EX-99 4 f13f201inf.txt 13F INFORMATION TABLE FORM 13F INFORMATION TABLE PAGE 1
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8 VOTING AUTHORITY FAIR TITLE MARKET SHARES OR SH/ Put/ Inv Other NAME OF ISSUER OF CUSIP VALUE PRINCIPAL PRN Call Dsc Mana- SOLE SHARED NONE CLASS NUMBER (x$1000) AMOUNT (A) (B) (C) gers (A) (B) (C) ------------------------------------------------------------------------------------------------------------------------------------ 1-800 CONTACTS, INC. COM 681977104 855.26 34,500 SH 2 34,500 1-800 CONTACTS, INC. COM 681977104 52.10 2,100 SH SOLE 3 2,100 0 0 1-800-FLOWERS.COM COM 68243Q106 379.01 25,540 SH 2 25,540 1-800-FLOWERS.COM COM 68243Q106 1,463.22 98,600 SH 2 98,600 21ST CENTURY INSURANCE COM 90130N103 1.90 100 SH SOLE 3 100 0 0 3 D SYSTEMS CORP (NEW) COM 88554D205 119.00 7,000 SH SOLE 3 7,000 0 0 360NETWORKS COM 88575T205 7,147.22 34,034,401 SH 2 34,034,401 3COM CORP COM 885535104 66.14 13,925 SH 2 13,925 3COM CORP COM 885535104 4,352.50 916,323 SH SOLE 3 908,323 0 6,600 3COM CORP COM 885535104 7.60 1,600 SH OTH 3 1,600 0 0 3-D PHARMACEUTICALS COM 88554W104 241.20 25,100 SH SOLE 3 25,100 0 0 3TEC ENERGY CORP COM 88575R308 33.70 1,900 SH SOLE 3 1,900 0 0 99 CENTS ONLY STORES COM 65440K106 62,283.60 2,079,585 SH SOLE 3 2,078,785 0 800 99 CENTS ONLY STORES COM 65440K106 913.50 30,500 SH OTH 3 750 0 29,750 A SCHULMAN INC COM 808194104 837.00 62,000 SH SOLE 3 62,000 0 0 A T & T WIRELESS COM 001957406 89.90 5,500 SH SHD 1 5,500 0 0 A T & T WIRELESS COM 001957406 22,557.70 1,379,675 SH SOLE 3 1,326,875 0 48,900 A T & T WIRELESS COM 001957406 10,001.30 611,700 SH OTH 3 40,900 0 0 A.O. SMITH CORP (DEL) COM 831865209 2,307.10 128,889 SH SOLE 3 128,889 0 0 A.O. SMITH CORP (DEL) COM 831865209 94.90 5,300 SH OTH 3 5,300 0 0 AAIPHARMA INC COM 00252W104 35,732.91 2,277,432 SH 2 2,277,432 AAIPHARMA INC COM 00252W104 9,822.50 569,749 SH SOLE 3 569,749 0 0 AAR CORP COM 000361105 312.93 18,300 SH 2 18,300 AAR CORP COM 000361105 1,753.61 102,550 SH 2 102,550 AAR CORP COM 000361105 3,105.40 181,600 SH SOLE 3 181,600 0 0 AAR CORP COM 000361105 54.70 3,200 SH OTH 3 3,200 0 0 AARON RENTS INC COM 002535201 16,078.70 945,803 SH SOLE 3 945,803 0 0 AARON RENTS INC COM 002535201 86.60 5,092 SH OTH 3 5,092 0 0 ABBOTT LABORATORIES COM 002824100 420,367.49 8,757,656 SH 2 8,757,656 ABBOTT LABORATORIES COM 002824100 235,889.86 4,914,372 SH 2 4,914,372 ABBOTT LABORATORIES COM 002824100 32,653.68 680,285 SH SOLE 4 680,285 ABBOTT LABORATORIES COM 002824100 2,563.70 53,400 SH SHD 1 53,400 0 0 ABBOTT LABORATORIES COM 002824100 292,286.20 6,088,028 SH SOLE 3 5,557,849 0 522,300 ABBOTT LABORATORIES COM 002824100 47,352.70 986,310 SH OTH 3 114,710 0 0 ABERCROMBIE & FITCH CO. COM 002896207 248.78 5,588 SH PUT 2 5,588 ABERCROMBIE & FITCH CO. COM 002896207 860.13 19,320 SH PUT 2 19,320 ABERCROMBIE & FITCH CO. COM 002896207 12,331.00 277,100 SH SOLE 3 277,100 0 0 ABERDEEN ASIA PACIFIC INCOM FD COM 003009107 243.75 59,306 SH 2 59,306 ABGENIX INC COM 00339B107 620.00 13,777 SH SOLE 3 13,777 0 0 ABGENIX INC COM 00339B107 621.00 13,800 SH OTH 3 0 0 13,800 ABM INDUSTRIES INC COM 000957100 22,718.80 609,900 SH SOLE 3 609,900 0 0 ABM INDUSTRIES INC COM 000957100 2.50 66 SH OTH 3 66 0 0 ACACIA RESH CORP COM 003881109 420.60 24,900 SH SOLE 3 24,900 0 0 ACACIA RESH CORP COM 003881109 43.90 2,600 SH OTH 3 2,600 0 0 ACCRUE SOFTWARE INC COM 00437W102 7.80 16,267 SH SOLE 3 16,267 0 0 ACE LTD COM G0070K103 309.98 7,930 SH 2 7,930 ACE LTD COM G0070K103 15.60 400 SH SOLE 3 400 0 0 ACKERLEY COMMUNICATION INC COM 004527107 74.00 6,600 SH SOLE 3 6,600 0 0 ACLARA BIOSCIENCES INC COM 00461P106 198.00 20,000 SH 2 20,000 ACORN PRODUCTS INC COM 004857108 33.73 42,700 SH 2 42,700 ACT MANUFACTURING INC COM 000973107 76.60 7,000 SH SOLE 3 7,000 0 0 ACT MANUFACTURING INC COM 000973107 2.60 240 SH OTH 3 240 0 0 ACTEL CORP. COM 004934105 559.70 22,800 SH SOLE 3 22,800 0 0 ACTERNA CORP COM 00503U105 138.99 12,635 SH 2 12,635 ACTERNA CORP COM 00503U105 17.60 1,600 SH SOLE 3 1,600 0 0 ACTION PERFORMANCE COS INC COM 004933107 500.00 20,000 SH 2 20,000 ACTION PERFORMANCE COS INC COM 004933107 55.00 2,200 SH SOLE 3 2,200 0 0 ACTIVE POWER INC COM 00504W100 1,001.30 60,030 SH 2 60,030 ACTIVE POWER INC COM 00504W100 8,451.62 506,692 SH 2 506,692 ACTIVE POWER INC COM 00504W100 98.40 5,900 SH SOLE 3 5,900 0 0 ACTIVISION INC (NEW) COM 004930202 2,985.20 76,055 SH SOLE 3 76,055 0 0 ACTIVISION INC (NEW) COM 004930202 494.60 12,600 SH OTH 3 0 0 12,600 ACTRADE FINANCIAL TECH LTD COM 00507P102 33.10 1,400 SH SOLE 3 1,400 0 0 ACTUATE CORP COM 00508B102 3,431.70 359,344 SH SOLE 3 359,344 0 0 ACTUATE CORP COM 00508B102 43.30 4,530 SH OTH 3 4,530 0 0 ACXIOM CORP COM 005125109 388.80 29,700 SH SOLE 3 29,700 0 0 ACXIOM CORP COM 005125109 1.00 80 SH OTH 3 80 0 0 ADAPTEC INC COM 00651F108 243.53 24,500 SH 2 24,500 ADAPTEC INC COM 00651F108 27.70 2,790 SH OTH 3 2,790 0 0 ADC TELECOMMUNICATIONS INC COM 000886101 188.76 28,600 SH 2 28,600 ADC TELECOMMUNICATIONS INC COM 000886101 3,789.83 574,217 SH 2 574,217 ADC TELECOMMUNICATIONS INC COM 000886101 5,909.30 895,349 SH SOLE 3 895,349 0 0 ADC TELECOMMUNICATIONS INC COM 000886101 1,881.70 285,100 SH OTH 3 0 0 0 ADECCO SA COM 006754105 128.84 10,800 SH 2 10,800 ADECCO SA COM 006754105 344.18 28,850 SH 2 28,850 ADELPHIA BUSINESS SOLUTIONS COM 006847107 80.21 19,564 SH 2 19,564 ADELPHIA BUSINESS SOLUTIONS COM 006847107 44.70 10,900 SH SOLE 3 10,900 0 0 ADELPHIA COMMUNICATIONS CP CLA COM 006848105 1,001.43 24,425 SH 2 24,425 ADELPHIA COMMUNICATIONS CP CLA COM 006848105 8,293.73 202,286 SH 2 202,286 ADELPHIA COMMUNICATIONS CP CLA COM 006848105 24,444.40 596,205 SH SOLE 3 596,205 0 0 ADELPHIA COMMUNICATIONS CP CLA COM 006848105 18.60 454 SH OTH 3 454 0 0 ADMINISTAFF INC COM 007094105 1,250.60 48,100 SH SOLE 3 48,100 0 0 ADMINISTAFF INC COM 007094105 49.40 1,900 SH OTH 3 1,900 0 0 ADOBE SYSTEMS INC COM 00724F101 488.80 10,400 SH 2 10,400 ADOBE SYSTEMS INC COM 00724F101 1,673.20 35,600 SH SHD 1 35,600 0 0 ADOBE SYSTEMS INC COM 00724F101 136,282.60 2,899,630 SH SOLE 3 2,729,430 0 165,000 ADOBE SYSTEMS INC COM 00724F101 13,374.30 284,560 SH OTH 3 52,760 0 0 ADOLOR CORP COM 00724X102 117.90 5,460 SH SOLE 3 5,460 0 0 ADOLPH COORS CO CL B COM 217016104 82.00 1,635 SH SOLE 3 1,635 0 0 ADTRAN INC COM 00738A106 1,175.80 57,357 SH SOLE 3 57,357 0 0 ADTRAN INC COM 00738A106 43.00 2,100 SH OTH 3 2,100 0 0 ADVANCE PCS COM 00790K109 279.60 4,366 SH SOLE 3 4,366 0 0 ADVANCED DIGITAL INFO CORP COM 007525108 1,098.50 63,500 SH SOLE 3 63,500 0 0 ADVANCED DIGITAL INFO CORP COM 007525108 53.60 3,100 SH OTH 3 3,100 0 0 ADVANCED ENERGY INDUSTRIES INC COM 007973100 350.80 8,500 SH SOLE 3 8,500 0 0 ADVANCED ENERGY INDUSTRIES INC COM 007973100 441.60 10,700 SH OTH 3 0 0 10,700 ADVANCED FIBRE COMMUNICATIONS COM 00754A105 250.80 11,945 SH SOLE 3 11,945 0 0 ADVANCED FIBRE COMMUNICATIONS COM 00754A105 28.10 1,340 SH OTH 3 1,340 0 0 ADVANCED LIGHTING TECHNOLOGIES COM 00753C102 26.40 6,000 SH SOLE 3 6,000 0 0 ADVANCED MARKETING SERVICES, INC. COM 00753T105 350.30 16,800 SH SOLE 3 16,800 0 0 ADVANCED MICRO DEVICES INC COM 007903107 416.16 14,400 SH PUT 2 14,400 ADVANCED MICRO DEVICES INC COM 007903107 1,019.45 35,275 SH PUT 2 35,275 ADVANCED MICRO DEVICES INC COM 007903107 17,966.20 622,100 SH SOLE 3 605,300 0 13,700 ADVANCED MICRO DEVICES INC COM 007903107 7,857.20 271,880 SH OTH 3 5,280 0 0 ADVANCED SEMICONDUCTOR ENG INC COM 00756M404 70.76 23,200 SH 2 23,200 ADVANCED SEMICONDUCTOR ENG INC COM 00756M404 488.00 160,000 SH 2 160,000 ADVANTA CORP CL A COM 007942105 2,352.30 147,016 SH SOLE 3 147,016 0 0 ADVANTA CORP CL A COM 007942105 139.20 8,700 SH OTH 3 