346 56,900 SH DEFINED 4 56,900
MERCURY COMPUTER SYS EQUITY 589378108 322 8,240 SH DEFINED 6, 7, 8 8240
MERCURY COMPUTER SYSTEMS INC EQUITY 589378108 218 5,569 SH DEFINED 1 5,569
MERCURY GENERAL CORP EQUITY 589400100 10 235 SH DEFINED 1 235
MERCURY INTERACTIVE CORP EQUITY 589405109 9 260 SH DEFINED 5 260
MERCURY INTERACTIVE CORP EQUITY 589405109 1256 36,970 SH DEFINED 6, 7, 8 36970
MERCURY INTERACTIVE CORP EQUITY 589405109 355 10,450 SH DEFINED 2 10450
MERCURY INTERACTIVE CORP. EQUITY 589405109 1356 39,916 SH DEFINED 1 39,916
MERCURY INTERACTIVE CP COM EQUITY 589405109 65682 1,932,950 SH Sole 3 1853180 79770
MEREDITH CORP EQUITY 589433101 796 22,315 SH DEFINED 1 22,315
MEREDITH CORP EQUITY 589433101 5 150 SH DEFINED 5 150
MEREDITH CORP EQUITY 589433101 987 27,680 SH DEFINED 6, 7, 8 27680
MERIDIAN RESOURCE CORP EQUITY 58977Q109 40 9,952 SH DEFINED 1 9,952
MERIDIAN RESOURCE CORP EQUITY 58977Q109 39 9,722 SH DEFINED 6, 7, 8 9722
MERISTAR HOSPITALITY CORP EQUITY 58984Y103 173 12,156 SH DEFINED 6, 7, 8 12156
MERISTAR HOSPITALITY CORP. EQUITY 58984Y103 180 12,676 SH DEFINED 1 12,676
MERITAGE CORP EQUITY 59001A102 47 916 SH DEFINED 6, 7, 8 916
MERITAGE CORPORATION EQUITY 59001A102 50 983 SH DEFINED 1 983
MERIX CORP EQUITY 590049102 66 3,816 SH DEFINED 6, 7, 8 3816
MERIX CORPORATION EQUITY 590049102 69 4,023 SH DEFINED 1 4,023
MERRILL LYNCH & CO INC EQUITY 590188108 138 2,650 SH DEFINED 5 2650
MERRILL LYNCH & CO INC EQUITY 590188108 18652 357,860 SH DEFINED 6, 7, 8 357860
MERRILL LYNCH & CO., INC. EQUITY 590188108 19690 377,787 SH DEFINED 1 377,787
MERRILL LYNCH + CO INC EQUITY 590188108 13021 249,825 SH DEFINED 2 249825
MESA AIR GROUP INC EQUITY 590479101 64 8,537 SH DEFINED 6, 7, 8 8537
MESA AIR GROUP INC EQUITY 590479101 2030 270,000 SH DEFINED 2 270000
MESA AIRLINES, INC. EQUITY 590479101 68 8,999 SH DEFINED 1 8,999
MESABA HLDGS INC EQUITY 59066B102 22 3,135 SH DEFINED 6, 7, 8 3135
MESABA HOLDINGS, INC. EQUITY 59066B102 24 3,303 SH DEFINED 1 3,303
MESTEK INC EQUITY 590829107 20 839 SH DEFINED 6, 7, 8 839
MESTEK, INC. EQUITY 590829107 20 839 SH DEFINED 1 839
METAL MGMT INC EQUITY 591097209 594 320,857 SH DEFINED 2 320857
METASOLV INC EQUITY 59139P104 60 7,653 SH DEFINED 6, 7, 8 7653
METASOLV INC. EQUITY 59139P104 64 8,135 SH DEFINED 1 8,135
METAWAVE COMMUNICATIONS C EQUITY 591409107 37 11,781 SH DEFINED 6, 7, 8 11781
METAWAVE COMMUNICATIONS CORP. EQUITY 591409107 39 12,408 SH DEFINED 1 12,408
METHODE ELECTRONICS, INC., CLASS A EQUITY 591520200 91 11,353 SH DEFINED 1 11,353
METHODE ELECTRS INC EQUITY 591520200 87 10,846 SH DEFINED 6, 7, 8 10846
METLIFE INC EQUITY 59156R108 72 2,270 SH DEFINED 5 2270
METLIFE INC EQUITY 59156R108 9710 306,490 SH DEFINED 6, 7, 8 306490
METLIFE, INC. EQUITY 59156R108 10250 323,563 SH DEFINED 1 323,563
METRIS COMPANIES INC EQUITY 591598107 2005 77,987 SH DEFINED 1 77,987
METRIS COS INC EQUITY 591598107 2322 90,300 SH DEFINED 6, 7, 8 90300
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
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METRIS COS INC COM EQUITY 591598107 89840 3,494,353 SH Sole 3 3344899 149454
METRO GOLDWYN MAYER INC EQUITY 591610100 1550 70,760 SH DEFINED 6, 7, 8 70760
METRO ONE TELECOMMUNICATI EQUITY 59163F105 157 5,195 SH DEFINED 6, 7, 8 5195
METRO ONE TELECOMMUNICATIONS EQUITY 59163F105 164 5,421 SH DEFINED 1 5,421
METRO ONE TELECOMMUNICATIONS EQUITY 59163F105 13192 436,093 SH Sole 3 428093 8000
METRO-GOLDWYN-MAYER EQUITY 591610100 1560 71,218 SH DEFINED 1 71,218
METROMEDIA FIBER NETWORK, INC. EQUITY 591689104 1 3,030 SH DEFINED 1 3,030
METROMEDIA INTERNATIONAL GROUP EQUITY 591695101 20 24,738 SH DEFINED 1 24,738
METROMEDIA INTL GROUP INC EQUITY 591695101 19 23,452 SH DEFINED 6, 7, 8 23452
METTLER-TOLEDO INTERNATIONAL EQUITY 592688105 22 426 SH DEFINED 1 426
MGI PHARMA INC EQUITY 552880106 96 6,301 SH DEFINED 1 6,301
MGI PHARMA INC EQUITY 552880106 92 6,030 SH DEFINED 6, 7, 8 6030
MGIC INVESTMENT CORP. EQUITY 552848103 2999 48,598 SH DEFINED 1 48,598
MGIC INVT CORP WIS EQUITY 552848103 21 340 SH DEFINED 5 340
MGIC INVT CORP WIS EQUITY 552848103 2798 45,330 SH DEFINED 6, 7, 8 45330
MGM GRAND INC EQUITY 552953101 18 632 SH DEFINED 1 632
MICHAELS STORES INC EQUITY 594087108 638 19,358 SH DEFINED 6, 7, 8 19358
MICHAELS STORES INC EQUITY 594087108 6102 185,200 SH DEFINED 2 185200
MICHAELS STORES INC COM EQUITY 594087108 13569 411,800 SH Sole 3 361000 50800
MICHAELS STORES, INC. EQUITY 594087108 671 20,352 SH DEFINED 1 20,352
MICREL INC EQUITY 594793101 2959 112,800 SH DEFINED 6, 7, 8 112800
MICREL, INC. EQUITY 594793101 2980 113,626 SH DEFINED 1 113,626
MICRO GENERAL CORP EQUITY 594838302 43 3,164 SH DEFINED 1 3,164
MICRO GENERAL CORP EQUITY 594838302 41 2,980 SH DEFINED 6, 7, 8 2980
MICROCHIP TECHNOLOGY INC EQUITY 595017104 6372 164,480 SH DEFINED 6, 7, 8 164480
MICROCHIP TECHNOLOGY, INC. EQUITY 595017104 6441 166,258 SH DEFINED 1 166,258
MICROFINANCIAL INC EQUITY 595072109 21 2,023 SH DEFINED 1 2,023
MICROFINANCIAL INC EQUITY 595072109 21 2,023 SH DEFINED 6, 7, 8 2023
MICROMUSE INC EQUITY 595094103 18 1,175 SH DEFINED 1 1,175
MICROMUSE INC EQUITY 595094103 61 4,050 SH DEFINED 6, 7, 8 4050
MICRON TECHNOLOGY INC EQUITY 595112103 58 1,870 SH DEFINED 5 1870
MICRON TECHNOLOGY INC EQUITY 595112103 8649 279,010 SH DEFINED 6, 7, 8 279010
MICRON TECHNOLOGY, INC. EQUITY 595112103 20542 662,652 SH DEFINED 1 662,652
MICROS SYS INC EQUITY 594901100 136 5,409 SH DEFINED 6, 7, 8 5409
MICROS SYSTEMS, INC. EQUITY 594901100 145 5,758 SH DEFINED 1 5,758
MICROSEMI CORP EQUITY 595137100 240 8,074 SH DEFINED 6, 7, 8 8074
MICROSEMI CORP. EQUITY 595137100 251 8,442 SH DEFINED 1 8,442
MICROSOFT CORP EQUITY 594918104 180 2,713 SH DEFINED 2 2713
Microsoft Corp EQUITY 594918104 1756 26,500 SH DEFINED 4 26,500
MICROSOFT CORP EQUITY 594918104 1115 16,830 SH DEFINED 5 16830
MICROSOFT CORP EQUITY 594918104 177772 2,682,540 SH DEFINED 6, 7, 8 2682540
MICROSOFT CORP EQUITY 594918104 73795 1,113,550 SH DEFINED 2 1113550
MICROSOFT CORP COM EQUITY 594918104 3445 52,000 SH Sole 3 52000
MICROSOFT CORP. EQUITY 594918104 239325 3,612,451 SH DEFINED 1 3,612,451
MICROSTRATEGY INC EQUITY 594972101 36 9,316 SH DEFINED 6, 7, 8 9316
MICROSTRATEGY, INC. EQUITY 594972101 39 10,029 SH DEFINED 1 10,029
MICROTUNE INC EQUITY 59514P109 168 7,145 SH DEFINED 1 7,145
MICROTUNE INC DEL EQUITY 59514P109 161 6,849 SH DEFINED 6, 7, 8 6849
MICROTUNE INC DEL EQUITY 59514P109 5630 240,000 SH DEFINED 2 240000
MICROVISION INC WASH EQUITY 594960106 41 2,849 SH DEFINED 6, 7, 8 2849
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
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MICROVISION INC. EQUITY 594960106 42 2,940 SH DEFINED 1 2,940
MID AMER BANCORP EQUITY 595915109 93 2,808 SH DEFINED 6, 7, 8 2808
MID ATLANTIC MED SERVICES, INC EQUITY 59523C107 327 14,404 SH DEFINED 1 14,404
MID ATLANTIC MED SVCS INC EQUITY 59523C107 312 13,761 SH DEFINED 6, 7, 8 13761
MID ATLANTIC REALTY TRUST EQUITY 595232109 66 4,226 SH DEFINED 1 4,226
MID STATE BANCSHARES EQUITY 595440108 118 7,236 SH DEFINED 1 7,236
MID-AMER APT CMNTYS INC EQUITY 59522J103 119 4,536 SH DEFINED 6, 7, 8 4536
MID-AMERICA APT. COMMUNITIES EQUITY 59522J103 125 4,762 SH DEFINED 1 4,762
MIDAMERICA BANCORP EQUITY 595915109 99 2,989 SH DEFINED 1 2,989
MIDAS GROUP INC EQUITY 595626102 55 4,756 SH DEFINED 6, 7, 8 4756
MIDAS, INC. EQUITY 595626102 57 4,922 SH DEFINED 1 4,922
MID-ATLANTIC RLTY TR EQUITY 595232109 66 4,226 SH DEFINED 6, 7, 8 4226
MIDCAP SPDR TR EQUITY 595635103 3634 39,200 SH DEFINED 6, 7, 8 39200
MIDDLESEX WATER CO EQUITY 596680108 55 1,611 SH DEFINED 1 1,611
MIDDLESEX WATER CO EQUITY 596680108 51 1,491 SH DEFINED 6, 7, 8 1491
MIDLAND CO EQUITY 597486109 55 1,251 SH DEFINED 6, 7, 8 1251
MIDLAND CO COM EQUITY 597486109 59 1,338 SH DEFINED 1 1,338
MID-STATE BANCSHARES EQUITY 595440108 114 6,998 SH DEFINED 6, 7, 8 6998
MIDWAY GAMES INC EQUITY 598148104 119 7,898 SH DEFINED 6, 7, 8 7898
MIDWAY GAMES INC EQUITY 598148104 1337 89,100 SH DEFINED 2 89100
MIDWAY GAMES INC. EQUITY 598148104 124 8,284 SH DEFINED 1 8,284
MIDWEST BANC HOLDINGS INC EQUITY 598251106 35 1,664 SH DEFINED 6, 7, 8 1664
MIDWEST BANC HOLDINGS INC. EQUITY 598251106 35 1,664 SH DEFINED 1 1,664
MIDWEST EXPRESS HLDGS INC EQUITY 597911106 59 4,055 SH DEFINED 6, 7, 8 4055
MIDWEST EXPRESS HOLDINGS, INC. EQUITY 597911106 61 4,155 SH DEFINED 1 4,155
MILACRON INC EQUITY 598709103 80 5,059 SH DEFINED 6, 7, 8 5059
MILACRON, INC. EQUITY 598709103 85 5,361 SH DEFINED 1 5,361
MILLENNIUM CELL INC EQUITY 60038B105 26 5,017 SH DEFINED 1 5,017
MILLENNIUM CELL INC EQUITY 60038B105 25 4,723 SH DEFINED 6, 7, 8 4723
MILLENNIUM CHEMICALS INC EQUITY 599903101 256 20,347 SH DEFINED 6, 7, 8 20347
MILLENNIUM CHEMICALS INC. EQUITY 599903101 269 21,313 SH DEFINED 1 21,313
MILLENNIUM PHARMACEUTICAL EQUITY 599902103 6725 274,370 SH DEFINED 6, 7, 8 274370
MILLENNIUM PHARMACEUTICALS, IN EQUITY 599902103 6798 277,376 SH DEFINED 1 277,376
MILLER HERMAN INC EQUITY 600544100 2174 91,900 SH DEFINED 6, 7, 8 91900
MILLIPORE CORP EQUITY 601073109 9 150 SH DEFINED 5 150
MILLIPORE CORP EQUITY 601073109 1499 24,700 SH DEFINED 6, 7, 8 24700
MILLIPORE CORP. EQUITY 601073109 1330 21,910 SH DEFINED 1 21,910
MILLS CORP EQUITY 601148109 136 5,121 SH DEFINED 6, 7, 8 5121
MILLS CORP COM EQUITY 601148109 1631 61,600 SH Sole 3 61600
MILLS CORP. EQUITY 601148109 140 5,276 SH DEFINED 1 5,276
MINAS BUENAVENTURA-SPON ADR EQUITY 204448104 431 20,800 SH DEFINED 1 20,800
MINE SAFETY APPLIANCES CO EQUITY 602720104 111 2,767 SH DEFINED 6, 7, 8 2767
MINE SAFETY APPLIANCES CO. EQUITY 602720104 116 2,900 SH DEFINED 1 2,900
MINERALS TECHNOLOGIES INC EQUITY 603158106 1614 34,599 SH DEFINED 6, 7, 8 34599
MINERALS TECHNOLOGIES, INC. EQUITY 603158106 1413 30,296 SH DEFINED 1 30,296
Minnesota Mining & Mfg Co EQUITY 604059105 2542 21,500 SH DEFINED 4 21,500
MINNESOTA MINING & MFG. CO. EQUITY 604059105 20710 175,197 SH DEFINED 1 175,197
MINNESOTA MNG & MFG CO EQUITY 604059105 145 1,230 SH DEFINED 5 1230
MINNESOTA MNG & MFG CO EQUITY 604059105 19597 165,780 SH DEFINED 6, 7, 8 165780
MINNESOTA MNG + MFG CO EQUITY 604059105 25640 216,900 SH DEFINED 2 216900
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
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MIPS TECHNOLOGIES INC EQUITY 604567107 103 11,890 SH DEFINED 1 11,890
MIPS TECHNOLOGIES INC EQUITY 604567107 97 11,194 SH DEFINED 6, 7, 8 11194
MIPS TECHNOLOGIES INC EQUITY 604567206 378 47,400 SH DEFINED 6, 7, 8 47400
MIPS TECHNOLOGIES INC CL B EQUITY 604567206 378 47,400 SH DEFINED 1 47,400
MIRANT CORP EQUITY 604675108 20 1,250 SH DEFINED 5 1250
MIRANT CORP EQUITY 604675108 4668 291,360 SH DEFINED 6, 7, 8 291360
MIRANT CORP EQUITY 604675108 5621 350,900 SH DEFINED 2 350900
MIRANT CORP. EQUITY 604675108 4857 303,206 SH DEFINED 1 303,206
MIRAVANT MED TECHNOLOGIES EQUITY 604690107 38 3,970 SH DEFINED 6, 7, 8 3970
MIRAVANT MEDICAL TECHNOLOGIES EQUITY 604690107 39 4,103 SH DEFINED 1 4,103
MISSION WEST PPTYS INC EQUITY 605203108 59 4,675 SH DEFINED 6, 7, 8 4675
MISSION WEST PROPERTIES EQUITY 605203108 64 4,993 SH DEFINED 1 4,993
MISSISSIPPI VALLEY BANCSHARES, EQUITY 605720101 72 1,833 SH DEFINED 1 1,833
MISSISSIPPI VY BANCSHARES EQUITY 605720101 69 1,751 SH DEFINED 6, 7, 8 1751
MITCHELL ENERGY & DE EQUITY 606592202 15 284 SH DEFINED 1 284
MKS INSTRUMENT INC EQUITY 55306N104 160 5,922 SH DEFINED 6, 7, 8 5922
MKS INSTRUMENTS, INC. EQUITY 55306N104 171 6,318 SH DEFINED 1 6,318
MMO2 PLC EQUITY 55309W101 36 2,879 SH DEFINED 6, 7, 8 2879
MOBILE MINI EQUITY 60740F105 39780 1,016,877 SH Sole 3 1006377 10500
MOBILE MINI INC EQUITY 60740F105 147 3,756 SH DEFINED 6, 7, 8 3756
MOBILE MINI INC EQUITY 60740F105 865 22,100 SH DEFINED 2 22100
MOBILE MINI INC. EQUITY 60740F105 154 3,946 SH DEFINED 1 3,946
MODINE MANUFACTURING CO. EQUITY 607828100 1157 49,587 SH DEFINED 1 49,587
MODINE MFG CO EQUITY 607828100 1148 49,201 SH DEFINED 6, 7, 8 49201
MODIS PROFESSIONAL SERVICES EQUITY 607830106 1066 149,329 SH DEFINED 1 149,329
MODIS PROFESSIONAL SVCS I EQUITY 607830106 1058 148,126 SH DEFINED 6, 7, 8 148126
MOHAWK INDS INC EQUITY 608190104 3507 63,900 SH DEFINED 6, 7, 8 63900
MOHAWK INDS INC COM EQUITY 608190104 79404 1,446,858 SH Sole 3 1405698 41160
MOHAWK INDUSTRIES, INC. EQUITY 608190104 3525 64,236 SH DEFINED 1 64,236
MOLDFLOW CORP EQUITY 608507109 17 1,213 SH DEFINED 6, 7, 8 1213
MOLDFLOW CORPORATION EQUITY 608507109 17 1,213 SH DEFINED 1 1,213
MOLECULAR DEVICES CORP EQUITY 60851C107 94 4,522 SH DEFINED 6, 7, 8 4522
MOLECULAR DEVICES CORP. EQUITY 60851C107 101 4,842 SH DEFINED 1 4,842
MOLEX INC EQUITY 608554101 19 610 SH DEFINED 5 610
MOLEX INC EQUITY 608554101 2630 84,970 SH DEFINED 6, 7, 8 84970
MOLEX, INC. EQUITY 608554101 2817 91,013 SH DEFINED 1 91,013
MONACO COACH CORP EQUITY 60886R103 164 7,508 SH DEFINED 1 7,508
MONACO COACH CORP EQUITY 60886R103 156 7,144 SH DEFINED 6, 7, 8 7144
MONDAVI ROBERT CORP EQUITY 609200100 247 6,498 SH DEFINED 6, 7, 8 6498
MONDAVI, ROBERT CORP. CLASS A EQUITY 609200100 107 2,823 SH DEFINED 1 2,823
MONSANTO CO EQUITY 61166W101 9 276 SH DEFINED 1 276
MONTANA POWER CO EQUITY 612085100 910 158,224 SH DEFINED 6, 7, 8 158224
MONTANA POWER CO. EQUITY 612085100 919 159,904 SH DEFINED 1 159,904
MONY GROUP INC EQUITY 615337102 1998 57,800 SH DEFINED 6, 7, 8 57800
MONY GROUP, INC. EQUITY 615337102 2013 58,223 SH DEFINED 1 58,223
MOODYS CORP EQUITY 615369105 20 490 SH DEFINED 5 490
MOODYS CORP EQUITY 615369105 2631 66,000 SH DEFINED 6, 7, 8 66000
MOODY'S CORP. EQUITY 615369105 2855 71,637 SH DEFINED 1 71,637
MOOG INC EQUITY 615394202 86 3,957 SH DEFINED 6, 7, 8 3957
MOOG INC. EQUITY 615394202 93 4,283 SH DEFINED 1 4,283
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
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MORGAN STANLEY DEAN WITTE EQUITY 617446448 192 3,430 SH DEFINED 5 3430
MORGAN STANLEY DEAN WITTE EQUITY 617446448 26497 473,680 SH DEFINED 6, 7, 8 473680
MORGAN STANLEY DEAN WITTER & C EQUITY 617446448 27942 499,492 SH DEFINED 1 499,492
MORGAN STANLEY DEAN WITTER & C REPO EQUITY 568427108 60 SH DEFINED 1 60
MORGAN STANLEY DEAN WITTER+CO EQUITY 617446448 16877 301,700 SH DEFINED 2 301700
MORGAN STANLEY DN WTTR DISCVR EQUITY 617446448 820 14,655 SH DEFINED 2 14655
MORGAN STANLEY INDIA INVT FUND EQUITY 61745C105 282 32,623 SH DEFINED 1 32,623
MOTOROLA INC EQUITY 620076109 105 6,960 SH DEFINED 5 6960
MOTOROLA INC EQUITY 620076109 16911 1,125,915 SH DEFINED 6, 7, 8 1125915
MOTOROLA INC EQUITY 620076109 9734 648,100 SH DEFINED 2 648100
MOTOROLA, INC. EQUITY 620076109 17795 1,184,753 SH DEFINED 1 1,184,753
MOVADO GROUP INC EQUITY 624580106 60 3,111 SH DEFINED 6, 7, 8 3111
MOVADO GROUP, INC. EQUITY 624580106 63 3,260 SH DEFINED 1 3,260
MOVIE GALLERY INC EQUITY 624581104 57 2,342 SH DEFINED 6, 7, 8 2342
MOVIE GALLERY, INC. EQUITY 624581104 60 2,463 SH DEFINED 1 2,463
MRO SOFTWARE EQUITY 55347W105 115 4,934 SH DEFINED 1 4,934
MRO SOFTWARE INC EQUITY 55347W105 112 4,771 SH DEFINED 6, 7, 8 4771
MRV COMMUNICATIONS INC EQUITY 553477100 94 22,232 SH DEFINED 6, 7, 8 22232
MRV COMMUNICATIONS, INC. EQUITY 553477100 105 24,790 SH DEFINED 1 24,790
MSC INDL DIRECT INC EQUITY 553530106 223 11,315 SH DEFINED 6, 7, 8 11315
MSC INDUSTRIAL DIRECT CO. EQUITY 553530106 235 11,890 SH DEFINED 1 11,890
MSC SOFTWARE CORP EQUITY 553531104 84 5,385 SH DEFINED 6, 7, 8 5385
MSC SOFTWARE CORPORATION EQUITY 553531104 91 5,860 SH DEFINED 1 5,860
MTR GAMING GROUP INC EQUITY 553769100 93 5,787 SH DEFINED 1 5,787
MTR GAMING GROUP INC EQUITY 553769100 88 5,509 SH DEFINED 6, 7, 8 5509
MTS SYS CORP EQUITY 553777103 68 6,707 SH DEFINED 6, 7, 8 6707
MTS SYSTEMS CORP. EQUITY 553777103 70 6,934 SH DEFINED 1 6,934
MUELLER INDS INC EQUITY 624756102 312 9,374 SH DEFINED 6, 7, 8 9374
MUELLER INDUSTRIES, INC. EQUITY 624756102 325 9,773 SH DEFINED 1 9,773
MULTEX COM INC EQUITY 625367107 35 7,824 SH DEFINED 6, 7, 8 7824
MULTEX.COM, INC. EQUITY 625367107 36 8,090 SH DEFINED 1 8,090
MURPHY OIL CORP EQUITY 626717102 4631 55,100 SH DEFINED 6, 7, 8 55100
MURPHY OIL CORP. EQUITY 626717102 4667 55,537 SH DEFINED 1 55,537
MYERS INDS INC EQUITY 628464109 72 5,282 SH DEFINED 6, 7, 8 5282
MYERS INDUSTRIES, INC. EQUITY 628464109 75 5,484 SH DEFINED 1 5,484
MYKROLIS CORP EQUITY 62852P103 45 2,825 SH DEFINED 6, 7, 8 2825
MYLAN LABORATORIES INC. EQUITY 628530107 5769 153,844 SH DEFINED 1 153,844
MYLAN LABS INC EQUITY 628530107 5723 152,600 SH DEFINED 6, 7, 8 152600
MYRIAD GENETICS INC EQUITY 62855J104 19 361 SH DEFINED 1 361
MYRIAD GENETICS INC EQUITY 62855J104 4669 88,700 SH DEFINED 2 88700
NABI INC EQUITY 628716102 113 10,930 SH DEFINED 6, 7, 8 10930
NABI, INC. EQUITY 628716102 117 11,385 SH DEFINED 1 11,385
NABORS INDS INC EQUITY 629568106 15 440 SH DEFINED 5 440
NABORS INDS INC EQUITY 629568106 2045 59,560 SH DEFINED 6, 7, 8 59560
NABORS INDS INC COM EQUITY 629568106 6104 177,800 SH Sole 3 149000 28800
NABORS INDUSTRIES INC EQUITY 629568106 30145 878,100 SH DEFINED 2 878100
NABORS INDUSTRIES, INC. EQUITY 629568106 2216 64,541 SH DEFINED 1 64,541
NACCO INDS INC EQUITY 629579103 118 2,077 SH DEFINED 6, 7, 8 2077
NACCO INDUSTRIES, INC. CLASS A EQUITY 629579103 122 2,150 SH DEFINED 1 2,150
NANOGEN INC EQUITY 630075109 22 3,839 SH DEFINED 6, 7, 8 3839
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
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NANOGEN INC. EQUITY 630075109 24 4,124 SH DEFINED 1 4,124
NANOMETRICS INC EQUITY 630077105 41 2,105 SH DEFINED 6, 7, 8 2105
NANOMETRICS INC. EQUITY 630077105 43 2,222 SH DEFINED 1 2,222
NANOPHASE TCHNOLOGIES COR EQUITY 630079101 19 3,289 SH DEFINED 6, 7, 8 3289
NANOPHASE TECHNOLOGIES CORP EQUITY 630079101 19 3,289 SH DEFINED 1 3,289
NAPRO BIOTHERAPEUTICS INC EQUITY 630795102 83 7,237 SH DEFINED 1 7,237
NAPRO BIOTHERAPUTICS INC EQUITY 630795102 79 6,959 SH DEFINED 6, 7, 8 6959
NASDAQ 100 TR EQUITY 631100104 16319 419,400 SH DEFINED 2 419400
NASH FINCH CO EQUITY 631158102 108 3,468 SH DEFINED 6, 7, 8 3468
NASHFINCH CO. EQUITY 631158102 114 3,662 SH DEFINED 1 3,662
NASSDA CORP. EQUITY 63172M101 337 15,000 SH Sole 3 15000
NATCO GROUP INC EQUITY 63227W203 19 2,758 SH DEFINED 1 2,758
NATCO GROUP INC EQUITY 63227W203 19 2,758 SH DEFINED 6, 7, 8 2758
NATIONAL AUSTRALIA BK SP ADR EQUITY 632525408 539 6,619 SH DEFINED 1 6,619
NATIONAL AUSTRALIA BK LTD EQUITY 632525408 539 6,619 SH DEFINED 6, 7, 8 6619
NATIONAL BEVERAGE CORP EQUITY 635017106 13 1,135 SH DEFINED 6, 7, 8 1135
NATIONAL BEVERAGE CORP. EQUITY 635017106 13 1,135 SH DEFINED 1 1,135
NATIONAL CITY CORP EQUITY 635405103 55 1,890 SH DEFINED 5 1890
NATIONAL CITY CORP EQUITY 635405103 8370 286,240 SH DEFINED 6, 7, 8 286240
NATIONAL CITY CORP EQUITY 635405103 20202 690,900 SH DEFINED 2 690900
NATIONAL CITY CORP. EQUITY 635405103 8787 300,503 SH DEFINED 1 300,503
NATIONAL COMMERCE BANCORP. EQUITY 63545P104 6296 248,851 SH DEFINED 1 248,851
NATIONAL COMMERCE FINL CO EQUITY 63545P104 6254 247,200 SH DEFINED 6, 7, 8 247200
NATIONAL DATA CORP. EQUITY 639480102 355 10,282 SH DEFINED 1 10,282
NATIONAL EQUIPMENT SERVICES EQUITY 635847106 150 75,000 SH DEFINED 1 75,000
NATIONAL FUEL GAS CO N J EQUITY 636180101 3644 147,550 SH DEFINED 6, 7, 8 147550
NATIONAL FUEL GAS CO. EQUITY 636180101 3661 148,231 SH DEFINED 1 148,231
NATIONAL GOLF PPTYS INC EQUITY 63623G109 25 2,863 SH DEFINED 6, 7, 8 2863
NATIONAL GOLF PROPERTIES, INC. EQUITY 63623G109 27 3,075 SH DEFINED 1 3,075
NATIONAL HEALTH INVESTORS, INC EQUITY 63633D104 106 7,163 SH DEFINED 1 7,163
NATIONAL HEALTH INVS INC EQUITY 63633D104 99 6,675 SH DEFINED 6, 7, 8 6675
NATIONAL HEALTHCARE CORP EQUITY 635906100 38 2,479 SH DEFINED 1 2,479
NATIONAL HEALTHCARE CORP EQUITY 635906100 35 2,309 SH DEFINED 6, 7, 8 2309
NATIONAL INSTRS CORP EQUITY 636518102 2326 62,100 SH DEFINED 6, 7, 8 62100
NATIONAL INSTRUMENTS CORP. EQUITY 636518102 2339 62,439 SH DEFINED 1 62,439
NATIONAL PENN BANCSHARES EQUITY 637138108 125 5,679 SH DEFINED 6, 7, 8 5679
NATIONAL PENN BANCSHARES, INC. EQUITY 637138108 130 5,902 SH DEFINED 1 5,902
NATIONAL PRESTO INDS INC EQUITY 637215104 42 1,506 SH DEFINED 6, 7, 8 1506
NATIONAL PRESTO INDUSTRIES EQUITY 637215104 45 1,628 SH DEFINED 1 1,628
NATIONAL PROCESSING INC EQUITY 637229105 68 2,106 SH DEFINED 1 2,106
NATIONAL PROCESSING INC EQUITY 637229105 64 1,977 SH DEFINED 6, 7, 8 1977
NATIONAL SEMICONDUCTOR CO EQUITY 637640103 17 550 SH DEFINED 5 550
NATIONAL SEMICONDUCTOR CO EQUITY 637640103 3492 113,410 SH DEFINED 6, 7, 8 113410
NATIONAL SEMICONDUCTOR CORP. EQUITY 637640103 3671 119,243 SH DEFINED 1 119,243
NATIONAL SERVICE INDUSTRIES, EQUITY 637657206 33 16,460 SH DEFINED 1 16,460
NATIONAL SVC INDS INC EQUITY 637657107 32 15,935 SH DEFINED 6, 7, 8 15935
NATIONAL WESTERN LIFE INS. CO. CLASS EQUITY 638522102 80 718 SH DEFINED 1 718
NATIONAL WESTN LIFE INS C EQUITY 638522102 77 693 SH DEFINED 6, 7, 8 693
NATIONAL-OILWELL INC EQUITY 637071101 2092 101,500 SH DEFINED 6, 7, 8 101500
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
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NATIONAL-OILWELL INC COM EQUITY 637071101 26682 1,294,632 SH Sole 3 1271732 22900
NATIONAL-OILWELL, INC. EQUITY 637071101 20316 985,753 SH DEFINED 1 985,753
NATIONWIDE FINANCIAL EQUITY 638612101 6 145 SH DEFINED 1 145
NATIONWIDE HEALTH PPTYS I EQUITY 638620104 284 15,184 SH DEFINED 6, 7, 8 15184
NATIONWIDE HEALTH PROPERTIES EQUITY 638620104 295 15,805 SH DEFINED 1 15,805
NATURES SUNSHINE PRODUCTS EQUITY 639027101 41 3,466 SH DEFINED 6, 7, 8 3466
NATURES SUNSHINE PRODUCTS, INC EQUITY 639027101 44 3,717 SH DEFINED 1 3,717
NAUTICA ENTERPRISES INC EQUITY 639089101 101 7,907 SH DEFINED 6, 7, 8 7907
NAUTICA ENTERPRISES, INC. EQUITY 639089101 107 8,338 SH DEFINED 1 8,338
NAVIGANT CONSULTING CO. EQUITY 63935N107 73 13,323 SH DEFINED 1 13,323
NAVIGANT CONSULTING INC EQUITY 63935N107 71 12,924 SH DEFINED 6, 7, 8 12924
NAVIGANT INTERNATIONAL, INC. EQUITY 63935R108 51 4,475 SH DEFINED 1 4,475
NAVIGANT INTL INC EQUITY 63935R108 49 4,247 SH DEFINED 6, 7, 8 4247
NAVISTAR INTERNATIONAL CORP. EQUITY 63934E108 1064 26,941 SH DEFINED 1 26,941
NAVISTAR INTL CORP NEW EQUITY 63934E108 8 190 SH DEFINED 5 190
NAVISTAR INTL CORP NEW EQUITY 63934E108 990 25,070 SH DEFINED 6, 7, 8 25070
NBC CAP CORP EQUITY 628729105 50 1,627 SH DEFINED 6, 7, 8 1627
NBC CAPITAL CORP EQUITY 628729105 50 1,627 SH DEFINED 1 1,627
NBT BANCORP INC EQUITY 628778102 115 7,912 SH DEFINED 6, 7, 8 7912
NBT BANCORP, INC. EQUITY 628778102 121 8,341 SH DEFINED 1 8,341
NBTY INC EQUITY 628782104 152 12,999 SH DEFINED 6, 7, 8 12999
NBTY, INC. EQUITY 628782104 159 13,552 SH DEFINED 1 13,552
NCH CORP EQUITY 628850109 36 699 SH DEFINED 6, 7, 8 699
NCH CORP. EQUITY 628850109 36 699 SH DEFINED 1 699
NCI BUILDING SYS INC EQUITY 628852105 91 5,141 SH DEFINED 6, 7, 8 5141
NCI BUILDING SYSTEMS, INC. EQUITY 628852105 96 5,406 SH DEFINED 1 5,406
NCO GROUP INC EQUITY 628858102 843 36,811 SH DEFINED 6, 7, 8 36811
NCO GROUP, INC. EQUITY 628858102 849 37,066 SH DEFINED 1 37,066
NCR CORP NEW EQUITY 62886E108 11 300 SH DEFINED 5 300
NCR CORP NEW EQUITY 62886E108 1513 41,040 SH DEFINED 6, 7, 8 41040
NCR CORP. EQUITY 62886E108 1626 44,107 SH DEFINED 1 44,107
NDCHEALTH CORP EQUITY 639480102 492 14,245 SH DEFINED 6, 7, 8 14245
NEIMAN MARCUS GROUP INC EQUITY 640204202 1799 57,900 SH DEFINED 6, 7, 8 57900
NEIMAN MARCUS GROUP INC CL A EQUITY 640204202 1808 58,178 SH DEFINED 1 58,178
NEON COMMUNICATIONS INC EQUITY 640506101 6 2,384 SH DEFINED 6, 7, 8 2384
NEON COMMUNICATIONS INC. EQUITY 640506101 7 2,425 SH DEFINED 1 2,425
NEOPHARM INC EQUITY 640919106 84 3,347 SH DEFINED 1 3,347
NEOPHARM INC EQUITY 640919106 81 3,242 SH DEFINED 6, 7, 8 3242
NEOSE TECHNOLOGIES INC EQUITY 640522108 122 3,335 SH DEFINED 6, 7, 8 3335
NEOSE TECHNOLOGIES, INC. EQUITY 640522108 128 3,497 SH DEFINED 1 3,497
NET.BANK INC EQUITY 640933107 86 8,244 SH DEFINED 1 8,244
NET2PHONE EQUITY 64108N106 37 5,555 SH DEFINED 6, 7, 8 5555
NET2PHONE, INC. EQUITY 64108N106 40 5,865 SH DEFINED 1 5,865
NETBANK INC EQUITY 640933107 242 23,074 SH DEFINED 6, 7, 8 23074
NETEGRITY INC EQUITY 64110P107 323 16,693 SH DEFINED 6, 7, 8 16693
NETEGRITY, INC. EQUITY 64110P107 137 7,090 SH DEFINED 1 7,090
NETIQ CORP EQUITY 64115P102 602 17,065 SH DEFINED 6, 7, 8 17065
NETIQ CORP. EQUITY 64115P102 453 12,840 SH DEFINED 1 12,840
NETRATINGS INC EQUITY 64116M108 36 2,292 SH DEFINED 1 2,292
NETRATINGS INC EQUITY 64116M108 36 2,292 SH DEFINED 6, 7, 8 2292
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
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NETRO CORP EQUITY 64114R109 42 11,403 SH DEFINED 1 11,403