8,700 0 0 ADVANTA CORP CL-B COM 007942204 345.06 24,700 SH 2 24,700 ADVENT SOFTWARE INC COM 007974108 280.50 4,418 SH SOLE 3 4,418 0 0 ADVENT SOFTWARE INC COM 007974108 35.60 560 SH OTH 3 560 0 0 ADVO INC COM 007585102 13,511.80 395,661 SH SOLE 3 395,661 0 0 ADVO INC COM 007585102 1,042.60 30,530 SH OTH 3 5,830 0 24,700 AEGON N V AMER REG COM 007924103 791.59 27,873 SH 2 27,873 AEGON N V AMER REG COM 007924103 14,891.20 524,338 SH SOLE 3 524,338 0 0 AEP INDUSTRIES INC COM 001031103 2,562.15 72,500 SH 2 72,500 AEP INDUSTRIES INC COM 001031103 123.00 3,481 SH SOLE 3 3,481 0 0 AEROFLEX INC COM 007768104 1,608.10 153,150 SH SOLE 3 153,150 0 0 AEROFLEX INC COM 007768104 489.30 46,600 SH OTH 3 5,100 0 41,500 AEROVOX INC. COM 00808M105 69.39 128,500 SH 2 128,500 AES CORP. COM 00130H105 9,967.37 231,530 SH 2 231,530 AES CORP. COM 00130H105 6,186.11 143,696 SH 2 143,696 AES CORP. COM 00130H105 360,096.40 8,364,609 SH SOLE 3 8,238,489 0 126,120 AES CORP. COM 00130H105 9,798.50 227,608 SH OTH 3 154,614 0 56,750 AETHER SYSTEMS INC COM 00808V105 191.62 21,652 SH 2 21,652 AETHER SYSTEMS INC COM 00808V105 924.00 104,403 SH SOLE 3 104,403 0 0 AETHER SYSTEMS INC COM 00808V105 41.60 4,700 SH OTH 3 4,700 0 0 AETNA INC-NEW COM 00817Y108 258.70 10,000 SH SOLE 3 10,000 0 0 AETNA INC-NEW COM 00817Y108 2.20 86 SH OTH 3 86 0 0 AFC ENTRPRS, INC. COM 00104Q107 823.50 43,000 SH SOLE 3 43,000 0 0 AFC ENTRPRS, INC. COM 00104Q107 49.80 2,600 SH OTH 3 2,600 0 0 AFFILIATED CMPTR SERV, INC. CNV 008190AF7 3,050.53 2,837,700 SH 2 2,837,700 AFFILIATED CMPTR SERV, INC. CNV 008190AF7 822.38 765,000 SH 2 765,000 AFFILIATED COMPUTER SVCS CNV 008190AF7 1,299.70 751,000 SH 2 751,000 AFFILIATED COMPUTER SVCS CNV 008190AF7 1,618.14 935,000 SH 2 935,000 AFFILIATED COMPUTER SVCS CL A COM 008190100 704.36 9,795 SH 2 9,795 AFFILIATED COMPUTER SVCS CL A COM 008190100 359.55 5,000 SH 2 5,000 AFFILIATED COMPUTER SVCS CL A COM 008190100 258.90 3,600 SH SHD 1 3,600 0 0 AFFILIATED COMPUTER SVCS CL A COM 008190100 83,293.60 1,158,303 SH SOLE 3 1,051,503 0 104,900 AFFILIATED COMPUTER SVCS CL A COM 008190100 14,697.80 204,392 SH OTH 3 10,092 0 51,100 AFFILIATED MANAGERS GRP COM 008252108 39,193.30 637,290 SH SOLE 3 637,290 0 0 AFFILIATED MANAGERS GRP COM 008252108 2,905.80 47,248 SH OTH 3 1,648 0 45,600 AFFILIATED MANAGERS GRP INC COM 008252108 233.70 3,800 SH 2 3,800 AFFILIATED MANAGERS GRP INC COM 008252108 8,301.82 134,989 SH 2 134,989 AFFYMETRIX INC COM 00826T108 18.70 850 SH SOLE 3 850 0 0 AFFYMETRIX INC COM 00826T108 8.80 400 SH OTH 3 400 0 0 AFLAC CORP (NEW) COM 001055102 24,966.00 792,824 SH SOLE 3 533,702 0 253,500 AFLAC CORP (NEW) COM 001055102 1,749.60 55,561 SH OTH 3 18,761 0 0 AFLAC INC (NEW) COM 001055102 1,034.76 32,860 SH 2 32,860 AFLAC INC (NEW) COM 001055102 2,427.44 77,086 SH 2 77,086 AGCO CORP COM 001084102 6,107.50 667,490 SH SOLE 3 667,490 0 0 AGCO CORP COM 001084102 451.70 49,361 SH OTH 3 8,461 0 40,900 AGERE SYSTEMS INC A COM 00845V100 11,446.70 1,528,806 SH SOLE 3 1,143,117 0 374,584 AGERE SYSTEMS INC A COM 00845V100 208.60 27,819 SH OTH 3 27,819 0 0 AGILE SOFTWARE CORP COM 00846X105 469.54 27,620 SH 2 27,620 AGILE SOFTWARE INC COM 00846X105 447.10 26,300 SH SOLE 3 26,300 0 0 AGILE SOFTWARE INC COM 00846X105 51.00 3,000 SH OTH 3 0 0 3,000 AGILENT TECHNOLOGIES COM 00846U101 4,657.10 143,295 SH SOLE 3 129,778 0 13,517 AGILENT TECHNOLOGIES COM 00846U101 156.00 4,800 SH OTH 3 4,800 0 0 AGILENT TECHNOLOGIES INC. COM 00846U101 886.44 27,275 SH 2 27,275 AGILENT TECHNOLOGIES INC. COM 00846U101 4,529.33 139,364 SH 2 139,364 AGL RESOURCES INC COM 001204106 1,301.50 54,800 SH SOLE 3 54,800 0 0 AGL RESOURCES INC COM 001204106 2.40 100 SH OTH 3 100 0 0 AGRIUM INC COM 008916108 12,763.70 1,276,369 SH SOLE 3 1,276,369 0 0 AGRIUM INC COM 008916108 70.90 7,086 SH OTH 3 7,086 0 0 AHL SERVICES INC. COM 001296102 7,792.80 974,100 SH SOLE 3 974,100 0 0 AIR NET COMMUNICATIONS CORP COM 00941P106 17.40 11,900 SH SOLE 3 11,900 0 0 AIR PRODUCTS & CHEMICALS INC COM 009158106 114.20 2,497 SH SOLE 3 1,797 0 700 AIR PRODUCTS & CHEMICALS INC COM 009158106 27.40 598 SH OTH 3 598 0 0 AIRBORNE INC. COM 009269101 1,045.20 90,180 SH SOLE 3 90,180 0 0 AIRBORNE INC. COM 009269101 55.60 4,800 SH OTH 3 4,800 0 0 AIRGAS INC COM 009363102 119.00 10,000 SH 2 10,000 AIRGAS INC COM 009363102 101.20 8,500 SH SOLE 3 8,500 0 0 AIRGAS INC COM 009363102 40.50 3,400 SH OTH 3 3,400 0 0 AIRGATE PCS COM 009367103 14.40 276 SH SOLE 3 276 0 0 AIRSPAN NETWORKS INC COM 00950H102 480.49 158,056 SH 2 158,056 AIRTRAN HOLDINGS INC COM 00949P108 102.50 10,000 SH 2 10,000 AIRTRAN HOLDINGS INC COM 00949P108 5,303.50 505,097 SH SOLE 3 505,097 0 0 AIRTRAN HOLDINGS INC COM 00949P108 125.30 11,929 SH OTH 3 11,929 0 0 AK STEEL HOLDING CORP COM 001547108 678.40 54,100 SH SOLE 3 54,100 0 0 AK STEEL HOLDING CORP COM 001547108 1,066.10 85,017 SH OTH 3 0 0 85,017 AKAMAI TECHNOLOGIES COM 00971T101 1,787.50 194,822 SH SOLE 3 194,822 0 0 AKAMAI TECHNOLOGIES COM 00971T101 575.50 62,730 SH OTH 3 6,530 0 56,200 AKAMAI TECHNOLOGIES INC COM 00971T101 1,603.98 174,821 SH 2 174,821 ALABAMA NATL BANCORP DEL COM 010317105 26.00 800 SH SOLE 3 800 0 0 ALAMOSA HOLDINGS INC COM 011589108 1.60 100 SH OTH 3 100 0 0 ALASKA AIR GRP INC COM 011659109 4.00 138 SH SOLE 3 138 0 0 ALASKA COMM SYSTEMS GRP COM 01167P101 106.10 11,600 SH SOLE 3 11,600 0 0 ALASKA COMMUNICATIONS SYSTEMS COM 01167P101 91.50 10,000 SH 2 10,000 ALBANY INTERNATIONAL CORP COM 012348108 119.10 6,300 SH SOLE 3 6,300 0 0 ALBANY MOLECULAR RESEARCH COM 012423109 249.60 6,567 SH SOLE 3 6,567 0 0 ALBEMARLE CORP COM 012653101 3,514.90 151,700 SH SOLE 3 151,700 0 0 ALBEMARLE CORP COM 012653101 1,466.70 63,300 SH OTH 3 7,100 0 56,200 ALBERTO CULVER CO CL A COM 013068200 368.16 10,400 SH 2 10,400 ALBERTO CULVER CO CL A COM 013068200 1,870.89 52,850 SH 2 52,850 ALBERTO CULVER CO CL-B CONV COM 013068101 16,545.00 393,554 SH SOLE 3 385,954 0 7,600 ALBERTO CULVER CO CL-B CONV COM 013068101 5,746.90 136,700 SH OTH 3 7,200 0 27,100 ALBERTSONS INC COM 013104104 229.12 7,640 SH 2 7,640 ALBERTSONS INC COM 013104104 363.40 12,116 SH SOLE 3 6,016 0 6,100 ALBERTSONS INC COM 013104104 142.20 4,740 SH OTH 3 4,740 0 0 ALCAN INC. COM 013716105 420.20 10,000 SH SHD 1 10,000 0 0 ALCAN INC. COM 013716105 18,364.40 437,040 SH SOLE 3 433,040 0 4,000 ALCAN INC. COM 013716105 9,009.10 214,400 SH OTH 3 8,900 0 0 ALCATEL ALSTHOM SPON ADR COM 013904305 4,891.70 235,860 SH SOLE 3 235,860 0 0 ALCATEL SPON ADR COM 013904305 3,352.43 161,641 SH 2 161,641 ALCOA INC COM 013817101 11,808.22 299,701 SH 2 299,701 ALCOA INC COM 013817101 3,542.97 89,923 SH 2 89,923 ALCOA INC COM 013817101 74,448.20 1,889,549 SH SOLE 3 1,792,099 0 94,700 ALCOA INC COM 013817101 7,540.40 191,380 SH OTH 3 21,780 0 0 ALEXANDER & BALDWIN INC COM 014482103 741.60 28,800 SH SOLE 3 28,800 0 0 ALEXANDER & BALDWIN INC COM 014482103 432.60 16,800 SH OTH 3 0 0 16,800 ALEXANDERS INC. COM 014752109 36.10 600 SH SOLE 3 600 0 0 ALEXANDERS INC. COM 014752109 9.00 150 SH OTH 3 150 0 0 ALEXANDRIA REAL ESTATE COM 015271109 320.79 8,060 SH 2 8,060 ALEXANDRIA REAL ESTATE COM 015271109 10,408.80 261,528 SH SOLE 3 261,528 0 0 ALEXANDRIA REAL ESTATE COM 015271109 111.40 2,800 SH OTH 3 2,800 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 1,029.60 42,900 SH SOLE 3 42,900 0 0 ALEXION PHARMACEUTICALS INC COM 015351109 43.20 1,800 SH OTH 3 1,800 0 0 ALFA CORP COM 015385107 955.90 38,700 SH SOLE 3 38,700 0 0 ALIGN TECHNOLOGY INC COM 016255101 40.00 5,100 SH SOLE 3 5,100 0 0 ALKERMES INC COM 01642T108 210.95 6,010 SH 2 6,010 ALKERMES INC COM 01642T108 3.50 100 SH SOLE 3 100 0 0 ALKERMES INC COM 01642T108 179.00 5,100 SH OTH 3 5,100 0 0 ALLEGHANY