NETRO CORP EQUITY 64114R109 40 10,794 SH DEFINED 6, 7, 8 10794
NETSCOUT SYS INC EQUITY 64115T104 39 4,926 SH DEFINED 6, 7, 8 4926
NETSCOUT SYSTEMS INC EQUITY 64115T104 40 5,107 SH DEFINED 1 5,107
NETSCREEN TECHNOLOGIES COM EQUITY 64117V107 443 20,000 SH Sole 3 20000
NETSCREEN TECHNOLOGIES INS EQUITY 64117V107 33 1,500 SH DEFINED 2 1500
NETWORK APPLIANCE INC EQUITY 64120L104 23 1,040 SH DEFINED 5 1040
NETWORK APPLIANCE INC EQUITY 64120L104 3231 147,740 SH DEFINED 6, 7, 8 147740
NETWORK APPLIANCE INC EQUITY 64120L104 12140 555,100 SH DEFINED 2 555100
NETWORK APPLIANCE, INC. EQUITY 64120L104 3492 159,672 SH DEFINED 1 159,672
NETWORK PLUS CORP EQUITY 64122D506 6 5,495 SH DEFINED 6, 7, 8 5495
NETWORK PLUS CORP. EQUITY 64122D506 7 5,650 SH DEFINED 1 5,650
NETWORKS ASSOCIATES, INC. EQUITY 640938106 4387 169,700 SH DEFINED 1 169,700
NETWORKS ASSOCS INC EQUITY 640938106 4348 168,200 SH DEFINED 6, 7, 8 168200
NETWORKS ASSOCS INC EQUITY 640938106 6977 269,900 SH DEFINED 2 269900
NEUBERGER BERMAN INC EQUITY 641234109 3787 86,259 SH DEFINED 1 86,259
NEUBERGER BERMAN INC EQUITY 641234109 3753 85,500 SH DEFINED 6, 7, 8 85500
NEUROCRINE BIOSCIENCES COM EQUITY 64125C109 26466 515,814 SH Sole 3 507514 8300
NEUROCRINE BIOSCIENCES IN EQUITY 64125C109 810 15,790 SH DEFINED 6, 7, 8 15790
NEUROCRINE BIOSCIENCES, INC. EQUITY 64125C109 29 7,149 SH DEFINED 1 7,149
NEUROGEN CORP EQUITY 64124E106 62 3,532 SH DEFINED 6, 7, 8 3532
NEUROGEN CORP. EQUITY 64124E106 64 3,672 SH DEFINED 1 3,672
NEW CENTURY FINANCIAL COR EQUITY 64352D101 42 3,123 SH DEFINED 6, 7, 8 3123
NEW CENTURY FINANCIAL CORP EQUITY 64352D101 46 3,423 SH DEFINED 1 3,423
NEW ENGLAND BUSINESS SERVICE EQUITY 643872104 72 3,757 SH DEFINED 1 3,757
NEW ENGLAND BUSINESS SVC EQUITY 643872104 69 3,627 SH DEFINED 6, 7, 8 3627
NEW FOCUS INC EQUITY 644383101 57 14,971 SH DEFINED 6, 7, 8 14971
NEW HORIZONS WORLDWIDE IN EQUITY 645526104 23 2,007 SH DEFINED 6, 7, 8 2007
NEW HORIZONS WORLDWIDE INC EQUITY 645526104 23 2,007 SH DEFINED 1 2,007
NEW JERSEY RES EQUITY 646025106 268 5,717 SH DEFINED 6, 7, 8 5717
NEW JERSEY RESOURCES CORP. EQUITY 646025106 282 6,029 SH DEFINED 1 6,029
NEW PLAN EXCEL REALTY TRUST EQUITY 648053106 13524 709,936 SH DEFINED 1 709,936
NEW PLAN EXCEL RLTY TR IN EQUITY 648053106 2021 106,100 SH DEFINED 6, 7, 8 106100
NEW YORK CMNTY BANCORP IN EQUITY 649445103 3395 148,437 SH DEFINED 6, 7, 8 148437
NEW YORK COMMUNITY BANCORP INC EQUITY 649445103 3422 149,637 SH DEFINED 1 149,637
NEW YORK TIMES CO EQUITY 650111107 20 470 SH DEFINED 5 470
NEW YORK TIMES CO EQUITY 650111107 2771 64,060 SH DEFINED 6, 7, 8 64060
NEW YORK TIMES CO. CLASS A EQUITY 650111107 2982 68,942 SH DEFINED 1 68,942
NEWELL RUBBERMAID INC EQUITY 651229106 23 830 SH DEFINED 5 830
NEWELL RUBBERMAID INC EQUITY 651229106 3109 112,770 SH DEFINED 6, 7, 8 112770
NEWELL RUBBERMAID INC EQUITY 651229106 6432 233,315 SH DEFINED 2 233315
NEWELL RUBBERMAID, INC. EQUITY 651229106 3338 121,066 SH DEFINED 1 121,066
NEWFIELD EXPLORATION EQUITY 651290108 16 462 SH DEFINED 1 462
NEWFOCUS, INC. EQUITY 644383101 61 15,898 SH DEFINED 1 15,898
NEWMARK HOMES CORP EQUITY 651578106 10 727 SH DEFINED 1 727
NEWMARK HOMES CORP EQUITY 651578106 10 727 SH DEFINED 6, 7, 8 727
Newmont Mining CORPBOND 651639AD8 4099 4,000,000 PRN DEFINED 4 4,000,000
NEWMONT MINING CORP EQUITY 651639106 12 610 SH DEFINED 5 610
NEWMONT MINING CORP EQUITY 651639106 1584 82,890 SH DEFINED 6, 7, 8 82890
NEWMONT MINING CORP. EQUITY 651639106 1709 89,425 SH DEFINED 1 89,425
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
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NEWPARK RES INC EQUITY 651718504 151 19,080 SH DEFINED 6, 7, 8 19080
NEWPARK RESOURCES, INC. EQUITY 651718504 157 19,863 SH DEFINED 1 19,863
NEWPORT CORP EQUITY 651824104 1059 54,952 SH DEFINED 1 54,952
NEWPORT CORP EQUITY 651824104 1050 54,441 SH DEFINED 6, 7, 8 54441
NEWPOWER HLDGS INC EQUITY 652463100 10 14,030 SH DEFINED 6, 7, 8 14030
NEWPOWER HOLDINGS INC EQUITY 652463100 11 14,665 SH DEFINED 1 14,665
NEWS CORP LTD EQUITY 652487703 414 13,000 SH DEFINED 6, 7, 8 13000
NEWS CORP LTD EQUITY 652487802 0 1 SH DEFINED 6, 7, 8 1
NEWS CORP., LTD. SPON-ADR EQUITY 652487703 414 13,000 SH DEFINED 1 13,000
NEXT CARD, INC. EQUITY 65332K107 6 10,726 SH DEFINED 1 10,726
NEXT LEVEL COMM INC EQUITY 65333U104 20 5,995 SH DEFINED 6, 7, 8 5995
NEXT LEVEL COMMUNICATION EQUITY 65333U104 22 6,441 SH DEFINED 1 6,441
NEXTCARD INC EQUITY 65332K107 5 10,229 SH DEFINED 6, 7, 8 10229
NEXTEL COMMUNICATIONS INC EQUITY 65332V103 27 2,500 SH DEFINED 5 2500
NEXTEL COMMUNICATIONS INC EQUITY 65332V103 4158 379,386 SH DEFINED 6, 7, 8 379386
NEXTEL COMMUNICATIONS INC EQUITY 65332V103 7841 487,268 SH DEFINED 2 487268
NEXTEL COMMUNICATIONS, INC. CLASS A EQUITY 65332V103 4368 398,550 SH DEFINED 1 398,550
NEXTEL PARTNERS INC EQUITY 65333F107 603 50,255 SH DEFINED 1 50,255
NIAGARA MOHAWK HLDGS INC EQUITY 653520106 9 500 SH DEFINED 5 500
NIAGARA MOHAWK HLDGS INC EQUITY 653520106 1201 67,750 SH DEFINED 6, 7, 8 67750
NIAGARA MOHAWK HOLDINGS, INC. EQUITY 653520106 1288 72,638 SH DEFINED 1 72,638
NICOR INC EQUITY 654086107 6 140 SH DEFINED 5 140
NICOR INC EQUITY 654086107 792 19,030 SH DEFINED 6, 7, 8 19030
NICOR, INC. EQUITY 654086107 851 20,434 SH DEFINED 1 20,434
NIKE INC EQUITY 654106103 47 840 SH DEFINED 5 840
NIKE INC EQUITY 654106103 6388 113,590 SH DEFINED 6, 7, 8 113590
NIKE INC CLASS B EQUITY 654106103 209 3,725 SH DEFINED 2 3725
NIKE, INC. CLASS B EQUITY 654106103 6779 120,537 SH DEFINED 1 120,537
NISOURCE INC EQUITY 65473P105 15 650 SH DEFINED 5 650
NISOURCE INC EQUITY 65473P105 2015 87,390 SH DEFINED 6, 7, 8 87390
NISOURCE, INC. EQUITY 65473P105 2165 93,903 SH DEFINED 1 93,903
NITCHES INC EQUITY 65476M109 423 74,500 SH DEFINED 1 74,500
NL INDS INC EQUITY 629156407 46 3,014 SH DEFINED 6, 7, 8 3014
NL INDUSTRIES, INC. EQUITY 629156407 49 3,214 SH DEFINED 1 3,214
NMS COMMUNICATIONS CORP EQUITY 629248105 54 11,130 SH DEFINED 6, 7, 8 11130
NMS COMMUNUCATIONS CORP. EQUITY 629248105 57 11,727 SH DEFINED 1 11,727
NN INC EQUITY 629337106 37 3,306 SH DEFINED 1 3,306
NN INC EQUITY 629337106 37 3,306 SH DEFINED 6, 7, 8 3306
NOBLE AFFILIATES INC EQUITY 654894104 16670 472,378 SH Sole 3 458278 14100
NOBLE AFFILIATES INC EQUITY 654894104 2424 68,700 SH DEFINED 6, 7, 8 68700
NOBLE AFFILIATES, INC. EQUITY 654894104 2440 69,141 SH DEFINED 1 69,141
NOBLE DRILLING CORP EQUITY 655042109 14 410 SH DEFINED 5 410
NOBLE DRILLING CORP EQUITY 655042109 2243 65,880 SH DEFINED 6, 7, 8 65880
NOBLE DRILLING CORP. EQUITY 655042109 2410 70,792 SH DEFINED 1 70,792
NOKIA CORP EQUITY 654902204 0 0 SH DEFINED 6, 7, 8 0
NOKIA CORP EQUITY 654902204 10149 413,725 SH DEFINED 2 413725
NOKIA CORP A ADR EQUITY 654902204 67 2,735 SH DEFINED 2 2735
NOKIA CORP SPON-ADR EQUITY 654902204 4147 169,060 SH DEFINED 1 169,060
NORDIC AMER TANKER SHIPPING EQUITY G65773106 3201 231,100 SH DEFINED 1 231,100
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
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NORDSON CORP EQUITY 655663102 1249 47,290 SH DEFINED 6, 7, 8 47290
NORDSON CORP. EQUITY 655663102 1257 47,588 SH DEFINED 1 47,588
NORDSTROM INC EQUITY 655664100 8 420 SH DEFINED 5 420
NORDSTROM INC EQUITY 655664100 1149 56,800 SH DEFINED 6, 7, 8 56800
NORDSTROM, INC. EQUITY 655664100 1229 60,761 SH DEFINED 1 60,761
NORFOLK SOUTHERN CORP EQUITY 655844108 22 1,210 SH DEFINED 5 1210
NORFOLK SOUTHERN CORP EQUITY 655844108 2988 163,020 SH DEFINED 6, 7, 8 163020
NORFOLK SOUTHERN CORP. EQUITY 655844108 3210 175,101 SH DEFINED 1 175,101
NORTEK INC EQUITY 656559101 76 2,711 SH DEFINED 6, 7, 8 2711
NORTEK, INC. EQUITY 656559101 79 2,844 SH DEFINED 1 2,844
NORTEL NETWORKS CORP EQUITY 656568102 27 3,600 SH DEFINED 2 3600
NORTEL NETWORKS CORP NEW EQUITY 656568102 75 10,000 SH DEFINED 5 10000
NORTEL NETWORKS CORP NEW EQUITY 656568102 11448 1,526,390 SH DEFINED 6, 7, 8 1526390
NORTEL NETWORKS CORP. EQUITY 656568102 11981 1,606,028 SH DEFINED 1 1,606,028
NORTH AMERICAN SCIENTIFIC EQUITY 65715D100 29 2,147 SH DEFINED 1 2,147
NORTH AMERN SCIENTIFIC IN EQUITY 65715D100 27 2,036 SH DEFINED 6, 7, 8 2036
NORTH FORK BANCORPORATION EQUITY 659424105 6683 208,900 SH DEFINED 6, 7, 8 208900
NORTH FORK BANCORPORATION INC. EQUITY 659424105 6349 198,460 SH DEFINED 1 198,460
NORTH PITTSBURGH SYS INC EQUITY 661562108 87 4,703 SH DEFINED 6, 7, 8 4703
NORTH PITTSBURGH SYSTEMS EQUITY 661562108 90 4,890 SH DEFINED 1 4,890
NORTHEAST UTILITIES EQUITY 664397106 3022 171,406 SH DEFINED 1 171,406
NORTHEAST UTILS EQUITY 664397106 3002 170,300 SH DEFINED 6, 7, 8 170300
NORTHERN TR CORP EQUITY 665859104 42 690 SH DEFINED 5 690
NORTHERN TR CORP EQUITY 665859104 5657 93,940 SH DEFINED 6, 7, 8 93940
NORTHERN TRUST CORP EQUITY 665859104 6544 108,675 SH DEFINED 2 108675
NORTHERN TRUST CORP. EQUITY 665859104 5977 99,260 SH DEFINED 1 99,260
NORTHFIELD LABORATORIES, INC. EQUITY 666135108 27 3,174 SH DEFINED 1 3,174
NORTHFIELD LABS INC EQUITY 666135108 26 3,002 SH DEFINED 6, 7, 8 3002
NORTHROP GRUMMAN CORP EQUITY 666807102 35 350 SH DEFINED 5 350
NORTHROP GRUMMAN CORP EQUITY 666807102 5511 54,670 SH DEFINED 6, 7, 8 54670
NORTHROP GRUMMAN CORP EQUITY 666807102 4305 42,700 SH DEFINED 2 42700
NORTHROP GRUMMAN CORP. EQUITY 666807102 5853 58,055 SH DEFINED 1 58,055
NORTHWEST AIRLINES CORP CL-A EQUITY 667280101 4717 300,468 SH DEFINED 1 300,468
NORTHWEST BANCORP INC PA EQUITY 667328108 45 3,905 SH DEFINED 6, 7, 8 3905
NORTHWEST BANCORP INC. EQUITY 667328108 48 4,154 SH DEFINED 1 4,154
NORTHWEST NAT GAS CO EQUITY 667655104 206 8,074 SH DEFINED 6, 7, 8 8074
NORTHWEST NATURAL GAS CO. EQUITY 667655104 231 9,065 SH DEFINED 1 9,065
NORTHWESTERN CORP EQUITY 668074107 418 19,854 SH DEFINED 6, 7, 8 19854
NORTHWESTERN CORP. EQUITY 668074107 190 9,025 SH DEFINED 1 9,025
NOVADIGM INC EQUITY 669937104 39 4,077 SH DEFINED 1 4,077
NOVADIGM INC EQUITY 669937104 37 3,924 SH DEFINED 6, 7, 8 3924
NOVATEL WIRELESS INC EQUITY 66987M109 9 7,764 SH DEFINED 1 7,764
NOVATEL WIRELESS INC EQUITY 66987M109 9 7,764 SH DEFINED 6, 7, 8 7764
NOVAVAX INC EQUITY 670002104 63 4,441 SH DEFINED 1 4,441
NOVAVAX INC EQUITY 670002104 59 4,165 SH DEFINED 6, 7, 8 4165
NOVAVAX INC EQUITY 670002104 2115 150,000 SH DEFINED 2 150000
NOVELL INC EQUITY 670006105 5 1,130 SH DEFINED 5 1130
NOVELL INC EQUITY 670006105 1227 267,290 SH DEFINED 6, 7, 8 267290
NOVELL, INC . EQUITY 670006105 1290 281,027 SH DEFINED 1 281,027
NOVELLUS SYS INC EQUITY 670008101 18 450 SH DEFINED 5 450
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
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NOVELLUS SYS INC EQUITY 670008101 2519 63,850 SH DEFINED 6, 7, 8 63850
NOVELLUS SYS INC EQUITY 670008101 4367 110,700 SH DEFINED 2 110700
NOVELLUS SYSTEMS, INC. EQUITY 670008101 2724 69,046 SH DEFINED 1 69,046
NOVEN PHARMACEUTICALS INC EQUITY 670009109 114 6,439 SH DEFINED 6, 7, 8 6439
NOVEN PHARMACEUTICALS, INC. EQUITY 670009109 119 6,709 SH DEFINED 1 6,709
NOVOSTE CORP EQUITY 67010C100 37 4,263 SH DEFINED 6, 7, 8 4263
NOVOSTE CORPORATION EQUITY 67010C100 40 4,566 SH DEFINED 1 4,566
NPS PHARMACEUTICALS INC. EQUITY 62936P103 320 8,356 SH DEFINED 1 8,356
NPS PHARMACEUTICALS INC EQUITY 62936P103 303 7,906 SH DEFINED 6, 7, 8 7906
NRG ENERGY INC EQUITY 629377102 9 573 SH DEFINED 1 573
NS GROUP INC EQUITY 628916108 42 5,592 SH DEFINED 6, 7, 8 5592
NS GROUP, INC. EQUITY 628916108 44 5,856 SH DEFINED 1 5,856
NSTAR EQUITY 67019E107 2893 64,500 SH DEFINED 6, 7, 8 64500
NTELOS INC EQUITY 67019U101 81 5,239 SH DEFINED 6, 7, 8 5239
NTELOS INC. EQUITY 67019U101 84 5,425 SH DEFINED 1 5,425
NTL INCORPORATED EQUITY 629407107 1 1,229 SH DEFINED 1 1,229
NU HORIZONS ELEC CORP EQUITY 669908105 51 4,982 SH DEFINED 1 4,982
NU HORIZONS ELECTRS CORP EQUITY 669908105 48 4,690 SH DEFINED 6, 7, 8 4690
NU SKIN ENTERPRISES INC EQUITY 67018T105 122 13,900 SH DEFINED 6, 7, 8 13900
NU SKIN ENTERPRISES, INC. CLASS A EQUITY 67018T105 127 14,508 SH DEFINED 1 14,508
NUANCE COMMUNICATIONS INC EQUITY 669967101 70 7,675 SH DEFINED 6, 7, 8 7675
NUANCE COMMUNICATIONS, INC. EQUITY 669967101 73 8,019 SH DEFINED 1 8,019
NUCOR CORP EQUITY 670346105 13 240 SH DEFINED 5 240
NUCOR CORP EQUITY 670346105 1740 32,850 SH DEFINED 6, 7, 8 32850
NUCOR CORP. EQUITY 670346105 1869 35,292 SH DEFINED 1 35,292
NUEVO ENERGY CO EQUITY 670509108 70 4,695 SH DEFINED 6, 7, 8 4695
NUEVO ENERGY CO. EQUITY 670509108 74 4,953 SH DEFINED 1 4,953
NUI CORP EQUITY 629431107 105 4,418 SH DEFINED 6, 7, 8 4418
NUI CORPORATION EQUITY 629431107 111 4,666 SH DEFINED 1 4,666
NUMERICAL TECHNOLOGIES IN EQUITY 67053T101 195 5,540 SH DEFINED 6, 7, 8 5540
NUMERICAL TECHNOLOGIES, INC. EQUITY 67053T101 205 5,832 SH DEFINED 1 5,832
NVIDIA CORP EQUITY 67066G104 4647 69,457 SH DEFINED 1 69,457
NVIDIA CORP EQUITY 67066G104 30 450 SH DEFINED 5 450
NVIDIA CORP EQUITY 67066G104 4321 64,590 SH DEFINED 6, 7, 8 64590
NVR INC EQUITY 62944T105 359 1,759 SH DEFINED 6, 7, 8 1759
NVR, INC. EQUITY 62944T105 375 1,836 SH DEFINED 1 1,836
NYFIX INC EQUITY 670712108 147 7,319 SH DEFINED 1 7,319
NYFIX INC EQUITY 670712108 140 7,009 SH DEFINED 6, 7, 8 7009
NYMAGIC INC EQUITY 629484106 17 1,041 SH DEFINED 6, 7, 8 1041
NYMAGIC, INC. EQUITY 629484106 17 1,041 SH DEFINED 1 1,041
O CHARLEYS INC EQUITY 670823103 320 17,265 SH DEFINED 6, 7, 8 17265
O CHARLEYS INC COM EQUITY 670823103 3552 191,900 SH Sole 3 191900
O REILLY AUTOMOTIVE INC EQUITY 686091109 397 10,872 SH DEFINED 6, 7, 8 10872
OAK TECHNOLOGY INC EQUITY 671802106 189 13,733 SH DEFINED 6, 7, 8 13733
OAK TECHNOLOGY, INC. EQUITY 671802106 200 14,527 SH DEFINED 1 14,527
OAKLEY INC EQUITY 673662102 3845 236,500 SH DEFINED 2 236500
OAKLEY INC. EQUITY 673662102 5 288 SH DEFINED 1 288
OCCIDENTAL PETE CORP DEL EQUITY 674599105 31 1,170 SH DEFINED 5 1170
OCCIDENTAL PETE CORP DEL EQUITY 674599105 4669 176,000 SH DEFINED 6, 7, 8 176000
OCCIDENTAL PETROLEUM CORP. EQUITY 674599105 4980 187,697 SH DEFINED 1 187,697
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
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OCEAN ENERGY INC DEL EQUITY 67481E106 4606 239,900 SH DEFINED 6, 7, 8 239900
OCEAN ENERGY INC TEX EQUITY 6.748E+110 6269 326,500 SH DEFINED 2 326500
OCEAN ENERGY INC TEX COM EQUITY 67481E106 17446 908,670 SH Sole 3 777600 131070
OCEAN ENERGY, INC. EQUITY 67481E106 4043 210,566 SH DEFINED 1 210,566
OCEANEERING INTERNATIONAL, INC EQUITY 675232102 160 7,247 SH DEFINED 1 7,247
OCEANEERING INTL INC EQUITY 675232102 152 6,874 SH DEFINED 6, 7, 8 6874
OCEANFIRST FINANCIAL CORP EQUITY 675234108 64 2,663 SH DEFINED 1 2,663
OCEANFIRST FINL CORP EQUITY 675234108 61 2,513 SH DEFINED 6, 7, 8 2513
O'CHARLEY'S INC. EQUITY 670823103 99 5,328 SH DEFINED 1 5,328
OCTEL CORP EQUITY 675727101 57 3,162 SH DEFINED 6, 7, 8 3162
OCTEL CORP. EQUITY 675727101 60 3,347 SH DEFINED 1 3,347
OCULAR SCIENCES INC EQUITY 675744106 114 4,900 SH DEFINED 6, 7, 8 4900
OCULAR SCIENCES, INC. EQUITY 675744106 120 5,144 SH DEFINED 1 5,144
OCWEN FINANCIAL CORP. EQUITY 675746101 106 12,446 SH DEFINED 1 12,446
OCWEN FINL CORP EQUITY 675746101 432 50,929 SH DEFINED 6, 7, 8 50929
OFFICE DEPOT INC EQUITY 676220106 18 960 SH DEFINED 5 960
OFFICE DEPOT INC EQUITY 676220106 2406 129,760 SH DEFINED 6, 7, 8 129760
OFFICE DEPOT, INC. EQUITY 676220106 2583 139,347 SH DEFINED 1 139,347
OFFICEMAX INC EQUITY 67622M108 155 34,341 SH DEFINED 6, 7, 8 34341
OFFICEMAX, INC. EQUITY 67622M108 162 35,896 SH DEFINED 1 35,896
OFFSHORE LOGISTICS INC EQUITY 676255102 96 5,387 SH DEFINED 6, 7, 8 5387
OFFSHORE LOGISTICS INC EQUITY 676255102 2081 117,200 SH DEFINED 2 117200
OFFSHORE LOGISTICS, INC. EQUITY 676255102 100 5,639 SH DEFINED 1 5,639
OGE ENERGY CORP EQUITY 670837103 3203 138,780 SH DEFINED 6, 7, 8 138780
OGE ENERGY CORP. EQUITY 670837103 3218 139,417 SH DEFINED 1 139,417
OGLEBAY NORTON CO EQUITY 677007106 14 873 SH DEFINED 1 873
OGLEBAY NORTON CO EQUITY 677007106 14 873 SH DEFINED 6, 7, 8 873
OHIO CAS CORP EQUITY 677240103 1460 90,979 SH DEFINED 6, 7, 8 90979
OHIO CASUALTY CORP. EQUITY 677240103 1475 91,928 SH DEFINED 1 91,928
OIL STATES INTERNATIONAL INC EQUITY 678026105 27 2,961 SH DEFINED 1 2,961
OIL STS INTL INC EQUITY 678026105 27 2,961 SH DEFINED 6, 7, 8 2961
OLD NATL BANCORP EQUITY 680033107 11 422 SH DEFINED 1 422
OLD REP INTL CORP EQUITY 680223104 5325 190,120 SH DEFINED 6, 7, 8 190120
OLD REPUBLIC INTL CORP. EQUITY 680223104 5351 191,045 SH DEFINED 1 191,045
OLD SECOND BANCORP INC EQUITY 680277100 75 1,901 SH DEFINED 1 1,901
OLD SECOND BANCORP INC IL EQUITY 680277100 73 1,845 SH DEFINED 6, 7, 8 1845
OLIN CORP EQUITY 680665205 1487 92,116 SH DEFINED 6, 7, 8 92116
OLIN CORP. EQUITY 680665205 1269 78,639 SH DEFINED 1 78,639
OM GROUP INC EQUITY 670872100 15 231 SH DEFINED 1 231
OM GROUP INC EQUITY 670872100 463 7,000 SH DEFINED 6, 7, 8 7000
OMEGA FINANCIAL CORP. EQUITY 682092101 89 2,774 SH DEFINED 1 2,774
OMEGA FINL CORP EQUITY 682092101 85 2,653 SH DEFINED 6, 7, 8 2653
OMNICARE INC EQUITY 681904108 4228 169,950 SH DEFINED 6, 7, 8 169950
OMNICARE, INC. EQUITY 681904108 2841 114,208 SH DEFINED 1 114,208
OMNICELL INC EQUITY 68213N109 3535 397,200 SH DEFINED 2 397200
OMNICOM GROUP EQUITY 681919106 190 2,125 SH DEFINED 2 2125
OMNICOM GROUP INC EQUITY 681919106 52 580 SH DEFINED 5 580
OMNICOM GROUP INC EQUITY 681919106 9289 103,966 SH DEFINED 6, 7, 8 103966
OMNICOM GROUP, INC. EQUITY 681919106 9687 108,421 SH DEFINED 1 108,421
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
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OMNOVA SOLUTIONS EQUITY 682129101 92 13,586 SH DEFINED 1 13,586
OMNOVA SOLUTIONS INC EQUITY 682129101 87 12,732 SH DEFINED 6, 7, 8 12732
ON ASSIGNMENT INC EQUITY 682159108 477 20,785 SH DEFINED 6, 7, 8 20785
ON ASSIGNMENT, INC. EQUITY 682159108 147 6,417 SH DEFINED 1 6,417
ON COMMAND CORP EQUITY 682160106 5 1,762 SH DEFINED 6, 7, 8 1762
ON COMMAND CORP. EQUITY 682160106 6 1,862 SH DEFINED 1 1,862
ON SEMICONDUCTOR CORP EQUITY 682189105 20 9,512 SH DEFINED 6, 7, 8 9512
ON SEMICONDUCTOR CORPORATION EQUITY 682189105 22 10,475 SH DEFINED 1 10,475
ONEIDA LTD EQUITY 682505102 58 4,514 SH DEFINED 6, 7, 8 4514
ONEIDA LTD. EQUITY 682505102 60 4,647 SH DEFINED 1 4,647
ONEOK INC NEW EQUITY 682680103 1874 105,058 SH DEFINED 6, 7, 8 105058
ONEOK, INC. EQUITY 682680103 1890 105,959 SH DEFINED 1 105,959
ONI SYSTEMS CORP EQUITY 68273F103 6 934 SH DEFINED 1 934
ONYX PHARMACEUTICALS INC EQUITY 683399109 28 5,522 SH DEFINED 1 5,522
ONYX PHARMACEUTICALS INC EQUITY 683399109 27 5,227 SH DEFINED 6, 7, 8 5227
ONYX SOFTWARE CORP EQUITY 683402101 37 9,458 SH DEFINED 6, 7, 8 9458
ONYX SOFTWARE CORP. EQUITY 683402101 39 9,943 SH DEFINED 1 9,943
OPENWAVE SYS INC EQUITY 683718100 443 45,207 SH DEFINED 6, 7, 8 45207
OPENWAVE SYS INC EQUITY 683718100 1117 114,100 SH DEFINED 2 114100
OPENWAVE SYSTEMS INC. EQUITY 683718100 459 46,894 SH DEFINED 1 46,894
OPLINK COMMUNICATIONS INC EQUITY 68375Q106 66 34,951 SH DEFINED 1 34,951
OPLINK COMMUNICATIONS INC EQUITY 68375Q106 63 33,398 SH DEFINED 6, 7, 8 33398
OPNET TECHNOLOGIES EQUITY 683757108 38 2,632 SH DEFINED 1 2,632
OPNET TECHNOLOGIES INC EQUITY 683757108 35 2,463 SH DEFINED 6, 7, 8 2463
OPTICAL CABLE CORP EQUITY 683827109 1 671 SH DEFINED 6, 7, 8 671
OPTICAL CABLE CORP. EQUITY 683827109 1 728 SH DEFINED 1 728
OPTICAL COMMUNICATION PRO EQUITY 68382T101 5 1,360 SH DEFINED 6, 7, 8 1360
OPTICAL COMMUNICATION PROD EQUITY 68382T101 6 1,491 SH DEFINED 1 1,491
OPTIMAL ROBOTICS CORP EQUITY 68388R208 239 6,735 SH DEFINED 6, 7, 8 6735
OPTION CARE INC EQUITY 683948103 44 2,261 SH DEFINED 1 2,261
OPTION CARE INC EQUITY 683948103 42 2,132 SH DEFINED 6, 7, 8 2132
OPTION CARE INC COM EQUITY 683948103 3499 179,000 SH Sole 3 179000
Oracle EQUITY 68389X105 1781 129,000 SH DEFINED 4 129,000
ORACLE CORP EQUITY 68389X105 240 17,380 SH DEFINED 5 17380
ORACLE CORP EQUITY 68389X105 37900 2,744,360 SH DEFINED 6, 7, 8 2744360
ORACLE CORP EQUITY 68389X105 771 55,825 SH DEFINED 2 55825
ORACLE CORP. EQUITY 68389X105 49295 3,569,496 SH DEFINED 1 3,569,496
ORASURE TECHNOLOGIES INC EQUITY 68554V108 95 7,842 SH DEFINED 1 7,842
ORASURE TECHNOLOGIES INC EQUITY 68554V108 91 7,452 SH DEFINED 6, 7, 8 7452
ORBITAL SCIENCES CORP EQUITY 685564106 45 10,895 SH DEFINED 6, 7, 8 10895
ORBITAL SCIENCES CORP. EQUITY 685564106 46 11,162 SH DEFINED 1 11,162
ORCHID BIOSCIENCES INC EQUITY 68571P100 63 11,430 SH DEFINED 6, 7, 8 11430
ORCHID BIOSCIENCES, INC. EQUITY 68571P100 67 12,214 SH DEFINED 1 12,214
OREGON STEEL MILLS, INC. EQUITY 686079104 43 8,591 SH DEFINED 1 8,591
OREGON STL MLS INC EQUITY 686079104 41 8,193 SH DEFINED 6, 7, 8 8193
O'REILLY AUTOMOTIVE, INC. EQUITY 686091109 415 11,375 SH DEFINED 1 11,375
ORGANOGENESIS INC EQUITY 685906109 42 8,689 SH DEFINED 6, 7, 8 8689
ORGANOGENESIS, INC. EQUITY 685906109 43 8,986 SH DEFINED 1 8,986
ORIENTAL FINANCIAL GROUP EQUITY 68618W100 59 3,171 SH DEFINED 1 3,171
ORIENTAL FINL GROUP INC EQUITY 68618W100 57 3,071 SH DEFINED 6, 7, 8 3071
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
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ORION POWER HOLDINGS EQUITY 686286105 9 360 SH DEFINED 1 360
ORTHODONTIC CENTERS OF AMERICA EQUITY 68750P103 515 16,894 SH DEFINED 1 16,894
ORTHODONTIC CTRS AMER INC EQUITY 68750P103 500 16,400 SH DEFINED 6, 7, 8 16400
OSCA INC EQUITY 687836106 45 2,167 SH DEFINED 1 2,167
OSCA INC EQUITY 687836106 42 2,016 SH DEFINED 6, 7, 8 2016
OSHKOSH B GOSH INC EQUITY 688222207 117 2,791 SH DEFINED 6, 7, 8 2791
OSHKOSH B'GOSH, INC. CLASS A EQUITY 688222207 121 2,891 SH DEFINED 1 2,891
OSHKOSH TRUCK CORP EQUITY 688239201 476 9,773 SH DEFINED 6, 7, 8 9773
OSHKOSH TRUCK CORP CL B EQUITY 688239201 271 5,549 SH DEFINED 1 5,549
OSI PHARMACEUTICALS EQUITY 671040103 23 502 SH DEFINED 1 502
OSI PHARMACEUTICALS INC EQUITY 671040103 169 3,685 SH DEFINED 6, 7, 8 3685
OSMONICS INC EQUITY 688350107 51 3,629 SH DEFINED 1 3,629
OSMONICS INC EQUITY 688350107 48 3,391 SH DEFINED 6, 7, 8 3391
OTG SOFTWARE INC EQUITY 671059103 49 4,877 SH DEFINED 1 4,877
OTG SOFTWARE INC EQUITY 671059103 46 4,579 SH DEFINED 6, 7, 8 4579
OTTER TAIL CORP EQUITY 689648103 219 7,521 SH DEFINED 6, 7, 8 7521
OTTER TAIL POWER CO. EQUITY 689648103 229 7,862 SH DEFINED 1 7,862
OUTBACK STEAKHOUSE INC EQUITY 689899102 3185 93,000 SH DEFINED 6, 7, 8 93000
OUTBACK STEAKHOUSE INC. EQUITY 689899102 3206 93,615 SH DEFINED 1 93,615
OVERSEAS SHIPHOLDING GROU EQUITY 690368105 1136 50,492 SH DEFINED 6, 7, 8 50492
OVERSEAS SHIPHOLDING GROUP EQUITY 690368105 1144 50,853 SH DEFINED 1 50,853
OVERTURE SERVICES INC EQUITY 69039R100 207 5,841 SH DEFINED 1 5,841
OVERTURE SVCS INC EQUITY 69039R100 198 5,589 SH DEFINED 6, 7, 8 5589
OWENS & MINOR INC NEW EQUITY 690732102 186 10,036 SH DEFINED 6, 7, 8 10036
OWENS & MINOR, INC. EQUITY 690732102 196 10,621 SH DEFINED 1 10,621
OWENS ILL INC EQUITY 690768403 470 47,079 SH DEFINED 6, 7, 8 47079
OWENS-ILLINOIS, INC. EQUITY 690768403 490 49,054 SH DEFINED 1 49,054
OXFORD HEALTH PLANS INC EQUITY 691471106 4897 162,470 SH DEFINED 6, 7, 8 162470
OXFORD HEALTH PLANS, INC. EQUITY 691471106 4935 163,731 SH DEFINED 1 163,731
OXFORD INDS INC EQUITY 691497309 45 1,919 SH DEFINED 6, 7, 8 1919
OXFORD INDS INC. EQUITY 691497309 45 1,919 SH DEFINED 1 1,919
P C CONNECTION EQUITY 69318J100 28 1,877 SH DEFINED 6, 7, 8 1877
P F CHANGS CHINA BISTRO I EQUITY 69333Y108 125 2,633 SH DEFINED 6, 7, 8 2633
P G & E CORP. EQUITY 69331C108 3384 175,863 SH DEFINED 1 175,863
P. F. CHANGS CHINA BISTRO INC. EQUITY 69333Y108 129 2,730 SH DEFINED 1 2,730
PACCAR INC EQUITY 693718108 16 240 SH DEFINED 5 240
PACCAR INC EQUITY 693718108 2255 34,370 SH DEFINED 6, 7, 8 34370
PACCAR, INC EQUITY 693718108 2406 36,666 SH DEFINED 1 36,666
PACIFIC CAP BANCORP NEW EQUITY 69404P101 225 8,082 SH DEFINED 6, 7, 8 8082
PACIFIC CAPITAL BANCORP EQUITY 69404P101 234 8,438 SH DEFINED 1 8,438
PACIFIC CENTURY FINL CORP EQUITY 694058108 2432 93,919 SH DEFINED 1 93,919
PACIFIC CENTY FINL CORP EQUITY 694058108 2416 93,300 SH DEFINED 6, 7, 8 93300
PACIFIC NORTHWEST BANCORP EQUITY 69466M103 94 4,587 SH DEFINED 1 4,587
PACIFIC NORTHWEST BANCORP EQUITY 69466M103 91 4,438 SH DEFINED 6, 7, 8 4438
PACIFIC SUNWEAR CALIF INC EQUITY 694873100 170 8,336 SH DEFINED 6, 7, 8 8336
PACIFIC SUNWEAR OF CALIFORNIA EQUITY 694873100 177 8,662 SH DEFINED 1 8,662
PACIFICARE HEALTH SYS DEL EQUITY 695112102 815 50,947 SH DEFINED 6, 7, 8 50947
PACIFICARE HEALTH SYSTEMS INC CLASS A EQUITY 695112102 822 51,405 SH DEFINED 1 51,405
PACKAGING CORP AMER EQUITY 695156109 2537 139,800 SH DEFINED 6, 7, 8 139800
PACKAGING CORP OF AMERICA EQUITY 695156109 2338 128,794 SH DEFINED 1 128,794