CORP (DELAWARE) COM 017175100 417.60 2,057 SH SOLE 3 2,057 0 0 ALLEGHANY CORP (DELAWARE) COM 017175100 192.60 949 SH OTH 3 949 0 0 ALLEGHENY ENERGY, INC. COM 017361106 620.50 12,860 SH 2 12,860 ALLEGHENY ENERGY, INC. COM 017361106 124.80 2,587 SH SOLE 3 2,587 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 994.95 55,000 SH 2 55,000 ALLEGHENY TECHNOLOGIES INC COM 01741R102 532.24 29,422 SH 2 29,422 ALLEGHENY TECHNOLOGIES INC COM 01741R102 482.40 26,667 SH SOLE 3 26,667 0 0 ALLEGIANCE TELECOM, INC. COM 01747T102 240.68 16,056 SH PUT 2 16,056 ALLEGIANCE TELECOM, INC. COM 01747T102 364.74 24,332 SH PUT 2 24,332 ALLEGIANCE TELECOM, INC. COM 01747T102 1,062.10 70,854 SH SOLE 3 70,854 0 0 ALLEGIANCE TELECOM, INC. COM 01747T102 611.60 40,800 SH OTH 3 700 0 40,100 ALLEN TELECOM INC COM 018091108 805.50 53,700 SH SOLE 3 53,700 0 0 ALLEN TELECOM INC COM 018091108 643.50 42,900 SH OTH 3 4,200 0 38,700 ALLERGAN INC COM 018490102 544.51 6,480 SH 2 6,480 ALLERGAN INC COM 018490102 1,838.20 21,500 SH SHD 1 21,500 0 0 ALLERGAN INC COM 018490102 84,240.00 985,270 SH SOLE 3 892,070 0 90,100 ALLERGAN INC COM 018490102 5,743.70 67,800 SH OTH 3 33,900 0 0 ALLETE, INC. COM 018522102 153.80 6,834 SH SOLE 3 6,834 0 0 ALLETE, INC. COM 018522102 2.20 100 SH OTH 3 100 0 0 ALLIANCE BANCORP INC COM 01852J105 20.60 700 SH SOLE 3 700 0 0 ALLIANCE CAPITAL MANAGEMENT COM 01855A101 1,087.73 20,500 SH 2 20,500 ALLIANCE GAMING CORP COM 01859P609 155.90 3,969 SH SOLE 3 3,969 0 0 ALLIANCE PHARMACEUTICAL COM 018773101 3.40 1,500 SH SOLE 3 1,500 0 0 ALLIANCE SEMICONDUCTOR CORP COM 01877H100 3,485.80 290,000 SH 2 290,000 ALLIANCE SEMICONDUCTOR CORP COM 01877H100 860.80 71,616 SH SOLE 3 71,616 0 0 ALLIANCE SEMICONDUCTOR CORP COM 01877H100 44.50 3,700 SH OTH 3 3,700 0 0 ALLIANT ENERGY CORP COM 018802108 256.90 8,813 SH SOLE 3 8,813 0 0 ALLIANT ENERGY CORP COM 018802108 1,101.90 37,800 SH OTH 3 0 0 37,800 ALLIANT TECHSYSTEMS INC COM 018804104 69.40 772 SH SOLE 3 772 0 0 ALLIANT TECHSYSTEMS INC COM 018804104 101.60 1,130 SH OTH 3 1,130 0 0 ALLIED CAPITAL CORP. COM 01903Q108 49,994.20 2,159,576 SH SOLE 3 2,156,776 0 2,800 ALLIED CAPITAL CORP. COM 01903Q108 1,238.50 53,501 SH OTH 3 5,101 0 48,400 ALLIED RISER COMMUNICATIONS COM 019496108 9.28 17,500 SH 2 17,500 ALLIED RISER COMMUNICATIONS COM 019496108 2,042.63 3,854,026 SH 2 3,854,026 ALLIED WASTE INDUSTRIES INC COM 019589308 34,393.00 1,841,166 SH SOLE 3 1,838,766 0 2,400 ALLIED WASTE INDUSTRIES INC COM 019589308 4,100.80 219,530 SH OTH 3 5,630 0 95,300 ALLMERICA FINANCIAL CORP COM 019754100 5,840.90 101,580 SH SOLE 3 101,580 0 0 ALLMERICA FINANCIAL CORP COM 019754100 1,082.00 18,817 SH OTH 3 1,917 0 16,900 ALLOS THERAPEUTICS INC COM 019777101 340.77 74,895 SH 2 74,895 ALLOS THERAPEUTICS INC COM 019777101 11.40 2,500 SH SOLE 3 2,500 0 0 ALLOY ONLINE INC COM 019855105 715.50 50,000 SH 2 50,000 ALLOY ONLINE INC COM 019855105 67.30 4,700 SH SOLE 3 4,700 0 0 ALLOY ONLINE INC COM 019855105 34.30 2,400 SH OTH 3 2,400 0 0 ALLSCRIPTS HEALTHCARE SOLUTION COM 01988P108 351.00 39,000 SH SOLE 3 39,000 0 0 ALLSCTIPTS HEALTHCARE SOLUTION COM 01988P108 1,227.89 136,432 SH 2 136,432 ALLSTATE CORP COM 020002101 1,956.30 44,472 SH SHD 1 44,472 0 0 ALLSTATE CORP COM 020002101 94,233.70 2,142,162 SH SOLE 3 2,088,962 0 53,200 ALLSTATE CORP COM 020002101 24,153.60 549,071 SH OTH 3 91,271 0 0 ALLSTATE CORP COM 020002101 3,271.45 74,368 SH 2 74,368 ALLSTATE CORP COM 020002101 5,808.35 132,038 SH 2 132,038 ALLTEL CORP COM 020039103 355.30 5,800 SH SHD 1 5,800 0 0 ALLTEL CORP COM 020039103 23,545.20 384,349 SH SOLE 3 381,049 0 3,300 ALLTEL CORP COM 020039103 5,722.10 93,406 SH OTH 3 18,206 0 0 ALLTEL CORP COM 020039103 387.96 6,333 SH 2 6,333 ALLTEL CORP COM 020039103 4,075.57 66,529 SH 2 66,529 ALPHA INDUSTRIES INC. COM 020753109 1,570.50 53,148 SH SOLE 3 53,148 0 0 ALPHA INDUSTRIES INC. 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COM 04649A106 22.90 4,600 SH SOLE 3 4,600 0 0 AT&T LIBERTY MEDIA CORP COM 001957208 652.40 37,300 SH SHD 1 37,300 0 0 AT&T LIBERTY MEDIA CORP COM 001957208 613,379.40 35,070,289 SH SOLE 3 34,118,799 0 939,590 AT&T LIBERTY MEDIA CORP COM 001957208 34,575.90 1,976,897 SH OTH 3 676,907 0 150,100 AT&T WIRELESS GRP COM 001957406 3,561.63 217,837 SH 2 217,837 AT&T WIRELESS GRP COM 001957406 8,549.40 522,899 SH 2 522,899 AT&T WIRELESS GRP COM 001957406 869.82 53,200 SH SOLE 4 53,200 ATLANTIC COAST AIRLINES INC COM 048396105 1,082.60 36,100 SH SOLE 3 36,100 0 0 ATLANTIC COAST AIRLINES INC COM 048396105 980.70 32,700 SH OTH 3 0 0 32,700 ATLAS AIR WORLDWIDE HOLDINGS, INC. COM 049164106 7,080.00 500,000 SH SOLE 3 500,000 0 0 ATMEL CORP. CLL 049513104 68.25 15,000 SH CLL 2 15,000 ATMEL CORP. COM 049513104 2,764.10 204,900 SH 2 204,900 ATMEL CORP. COM 049513104 3,909.90 289,835 SH SOLE 3 283,435 0 6,400 ATMEL CORP. 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COM 140909102 90.20 9,809 SH OTH 3 9,809 0 0 CARBO CERAMICS INC COM 140781105 100.10 2,703 SH SOLE 3 2,703 0 0 CARDIMA INC COM 14147M106 1,392.42 1,132,050 SH 2 1,132,050 CARDINAL HEALTH INC COM 14149Y108 543.17 7,872 SH 2 7,872 CARDINAL HEALTH INC COM 14149Y108 10,492.07 152,059 SH 2 152,059 CARDINAL HEALTH INC COM 14149Y108 2,831.30 41,034 SH SHD 1 41,034 0 0 CARDINAL HEALTH INC COM 14149Y108 211,509.60 3,065,357 SH SOLE 3 2,799,606 0 261,101 CARDINAL HEALTH INC COM 14149Y108 34,606.60 501,546 SH OTH 3 64,146 0 0 CAREER EDUCATION CORP COM 141665109 35.90 600 SH SOLE 3 600 0 0 CAREMARK RX INC COM 141705103 698.85 42,483 SH 2 42,483 CAREMARK RX, INC COM 141705103 11,995.80 729,225 SH SOLE 3 723,725 0 5,500 CAREMARK RX, INC COM 141705103 2,745.50 166,900 SH OTH 3 0 0 166,900 CARESCIENCE INC COM 141726109 85.85 50,500 SH 2 50,500 CARLISLE COS INC COM 142339100 84.30 2,212 SH SOLE 3 2,212 0 0 CARMAX GRP INC COM 172737306 1,632.40 102,282 SH SOLE 3 102,282 0 0 CARMAX GRP INC COM 172737306 917.70 57,500 SH OTH 3 3,900 0 53,600 CARMIKE CINEMAS CLASS A COM 143436103 20.20 35,500 SH SOLE 3 35,500 0 0 CARNIVAL CORP COM 143658102 1,431.36 46,624 SH 2 46,624 CARNIVAL CORP COM 143658102 3,308.32 107,763 SH 2 107,763 CARNIVAL CORP CL A COM 143658102 33,036.50 1,076,108 SH SOLE 3 1,070,108 0 6,000 CARNIVAL CORP CL A COM 143658102 81.00 2,640 SH OTH 3 2,640 0 0 CARPENTER TECHNOLOGY INC COM 144285103 234.30 8,000 SH SOLE 3 8,000 0 0 CARPENTER TECHNOLOGY INC COM 144285103 421.80 14,400 SH OTH 3 0 0 14,400 CARRAMERICA REALTY COM 144418100 2,353.30 77,159 SH SOLE 3 77,159 0 0 CARRAMERICA REALTY COM 144418100 841.80 27,600 SH OTH 3 0 0 27,600 CARRAMERICA REALTY CORP COM 144418100 244.00 8,000 SH 2 8,000 CARREKER CORP COM 144433109 619.20 28,800 SH SOLE 3 28,800 0 0 CARREKER CORP COM 144433109 417.10 19,400 SH OTH 3 2,800 0 16,600 CARRIER ACCESS CORP COM 144460102 149.80 25,000 SH SOLE 3 25,000 0 0 CARTER-WALLACE INC. 