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
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PACKETEER INC EQUITY 695210104 46 6,271 SH DEFINED 6, 7, 8 6271
PACKETEER, INC EQUITY 695210104 48 6,579 SH DEFINED 1 6,579
PACTIV CORP EQUITY 695257105 9 500 SH DEFINED 5 500
PACTIV CORP EQUITY 695257105 1195 67,340 SH DEFINED 6, 7, 8 67340
PACTIV CORPORATION EQUITY 695257105 1284 72,326 SH DEFINED 1 72,326
PAIN THERAPEUTICS INC EQUITY 69562K100 45 4,961 SH DEFINED 1 4,961
PAIN THERAPEUTICS INC EQUITY 69562K100 41 4,519 SH DEFINED 6, 7, 8 4519
PALL CORP EQUITY 696429307 1336 55,508 SH DEFINED 1 55,508
PALL CORP EQUITY 696429307 9 380 SH DEFINED 5 380
PALL CORP EQUITY 696429307 2208 91,780 SH DEFINED 6, 7, 8 91780
PALM HARBOR HOMES EQUITY 696639103 123 5,152 SH DEFINED 6, 7, 8 5152
PALM HARBOR HOMES, INC EQUITY 696639103 130 5,420 SH DEFINED 1 5,420
PALM INC EQUITY 696642107 7 1,780 SH DEFINED 5 1780
PALM INC EQUITY 696642107 932 240,180 SH DEFINED 6, 7, 8 240180
PALM, INC EQUITY 696642107 1010 260,286 SH DEFINED 1 260,286
PAN PACIFIC RETAIL COM EQUITY 69806L104 11109 386,800 SH Sole 3 328800 58000
PAN PACIFIC RETAIL PPTYS EQUITY 69806L104 221 7,685 SH DEFINED 6, 7, 8 7685
PAN PACIFIC RETAIL PROPERTIES EQUITY 69806L104 230 7,993 SH DEFINED 1 7,993
PANAMSAT CORP EQUITY 697933109 105 4,780 SH DEFINED 1 4,780
PANAMSAT CORP NEW EQUITY 697933109 99 4,520 SH DEFINED 6, 7, 8 4520
PANERA BREAD CO EQUITY 69840W108 145 2,787 SH DEFINED 6, 7, 8 2787
PANERA BREAD COMPANY CL A EQUITY 69840W108 153 2,934 SH DEFINED 1 2,934
PAPA JOHNS INTERNATIONAL, INC EQUITY 698813102 885 32,191 SH DEFINED 1 32,191
PAPA JOHNS INTL INC EQUITY 698813102 877 31,926 SH DEFINED 6, 7, 8 31926
PARADIGM GENETICS INC EQUITY 69900R106 29 5,085 SH DEFINED 1 5,085
PARADIGM GENETICS INC EQUITY 69900R106 28 4,965 SH DEFINED 6, 7, 8 4965
PARAMETRIC TECHNOLOGY COR EQUITY 699173100 6 820 SH DEFINED 5 820
PARAMETRIC TECHNOLOGY COR EQUITY 699173100 867 111,030 SH DEFINED 6, 7, 8 111030
PARAMETRIC TECHNOLOGY CORP. EQUITY 699173100 943 120,765 SH DEFINED 1 120,765
PAREXEL INTERNATIONAL CORP. EQUITY 699462107 119 8,308 SH DEFINED 1 8,308
PAREXEL INTL CORP EQUITY 699462107 114 7,970 SH DEFINED 6, 7, 8 7970
PARK ELECTROCHEMICAL CORP EQUITY 700416209 141 5,335 SH DEFINED 6, 7, 8 5335
PARK ELECTROCHEMICAL CORP. EQUITY 700416209 147 5,570 SH DEFINED 1 5,570
PARK NATIONAL CORP. EQUITY 700658107 331 3,570 SH DEFINED 1 3,570
PARK NATL CORP EQUITY 700658107 315 3,395 SH DEFINED 6, 7, 8 3395
PARK PL ENTMT CORP EQUITY 700690100 3356 366,000 SH DEFINED 6, 7, 8 366000
PARKER DRILLING CO EQUITY 701081101 102 27,738 SH DEFINED 6, 7, 8 27738
PARKER DRILLING CO. EQUITY 701081101 106 28,665 SH DEFINED 1 28,665
PARKER HANNIFIN CORP EQUITY 701094104 17 370 SH DEFINED 5 370
PARKER HANNIFIN CORP EQUITY 701094104 2402 52,330 SH DEFINED 6, 7, 8 52330
PARKER HANNIFIN CORP. EQUITY 701094104 2444 53,245 SH DEFINED 1 53,245
PARKERVISION INC EQUITY 701354102 51 2,410 SH DEFINED 6, 7, 8 2410
PARKERVISION, INC EQUITY 701354102 52 2,493 SH DEFINED 1 2,493
PARKWAY PPTYS INC EQUITY 70159Q104 90 2,705 SH DEFINED 6, 7, 8 2705
PARKWAY PPTYS INC COM EQUITY 70159Q104 515 15,500 SH Sole 3 15500
PARKWAY PROPERTIES, INC. EQUITY 70159Q104 93 2,805 SH DEFINED 1 2,805
PATHMARK STORES INC EQUITY 70322A101 245 9,954 SH DEFINED 1 9,954
PATHMARK STORES INC NEW EQUITY 70322A101 234 9,501 SH DEFINED 6, 7, 8 9501
PATINA OIL & GAS CORP EQUITY 703224105 156 5,670 SH DEFINED 1 5,670
PATINA OIL & GAS CORP EQUITY 703224105 150 5,469 SH DEFINED 6, 7, 8 5469
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
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PATTERSON DENTAL CO EQUITY 703412106 3364 82,200 SH DEFINED 6, 7, 8 82200
PATTERSON DENTAL CO EQUITY 703412106 5235 127,900 SH DEFINED 2 127900
PATTERSON DENTAL CO. EQUITY 703412106 3392 82,864 SH DEFINED 1 82,864
PATTERSON UTI ENERGY INC EQUITY 703481101 2163 92,800 SH DEFINED 6, 7, 8 92800
PATTERSON UTI ENERGY INC EQUITY 703481101 4280 183,600 SH DEFINED 2 183600
PATTERSON-UTI ENERGY INC EQUITY 703481101 2187 93,828 SH DEFINED 1 93,828
PAXAR CORP EQUITY 704227107 745 52,486 SH DEFINED 6, 7, 8 52486
PAXAR CORP. EQUITY 704227107 755 53,172 SH DEFINED 1 53,172
PAXSON COMMUNICATIONS COR EQUITY 704231109 95 9,061 SH DEFINED 6, 7, 8 9061
PAXSON COMMUNICATIONS CORP. EQUITY 704231109 98 9,366 SH DEFINED 1 9,366
PAYCHEX INC EQUITY 704326107 57963 1,663,203 SH Sole 3 1580044 83159
PAYCHEX INC EQUITY 704326107 41 1,170 SH DEFINED 5 1170
PAYCHEX INC EQUITY 704326107 6984 199,310 SH DEFINED 6, 7, 8 199310
PAYCHEX INC EQUITY 704326107 6983 199,300 SH DEFINED 2 199300
PAYCHEX, INC. EQUITY 704326107 7259 208,300 SH DEFINED 1 208,300
PAYLESS SHOESOURCE INC EQUITY 704379106 2589 46,100 SH DEFINED 6, 7, 8 46100
PAYLESS SHOESOURCE, INC. EQUITY 704379106 1534 27,321 SH DEFINED 1 27,321
PC CONNECTION INC EQUITY 69318J100 29 1,933 SH DEFINED 1 1,933
PC-TEL INC. EQUITY 69325Q105 45 4,636 SH DEFINED 1 4,636
PC-TEL INC EQUITY 69325Q105 42 4,372 SH DEFINED 6, 7, 8 4372
PDI INC EQUITY 69329V100 136 6,087 SH DEFINED 6, 7, 8 6087
PEABODY ENERGY CORP EQUITY 704549104 3 118 SH DEFINED 1 118
PEC SOLUTIONS INC EQUITY 705107100 19 506 SH DEFINED 1 506
PEC SOLUTIONS INC EQUITY 705107100 16 438 SH DEFINED 6, 7, 8 438
PECO II INC EQUITY 705221109 28 4,733 SH DEFINED 1 4,733
PECO II INC EQUITY 705221109 25 4,198 SH DEFINED 6, 7, 8 4198
PEDIATRIX MED GROUP EQUITY 705324101 222 6,539 SH DEFINED 6, 7, 8 6539
PEDIATRIX MEDICAL GROUP EQUITY 705324101 232 6,834 SH DEFINED 1 6,834
PEGASUS COMMUNICATIONS CO EQUITY 705904100 134 12,874 SH DEFINED 6, 7, 8 12874
PEGASUS SATELLITE EQUITY 705904100 141 13,540 SH DEFINED 1 13,540
PEGASUS SOLUTIONS INC EQUITY 705906105 108 7,593 SH DEFINED 6, 7, 8 7593
PEGASUS SOLUTIONS INC. EQUITY 705906105 113 7,952 SH DEFINED 1 7,952
PEMSTAR INC EQUITY 706552106 76 6,307 SH DEFINED 1 6,307
PEMSTAR INC EQUITY 706552106 73 6,044 SH DEFINED 6, 7, 8 6044
PENN ENGINERRING & MFG CORP EQUITY 707389300 65 3,908 SH DEFINED 1 3,908
PENN ENGR & MFG CORP EQUITY 707389300 62 3,728 SH DEFINED 6, 7, 8 3728
PENN NATIONAL GAMING, INC. EQUITY 707569109 81 2,656 SH DEFINED 1 2,656
PENN NATL GAMING INC EQUITY 707569109 76 2,514 SH DEFINED 6, 7, 8 2514
PENN VA CORP EQUITY 707882106 87 2,537 SH DEFINED 6, 7, 8 2537
PENN VIRGINIA CORPORATION EQUITY 707882106 91 2,675 SH DEFINED 1 2,675
PENNEY J C INC EQUITY 708160106 22 820 SH DEFINED 5 820
PENNEY J C INC EQUITY 708160106 3000 111,540 SH DEFINED 6, 7, 8 111540
PENNFED FINANCIAL SVCS INC EQUITY 708167101 47 1,884 SH DEFINED 1 1,884
PENNFED FINL SVCS INC EQUITY 708167101 47 1,884 SH DEFINED 6, 7, 8 1884
PENNSYLVANIA REAL ESTATE INV. EQUITY 709102107 97 4,193 SH DEFINED 1 4,193
PENNSYLVANIA RL ESTATE IN EQUITY 709102107 94 4,031 SH DEFINED 6, 7, 8 4031
PENNZOIL QUAKER ST CO EQUITY 709323109 2831 195,900 SH DEFINED 2 195900
PENNZOIL-QUAKER STATE CO. EQUITY 709323109 1781 123,230 SH DEFINED 1 123,230
PENNZOIL-QUAKER STATE COM EQUITY 709323109 1764 122,101 SH DEFINED 6, 7, 8 122101
PENTAIR INC EQUITY 709631105 2406 65,900 SH DEFINED 6, 7, 8 65900
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
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PENTAIR INC. EQUITY 709631105 2190 59,983 SH DEFINED 1 59,983
PENTON MEDIA INC EQUITY 709668107 50 7,997 SH DEFINED 1 7,997
PENTON MEDIA INC EQUITY 709668107 47 7,476 SH DEFINED 6, 7, 8 7476
PENWEST PHARMACEUTICALS C EQUITY 709754105 77 3,852 SH DEFINED 6, 7, 8 3852
PENWEST PHARMACEUTICALS CO EQUITY 709754105 81 4,051 SH DEFINED 1 4,051
PEOPLES BANK EQUITY 710198102 3 148 SH DEFINED 1 148
PEOPLES ENERGY CORP EQUITY 711030106 4 110 SH DEFINED 5 110
PEOPLES ENERGY CORP EQUITY 711030106 1465 38,613 SH DEFINED 6, 7, 8 38613
PEOPLES ENERGY CORP. EQUITY 711030106 12379 326,377 SH DEFINED 1 326,377
PEOPLES HLDG CO EQUITY 711148106 70 1,899 SH DEFINED 6, 7, 8 1899
PEOPLES HOLDING COMPANY EQUITY 711148106 74 1,990 SH DEFINED 1 1,990
PEOPLESOFT INC EQUITY 712713106 38 950 SH DEFINED 5 950
PEOPLESOFT INC EQUITY 712713106 5532 137,600 SH DEFINED 6, 7, 8 137600
PEOPLESOFT INC EQUITY 712713106 11960 297,500 SH DEFINED 2 297500
PEOPLESOFT, INC. EQUITY 712713106 5824 144,870 SH DEFINED 1 144,870
PEP BOYS MANNY MOE & JACK EQUITY 713278109 250 14,588 SH DEFINED 6, 7, 8 14588
PEP BOYS-MANNY, MOE & JACK EQUITY 713278109 261 15,238 SH DEFINED 1 15,238
PEPSI BOTTLING EQUITY 713409100 3033 129,048 SH DEFINED 1 129,048
PEPSI BOTTLING GROUP INC EQUITY 713409100 21 890 SH DEFINED 5 890
PEPSI BOTTLING GROUP INC EQUITY 713409100 2821 120,040 SH DEFINED 6, 7, 8 120040
PEPSIAMERICAS INC EQUITY 71343P200 2621 189,907 SH DEFINED 1 189,907
PEPSIAMERICAS INC EQUITY 71343P200 2612 189,300 SH DEFINED 6, 7, 8 189300
PEPSICO INC EQUITY 713448108 266 5,470 SH DEFINED 5 5470
PEPSICO INC EQUITY 713448108 43984 903,352 SH DEFINED 6, 7, 8 903352
PEPSICO INC EQUITY 713448108 6075 124,775 SH DEFINED 2 124775
PEPSICO, INC. EQUITY 713448108 46128 947,376 SH DEFINED 1 947,376
PEPSI-GEMEX S.A.- SPONS GDR EQUITY 713435105 829 124,100 SH DEFINED 1 124,100
PEREGRINE PHARMACEUTICALS EQUITY 713661106 100 29,206 SH DEFINED 6, 7, 8 29206
PEREGRINE PHARMACEUTICALS INC EQUITY 713661106 105 30,575 SH DEFINED 1 30,575
PEREGRINE SYSTEMS INC EQUITY 71366Q101 82 5,540 SH DEFINED 6, 7, 8 5540
PEREGRINE SYSTEMS, INC. EQUITY 71366Q101 33 2,200 SH DEFINED 1 2,200
PEREZ COMPANC SA- SPON ADR EQUITY 71367B103 555 44,400 SH DEFINED 1 44,400
PERFORMANCE FOOD GROUP CO EQUITY 713755106 590 16,775 SH DEFINED 6, 7, 8 16775
PERFORMANCE FOOD GROUP CO. EQUITY 713755106 462 13,150 SH DEFINED 1 13,150
PERFORMANCE TECHNOLOGIES EQUITY 71376K102 37 2,814 SH DEFINED 6, 7, 8 2814
PERFORMANCE TECHNOLOGIES INC EQUITY 71376K102 42 3,134 SH DEFINED 1 3,134
PERICOM SEMICONDUCTOR COR EQUITY 713831105 97 6,688 SH DEFINED 6, 7, 8 6688
PERICOM SEMICONDUCTOR CORP EQUITY 713831105 101 6,987 SH DEFINED 1 6,987
PERINI CORP EQUITY 713839108 32965 4,709,357 SH DEFINED 1 4,709,357
PERINI CORP EQUITY 713839108 24 3,475 SH DEFINED 6, 7, 8 3475
PERKINELMER INC EQUITY 714046109 14 390 SH DEFINED 5 390
PERKINELMER INC EQUITY 714046109 3621 103,411 SH DEFINED 6, 7, 8 103411
PERKINELMER INC. EQUITY 714046109 3779 107,920 SH DEFINED 1 107,920
PEROT SYS CORP EQUITY 714265105 362 17,708 SH DEFINED 6, 7, 8 17708
PEROT SYSTEM CORP. EQUITY 714265105 379 18,562 SH DEFINED 1 18,562
PERRIGO CO EQUITY 714290103 1263 106,889 SH DEFINED 6, 7, 8 106889
PERRIGO CO. EQUITY 714290103 1275 107,864 SH DEFINED 1 107,864
PER-SE TECHNOLOGIES EQUITY 713569309 100 9,338 SH DEFINED 1 9,338
PER-SE TECHNOLOGIES INC EQUITY 713569309 4 377 SH DEFINED 6, 7 377
PER-SE TECHNOLOGIES INC EQUITY 713569309 92 8,592 SH DEFINED 6, 7, 8 8592
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
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PETROLEO BRASILEIRO S.A. - ADR EQUITY 71654V101 1729 77,800 SH DEFINED 1 77,800
PETROLEO BRASILEIRO S.A. ADR EQUITY 71654V408 997 42,800 SH DEFINED 1 42,800
PETROQUEST ENERGY INC EQUITY 716748108 37 6,861 SH DEFINED 1 6,861
PETROQUEST ENERGY INC EQUITY 716748108 34 6,447 SH DEFINED 6, 7, 8 6447
PETSMART INC EQUITY 716768106 297 30,135 SH DEFINED 6, 7, 8 30135
PETSMART, INC EQUITY 716768106 313 31,783 SH DEFINED 1 31,783
PF CHANGS CHINA BISTRO COM EQUITY 69333Y108 10695 226,100 SH Sole 3 226100
PFF BANCORP INC EQUITY 69331W104 102 3,705 SH DEFINED 6, 7, 8 3705
PFF BANCORP, INC. EQUITY 69331W104 109 3,942 SH DEFINED 1 3,942
PFIZER INC EQUITY 717081103 1183 29,696 SH DEFINED 2 29696
PFIZER INC EQUITY 717081103 783 19,650 SH DEFINED 5 19650
PFIZER INC EQUITY 717081103 123751 3,105,411 SH DEFINED 6, 7, 8 3105411
PFIZER INC EQUITY 717081103 31536 791,365 SH DEFINED 2 791365
PFIZER, INC. EQUITY 717081103 176750 4,435,379 SH DEFINED 1 4,435,379
PG&E CORP EQUITY 69331C108 23 1,210 SH DEFINED 5 1210
PG&E CORP EQUITY 69331C108 3150 163,730 SH DEFINED 6, 7, 8 163730
PHARMACEUTICAL PRODUCT DEVELOPMENT EQUITY 717124101 15 453 SH DEFINED 1 453
PHARMACEUTICAL RES INC EQUITY 717125108 173 5,112 SH DEFINED 6, 7, 8 5112
PHARMACEUTICAL RES INC COM EQUITY 717125108 181 5,346 SH DEFINED 1 5,346
PHARMACIA CORP EQUITY 71713U102 172 4,030 SH DEFINED 5 4030
PHARMACIA CORP EQUITY 71713U102 24534 575,230 SH DEFINED 6, 7, 8 575230
PHARMACIA CORP EQUITY 71713U102 12093 283,539 SH DEFINED 2 283539
PHARMACIA CORPORATION EQUITY 71713U102 42871 1,005,180 SH DEFINED 1 1,005,180
PHARMACOPEIA INC EQUITY 71713B104 93 6,664 SH DEFINED 1 6,664
PHARMACOPEIA INC EQUITY 71713B104 88 6,350 SH DEFINED 6, 7, 8 6350
PHARMACYCLICS INC EQUITY 716933106 48 4,786 SH DEFINED 6, 7, 8 4786
PHARMACYCLICS INC. EQUITY 716933106 50 5,000 SH DEFINED 1 5,000
PHARMOS CORP EQUITY 717139208 39 16,630 SH DEFINED 1 16,630
PHARMOS CORP EQUITY 717139208 37 15,827 SH DEFINED 6, 7, 8 15827
Phelps Dodge CORPBOND 717265AK8 2939 3,000,000 PRN DEFINED 4 3,000,000
PHELPS DODGE CORP EQUITY 717265102 8 250 SH DEFINED 5 250
PHELPS DODGE CORP EQUITY 717265102 1078 33,260 SH DEFINED 6, 7, 8 33260
PHELPS DODGE CORP. EQUITY 717265102 1158 35,732 SH DEFINED 1 35,732
PHILADELPHIA CONS HLDG CO EQUITY 717528103 118 3,129 SH DEFINED 6, 7, 8 3129
PHILADELPHIA CONS. HLDG. CO. EQUITY 717528103 125 3,324 SH DEFINED 1 3,324
PHILADELPHIA SUBN CORP EQUITY 718009608 395 17,523 SH DEFINED 6, 7, 8 17523
PHILADELPHIA SUBURBAN CORP. EQUITY 718009608 412 18,278 SH DEFINED 1 18,278
PHILIP MORRIS COMPANIES, INC. EQUITY 718154107 80081 1,746,595 SH DEFINED 1 1,746,595
PHILIP MORRIS COS INC EQUITY 718154107 310 6,770 SH DEFINED 5 6770
PHILIP MORRIS COS INC EQUITY 718154107 44295 966,090 SH DEFINED 6, 7, 8 966090
PHILIP MORRIS COS INC EQUITY 718154107 12053 262,885 SH DEFINED 2 262885
PHILLIPINES LONG DISTANCE TELE ADR EQUITY 718252604 206 25,000 SH DEFINED 1 25,000
PHILLIPS PETE CO EQUITY 718507106 72 1,190 SH DEFINED 5 1190
PHILLIPS PETE CO EQUITY 718507106 10315 171,180 SH DEFINED 6, 7, 8 171180
PHILLIPS PETROLEUM CO. EQUITY 718507106 10856 180,149 SH DEFINED 1 180,149
PHILLIPS VAN HEUSEN CORP EQUITY 718592108 80 7,294 SH DEFINED 6, 7, 8 7294
PHILLIPS-VAN HEUSEN CORP. EQUITY 718592108 82 7,525 SH DEFINED 1 7,525
PHOENIX COS INC NEW EQUITY 71902E109 1025 55,400 SH DEFINED 6, 7, 8 55400
PHOENIX TECHNOLOGIES, LTD. EQUITY 719153108 89 7,611 SH DEFINED 1 7,611
PHOENIX TECHNOLOGY LTD EQUITY 719153108 85 7,275 SH DEFINED 6, 7, 8 7275
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
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PHOTON DYNAMICS EQUITY 719364101 178 3,897 SH DEFINED 1 3,897
PHOTON DYNAMICS INC EQUITY 719364101 169 3,712 SH DEFINED 6, 7, 8 3712
PHOTRONICS INC EQUITY 719405102 485 15,482 SH DEFINED 6, 7, 8 15482
PHOTRONICS INC. EQUITY 719405102 250 7,969 SH DEFINED 1 7,969
PICO HLDGS INC EQUITY 693366205 43 3,437 SH DEFINED 6, 7, 8 3437
PICO HOLDINGS INC EQUITY 693366205 44 3,537 SH DEFINED 1 3,537
PIEDMONT NAT GAS INC EQUITY 720186105 350 9,789 SH DEFINED 6, 7, 8 9789
PIEDMONT NATURAL GAS CO., INC. EQUITY 720186105 370 10,348 SH DEFINED 1 10,348
PIER 1 IMPORTS INC EQUITY 720279108 512 29,521 SH DEFINED 6, 7, 8 29521
PIER 1 IMPORTS, INC. EQUITY 720279108 537 30,992 SH DEFINED 1 30,992
PILGRIMS PRIDE CORP EQUITY 721467108 65 4,826 SH DEFINED 6, 7, 8 4826
PILGRIMS PRIDE CORP. EQUITY 721467108 67 4,980 SH DEFINED 1 4,980
PINNACLE ENTMT INC EQUITY 723456109 36 5,929 SH DEFINED 6, 7, 8 5929
PINNACLE HLDGS INC EQUITY 72346N101 4 12,806 SH DEFINED 6, 7, 8 12806
PINNACLE HOLDINGS, INC. EQUITY 72346N101 5 13,495 SH DEFINED 1 13,495
PINNACLE PARTNER EQUITY 873168108 5578 118,307 SH DEFINED 1 118,307
PINNACLE SYS INC EQUITY 723481107 136 17,141 SH DEFINED 6, 7, 8 17141
PINNACLE SYSTEMS, INC. EQUITY 723481107 142 17,883 SH DEFINED 1 17,883
PINNACLE WEST CAP CORP EQUITY 723484101 11 270 SH DEFINED 5 270
PINNACLE WEST CAP CORP EQUITY 723484101 2148 51,320 SH DEFINED 6, 7, 8 51320
PINNACLE WEST CAPITAL CORP. EQUITY 723484101 1609 38,443 SH DEFINED 1 38,443
PIONEER NAT RES CO EQUITY 723787107 2490 129,300 SH DEFINED 6, 7, 8 129300
PIONEER NATURAL RESOURCES CORP EQUITY 723787107 2505 130,065 SH DEFINED 1 130,065
PIONEER STD ELECTRS INC EQUITY 723877106 113 8,886 SH DEFINED 6, 7, 8 8886
PIONEER-STANDARD ELECTRONICS EQUITY 723877106 118 9,314 SH DEFINED 1 9,314
PITNEY BOWES INC EQUITY 724479100 29 760 SH DEFINED 5 760
PITNEY BOWES INC EQUITY 724479100 4944 131,450 SH DEFINED 6, 7, 8 131450
PITNEY BOWES INC EQUITY 724479100 6125 162,857 SH DEFINED 2 162857
PITNEY BOWES, INC. EQUITY 724479100 4178 111,084 SH DEFINED 1 111,084
PITT DESMOINES INC EQUITY 724508106 45 1,438 SH DEFINED 6, 7, 8 1438
PITT-DES MOINES, INC. EQUITY 724508106 48 1,548 SH DEFINED 1 1,548
PITTSTON BRINK'S GROUP EQUITY 725701106 1840 83,262 SH DEFINED 1 83,262
PITTSTON CO EQUITY 725701106 1824 82,542 SH DEFINED 6, 7, 8 82542
PIXAR INC EQUITY 725811103 8 213 SH DEFINED 1 213
PIXELWORKS INC EQUITY 72581M107 105 6,547 SH DEFINED 1 6,547
PIXELWORKS INC EQUITY 72581M107 101 6,277 SH DEFINED 6, 7, 8 6277
PLACER DOME INC EQUITY 725906101 11 1,030 SH DEFINED 5 1030
PLACER DOME INC EQUITY 725906101 1515 138,870 SH DEFINED 6, 7, 8 138870
PLACER DOME INC. EQUITY 725906101 1599 146,604 SH DEFINED 1 146,604
PLAINS RES INC EQUITY 726540503 170 6,890 SH DEFINED 6, 7, 8 6890
PLAINS RESOURCES, INC. EQUITY 726540503 177 7,192 SH DEFINED 1 7,192
PLANAR SYS INC EQUITY 726900103 63 3,009 SH DEFINED 6, 7, 8 3009
PLANAR SYSTEMS, INC. EQUITY 726900103 67 3,163 SH DEFINED 1 3,163
PLANTRONICS INC NEW EQUITY 727493108 1717 66,958 SH DEFINED 6, 7, 8 66958
PLANTRONICS, INC. EQUITY 727493108 1729 67,429 SH DEFINED 1 67,429
PLATO LEARNING INC EQUITY 72764Y100 70 4,214 SH DEFINED 1 4,214
PLATO LEARNING INC EQUITY 72764Y100 67 4,019 SH DEFINED 6, 7, 8 4019
PLAYBOY ENTERPRISES INC EQUITY 728117300 68 4,017 SH DEFINED 6, 7, 8 4017
PLAYBOY ENTERPRISES, INC. EQUITY 728117300 72 4,263 SH DEFINED 1 4,263
PLAYTEX PRODS INC EQUITY 72813P100 84 8,566 SH DEFINED 6, 7, 8 8566
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
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PLAYTEX PRODUCTS, INC. EQUITY 72813P100 88 8,982 SH DEFINED 1 8,982
PLEXUS CORP EQUITY 729132100 1824 68,665 SH DEFINED 6, 7, 8 68665
PLEXUS CORP. EQUITY 729132100 1680 63,241 SH DEFINED 1 63,241
PLUG POWER INC EQUITY 72919P103 1 127 SH DEFINED 1 127
PLUM CREEK TIMBER CO COM EQUITY 729251108 9928 350,200 SH Sole 3 297500 52700
PLUM CREEK TIMBER CO INC EQUITY 729251108 47 1,666 SH DEFINED 1 1,666
PLX TECHNOLOGY INC EQUITY 693417107 62 4,891 SH DEFINED 6, 7, 8 4891
PLX TECHNOLOGY, INC. EQUITY 693417107 66 5,195 SH DEFINED 1 5,195
PMA CAP CORP EQUITY 693419202 103 5,320 SH DEFINED 6, 7, 8 5320
PMA CAPITAL CORP. EQUITY 693419202 106 5,501 SH DEFINED 1 5,501
PMC-SIERRA INC EQUITY 69344F106 11 520 SH DEFINED 5 520
PMC-SIERRA INC EQUITY 69344F106 1571 73,880 SH DEFINED 6, 7, 8 73880
PMC-SIERRA, INC. EQUITY 69344F106 1704 80,133 SH DEFINED 1 80,133
PMI GROUP INC EQUITY 69344M101 4600 68,650 SH DEFINED 6, 7, 8 68650
PMI GROUP INC COM EQUITY 69344M101 48242 719,920 SH Sole 3 705420 14500
PMI GROUP, INC. EQUITY 69344M101 4627 69,054 SH DEFINED 1 69,054
PNC FINANCIAL SERVICES EQUITY 693475105 7992 142,205 SH DEFINED 1 142,205
PNC FINL SVCS GROUP INC EQUITY 693475105 50 890 SH DEFINED 5 890
PNC FINL SVCS GROUP INC EQUITY 693475105 7616 135,520 SH DEFINED 6, 7, 8 135520
PNC FINL SVCS GROUP INC EQUITY 693475105 7806 138,900 SH DEFINED 2 138900
PNC Funding Corp CORPBOND 69347CAA8 4945 5,000,000 PRN DEFINED 4 5,000,000
POGO PRODUCING CO EQUITY 730448107 13 513 SH DEFINED 1 513
POGO PRODUCING CO COM EQUITY 730448107 35302 1,343,796 SH Sole 3 1320126 23670
POHANG IRON AND STEEL COMPANY ADR EQUITY 730450103 460 20,000 SH DEFINED 1 20,000
POLARIS INDS INC EQUITY 731068102 401 6,943 SH DEFINED 6, 7, 8 6943
POLARIS INDUSTRIES, INC. EQUITY 731068102 418 7,235 SH DEFINED 1 7,235
POLO RALPH LAUREN CO EQUITY 731572103 12 454 SH DEFINED 1 454
POLYCOM INC EQUITY 73172K104 3930 114,245 SH DEFINED 6, 7, 8 114245
POLYCOM INC COM EQUITY 73172K104 26418 775,400 SH Sole 3 700900 74500
POLYCOM, INC. EQUITY 73172K104 3771 110,683 SH DEFINED 1 110,683
POLYMEDICA CORP EQUITY 731738100 58 3,506 SH DEFINED 1 3,506
POLYMEDICA CORP EQUITY 731738100 55 3,331 SH DEFINED 6, 7, 8 3331
POLYONE CORP EQUITY 73179P106 244 24,879 SH DEFINED 6, 7, 8 24879
POLYONE CORPORATION EQUITY 73179P106 257 26,213 SH DEFINED 1 26,213
POMEROY COMPUTER RES EQUITY 731822102 43 3,206 SH DEFINED 6, 7, 8 3206
POMEROY COMPUTER RESOURCES EQUITY 731822102 46 3,441 SH DEFINED 1 3,441
POPE & TALBOT INC EQUITY 732827100 72 5,018 SH DEFINED 6, 7, 8 5018
POPE & TALBOT, INC. EQUITY 732827100 75 5,298 SH DEFINED 1 5,298
POPULAR INC EQUITY 733174106 31 1,061 SH DEFINED 1 1,061
PORT FINANCIAL CORPORATION EQUITY 734119100 61 2,323 SH DEFINED 1 2,323
PORT FINL CORP EQUITY 734119100 56 2,143 SH DEFINED 6, 7, 8 2143
PORTAL SOFTWARE EQUITY 736126103 61 29,472 SH DEFINED 1 29,472
PORTAL SOFTWARE INC EQUITY 736126103 59 28,255 SH DEFINED 6, 7, 8 28255
POSSIS MEDICAL INC EQUITY 737407106 89 5,122 SH DEFINED 1 5,122
POSSIS MEDICAL INC EQUITY 737407106 85 4,851 SH DEFINED 6, 7, 8 4851
POST PPTYS INC EQUITY 737464107 440 12,384 SH DEFINED 6, 7, 8 12384
POST PROPERTIES, INC. EQUITY 737464107 10716 301,775 SH DEFINED 1 301,775
POTLATCH CORP EQUITY 737628107 1274 43,464 SH DEFINED 6, 7, 8 43464
POTLATCH CORP. EQUITY 737628107 1288 43,913 SH DEFINED 1 43,913
Potomac Edison CORPBOND 737662BB1 8240 8,000,000 PRN DEFINED 4 8,000,000
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
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POTOMAC ELEC PWR CO EQUITY 737679100 3961 175,500 SH DEFINED 6, 7, 8 175500
POTOMAC ELECTRIC POWER CO. EQUITY 737679100 3979 176,298 SH DEFINED 1 176,298
POWELL INDS INC EQUITY 739128106 34 1,813 SH DEFINED 6, 7, 8 1813
POWELL INDUSTRIES INC EQUITY 739128106 36 1,925 SH DEFINED 1 1,925
POWER INTEGRATIONS INC EQUITY 739276103 384 16,802 SH DEFINED 6, 7, 8 16802
POWER INTEGRATIONS, INC. EQUITY 739276103 179 7,857 SH DEFINED 1 7,857
POWER-ONE , INC. EQUITY 739308104 374 35,883 SH DEFINED 1 35,883
POWER-ONE INC EQUITY 739308104 3 250 SH DEFINED 5 250
POWER-ONE INC EQUITY 739308104 488 46,845 SH DEFINED 6, 7, 8 46845
POWERWAVE TECHNOLOGIES IN EQUITY 739363109 1652 95,604 SH DEFINED 6, 7, 8 95604
POWERWAVE TECHNOLOGIES INC EQUITY 739363109 1667 96,462 SH DEFINED 1 96,462
POZEN INC EQUITY 73941U102 29 5,597 SH DEFINED 6, 7, 8 5597
POZEN INC. EQUITY 73941U102 30 5,798 SH DEFINED 1 5,798
PPG INDS INC EQUITY 693506107 27 530 SH DEFINED 5 530
PPG INDS INC EQUITY 693506107 5057 97,770 SH DEFINED 6, 7, 8 97770
PPG INDUSTRIES, INC. EQUITY 693506107 5331 103,082 SH DEFINED 1 103,082
PPL CORP EQUITY 69351T106 16 460 SH DEFINED 5 460
PPL CORP EQUITY 69351T106 2855 81,910 SH DEFINED 6, 7, 8 81910
PPL CORPORATION EQUITY 69351T106 3015 86,502 SH DEFINED 1 86,502
PRAECIS PHARMACEUTICALS I EQUITY 739421105 85 14,636 SH DEFINED 6, 7, 8 14636
PRAECIS PHARMACEUTICALS INC EQUITY 739421105 91 15,599 SH DEFINED 1 15,599
PRAXAIR INC EQUITY 74005P104 28 500 SH DEFINED 5 500
PRAXAIR INC EQUITY 74005P104 6026 109,060 SH DEFINED 6, 7, 8 109060
PRAXAIR INC EQUITY 74005P104 4221 76,400 SH DEFINED 2 76400
PRAXAIR, INC. EQUITY 74005P104 6304 114,106 SH DEFINED 1 114,106
PRE PAID LEGAL SVCS INC EQUITY 740065107 97 4,419 SH DEFINED 6, 7, 8 4419
PRECISE SOFTWARE SOLUTION EQUITY M41450103 296 14,308 SH DEFINED 6, 7, 8 14308
PRECISION CASTPARTS CORP EQUITY 740189105 1768 62,600 SH DEFINED 6, 7, 8 62600
PRECISION CASTPARTS CORP. EQUITY 740189105 1781 63,041 SH DEFINED 1 63,041
PRENTISS PPTYS TR EQUITY 740706106 275 10,008 SH DEFINED 6, 7, 8 10008
PRENTISS PROPERTIES TRUST EQUITY 740706106 287 10,471 SH DEFINED 1 10,471
PREPAID LEGAL SERVICES, INC. EQUITY 740065107 102 4,642 SH DEFINED 1 4,642
PRESIDENTIAL LIFE CORP EQUITY 740884101 143 6,967 SH DEFINED 6, 7, 8 6967
PRESIDENTIAL LIFE CORP. EQUITY 740884101 149 7,240 SH DEFINED 1 7,240
PRESSTEK INC EQUITY 741113104 85 9,269 SH DEFINED 1 9,269
PRESSTEK INC EQUITY 741113104 81 8,806 SH DEFINED 6, 7, 8 8806
PRI AUTOMATION INC EQUITY 69357H106 212 10,351 SH DEFINED 6, 7, 8 10351
PRI AUTOMATION INC. EQUITY 69357H106 148 7,250 SH DEFINED 1 7,250
PRICE COMMUNICATIONS CO. EQUITY 741437305 1839 96,328 SH DEFINED 1 96,328
PRICE COMMUNICATIONS CORP EQUITY 741437305 1824 95,573 SH DEFINED 6, 7, 8 95573
PRICE LEGACY CORP PFD EQUITY 74144P205 89 5,900 SH DEFINED 1 5,900
PRICE T ROWE GROUP INC EQUITY 74144T108 14 390 SH DEFINED 5 390
PRICE T ROWE GROUP INC EQUITY 74144T108 1813 52,190 SH DEFINED 6, 7, 8 52190
PRICELINE COM INC EQUITY 741503106 173 29,643 SH DEFINED 6, 7, 8 29643