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COM 163421100 595.60 12,700 SH OTH 3 0 0 12,700 CHEMED CORP COM 163596109 13,277.80 367,400 SH SOLE 3 367,400 0 0 CHEMFIRST INC COM 16361A106 272.50 10,400 SH SOLE 3 10,400 0 0 CHEMICAL FINL CORP COM 163731102 3.00 100 SH SOLE 3 100 0 0 CHESAPEAKE CORP ($1.00 PAR) COM 165159104 823.00 33,251 SH SOLE 3 33,251 0 0 CHESAPEAKE CORP ($1.00 PAR) COM 165159104 2.10 84 SH OTH 3 84 0 0 CHESAPEAKE ENERGY CORP COM 165167107 14.30 2,100 SH SOLE 3 2,100 0 0 CHEVRON CORP COM 166751107 8,307.72 91,798 SH PUT 2 91,798 CHEVRON CORP COM 166751107 4,499.75 49,721 SH PUT 2 49,721 CHEVRON CORP COM 166751107 22,459.39 248,170 SH SOLE 4 248,170 CHEVRON CORP COM 166751107 2,398.20 26,500 SH SHD 1 26,500 0 0 CHEVRON CORP COM 166751107 103,520.50 1,143,873 SH SOLE 3 1,088,000 0 53,500 CHEVRON CORP COM 166751107 28,151.70 311,069 SH OTH 3 48,869 0 1,400 CHICOS FAS INC COM 168615102 479.00 16,100 SH SOLE 3 16,100 0 0 CHILES OFFSHORE INC COM 16888M104 39.00 2,200 SH SOLE 3 2,200 0 0 CHINA MOBILE (HONG KONG) LTD CNV 16941MAA7 1,647.84 1,595,000 SH 2 1,595,000 CHINA MOBILE (HONG KONG) LTD CNV 16941MAA7 1,358.57 1,315,000 SH 2 1,315,000 CHINA MOBILE HK LTD - SP ADR COM 16941M109 1,141.30 42,600 SH SOLE 3 42,600 0 0 CHINA MOBILE HK LTD - SP ADR COM 16941M109 9,055.00 338,000 SH OTH 3 0 0 0 CHINA MOBILE HONG KONG LTD COM 16941M109 9,532.95 355,840 SH 2 355,840 CHINA MOBILE HONG KONG LTD COM 16941M109 4,995.58 186,472 SH 2 186,472 CHINA MOBILE HONG KONG LTD COM 16941M109 41,898.22 1,563,950 SH SOLE 4 1,563,950 CHINADOTCOM CORP COM G2108N109 62.18 23,200 SH 2 23,200 CHIPPAC INC COM 169657103 158.70 15,200 SH SOLE 3 15,200 0 0 CHIPPAC INC COM 169657103 38.60 3,700 SH OTH 3 3,700 0 0 CHIRON CORP COM 170040109 1,020.00 20,000 SH 2 20,000 CHIRON CORP COM 170040109 1,179.00 23,117 SH SOLE 3 22,317 0 800 CHIRON CORP COM 170040109 52.30 1,026 SH OTH 3 1,026 0 0 CHITTENDEN CORP COM 170228100 1,634.20 48,564 SH SOLE 3 48,564 0 0 CHITTENDEN CORP COM 170228100 2.20 66 SH OTH 3 66 0 0 CHOICE ONE COMMUNICATIONS COM 17038P104 76.20 11,300 SH SOLE 3 11,300 0 0 CHOICE ONE COMMUNICATIONS COM 17038P104 4.00 600 SH OTH 3 600 0 0 CHOICEPOINT INC COM 170388102 515.20 12,252 SH 2 12,252 CHOICEPOINT INC COM 170388102 4,408.90 104,850 SH SOLE 3 37,050 0 67,800 CHOICEPOINT INC COM 170388102 1,911.20 45,450 SH OTH 3 0 0 45,450 CHORDIANT SOFTWARE INC COM 170404107 3,224.00 1,040,000 SH 2 1,040,000 CHRIS-CRAFT IND INC. 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COM 226153104 432.00 13,900 SH OTH 3 0 0 13,900 CRITICAL PATH INC COM 22674V100 28.27 27,716 SH 2 27,716 CRITICAL PATH INC COM 22674V100 116.80 114,540 SH SOLE 3 114,540 0 0 CROMPTON CORP COM 227116100 749.92 68,800 SH 2 68,800 CROMPTON CORP COM 227116100 967.10 88,721 SH SOLE 3 88,721 0 0 CROSS MEDIA MARKETING CORP COM 22754R102 85.30 41,000 SH 2 41,000 CROSS TIMBERS ROYALTY TR UTS COM 22757R109 1,059.01 68,901 SH 2 68,901 CROSS TIMBERS ROYALTY TR UTS COM 22757R109 2,975.74 193,607 SH 2 193,607 CROSSMANN CMNTYS INC COM 22764E109 130.30 3,282 SH SOLE 3 3,282 0 0 CROSSMANN CMNTYS INC COM 22764E109 4.00 100 SH OTH 3 100 0 0 CROSSROADS SYSTEMS INC COM 22765D100 5.50 850 SH OTH 3 850 0 0 CROWN CASTLE INTL CORP COM 228227104 7,870.03 479,880 SH 2 479,880 CROWN CASTLE INTL CORP COM 228227104 15,667.44 955,332 SH 2 955,332 CROWN CASTLE INTL CORP COM 228227104 315,584.20 19,242,940 SH SOLE 3 19,146,310 0 96,630 CROWN CASTLE INTL CORP COM 228227104 5,418.10 330,374 SH OTH 3 159,674 0 158,300 CROWN CORK & SEAL INC COM 228255105 77.39 20,638 SH PUT 2 20,638 CROWN CORK & SEAL INC COM 228255105 235.85 62,894 SH PUT 2 62,894 CROWN CORK & SEAL INC COM 228255105 39.00 10,400 SH SOLE 3 10,400 0 0 CROWN MEDIA HOLDINGS COM 228411104 20.40 1,100 SH SOLE 3 1,100 0 0 CRYOLIFE INC COM 228903100 16.40 400 SH SOLE 3 400 0 0 CSG SYSTEMS COM 126349109 1,252.90 21,602 SH SOLE 3 20,402 0 1,200 CSG SYSTEMS COM 126349109 895.50 15,440 SH OTH 3 440 0 15,000 CSS INDUSTRIES COM 125906107 8,656.40 336,039 SH SOLE 3 336,039 0 0 CSS INDUSTRIES COM 125906107 2.40 92 SH OTH 3 92 0 0 CSX CORP COM 126408103 1,089.01 30,050 SH 2 30,050 CSX CORP COM 126408103 10,596.90 292,410 SH SOLE 3 271,610 0 20,800 CSX CORP COM 126408103 3,002.20 82,843 SH OTH 3 8,243 0 0 CT COMMUNICATIONS INC COM 126426402 590.20 31,800 SH SOLE 3 31,800 0 0 CT COMMUNICATIONS INC COM 126426402 7.40 400 SH OTH 3 400 0 0 CTC COMMUNICATIONS GRP INC COM 126419100 71.00 23,200 SH SOLE 3 23,200 0 0 CTS CORP COM 126501105 17.50 853 SH SOLE 3 853 0 0 CUBIC CORP (DELAWARE) COM 229669106 9.50 300 SH SOLE 3 300 0 0 CUBIST PHARMACEUTICALS INC COM 229678107 545.90 14,366 SH SOLE 3 14,366 0 0 CUBIST PHARMACEUTICALS INC COM 229678107 11.40 300 SH OTH 3 300 0 0 CULLEN FROST BANKERS INC COM 229899109 8,629.90 254,944 SH SOLE 3 254,944 0 0 CULLEN FROST BANKERS INC COM 229899109 2,146.80 63,421 SH OTH 3 6,721 0 56,700 CUMMINS INC COM 231021106 20.00 518 SH SOLE 3 518 0 0 CUMMINS INC COM 231021106 2.00 52 SH OTH 3 52 0 0 CUMULUS MEDIA INC COM 231082108 74.40 5,910 SH SOLE 3 5,910 0 0 CUNO INC COM 126583103 12.00 400 SH SOLE 3 400 0 0 CURAGEN CORP COM 23126R101 1,136.30 31,217 SH SOLE 3 31,217 0 0 CURAGEN CORP COM 23126R101 637.00 17,500 SH OTH 3 1,400 0 16,100 CURIS INC COM 231269101 672.76 139,288 SH 2 139,288 CURTISS-WRIGHT CORP COM 231561101 16.10 300 SH SOLE 3 300 0 0 CV THERAPEUTICS INC COM 126667104 879.50 15,430 SH SOLE 3 15,430 0 0 CV THERAPEUTICS INC COM 126667104 6.80 120 SH OTH 3 120 0 0 CVS CORP COM 126650100 1,841.20 47,700 SH SHD 1 47,700 0 0 CVS CORP COM 126650100 108,125.50 2,801,180 SH SOLE 3 2,564,626 0 230,719 CVS CORP COM 126650100 13,659.60 353,876 SH OTH 3 77,076 0 0 CVS CORP (DEL) COM 126650100 505.66 13,100 SH SOLE 4 13,100 CVS CORP (DEL) COM 126650100 7,205.38 186,668 SH 2 186,668 CVS CORP (DEL) COM 126650100 3,207.24 83,089 SH 2 83,089 CYBEAR GRP NEW COM 23243C102 29.10 61,913 SH 2 61,913 CYBEAR GRP NEW COM 23243C102 0.40 803 SH SOLE 3 803 0 0 CYBER-CARE INC COM 23243T105 7.60 6,100 SH SOLE 3 6,100 0 0 CYBERONICS INC COM 23251P102 11.80 700 SH SOLE 3 700 0 0 CYBEROPTICS CORP COM 232517102 163.50 13,400 SH SOLE 3 13,400 0 0 CYLINK CORP COM 232565101 5.50 9,400 SH SOLE 3 9,400 0 0 CYLINK CORP COM 232565101 6.96 12,000 SH 2 12,000 CYMER INC. 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COM 232572107 2.50 100 SH OTH 3 100 0 0 CYPRESS BIOSCIENCES INC COM 232674507 68.33 23,561 SH 2 23,561 CYPRESS COMMUNICATIONS INC COM 232743104 37.40 124,800 SH SOLE 3 124,800 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 360.78 15,127 SH 2 15,127 CYPRESS SEMICONDUCTOR CORP COM 232806109 302.90 12,700 SH 2 12,700 CYPRESS SEMICONDUCTOR CORP COM 232806109 2.40 100 SH SOLE 3 100 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 14.30 600 SH OTH 3 600 0 0 CYTEC INDS INC COM 232820100 767.60 20,200 SH 2 20,200 CYTEC INDS INC COM 232820100 909.26 23,928 SH 2 23,928 CYTEC INDUSTRIES INC COM 232820100 7,769.70 204,467 SH SOLE 3 204,467 0 0 CYTEC INDUSTRIES INC COM 232820100 1,625.00 42,762 SH OTH 3 2,762 0 40,000 CYTYC CORP COM 232946103 4,215.70 182,895 SH SOLE 3 118,695 0 64,200 CYTYC CORP COM 232946103 1,519.00 65,900 SH OTH 3 1,100 0 64,800 CYTYC CORP COM 232946103 461.58 20,025 SH 2 20,025 D R HORTON INC COM 23331A109 6,955.30 306,400 SH SOLE 3 306,400 0 0 D R HORTON INC COM 23331A109 84.40 3,716 SH OTH 3 3,716 0 0 DAIMLERCHRYSLER AG (US) COM D1668R123 463.35 10,051 SH 2 10,051 DAISYTEK INTL CORP. 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COM 234053106 34.60 2,200 SH OTH 3 2,200 0 0 DAKTRONICS INC COM 234264109 326.70 21,228 SH SOLE 3 21,228 0 0 DAL - TILE INTERNATIONAL INC COM 23426R108 1,153.80 62,200 SH SOLE 3 62,200 0 0 DALEEN TECHNOLOGIES INC COM 23437N104 6.60 8,100 SH SOLE 3 8,100 0 0 DANA CORP COM 235811106 4,464.90 191,299 SH SOLE 3 191,299 0 0 DANA CORP COM 235811106 4.90 210 SH OTH 3 210 0 0 DANA CORP COM 235811106 582.01 24,936 SH 2 24,936 DANAHER CORP (DELAWARE) COM 235851102 436.80 7,800 SH SHD 1 7,800 0 0 DANAHER CORP (DELAWARE) COM 235851102 28,748.80 513,372 SH SOLE 3 497,672 0 15,100 DANAHER CORP (DELAWARE) COM 235851102 12,902.40 230,400 SH OTH 3 15,400 0 0 DANAHER CORP (DELAWARE) COM 235851102 1,754.54 31,331 SH 2 31,331 DANKA BUSINESS SYS PLC COM 236277109 94.33 89,838 SH 2 89,838 DARDEN RESTAURANTS INC COM 237194105 7,857.60 281,636 SH SOLE 3 267,736 0 13,900 DARDEN RESTAURANTS INC COM 237194105 726.40 26,035 SH OTH 3 26,035 0 0 DATA RETURN CORP COM 23785M104 64.80 37,000 SH SOLE 3 37,000 0 0 DATACRAFT ASIA COM 006246831 54.60 13,384 SH OTH 3 13,384 0 0 DATASCOPE CORP COM 238113104 1,152.25 25,000 SH 2 25,000 DATASCOPE CORP COM 238113104 244.30 5,300 SH SOLE 3 5,300 0 0 DAVITA INC COM 23918K108 1,323.60 65,107 SH SOLE 3 65,107 0 0 DAVITA INC COM 23918K108 603.80 29,700 SH OTH 3 3,300 0 26,400 DDI CORP COM 233162106 1,049.12 52,456 SH 2 52,456 DDI CORP COM 233162106 898.70 44,936 SH SOLE 3 44,936 0 0 DDI CORP COM 233162106 467.20 23,360 SH OTH 3 260 0 23,100 DEAN FOODS CO. COM 242361103 6,740.39 168,763 SH 2 168,763 DEAN FOODS CO. COM 242361103 3,157.80 78,552 SH SOLE 3 78,552 0 0 DEB SHOPS INC COM 242728103 35.70 1,900 SH SOLE 3 1,900 0 0 DECODE GENETICS INC COM 243586104 125.56 10,200 SH 2 10,200 DECODE GENETICS INC COM 243586104 4,192.80 340,605 SH SOLE 3 338,905 0 1,700 DECODE GENETICS INC COM 243586104 341.00 27,700 SH OTH 3 1,400 0 26,300 DEERE & COMPANY COM 244199105 30,575.50 807,808 SH SOLE 3 659,058 0 143,500 DEERE & COMPANY COM 244199105 878.50 23,211 SH OTH 3 23,211 0 0 DEL LABORATORIES INC. COM 245091103 189.49 18,047 SH 2 18,047 DEL MONTE FOODS COMPANY COM 24522P103 108.94 13,000 SH 2 13,000 DEL WEBB CORP COM 947423109 1,163.20 30,064 SH SOLE 3 30,064 0 0 DEL WEBB CORP COM 947423109 3.90 100 SH OTH 3 100 0 0 DELANO TECHNOLOGY CORP COM 245701107 5.15 15,600 SH 2 15,600 DELHAIZE LE LION ADR COM 29759W101 28.20 480 SH SOLE 3 480 0 0 DELL COMPUTER CORP COM 247025109 43,865.45 1,677,455 SH SOLE 4 1,677,455 DELL COMPUTER CORP COM 247025109 409,970.90 15,677,665 SH SOLE 3 14,941,009 0 733,856 DELL COMPUTER CORP COM 247025109 29,785.90 1,139,040 SH OTH 3 24,240 0 0 DELL COMPUTER CORP COM 247025109 185,085.52 7,077,840 SH 2 7,077,840 DELL COMPUTER CORP CLL 247025109 77.00 10,000 SH CLL 2 10,000 DELL COMPUTER CORP COM 247025109 142,745.48 5,458,718 SH 2 5,458,718 DELPHI AUTOMATIVE SYSTEMS COM 247126105 4,083.00 256,308 SH SOLE 3 238,104 0 18,204 DELPHI AUTOMATIVE SYSTEMS COM 247126105 1,526.90 95,848 SH OTH 3 11,348 0 0 DELPHI FINANCIAL GRP INC CL-A COM 247131105 2,676.20 69,511 SH SOLE 3 69,511 0 0 DELTA & PINE LAND CO COM 247357106 12,585.80 640,500 SH SOLE 3 640,500 0 0 DELTA AIR LINES INC DEL COM 247361108 1,022.66 23,200 SH 2 23,200 DELTA AIR LINES INC DEL COM 247361108 362.10 8,215 SH SOLE 3 4,015 0 4,200 DELTA AIR LINES INC DEL COM 247361108 90.70 2,058 SH OTH 3 2,058 0 0 DELTA FINANCIAL CORP COM 247918105 75.40 232,000 SH SOLE 3 232,000 0 0 DELTAGEN INC COM 24783R103 7.20 800 SH SOLE 3 800 0 0 DELTATHREE.COM COM 24783N102 2.70 3,600 SH SOLE 3 3,600 0 0 DELUXE CORP COM 248019101 2.90 100 SH SOLE 3 100 0 0 DELUXE CORP COM 248019101 2.90 100 SH OTH 3 100 0 0 DENBURY RESOURCES INC COM 247916208 94.00 10,000 SH 2 10,000 DENDREON CORP COM 24823Q107 41.80 2,500 SH SOLE 3 2,500 0 0 DENDRITE INTERNATIONAL COM 248239105 114.82 15,309 SH 2 15,309 DENDRITE INTERNATIONAL COM 248239105 704.70 93,960 SH 2 93,960 DENNISON INT'L PLC COM 248335101 4,000.40 236,014 SH SOLE 3 236,014 0 0 DENNISON INT'L PLC COM 248335101 69.30 4,086 SH OTH 3 4,086 0 0 DENTSPLY INTL INC COM 249030107 398.93 8,995 SH 2 8,995 DENTSPLY INTL INC COM 249030107 53.20 1,200 SH SOLE 3 0 0 1,200 DENTSPLY INTL INC COM 249030107 408.00 9,200 SH OTH 3 0 0 9,200 DESCARTES SYSTEMS GRP (THE) COM 249906108 544.50 30,000 SH 2 30,000 DEUTSCHE TELEKOM AG COM 251566105 4,877.87 217,277 SH 2 217,277 DEUTSCHE TELEKOM AG COM 251566105 5,402.61 240,651 SH 2 240,651 DEUTSCHE TELEKOM AG COM 251566105 25,175.60 1,121,406 SH SOLE 3 1,121,406 0 0 DEVELOPERS DIVERSIFIED RLTY CP COM 251591103 1,900.97 103,426 SH 2 103,426 DEVELOPERS DIVERSIFIED RLTY CP COM 251591103 2,384.71 129,745 SH 2 129,745 DEVELOPERS DIVERSIFIED RLTY CP COM 251591103 1,474.10 80,200 SH SOLE 3 80,200 0 0 DEVON ENERGY CORP COM 25179M103 16,612.40 316,427 SH SOLE 3 315,727 0 700 DEVON ENERGY CORP COM 25179M103 651.50 12,409 SH OTH 3 1,309 0 11,100 DEVRY INC DEL COM 251893103 216.72 6,000 SH 2 6,000 DEVRY INC DEL COM 251893103 6.90 191 SH SOLE 3 191 0 0 DEVRY INC DEL COM 251893103 8.70 240 SH OTH 3 240 0 0 DIAGEO PLC SPON ADR (NEW) COM 25243Q205 662.28 15,069 SH 2 15,069 DIAGEO PLC SPON ADR (NEW) COM 25243Q205 1,250.73 28,458 SH 2 28,458 DIAGNOSTIC PRODUCTS CORP COM 252450101 9,883.20 297,686 SH SOLE 3 297,686 0 0 DIAGNOSTIC PRODUCTS CORP COM 252450101 2,158.00 65,000 SH OTH 3 5,600 0 59,400 DIAL CORP COM 25247D101 648.40 45,500 SH SOLE 3 45,500 0 0 DIAMOND OFFSHORE DRILLING INC CLL 25271C102 21.30 12,000 SH CLL 2 12,000 DIAMOND OFFSHORE DRILLING INC COM 25271C102 2,902.90 87,834 SH SOLE 3 87,834 0 0 DIAMOND OFFSHORE DRILLING INC COM 25271C102 33.70 1,020 SH OTH 3 1,020 0 0 DIAMONDCLUSTER INTERNATIONAL INC. 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COM 23329J104 10.00 446 SH SOLE 3 446 0 0 DRESS BARN INC COM 261570105 771.20 33,900 SH SOLE 3 33,900 0 0 DREYERS GRAND ICE-CREAM COM 261878102 2.80 100 SH SOLE 3 100 0 0 DRIL-QUIP COM 262037104 365.20 16,961 SH SOLE 3 16,961 0 0 DRS TECHNOLOGIES INC COM 23330X100 349.30 15,200 SH SOLE 3 15,200 0 0 DRS TECHNOLOGIES INC COM 23330X100 36.80 1,600 SH OTH 3 1,600 0 0 DRUGSTORE.COM INC COM 262241102 17.50 15,500 SH SOLE 3 15,500 0 0 DSET CORP COM 262504103 20.50 34,200 SH SOLE 3 34,200 0 0 DSL.NET INC COM 262506108 9.52 11,605 SH 2 11,605 DSP GRP INC COM 23332B106 429.00 20,000 SH 2 20,000 DSP GRP INC COM 23332B106 1,217.10 56,742 SH SOLE 3 56,742 0 0 DSP GRP INC COM 23332B106 45.00 2,100 SH OTH 3 2,100 0 0 DST SYSTEM INC COM 233326107 20,301.40 385,226 SH SOLE 3 332,426 0 51,200 DST SYSTEM INC COM 233326107 2,513.80 47,700 SH OTH 3 1,600 0 0 DTE ENERGY COMPANY COM 233331107 11,997.90 258,353 SH SOLE 3 199,353 0 57,300 DTE ENERGY COMPANY COM 233331107 238.60 5,137 SH OTH 3 5,137 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 70,499.10 1,461,425 SH SOLE 3 1,322,355 0 134,569 DU PONT E I DE NEMOURS & CO COM 263534109 1,288.90 26,719 SH OTH 3 26,719 0 0 DUANE READE INC. COM 263578106 211.25 6,500 SH 2 6,500 DUCKWALL-ALCO STORES INC COM 264142100 3,218.20 404,800 SH SOLE 3 404,800 0 0 DUKE ENERGY CORP CNV 264399585 353.50 14,000 SH 2 14,000 DUKE ENERGY CORP COM 264399106 89.70 2,300 SH SHD 1 2,300 0 0 DUKE ENERGY CORP COM 264399106 13,272.00 340,220 SH SOLE 3 327,620 0 12,600 DUKE ENERGY CORP COM 264399106 447.70 11,476 SH OTH 3 11,476 0 0 DUKE ENERGY CORP COM 264399106 1,436.82 36,832 SH 2 36,832 DUKE ENERGY CORP COM 264399106 1,297.47 33,260 SH 2 33,260 DUKE REALTY CORP COM 264411505 14,024.67 564,373 SH 2 564,373 DUKE REALTY CORP COM 264411505 7,034.34 283,072 SH 2 283,072 DUKE REALTY CORP COM 264411505 27,750.40 1,116,717 SH SOLE 3 1,113,817 0 2,900 DUKE REALTY CORP COM 264411505 2,146.20 86,366 SH OTH 3 28,966 0 57,400 DUN & BRADSTREET CORP COM 26483E100 49.40 1,750 SH SOLE 3 1,750 0 0 DUN & BRADSTREET CORP COM 26483E100 1.40 50 SH OTH 3 50 0 0 DUPONT PHOTOMASKS INC COM 26613X101 118.00 2,445 SH SOLE 3 2,445 0 0 DUPONT PHOTOMASKS INC COM 26613X101 38.60 800 SH OTH 3 800 0 0 DURA AUTOMOTIVE SYSTEMS A COM 265903104 926.60 57,910 SH SOLE 3 57,910 0 0 DURA AUTOMOTIVE SYSTEMS INC COM 265903104 1,152.53 72,033 SH 2 72,033 DURAMED PHARMACEUTICALS INC COM 266354109 105.60 5,900 SH SOLE 3 5,900 0 0 DURECT CORP COM 266605104 36.40 2,800 SH SOLE 3 2,800 0 0 DVI INC COM 233343102 2.60 150 SH OTH 3 150 0 0 DYAX CORP COM 26746E103 2,760.32 158,366 SH 2 158,366 DYAX CORP COM 26746E103 30.40 1,600 SH SOLE 3 1,600 0 0 DYCOM INDUSTRIES INC COM 267475101 21,626.40 943,150 SH SOLE 3 940,850 0 2,300 DYCOM INDUSTRIES INC COM 267475101 2,291.60 99,940 SH OTH 3 5,040 0 94,900 DYNACQ INTL INC COM 267919306 7.70 400 SH SOLE 3 400 0 0 DYNAMEX INC COM 26784F103 20.00 10,000 SH 2 10,000 DYNAMIC HEALTHCARE TECH INC COM 267927101 4.30 10,000 SH 2 10,000 DYNAMIC