PRICELINE.COM INC. EQUITY 741503106 180 30,945 SH DEFINED 1 30,945
PRICESMART INC EQUITY 741511109 41 1,180 SH DEFINED 6, 7, 8 1180
PRICESMART, INC. EQUITY 741511109 44 1,249 SH DEFINED 1 1,249
PRIDE INTERNATIONAL EQUITY 74153Q102 2456 162,672 SH DEFINED 1 162,672
PRIDE INTL INC DEL EQUITY 74153Q102 2624 173,775 SH DEFINED 6, 7, 8 173775
PRIMA ENERGY CORP EQUITY 741901201 64 2,958 SH DEFINED 1 2,958
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
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PRIMA ENERGY CORP EQUITY 741901201 61 2,785 SH DEFINED 6, 7, 8 2785
PRIME GROUP REALTY TRUST EQUITY 74158J103 19 2,082 SH DEFINED 1 2,082
PRIME GROUP REALTY TRUST EQUITY 74158J103 17 1,846 SH DEFINED 6, 7, 8 1846
PRIME HOSPITALITY CORP EQUITY 741917108 159 14,357 SH DEFINED 6, 7, 8 14357
PRIME HOSPITALITY CORP. EQUITY 741917108 165 14,943 SH DEFINED 1 14,943
PRIMEDIA INC EQUITY 74157K853 20 3,153 SH DEFINED 1 3,153
PRINCETON REVIEW INC EQUITY 742352107 3686 481,800 SH DEFINED 2 481800
PRINCIPAL FINANCIAL GROUP EQUITY 74251V102 696 29,000 SH DEFINED 6, 7, 8 29000
PRIORITY HEALTHCARE EQUITY 74264T102 8 231 SH DEFINED 1 231
PRIORITY HEALTHCARE CORP EQUITY 74264T102 242 6,865 SH DEFINED 6, 7, 8 6865
PRIORITY HEALTHCARE CORP EQUITY 74264T102 1760 50,000 SH DEFINED 2 50000
PRIVATE MEDIA GROUP INC EQUITY 74266R104 41 4,190 SH DEFINED 1 4,190
PRIVATE MEDIA GROUP INC EQUITY 74266R104 40 4,062 SH DEFINED 6, 7, 8 4062
PRIZE ENERGY CORP EQUITY 74267L106 29 1,253 SH DEFINED 1 1,253
PRIZE ENERGY CORP EQUITY 74267L106 29 1,253 SH DEFINED 6, 7, 8 1253
PROASSURANCE CORP EQUITY 74267C106 129 7,330 SH DEFINED 6, 7, 8 7330
PROASSURANCE CORPORATION EQUITY 74267C106 133 7,581 SH DEFINED 1 7,581
PROBUSINESS SERVICES INC EQUITY 742674104 94 5,008 SH DEFINED 6, 7, 8 5008
PROBUSINESS SERVICES INC. EQUITY 742674104 99 5,288 SH DEFINED 1 5,288
PROCTER & GAMBLE CO EQUITY 742718109 320 4,050 SH DEFINED 5 4050
PROCTER & GAMBLE CO EQUITY 742718109 52174 659,340 SH DEFINED 6, 7, 8 659340
PROCTER & GAMBLE CO. EQUITY 742718109 54721 691,536 SH DEFINED 1 691,536
PROCTER + GAMBLE CO EQUITY 742718109 4843 61,200 SH DEFINED 2 61200
PROFESSIONAL DETAILING, INC. EQUITY 69329V100 51 2,290 SH DEFINED 1 2,290
PROFIT RECOVERY GROUP INT EQUITY 743168106 94 11,535 SH DEFINED 6, 7, 8 11535
PROGENICS PHARMACEUTICALS EQUITY 743187106 44 2,391 SH DEFINED 1 2,391
PROGENICS PHARMACEUTICALS EQUITY 743187106 42 2,259 SH DEFINED 6, 7, 8 2259
Progress Energy EQUITY 743263105 7880 175,000 SH DEFINED 4 175,000
PROGRESS ENERGY INC EQUITY 743263105 31 680 SH DEFINED 5 680
PROGRESS ENERGY INC EQUITY 743263105 4166 92,510 SH DEFINED 6, 7, 8 92510
PROGRESS ENERGY INC. EQUITY 743263105 4489 99,689 SH DEFINED 1 99,689
PROGRESS SOFTWARE CORP EQUITY 743312100 145 8,384 SH DEFINED 6, 7, 8 8384
PROGRESS SOFTWARE CORP. EQUITY 743312100 153 8,837 SH DEFINED 1 8,837
PROGRESSIVE CORP OHIO EQUITY 743315103 34 230 SH DEFINED 5 230
PROGRESSIVE CORP OHIO EQUITY 743315103 4630 31,010 SH DEFINED 6, 7, 8 31010
PROGRESSIVE CORP. EQUITY 743315103 4962 33,234 SH DEFINED 1 33,234
PROLOGIS TR SH BEN INT EQUITY 743410102 22843 1,061,960 SH Sole 3 873590 188370
PROLOGIS TRUST EQUITY 743410102 21 961 SH DEFINED 1 961
PROMISTAR FINANCIAL CORP. EQUITY 74342Y107 125 5,098 SH DEFINED 1 5,098
PROMISTAR FINL CORP EQUITY 74342Y107 118 4,811 SH DEFINED 6, 7, 8 4811
PROQUEST CO. EQUITY 74346P102 149 4,397 SH DEFINED 1 4,397
PROQUEST COMPANY EQUITY 74346P102 142 4,180 SH DEFINED 6, 7, 8 4180
PROSPERITY BANCSHARES INC EQUITY 743606105 45 1,665 SH DEFINED 1 1,665
PROSPERITY BANCSHARES INC EQUITY 743606105 45 1,665 SH DEFINED 6, 7, 8 1665
PROTECTION ONE ALARM CORPBOND 743659AL8 7,960 9,045,000 PRN DEFINED 1 9,05,000
PROTECTIVE LIFE CORP EQUITY 743674103 2410 83,300 SH DEFINED 6, 7, 8 83300
PROTECTIVE LIFE CORP COM EQUITY 743674103 2424 83,804 SH DEFINED 1 83,804
PROTEIN DESIGN LABS COM EQUITY 74369L103 21927 668,508 SH Sole 3 656908 11600
PROTEIN DESIGN LABS INC EQUITY 74369L103 3582 108,790 SH DEFINED 6, 7, 8 108790
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
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PROTEIN DESIGN LABS, INC. EQUITY 74369L103 3608 109,992 SH DEFINED 1 109,992
PROTON ENERGY SYS INC EQUITY 74371K101 83 10,058 SH DEFINED 6, 7, 8 10058
PROTON ENERGY SYSTEMS EQUITY 74371K101 87 10,512 SH DEFINED 1 10,512
PROVIDENT BANCORP INC EQUITY 743835100 29 997 SH DEFINED 1 997
PROVIDENT BANCORP INC MON EQUITY 743835100 29 997 SH DEFINED 6, 7, 8 997
PROVIDENT BANKSHARES CORP EQUITY 743859100 201 8,277 SH DEFINED 6, 7, 8 8277
PROVIDENT BANKSHARES CORP. EQUITY 743859100 210 8,646 SH DEFINED 1 8,646
PROVIDENT FINANCIAL GROUP EQUITY 743866105 1579 60,100 SH DEFINED 1 60,100
PROVIDENT FINL GROUP INC EQUITY 743866105 1572 59,800 SH DEFINED 6, 7, 8 59800
Providian Capital CORPBOND 743973AA7 871 4,000,000 PRN DEFINED 4 4,000,000
PROVIDIAN FINANCIAL CORP. EQUITY 74406A102 482 135,831 SH DEFINED 1 135,831
PROVIDIAN FINL CORP EQUITY 74406A102 3 890 SH DEFINED 5 890
PROVIDIAN FINL CORP EQUITY 74406A102 458 129,140 SH DEFINED 6, 7, 8 129140
PROVINCE HEALTHCARE CO EQUITY 743977100 599 19,398 SH DEFINED 6, 7, 8 19398
PROVINCE HEALTHCARE CO. EQUITY 743977100 294 9,527 SH DEFINED 1 9,527
PROXIM INC EQUITY 744284100 78 7,840 SH DEFINED 6, 7, 8 7840
PROXIM, INC. EQUITY 744284100 81 8,213 SH DEFINED 1 8,213
PRUDENTIAL CORP. PLC ADR EQUITY 74435K204 395 16,850 SH DEFINED 1 16,850
PRUDENTIAL FINANCIAL INC EQUITY 744320102 121162 3,650,550 SH DEFINED 1 3,650,550
PRUDENTIAL PLC EQUITY 74435K204 387 16,850 SH DEFINED 6, 7, 8 16850
PS BUSINESS PARKS, INC. EQUITY 69360J107 118 3,751 SH DEFINED 1 3,751
PS BUSINESS PKS INC CA COM EQUITY 69360J107 9601 304,800 SH Sole 3 259300 45500
PS BUSINESS PKS INC CALIF EQUITY 69360J107 112 3,567 SH DEFINED 6, 7, 8 3567
PSEG ENERGY HOLDINGS EQUITY 744573106 3975 94,207 SH DEFINED 1 94,207
PSS WORLD MED INC EQUITY 69366A100 186 22,841 SH DEFINED 6, 7, 8 22841
PSS WORLD MEDICAL, INC EQUITY 69366A100 196 24,062 SH DEFINED 1 24,062
PUBLIC STORAGE INC EQUITY 74460D109 23 694 SH DEFINED 1 694
PUBLIC SVC CO N MEX EQUITY 744499104 1679 60,066 SH DEFINED 6, 7, 8 60066
PUBLIC SVC ENTERPRISE GRO EQUITY 744573106 27 650 SH DEFINED 5 650
PUBLIC SVC ENTERPRISE GRO EQUITY 744573106 3700 87,700 SH DEFINED 6, 7, 8 87700
Public Svc Enterprise Group EQUITY 744573106 5063 120,000 SH DEFINED 4 120,000
PUGET ENEGY INC. EQUITY 745310102 2995 136,808 SH DEFINED 1 136,808
PUGET ENERGY INC NEW EQUITY 745310102 2978 136,060 SH DEFINED 6, 7, 8 136060
PULITZER INC EQUITY 745769109 135 2,650 SH DEFINED 6, 7, 8 2650
PULITZER INC. EQUITY 745769109 143 2,797 SH DEFINED 1 2,797
PULTE HOMES INC EQUITY 745867101 8 180 SH DEFINED 5 180
PULTE HOMES INC EQUITY 745867101 2511 56,220 SH DEFINED 6, 7, 8 56220
PULTE HOMES INC. EQUITY 745867101 2590 57,971 SH DEFINED 1 57,971
PUMA TECHNOLOGY INC EQUITY 745887109 29 11,325 SH DEFINED 1 11,325
PUMATECH INC EQUITY 745887109 28 10,983 SH DEFINED 6, 7, 8 10983
PURE RES INC EQUITY 74622E102 78 3,864 SH DEFINED 6, 7, 8 3864
PURE RESOURCES INC EQUITY 74622E102 83 4,129 SH DEFINED 1 4,129
PYR ENERGY CORP EQUITY 693677106 8 4,097 SH DEFINED 1 4,097
PYR ENERGY CORP EQUITY 693677106 8 4,097 SH DEFINED 6, 7, 8 4097
QLOGIC CORP EQUITY 747277101 13 290 SH DEFINED 5 290
QLOGIC CORP EQUITY 747277101 1839 41,310 SH DEFINED 6, 7, 8 41310
QLOGIC CORP EQUITY 747277101 4990 112,100 SH DEFINED 2 112100
QLOGIC CORP COM EQUITY 747277101 7059 158,600 SH Sole 3 134800 23800
QLOGIC CORP. EQUITY 747277101 1990 44,719 SH DEFINED 1 44,719
QRS CORP EQUITY 74726X105 58 4,115 SH DEFINED 6, 7, 8 4115
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
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QRS CORP. EQUITY 74726X105 61 4,329 SH DEFINED 1 4,329
QUAKER CHEM CORP EQUITY 747316107 50 2,434 SH DEFINED 6, 7, 8 2434
QUAKER CHEM CORP COM EQUITY 747316107 50 2,434 SH DEFINED 1 2,434
QUAKER CITY BANCORP INC EQUITY 74731K106 40 1,336 SH DEFINED 1 1,336
QUAKER CITY BANCORP INC EQUITY 74731K106 36 1,222 SH DEFINED 6, 7, 8 1222
QUAKER FABRIC CORP NEW EQUITY 747399103 30 3,668 SH DEFINED 6, 7, 8 3668
QUAKER FABRIC CORP. EQUITY 747399103 32 3,909 SH DEFINED 1 3,909
QUALCOMM INC EQUITY 747525103 121 2,390 SH DEFINED 5 2390
QUALCOMM INC EQUITY 747525103 20237 400,740 SH DEFINED 6, 7, 8 400740
QUALCOMM INC EQUITY 747525103 33329 659,975 SH DEFINED 2 659975
QUALCOMM, INC. EQUITY 747525103 32272 639,048 SH DEFINED 1 639,048
QUANEX CORP EQUITY 747620102 122 4,306 SH DEFINED 6, 7, 8 4306
QUANEX CORP. EQUITY 747620102 126 4,458 SH DEFINED 1 4,458
QUANTA SERVICES, INC. EQUITY 74762E102 1562 101,214 SH DEFINED 1 101,214
QUANTA SVCS INC EQUITY 74762E102 1559 101,045 SH DEFINED 6, 7, 8 101045
QUANTUM CORP EQUITY 747906204 1860 188,800 SH DEFINED 6, 7, 8 188800
QUANTUM CORP DLT & STORAGE EQUITY 747906204 1872 190,045 SH DEFINED 1 190,045
Quest Diagnostics EQUITY 74834L100 2216 30,900 SH DEFINED 4 30,900
QUEST DIAGNOSTICS INC EQUITY 74834L100 8326 116,100 SH DEFINED 6, 7, 8 116100
QUEST DIAGNOSTICS, INC. EQUITY 74834L100 8454 117,888 SH DEFINED 1 117,888
QUEST SOFTWARE INC EQUITY 74834T103 8 379 SH DEFINED 1 379
QUESTAR CORP EQUITY 748356102 4031 160,900 SH DEFINED 6, 7, 8 160900
QUESTAR CORP. EQUITY 748356102 4072 162,548 SH DEFINED 1 162,548
QUICKSILVER RESOURCES INC EQUITY 74837R104 47 2,449 SH DEFINED 1 2,449
QUICKSILVER RESOURCES INC EQUITY 74837R104 44 2,285 SH DEFINED 6, 7, 8 2285
QUICKSILVER, INC. EQUITY 74838C106 113 6,586 SH DEFINED 1 6,586
QUIKSILVER INC EQUITY 74838C106 109 6,314 SH DEFINED 6, 7, 8 6314
QUINTILES TRANSNATIONAL C EQUITY 748767100 6 370 SH DEFINED 5 370
QUINTILES TRANSNATIONAL C EQUITY 748767100 813 50,550 SH DEFINED 6, 7, 8 50550
QUINTILES TRANSNATIONAL CORP. EQUITY 748767100 873 54,376 SH DEFINED 1 54,376
QUIXOTE CORP EQUITY 749056107 36 1,914 SH DEFINED 1 1,914
QUIXOTE CORP EQUITY 749056107 34 1,788 SH DEFINED 6, 7, 8 1788
QUOVADX INC EQUITY 74913K106 125 13,711 SH DEFINED 6, 7, 8 13711
QWEST COMMUNICATIONS INTL EQUITY 749121109 73 5,200 SH DEFINED 5 5200
QWEST COMMUNICATIONS INTL EQUITY 749121109 10409 736,640 SH DEFINED 6, 7, 8 736640
QWEST COMMUNICATIONS INTL. EQUITY 749121109 16445 1,163,803 SH DEFINED 1 1,163,803
R & B FALCON CORP. EQUITY G90078109 4812 142,281 SH DEFINED 1 142,281
R & G FINANCIAL CORP EQUITY 749136107 53 3,077 SH DEFINED 6, 7, 8 3077
R G S ENERGY GROUP INC EQUITY 74956K104 418 11,110 SH DEFINED 6, 7, 8 11110
R H DONNELLEY CORP EQUITY 74955W307 261 8,991 SH DEFINED 6, 7, 8 8991
R&G FINANCIAL CO. EQUITY 749136107 54 3,177 SH DEFINED 1 3,177
R. R. DONNELLEY AND SONS CO. EQUITY 257867101 1542 51,938 SH DEFINED 1 51,938
R.H. DONNELLEY CORP. EQUITY 74955W307 273 9,383 SH DEFINED 1 9,383
R.O.C. TAIWAN FUND EQUITY 749651105 1625 342,000 SH DEFINED 1 342,000
RADIAN GROUP INC EQUITY 750236101 6507 151,500 SH DEFINED 6, 7, 8 151500
RADIAN GROUP INC COM EQUITY 750236101 90317 2,102,850 SH Sole 3 2002750 100100
RADIAN GROUP, INC. EQUITY 750236101 4918 114,514 SH DEFINED 1 114,514
RADIANT SYSTEMS INC EQUITY 75025N102 50 4,362 SH DEFINED 6, 7, 8 4362
RADIANT SYSTEMS, INC. EQUITY 75025N102 52 4,527 SH DEFINED 1 4,527
RADIO ONE INC -CL D EQUITY 75040P405 8 463 SH DEFINED 1 463
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
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RADIO ONE INC CL D NON VTG EQUITY 75040P405 49298 2,737,264 SH Sole 3 2684164 53100
RADIOSHACK CORP EQUITY 750438103 17 560 SH DEFINED 5 560
RADIOSHACK CORP EQUITY 750438103 2282 75,830 SH DEFINED 6, 7, 8 75830
RADIOSHACK CORP. EQUITY 750438103 2483 82,481 SH DEFINED 1 82,481
RADISYS CORP EQUITY 750459109 89 4,536 SH DEFINED 6, 7, 8 4536
RADISYS CORP. EQUITY 750459109 96 4,908 SH DEFINED 1 4,908
RAILAMERICA INC EQUITY 750753105 94 6,525 SH DEFINED 1 6,525
RAILAMERICA INC EQUITY 750753105 90 6,232 SH DEFINED 6, 7, 8 6232
RAILWORKS CORP EQUITY 750789109 73 471,100 SH DEFINED 2 471100
RAINBOW TECHNOLOGIES INC EQUITY 750862104 58 7,787 SH DEFINED 1 7,787
RAINBOW TECHNOLOGIES INC EQUITY 750862104 54 7,347 SH DEFINED 6, 7, 8 7347
RALCORP HLDGS INC NEW EQUITY 751028101 218 9,610 SH DEFINED 6, 7, 8 9610
RALCORP HOLDINGS, INC. EQUITY 751028101 227 10,018 SH DEFINED 1 10,018
RAMBUS INC DEL EQUITY 750917106 189 23,709 SH DEFINED 6, 7, 8 23709
RAMBUS INC. EQUITY 750917106 198 24,825 SH DEFINED 1 24,825
RANGE RES CORP EQUITY 75281A109 71 15,496 SH DEFINED 6, 7, 8 15496
RANGE RESOURCES CORP EQUITY 75281A109 73 16,074 SH DEFINED 1 16,074
RARE HOSPITALITY INTERNATIONAL EQUITY 753820109 147 6,506 SH DEFINED 1 6,506
RARE HOSPITALITY INTL INC EQUITY 753820109 139 6,161 SH DEFINED 6, 7, 8 6161
RATIONAL SOFTWARE CORP EQUITY 75409P202 4689 240,440 SH DEFINED 6, 7, 8 240440
RATIONALE SOFTWARE CORP EQUITY 75409P202 4740 243,057 SH DEFINED 1 243,057
RAYMOND JAMES FINANCIAL I EQUITY 754730109 425 11,977 SH DEFINED 6, 7, 8 11977
RAYMOND JAMES FINANCIAL, INC. EQUITY 754730109 445 12,525 SH DEFINED 1 12,525
RAYONIER INC EQUITY 754907103 4422 87,624 SH DEFINED 6, 7, 8 87624
RAYONIER, INC. EQUITY 754907103 4440 87,969 SH DEFINED 1 87,969
RAYOVAC CORP EQUITY 755081106 104 5,920 SH DEFINED 6, 7, 8 5920
RAYOVAC CORP. EQUITY 755081106 108 6,148 SH DEFINED 1 6,148
RAYTHEON CO EQUITY 755111507 40 1,220 SH DEFINED 5 1220
RAYTHEON CO EQUITY 755111507 5366 165,270 SH DEFINED 6, 7, 8 165270
RAYTHEON CO. EQUITY 755111507 6721 206,994 SH DEFINED 1 206,994
RCN CORP EQUITY 749361101 31 10,422 SH DEFINED 6, 7, 8 10422
RCN CORP. EQUITY 749361101 32 10,940 SH DEFINED 1 10,940
READERS DIGEST ASSN INC EQUITY 755267101 3947 171,000 SH DEFINED 6, 7, 8 171000
READER'S DIGEST ASSOC., INC. CLASS A EQUITY 755267101 2824 122,365 SH DEFINED 1 122,365
READ-RITE CORP EQUITY 755246105 226 34,205 SH DEFINED 6, 7, 8 34205
READ-RITE CORP. EQUITY 755246105 236 35,735 SH DEFINED 1 35,735
REAL NETWORKS INC EQUITY 75605L104 1461 246,000 SH DEFINED 2 246000
REALNETWORKS, INC. EQUITY 75605L104 6 1,004 SH DEFINED 1 1,004
REALTY INCOME CORP EQUITY 756109104 307 10,433 SH DEFINED 6, 7, 8 10433
REALTY INCOME CORP COM EQUITY 756109104 3869 131,600 SH Sole 3 131600
REALTY INCOME CORP. EQUITY 756109104 320 10,889 SH DEFINED 1 10,889
RECKSON ASSOC REALTY CORP. EQUITY 75621K106 284 12,170 SH DEFINED 1 12,170
RECKSON ASSOC REALTY CORP-B EQUITY 75621K304 8849 346,900 SH DEFINED 1 346,900
RECKSON ASSOCS RLTY CL B EQUITY 75621K304 3390 132,900 SH Sole 3 132900
RECKSON ASSOCS RLTY COM EQUITY 75621K106 21823 934,200 SH Sole 3 800000 134200
RECKSON ASSOCS RLTY CORP EQUITY 75621K106 272 11,649 SH DEFINED 6, 7, 8 11649
RECOTON CORP EQUITY 756268108 42 3,091 SH DEFINED 6, 7, 8 3091
RECOTON CORP. EQUITY 756268108 44 3,263 SH DEFINED 1 3,263
RED HAT INC EQUITY 756577102 56 7,832 SH DEFINED 6, 7, 8 7832
RED HAT, INC. EQUITY 756577102 60 8,458 SH DEFINED 1 8,458
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
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REDBACK NETWORKS INC EQUITY 757209101 6 1,476 SH DEFINED 1 1,476
REDWOOD TR INC EQUITY 758075402 49 2,035 SH DEFINED 6, 7, 8 2035
REDWOOD TRUST, INC. EQUITY 758075402 49 2,035 SH DEFINED 1 2,035
Reebok International EQUITY 758110100 530 20,000 SH DEFINED 4 20,000
REEBOK INTERNATIONAL, LTD. EQUITY 758110100 706 26,638 SH DEFINED 1 26,638
REEBOK INTL LTD EQUITY 758110100 5 180 SH DEFINED 5 180
REEBOK INTL LTD EQUITY 758110100 719 27,145 SH DEFINED 6, 7, 8 27145
REGAL BELOIT CORP EQUITY 758750103 134 6,133 SH DEFINED 6, 7, 8 6133
REGAL-BELOIT CORP. EQUITY 758750103 139 6,369 SH DEFINED 1 6,369
REGENCY CENTERS CORPORATION EQUITY 758849103 217 7,833 SH DEFINED 1 7,833
REGENCY CTRS CORP EQUITY 758849103 207 7,463 SH DEFINED 6, 7, 8 7463
REGENCY CTRS CORP COM EQUITY 758849103 14655 528,100 SH Sole 3 474200 53900
REGENERATION TECH INC DEL EQUITY 75886N100 40 3,909 SH DEFINED 6, 7, 8 3909
REGENERATION TECHNOLOGIES EQUITY 75886N100 42 4,159 SH DEFINED 1 4,159
REGENERON PHARMACEUTICALS EQUITY 75886F107 212 7,512 SH DEFINED 6, 7, 8 7512
REGENERON PHARMACEUTICALS INC. EQUITY 75886F107 221 7,861 SH DEFINED 1 7,861
REGENT COMMUNICATIONS INC EQUITY 758865109 37 5,524 SH DEFINED 6, 7, 8 5524
REGENT COMMUNICATIONS, INC EQUITY 758865109 38 5,692 SH DEFINED 1 5,692
REGIONS FINANCIAL CORP. EQUITY 758940100 3093 103,319 SH DEFINED 1 103,319
REGIONS FINL CORP EQUITY 758940100 21 710 SH DEFINED 5 710
REGIONS FINL CORP EQUITY 758940100 2890 96,190 SH DEFINED 6, 7, 8 96190
REGIS CORP MINN EQUITY 758932107 454 17,598 SH DEFINED 6, 7, 8 17598
REGIS CORP. EQUITY 758932107 308 11,934 SH DEFINED 1 11,934
REGISTER COM INC EQUITY 75914G101 65 5,683 SH DEFINED 6, 7, 8 5683
REGISTER.COM EQUITY 75914G101 69 5,970 SH DEFINED 1 5,970
REHAB CARE GROUP EQUITY 759148109 140 4,737 SH DEFINED 1 4,737
REHABCARE GROUP INC EQUITY 759148109 229 7,728 SH DEFINED 6, 7, 8 7728
REINSURANCE GROUP OF EQUITY 759351109 3 85 SH DEFINED 1 85
RELIANCE STEEL & ALUMINIUM CO. EQUITY 759509102 209 7,964 SH DEFINED 1 7,964
RELIANCE STEEL & ALUMINUM EQUITY 759509102 396 15,085 SH DEFINED 6, 7, 8 15085
RELIANT ENERGY INC EQUITY 75952J108 25 930 SH DEFINED 5 930
RELIANT ENERGY INC EQUITY 75952J108 3741 141,080 SH DEFINED 6, 7, 8 141080
RELIANT ENERGY, INC. EQUITY 75952J108 3927 148,095 SH DEFINED 1 148,095
RELIANT RESOURCES INC EQUITY 75952B105 7 415 SH DEFINED 1 415
REMEC INC EQUITY 759543101 144 14,419 SH DEFINED 6, 7, 8 14419
REMEC, INC. EQUITY 759543101 150 15,007 SH DEFINED 1 15,007
REMINGTON OIL & GAS CORP EQUITY 759594302 90 5,192 SH DEFINED 1 5,192
REMINGTON OIL & GAS CORP EQUITY 759594302 84 4,829 SH DEFINED 6, 7, 8 4829
RENAISSANCE LEARNING INC EQUITY 75968L105 68 2,231 SH DEFINED 6, 7, 8 2231
RENAISSANCE LEARNING, INC. EQUITY 75968L105 71 2,341 SH DEFINED 1 2,341
Renaissancere CORPBOND 759936AC1 4327 5,000,000 PRN DEFINED 4 5,000,000
RENAL CARE GROUP INC EQUITY 759930100 446 13,909 SH DEFINED 6, 7, 8 13909
RENAL CARE GROUP, INC. EQUITY 759930100 468 14,582 SH DEFINED 1 14,582
RENT A CTR INC NEW EQUITY 76009N100 70 2,075 SH DEFINED 6, 7, 8 2075
RENT WAY INC EQUITY 76009U104 47 7,779 SH DEFINED 6, 7, 8 7779
RENT-A-CENTER INC EQUITY 76009N100 72 2,145 SH DEFINED 1 2,145
RENT-WAY, INC. EQUITY 76009U104 49 8,178 SH DEFINED 1 8,178
REPSOL S A SPONSORED ADR EQUITY 76026T205 153 10,500 SH DEFINED 1 10,500
REPSOL YPF S A EQUITY 76026T205 153 10,500 SH DEFINED 6, 7, 8 10500
REPUBLIC BANCORP INC EQUITY 760282103 217 15,665 SH DEFINED 6, 7, 8 15665
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
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REPUBLIC BANCORP KY EQUITY 760281204 31 2,297 SH DEFINED 6, 7, 8 2297
REPUBLIC BANCORP, INC. EQUITY 760281204 259 18,792 SH DEFINED 1 18,792
REPUBLIC BANCSHARES INC EQUITY 759929102 20 1,534 SH DEFINED 6, 7, 8 1534
REPUBLIC BANCSHARES, INC. EQUITY 759929102 20 1,534 SH DEFINED 1 1,534
REPUBLIC SERVICES IN EQUITY 760759100 4131 206,851 SH DEFINED 1 206,851
REPUBLIC SVCS INC EQUITY 760759100 4104 205,500 SH DEFINED 6, 7, 8 205500
REPUBLIC SVCS INC EQUITY 760759100 8210 411,100 SH DEFINED 2 411100
RESEARCH FRONTIERS EQUITY 760911107 50 2,976 SH DEFINED 1 2,976
RESEARCH FRONTIERS INC EQUITY 760911107 47 2,807 SH DEFINED 6, 7, 8 2807
RESMED INC EQUITY 761152107 24 444 SH DEFINED 1 444
RESORTQUEST INTL INC EQUITY 761183102 26 5,362 SH DEFINED 1 5,362
RESORTQUEST INTL INC EQUITY 761183102 69 14,400 SH DEFINED 6, 7, 8 14400
RESOURCE AMERICA INC EQUITY 761195205 46 4,940 SH DEFINED 6, 7, 8 4940
RESOURCE AMERICA, INC. EQUITY 761195205 49 5,221 SH DEFINED 1 5,221
RESOURCES CONNECTION INC EQUITY 76122Q105 52 1,973 SH DEFINED 1 1,973
RESOURCES CONNECTION INC EQUITY 76122Q105 51 1,925 SH DEFINED 6, 7, 8 1925
RESPIRONICS INC EQUITY 761230101 303 8,748 SH DEFINED 6, 7, 8 8748
RESPIRONICS INC. EQUITY 761230101 318 9,170 SH DEFINED 1 9,170
RETEK INC EQUITY 76128Q109 2095 70,130 SH DEFINED 6, 7, 8 70130
RETEK INC EQUITY 76128Q109 4821 161,400 SH DEFINED 2 161400
RETEK INC COM EQUITY 76128Q109 26474 886,323 SH Sole 3 870823 15500
RETEK INC. EQUITY 76128Q109 1870 62,616 SH DEFINED 1 62,616
REVLON INC EQUITY 761525500 16 2,360 SH DEFINED 6, 7, 8 2360
REVLON, INC.-CL A EQUITY 761525500 16 2,360 SH DEFINED 1 2,360
REYNOLDS & REYNOLDS CO EQUITY 761695105 2112 87,100 SH DEFINED 6, 7, 8 87100
REYNOLDS AND REYNOLDS CO., CLASS A EQUITY 761695105 2122 87,502 SH DEFINED 1 87,502
REYNOLDS R J TOB HLDGS IN EQUITY 76182K105 6840 121,500 SH DEFINED 6, 7, 8 121500
RF MICRO DEVICES INC EQUITY 749941100 4009 208,456 SH DEFINED 1 208,456
RF MICRODEVICES INC EQUITY 749941100 3976 206,750 SH DEFINED 6, 7, 8 206750
RF MONOLITHICS INC EQUITY 74955F106 16 4973 SH DEFINED 6, 7 4973
RF MONOLITHICS INC COM(OXFORD PTNRS L EQUITY 74955F106 16 4,973 SH DEFINED 1 4,973
RFS HOTEL INVESTORS, INC. EQUITY 74955J108 95 8,345 SH DEFINED 1 8,345
RFS HOTEL INVS INC EQUITY 74955J108 92 8,112 SH DEFINED 6, 7, 8 8112
RGS ENERGY GROUP, INC. EQUITY 74956K104 436 11,588 SH DEFINED 1 11,588
RIBOZYME PHARMACEUTICALS EQUITY 762567105 15 3,331 SH DEFINED 6, 7, 8 3331
RIBOZYME PHARMACEUTICALS INC EQUITY 762567105 16 3,547 SH DEFINED 1 3,547
RICHARDSON ELEC LTD EQUITY 763165107 19 1,562 SH DEFINED 1 1,562
RICHARDSON ELECTRS LTD EQUITY 763165107 19 1,562 SH DEFINED 6, 7, 8 1562
RIGEL PHARMACEUTICALS INC EQUITY 766559108 37 7,953 SH DEFINED 1 7,953
RIGEL PHARMACEUTICALS INC EQUITY 766559108 35 7,599 SH DEFINED 6, 7, 8 7599
RIGGS NATIONAL CORP. EQUITY 766570105 60 4,324 SH DEFINED 1 4,324
RIGGS NATL CORP WASH DC EQUITY 766570105 57 4,087 SH DEFINED 6, 7, 8 4087
RIGHT MANAGEMENT CONSULTANTS EQUITY 766573109 50 2,909 SH DEFINED 1 2,909
RIGHT MGMT CONSULTANTS IN EQUITY 766573109 47 2,730 SH DEFINED 6, 7, 8 2730
RIGHTCHOICE MANAGED CARE EQUITY 76657T102 88 1,261 SH DEFINED 1 1,261
RIGHTCHOICE MANAGED CARE EQUITY 76657T102 82 1,168 SH DEFINED 6, 7, 8 1168
RITE AID CORP EQUITY 767754104 24 4,703 SH DEFINED 1 4,703
RIVERSTONE NETWORKS COM EQUITY 769320102 47876 2,884,118 SH Sole 3 2833148 50970
RIVERSTONE NETWORKS INC EQUITY 769320102 25 1,515 SH DEFINED 1 1,515
RIVERSTONE NETWORKS INC EQUITY 769320102 2158 130,000 SH DEFINED 2 130000
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
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RIVIANA FOODS EQUITY 769536103 34 1,943 SH DEFINED 1 1,943
RIVIANA FOODS INC EQUITY 769536103 33 1,843 SH DEFINED 6, 7, 8 1843
RIVIERA HOLDINGS CORP EQUITY 769627100 2120 500,000 SH DEFINED 1 500,000
RJ Reynolds EQUITY 76182K105 282 5,000 SH DEFINED 4 5,000
RJ REYNOLDS TOBACCO HOLDINGS EQUITY 76182K105 17321 307,661 SH DEFINED 1 307,661
RLI CORP EQUITY 749607107 96 2,126 SH DEFINED 6, 7, 8 2126
RLI CORP. EQUITY 749607107 100 2,232 SH DEFINED 1 2,232
ROADWAY CORP EQUITY 769742107 140 3,804 SH DEFINED 6, 7, 8 3804
ROADWAY CORP. EQUITY 769742107 147 4,010 SH DEFINED 1 4,010
ROANOKE ELEC STL CORP EQUITY 769841107 48 3,507 SH DEFINED 6, 7, 8 3507
ROANOKE ELECTRIC STEEL CORP EQUITY 769841107 51 3,680 SH DEFINED 1 3,680
ROBBINS & MYERS INC EQUITY 770196103 59 2,524 SH DEFINED 6, 7, 8 2524
ROBBINS & MYERS, INC. EQUITY 770196103 62 2,635 SH DEFINED 1 2,635
ROBERT HALF INTERNATIONAL INC. EQUITY 770323103 2147 80,413 SH DEFINED 1 80,413
ROBERT HALF INTL INC EQUITY 770323103 15 550 SH DEFINED 5 550
ROBERT HALF INTL INC EQUITY 770323103 1981 74,190 SH DEFINED 6, 7, 8 74190
ROCK-TENN CO EQUITY 772739207 54 3,739 SH DEFINED 6, 7, 8 3739
ROCK-TENN CO., CLASS A EQUITY 772739207 55 3,839 SH DEFINED 1 3,839
ROCKWELL COLLINS INC EQUITY 774341101 11 570 SH DEFINED 5 570
ROCKWELL COLLINS INC EQUITY 774341101 1515 77,670 SH DEFINED 6, 7, 8 77670
ROCKWELL INTERNATIONAL CORP. EQUITY 773903109 2863 160,327 SH DEFINED 1 160,327
ROCKWELL INTL CORP NEW EQUITY 773903109 10 570 SH DEFINED 5 570
ROCKWELL INTL CORP NEW EQUITY 773903109 2763 154,710 SH DEFINED 6, 7, 8 154710
ROGERS CORP EQUITY 775133101 136 4,489 SH DEFINED 6, 7, 8 4489
ROGERS CORP. EQUITY 775133101 142 4,674 SH DEFINED 1 4,674
ROHM & HAAS CO EQUITY 775371107 24 690 SH DEFINED 5 690
ROHM & HAAS CO EQUITY 775371107 3229 93,230 SH DEFINED 6, 7, 8 93230
ROHM + HAAS CO EQUITY 775371107 5123 147,937 SH DEFINED 2 147937
ROHM AND HAAS CO. EQUITY 775371107 3450 99,632 SH DEFINED 1 99,632
ROHN INDS INC EQUITY 775381106 10 4,837 SH DEFINED 6, 7, 8 4837
ROHN INDUSTRIES, INC. EQUITY 775381106 11 5,240 SH DEFINED 1 5,240
ROLLINS INC EQUITY 775711104 815 40,742 SH DEFINED 6, 7, 8 40742
ROLLINS, INC. EQUITY 775711104 818 40,911 SH DEFINED 1 40,911
ROPER INDS INC NEW EQUITY 776696106 662 13,378 SH DEFINED 6, 7, 8 13378
ROPER INDS INC NEW COM EQUITY 776696106 31303 632,382 SH Sole 3 621582 10800
ROPER INDUSTRIES, INC. EQUITY 776696106 444 8,977 SH DEFINED 1 8,977