SCIENCES INTL INC COM 268006103 10.00 400,000 SH OTH 3 0 0 0 DYNEGY INC COM 26816Q101 1,565.75 34,412 SH 2 34,412 DYNEGY INC CLL 26816Q101 35.00 25,000 SH CLL 2 25,000 DYNEGY INC COM 26816Q101 419.60 9,222 SH 2 9,222 DYNEGY INC. COM 26816Q101 1,932.90 41,568 SH SHD 1 41,568 0 0 DYNEGY INC. COM 26816Q101 176,646.00 3,798,895 SH SOLE 3 3,725,495 0 67,400 DYNEGY INC. COM 26816Q101 21,375.20 468,200 SH OTH 3 72,100 0 0 E COM VENTURES INC COM 26830K106 47.96 44,000 SH 2 44,000 E SPIRE COMMUNICATIONS INC COM 269153102 5.80 38,900 SH SOLE 3 38,900 0 0 E SPIRE COMMUNICATIONS INC COM 269153102 0.30 1,700 SH OTH 3 1,700 0 0 E*TRADE GRP INC COM 269246104 241.88 37,500 SH 2 37,500 E*TRADE GRP INC COM 269246104 3,597.60 557,765 SH SOLE 3 553,565 0 3,200 E*TRADE GRP INC COM 269246104 959.10 148,700 SH OTH 3 300 0 148,400 E.I. DU PONT DE NEMOURS & CO COM 263534109 1,331.91 27,610 SH 2 27,610 E.I. DU PONT DE NEMOURS & CO COM 263534109 6,118.62 126,837 SH 2 126,837 E.ON AG COM 268780103 1,730.62 33,442 SH 2 33,442 E.ON AG COM 268780103 791.98 15,304 SH 2 15,304 E.PIPHANY COM 26881V100 29,517.20 2,905,241 SH SOLE 3 2,887,241 0 18,000 E.PIPHANY COM 26881V100 929.10 91,450 SH OTH 3 42,850 0 48,600 E.W. SCRIPPS CO. COM 811054204 64.90 941 SH SOLE 3 941 0 0 EARTHGRAINS CO COM 270319106 188.40 7,246 SH SOLE 3 7,246 0 0 EARTHGRAINS CO COM 270319106 439.40 16,900 SH OTH 3 0 0 16,900 EARTHLINK INC COM 270321102 1,373.20 97,390 SH SOLE 3 88,290 0 9,100 EARTHLINK INC COM 270321102 796.60 56,500 SH OTH 3 4,900 0 51,600 EARTHSHELL CORP COM 27032B100 629.00 185,000 SH 2 185,000 EAST WEST BANCORP INC COM 27579R104 901.80 33,400 SH SOLE 3 33,400 0 0 EASTGRP PROPERTIES COM 277276101 944.70 41,800 SH SOLE 3 41,800 0 0 EASTGRP PROPERTIES COM 277276101 83.60 3,700 SH OTH 3 3,700 0 0 EASTMAN CHEM CO COM 277432100 2,502.90 52,549 SH SOLE 3 52,049 0 500 EASTMAN CHEM CO COM 277432100 70.90 1,489 SH OTH 3 1,489 0 0 EASTMAN KODAK CO COM 277461109 836.27 17,915 SH 2 17,915 EASTMAN KODAK CO COM 277461109 388.66 8,326 SH 2 8,326 EASTMAN KODAK CO CLL 277461109 39.50 10,000 SH CLL 2 10,000 EASTMAN KODAK CO CLL 277461109 100.50 10,000 SH CLL 2 10,000 EASTMAN KODAK CO COM 277461109 2,130.80 45,648 SH SOLE 3 37,948 0 7,700 EASTMAN KODAK CO COM 277461109 128.80 2,760 SH OTH 3 2,760 0 0 EATON CORP COM 278058102 7,405.80 105,646 SH SOLE 3 96,646 0 9,000 EATON CORP COM 278058102 518.50 7,396 SH OTH 3 7,396 0 0 EATON VANCE CORP (NON-VTG) COM 278265103 581.20 16,700 SH SOLE 3 16,700 0 0 EATON VANCE CORP (NON-VTG) COM 278265103 956.00 27,470 SH OTH 3 870 0 26,600 EB2B COMM INC COM 26824R109 3.45 15,000 SH 2 15,000 EBAY INC COM 278642103 26,867.40 392,282 SH SOLE 3 329,682 0 62,000 EBAY INC COM 278642103 278.90 4,072 SH OTH 3 4,072 0 0 EBAY INC. COM 278642103 1,267.48 18,506 SH 2 18,506 EBAY INC. COM 278642103 10,780.26 157,399 SH 2 157,399 EBAY INC. PUT 278642103 432.00 90,000 SH PUT 2 90,000 EBAY INC. PUT 278642103 471.75 85,000 SH PUT 2 85,000 EBENX INC COM 278668108 4.60 1,400 SH SOLE 3 1,400 0 0 EBIX.COM INC COM 278715107 229.84 120,335 SH 2 120,335 ECHELON CORP COM 27874N105 129.20 4,200 SH SOLE 3 4,200 0 0 ECHELON CORP COM 27874N105 94.10 3,060 SH OTH 3 360 0 2,700 ECHOSTAR COMMUNICATIONS CORP COM 278762109 1,295.18 39,950 SH 2 39,950 ECHOSTAR COMMUNICATIONS CORP COM 278762109 3,707.49 114,358 SH 2 114,358 ECHOSTAR COMMUNICATIONS CORP COM 278762109 238,351.20 7,351,980 SH SOLE 3 7,219,420 0 127,710 ECHOSTAR COMMUNICATIONS CORP COM 278762109 3,968.90 122,421 SH OTH 3 76,189 0 39,300 ECLIPSYS CORP COM 278856109 272.57 9,700 SH 2 9,700 ECLIPSYS CORP COM 278856109 480.00 20,000 SH SOLE 3 20,000 0 0 ECLIPSYS CORP COM 278856109 28.80 1,200 SH OTH 3 1,200 0 0 ECOLAB INC COM 278865100 245.82 6,000 SH 2 6,000 ECOLAB INC COM 278865100 313.50 7,652 SH 2 7,652 ECOLAB INC COM 278865100 4,607.10 112,450 SH SOLE 3 104,850 0 7,600 ECOLAB INC COM 278865100 1,352.00 33,000 SH OTH 3 5,500 0 0 EDEN BIOSCIENCE CORP COM 279445100 30.00 3,000 SH SOLE 3 3,000 0 0 EDISON INTERNATIONAL COM 281020107 146.07 13,100 SH 2 13,100 EDISON INTERNATIONAL COM 281020107 1,709.30 153,300 SH 2 153,300 EDISON INTERNATIONAL COM 281020107 2,848.40 255,464 SH SOLE 3 245,264 0 10,200 EDISON INTERNATIONAL COM 281020107 3,883.50 348,300 SH OTH 3 200 0 0 EDISON SCHOOLS COM 281033100 6,751.90 295,617 SH SOLE 3 294,217 0 1,400 EDISON SCHOOLS COM 281033100 485.40 21,250 SH OTH 3 2,550 0 18,700 EDO CORP COM 281347104 36.70 2,300 SH SOLE 3 2,300 0 0 EDUCATION MANAGEMENT CORP COM 28139T101 28.00 700 SH SOLE 3 700 0 0 EDUCATIONAL VIDEO COM 281505107 9.30 30,000 SH 2 30,000 EDWARDS A G INC COM 281760108 41.40 921 SH SOLE 3 921 0 0 EDWARDS A G INC COM 281760108 11.20 248 SH OTH 3 248 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 775.62 29,424 SH 2 29,424 EDWARDS LIFESCIENCES CORP COM 28176E108 2,174.00 82,474 SH SOLE 3 82,474 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 76.40 2,900 SH OTH 3 2,900 0 0 EEX CORP COM 26842V207 0.80 300 SH SOLE 3 300 0 0 EFUNDS CORP. COM 28224R101 599.80 32,249 SH SOLE 3 32,249 0 0 EGGHEAD.COM INC COM 282329101 6.00 10,357 SH SOLE 3 10,357 0 0 EGL INC COM 268484102 401.58 23,000 SH 2 23,000 EGL INC COM 268484102 501.10 28,700 SH SOLE 3 28,700 0 0 EL PASO CORP COM 28336L109 2,427.19 46,197 SH 2 46,197 EL PASO CORP COM 28336L109 24,025.18 457,274 SH 2 457,274 EL PASO CORP COM 28336L109 12,428.90 236,560 SH SOLE 3 203,773 0 31,937 EL PASO CORP COM 28336L109 155.40 2,957 SH OTH 3 2,957 0 0 EL PASO ELECTRIC (NEW) COM 283677854 3,988.00 249,409 SH SOLE 3 249,409 0 0 EL PASO ELECTRIC (NEW) COM 283677854 57.50 3,596 SH OTH 3 3,596 0 0 EL PASO ENERGY CAPITAL TR I CNV 283678209 483.78 7,400 SH 2 7,400 EL PASO ENERGY CAPITAL TR I CNV 283678209 647.21 9,900 SH 2 9,900 EL PASO ENERGY PARTNERS COM 28368B102 14,801.79 469,898 SH 2 469,898 EL PASO ENERGY PARTNERS COM 28368B102 2,910.60 92,400 SH 2 92,400 ELAMEX, S.A. DE C.V. COM P36209107 129.60 32,000 SH 2 32,000 ELAN CORP PLC (ADR) COM 284131208 8,585.08 140,739 SH 2 140,739 ELAN CORP PLC (ADR) COM 284131208 2,227.60 36,518 SH 2 36,518 ELAN CORP PLC (ADR) COM 284131208 2,226.50 36,500 SH SOLE 4 36,500 ELAN CORP PLC (ADR) COM 284131208 20,419.60 334,748 SH SOLE 3 317,348 0 17,400 ELAN CORP PLC (ADR) COM 284131208 3,348.90 54,900 SH OTH 3 54,900 0 0 ELAN CORP PLC ADR (IE LINE-CS) COM 009000923 14,542.40 238,400 SH SOLE 3 220,000 0 18,400 ELAN CORP PLC ADR (IE LINE-CS) COM 009000923 54,942.70 900,700 SH OTH 3 69,000 0 8,900 ELANTEC SEMICONDUCTOR INC COM 284155108 892.10 26,400 SH SOLE 3 26,400 0 0 ELANTEC SEMICONDUCTOR INC COM 284155108 40.50 1,200 SH OTH 3 1,200 0 0 ELECTRIC LIGHTWAVE INC COM 284895109 1.30 1,000 SH SOLE 3 1,000 0 0 ELECTRO RENT CORP COM 285218103 5,434.70 333,212 SH SOLE 3 333,212 0 0 ELECTRO SCIENTIFIC INDS INC COM 285229100 3,001.10 78,770 SH SOLE 3 78,770 0 0 ELECTRO SCIENTIFIC INDS INC COM 285229100 827.50 21,720 SH OTH 3 2,020 0 19,700 ELECTRONIC ARTS COM 285512109 260.55 4,500 SH 2 4,500 ELECTRONIC ARTS COM 285512109 688.66 11,894 SH 2 11,894 ELECTRONIC ARTS COM 285512109 14,240.00 245,942 SH SOLE 3 179,842 0 66,100 ELECTRONIC ARTS COM 285512109 1,544.10 26,668 SH OTH 3 26,668 0 0 ELECTRONIC DATA SYSTEMS COM 285661104 1,393.80 22,300 SH SHD 1 22,300 0 0 ELECTRONIC DATA SYSTEMS COM 285661104 155,007.80 2,480,125 SH SOLE 3 2,364,629 0 109,446 ELECTRONIC DATA SYSTEMS COM 285661104 21,128.00 338,048 SH OTH 3 41,548 0 0 ELECTRONIC DATA SYSTEMS CORP COM 285661104 28,045.63 448,730 SH 2 448,730 ELECTRONIC DATA SYSTEMS CORP COM 285661104 14,318.00 229,088 SH 2 229,088 ELECTRONIC DATA SYSTEMS CORP COM 285661104 2,231.25 35,700 SH SOLE 4 35,700 ELECTRONICS FOR IMAGING INC. COM 286082102 1,814.25 61,500 SH 2 