ROSLYN BANCORP INC EQUITY 778162107 1871 106,900 SH DEFINED 6, 7, 8 106900
ROSLYN BANCORP, INC. EQUITY 778162107 1883 107,600 SH DEFINED 1 107,600
ROSS STORES INC EQUITY 778296103 3279 102,200 SH DEFINED 6, 7, 8 102200
ROSS STORES INC EQUITY 778296103 4680 145,900 SH DEFINED 2 145900
ROSS STORES, INC. EQUITY 778296103 3298 102,817 SH DEFINED 1 102,817
ROUSE CO EQUITY 779273101 14 474 SH DEFINED 1 474
ROWAN COMPANIES, INC. EQUITY 779382100 1232 63,626 SH DEFINED 1 63,626
ROWAN COS INC EQUITY 779382100 6 290 SH DEFINED 5 290
ROWAN COS INC EQUITY 779382100 1166 60,200 SH DEFINED 6, 7, 8 60200
ROXIO INC EQUITY 780008108 86 5,223 SH DEFINED 1 5,223
ROXIO INC EQUITY 780008108 82 4,969 SH DEFINED 6, 7, 8 4969
Royal & Sun Alliance CORPBOND 78004VAB9 8041 7,564,000 PRN DEFINED 4 7,564,000
ROYAL BANCSHARES OF PENN-A EQUITY 780081105 23 1,153 SH DEFINED 1 1,153
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
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ROYAL BANCSHARES PA INC EQUITY 780081105 23 1,153 SH DEFINED 6, 7, 8 1153
Royal Caribbean CORPBOND 780153AG7 1407 2,000,000 PRN DEFINED 4 2,000,000
Royal Caribbean CORPBOND 780153AH5 1069 1,375,000 PRN DEFINED 4 1,375,000
Royal Caribbean CORPBOND 780153AL6 2723 3,500,000 PRN DEFINED 4 3,500,000
ROYAL CARIBBEAN CRUISES LTD EQUITY V7780T103 11 685 SH DEFINED 2 685
ROYAL CARIBBEAN CRUISES LTD EQUITY V7780T103 2158 133,200 SH DEFINED 2 133200
ROYAL DUTCH PETE CO EQUITY 780257804 325 6,640 SH DEFINED 5 6640
ROYAL DUTCH PETE CO EQUITY 780257804 45004 918,080 SH DEFINED 6, 7, 8 918080
ROYAL DUTCH PETE CO EQUITY 780257804 1000 20,392 SH DEFINED 6, 7, 8 20392
ROYAL DUTCH PETROLEUM CO. NY REG SH P EQUITY 780257804 48455 988,470 SH DEFINED 1 988,470
RPC EQUITY 749660106 56 3,182 SH DEFINED 1 3,182
RPC INC EQUITY 749660106 54 3,082 SH DEFINED 6, 7, 8 3082
RPM INC OHIO EQUITY 749685103 2264 156,581 SH DEFINED 6, 7, 8 156581
RPM INC OHIO COM EQUITY 749685103 16927 1,170,577 SH Sole 3 1151477 19100
RPM, INC. EQUITY 749685103 2287 158,193 SH DEFINED 1 158,193
RSA SEC INC EQUITY 749719100 1191 68,200 SH DEFINED 6, 7, 8 68200
RSA SECURITY INC. EQUITY 749719100 1200 68,707 SH DEFINED 1 68,707
RTI INTERNATIONAL METALS, INC. EQUITY 74973W107 69 6,920 SH DEFINED 1 6,920
RTI INTL METALS INC EQUITY 74973W107 67 6,717 SH DEFINED 6, 7, 8 6717
RUBY TUESDAY INC EQUITY 781182100 376 18,250 SH DEFINED 6, 7, 8 18250
RUBY TUESDAY, INC. EQUITY 781182100 397 19,256 SH DEFINED 1 19,256
RUDDICK CORP EQUITY 781258108 1055 65,953 SH DEFINED 6, 7, 8 65953
RUDDICK CORP. EQUITY 781258108 1061 66,348 SH DEFINED 1 66,348
RUDOLPH TECHNOLOGIES INC EQUITY 781270103 94 2,746 SH DEFINED 6, 7, 8 2746
RUDOLPH TECHNOLOGIES INC EQUITY 781270103 5007 145,900 SH DEFINED 2 145900
RUDOLPH TECHNOLOGIES INC. EQUITY 781270103 98 2,849 SH DEFINED 1 2,849
RURAL CELLULAR EQUITY 781904107 4638 56,314 SH DEFINED 1 2,161
RURAL CELLULAR CORP EQUITY 781904107 45 2,001 SH DEFINED 6, 7, 8 2001
RUSS BERRIE & CO EQUITY 782233100 89 2,962 SH DEFINED 6, 7, 8 2962
RUSS BERRIE AND CO., INC. EQUITY 782233100 93 3,103 SH DEFINED 1 3,103
RUSSELL CORP EQUITY 782352108 112 7,471 SH DEFINED 6, 7, 8 7471
RUSSELL CORP. EQUITY 782352108 118 7,874 SH DEFINED 1 7,874
RYANS FAMILY STEAK HOUSE EQUITY 783519101 212 9,782 SH DEFINED 6, 7, 8 9782
RYAN'S FAMILY STEAK HOUSES EQUITY 783519101 220 10,180 SH DEFINED 1 10,180
RYDER SYS INC EQUITY 783549108 4 190 SH DEFINED 5 190
RYDER SYS INC EQUITY 783549108 944 42,638 SH DEFINED 6, 7, 8 42638
RYDER SYSTEM, INC. EQUITY 783549108 995 44,929 SH DEFINED 1 44,929
RYERSON TULL INC NEW EQUITY 78375P107 79 7,170 SH DEFINED 6, 7, 8 7170
RYERSON TULL, INC. EQUITY 78375P107 84 7,676 SH DEFINED 1 7,676
RYLAND GROUP EQUITY 783764103 331 4,522 SH DEFINED 1 4,522
RYLAND GROUP INC EQUITY 783764103 317 4,332 SH DEFINED 6, 7, 8 4332
RYLAND GROUP INC COM EQUITY 783764103 21894 299,100 SH Sole 3 299100
S & P 500 FUTURE EQUITY 84749R100 44 1,603 SH DEFINED 1 1,603
S & T BANCORP INC EQUITY 783859101 181 7,441 SH DEFINED 6, 7, 8 7441
S J W CORP COM EQUITY 784305104 60 699 SH DEFINED 1 699
S Y BANCORP INC EQUITY 785060104 53 1,590 SH DEFINED 6, 7, 8 1590
S&T BANCORP, INC. EQUITY 783859101 190 7,828 SH DEFINED 1 7,828
S.Y. BANCORP INC EQUITY 785060104 56 1,679 SH DEFINED 1 1,679
S1 CORPORATION EQUITY 78463B101 303 18,706 SH DEFINED 1 18,706
S1 CORPORATION EQUITY 78463B101 290 17,898 SH DEFINED 6, 7, 8 17898
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
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SABA SOFTWARE INC EQUITY 784932105 40 7,712 SH DEFINED 1 7,712
SABA SOFTWARE INC EQUITY 784932105 196 37,499 SH DEFINED 6, 7, 8 37499
SABRE HLDGS CORP EQUITY 785905100 18 420 SH DEFINED 5 420
SABRE HLDGS CORP EQUITY 785905100 4016 94,833 SH DEFINED 6, 7, 8 94833
SABRE HOLDINGS CORP. EQUITY 785905100 3332 78,685 SH DEFINED 1 78,685
Safeco Capital I CORPBOND 786427AC8 6744 7,500,000 PRN DEFINED 4 7,500,000
SAFECO CORP EQUITY 786429100 12 400 SH DEFINED 5 400
SAFECO CORP EQUITY 786429100 1683 54,030 SH DEFINED 6, 7, 8 54030
SAFECO CORP. EQUITY 786429100 1807 58,022 SH DEFINED 1 58,022
SAFEGUARD SCIENTIFICS INC EQUITY 786449108 132 37,789 SH DEFINED 6, 7, 8 37789
SAFEGUARD SCIENTIFICS, INC. EQUITY 786449108 140 39,872 SH DEFINED 1 39,872
SAFENET INC EQUITY 78645R107 77 4,078 SH DEFINED 6, 7, 8 4078
SAFEWAY INC EQUITY 786514208 27522 659,204 SH DEFINED 1 659,204
SAFEWAY INC EQUITY 786514208 66 1,570 SH DEFINED 5 1570
SAFEWAY INC EQUITY 786514208 12703 304,260 SH DEFINED 6, 7, 8 304260
SAGA COMMUNICATIONS EQUITY 786598102 58 2,804 SH DEFINED 6, 7, 8 2804
SAGA COMMUNICATIONS, INC. CLASS A EQUITY 786598102 61 2,931 SH DEFINED 1 2,931
SAGE INC EQUITY 786632109 123 3,323 SH DEFINED 6, 7, 8 3323
SAGE INC. EQUITY 786632109 131 3,525 SH DEFINED 1 3,525
SAKS INC EQUITY 79377W108 1612 172,600 SH DEFINED 6, 7, 8 172600
SAKS INC. EQUITY 79377W108 1622 173,650 SH DEFINED 1 173,650
SALEM COMMUNICATION- CLASS A EQUITY 794093104 62 2,698 SH DEFINED 1 2,698
SALEM COMMUNICATIONS CORP EQUITY 794093104 58 2,532 SH DEFINED 6, 7, 8 2532
SALIX PHARMACEUTICALS ORD EQUITY 795435106 6381 315,100 SH Sole 3 315100
SALTON INC EQUITY 795757103 35 1,866 SH DEFINED 6, 7, 8 1866
SALTON, INC. EQUITY 795757103 38 1,995 SH DEFINED 1 1,995
SAN PAOLO-IMI S P A EQUITY 799175104 80 3,660 SH DEFINED 6, 7, 8 3660
SAN PAOLO-IMI SPA SPONSORED ADR EQUITY 799175104 80 3,660 SH DEFINED 1 3,660
SANCHEZ COMPUTER ASSOCIATES EQUITY 799702105 34 3,941 SH DEFINED 1 3,941
SANCHEZ COMPUTER ASSOCS I EQUITY 799702105 33 3,830 SH DEFINED 6, 7, 8 3830
SANDERSON FARMS INC EQUITY 800013104 32 1,519 SH DEFINED 6, 7, 8 1519
SANDERSON FARMS, INC. EQUITY 800013104 32 1,519 SH DEFINED 1 1,519
SANDISK CORP EQUITY 80004C101 1222 84,850 SH DEFINED 6, 7, 8 84850
SANDISK CORP. EQUITY 80004C101 1204 83,622 SH DEFINED 1 83,622
SANDY SPRING BANCORP INC EQUITY 800363103 140 4,409 SH DEFINED 6, 7, 8 4409
SANDY SPRING BANCORP, INC. EQUITY 800363103 146 4,581 SH DEFINED 1 4,581
SANGAMO BIOSCIENCES INC EQUITY 800677106 31 3,321 SH DEFINED 1 3,321
SANGAMO BIOSCIENCES INC EQUITY 800677106 29 3,115 SH DEFINED 6, 7, 8 3115
SANGSTAT MED CORP EQUITY 801003104 104 5,305 SH DEFINED 6, 7, 8 5305
SANGSTAT MEDICAL CORP. EQUITY 801003104 109 5,565 SH DEFINED 1 5,565
SANMINA - SCI CORP EQUITY 800907107 5000 251,262 SH DEFINED 1 251,262
SANMINA SCI CORP EQUITY 800907107 32 1,630 SH DEFINED 5 1630
SANMINA SCI CORP EQUITY 800907107 4631 232,700 SH DEFINED 6, 7, 8 232700
SANTANDER BANCORP EQUITY 802809103 54 2,758 SH DEFINED 1 2,758
SANTANDER BANCORP EQUITY 802809103 50 2,552 SH DEFINED 6, 7, 8 2552
SANYO ELEC LTD EQUITY 803038306 82 3,400 SH DEFINED 6, 7, 8 3400
SANYO ELECTRIC CO JPY50 EQUITY 803038306 82 3,400 SH DEFINED 1 3,400
SAPIENT CORP EQUITY 803062108 3 400 SH DEFINED 5 400
SAPIENT CORP EQUITY 803062108 589 76,328 SH DEFINED 6, 7, 8 76328
SAPIENT CORP. EQUITY 803062108 620 80,355 SH DEFINED 1 80,355
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
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SARA LEE CORP EQUITY 803111103 54 2,450 SH DEFINED 5 2450
SARA LEE CORP EQUITY 803111103 9253 416,220 SH DEFINED 6, 7, 8 416220
SARA LEE CORP. EQUITY 803111103 9671 435,027 SH DEFINED 1 435,027
SATCON TECHNOLOGY CORP EQUITY 803893106 15 2,877 SH DEFINED 6, 7, 8 2877
SATCON TECHNOLOGY GROUP EQUITY 803893106 16 3,071 SH DEFINED 1 3,071
SAUER-DANFOSS INC EQUITY 804137107 26 3,228 SH DEFINED 6, 7, 8 3228
SAUER-DANFOSS INC. EQUITY 804137107 27 3,396 SH DEFINED 1 3,396
SAUL CENTERS, INC. EQUITY 804395101 77 3,604 SH DEFINED 1 3,604
SAUL CTRS INC EQUITY 804395101 71 3,332 SH DEFINED 6, 7, 8 3332
SBA COMMUNICATIONS CORP EQUITY 78388J106 145 11,125 SH DEFINED 6, 7, 8 11125
SBA COMMUNICATIONS CORPORATION EQUITY 78388J106 151 11,631 SH DEFINED 1 11,631
SBA COMMUNICATIONS CRP COM EQUITY 78388J106 58255 4,474,308 SH Sole 3 4401708 72600
SBC COMMUNICATIONS INC EQUITY 78387G103 412 10,510 SH DEFINED 5 10510
SBC COMMUNICATIONS INC EQUITY 78387G103 68423 1,746,826 SH DEFINED 6, 7, 8 1746826
SBC COMMUNICATIONS INC EQUITY 78387G103 7723 197,178 SH DEFINED 2 197178
SBC COMMUNICATIONS, INC. EQUITY 78387G103 84150 2,148,328 SH DEFINED 1 2,148,328
SBS TECHNOLOGIES INC EQUITY 78387P103 67 4,571 SH DEFINED 1 4,571
SBS TECHNOLOGIES INC EQUITY 78387P103 63 4,355 SH DEFINED 6, 7, 8 4355
SCANA CORP EQUITY 80589M102 3568 128,203 SH DEFINED 1 128,203
SCANA CORP NEW EQUITY 80589M102 3543 127,300 SH DEFINED 6, 7, 8 127300
SCANSOURCE INC EQUITY 806037107 82 1,725 SH DEFINED 1 1,725
SCANSOURCE INC EQUITY 806037107 78 1,639 SH DEFINED 6, 7, 8 1639
SCHAWK INC EQUITY 806373106 28 2,545 SH DEFINED 6, 7, 8 2545
SCHAWK, INC. EQUITY 806373106 28 2,545 SH DEFINED 1 2,545
SCHEIN HENRY INC EQUITY 806407102 1922 51,900 SH DEFINED 6, 7, 8 51900
SCHERING PLOUGH CORP EQUITY 806605101 27 750 SH DEFINED 2 750
SCHERING PLOUGH CORP EQUITY 806605101 164 4,580 SH DEFINED 5 4580
SCHERING PLOUGH CORP EQUITY 806605101 26625 743,510 SH DEFINED 6, 7, 8 743510
SCHERING PLOUGH CORP EQUITY 806605101 10815 302,000 SH DEFINED 2 302000
SCHERING-PLOUGH CORP. EQUITY 806605101 37257 1,040,398 SH DEFINED 1 1,040,398
SCHLUMBERGER EQUITY 806857108 118 2,150 SH DEFINED 2 2150
SCHLUMBERGER LTD EQUITY 806857108 99 1,800 SH DEFINED 5 1800
SCHLUMBERGER LTD EQUITY 806857108 15034 273,590 SH DEFINED 6, 7, 8 273590
SCHLUMBERGER, LTD. EQUITY 806857108 15779 287,151 SH DEFINED 1 287,151
SCHOLASTIC CORP EQUITY 807066105 2579 51,238 SH DEFINED 6, 7, 8 51238
SCHOLASTIC CORP. EQUITY 807066105 2597 51,602 SH DEFINED 1 51,602
SCHOOL SPECIALTY INC EQUITY 807863105 215 9,395 SH DEFINED 6, 7, 8 9395
SCHOOL SPECIALTY, INC. EQUITY 807863105 114 4,975 SH DEFINED 1 4,975
SCHULER HOMES INC EQUITY 808188106 192 9,656 SH DEFINED 6, 7, 8 9656
SCHULER HOMES INC COM EQUITY 808188106 201 10,107 SH DEFINED 1 10,107
SCHULMAN A INC EQUITY 808194104 613 44,879 SH DEFINED 6, 7, 8 44879
SCHULMAN, A. INC. EQUITY 808194104 619 45,363 SH DEFINED 1 45,363
SCHWAB CHARLES CORP EQUITY 808513105 14208 918,400 SH DEFINED 2 918400
SCHWAB CHARLES CORP NEW EQUITY 808513105 66 4,270 SH DEFINED 5 4270
SCHWAB CHARLES CORP NEW EQUITY 808513105 8940 577,880 SH DEFINED 6, 7, 8 577880
SCHWEITZER-MAUDUIT INC. EQUITY 808541106 117 4,934 SH DEFINED 1 4,934
SCHWEITZER-MAUDUIT INTL I EQUITY 808541106 113 4,765 SH DEFINED 6, 7, 8 4765
SCICLONE PHARMACEUTICALS EQUITY 80862K104 27 9,154 SH DEFINED 6, 7, 8 9154
SCICLONE PHARMACEUTICALS, INC. EQUITY 80862K104 29 9,505 SH DEFINED 1 9,505
SCIENTIFIC ATLANTA INC EQUITY 808655104 12 490 SH DEFINED 5 490
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
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SCIENTIFIC ATLANTA INC EQUITY 808655104 2073 86,610 SH DEFINED 6, 7, 8 86610
SCIENTIFIC GAMES CORP EQUITY 80874P109 40 4,584 SH DEFINED 6, 7, 8 4584
SCIENTIFIC GAMES CORP A EQUITY 80874P109 40 4,584 SH DEFINED 1 4,584
SCIENTIFIC-ATLANTA, INC. EQUITY 808655104 2212 92,381 SH DEFINED 1 92,381
SCIOS INC EQUITY 808905103 310 13,033 SH DEFINED 6, 7, 8 13033
SCIOS INC EQUITY 808905103 2377 100,000 SH DEFINED 2 100000
SCIOS NOVA INC. EQUITY 808905103 326 13,702 SH DEFINED 1 13,702
SCM MICROSYSTEMS INC EQUITY 784018103 72 4,928 SH DEFINED 6, 7, 8 4928
SCM MICROSYSTEMS, INC. EQUITY 784018103 75 5,118 SH DEFINED 1 5,118
SCOTTISH ANNUITY&LIFE ORD EQUITY G7885T104 10081 521,000 SH Sole 3 521000
SCOTTS CO EQUITY 810186106 227 4,773 SH DEFINED 6, 7, 8 4773
SCOTTS CO. EQUITY 810186106 238 5,003 SH DEFINED 1 5,003
SCP POOL CORP EQUITY 784028102 155 5,642 SH DEFINED 6, 7, 8 5642
SCP POOL CORPORATION EQUITY 784028102 163 5,954 SH DEFINED 1 5,954
SCPIE HLDGS INC EQUITY 78402P104 83 2,831 SH DEFINED 6, 7, 8 2831
SCPIE HOLDINGS, INC. EQUITY 78402P104 86 2,931 SH DEFINED 1 2,931
SCRIPPS CO EQUITY 811054204 1337 20,263 SH DEFINED 1 20,263
SCRIPPS E W CO OHIO EQUITY 811054204 1319 19,980 SH DEFINED 6, 7, 8 19980
SEABOARD CORP EQUITY 811543107 35 114 SH DEFINED 6, 7, 8 114
SEABOARD CORP. EQUITY 811543107 35 114 SH DEFINED 1 114
SEACHANGE INTERNATIONAL, INC. EQUITY 811699107 177 5,202 SH DEFINED 1 5,202
SEACHANGE INTL INC EQUITY 811699107 169 4,954 SH DEFINED 6, 7, 8 4954
SEACHANGE INTL INC COM EQUITY 811699107 8257 242,000 SH Sole 3 242000
SEACOAST BKG CORP FLA EQUITY 811707108 54 1,164 SH DEFINED 6, 7, 8 1164
SEACOAST FINANCIAL SERVICES CO EQUITY 81170Q106 142 8,276 SH DEFINED 1 8,276
SEACOAST FINL SVCS CORP EQUITY 81170Q106 136 7,959 SH DEFINED 6, 7, 8 7959
SEACOR SMIT INC EQUITY 811904101 488 10,521 SH DEFINED 6, 7, 8 10521
SEACOR SMIT, INC. EQUITY 811904101 263 5,669 SH DEFINED 1 5,669
SEACOST BANKING CORP FLA A EQUITY 811707108 54 1,164 SH DEFINED 1 1,164
SEALED AIR CORP EQUITY 81211K100 1570 38,466 SH DEFINED 1 38,466
SEALED AIR CORP NEW EQUITY 81211K100 11 260 SH DEFINED 5 260
SEALED AIR CORP NEW EQUITY 81211K100 1445 35,410 SH DEFINED 6, 7, 8 35410
SEARS ROEBUCK & CO EQUITY 812387108 10492 220,243 SH DEFINED 1 220,243
SEARS ROEBUCK & CO EQUITY 812387108 48 1,010 SH DEFINED 5 1010
SEARS ROEBUCK & CO EQUITY 812387108 10131 212,648 SH DEFINED 6, 7, 8 212648
SEARS ROEBUCK & CO COM EQUITY 812387108 3811 80,000 SH Sole 3 80000
SEATTLE GENETICS INC EQUITY 812578102 11 1,996 SH DEFINED 6, 7, 8 1996
SEATTLE GENETICS INC WA EQUITY 812578102 11 1,996 SH DEFINED 1 1,996
SECOND BANCORP INC EQUITY 813114105 61 2,806 SH DEFINED 6, 7, 8 2806
SECOND BANCORP, INC. EQUITY 813114105 65 3,010 SH DEFINED 1 3,010
SECURE COMPUTING CORP EQUITY 813705100 177 8,598 SH DEFINED 1 8,598
SECURE COMPUTING CORP EQUITY 813705100 167 8,118 SH DEFINED 6, 7, 8 8118
SECURE COMPUTING CORP COM EQUITY 813705100 4948 240,800 SH Sole 3 240800
SECURITY CAP GROUP INC EQUITY 81413P105 248 196 SH DEFINED 6 196
SECURITY CAP GRP INC COM CL A EQUITY 81413P105 248 196 SH DEFINED 1 196
SECURITY CAPITAL GRO EQUITY 81413P204 13 512 SH DEFINED 1 512
SEEBEYOND TECHNOLOGIES CO EQUITY 815704101 78 8,059 SH DEFINED 6, 7, 8 8059
SEEBEYOND TECHNOLOGY CORP. EQUITY 815704101 85 8,714 SH DEFINED 1 8,714
SEI INVESTMENTS CO EQUITY 784117103 5918 131,200 SH DEFINED 6, 7, 8 131200
SEI INVESTMENTS CO. EQUITY 784117103 5958 132,088 SH DEFINED 1 132,088
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
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SEITEL INC EQUITY 816074306 87 6,408 SH DEFINED 6, 7, 8 6408
SEITEL, INC. EQUITY 816074306 90 6,608 SH DEFINED 1 6,608
SELECT MEDICAL CORP EQUITY 816196109 46 2,833 SH DEFINED 1 2,833
SELECT MEDICAL CORP EQUITY 816196109 43 2,682 SH DEFINED 6, 7, 8 2682
SELECT MEDICAL CORP COM EQUITY 816196109 10050 625,000 SH Sole 3 625000
SELECTICA INC EQUITY 816288104 34 5,681 SH DEFINED 1 5,681
SELECTICA INC EQUITY 816288104 33 5,503 SH DEFINED 6, 7, 8 5503
SELECTIVE INS GROUP INC EQUITY 816300107 178 8,169 SH DEFINED 6, 7, 8 8169
SELECTIVE INSURANCE GROUP, INC EQUITY 816300107 184 8,479 SH DEFINED 1 8,479
SEMCO ENERGY INC EQUITY 78412D109 62 5,807 SH DEFINED 6, 7, 8 5807
SEMCO ENERGY, INC. EQUITY 78412D109 65 6,027 SH DEFINED 1 6,027
SEMITOOL INC EQUITY 816909105 51 4,425 SH DEFINED 6, 7, 8 4425
SEMITOOL, INC. EQUITY 816909105 53 4,599 SH DEFINED 1 4,599
SEMPRA ENERGY EQUITY 816851109 3477 114,324 SH DEFINED 1 94,114
SEMPRA ENERGY EQUITY 816851109 16 650 SH DEFINED 5 650
SEMPRA ENERGY EQUITY 816851109 2151 87,600 SH DEFINED 6, 7, 8 87600
SEMTECH CORP EQUITY 816850101 3048 85,400 SH DEFINED 6, 7, 8 85400
SEMTECH CORP. EQUITY 816850101 3078 86,231 SH DEFINED 1 86,231
SENIOR HOUSING PROP TRUST EQUITY 81721M109 2507 180,196 SH DEFINED 1 180,196
SENIOR HOUSING PROP TRUST EQUITY 81721M109 6157 442,600 SH Sole 3 374200 68400
SENIOR HSG PPTYS TR EQUITY 81721M109 95 6,831 SH DEFINED 6, 7, 8 6831
SENSIENT TECHNOLOGIES COR EQUITY 81725T100 1512 72,653 SH DEFINED 6, 7, 8 72653
SENSIENT TECHNOLOGIES CORP. EQUITY 81725T100 1525 73,297 SH DEFINED 1 73,297
SEPRACOR INC EQUITY 817315104 5504 96,460 SH DEFINED 6, 7, 8 96460
SEPRACOR, INC. EQUITY 817315104 5563 97,493 SH DEFINED 1 97,493
SEQUA CORP CLASS A EQUITY 817320104 654 13,757 SH DEFINED 1 13,757
SEQUA CORPORATION EQUITY 817320104 651 13,709 SH DEFINED 6, 7, 8 13709
SEQUENOM INC EQUITY 817337108 58 5,428 SH DEFINED 6, 7, 8 5428
SEQUENOM, INC. EQUITY 817337108 65 6,107 SH DEFINED 1 6,107
SERENA SOFTWARE INC EQUITY 817492101 98 4,507 SH DEFINED 6, 7, 8 4507
SERENA SOFTWARE, INC. EQUITY 817492101 102 4,703 SH DEFINED 1 4,703
SEROLOGICALS CORP EQUITY 817523103 175 8,144 SH DEFINED 6, 7, 8 8144
SEROLOGICALS CORP. EQUITY 817523103 118 5,489 SH DEFINED 1 5,489
SERONO SA EQUITY 81752M101 5714 257,500 SH DEFINED 2 257500
SERVICE CORP INTERNATIONAL EQUITY 817565104 12 2,306 SH DEFINED 1 2,306
SERVICEMASTER COMPAN EQUITY 81760N109 32 2,312 SH DEFINED 1 2,312
SFBC INTL INC COM EQUITY 784121105 2050 100,000 SH Sole 3 100000
SHAW GROUP INC EQUITY 820280105 12 506 SH DEFINED 1 506
SHERWIN WILLIAMS CO EQUITY 824348106 13 480 SH DEFINED 5 480
SHERWIN WILLIAMS CO EQUITY 824348106 3151 114,590 SH DEFINED 6, 7, 8 114590
SHERWIN WILLIAMS CO EQUITY 824348106 5659 205,792 SH DEFINED 2 205792
SHERWIN-WILLIAMS CO. EQUITY 824348106 1925 70,007 SH DEFINED 1 70,007
SHOPKO STORES INC EQUITY 824911101 82 8,663 SH DEFINED 6, 7, 8 8663
SHOPKO STORES, INC. EQUITY 824911101 85 8,963 SH DEFINED 1 8,963
SHUFFLE MASTER INC EQUITY 825549108 81 5,192 SH DEFINED 6, 7, 8 5192
SHUFFLE MASTER, INC. EQUITY 825549108 87 5,547 SH DEFINED 1 5,547
SHURGARD STORAGE CENTERS, INC. CLASS EQUITY 82567D104 322 10,066 SH DEFINED 1 10,066
SHURGARD STORAGE CTRS INC EQUITY 82567D104 308 9,619 SH DEFINED 6, 7, 8 9619
SICOR INC EQUITY 825846108 14 894 SH DEFINED 1 894
SIDERCA S.A.I.C ADR EQUITY 825863103 313 20,900 SH DEFINED 1 20,900
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
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SIEBEL SYS INC EQUITY 826170102 41 1,450 SH DEFINED 5 1450
SIEBEL SYS INC EQUITY 826170102 5808 207,590 SH DEFINED 6, 7, 8 207590
SIEBEL SYS INC EQUITY 826170102 29315 1,047,725 SH DEFINED 2 1047725
SIEBEL SYSTEMS, INC. EQUITY 826170102 6119 218,697 SH DEFINED 1 218,697
SIERRA HEALTH SERVICES, INC. EQUITY 826322109 67 8,216 SH DEFINED 1 8,216
SIERRA HEALTH SVCS INC EQUITY 826322109 63 7,768 SH DEFINED 6, 7, 8 7768
SIERRA PAC RES NEW EQUITY 826428104 3517 233,719 SH DEFINED 6, 7, 8 233719
SIERRA PAC RES NEW EQUITY 826428104 2483 165,000 SH DEFINED 2 165000
SIERRA PACIFIC RESOURCES EQUITY 826428104 2670 177,417 SH DEFINED 1 177,417
SIGMA ALDRICH CORP EQUITY 826552101 9 230 SH DEFINED 5 230
SIGMA ALDRICH CORP EQUITY 826552101 2828 71,770 SH DEFINED 6, 7, 8 71770
SIGMA ALDRICH CORP. EQUITY 826552101 2921 74,116 SH DEFINED 1 74,116
SIGNALSOFT CORP EQUITY 82668M102 26 5,876 SH DEFINED 1 5,876
SIGNALSOFT CORP EQUITY 82668M102 25 5,614 SH DEFINED 6, 7, 8 5614
SILGAN HOLDINGS INC EQUITY 827048109 82 3,130 SH DEFINED 6, 7, 8 3130
SILGAN HOLDINGS, INC. EQUITY 827048109 86 3,302 SH DEFINED 1 3,302
SILICON GRAPHICS INC EQUITY 827056102 130 61,982 SH DEFINED 6, 7, 8 61982
SILICON GRAPHICS, INC. EQUITY 827056102 135 64,432 SH DEFINED 1 64,432
SILICON IMAGE INC EQUITY 82705T102 62 16,507 SH DEFINED 1 16,507
SILICON IMAGE INC EQUITY 82705T102 109 29,086 SH DEFINED 6, 7, 8 29086
SILICON LABORATORIES INC EQUITY 826919102 90 2,660 SH DEFINED 1 2,660
SILICON LABORATORIES INC EQUITY 826919102 84 2,495 SH DEFINED 6, 7, 8 2495
SILICON STORAGE TECHNOLOG EQUITY 827057100 254 26,317 SH DEFINED 6, 7, 8 26317
SILICON STORAGE TECHNOLOGY EQUITY 827057100 222 22,996 SH DEFINED 1 22,996
SILICON VALLEY BANCSHARES EQUITY 827064106 2303 86,159 SH DEFINED 1 86,159
SILICON VY BANCSHARES EQUITY 827064106 2288 85,590 SH DEFINED 6, 7, 8 85590
SILICONIX INC EQUITY 827079203 46 1,681 SH DEFINED 6, 7, 8 1681
SILICONIX, INC. EQUITY 827079203 47 1,719 SH DEFINED 1 1,719
SIMMONS 1ST NATL CORP EQUITY 828730200 74 2,310 SH DEFINED 6, 7, 8 2310
SIMMONS FIRST NATIONAL CORP. EQUITY 828730200 78 2,418 SH DEFINED 1 2,418
SIMON PPTY GROUP EQUITY 828806109 37007 1,261,750 SH Sole 3 1097150 164600
SIMON PROPERTY GROUP INC EQUITY 828806109 31 1,071 SH DEFINED 1 1,071
SIMPLEX SOLUTIONS INC EQUITY 828854109 22 1,324 SH DEFINED 1 1,324
SIMPLEX SOLUTIONS INC EQUITY 828854109 107 6,307 SH DEFINED 6, 7, 8 6307
SIMPSON MANUFACTURING CO EQUITY 829073105 123 2,142 SH DEFINED 6, 7, 8 2142
SIMPSON MANUFACTURING CO. EQUITY 829073105 128 2,232 SH DEFINED 1 2,232
SINCLAIR BROADCAST GROUP EQUITY 829226109 74 7,822 SH DEFINED 6, 7, 8 7822
SINCLAIR BROADCAST GROUP, INC. EQUITY 829226109 78 8,251 SH DEFINED 1 8,251
SIPEX CORP EQUITY 829909100 98 7,655 SH DEFINED 6, 7, 8 7655
SIPEX CORP. EQUITY 829909100 102 7,917 SH DEFINED 1 7,917
SIRENZA MICRODEVICES INC EQUITY 82966T106 18 2,894 SH DEFINED 6, 7, 8 2894
SIRIUS SATELLITE RADIO IN EQUITY 82966U103 158 13,604 SH DEFINED 6, 7, 8 13604
SIRIUS SATELLITE RADIO INC. EQUITY 82966U103 166 14,304 SH DEFINED 1 14,304
SITEL CORP EQUITY 82980K107 43 18,018 SH DEFINED 6, 7, 8 18018
SITEL CORP. EQUITY 82980K107 45 18,572 SH DEFINED 1 18,572
SIX FLAGS INC EQUITY 83001P109 1892 123,025 SH DEFINED 6, 7, 8 123025
SIX FLAGS, INC EQUITY 83001P109 1739 113,047 SH DEFINED 1 113,047
SJW CORP EQUITY 784305104 55 645 SH DEFINED 6, 7, 8 645
SK TELECOM CO LTD-ADR EQUITY 78440P108 411 19,000 SH DEFINED 1 19,000
SKECHERS U S A INC EQUITY 830566105 152 10,384 SH DEFINED 6, 7, 8 10384
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
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SKECHERS USA INC. CL-A EQUITY 830566105 73 4,992 SH DEFINED 1 4,992
SKILLSOFT CORP EQUITY 83066P101 38 1,473 SH DEFINED 6, 7, 8 1473
SKILLSOFT CORP COM EQUITY 83066P101 21728 838,284 SH Sole 3 825884 12400
SKILLSOFT CORPORATION EQUITY 83066P101 40 1,540 SH DEFINED 1 1,540
SKY FINANCIAL GROUP EQUITY 83080P103 11 564 SH DEFINED 1 564
SKYLINE CORP EQUITY 830830105 65 2,005 SH DEFINED 6, 7, 8 2005
SKYLINE CORP. EQUITY 830830105 68 2,105 SH DEFINED 1 2,105
SKYWEST INC EQUITY 830879102 16 630 SH DEFINED 1 630
SKYWEST INC EQUITY 830879102 5456 214,400 SH DEFINED 2 214400
SL GREEN REALTY CORP. EQUITY 78440X101 266 8,675 SH DEFINED 1 8,675
SL GREEN RLTY CORP EQUITY 78440X101 463 15,064 SH DEFINED 6, 7, 8 15064
SL GREEN RLTY CORP COM EQUITY 78440X101 8660 282,000 SH Sole 3 239700 42300
SLI INC EQUITY 78442T108 20 7,645 SH DEFINED 6, 7, 8 7645
SLI, INC EQUITY 78442T108 20 7,831 SH DEFINED 1 7,831
SMART & FINAL INC EQUITY 831683107 39 3,782 SH DEFINED 6, 7, 8 3782
SMART & FINAL, INC., EQUITY 831683107 41 3,945 SH DEFINED 1 3,945
SMARTFORCE PUB LTD CO EQUITY 83170A206 316 12,750 SH DEFINED 6, 7, 8 12750
SMITH A O EQUITY 831865209 62 3,205 SH DEFINED 6, 7, 8 3205
SMITH INTERNATIONAL, INC. EQUITY 832110100 3253 60,662 SH DEFINED 1 60,662
SMITH INTL INC EQUITY 832110100 3217 60,000 SH DEFINED 6, 7, 8 60000
SMITH, A.O. CORP. EQUITY 831865209 67 3,422 SH DEFINED 1 3,422
SMITHFIELD FOODS INC EQUITY 832248108 3008 136,470 SH DEFINED 1 136,470
SMITHFIELD FOODS INC EQUITY 832248108 2989 135,600 SH DEFINED 6, 7, 8 135600
SMUCKER J M CO EQUITY 832696306 1259 35,583 SH DEFINED 6, 7, 8 35583
SMUCKER, J.M. CO. EQUITY 832696306 1268 35,826 SH DEFINED 1 35,826
SMURFIT-STONE CONTAINER C EQUITY 832727101 245 15,360 SH DEFINED 6, 7, 8 15360
SMURFIT-STONE CONTAINER CORP. EQUITY 832727101 21257 1,331,065 SH DEFINED 1 1,331,065
SNAP ON INC EQUITY 833034101 6 180 SH DEFINED 5 180
SNAP ON INC EQUITY 833034101 823 24,460 SH DEFINED 6, 7, 8 24460
SNAP-ON, INC. EQUITY 833034101 883 26,238 SH DEFINED 1 26,238
SOC QUIMICA Y MINERA CHIL-SPON ADR EQUITY 833635105 707 30,330 SH DEFINED 1 30,330
SOLA INTERNATIONAL, INC. EQUITY 834092108 149 7,665 SH DEFINED 1 7,665
SOLA INTL INC EQUITY 834092108 141 7,261 SH DEFINED 6, 7, 8 7261