61,500 ELECTRONICS FOR IMAGING INC. COM 286082102 1,571.30 53,263 SH SOLE 3 53,263 0 0 ELECTRONICS FOR IMAGING INC. COM 286082102 67.80 2,300 SH OTH 3 2,300 0 0 ELI LILLY & CO COM 532457108 92,983.44 1,256,533 SH 2 1,256,533 ELI LILLY & CO COM 532457108 52,409.24 708,233 SH 2 708,233 ELI LILLY & CO COM 532457108 6,813.70 92,077 SH SOLE 4 92,077 ELI LILLY & CO COM 532457108 2,020.20 27,300 SH SHD 1 27,300 0 0 ELI LILLY & CO COM 532457108 344,931.10 4,661,231 SH SOLE 3 4,197,451 0 457,780 ELI LILLY & CO COM 532457108 41,757.60 564,292 SH OTH 3 97,713 0 17,710 ELIZABETH ARDEN INC COM 28660G106 41.50 1,700 SH SOLE 3 1,700 0 0 ELOYALTY CORP COM 290151109 159.80 159,800 SH SOLE 3 159,800 0 0 EMAGIN CORP COM 29076N107 4.40 2,100 SH SOLE 3 2,100 0 0 EMBARCADERO TECHNOLOGIES INC COM 290787100 121.80 5,460 SH SOLE 3 5,460 0 0 EMBARCADERO TECHNOLOGIES INC COM 290787100 21.40 960 SH OTH 3 960 0 0 EMBOTELLADORA ANDINA-ADR A WI COM 29081P204 219.10 16,250 SH OTH 3 0 0 0 EMBOTELLADORA ANDINA-ADR B COM 29081P303 598.90 55,200 SH SOLE 3 55,200 0 0 EMBOTELLADORA ANDINA-ADR B COM 29081P303 4,185.90 385,800 SH OTH 3 0 0 0 EMBRAER AIRCRAFT CORP-SP ADR COM 29081M102 2,288.30 58,600 SH SOLE 3 58,600 0 0 EMBRAER AIRCRAFT CORP-SP ADR COM 29081M102 16,674.30 427,000 SH OTH 3 7,700 0 0 EMBRATEL ADR COM 29081N100 227.40 30,399 SH SOLE 3 30,399 0 0 EMBRATEL ADR COM 29081N100 2,563.40 342,704 SH OTH 3 0 0 0 EMBRATEL PARTICIPACOES S.A. COM 29081N100 311.17 41,600 SH 2 41,600 EMC CORP MASS COM 268648102 29,117.94 995,485 SH SOLE 4 995,485 EMC CORP MASS COM 268648102 2,088.70 71,900 SH SHD 1 71,900 0 0 EMC CORP MASS COM 268648102 498,377.90 17,150,724 SH SOLE 3 15,981,874 0 1,152,250 EMC CORP MASS COM 268648102 37,935.30 1,298,200 SH OTH 3 294,080 0 66,410 EMC CORP MASS COM 268648102 65,303.55 2,232,600 SH 2 2,232,600 EMC CORP MASS COM 268648102 57,843.63 1,977,560 SH 2 1,977,560 EMC CORP MASS CLL 268648102 19.00 10,000 SH CLL 2 10,000 EMCOR GRP INC COM 29084Q100 4,716.50 130,470 SH SOLE 3 130,470 0 0 EMCOR GRP INC COM 29084Q100 683.20 18,900 SH OTH 3 3,300 0 15,600 EMCORE CORP COM 290846104 773.80 25,163 SH SOLE 3 25,163 0 0 EMCORE CORP COM 290846104 485.90 15,800 SH OTH 3 100 0 15,700 EMERGE INTERACTIVE INC COM 29088W103 61.20 52,800 SH SOLE 3 52,800 0 0 EMERSON ELECTRIC CO. COM 291011104 246,357.33 4,072,022 SH 2 4,072,022 EMERSON ELECTRIC CO. COM 291011104 147,945.55 2,445,381 SH 2 2,445,381 EMERSON ELECTRIC CO. COM 291011104 5,682.77 93,930 SH SOLE 4 93,930 EMERSON ELECTRIC CO. COM 291011104 1,222.10 20,200 SH SHD 1 20,200 0 0 EMERSON ELECTRIC CO. COM 291011104 55,821.20 922,665 SH SOLE 3 887,665 0 33,600 EMERSON ELECTRIC CO. COM 291011104 22,269.50 368,091 SH OTH 3 35,591 0 0 EMEX CORP COM 291206100 10.80 1,000 SH SOLE 3 1,000 0 0 EMISPHERE TECHNOLOGIES INC COM 291345106 10,353.40 356,154 SH 2 356,154 EMISPHERE TECHNOLOGIES INC CLL 291345106 347.50 50,000 SH CLL 2 50,000 EMISPHERE TECHNOLOGIES INC COM 291345106 1,212.80 38,500 SH SOLE 3 38,500 0 0 EMISPHERE TECHNOLOGIES INC COM 291345106 41.00 1,300 SH OTH 3 1,300 0 0 EMMIS BROADCASTING CLASS A COM 291525103 26,683.30 867,751 SH SOLE 3 867,751 0 0 EMMIS BROADCASTING CLASS A COM 291525103 673.40 21,900 SH OTH 3 0 0 21,900 EMPIRE DISTRICT ELEC CO COM 291641108 8.30 400 SH SOLE 3 400 0 0 EMULEX CORP COM 292475209 82,198.10 2,034,607 SH SOLE 3 1,986,777 0 47,830 EMULEX CORP COM 292475209 4,189.90 103,710 SH OTH 3 46,010 0 53,600 EMUSIC.COM INC COM 292476108 8.18 14,354 SH 2 14,354 ENCOMPASS SERV CORP COM 29255U104 17,947.50 2,005,310 SH SOLE 3 2,005,310 0 0 ENCOMPASS SERV CORP COM 29255U104 8.90 1,000 SH OTH 3 1,000 0 0 ENCOMPASS SVCS CORP COM 29255U104 818.03 91,400 SH 2 91,400 ENCORE ACQUISITION COMPANY COM 29255W100 954.50 83,000 SH 2 83,000 ENCORE ACQUISITION COMPANY COM 29255W100 31.10 2,700 SH SOLE 3 2,700 0 0 ENDO PHARMACEUTICALS HLDGS INC COM 29264F205 6.20 700 SH SOLE 3 700 0 0 ENDOCARE INC COM 29264P104 159.90 10,000 SH 2 10,000 ENDWAVE CORP COM 29264A107 1,063.55 1,168,736 SH 2 1,168,736 ENERGEN CORP COM 29265N108 1,526.30 55,300 SH SOLE 3 55,300 0 0 ENERGEN CORP COM 29265N108 55.20 2,000 SH OTH 3 2,000 0 0 ENERGIZER HOLDINGS INC COM 29266R108 135,118.60 5,887,520 SH SOLE 3 5,826,677 0 60,843 ENERGIZER HOLDINGS INC COM 29266R108 4,070.30 177,354 SH OTH 3 96,236 0 70,466 ENERGY CONVERSION DEVICES COM 292659109 554.40 19,800 SH SOLE 3 19,800 0 0 ENERGY EAST CORP COM 29266M109 58,634.90 2,804,158 SH SOLE 3 2,514,708 0 279,200 ENERGY EAST CORP COM 29266M109 5,404.30 258,454 SH OTH 3 49,254 0 209,200 ENERGY PARTNERS LTD COM 29270U105 28.20 2,100 SH SOLE 3 2,100 0 0 ENERSIS S.A ADR COM 29274F104 1,084.40 72,392 SH SOLE 3 72,392 0 0 ENERSIS S.A ADR COM 29274F104 8,936.70 596,576 SH OTH 3 0 0 0 ENGAGE INC COM 292827102 7.73 10,589 SH 2 10,589 ENGELHARD CORP COM 292845104 270.80 10,500 SH 2 10,500 ENGELHARD CORP COM 292845104 219.20 8,500 SH SHD 1 8,500 0 0 ENGELHARD CORP COM 292845104 3,420.80 132,640 SH SOLE 3 125,440 0 7,200 ENGELHARD CORP COM 292845104 5,887.90 228,300 SH OTH 3 20,800 0 87,900 ENGINEERED SUPPORT SYSTEMS COM 292866100 47.00 1,200 SH SOLE 3 1,200 0 0 ENRON CORP COM 293561106 162,701.84 3,313,683 SH 2 3,313,683 ENRON CORP CLL 293561106 2.75 10,000 SH CLL 2 10,000 ENRON CORP CLL 293561106 28.00 10,000 SH CLL 2 10,000 ENRON CORP COM 293561106 158,242.62 3,222,864 SH 2 3,222,864 ENRON CORP COM 293561106 10,462.52 213,086 SH SOLE 4 213,086 ENRON CORP COM 293561106 480.20 9,800 SH SHD 1 9,800 0 0 ENRON CORP COM 293561106 132,404.80 2,702,138 SH SOLE 3 2,586,738 0 114,300 ENRON CORP COM 293561106 14,056.10 286,300 SH OTH 3 12,100 0 0 ENRON CORP $10.50 2ND CNV PFD PRF 293561601 12,040.88 9,000 SH 2 9,000 ENSCO INTERNATIONAL INC COM 26874Q100 234.00 10,000 SH 2 10,000 ENSCO INTERNATIONAL INC COM 26874Q100 514.80 22,000 SH 2 22,000 ENSCO INTERNATIONAL INC COM 26874Q100 111.50 4,763 SH SOLE 3 4,763 0 0 ENTEGRIS INC COM 29362U104 85.90 7,500 SH SOLE 3 7,500 0 0 ENTERCOM COMMUNICATIONS CORP COM 293639100 26,751.90 499,009 SH SOLE 3 498,309 0 700 ENTERGY CORP COM 29364G103 1,347.50 35,100 SH SHD 1 35,100 0 0 ENTERGY CORP COM 29364G103 75,856.80 1,975,952 SH SOLE 3 1,868,902 0 104,500 ENTERGY CORP COM 29364G103 20,017.40 521,423 SH OTH 3 50,123 0 0 ENTERPRISE PRODUCTS COM 293792107 14,633.47 370,280 SH 2 370,280 ENTERPRISE PRODUCTS COM 293792107 1,488.64 37,668 SH 2 37,668 ENTERTAINMENT PROPERTIES TRUST COM 29380T105 4,641.50 254,329 SH 2 254,329 ENTERTAINMENT PROPERTIES TRUST COM 29380T105 1,940.89 106,350 SH 2 106,350 ENTRADE INC COM 29382L100 57.62 96,030 SH 2 96,030 ENTRAVISION COMMUNICATION COM 29382R107 18,673.40 1,518,160 SH SOLE 3 1,514,760 0 3,400 ENTRAVISION COMMUNICATION COM 29382R107 679.60 55,250 SH OTH 3 2,850 0 52,400 ENTRUST INC COM 293848107 749.40 105,700 SH SOLE 3 105,600 0 100 ENTRUST INC COM 293848107 135.60 19,130 SH OTH 3 6,030 0 13,100 ENZO BIOCHEM INC COM 294100102 2,334.30 68,055 SH SOLE 3 68,055 0 0 ENZO BIOCHEM INC COM 294100102 869.20 25,340 SH OTH 3 2,640 0 22,700 ENZON INC COM 293904108 153.60 2,458 SH SOLE 3 2,458 0 0 ENZON INC COM 293904108 156.20 2,500 SH OTH 3 2,500 0 0 EOG RESOURCES INC COM 26875P101 1,646.68 46,320 SH 2 46,320 EOG RESOURCES INC COM 26875P101 797.67 22,438 SH 2 22,438 EOG RESOURCES INC COM 26875P101 78.70 2,215 SH SOLE 3 2,215 0 0 EOG RESOURCES INC COM 26875P101 3.60 100 SH OTH 3 100 0 0 EOTT ENERGY PARTNERS LP COM 294103106 244.55 13,291 SH 2 13,291 EPICEDGE INC COM 29426X102 31.00 100,000 SH 2 100,000 EPIQ SYS INC COM 26882D109 20.60 800 SH SOLE 3 800 0 0 EPRISE CORP COM 294352109 16.85 19,588 SH 2 19,588 EQUANT NV NY REG SH COM 294409107 404.98 14,911 SH 2 14,911 EQUIFAX INC COM 294429105 843.46 22,995 SH 2 