SOLECTRON CORP EQUITY 834182107 29 2,570 SH DEFINED 5 2570
SOLECTRON CORP EQUITY 834182107 3914 347,010 SH DEFINED 6, 7, 8 347010
SOLECTRON CORP EQUITY 834182107 1960 173,800 SH DEFINED 2 173800
SOLECTRON CORP. EQUITY 834182107 4132 366,334 SH DEFINED 1 366,334
SOLUTIA INC EQUITY 834376105 1775 126,600 SH DEFINED 6, 7, 8 126600
SOLUTIA, INC. EQUITY 834376105 1790 127,656 SH DEFINED 1 127,656
SOMERA COMMUNICATION EQUITY 834458101 64 8,486 SH DEFINED 6, 7, 8 8486
SOMERA COMMUNICATIONS INC EQUITY 834458101 66 8,778 SH DEFINED 1 8,778
SONG NETWORKS HLDG AKTIR ADR EQUITY 83544Q101 169 140,901 SH DEFINED 1 140,901
SONIC AUTOMOTIVE INC EQUITY 83545G102 181 7,715 SH DEFINED 1 7,715
SONIC AUTOMOTIVE INC EQUITY 83545G102 173 7,391 SH DEFINED 6, 7, 8 7391
SONIC CORP EQUITY 835451105 358 9,956 SH DEFINED 6, 7, 8 9956
SONIC CORP COM EQUITY 835451105 17239 478,869 SH Sole 3 471969 6900
SONIC CORP. EQUITY 835451105 228 6,328 SH DEFINED 1 6,328
SONICBLUE INC EQUITY 83546Q109 112 27,788 SH DEFINED 1 27,788
SONICBLUE INC EQUITY 83546Q109 108 26,635 SH DEFINED 6, 7, 8 26635
SONICWALL INC EQUITY 835470105 254 13,063 SH DEFINED 1 13,063
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
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SONICWALL INC EQUITY 835470105 431 22,154 SH DEFINED 6, 7, 8 22154
SONOCO PRODS CO EQUITY 835495102 3086 116,100 SH DEFINED 6, 7, 8 116100
SONOCO PRODUCTS CO. EQUITY 835495102 3106 116,844 SH DEFINED 1 116,844
SONOSIGHT, INC. EQUITY 83568G104 85 3,299 SH DEFINED 1 3,299
SONOSITE INC EQUITY 83568G104 81 3,143 SH DEFINED 6, 7, 8 3143
SONUS NETWORKS INC EQUITY 835916107 9 1,880 SH DEFINED 1 1,880
SORRENTO NETWORKS EQUITY 83586Q100 15 4,250 SH DEFINED 1 4,250
SORRENTO NETWORKS CORP EQUITY 83586Q100 15 4,045 SH DEFINED 6, 7, 8 4045
SOTHEBYS HLDGS INC EQUITY 835898107 1333 80,278 SH DEFINED 6, 7, 8 80278
SOTHEBY'S HOLDINGS, INC. CLASS A EQUITY 835898107 1339 80,616 SH DEFINED 1 80,616
SOUNDVIEW TECHNOLOGY GROU EQUITY 83611Q109 40 17,089 SH DEFINED 6, 7, 8 17089
SOUNDVIEW TECHNOLOGY GROUP EQUITY 83611Q109 42 17,971 SH DEFINED 1 17,971
SOUTH FINANCIAL GROUP INC. EQUITY 837841105 254 14,294 SH DEFINED 1 14,294
SOUTH FINL GROUP INC EQUITY 837841105 243 13,708 SH DEFINED 6, 7, 8 13708
SOUTH JERSEY INDS INC EQUITY 838518108 123 3,778 SH DEFINED 6, 7, 8 3778
SOUTH JERSEY INDUSTRIES, INC. EQUITY 838518108 128 3,925 SH DEFINED 1 3,925
SOUTHERN CO EQUITY 842587107 27025 1,066,088 SH DEFINED 1 1,066,088
SOUTHERN CO EQUITY 842587107 55 2,170 SH DEFINED 5 2170
SOUTHERN CO EQUITY 842587107 7450 293,900 SH DEFINED 6, 7, 8 293900
SOUTHERN PERU COPPER CORP EQUITY 843611104 54 4,526 SH DEFINED 6, 7, 8 4526
SOUTHERN PERU COPPER CORP. EQUITY 843611104 58 4,867 SH DEFINED 1 4,867
SOUTHERN UN CO NEW EQUITY 844030106 206 10,912 SH DEFINED 6, 7, 8 10912
SOUTHERN UNION CO. EQUITY 844030106 214 11,363 SH DEFINED 1 11,363
SOUTHTRUST CORP EQUITY 844730101 26 1,070 SH DEFINED 5 1070
SOUTHTRUST CORP EQUITY 844730101 4660 188,900 SH DEFINED 6, 7, 8 188900
SOUTHTRUST CORP. EQUITY 844730101 3840 155,649 SH DEFINED 1 155,649
SOUTHWEST AIRLINES CO. EQUITY 844741108 6645 359,590 SH DEFINED 1 359,590
SOUTHWEST AIRLS CO EQUITY 844741108 44 2,390 SH DEFINED 5 2390
SOUTHWEST AIRLS CO EQUITY 844741108 6312 341,580 SH DEFINED 6, 7, 8 341580
SOUTHWEST AIRLS CO EQUITY 844741108 7551 408,600 SH DEFINED 2 408600
SOUTHWEST BANCORPORATION EQUITY 84476R109 382 12,635 SH DEFINED 6, 7, 8 12635
SOUTHWEST BANCORPORATION OF TX EQUITY 84476R109 248 8,202 SH DEFINED 1 8,202
SOUTHWEST GAS CORP EQUITY 844895102 219 9,789 SH DEFINED 1 9,789
SOUTHWEST GAS CORP EQUITY 844895102 209 9,364 SH DEFINED 6, 7, 8 9364
Southwestern Elec CORPBOND 845437AT9 4768 5,000,000 PRN DEFINED 4 5,000,000
SOUTHWESTERN ENERGY CO EQUITY 845467109 76 7,284 SH DEFINED 6, 7, 8 7284
SOUTHWESTERN ENERGY CO. EQUITY 845467109 78 7,544 SH DEFINED 1 7,544
SOVEREIGN BANCORP INC EQUITY 845905108 3674 300,200 SH DEFINED 6, 7, 8 300200
SOVEREIGN BANCORP, INC. EQUITY 845905108 3698 302,123 SH DEFINED 1 302,123
SOVRAN SELF STORAGE INC EQUITY 84610H108 123 3,952 SH DEFINED 6, 7, 8 3952
SOVRAN SELF STORAGE, INC. EQUITY 84610H108 128 4,109 SH DEFINED 1 4,109
SPANISH BROADCASTING SYS EQUITY 846425882 111 11,222 SH DEFINED 6, 7, 8 11222
SPANISH BROADCASTING SYS, INC. CLASS EQUITY 846425882 117 11,785 SH DEFINED 1 11,785
SPARTAN STORES INC EQUITY 846822104 80 6,663 SH DEFINED 1 6,663
SPARTAN STORES INC EQUITY 846822104 76 6,352 SH DEFINED 6, 7, 8 6352
SPARTECH CORP EQUITY 847220209 88 4,287 SH DEFINED 6, 7, 8 4287
SPARTECH CORP. EQUITY 847220209 93 4,513 SH DEFINED 1 4,513
SPECIALTY LABORATORIES I EQUITY 84749R100 42 1,520 SH DEFINED 6, 7, 8 1520
SPECTRALINK CORP EQUITY 847580107 77 4,510 SH DEFINED 1 4,510
SPECTRALINK CORP EQUITY 847580107 73 4,264 SH DEFINED 6, 7, 8 4264
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
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SPECTRASITE HLDGS INC EQUITY 84760T100 73 20,438 SH DEFINED 6, 7, 8 20438
SPECTRASITE HOLDINGS, INC. EQUITY 84760T100 76 21,136 SH DEFINED 1 21,136
SPECTRIAN CORP EQUITY 847608106 41 3,721 SH DEFINED 6, 7, 8 3721
SPECTRIAN CORP. EQUITY 847608106 43 3,920 SH DEFINED 1 3,920
SPEECHWORKS INTERNATIONAL EQUITY 84764M101 82 7,262 SH DEFINED 1 7,262
SPEECHWORKS INTL INC EQUITY 84764M101 78 6,937 SH DEFINED 6, 7, 8 6937
SPEECHWORKS INTL INC COM EQUITY 84764M101 7425 660,000 SH Sole 3 660000
SPEEDWAY MOTORSPORTS EQUITY 847788106 103 4,064 SH DEFINED 1 4,064
SPEEDWAY MOTORSPORTS INC EQUITY 847788106 99 3,919 SH DEFINED 6, 7, 8 3919
SPHERION CORP EQUITY 848420105 165 16,880 SH DEFINED 6, 7, 8 16880
SPHERION CORPORATION EQUITY 848420105 171 17,549 SH DEFINED 1 17,549
SPIEGEL INC EQUITY 848457107 21 4,517 SH DEFINED 6, 7, 8 4517
SPIEGEL, INC. CLASS A EQUITY 848457107 21 4,682 SH DEFINED 1 4,682
SPINNAKER EXPL CO EQUITY 84855W109 586 14,240 SH DEFINED 6, 7, 8 14240
SPINNAKER EXPL CO COM EQUITY 84855W109 6952 168,900 SH Sole 3 168900
SPINNAKER EXPLORATION CO EQUITY 84855W109 239 5,807 SH DEFINED 1 5,807
SPORTS RESORTS INTL INC EQUITY 84918U108 58 7,484 SH DEFINED 1 7,484
SPORTS RESORTS INTL INC EQUITY 84918U108 54 6,990 SH DEFINED 6, 7, 8 6990
SPRINT CORP EQUITY 852061100 56 2,770 SH DEFINED 5 2770
SPRINT CORP EQUITY 852061506 75 3,080 SH DEFINED 5 3080
SPRINT CORP EQUITY 852061100 8348 415,750 SH DEFINED 6, 7, 8 415750
SPRINT CORP EQUITY 852061506 11876 486,528 SH DEFINED 6, 7, 8 486528
SPRINT CORP EQUITY 852061100 3867 192,600 SH DEFINED 2 192600
SPRINT CORP. FON GROUP EQUITY 852061100 8768 436,629 SH DEFINED 1 436,629
SPRINT CORP. PCS GROUP EQUITY 852061506 27869 1,141,686 SH DEFINED 1 1,141,686
SPS TECHNOLOGIES INC EQUITY 784626103 107 3,077 SH DEFINED 6, 7, 8 3077
SPS TECHNOLOGIES, INC. EQUITY 784626103 111 3,188 SH DEFINED 1 3,188
SPSS INC EQUITY 78462K102 54 3,030 SH DEFINED 6, 7, 8 3030
SPSS, INC. EQUITY 78462K102 56 3,132 SH DEFINED 1 3,132
SPX CORP EQUITY 784635104 8426 61,550 SH DEFINED 6, 7, 8 61550
SPX CORP EQUITY 784635104 11595 84,700 SH DEFINED 2 84700
SPX CORP. EQUITY 784635104 23221 169,621 SH DEFINED 1 169,621
SRI/SURGICAL EXPRESS INC EQUITY 78464W104 10 614 SH DEFINED 1 614
SRI/SURGICAL EXPRESS INC EQUITY 78464W104 9 550 SH DEFINED 6, 7, 8 550
ST FRANCIS CAP CORP EQUITY 789374105 55 2,374 SH DEFINED 6, 7, 8 2374
ST FRANCIS CAPITAL CORP. EQUITY 789374105 55 2,374 SH DEFINED 1 2,374
ST JUDE MED INC EQUITY 790849103 21 270 SH DEFINED 5 270
ST JUDE MED INC EQUITY 790849103 5793 74,600 SH DEFINED 6, 7, 8 74600
ST JUDE MED INC EQUITY 790849103 9450 121,700 SH DEFINED 2 121700
ST JUDE MEDICAL, INC. EQUITY 790849103 6040 77,789 SH DEFINED 1 77,789
ST MARY LD & EXPL CO EQUITY 792228108 178 8,400 SH DEFINED 6, 7, 8 8400
ST PAUL COS INC EQUITY 792860108 29 650 SH DEFINED 5 650
ST PAUL COS INC EQUITY 792860108 4599 104,600 SH DEFINED 6, 7, 8 104600
ST. MARY LAND & EXPLORATION EQUITY 792228108 186 8,781 SH DEFINED 1 8,781
ST. PAUL COMPANIES, INC. EQUITY 792860108 4143 94,214 SH DEFINED 1 94,214
STAAR SURGICAL CO EQUITY 852312305 26 6,825 SH DEFINED 6, 7, 8 6825
STAMPS COM INC EQUITY 852857101 40 11,266 SH DEFINED 6, 7, 8 11266
STAMPS.COM INC EQUITY 852857101 43 11,886 SH DEFINED 1 11,886
STANCORP FINANCIAL GROUP, INC. EQUITY 852891100 2201 46,590 SH DEFINED 1 46,590
STANCORP FINL GROUP INC EQUITY 852891100 2180 46,132 SH DEFINED 6, 7, 8 46132
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
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STANDARD & POOR'S DEPOSITARY SPDR EQUITY 78462F103 3898 34,104 SH DEFINED 1 34,104
STANDARD COML CORP EQUITY 853258101 54 3,273 SH DEFINED 6, 7, 8 3273
STANDARD COML CORP. COM EQUITY 853258101 57 3,465 SH DEFINED 1 3,465
STANDARD MICROSYSTEMS COR EQUITY 853626109 73 4,693 SH DEFINED 6, 7, 8 4693
STANDARD MICROSYSTEMS CORP. EQUITY 853626109 75 4,853 SH DEFINED 1 4,853
STANDARD MOTOR PRODUCTS, INC. EQUITY 853666105 32 2,298 SH DEFINED 1 2,298
STANDARD MTR PRODS INC EQUITY 853666105 32 2,298 SH DEFINED 6, 7, 8 2298
STANDARD PAC CORP NEW EQUITY 85375C101 204 8,378 SH DEFINED 6, 7, 8 8378
STANDARD PACIFIC CORP. EQUITY 85375C101 213 8,776 SH DEFINED 1 8,776
STANDARD REGISTER CO EQUITY 853887107 79 4,245 SH DEFINED 6, 7, 8 4245
STANDARD REGISTER CO. EQUITY 853887107 80 4,329 SH DEFINED 1 4,329
STANDEX INTERNATIONAL CORP. EQUITY 854231107 79 3,650 SH DEFINED 1 3,650
STANDEX INTL CORP EQUITY 854231107 77 3,523 SH DEFINED 6, 7, 8 3523
STANFORD MICRODEVICES INC EQUITY 82966T106 18 2,933 SH DEFINED 1 2,933
STANLEY FURNITURE CO INC EQUITY 854305208 42 1,762 SH DEFINED 1 1,762
STANLEY FURNITURE INC EQUITY 854305208 39 1,620 SH DEFINED 6, 7, 8 1620
STANLEY WKS EQUITY 854616109 13 270 SH DEFINED 5 270
STANLEY WKS EQUITY 854616109 2148 46,120 SH DEFINED 6, 7, 8 46120
STANLEY WORKS EQUITY 854616109 2287 49,101 SH DEFINED 1 49,101
STAPLES INC EQUITY 855030102 27 1,440 SH DEFINED 5 1440
STAPLES INC EQUITY 855030102 3779 202,080 SH DEFINED 6, 7, 8 202080
STAPLES, INC. EQUITY 855030102 4084 218,373 SH DEFINED 1 218,373
STAR SCIENTIFIC INC EQUITY 85517P101 15 5,762 SH DEFINED 1 5,762
STAR SCIENTIFIC INC EQUITY 85517P101 15 5,762 SH DEFINED 6, 7, 8 5762
STARBASE CORP EQUITY 854910205 14 20,700 SH DEFINED 1 20,700
STARBASE CORP EQUITY 854910205 13 19,681 SH DEFINED 6, 7, 8 19681
STARBUCKS CORP EQUITY 855244109 23 1,190 SH DEFINED 5 1190
STARBUCKS CORP EQUITY 855244109 3297 173,050 SH DEFINED 6, 7, 8 173050
STARBUCKS CORP. EQUITY 855244109 3566 187,173 SH DEFINED 1 187,173
STARMEDIA NETWORK INC EQUITY 855546107 0 12,135 SH DEFINED 6, 7, 8 12135
STARMEDIA NETWORK, INC. EQUITY 855546107 5 12,444 SH DEFINED 1 12,444
STARTEK INC EQUITY 85569C107 48 2,513 SH DEFINED 1 2,513
STARTEK INC EQUITY 85569C107 43 2,287 SH DEFINED 6, 7, 8 2287
STARWOOD HOTELS & RESORTS WW EQUITY 85590A203 2684 89,917 SH DEFINED 1 89,917
STARWOOD HOTELS&RESORTS W EQUITY 85590A203 19 620 SH DEFINED 5 620
STARWOOD HOTELS&RESORTS W EQUITY 85590A203 3090 103,510 SH DEFINED 6, 7, 8 103510
STATE AUTO FINANCIAL CORP. EQUITY 855707105 69 4,256 SH DEFINED 1 4,256
STATE AUTO FINL CORP EQUITY 855707105 65 3,993 SH DEFINED 6, 7, 8 3993
STATE STR CORP EQUITY 857477103 53 1,020 SH DEFINED 5 1020
STATE STR CORP EQUITY 857477103 7186 137,540 SH DEFINED 6, 7, 8 137540
STATE STREET CORP. EQUITY 857477103 7594 145,347 SH DEFINED 1 145,347
STATEN IS BANCORP INC EQUITY 857550107 285 17,450 SH DEFINED 6, 7, 8 17450
STATEN ISLAND BANCORP, INC. EQUITY 857550107 300 18,384 SH DEFINED 1 18,384
STATION CASINOS INC EQUITY 857689103 278 24,887 SH DEFINED 6, 7, 8 24887
STATION CASINOS, INC. EQUITY 857689103 133 11,919 SH DEFINED 1 11,919
STEAK N SHAKE CO EQUITY 857873103 78 7,095 SH DEFINED 6, 7, 8 7095
STEEL DYNAMICS INC EQUITY 858119100 91 7,818 SH DEFINED 6, 7, 8 7818
STEEL DYNAMICS, INC. EQUITY 858119100 94 8,129 SH DEFINED 1 8,129
STEELCASE INC-CL A EQUITY 858155203 9 583 SH DEFINED 1 583
STEIN MART INC EQUITY 858375108 61 7,276 SH DEFINED 6, 7, 8 7276
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
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STEIN MART, INC. EQUITY 858375108 63 7,534 SH DEFINED 1 7,534
STEINWAY MUSICAL INSTRS I EQUITY 858495104 33 1,973 SH DEFINED 6, 7, 8 1973
STEINWAY MUSICAL INSTRUMENTS EQUITY 858495104 29950 1,803,104 SH DEFINED 1 1,803,104
STELLENT INC EQUITY 85856W105 172 5,821 SH DEFINED 1 5,821
STELLENT INC EQUITY 85856W105 160 5,409 SH DEFINED 6, 7, 8 5409
STEPAN CO EQUITY 858586100 49 2,021 SH DEFINED 6, 7, 8 2021
STEPAN CO. EQUITY 858586100 53 2,198 SH DEFINED 1 2,198
STERICYCLE INC EQUITY 858912108 295 4,848 SH DEFINED 6, 7, 8 4848
STERICYCLE INC COM EQUITY 858912108 34328 563,856 SH Sole 3 553856 10000
STERICYCLE, INC. EQUITY 858912108 253 4,150 SH DEFINED 1 4,150
STERIS CORP EQUITY 859152100 2112 115,612 SH DEFINED 6, 7, 8 115612
STERIS CORP COM EQUITY 859152100 1909 104,472 SH DEFINED 1 104,472
STERLING BANCORP EQUITY 859158107 81 2,768 SH DEFINED 1 2,768
STERLING BANCORP EQUITY 859158107 79 2,699 SH DEFINED 6, 7, 8 2699
STERLING BANCSHARES INC EQUITY 858907108 127 10,182 SH DEFINED 6, 7, 8 10182
STERLING BANCSHARES, INC. EQUITY 858907108 134 10,705 SH DEFINED 1 10,705
STERLING FINANCIAL CORP EQUITY 859317109 90 3,713 SH DEFINED 1 3,713
STERLING FINL CORP EQUITY 859317109 86 3,522 SH DEFINED 6, 7, 8 3522
STEVEN MADDEN, LTD. EQUITY 556269108 38 2,679 SH DEFINED 1 2,679
STEWART & STEVENSON SERVICES EQUITY 860342104 800 42,523 SH DEFINED 1 42,523
STEWART & STEVENSON SVCS EQUITY 860342104 794 42,198 SH DEFINED 6, 7, 8 42198
STEWART ENTERPRISES INC EQUITY 860370105 185 30,915 SH DEFINED 6, 7, 8 30915
STEWART ENTERPRISES, INC. EQUITY 860370105 193 32,152 SH DEFINED 1 32,152
STEWART INFORMATION SERVICES COM EQUITY 860372101 81 4,124 SH DEFINED 1 4,124
STEWART INFORMATION SVCS EQUITY 860372101 78 3,967 SH DEFINED 6, 7, 8 3967
STILLWATER MINING CO. EQUITY 86074Q102 217 11,728 SH DEFINED 1 11,728
STILLWATER MNG CO EQUITY 86074Q102 206 11,138 SH DEFINED 6, 7, 8 11138
STILLWELL FINANCIAL INC EQUITY 860831106 2740 100,653 SH DEFINED 1 100,653
STILWELL FINL INC EQUITY 860831106 19 690 SH DEFINED 5 690
STILWELL FINL INC EQUITY 860831106 2549 93,630 SH DEFINED 6, 7, 8 93630
STONE ENERGY CORP EQUITY 861642106 735 18,617 SH DEFINED 6, 7, 8 18617
STONE ENERGY CORP. EQUITY 861642106 573 14,507 SH DEFINED 1 14,507
STONERIDGE INC EQUITY 86183P102 36 3,975 SH DEFINED 6, 7, 8 3975
STONERIDGE, INC. EQUITY 86183P102 37 4,075 SH DEFINED 1 4,075
STORAGE TECHNOLOGY CORP EQUITY 862111200 2633 127,400 SH DEFINED 6, 7, 8 127400
STORAGE TECHNOLOGY CORP. EQUITY 862111200 2652 128,299 SH DEFINED 1 128,299
STORAGE USA INC EQUITY 861907103 209 4,976 SH DEFINED 6, 7, 8 4976
STORAGE USA, INC. EQUITY 861907103 1127 26,771 SH DEFINED 1 26,771
STORAGENETWORKS INC EQUITY 86211E103 4 688 SH DEFINED 1 688
STRATOS LIGHTWAVE INC EQUITY 863100103 252 41,015 SH DEFINED 6, 7, 8 41015
STRATOS LIGHTWAVE INC. EQUITY 863100103 120 19,445 SH DEFINED 1 19,445
STRAYER ED INC EQUITY 863236105 81 1,669 SH DEFINED 6, 7, 8 1669
STRAYER EDUCATION, INC EQUITY 863236105 86 1,772 SH DEFINED 1 1,772
STRIDE RITE CORP EQUITY 863314100 88 13,451 SH DEFINED 6, 7, 8 13451
STRIDE RITE CORP. EQUITY 863314100 93 14,222 SH DEFINED 1 14,222
Stryker EQUITY 863667101 2335 40,000 SH DEFINED 4 40,000
STRYKER CORP EQUITY 863667101 36 610 SH DEFINED 5 610
STRYKER CORP EQUITY 863667101 4851 83,100 SH DEFINED 6, 7, 8 83100
STRYKER CORP. EQUITY 863667101 5232 89,640 SH DEFINED 1 89,640
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
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STUDENT LN CORP EQUITY 863902102 93 1,159 SH DEFINED 6, 7, 8 1159
STUDENT LOAN CORP. EQUITY 863902102 98 1,214 SH DEFINED 1 1,214
STURM RUGER & CO INC EQUITY 864159108 76 6,307 SH DEFINED 6, 7, 8 6307
STURM, RUGER & CO., INC. EQUITY 864159108 79 6,557 SH DEFINED 1 6,557
SUFFOLK BANCORP EQUITY 864739107 98 1,802 SH DEFINED 1 1,802
SUFFOLK BANCORP EQUITY 864739107 93 1,701 SH DEFINED 6, 7, 8 1701
SUIZA FOODS CORP EQUITY 865077101 5614 82,312 SH DEFINED 6, 7, 8 82312
SUMMIT PPTYS INC EQUITY 866239106 202 8,073 SH DEFINED 6, 7, 8 8073
SUMMIT PROPERTIES, INC. EQUITY 866239106 212 8,456 SH DEFINED 1 8,456
SUN COMMUNITIES INC EQUITY 866674104 179 4,800 SH DEFINED 6, 7, 8 4800
SUN COMMUNITIES, INC. EQUITY 866674104 186 5,002 SH DEFINED 1 5,002
Sun Microsystems EQUITY 866810104 1046 85,000 SH DEFINED 4 85,000
SUN MICROSYSTEMS INC EQUITY 866810104 125 10,130 SH DEFINED 5 10130
SUN MICROSYSTEMS INC EQUITY 866810104 20114 1,630,000 SH DEFINED 6, 7, 8 1630000
SUN MICROSYSTEMS INC EQUITY 866810104 6264 509,300 SH DEFINED 2 509300
SUN MICROSYSTEMS, INC. EQUITY 866810104 21006 1,707,784 SH DEFINED 1 1,707,784
SUNGARD DATA SYS INC EQUITY 867363103 135829 4,695,076 SH Sole 3 4498116 196960
SUNGARD DATA SYS INC EQUITY 867363103 9822 339,500 SH DEFINED 6, 7, 8 339500
SUNGARD DATA SYSTEMS, INC. EQUITY 867363103 9929 343,197 SH DEFINED 1 343,197
SUNOCO INC EQUITY 86764P109 9 250 SH DEFINED 5 250
SUNOCO INC EQUITY 86764P109 1242 33,260 SH DEFINED 6, 7, 8 33260
SUNOCO, INC. EQUITY 86764P109 1335 35,754 SH DEFINED 1 35,754
SUNRISE ASSISTED LIVING I EQUITY 86768K106 159 5,453 SH DEFINED 6, 7, 8 5453
SUNRISE ASSISTED LIVING, INC. EQUITY 86768K106 165 5,667 SH DEFINED 1 5,667
SUNRISE TELECOM INC EQUITY 86769Y105 22 5,466 SH DEFINED 1 5,466
SUNRISE TELECOM INC EQUITY 86769Y105 22 5,466 SH DEFINED 6, 7, 8 5466
SUNTRUST BANKS, INC. EQUITY 867914103 12027 191,818 SH DEFINED 1 191,818
SUNTRUST BKS INC EQUITY 867914103 56 900 SH DEFINED 5 900
SUNTRUST BKS INC EQUITY 867914103 11601 185,021 SH DEFINED 6, 7, 8 185021
SUPERGEN INC EQUITY 868059106 69 4,826 SH DEFINED 6, 7, 8 4826
SUPERGEN, INC. EQUITY 868059106 73 5,093 SH DEFINED 1 5,093
SUPERIOR ENERGY SERVICES, INC. EQUITY 868157108 112 12,959 SH DEFINED 1 12,959
SUPERIOR ENERGY SVCS INC EQUITY 868157108 108 12,533 SH DEFINED 6, 7, 8 12533
SUPERIOR INDS INTL INC EQUITY 868168105 1501 37,284 SH DEFINED 6, 7, 8 37284
SUPERIOR INDUSTRIES INTL, INC. EQUITY 868168105 1515 37,632 SH DEFINED 1 37,632
SUPERIOR TR I EQUITY 86836P202 3 711 SH DEFINED 6, 7, 8 711
SUPERIOR TRUST I EQUITY 86836P202 3 711 SH DEFINED 1 1
SUPERTEX INC EQUITY 868532102 45 2,566 SH DEFINED 1 2,566
SUPERTEX INC EQUITY 868532102 43 2,484 SH DEFINED 6, 7, 8 2484
SUPERVALU INC EQUITY 868536103 9 420 SH DEFINED 5 420
SUPERVALU INC EQUITY 868536103 1734 78,390 SH DEFINED 6, 7, 8 78390
Supervalu Inc. CORPBOND 868536AJ2 1954 2,000,000 PRN DEFINED 4 2,000,000
SUPERVALU, INC. EQUITY 868536103 1825 82,503 SH DEFINED 1 82,503
SUPPORT COM INC EQUITY 868587106 40 6,348 SH DEFINED 6, 7, 8 6348
SUPPORT.COM, INC. EQUITY 868587106 43 6,815 SH DEFINED 1 6,815
SUREBEAM CORP EQUITY 86866R102 22 2,062 SH DEFINED 6, 7, 8 2062
SUREBEAM CORP CL A EQUITY 86866R102 24 2,262 SH DEFINED 1 2,262
SURMODICS INC EQUITY 868873100 143 3,920 SH DEFINED 1 3,920
SURMODICS INC EQUITY 868873100 137 3,757 SH DEFINED 6, 7, 8 3757
SUSQUEHANNA BANCSHARES IN EQUITY 869099101 263 12,629 SH DEFINED 6, 7, 8 12629
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
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SUSQUEHANNA BANCSHARES, INC. EQUITY 869099101 275 13,191 SH DEFINED 1 13,191
SWIFT ENERGY CO EQUITY 870738101 139 6,904 SH DEFINED 6, 7, 8 6904
SWIFT ENERGY CO. EQUITY 870738101 144 7,151 SH DEFINED 1 7,151
SWIFT TRANSN CO EQUITY 870756103 2600 120,867 SH DEFINED 6, 7, 8 120867
SWIFT TRANSPORTATION CO., INC. EQUITY 870756103 2616 121,639 SH DEFINED 1 121,639
SWS GROUP INC EQUITY 78503N107 117 4,601 SH DEFINED 1 4,601
SWS GROUP INC EQUITY 78503N107 572 22,490 SH DEFINED 6, 7, 8 22490
SYBASE INC EQUITY 871130100 2709 171,920 SH DEFINED 6, 7, 8 171920
SYBASE, INC. EQUITY 871130100 2730 173,241 SH DEFINED 1 173,241
SYBRON DENTAL SPECIALTIES EQUITY 871142105 263 12,172 SH DEFINED 6, 7, 8 12172
SYBRON DENTAL SPECIALTIES INC. EQUITY 871142105 274 12,682 SH DEFINED 1 12,682
SYCAMORE NETWORKS, INC EQUITY 871206108 6 1,196 SH DEFINED 1 1,196
SYKES ENTERPRISES INC EQUITY 871237103 523 55,955 SH DEFINED 6, 7, 8 55955
SYKES ENTERPRISES, INC. EQUITY 871237103 526 56,313 SH DEFINED 1 56,313
SYLVAN LEARNING SYS INC EQUITY 871399101 1240 56,166 SH DEFINED 6, 7, 8 56166
SYLVAN LEARNING SYSTEMS, INC. EQUITY 871399101 1250 56,652 SH DEFINED 1 56,652
SYMANTEC CORP EQUITY 871503108 7086 106,830 SH DEFINED 6, 7, 8 106830
SYMANTEC CORP. EQUITY 871503108 7148 107,771 SH DEFINED 1 107,771
SYMBOL TECHNOLOGIES INC EQUITY 871508107 11 710 SH DEFINED 5 710
SYMBOL TECHNOLOGIES INC EQUITY 871508107 1534 96,600 SH DEFINED 6, 7, 8 96600
SYMBOL TECHNOLOGIES INC EQUITY 871508107 4828 304,000 SH DEFINED 2 304000
SYMBOL TECHNOLOGIES, INC. EQUITY 871508107 7826 492,803 SH DEFINED 1 492,803
SYMMETRICOM INC EQUITY 871543104 51 6,728 SH DEFINED 6, 7, 8 6728
SYMMETRICOM, INC. EQUITY 871543104 55 7,274 SH DEFINED 1 7,274
SYMX TECHNOLOGIES INC. EQUITY 87155S108 163 7,683 SH DEFINED 1 7,683
SYMYX TECHNOLOGIES EQUITY 87155S108 551 25,935 SH DEFINED 6, 7, 8 25935
SYNCOR INTERNATIONAL EQUITY 87157J106 169 5,893 SH DEFINED 1 5,893
SYNCOR INTL CORP DEL EQUITY 87157J106 160 5,586 SH DEFINED 6, 7, 8 5586
SYNGENTA AG EQUITY 87160A100 14 1,354 SH DEFINED 6, 7, 8 1354
SYNGENTA AG ADR EQUITY 87160A100 14 1,354 SH DEFINED 1 1,354
SYNOPSYS INC EQUITY 871607107 4332 73,340 SH DEFINED 6, 7, 8 73340
SYNOPSYS INC EQUITY 871607107 8612 145,800 SH DEFINED 2 145800
SYNOPSYS INC. EQUITY 871607107 4378 74,119 SH DEFINED 1 74,119
SYNOVUS FINANCIAL CORP. EQUITY 87161C105 3333 133,069 SH DEFINED 1 133,069
SYNOVUS FINL CORP EQUITY 87161C105 23 910 SH DEFINED 5 910
SYNOVUS FINL CORP EQUITY 87161C105 3086 123,210 SH DEFINED 6, 7, 8 123210
SYNPLICITY INC EQUITY 87160Y108 44 3,277 SH DEFINED 1 3,277
SYNPLICITY INC EQUITY 87160Y108 42 3,107 SH DEFINED 6, 7, 8 3107
SYNTEL INC EQUITY 87162H103 19 1,433 SH DEFINED 6, 7, 8 1433
SYNTEL, INC. EQUITY 87162H103 19 1,433 SH DEFINED 1 1,433
SYNTROLEUM CORP EQUITY 871630109 44 6,185 SH DEFINED 6, 7, 8 6185
SYNTROLEUM CORPORATION EQUITY 871630109 47 6,589 SH DEFINED 1 6,589
SYSCO CORP EQUITY 871829107 55 2,080 SH DEFINED 5 2080
SYSCO CORP EQUITY 871829107 7900 301,300 SH DEFINED 6, 7, 8 301300
SYSCO CORP. EQUITY 871829107 8502 324,259 SH DEFINED 1 324,259
SYSTEMS & COMPUTER TECHNO EQUITY 871873105 99 9,598 SH DEFINED 6, 7, 8 9598
SYSTEMS & COMPUTER TECHNOLOGY EQUITY 871873105 104 10,091 SH DEFINED 1 10,091
T ROWE PRICE GROUP INC. EQUITY 74144T108 1941 55,894 SH DEFINED 1 55,894
TAIWAN FUND EQUITY 874036106 990 84,250 SH DEFINED 1 84,250
TAIWAN SEMICONDUCTOR-SP ADR EQUITY 874039100 481 28,000 SH DEFINED 1 28,000
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
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TAKE-TWO INTERACTIVE SOFT EQUITY 874054109 170 10,530 SH DEFINED 6, 7, 8 10530
TAKE-TWO INTERACTIVE SOFTWARE EQUITY 874054109 178 11,009 SH DEFINED 1 11,009
TALBOTS INC EQUITY 874161102 11 290 SH DEFINED 1 290
TALBOTS INC EQUITY 874161102 55 1,525 SH DEFINED 6, 7, 8 1525
TALBOTS INC EQUITY 874161102 2809 77,500 SH DEFINED 2 77500
TALISMAN ENERGY INC EQUITY 87425E103 700 18,500 SH DEFINED 6, 7, 8 18500
TALX CORP EQUITY 874918105 90 3,593 SH DEFINED 1 3,593
TALX CORP EQUITY 874918105 14450 578,450 SH Sole 3 578450
TALX CORP EQUITY 874918105 84 3,361 SH DEFINED 6, 7, 8 3361
TANGER FACTORY OUTLET CTR EQUITY 875465106 34 1,646 SH DEFINED 6, 7, 8 1646
TANGER FACTORY OUTLET CTRS EQUITY 875465106 38 1,813 SH DEFINED 1 1,813
TANOX INC EQUITY 87588Q109 132 7,150 SH DEFINED 1 7,150
TANOX INC EQUITY 87588Q109 126 6,825 SH DEFINED 6, 7, 8 6825
TARGET CORP EQUITY 87612E106 116 2,820 SH DEFINED 5 2820
TARGET CORP EQUITY 87612E106 17984 438,090 SH DEFINED 6, 7, 8 438090
TARGET CORP EQUITY 8.7612E+110 16157 393,600 SH DEFINED 2 393600
TARGET CORPORATION EQUITY 87612E106 18873 459,759 SH DEFINED 1 459,759
TARGETED GENETICS CORP EQUITY 87612M108 30 10,911 SH DEFINED 1 10,911
TARGETED GENETICS CORP EQUITY 87612M108 29 10,581 SH DEFINED 6, 7, 8 10581
TARO PHARMACEUTICAL INDS EQUITY M8737E108 171 4,275 SH DEFINED 6, 7, 8 4275
TAUBMAN CENTERS, INC. EQUITY 876664103 146 9,800 SH DEFINED 1 9,800
TAUBMAN CTRS INC EQUITY 876664103 140 9,454 SH DEFINED 6, 7, 8 9454
TBC CORP EQUITY 872180104 74 5,555 SH DEFINED 6, 7, 8 5555
TBC CORP. EQUITY 872180104 79 5,869 SH DEFINED 1 5,869
TCF FINANCIAL CORP. EQUITY 872275102 4510 93,997 SH DEFINED 1 93,997
TCF FINL CORP EQUITY 872275102 4745 98,900 SH DEFINED 6, 7, 8 98900
TECH DATA CORP EQUITY 878237106 2900 67,000 SH DEFINED 6, 7, 8 67000
TECH DATA CORP. EQUITY 878237106 2921 67,484 SH DEFINED 1 67,484
TECHE CORP. EQUITY 878377100 463 12,561 SH DEFINED 1 12,561
TECHNE CORP EQUITY 878377100 439 11,911 SH DEFINED 6, 7, 8 11911
TECHNITROL INC EQUITY 878555101 244 8,850 SH DEFINED 6, 7, 8 8850
TECHNITROL, INC. EQUITY 878555101 256 9,251 SH DEFINED 1 9,251
TECO ENERGY INC EQUITY 872375100 12 440 SH DEFINED 5 440
TECO ENERGY INC EQUITY 872375100 2439 92,950 SH DEFINED 6, 7, 8 92950
TECO ENERGY, INC. EQUITY 872375100 1666 63,478 SH DEFINED 1 63,478
TECUMSEH PRODS CO EQUITY 878895200 1387 27,399 SH DEFINED 6, 7, 8 27399
TECUMSEH PRODUCTS CO. CLASS A EQUITY 878895200 1398 27,619 SH DEFINED 1 27,619
TEEKAY SHIPPING MARSHALL EQUITY Y8564W103 1140 32,700 SH DEFINED 6, 7, 8 32700
TEJON RANCH CO DEL EQUITY 879080109 48 2,019 SH DEFINED 6, 7, 8 2019
TEJON RANCH CO. EQUITY 879080109 51 2,138 SH DEFINED 1 2,138
TEKELEC EQUITY 879101103 14 746 SH DEFINED 1 746
TEKTRONIX INC EQUITY 879131100 7 290 SH DEFINED 5 290
TEKTRONIX INC EQUITY 879131100 1003 38,890 SH DEFINED 6, 7, 8 38890
TEKTRONIX, INC. EQUITY 879131100 1077 41,784 SH DEFINED 1 41,784
TELE CENTRO OESTE CELULAR S.A. ADR EQUITY 87923P105 988 141,200 SH DEFINED 1 141,200
TELECOM CORP NEW ZEALAND EQUITY 879278208 44 2,600 SH DEFINED 6, 7, 8 2600
TELECOM CORP NEW ZEALAND LTD SPONS AD EQUITY 879278208 44 2,600 SH DEFINED 1 2,600
TELECORP PCS INC-CL EQUITY 879300101 6 517 SH DEFINED 1 517
TELEDYNE TECHNOLOGIES INC EQUITY 879360105 148 9,113 SH DEFINED 6, 7, 8 9113
TELEDYNE TECHOLOGIES INC EQUITY 879360105 156 9,555 SH DEFINED 1 9,555
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
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TELEFLEX INC EQUITY 879369106 2233 47,200 SH DEFINED 6, 7, 8 47200
TELEFLEX INC. EQUITY 879369106 2244 47,434 SH DEFINED 1 47,434
TELEFONICA S A EQUITY 879382208 200 5,000 SH DEFINED 6, 7, 8 5000
TELEFONICA S.A. SPON ADR EQUITY 879382208 200 5,000 SH DEFINED 1 5,000
TELEFONOS DE MEXICO CL L-TELMEX EQUITY 879403780 6648 189,830 SH DEFINED 1 189,830
TELEKOMUNIKASI INDONESIA - SP ADR EQUITY 715684106 186 32,000 SH DEFINED 1 32,000
TELEPHONE & DATA SYS INC EQUITY 879433100 6381 71,100 SH DEFINED 6, 7, 8 71100
TELEPHONE AND DATA SYSTEMS EQUITY 879433100 6430 71,639 SH DEFINED 1 71,639
TELESP CELULAR PARTICIPACOES SA ADR EQUITY 87952L108 2094 226,100 SH DEFINED 1 226,100
TELETECH HOLDINGS EQUITY 879939106 155 10,840 SH DEFINED 1 10,840
TELETECH HOLDINGS INC EQUITY 879939106 148 10,356 SH DEFINED 6, 7, 8 10356
TELIK INC EQUITY 87959M109 84 6,244 SH DEFINED 1 6,244
TELIK INC EQUITY 87959M109 80 5,943 SH DEFINED 6, 7, 8 5943
TELIK INC EQUITY 87959M109 675 50,000 SH DEFINED 2 50000
TELLABS INC EQUITY 879664100 19 1,280 SH DEFINED 5 1280
TELLABS INC EQUITY 879664100 2954 196,510 SH DEFINED 6, 7, 8 196510
TELLABS, INC. EQUITY 879664100 3084 206,166 SH DEFINED 1 206,166
TELLIUM INC EQUITY 87967E107 1 109 SH DEFINED 1 109
TEMPLE INLAND INC EQUITY 879868107 9 150 SH DEFINED 5 150
TEMPLE INLAND INC EQUITY 879868107 1185 20,880 SH DEFINED 6, 7, 8 20880
TEMPLE INLAND INC EQUITY 879868107 2315 40,800 SH DEFINED 2 40800
TEMPLE-INLAND INC. EQUITY 879868107 1273 22,433 SH DEFINED 1 22,433
TENET HEALTHCARE CORP EQUITY 88033G100 60 1,020 SH DEFINED 5 1020
TENET HEALTHCARE CORP EQUITY 88033G100 9888 168,400 SH DEFINED 6, 7, 8 168400
TENET HEALTHCARE CORP. EQUITY 88033G100 10338 176,064 SH DEFINED 1 176,064
TENNANT CO EQUITY 880345103 97 2,625 SH DEFINED 6, 7, 8 2625
TENNANT CO. EQUITY 880345103 102 2,752 SH DEFINED 1 2,752
TERADYNE INC EQUITY 880770102 17 570 SH DEFINED 5 570
TERADYNE INC EQUITY 880770102 2455 81,440 SH DEFINED 6, 7, 8 81440
TERADYNE, INC. EQUITY 880770102 2657 88,161 SH DEFINED 1 88,161
TERAYON COMMUNICATION EQUITY 880775101 169 20,481 SH DEFINED 1 20,481
TERAYON COMMUNICATION SYS EQUITY 880775101 162 19,638 SH DEFINED 6, 7, 8 19638
TEREX CORP NEW EQUITY 880779103 152 8,645 SH DEFINED 6, 7, 8 8645
TEREX CORP. EQUITY 880779103 161 9,151 SH DEFINED 1 9,151
TEREX CORP. APPRECIATION RTS EQUITY 880779137 37 2,000 SH DEFINED 1 2,000
TERRA INDS INC EQUITY 880915103 44 12,466 SH DEFINED 6, 7, 8 12466
TERRA INDUSTRIES, INC. EQUITY 880915103 44 12,466 SH DEFINED 1 12,466
TERREMARK WORLDWIDE INC EQUITY 881448104 26 45,676 SH DEFINED 1 45,676
TERREMARK WORLDWIDE INC EQUITY 881448104 25 43,081 SH DEFINED 6, 7, 8 43081
TESORO PETE CORP EQUITY 881609101 149 11,388 SH DEFINED 6, 7, 8 11388
TESORO PETROLEUM CORP. EQUITY 881609101 155 11,790 SH DEFINED 1 11,790
TETRA TECH INC NEW EQUITY 88162G103 279 14,021 SH DEFINED 6, 7, 8 14021
TETRA TECH INC NEW COM EQUITY 88162G103 28232 1,417,963 SH Sole 3 1392458 25505
TETRA TECH, INC. EQUITY 88162G103 293 14,706 SH DEFINED 1 14,706
TETRA TECHNOLOGIES INC DE EQUITY 88162F105 74 3,550 SH DEFINED 6, 7, 8 3550
TETRA TECHNOLOGIES, INC. EQUITY 88162F105 79 3,753 SH DEFINED 1 3,753
TEVA PHARMACEUTICAL ADR EQUITY 881624209 585 9,500 SH DEFINED 1 9,500
TEVA PHARMACEUTICAL INDS ADR EQUITY 881624209 101 1,640 SH DEFINED 2 1640
TEVA PHARMACEUTICAL INDS LTD EQUITY 881624209 6952 112,800 SH DEFINED 2 112800
TEXAS BIOTECH CORP EQUITY 88221T104 86 13,167 SH DEFINED 1 13,167
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
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TEXAS BIOTECHNOLOGY CORP EQUITY 88221T104 81 12,536 SH DEFINED 6, 7, 8 12536
TEXAS INDS INC EQUITY 882491103 414 11,232 SH DEFINED 6, 7, 8 11232
TEXAS INDUSTRIES, INC. EQUITY 882491103 260 7,057 SH DEFINED 1 7,057
TEXAS INSTRS INC EQUITY 882508104 151 5,410 SH DEFINED 5 5410
TEXAS INSTRS INC EQUITY 882508104 23808 850,300 SH DEFINED 6, 7, 8 850300
TEXAS INSTRS INC EQUITY 882508104 17735 633,400 SH DEFINED 2 633400
TEXAS INSTRUMENTS, INC. EQUITY 882508104 40439 1,444,249 SH DEFINED 1 1,444,249
TEXAS REGIONAL BANCSHARES, INC CLASS EQUITY 882673106 160 4,218 SH DEFINED 1 4,218
TEXAS REGL BANCSHARES INC EQUITY 882673106 372 9,833 SH DEFINED 6, 7, 8 9833
TEXTRON FINANACIAL CORP EQUITY 883203101 2654 64,023 SH DEFINED 1 64,023
TEXTRON INC EQUITY 833203101 11 255 SH DEFINED 2 255
TEXTRON INC EQUITY 883203101 18 440 SH DEFINED 5 440
TEXTRON INC EQUITY 883203101 2478 59,760 SH DEFINED 6, 7, 8 59760
TEXTRON INC EQUITY 883203101 4783 115,540 SH DEFINED 2 115540
THAI FUND EQUITY 882904105 50 15,000 SH DEFINED 1 15,000
THE 3DO CO. EQUITY 88553W105 24 11,414 SH DEFINED 1 11,414
THE ADVISORY BOARD COMPANY EQUITY 00762W107 969 35,000 SH Sole 3 35000
THE GENLYTE GROUP, INC. EQUITY 372302109 117 3,935 SH DEFINED 1 3,935
THE PROFIT RECOVERY GROUP INTL EQUITY 743168106 98 12,040 SH DEFINED 1 12,040
THE ST JOE COMPANY EQUITY 790148100 8 272 SH DEFINED 1 272
THE STEAK N SHAKE COMPANY EQUITY 857873103 81 7,343 SH DEFINED 1 7,343
THE TITAN CORPORATION EQUITY 888266103 2537 101,703 SH DEFINED 1 101,703
THE YANKEE CANDLE CO. EQUITY 984757104 103 4,552 SH DEFINED 1 4,552
THERAGENICS CORP EQUITY 883375107 84 8,518 SH DEFINED 6, 7, 8 8518
THERAGENICS CORP. EQUITY 883375107 89 8,986 SH DEFINED 1 8,986
THERMA-WAVE INC EQUITY 88343A108 186 12,446 SH DEFINED 6, 7, 8 12446
THERMA-WAVE INC. EQUITY 88343A108 72 4,841 SH DEFINED 1 4,841
THERMO ELECTRON CORP EQUITY 883556102 13 560 SH DEFINED 5 560
THERMO ELECTRON CORP EQUITY 883556102 1795 75,210 SH DEFINED 6, 7, 8 75210
THERMO ELECTRON CORP. EQUITY 883556102 1930 80,870 SH DEFINED 1 80,870
THIRD WAVE TECHNOLOGIES EQUITY 88428W108 16 2,130 SH DEFINED 1 2,130
THIRD WAVE TECHNOLOGIES I EQUITY 88428W108 16 2,130 SH DEFINED 6, 7, 8 2130
THOMAS & BETTS CORP EQUITY 884315102 4 180 SH DEFINED 5 180
THOMAS & BETTS CORP EQUITY 884315102 915 43,247 SH DEFINED 6, 7, 8 43247
THOMAS & BETTS CORP. EQUITY 884315102 960 45,371 SH DEFINED 1 45,371
THOMAS INDS INC EQUITY 884425109 121 4,823 SH DEFINED 6, 7, 8 4823
THOMAS INDUSTRIES, INC. EQUITY 884425109 127 5,072 SH DEFINED 1 5,072
THOR INDS INC EQUITY 885160101 76 2,039 SH DEFINED 6, 7, 8 2039
THOR INDUSTRIES, INC. EQUITY 885160101 79 2,121 SH DEFINED 1 2,121
THORATEC CORP EQUITY 885175307 174 10,218 SH DEFINED 6, 7, 8 10218
THORATEC LABORATORIES CORP. EQUITY 885175307 182 10,683 SH DEFINED 1 10,683
THORNBURG MORTGAGE INC. EQUITY 885218107 12387 628,771 SH DEFINED 1 628,771
THORNBURG MTG INC EQUITY 885218107 174 8,817 SH DEFINED 6, 7, 8 8817
THQ INC EQUITY 872443403 319 6,583 SH DEFINED 1 6,583
THQ INC EQUITY 872443403 377 7,777 SH DEFINED 6, 7, 8 7777
THREE FIVE SYS INC EQUITY 88554L108 103 6,490 SH DEFINED 6, 7, 8 6490
THREE-FIVE SYS INC COM EQUITY 88554L108 107 6,735 SH DEFINED 1 6,735
TIBCO SOFTWARE INC EQUITY 88632Q103 9 575 SH DEFINED 1 575
TICKETMASTER ONLINE-CITY B EQUITY 88633P203 5 276 SH DEFINED 1 276
TIDEWATER INC EQUITY 886423102 8382 247,250 SH DEFINED 6, 7, 8 247250
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
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TIDEWATER, INC. EQUITY 886423102 8399 247,756 SH DEFINED 1 247,756
TIER TECHNOLOGIES INC EQUITY 88650Q100 173 8,003 SH DEFINED 6, 7, 8 8003
TIER TECHNOLOGIES INC CL B EQUITY 88650Q100 3989 185,000 SH Sole 3 185000
TIFFANY & CO NEW EQUITY 886547108 14 460 SH DEFINED 5 460
TIFFANY & CO NEW EQUITY 886547108 1945 61,810 SH DEFINED 6, 7, 8 61810
TIFFANY & CO. EQUITY 886547108 2116 67,230 SH DEFINED 1 67,230
TIMBERLAND CO EQUITY 887100105 1750 47,200 SH DEFINED 6, 7, 8 47200
TIMBERLAND COMPANY EQUITY 887100105 1759 47,432 SH DEFINED 1 47,432
TIME WARNER TELECOM EQUITY 887319101 12 667 SH DEFINED 1 667
TIMKEN CO EQUITY 887389104 258 15,936 SH DEFINED 6, 7, 8 15936
TIMKEN CO. EQUITY 887389104 270 16,712 SH DEFINED 1 16,712
TITAN CORP EQUITY 888266103 2514 100,754 SH DEFINED 6, 7, 8 100754
TITAN PHARMACEUTICALS INC EQUITY 888314101 73 7,412 SH DEFINED 1 7,412
TITAN PHARMACEUTICALS INC EQUITY 888314101 70 7,092 SH DEFINED 6, 7, 8 7092
TITANIUM METALS CORP EQUITY 888339108 25 6,210 SH DEFINED 6, 7, 8 6210
TITANIUM METALS CORP. EQUITY 888339108 27 6,730 SH DEFINED 1 6,730
TIVO INC EQUITY 888706108 36 5,434 SH DEFINED 1 5,434
TIVO INC EQUITY 888706108 34 5,129 SH DEFINED 6, 7, 8 5129
TJX COMPANIES, INC. EQUITY 872540109 8054 202,048 SH DEFINED 1 202,048
TJX COS INC NEW EQUITY 872540109 34 850 SH DEFINED 5 850
TJX COS INC NEW EQUITY 872540109 7646 191,830 SH DEFINED 6, 7, 8 191830
TMP WORLDWIDE INC EQUITY 872941109 15 350 SH DEFINED 5 350
TMP WORLDWIDE INC EQUITY 872941109 2121 49,430 SH DEFINED 6, 7, 8 49430
TMP WORLDWIDE INC. EQUITY 872941109 2282 53,185 SH DEFINED 1 53,185
TOLL BROTHERS INC EQUITY 889478103 316 7,193 SH DEFINED 6, 7, 8 7193
TOLL BROTHERS INC COM EQUITY 889478103 20247 461,197 SH Sole 3 447397 13800
TOLL BROTHERS, INC. EQUITY 889478103 329 7,504 SH DEFINED 1 7,504
TOLLGRADE COMMUNICATIONS EQUITY 889542106 122 3,653 SH DEFINED 6, 7, 8 3653
TOLLGRADE COMMUNICATIONS INC EQUITY 889542106 128 3,843 SH DEFINED 1 3,843
TOMPKINS TRUSTCO INC EQUITY 890110109 89 2,217 SH DEFINED 1 2,217
TOMPKINSTRUSTCO INC EQUITY 890110109 83 2,056 SH DEFINED 6, 7, 8 2056
TOO INC EQUITY 890333107 256 9,319 SH DEFINED 1 9,319
TOO INC EQUITY 890333107 245 8,916 SH DEFINED 6, 7, 8 8916
TOO INC EQUITY 890333107 3314 120,500 SH DEFINED 2 120500
TOO INC COM EQUITY 890333107 25418 924,290 SH Sole 3 905130 19160
TOOTSIE ROLL INDS INC EQUITY 890516107 2396 61,300 SH DEFINED 6, 7, 8 61300
TOOTSIE ROLL INDUSTRIES, INC. EQUITY 890516107 2402 61,471 SH DEFINED 1 61,471
TOPPS CO. INC. EQUITY 890786106 139 11,480 SH DEFINED 1 11,480
TOPPS INC EQUITY 890786106 132 10,898 SH DEFINED 6, 7, 8 10898
TORCHMARK CORP EQUITY 891027104 15 390 SH DEFINED 5 390
TORCHMARK CORP EQUITY 891027104 4061 103,260 SH DEFINED 6, 7, 8 103260
TORCHMARK CORP. EQUITY 891027104 4215 107,168 SH DEFINED 1 107,168
TORO CO EQUITY 891092108 181 4,028 SH DEFINED 6, 7, 8 4028
TORO CO. EQUITY 891092108 189 4,207 SH DEFINED 1 4,207
TOTAL SYSTEM SERVICE EQUITY 891906109 9 443 SH DEFINED 1 443
TOWER AUTOMOTIVE INC EQUITY 891707101 110 12,214 SH DEFINED 6, 7, 8 12214
TOWER AUTOMOTIVE, INC. EQUITY 891707101 116 12,801 SH DEFINED 1 12,801
TOWN & COUNTRY TRUST EQUITY 892081100 90 4,312 SH DEFINED 1 4,312
TOWN & CTRY TR EQUITY 892081100 85 4,069 SH DEFINED 6, 7, 8 4069
TOYS R US INC EQUITY 892335100 13 620 SH DEFINED 5 620
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
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TOYS R US INC EQUITY 892335100 3847 185,500 SH DEFINED 6, 7, 8 185500
TOYS R US INC. EQUITY 892335100 3976 191,719 SH DEFINED 1 191,719
TRADESTATION GROUP INC EQUITY 89267P105 9 5,754 SH DEFINED 1 5,754
TRADESTATION GROUP INC EQUITY 89267P105 9 5,754 SH DEFINED 6, 7, 8 5754
TRAMMELL CROW CO EQUITY 89288R106 86 7,366 SH DEFINED 6, 7, 8 7366
TRAMMELL CROW CO. EQUITY 89288R106 90 7,663 SH DEFINED 1 7,663
TRANS WORLD ENTERTAINMENT CORP EQUITY 89336Q100 67 8,825 SH DEFINED 1 8,825
TRANS WORLD ENTMT CORP EQUITY 89336Q100 65 8,514 SH DEFINED 6, 7, 8 8514
TRANSACTION SYS ARCHITECT EQUITY 893416107 684 55,786 SH DEFINED 6, 7, 8 55786
TRANSACTION SYSTEMS ARCHITECTS CLASS EQUITY 893416107 690 56,304 SH DEFINED 1 56,304
TRANSATLANTIC HOLDINGS INC EQUITY 893521104 2,845,946 31,274,130 SH DEFINED 1 31,274,130
TRANSGENOMIC INC EQUITY 89365K206 39 3,561 SH DEFINED 1 3,561
TRANSGENOMIC INC EQUITY 89365K206 132 12,033 SH DEFINED 6, 7, 8 12033
TRANSKARYOTIC THERAPIES I EQUITY 893735100 278 6,488 SH DEFINED 6, 7, 8 6488
TRANSKARYOTIC THERAPIES INC EQUITY 893735100 8928 208,600 SH DEFINED 2 208600
TRANSKARYOTIC THERAPIES, INC. EQUITY 893735100 295 6,890 SH DEFINED 1 6,890
TRANSMETA CORP EQUITY 89376R109 2 925 SH DEFINED 1 925
TRANSMONTAIGNE INC EQUITY 893934109 845 155,100 SH Sole 3 155100
TRANSMONTAIGNE INC EQUITY 893934109 27 4,950 SH DEFINED 6, 7, 8 4950
TRANSMONTAIGNE, INC. EQUITY 893934109 28 5,050 SH DEFINED 1 5,050
TRANSOCEAN SEDCO FOREX IN EQUITY G90078109 34 1,000 SH DEFINED 5 1000
TRANSOCEAN SEDCO FOREX IN EQUITY G90078109 4558 134,770 SH DEFINED 6, 7, 8 134770
TRANSOCEAN SEDCO FOREX INC EQUITY G90078109 14 410 SH DEFINED 2 410
TRANSWITCH CORP EQUITY 894065101 610 135,588 SH DEFINED 6, 7, 8 135588
TRANSWITCH CORP. EQUITY 894065101 617 137,007 SH DEFINED 1 137,007
TRAVELOCITY.COM INC EQUITY 893953109 4 126 SH DEFINED 1 126
TRC COS INC EQUITY 872625108 81 1,612 SH DEFINED 1 1,612
TRC COS INC EQUITY 872625108 76 1,526 SH DEFINED 6, 7, 8 1526
TREDEGAR CORP EQUITY 894650100 97 5,081 SH DEFINED 6, 7, 8 5081
TREDEGAR CORP. EQUITY 894650100 102 5,375 SH DEFINED 1 5,375
TREMONT CORP EQUITY 894745207 12 399 SH DEFINED 6, 7, 8 399
TREMONT CORP. EQUITY 894745207 12 399 SH DEFINED 1 399
TRENDWEST RESORTS INC EQUITY 894917103 52 2,063 SH DEFINED 6, 7, 8 2063
TRENDWEST RESORTS, INC. EQUITY 894917103 56 2,217 SH DEFINED 1 2,217
TREX COMPANY, INC. EQUITY 89531P105 34 1,802 SH DEFINED 1 1,802
TREX INC EQUITY 89531P105 33 1,752 SH DEFINED 6, 7, 8 1752
TRIAD GTY INC EQUITY 895925105 72 1,987 SH DEFINED 6, 7, 8 1987
TRIAD GTY INC COM EQUITY 895925105 11255 310,300 SH Sole 3 310300
TRIAD GUARANTY, INC. EQUITY 895925105 77 2,121 SH DEFINED 1 2,121
TRIAD HOSPITALS INC EQUITY 89579K109 2568 87,500 SH DEFINED 6, 7, 8 87500
TRIAD HOSPITALS INC COM EQUITY 89579K109 48533 1,653,588 SH Sole 3 1625088 28500
TRIAD HOSPITALS, INC. EQUITY 89579K109 2587 88,156 SH DEFINED 1 88,156
TRIANGLE PHARMACEUTICALS EQUITY 89589H104 40 10,086 SH DEFINED 6, 7, 8 10086
TRIANGLE PHARMACEUTICALS, INC. EQUITY 89589H104 43 10,630 SH DEFINED 1 10,630
TRIARC COMPANIES INC. CLASS A EQUITY 895927101 89 3,681 SH DEFINED 1 3,681
TRIARC COS INC EQUITY 895927101 85 3,490 SH DEFINED 6, 7, 8 3490
TRIBUNE CO NEW EQUITY 896047107 35 930 SH DEFINED 5 930
TRIBUNE CO NEW EQUITY 896047107 4715 125,970 SH DEFINED 6, 7, 8 125970
TRIBUNE CO. EQUITY 896047107 4977 132,980 SH DEFINED 1 132,980
TRICO MARINE SERVICES INC EQUITY 896106101 59 7,863 SH DEFINED 6, 7, 8 7863
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
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TRICO MARINE SERVICES, INC. EQUITY 896106101 61 8,085 SH DEFINED 1 8,085
TRICON GLOBAL RESTAURANTS EQUITY 895953107 23 460 SH DEFINED 5 460
TRICON GLOBAL RESTAURANTS EQUITY 895953107 3779 76,810 SH DEFINED 6, 7, 8 76810
TRICON GLOBAL RESTAURANTS INC EQUITY 895953107 2770 56,300 SH DEFINED 2 56300
TRICON GLOBAL RESTURANTS INC EQUITY 895953107 3658 74,349 SH DEFINED 1 74,349
TRIGON HEALTHCARE INC EQUITY 89618L100 3014 43,400 SH DEFINED 6, 7, 8 43400
TRIGON HEALTHCARE INC EQUITY 89618L100 3271 47,100 SH DEFINED 2 47100
TRIGON HEALTHCARE, INC. EQUITY 89618L100 3035 43,694 SH DEFINED 1 43,694
TRIKON TECHNOLOGIES INC EQUITY 896187408 40 3,393 SH DEFINED 1 3,393
TRIKON TECHNOLOGIES INC EQUITY 896187408 38 3,199 SH DEFINED 6, 7, 8 3199
TRIMBLE NAVIGATION LTD EQUITY 896239100 116 7,148 SH DEFINED 6, 7, 8 7148
TRIMBLE NAVIGATION LTD. EQUITY 896239100 121 7,480 SH DEFINED 1 7,480
TRIMERIS INC EQUITY 896263100 239 5,306 SH DEFINED 1 5,306
TRIMERIS INC EQUITY 896263100 397 8,817 SH DEFINED 6, 7, 8 8817
TRINITY INDS INC EQUITY 896522109 1774 65,295 SH DEFINED 6, 7, 8 65295
TRINITY INDUSTRIES, INC. EQUITY 896522109 1789 65,843 SH DEFINED 1 65,843
TRIPATH IMAGIN INC EQUITY 896942109 57 7,533 SH DEFINED 1 7,533
TRIPATH IMAGING INC EQUITY 896942109 54 7,176 SH DEFINED 6, 7, 8 7176
TRIPATH TECHNOLOGY EQUITY 89672P104 8 4,397 SH DEFINED 1 4,397
TRIPATH TECHNOLOGY INC EQUITY 89672P104 8 4,397 SH DEFINED 6, 7, 8 4397
TRIQUINT SEMICONDUCTOR IN EQUITY 89674K103 2492 203,291 SH DEFINED 6, 7, 8 203291
TRIQUINT SEMICONDUCTOR INC EQUITY 89674K103 3958 322,800 SH DEFINED 2 322800
TRIQUINT SEMICONDUCTOR, INC. EQUITY 89674K103 2422 197,517 SH DEFINED 1 197,517
TRITON PCS HOLDINGS EQUITY 89677M106 16 544 SH DEFINED 1 544
TRIUMPH GROUP INC NEW EQUITY 896818101 161 4,955 SH DEFINED 6, 7, 8 4955
TRIUMPH GROUP, INC. EQUITY 896818101 170 5,246 SH DEFINED 1 5,246
TRIZETTO GROUP INC EQUITY 896882107 89 6,812 SH DEFINED 1 6,812
TRIZETTO GROUP INC EQUITY 896882107 84 6,383 SH DEFINED 6, 7, 8 6383
TROPICAL SPORTSWEAR INTL EQUITY 89708P102 27 1,429 SH DEFINED 6, 7, 8 1429
TROPICAL SPORTSWEAR INT'L EQUITY 89708P102 27 1,429 SH DEFINED 1 1,429
TROY FINANCIAL CORP EQUITY 897329108 32 1,292 SH DEFINED 1 1,292
TROY FINL CORP EQUITY 897329108 32 1,292 SH DEFINED 6, 7, 8 1292
TRUST CO NJ JERSEY CITY N EQUITY 898304100 149 5,932 SH DEFINED 6, 7, 8 5932
TRUST CO. OF NEW JERSEY EQUITY 898304100 159 6,298 SH DEFINED 1 6,298
TRUSTCO BANK CORP. NY EQUITY 898349105 268 21,310 SH DEFINED 1 21,310
TRUSTCO BK CORP N Y EQUITY 898349105 257 20,447 SH DEFINED 6, 7, 8 20447
TRUSTMARK CORP EQUITY 898402102 497 20,500 SH DEFINED 6, 7, 8 20500
TRUSTMARK CORP. EQUITY 898402102 505 20,834 SH DEFINED 1 20,834
TRW INC EQUITY 872649108 15 400 SH DEFINED 5 400
TRW INC EQUITY 872649108 1979 53,420 SH DEFINED 6, 7, 8 53420
TRW INC. EQUITY 872649108 2119 57,210 SH DEFINED 1 57,210
TTM TECHNOLOGIES INC EQUITY 87305R109 33 3,265 SH DEFINED 6, 7, 8 3265
TTM TECHONOLOGIES EQUITY 87305R109 37 3,691 SH DEFINED 1 3,691
TUBOS DE ACERO DE MEX-SP ADR EQUITY 898592506 1433 160,300 SH DEFINED 1 160,300
TUESDAY MORNING CORP EQUITY 899035505 46 2,526 SH DEFINED 6, 7, 8 2526
TUESDAY MORNING CORPORATION EQUITY 899035505 48 2,626 SH DEFINED 1 2,626
TULARIK INC EQUITY 899165104 140 5,841 SH DEFINED 1 5,841
TULARIK INC EQUITY 899165104 132 5,509 SH DEFINED 6, 7, 8 5509
TUMBLEWEED COMMUNICATIONS EQUITY 899690101 115 19,325 SH DEFINED 6, 7, 8 19325
TUPPERWARE CORP EQUITY 899896104 3 180 SH DEFINED 5 180
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
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TUPPERWARE CORP EQUITY 899896104 1475 76,609 SH DEFINED 6, 7, 8 76609
TUPPERWARE CORP. EQUITY 899896104 1516 78,752 SH DEFINED 1 78,752
TURKCELL ILETISIM HIZMET-ADR EQUITY 900111204 205 10,000 SH DEFINED 1 10,000
TURNSTONE SYSTEMS INC EQUITY 900423104 37 9,242 SH DEFINED 1 9,242
TURNSTONE SYSTEMS INC EQUITY 900423104 35 8,741 SH DEFINED 6, 7, 8 8741
TV AZTECA S.A.-SPONS ADR EQUITY 901145102 1744 256,800 SH DEFINED 1 256,800
TWEETER HOME ENTERTAINMENT EQUITY 901167106 169 5,828 SH DEFINED 1 5,828
TWEETER HOME ENTMT GROUP EQUITY 901167106 161 5,546 SH DEFINED 6, 7, 8 5546
TXU CORP EQUITY 873168108 39 830 SH DEFINED 5 830
TXU CORP EQUITY 873168108 5284 112,060 SH DEFINED 6, 7, 8 112060
TXU Corporation EQUITY 873168108 7073 150,000 SH DEFINED 4 150,000
TYCO INTERNATIONAL, LTD. EQUITY 902124106 111354 1,890,555 SH DEFINED 1 1,890,555
TYCO INTL LTD EQUITY 902124106 6 100 SH DEFINED 2 100
TYCO INTL LTD EQUITY 902124106 62291 1,057,568 SH DEFINED 2 1057568
TYCO INTL LTD NEW EQUITY 902124106 368 6,240 SH DEFINED 5 6240
TYCO INTL LTD NEW EQUITY 902124106 59930 1,017,477 SH DEFINED 6, 7, 8 1017477
TYSON FOODS INC EQUITY 902494103 4900 424,200 SH DEFINED 6, 7, 8 424200
TYSON FOODS, INC. CLASS A EQUITY 902494103 4921 426,049 SH DEFINED 1 426,049
U S B HLDG INC EQUITY 902910108 60 3,533 SH DEFINED 6, 7, 8 3533
U S CONCRETE INC EQUITY 90333L102 39 5,952 SH DEFINED 6, 7, 8 5952
U S G CORP EQUITY 903293405 68 11,878 SH DEFINED 6, 7, 8 11878
U S INDS INC NEW EQUITY 912080108 61 23,869 SH DEFINED 6, 7, 8 23869
U S PHYSICAL THERAPY INC EQUITY 90337L108 21 1,278 SH DEFINED 6, 7, 8 1278
U S RESTAURANT PPTYS INC EQUITY 902971100 84 5,762 SH DEFINED 6, 7, 8 5762
U.S. BANCORP, INC. EQUITY 902973304 44981 2,149,108 SH DEFINED 1 2,149,108
U.S. RESTAURANT PROPERTIES INC EQUITY 902971100 90 6,159 SH DEFINED 1 6,159
U.S.B. HOLDING CO., INC. EQUITY 902910108 61 3,638 SH DEFINED 1 3,638
UAL CORP EQUITY 902549500 6 454 SH DEFINED 1 454
UAXS GLOBAL HOLDINGS INC EQUITY 91336M105 62 13,165 SH DEFINED 1 13,165
UBIQUITEL INC EQUITY 903474302 129 17,381 SH DEFINED 1 17,381
UBIQUITEL INC EQUITY 903474302 124 16,708 SH DEFINED 6, 7, 8 16708
UCAR INTERNATIONAL, INC. EQUITY 90262K109 919 85,931 SH DEFINED 1 85,931
UCAR INTL INC EQUITY 90262K109 910 85,050 SH DEFINED 6, 7, 8 85050
UCBH HOLDINGS INC EQUITY 90262T308 165 5,796 SH DEFINED 1 5,796
UCBH HOLDINGS INC EQUITY 90262T308 157 5,522 SH DEFINED 6, 7, 8 5522
UGI CORP NEW EQUITY 902681105 258 8,549 SH DEFINED 6, 7, 8 8549
UGI CORP. EQUITY 902681105 268 8,878 SH DEFINED 1 8,878
UGLY DUCKLING HLDGS INC EQUITY 903512101 475 137,644 SH DEFINED 1 137,644
UICI EQUITY 902737105 173 12,817 SH DEFINED 1 12,817
UICI EQUITY 902737105 166 12,305 SH DEFINED 6, 7, 8 12305
UIL HLDG CORP EQUITY 902748102 205 3,988 SH DEFINED 6, 7, 8 3988
UIL HOLDINGS CORP. EQUITY 902748102 216 4,208 SH DEFINED 1 4,208
ULTICOM INC EQUITY 903844108 28 2,775 SH DEFINED 1 2,775
ULTICOM INC EQUITY 903844108 33 3,265 SH DEFINED 6, 7, 8 3265
ULTIMATE ELECTRONIS, INC. EQUITY 903849107 79 2,621 SH DEFINED 1 2,621
ULTIMATE ELECTRS INC EQUITY 903849107 75 2,490 SH DEFINED 6, 7, 8 2490
ULTRAMAR DIAMOND SHAMROCK EQUITY 904000106 5458 110,300 SH DEFINED 6, 7, 8 110300
ULTRAMAR DIAMOND SHAMROCK CORP EQUITY 904000106 4495 90,845 SH DEFINED 1 90,845
ULTRATECH STEPPER INC EQUITY 904034105 108 6,512 SH DEFINED 6, 7, 8 6512
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
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ULTRATECH STEPPER, INC. EQUITY 904034105 114 6,877 SH DEFINED 1 6,877
UMB FINANCIAL CORP. EQUITY 902788108 231 5,782 SH DEFINED 1 5,782
UMB FINL CORP EQUITY 902788108 221 5,521 SH DEFINED 6, 7, 8 5521
UMPQUA HLDGS CORP EQUITY 904214103 61 4,535 SH DEFINED 6, 7, 8 4535
UMPQUA HOLDINGS CORP EQUITY 904214103 66 4,855 SH DEFINED 1 4,855
UNB CORP OHIO EQUITY 903056109 63 3,396 SH DEFINED 1 3,396
UNB CORP OHIO EQUITY 903056109 60 3,233 SH DEFINED 6, 7, 8 3233
UNIFI INC EQUITY 904677101 592 81,644 SH DEFINED 6, 7, 8 81644
UNIFI, INC. EQUITY 904677101 597 82,390 SH DEFINED 1 82,390
UNIFIRST CORP MASS EQUITY 904708104 58 2,578 SH DEFINED 6, 7, 8 2578
UNIFIRST CORP. EQUITY 904708104 62 2,733 SH DEFINED 1 2,733
UNILAB CORP NEW EQUITY 904763208 229 9,143 SH DEFINED 6, 7, 8 9143
UNILAB CORP NEW COM NEW EQUITY 904763208 7633 304,090 SH Sole 3 296790 7300
UNILEVER N V EQUITY 904784709 103 1,790 SH DEFINED 5 1790
UNILEVER N V EQUITY 904784709 13925 241,710 SH DEFINED 6, 7, 8 241710
UNILEVER N V EQUITY 904784709 532 9,242 SH DEFINED 6, 7, 8 9242
UNILEVER NV NY SHARES EQUITY 904784709 15248 264,675 SH DEFINED 1 264,675
Union Electric CORPBOND 906548BT8 4642 5,000,000 PRN DEFINED 4 5,000,000
UNION PAC CORP EQUITY 907818108 44 780 SH DEFINED 5 780
UNION PAC CORP EQUITY 907818108 8105 142,200 SH DEFINED 6, 7, 8 142200
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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
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UNITED NATURAL FOODS, INC. EQUITY 911163103 70 2,809 SH DEFINED 1 2,809
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NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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USX MARATHON GROUP EQUITY 902905827 4949 164,980 SH DEFINED 6, 7, 8 164980
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NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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VAIL RESORTS, INC. EQUITY 91879Q109 48 2,724 SH DEFINED 1 2,724
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VALASSIS COMMUNICATIONS I EQUITY 918866104 3655 102,600 SH DEFINED 6, 7, 8 102600
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VALENTIS, INC. EQUITY 91913E104 28 9,151 SH DEFINED 1 9,151
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VALSPAR CORP. EQUITY 920355104 2400 60,612 SH DEFINED 1 60,612
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VARIAN, INC. EQUITY 922206107 307 9,457 SH DEFINED 1 9,457
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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
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VIASYSTEMS GROUP, INC. EQUITY 92553H100 10 15,777 SH DEFINED 1 15,777
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VICAL INC. EQUITY 925602104 73 5,975 SH DEFINED 1 5,975
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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
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VIEWPOINT CORP EQUITY 92672P108 76 11,203 SH DEFINED 6, 7, 8 11203
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VINTAGE PETROLEUM, INC. EQUITY 927460105 227 15,697 SH DEFINED 1 15,697
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VIROPHARMA INC. EQUITY 928241108 122 5,297 SH DEFINED 1 5,297
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VISHAY INTERTECHNOLOGY, INC. EQUITY 928298108 4820 247,163 SH DEFINED 1 247,163
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VISTEON CORP EQUITY 92839U107 1342 89,260 SH DEFINED 6, 7, 8 89260
VISTEON CORP EQUITY 92839U107 38 2,500 SH DEFINED 2 2500
VISTEON CORP. EQUITY 92839U107 891 59,214 SH DEFINED 1 59,214
VISUAL NETWORKING, INC. EQUITY 928444108 41 8,887 SH DEFINED 1 8,887
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VISX, INC. EQUITY 92844S105 1087 82,001 SH DEFINED 1 82,001
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VITAL SIGNS, INC. EQUITY 928469105 54 1,555 SH DEFINED 1 1,555
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VITRIA TECHNOLOGY EQUITY 92849Q104 129 20,252 SH DEFINED 6, 7, 8 20252
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VODAFONE GROUP PLC -SP ADR EQUITY 92857W100 1053 41,000 SH DEFINED 1 41,000
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VOLT INFORMATION SCIENCES INC. EQUITY 928703107 45 2,639 SH DEFINED 1 2,639
VORNADO EQUITY 929042109 5020 120,664 SH DEFINED 1 120,664
VORNADO RLTY TR EQUITY 929042109 520 12,500 SH DEFINED 6, 7, 8 12500
VORNADO RLTY TR SH BEN INT EQUITY 929042109 33708 810,300 SH Sole 3 680000 130300
VOTORANTIM CELULOSE - SPON ADR EQUITY 92906P106 1557 88,200 SH DEFINED 1 88,200
VULCAN MATERIALS CO. EQUITY 929160109 2208 46,051 SH DEFINED 1 46,051
VULCAN MATLS CO EQUITY 929160109 15 320 SH DEFINED 5 320
VULCAN MATLS CO EQUITY 929160109 2890 60,280 SH DEFINED 6, 7, 8 60280
W HLDG CO INC EQUITY 929251106 142 8,747 SH DEFINED 6, 7, 8 8747
W HOLDING COMPANY INC. EQUITY 929251106 150 9,230 SH DEFINED 1 9,230
W. R. BERKLEY CORP. EQUITY 084423102 345 6,426 SH DEFINED 1 6,426
W. W. GRAINGER, INC. EQUITY 384802104 2030 42,282 SH DEFINED 1 42,282
WABASH NATIONAL CORP. EQUITY 929566107 59 7,610 SH DEFINED 1 7,610
WABASH NATL CORP EQUITY 929566107 58 7,401 SH DEFINED 6, 7, 8 7401
WABTEC EQUITY 929740108 97 7,869 SH DEFINED 1 7,869
WABTEC CORP EQUITY 929740108 92 7,469 SH DEFINED 6, 7, 8 7469
WACHOVIA CORP EQUITY 929903102 19677 627,452 SH DEFINED 1 627,452
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
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WACHOVIA CORP 2ND NEW EQUITY 929903102 133 4,250 SH DEFINED 5 4250
WACHOVIA CORP 2ND NEW EQUITY 929903102 18672 595,420 SH DEFINED 6, 7, 8 595420
WACKENHUT CORP EQUITY 929794105 67 2,702 SH DEFINED 6, 7, 8 2702
WACKENHUT CORP. CL A EQUITY 929794105 72 2,902 SH DEFINED 1 2,902
WACKENHUT CORRECTIONS COR EQUITY 929798106 34 2,433 SH DEFINED 6, 7, 8 2433
WACKENHUT CORRECTIONS CORP. EQUITY 929798106 34 2,433 SH DEFINED 1 2,433
WADDELL & REED FINANCIAL, INC. EQUITY 930059100 3163 98,244 SH DEFINED 1 98,244
WADDELL & REED FINL INC EQUITY 930059100 3133 97,300 SH DEFINED 6, 7, 8 97300
WAL MART STORES INC EQUITY 931142103 93 1,620 SH DEFINED 2 1620
WAL MART STORES INC EQUITY 931142103 802 13,930 SH DEFINED 5 13930
WAL MART STORES INC EQUITY 931142103 124537 2,163,970 SH DEFINED 6, 7, 8 2163970
WAL MART STORES INC EQUITY 931142103 46581 809,400 SH DEFINED 2 809400
Walgreen Co EQUITY 931422109 3029 90,000 SH DEFINED 4 90,000
WALGREEN CO EQUITY 931422109 107 3,190 SH DEFINED 5 3190
WALGREEN CO EQUITY 931422109 17185 510,540 SH DEFINED 6, 7, 8 510540
WALGREEN CO. EQUITY 931422109 18009 535,017 SH DEFINED 1 535,017
WALLACE COMPUTER SERVICES EQUITY 932270101 1178 62,045 SH DEFINED 6, 7, 8 62045
WALLACE COMPUTER SERVICES INC. EQUITY 932270101 1188 62,534 SH DEFINED 1 62,534
WAL-MART STORES, INC. EQUITY 931142103 144849 2,516,920 SH DEFINED 1 2,516,920
WALT DISNEY EQUITY 254687106 22257 1,074,171 SH DEFINED 1 1,074,171
WALTER IND EQUITY 93317Q105 9 807 SH DEFINED 1 807
WALTER INDS INC EQUITY 93317Q105 101 8,946 SH DEFINED 6, 7, 8 8946
WALTER INDUSTRIES, INC. EQUITY 93317Q105 116 10,266 SH DEFINED 1 10,266
WASHINGTON FED INC COM EQUITY 938824109 19037 738,430 SH Sole 3 738430
WASHINGTON FEDERAL I EQUITY 938824109 12 462 SH DEFINED 1 462
WASHINGTON MUT INC EQUITY 939322103 90 2,740 SH DEFINED 5 2740
WASHINGTON MUT INC EQUITY 939322103 16509 504,854 SH DEFINED 6, 7, 8 504854
Washington Mutual CORPBOND 939318AA9 1500 1,500,000 PRN DEFINED 4 1,500,000
WASHINGTON MUTUAL INC EQUITY 939322103 22531 689,017 SH DEFINED 1 689,017
WASHINGTON POST CO EQUITY 939640108 6148 11,600 SH DEFINED 6, 7, 8 11600
WASHINGTON POST CO. CLASS B EQUITY 939640108 6163 11,628 SH DEFINED 1 11,628
WASHINGTON REAL ESTATE IN EQUITY 939653101 274 11,015 SH DEFINED 6, 7, 8 11015
WASHINGTON REAL ESTATE INV. EQUITY 939653101 289 11,593 SH DEFINED 1 11,593
WASHINGTON TR BANCORP EQUITY 940610108 66 3,461 SH DEFINED 6, 7, 8 3461
WASHINGTON TRUST BANCORP, INC. EQUITY 940610108 69 3,637 SH DEFINED 1 3,637
WASTE CONNECTIONS EQUITY 941053100 49 1,575 SH DEFINED 2 1575
WASTE CONNECTIONS INC EQUITY 941053100 497 16,046 SH DEFINED 6, 7, 8 16046
WASTE CONNECTIONS INC EQUITY 941053100 10729 346,200 SH DEFINED 2 346200
WASTE CONNECTIONS, INC. EQUITY 941053100 256 8,268 SH DEFINED 1 8,268
WASTE MANAGEMENT INC EQUITY 94106L109 56 1,760 SH DEFINED 2 1760
WASTE MANAGEMENT, INC. EQUITY 94106L109 8942 280,222 SH DEFINED 1 280,222
WASTE MGMT INC DEL EQUITY 94106L109 63 1,960 SH DEFINED 5 1960
WASTE MGMT INC DEL EQUITY 94106L109 9868 309,250 SH DEFINED 6, 7, 8 309250
WASTE MGMT INC DEL EQUITY 94106L109 23406 733,500 SH DEFINED 2 733500
WATCHGUARD TECH. INC. EQUITY 941105108 44 6,783 SH DEFINED 1 6,783
WATCHGUARD TECHNOLOGIES I EQUITY 941105108 42 6,459 SH DEFINED 6, 7, 8 6459
Waters Corp EQUITY 941848103 1550 40,000 SH DEFINED 4 40,000
WATERS CORP EQUITY 941848103 6157 158,900 SH DEFINED 6, 7, 8 158900
WATERS CORP. EQUITY 941848103 2328 60,079 SH DEFINED 1 60,079
WATSCO INC EQUITY 942622200 77 5,435 SH DEFINED 6, 7, 8 5435
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
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WATSCO, INC. EQUITY 942622200 82 5,782 SH DEFINED 1 5,782
WATSON PHARMACEUTICALS IN EQUITY 942683103 10 330 SH DEFINED 5 330
WATSON PHARMACEUTICALS IN EQUITY 942683103 1413 45,030 SH DEFINED 6, 7, 8 45030
WATSON PHARMACEUTICALS, INC EQUITY 942683103 7783 247,930 SH DEFINED 1 247,930
WATSON WYATT & CO HLDGS EQUITY 942712100 61 2,809 SH DEFINED 6, 7, 8 2809
WATSON WYATT & CO HOLDINGS EQUITY 942712100 65 2,963 SH DEFINED 1 2,963
WATTS INDS INC EQUITY 942749102 74 4,937 SH DEFINED 6, 7, 8 4937
WATTS INDUSTRIES, INC., CLASS A EQUITY 942749102 76 5,070 SH DEFINED 1 5,070
WAUSAU-MOSINEE PAPER CORP EQUITY 943315101 938 77,483 SH DEFINED 6, 7, 8 77483
WAUSAU-MOSINEE PAPER CORP. EQUITY 943315101 945 78,089 SH DEFINED 1 78,089
WAVE SYSTEMS CORP EQUITY 943526103 32 14,399 SH DEFINED 6, 7, 8 14399
WAVE SYSTEMS CORP. EQUITY 943526103 33 14,916 SH DEFINED 1 14,916
WAYPOINT FINANCIAL CORP. EQUITY 946756103 178 11,777 SH DEFINED 1 11,777
WAYPOINT FINL CORP EQUITY 946756103 169 11,223 SH DEFINED 6, 7, 8 11223
WD-40 CO EQUITY 929236107 176 6,619 SH DEFINED 6, 7, 8 6619
WD-40 CO. EQUITY 929236107 128 4,796 SH DEFINED 1 4,796
WEATHERFORD INTERNATIONAL INC. EQUITY 947074100 5248 140,856 SH DEFINED 1 140,856
WEATHERFORD INTL INC EQUITY 947074100 5198 139,500 SH DEFINED 6, 7, 8 139500
WEATHERFORD INTL INC NEW EQUITY 947074100 2675 71,800 SH DEFINED 2 71800
WEBEX COMMUNICATIONS INC (USD) EQUITY 94767L109 139 5,580 SH DEFINED 1 5,580
WEBEX INC EQUITY 94767L109 133 5,343 SH DEFINED 6, 7, 8 5343
WEBMD CORPORATION EQUITY 94769M105 17 2,361 SH DEFINED 1 2,361
WEBMETHODS INC EQUITY 94768C108 119 7,104 SH DEFINED 1 7,104
WEBMETHODS INC EQUITY 94768C108 114 6,789 SH DEFINED 6, 7, 8 6789
WEBSENSE INC EQUITY 947684106 164 5,120 SH DEFINED 1 5,120
WEBSENSE INC EQUITY 947684106 28852 899,661 SH Sole 3 887161 12500
WEBSENSE INC EQUITY 947684106 156 4,877 SH DEFINED 6, 7, 8 4877
WEBSTER FINANCIAL CORP. EQUITY 947890109 1901 60,293 SH DEFINED 1 60,293
WEBSTER FINL CORP CONN EQUITY 947890109 1889 59,900 SH DEFINED 6, 7, 8 59900
WEIGHT WATCHERS INTL INC EQUITY 948626106 229 6,775 SH DEFINED 6, 7, 8 6775
WEINGARTEN REALTY INVESTORS EQUITY 948741103 455 9,489 SH DEFINED 1 9,489
WEINGARTEN RLTY INVS EQUITY 948741103 435 9,066 SH DEFINED 6, 7, 8 9066
WEINGARTEN RLTY INVS SH BEN IN EQUITY 948741103 3542 73,800 SH Sole 3 63000 10800
WEIS MARKETS INC EQUITY 948849104 2 71 SH DEFINED 1 71
WELLMAN INC EQUITY 949702104 374 24,172 SH DEFINED 6, 7, 8 24172
WELLMAN, INC. EQUITY 949702104 139 8,982 SH DEFINED 1 8,982
WELLPOINT HEALTH NETWORK EQUITY 94973H108 23 200 SH DEFINED 5 200
WELLPOINT HEALTH NETWORK EQUITY 94973H108 3146 26,920 SH DEFINED 6, 7, 8 26920
WELLPOINT HEALTH NETWORKS INC. EQUITY 94973H108 3388 28,992 SH DEFINED 1 28,992
WELLS FARGO & CO NEW EQUITY 949746101 230 5,300 SH DEFINED 5 5300
WELLS FARGO & CO NEW EQUITY 949746101 34176 786,560 SH DEFINED 6, 7, 8 786560
WELLS FARGO + CO NEW EQUITY 949746101 4310 99,200 SH DEFINED 2 99200
WELLS FARGO CO. EQUITY 949746101 35927 826,467 SH DEFINED 1 826,467
WENDY'S INTERNATIONAL, INC. EQUITY 950590109 2430 83,306 SH DEFINED 1 83,306
WENDYS INTL INC EQUITY 950590109 10 330 SH DEFINED 5 330
WENDYS INTL INC EQUITY 950590109 2337 80,130 SH DEFINED 6, 7, 8 80130
WERNER ENTERPRISES INC EQUITY 950755108 220 9,051 SH DEFINED 6, 7, 8 9051
WERNER ENTERPRISES INC EQUITY 950755108 2245 92,400 SH DEFINED 2 92400
WERNER ENTERPRISES, INC. EQUITY 950755108 230 9,471 SH DEFINED 1 9,471
WESBANCO INC EQUITY 950810101 122 5,773 SH DEFINED 6, 7, 8 5773
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
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WESBANCO, INC. EQUITY 950810101 126 5,968 SH DEFINED 1 5,968
WESCO FINANCIAL CORP EQUITY 950817106 2 6 SH DEFINED 1 6
WESCO INTERNATIONAL, INC. EQUITY 95082P105 29 5,766 SH DEFINED 1 5,766
WESCO INTL INC EQUITY 95082P105 28 5,584 SH DEFINED 6, 7, 8 5584
WEST COAST BANCORP EQUITY 952145100 78 5,576 SH DEFINED 1 5,576
WEST COAST BANCORP ORE NE EQUITY 952145100 73 5,251 SH DEFINED 6, 7, 8 5251
WEST CORPORATION EQUITY 952355105 5 187 SH DEFINED 1 187
WEST PHARMACEUTICAL SERVICES EQUITY 955306105 89 3,335 SH DEFINED 1 3,335
WEST PHARMACEUTICAL SVSC EQUITY 955306105 86 3,215 SH DEFINED 6, 7, 8 3215
WESTAMERICA BANCORPORATIO EQUITY 957090103 3327 84,084 SH DEFINED 6, 7, 8 84084
WESTAMERICA BANKCORPORATION EQUITY 957090103 3345 84,526 SH DEFINED 1 84,526
WESTCORP EQUITY 957907108 68 3,621 SH DEFINED 1 3,621
WESTCORP INC EQUITY 957907108 65 3,465 SH DEFINED 6, 7, 8 3465
WESTERN DIGITAL CORP EQUITY 958102105 353 56,226 SH DEFINED 6, 7, 8 56226
WESTERN DIGITIAL CORP. EQUITY 958102105 368 58,702 SH DEFINED 1 58,702
WESTERN GAS RES INC EQUITY 958259103 1536 47,520 SH DEFINED 6, 7, 8 47520
WESTERN GAS RESOURCES, INC. EQUITY 958259103 1483 45,871 SH DEFINED 1 45,871
WESTERN MULTIPLEX CORP EQUITY 95874P107 81 15,023 SH DEFINED 6, 7, 8 15023
WESTERN MULTIPLEX CORP CL A EQUITY 95874P107 84 15,602 SH DEFINED 1 15,602
WESTERN RES INC EQUITY 959425109 1465 85,200 SH DEFINED 6, 7, 8 85200
WESTERN RESOURCES INC EQUITY 959425109 1474 85,686 SH DEFINED 1 85,686
WESTERN WIRELESS CORP. CLASS A EQUITY 95988E204 20 696 SH DEFINED 1 696
WESTPAC BKG CORP EQUITY 961214301 376 9,300 SH DEFINED 6, 7, 8 9300
WESTPAC BKG CORP SPON ADR EQUITY 961214301 376 9,300 SH DEFINED 1 9,300
WESTPOINT STEVENS INC EQUITY 961238102 18 7,400 SH DEFINED 6, 7, 8 7400
WESTPOINT STEVENS INC. CLASS A EQUITY 961238102 19 7,649 SH DEFINED 1 7,649
WESTPORT RES CORP NEW EQUITY 961418100 296 17,080 SH DEFINED 6, 7, 8 17080
WESTPORT RESOURSES EQUITY 961418100 161 9,306 SH DEFINED 1 9,306
WESTVACO CORP EQUITY 961548104 9 320 SH DEFINED 5 320
WESTVACO CORP EQUITY 961548104 1232 43,290 SH DEFINED 6, 7, 8 43290
WESTVACO CORP. EQUITY 961548104 1320 46,383 SH DEFINED 1 46,383
WESTWOOD ONE INC EQUITY 961815107 4483 149,200 SH DEFINED 6, 7, 8 149200
WESTWOOD ONE INC EQUITY 961815107 7317 243,500 SH DEFINED 2 243500
WESTWOOD ONE, INC. EQUITY 961815107 3932 130,843 SH DEFINED 1 130,843
WET SEAL INC EQUITY 961840105 94 4,012 SH DEFINED 6, 7, 8 4012
WET SEAL, INC. EQUITY 961840105 98 4,154 SH DEFINED 1 4,154
WEYERHAEUSER CO EQUITY 962166104 37 680 SH DEFINED 5 680
WEYERHAEUSER CO EQUITY 962166104 4948 91,490 SH DEFINED 6, 7, 8 91490
WEYERHAEUSER CO. EQUITY 962166104 5224 96,590 SH DEFINED 1 96,590
WFS FINANCIAL, INC. EQUITY 92923B106 77 3,190 SH DEFINED 1 3,190
WFS FINL INC EQUITY 92923B106 73 3,053 SH DEFINED 6, 7, 8 3053
WGL HLDGS INC EQUITY 92924F106 2166 74,504 SH DEFINED 6, 7, 8 74504
WGL HOLDINGS INC. EQUITY 92924F106 2189 75,301 SH DEFINED 1 75,301
W-H ENERGY SERVICES INC EQUITY 92925E108 126 6,617 SH DEFINED 1 6,617
W-H ENERGY SVCS INC EQUITY 92925E108 168 8,835 SH DEFINED 6, 7, 8 8835
WHIRLPOOL CORP EQUITY 963320106 15 210 SH DEFINED 5 210
WHIRLPOOL CORP EQUITY 963320106 2831 38,600 SH DEFINED 6, 7, 8 38600
WHIRLPOOL CORP. EQUITY 963320106 2978 40,617 SH DEFINED 1 40,617
WHITNEY HLDG CORP EQUITY 966612103 372 8,483 SH DEFINED 6, 7, 8 8483
WHITNEY HOLDING CORP. EQUITY 966612103 387 8,836 SH DEFINED 1 8,836
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
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WHOLE FOODS MARKET I EQUITY 966837106 30 687 SH DEFINED 1 687
WILD OATS MARKETS INC EQUITY 96808B107 51 5,113 SH DEFINED 6, 7, 8 5113
WILD OATS MARKETS, INC. EQUITY 96808B107 54 5,398 SH DEFINED 1 5,398
WILEY JOHN & SONS INC EQUITY 968223206 299 12,965 SH DEFINED 6, 7, 8 12965
WILLAMETTE INDS INC EQUITY 969133107 18 340 SH DEFINED 5 340
WILLAMETTE INDS INC EQUITY 969133107 2421 46,460 SH DEFINED 6, 7, 8 46460
WILLAMETTE INDUSTRIES, INC. EQUITY 969133107 2598 49,847 SH DEFINED 1 49,847
WILLIAMS CLAYTON ENERGY I EQUITY 969490101 17 1,294 SH DEFINED 6, 7, 8 1294
WILLIAMS COMMUNICATIONS GRP EQUITY 969455104 11 4,814 SH DEFINED 1 4,814
WILLIAMS COMPANIES, INC. EQUITY 969457100 10106 396,009 SH DEFINED 1 396,009
WILLIAMS COS INC DEL EQUITY 969457100 41 1,610 SH DEFINED 5 1610
WILLIAMS COS INC DEL EQUITY 969457100 5560 217,870 SH DEFINED 6, 7, 8 217870
WILLIAMS SONOMA INC EQUITY 969904101 2973 69,300 SH DEFINED 6, 7, 8 69300
WILLIAMS SONOMA INC EQUITY 969904101 3085 71,900 SH DEFINED 2 71900
WILLIAMS SONOMA INC COM EQUITY 969904101 65215 1,520,158 SH Sole 3 1445888 74270
WILLIAMS-SONOMA, INC. EQUITY 969904101 3000 69,922 SH DEFINED 1 69,922
WILLIS GROUP HOLDINGS LTD EQUITY G96655108 374 15,900 SH DEFINED 6, 7, 8 15900
WILMINGTON TRUST CORP EQUITY 971807102 2530 39,957 SH DEFINED 1 39,957
WILMINGTON TRUST CORP EQUITY 971807102 2513 39,700 SH DEFINED 6, 7, 8 39700
Wilson Greatbatch Tech EQUITY 972232102 159 4,400 SH DEFINED 4 4,400
WILSON GREATBATCH TECH INC EQUITY 972232102 4512 125,000 SH Sole 3 125000
WILSON GREATBATCH TECHNOL EQUITY 972232102 96 2,667 SH DEFINED 6, 7, 8 2667
WILSON GREATBATCH TECHNOLOGIES EQUITY 972232102 104 2,880 SH DEFINED 1 2,880
WILSONS THE LEATHER EXPER EQUITY 972463103 37 3,235 SH DEFINED 6, 7, 8 3235
WILSONS THE LEATHER EXPERTS EQUITY 972463103 40 3,528 SH DEFINED 1 3,528
WIND RIVER SYSTEMS INC EQUITY 973149107 1691 94,400 SH DEFINED 6, 7, 8 94400
WIND RIVER SYSTEMS INC. EQUITY 973149107 1708 95,375 SH DEFINED 1 95,375
WINN DIXIE STORES INC EQUITY 974280109 6 440 SH DEFINED 5 440
WINN DIXIE STORES INC EQUITY 974280109 847 59,460 SH DEFINED 6, 7, 8 59460
WINN-DIXIE STORES, INC. EQUITY 974280109 906 63,544 SH DEFINED 1 63,544
WINNEBAGO INDS INC EQUITY 974637100 148 4,004 SH DEFINED 6, 7, 8 4004
WINNEBAGO INDUSTRIES, INC. EQUITY 974637100 155 4,200 SH DEFINED 1 4,200
WINSTON HOTELS INC EQUITY 97563A102 35 4,466 SH DEFINED 1 4,466
WINSTON HOTELS INC EQUITY 97563A102 35 4,466 SH DEFINED 6, 7, 8 4466
WINTRUST FINANCIAL CORP EQUITY 97650W108 76 2,485 SH DEFINED 1 2,485
WINTRUST FINANCIAL CORP EQUITY 97650W108 71 2,334 SH DEFINED 6, 7, 8 2334
WIRELESS FACILITIES INC EQUITY 97653A103 46 6,852 SH DEFINED 6, 7, 8 6852
WIRELESS FACILITIES INC. EQUITY 97653A103 49 7,218 SH DEFINED 1 7,218
WISCONSIN ENERGY CORP EQUITY 976657106 3192 141,500 SH DEFINED 6, 7, 8 141500
WISCONSIN ENERGY CORP. EQUITY 976657106 3211 142,353 SH DEFINED 1 142,353
WITNESS SYS INC EQUITY 977424100 252 18,888 SH DEFINED 6, 7, 8 18888
WITNESS SYS INC COM EQUITY 977424100 15463 1,160,900 SH Sole 3 1160900
WITNESS SYSTEMS INC EQUITY 977424100 50 3,732 SH DEFINED 1 3,732
WJ COMMUNICATIONS INC EQUITY 929284107 16 4,266 SH DEFINED 1 4,266
WJ COMMUNICATIONS INC EQUITY 929284107 16 4,266 SH DEFINED 6, 7, 8 4266
WM. WRIGLEY JR. CO. EQUITY 982526105 5250 102,200 SH DEFINED 1 102,200
WMS INDS INC EQUITY 929297109 349 17,431 SH DEFINED 6, 7, 8 17431
WMS INDUSTRIES INC. EQUITY 929297109 122 6,110 SH DEFINED 1 6,110
WOLVERINE TUBE INC EQUITY 978093102 28 2,478 SH DEFINED 6, 7, 8 2478
WOLVERINE TUBE, INC. EQUITY 978093102 29 2,545 SH DEFINED 1 2,545
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
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WOLVERINE WORLD WIDE COM EQUITY 978097103 10321 685,788 SH Sole 3 670188 15600
WOLVERINE WORLD WIDE INC EQUITY 978097103 201 13,353 SH DEFINED 6, 7, 8 13353
WOLVERINE WORLD WIDE, INC. EQUITY 978097103 208 13,838 SH DEFINED 1 13,838
WOODHEAD INDS INC EQUITY 979438108 53 3,314 SH DEFINED 6, 7, 8 3314
WOODHEAD INDS INC COM EQUITY 979438108 56 3,535 SH DEFINED 1 3,535
WOODWARD GOVERNOR CO EQUITY 980745103 148 2,537 SH DEFINED 6, 7, 8 2537
WOODWARD GOVERNOR CO. EQUITY 980745103 155 2,655 SH DEFINED 1 2,655
WORDLCOM INC-WORLDCOM GROUP EQUITY 98157D106 60050 4,451,648 SH DEFINED 1 4,451,648
WORLD ACCEP CORP DEL EQUITY 981419104 25 3,482 SH DEFINED 6, 7, 8 3482
WORLD ACCEPTANCE CORP. EQUITY 981419104 25 3,482 SH DEFINED 1 3,482
WORLD WRESTLING FED ENTMNT EQUITY 98156Q108 48 3,678 SH DEFINED 1 3,678
WORLD WRESTLING FEDN ENTM EQUITY 98156Q108 47 3,572 SH DEFINED 6, 7, 8 3572
Worldcom Inc CORPBOND 98157DAJ5 2057 2,000,000 PRN DEFINED 4 2,000,000
WORLDCOM INC GA NEW EQUITY 98157D106 130 9,220 SH DEFINED 5 9220
WORLDCOM INC GA NEW EQUITY 98157D304 0 1 SH DEFINED 6, 7, 8 1
WORLDCOM INC GA NEW EQUITY 98157D106 21763 1,545,645 SH DEFINED 6, 7, 8 1545645
WORLDCOM INC/WORLDCOM GRP EQUITY 98157D106 9103 646,500 SH DEFINED 2 646500
WORTHINGTON INDS INC EQUITY 981811102 4 270 SH DEFINED 5 270
WORTHINGTON INDS INC EQUITY 981811102 821 57,799 SH DEFINED 6, 7, 8 57799
WORTHINGTON INDUSTRIES, INC. EQUITY 981811102 865 60,922 SH DEFINED 1 60,922
WPS RESOURCES CORP EQUITY 92931B106 337 9,209 SH DEFINED 6, 7, 8 9209
WPS RESOURCES CORP. EQUITY 92931B106 352 9,635 SH DEFINED 1 9,635
WRIGLEY WM JR CO EQUITY 982526105 36 700 SH DEFINED 5 700
WRIGLEY WM JR CO EQUITY 982526105 4894 95,270 SH DEFINED 6, 7, 8 95270
WSFS FINANCIAL CORP EQUITY 929328102 46 2,669 SH DEFINED 1 2,669
WSFS FINL CORP EQUITY 929328102 46 2,669 SH DEFINED 6, 7, 8 2669
WYNDHAM INTERNATIONAL, INC. EQUITY 983101106 140 250,423 SH DEFINED 1 250,423
WYNDHAM INTL INC EQUITY 983101106 27 48,031 SH DEFINED 6, 7, 8 48031
XANSER CORP EQUITY 98389J103 19 9,442 SH DEFINED 6, 7, 8 9442
XANSER CORP. EQUITY 98389J103 19 9,442 SH DEFINED 1 9,442
XCEL ENERGY INC EQUITY 98389B100 30 1,080 SH DEFINED 5 1080
XCEL ENERGY INC EQUITY 98389B100 4054 146,130 SH DEFINED 6, 7, 8 146130
XCEL STATES POWER-MINES EQUITY 98389B100 17232 621,210 SH DEFINED 1 621,210
Xerox Capital I CORPBOND 984119AC1 4103 7,295,000 PRN DEFINED 4 7,295,000
XEROX CORP EQUITY 984121103 23 2,250 SH DEFINED 5 2250
XEROX CORP EQUITY 984121103 3172 304,440 SH DEFINED 6, 7, 8 304440
XEROX CORP. EQUITY 984121103 3407 326,971 SH DEFINED 1 326,971
XICOR INC EQUITY 984903104 73 6,599 SH DEFINED 1 6,599
XICOR INC EQUITY 984903104 69 6,260 SH DEFINED 6, 7, 8 6260
XILINX INC EQUITY 983919101 41 1,040 SH DEFINED 5 1040
XILINX INC EQUITY 983919101 5902 151,140 SH DEFINED 6, 7, 8 151140
XILINX INC EQUITY 983919101 8882 227,450 SH DEFINED 2 227450
XILINX, INC. EQUITY 983919101 6215 159,152 SH DEFINED 1 159,152
XL CAP LTD EQUITY G98255105 38 420 SH DEFINED 5 420
XL CAP LTD EQUITY G98255105 5635 61,680 SH DEFINED 6, 7, 8 61680
XL CAPITAL LTD EQUITY G98255105 5409 59,210 SH DEFINED 1 59,210
XM SATELLITE RADIO HLDGS EQUITY 983759101 74 4,046 SH DEFINED 6, 7, 8 4046
XM SATELLITE RADIO HLDGS INC EQUITY 983759101 7087 386,000 SH DEFINED 2 386000
XM SATTELLITE RADIO HOLDINGS EQUITY 983759101 80 4,357 SH DEFINED 1 4,357
XO COMMUNICATIONS INC EQUITY 983764101 8 84,959 SH DEFINED 6, 7, 8 84959
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
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XOMA LTD EQUITY G9825R107 153 15,571 SH DEFINED 6, 7, 8 15571
X-RITE INC EQUITY 983857103 42 4,944 SH DEFINED 6, 7, 8 4944
X-RITE, INC. EQUITY 983857103 44 5,125 SH DEFINED 1 5,125
XTO ENERGY CORP EQUITY 98385X106 663 37,900 SH DEFINED 6, 7, 8 37900
XTO ENERGY INC EQUITY 98385X106 25 1,409 SH DEFINED 1 1,409
XYBERNAUT CORP EQUITY 984149104 32 13,247 SH DEFINED 6, 7, 8 13247
XYBERNAUT CORP. EQUITY 984149104 33 13,970 SH DEFINED 1 13,970
YAHOO INC EQUITY 984332106 53 3,005 SH DEFINED 2 3005
YAHOO INC EQUITY 984332106 32 1,780 SH DEFINED 5 1780
YAHOO INC EQUITY 984332106 4382 247,020 SH DEFINED 6, 7, 8 247020
YAHOO INC EQUITY 984332106 11281 635,900 SH DEFINED 2 635900
YAHOO!, INC. EQUITY 984332106 4706 265,259 SH DEFINED 1 265,259
YANKEE CANDLE INC EQUITY 984757104 98 4,315 SH DEFINED 6, 7, 8 4315
YANKEE CANDLE INC EQUITY 984757104 5919 261,200 SH DEFINED 2 261200
YELLOW CORP EQUITY 985509108 197 7,844 SH DEFINED 6, 7, 8 7844
YELLOW CORP. EQUITY 985509108 206 8,205 SH DEFINED 1 8,205
YORK INTERNATIONAL CORP. EQUITY 986670107 2296 60,220 SH DEFINED 1 60,220
YORK INTL CORP NEW EQUITY 986670107 2276 59,694 SH DEFINED 6, 7, 8 59694
YOUNG BROADCASTING INC EQUITY 987434107 81 4,532 SH DEFINED 6, 7, 8 4532
YOUNG BROADCASTING, INC. CLASS A EQUITY 987434107 86 4,777 SH DEFINED 1 4,777
ZALE CORP NEW EQUITY 988858106 446 10,655 SH DEFINED 6, 7, 8 10655
ZALE CORP. EQUITY 988858106 465 11,115 SH DEFINED 1 11,115
ZEBRA TECHNOLOGIES CORP EQUITY 989207105 655 11,808 SH DEFINED 6, 7, 8 11808
ZENITH NATIONAL INSURANCE CORP EQUITY 989390109 77 2,755 SH DEFINED 1 2,755
ZENITH NATL INS CORP EQUITY 989390109 74 2,639 SH DEFINED 6, 7, 8 2639
ZIMMER HLDGS INC EQUITY 98956P102 19 610 SH DEFINED 5 610
ZIMMER HLDGS INC EQUITY 98956P102 3109 101,795 SH DEFINED 6, 7, 8 101795
ZIMMER HOLDINGS INC EQUITY 98956P102 3264 106,867 SH DEFINED 1 106,867
ZIONS BANCORPORATION EQUITY 989701107 2193 41,704 SH DEFINED 1 41,704
ZIONS BANCORPORATION EQUITY 989701107 15 290 SH DEFINED 5 290
ZIONS BANCORPORATION EQUITY 989701107 2416 45,950 SH DEFINED 6, 7, 8 45950
Zions Inst CORPBOND 989718AC5 6704 7,000,000 PRN DEFINED 4 7,000,000
ZIXIT CORP EQUITY 98974P100 20 3,905 SH DEFINED 6, 7, 8 3905
ZIXIT CORP. EQUITY 98974P100 21 4,185 SH DEFINED 1 4,185
ZOLL MED CORP EQUITY 989922109 103 2,646 SH DEFINED 6, 7, 8 2646
ZOLL MEDICAL CORP. EQUITY 989922109 108 2,786 SH DEFINED 1 2,786
ZOMAX INC MINN EQUITY 989929104 72 8,956 SH DEFINED 6, 7, 8 8956
ZOMAX INCORPORATED EQUITY 989929104 75 9,390 SH DEFINED 1 9,390
ZORAN CORP EQUITY 98975F101 186 5,685 SH DEFINED 6, 7, 8 5685
ZORAN CORP. EQUITY 98975F101 193 5,916 SH DEFINED 1 5,916
Zurich Capital CORPBOND 989819AA5 1983 2,000,000 PRN DEFINED 4 2,000,000
ZYGO CORP EQUITY 989855101 67 4,196 SH DEFINED 6, 7, 8 4196
ZYGO CORP. EQUITY 989855101 71 4,467 SH DEFINED 1 4,467