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ADR CL-B COM 294821400 43.40 8,000 SH SOLE 3 8,000 0 0 ERIE INDEMNITY COMPANY CL-A COM 29530P102 217.20 7,300 SH SOLE 3 5,400 0 1,900 ESC MEDICAL SYSTEMS LTD COM M40868107 1,442.50 50,000 SH SOLE 3 50,000 0 0 ESCO TECHNOLOGIES INC COM 296315104 1,213.90 40,263 SH SOLE 3 40,263 0 0 ESCO TECHNOLOGIES INC COM 296315104 111.60 3,700 SH OTH 3 3,700 0 0 ESCROW - SEAGATE TECHNOLOGY COM 811804988 0.00 5,100 SH SHD 1 5,100 0 0 ESCROW - SEAGATE TECHNOLOGY COM 811804988 0.00 300,472 SH SOLE 3 296,772 0 3,700 ESCROW - SEAGATE TECHNOLOGY COM 811804988 0.00 30,500 SH OTH 3 4,100 0 0 ESHARE COMMUNICATIONS INC COM 296428105 250.00 200,000 SH 2 200,000 ESOFT INC COM 296904105 36.92 34,182 SH 2 34,182 ESPEED INC COM 296643109 215.60 9,800 SH SOLE 3 9,800 0 0 ESPEED INC COM 296643109 88.00 4,000 SH OTH 3 0 0 4,000 ESPERION THERAPEUTICS INC COM 29664R106 743.53 69,166 SH 2 69,166 ESS TECHNOLOGY INC COM 269151106 127.20 12,000 SH SOLE 3 12,000 0 0 ESSEX PROPERTY TRUST INC COM 297178105 520.28 10,500 SH 2 10,500 ESSEX PROPERTY TRUST INC COM 297178105 2,062.00 41,614 SH SOLE 3 41,614 0 0 ESSEX PROPERTY TRUST INC COM 297178105 713.50 14,400 SH OTH 3 2,000 0 12,400 ESTEE LAUDER COS INC CL-A COM 518439104 130,134.29 3,019,357 SH PUT 2 3,019,357 ESTEE LAUDER COS INC CL-A COM 518439104 72,331.63 1,678,228 SH PUT 2 1,678,228 ESTEE LAUDER COS INC CL-A COM 518439104 67,553.82 1,567,374 SH SOLE 4 1,567,374 ESTEE LAUDER COS INC CL-A COM 518439104 116.40 2,700 SH SHD 1 2,700 0 0 ESTEE LAUDER COS INC CL-A COM 518439104 198,824.80 4,613,104 SH SOLE 3 4,397,804 0 212,900 ESTEE LAUDER COS INC CL-A COM 518439104 7,101.30 164,763 SH OTH 3 10,363 0 0 ESTERLINE TECHNOLOGIES COM 297425100 841.70 38,700 SH SOLE 3 38,700 0 0 ESTERLINE TECHNOLOGIES COM 297425100 378.40 17,400 SH OTH 3 0 0 17,400 ETHAN ALLEN INTERIORS INC COM 297602104 6,035.80 185,716 SH SOLE 3 184,916 0 800 ETHAN ALLEN INTERIORS INC COM 297602104 528.50 16,260 SH OTH 3 1,060 0 15,200 ETOYS INC COM 297862104 0.50 38,800 SH SOLE 3 38,800 0 0 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345,986 SH 2 345,986 EXXON MOBIL CORP COM 30231G102 31,712.77 363,054 SH 2 363,054 EZENIA! INC COM 302311105 4.60 10,000 SH 2 10,000 EZENIA! INC. COM 302311105 30.20 65,575 SH SOLE 3 65,575 0 0 F & M BANCORP MD COM 302367107 20.90 700 SH SOLE 3 700 0 0 F & M NATIONAL CORP COM 302374103 785.10 19,627 SH SOLE 3 19,627 0 0 F.Y.I. CORP COM 302712104 33,219.80 810,239 SH SOLE 3 810,239 0 0 F.Y.I. CORP COM 302712104 90.20 2,200 SH OTH 3 2,200 0 0 F5 NETWORKS INC COM 315616102 463.80 26,400 SH SOLE 3 26,400 0 0 F5 NETWORKS INC COM 315616102 15.80 900 SH OTH 3 900 0 0 FACTORY 2-U STORES INC COM 303072102 202.50 6,900 SH SOLE 3 6,900 0 0 FACTSET RESEARCH SYSTEMS COM 303075105 1,619.10 45,352 SH SOLE 3 45,352 0 0 FACTSET RESEARCH SYSTEMS COM 303075105 514.10 14,400 SH OTH 3 1,200 0 13,200 FAIR ISAAC & CO INC COM 303250104 4,305.50 69,646 SH SOLE 3 69,646 0 0 FAIR ISAAC & CO INC COM 303250104 2,510.80 40,615 SH OTH 3 2,365 0 38,250 FAIRCHILD SEMICON INTL CL-A COM 303726103 2,651.40 115,280 SH SOLE 3 115,280 0 0 FAIRCHILD SEMICON INTL CL-A COM 303726103 33.20 1,442 SH OTH 3 1,442 0 0 FAIRMARKET INC COM 305158107 50.29 50,800 SH 2 50,800 FAMILY DOLLAR STORES INC COM 307000109 106,632.90 4,160,472 SH SOLE 3 4,160,472 0 0 FAMILY DOLLAR STORES INC COM 307000109 11.80 460 SH OTH 3 460 0 0 FAMOUS DAVE'S OF AMERICA COM 307068106 130.55 13,500 SH 2 13,500 FANNIE MAE COM 313586109 4,402.30 51,700 SH SHD 1 51,700 0 0 FANNIE MAE COM 313586109 653,225.50 7,671,468 SH SOLE 3 7,498,278 0 170,240 FANNIE MAE COM 313586109 55,985.80 657,496 SH OTH 3 202,792 0 48,920 FANNIE MAE COMMON STOCK COM 313586109 36,893.75 433,891 SH 2 433,891 FANNIE MAE COMMON STOCK COM 313586109 28,842.77 339,207 SH 2 339,207 FARMERS BROTHERS CO COM 307675108 46.60 200 SH SOLE 3 200 0 0 FARMERS BROTHERS CO COM 307675108 11.70 50 SH OTH 3 50 0 0 FASTENAL CO COM 311900104 289.14 4,665 SH 2 4,665 FASTENAL CO COM 311900104 91.20 1,472 SH SOLE 3 1,472 0 0 FASTENAL CO COM 311900104 43.40 700 SH OTH 3 700 0 0 FBL FINL GRP INC CL A COM 30239F106 285.20 15,847 SH SOLE 3 15,847 0 0 FEDDERS CORP COM 313135105 96.20 18,500 SH SOLE 3 18,500 0 0 FEDERAL AGRICULTURAL MORTGAGE COM 313148306 841.10 26,300 SH SOLE 3 26,300 0 0 FEDERAL HOME LOAN MTG CORP COM 313400301 403,921.32 5,935,655 SH 2 5,935,655 FEDERAL HOME LOAN MTG CORP COM 313400301 224,236.52 3,295,173 SH 2 3,295,173 FEDERAL HOME LOAN MTG CORP COM 313400301 38,187.14 561,163 SH SOLE 4 561,163 FEDERAL RLTY INVT TR SBI COM 313747206 1,245.17 60,037 SH 2 60,037 FEDERAL RLTY INVT TR SBI COM 313747206 649.16 31,300 SH 2 31,300 FEDERAL SIGNAL CORP COM 313855108 2,592.20 110,449 SH SOLE 3 110,449 0 0 FEDERAL-MOGUL CORP. COM 313549107 1.50 900 SH SOLE 3 900 0 0 FEDERATED DEPT STORES INC DEL COM 31410H101 918.00 21,600 SH SHD 1 21,600 0 0 FEDERATED DEPT STORES INC DEL COM 31410H101 31,631.60 744,272 SH SOLE 3 700,772 0 43,500 FEDERATED DEPT STORES INC DEL COM 31410H101 11,018.90 259,269 SH OTH 3 27,369 0 0 FEDERATED DEPT STORES INC DEL COM 31410H101 10,344.50 243,400 SH 2 243,400 FEDERATED DEPT STORES INC DEL COM 31410H101 1,262.25 29,700 SH 2 29,700 FEDERATED DEPT STORES INC DEL COM 31410H101 426.91 10,045 SH SOLE 4 10,045 FEDERATED INVESTORS INC B COM 314211103 1,574.80 48,906 SH SOLE 3 8,006 0 40,900 FEDERATED INVESTORS INC B COM 314211103 11.60 360 SH OTH 3 360 0 0 FEDEX CORP COM 31428X106 1,777.76 44,223 SH 2 44,223 FEDEX CORP COM 31428X106 594.96 14,800 SH 2 14,800 FEDEX CORP COM 31428X106 5,799.20 144,258 SH SOLE 3 136,358 0 7,900 FEDEX CORP COM 31428X106 404.70 10,068 SH OTH 3 10,068 0 0 FEI COMPANY COM 30241L109 1,254.60 30,600 SH SOLE 3 30,600 0 0 FEI COMPANY COM 30241L109 545.30 13,300 SH OTH 3 2,000 0 11,300 FELCOR LODGING TRUST INC COM 31430F101 456.30 19,500 SH 2 19,500 FELCOR LODGING TRUST INC COM 31430F101 1,367.78 58,452 SH 2 58,452 FELCOR LODGING TRUST INC. COM 31430F101 6,250.70 267,126 SH SOLE 3 267,126 0 0 FELCOR LODGING TRUST INC. COM 31430F101 1,273.00 54,400 SH OTH 3 14,500 0 39,900 FERRELLGAS PARTNERS, L.P. COM 315293100 3,183.08 164,500 SH 2 164,500 FERRELLGAS PARTNERS, L.P. COM 315293100 2,726.42 140,900 SH 2 140,900 FERRO CORP COM 315405100 1,158.10 53,100 SH SOLE 3 53,100 0 0 FERRO CORP COM 315405100 2.20 100 SH OTH 3 100 0 0 FIBERCORE INC COM 31563B109 37.80 5,800 SH SOLE 3 5,800 0 0 FIDELITY NATIONAL FINANCL INC COM 316326107 1,121.10 45,630 SH SOLE 3 45,630 0 0 FIDELITY NATIONAL FINANCL INC COM 316326107 611.80 24,900 SH OTH 3 0 0 24,900 FIFTH THIRD BANCORP COM 316773100 768.28 12,794 SH 2 12,794 FIFTH THIRD BANCORP COM 316773100 514.99 8,576 SH 2 8,576 FIFTH THIRD BANCORP COM 316773100 69,997.20 1,165,648 SH SOLE 3 1,041,648 0 124,000 FIFTH THIRD BANCORP COM 316773100 13,308.40 221,622 SH OTH 3 7,152 0 0 FILENET CORP COM 316869106 865.80 58,500 SH SOLE 3 58,500 0 0 FILENET CORP COM 316869106 364.10 24,600 SH OTH 3 0 0 24,600 FINANCE ONE PLC 2% 31 AUG 2001- DEFAULT COM XS5428483 980.00 980,000 SH OTH 3 0 0 980,000 FINANCIAL INSTITUTIONS INC COM 317585404 13.40 600 SH SOLE 3 600 0 0 FINISAR CORP COM 31787A101 7.50 400 SH SOLE 3 400 0 0 FINISAR CORP COM 31787A101 8.60 460 SH OTH 3 460 0 0 FINISH LINE INC CL-A COM 317923100 146.10 11,700 SH SOLE 3 11,700 0 0 FIREPOND COM 318224102 87.40 78,000 SH SOLE 3 78,000 0 0 FIRST ALBANY COS INC COM 318465101 212.77 17,805 SH 2 17,805 FIRST AMERN CORP CALIF COM 318522307 454.56 24,000 SH 2 24,000 FIRST BANCORP PUERTO RICO COM 318672102 94.50 3,500 SH SOLE 3 3,500 0 0 FIRST BANKS AMERICA INC COM 31928N103 4.80 200 SH SOLE 3 200 0 0 FIRST CHARTER CORP COM 319439105 307.50 16,400 SH SOLE 3 16,400 0 0 FIRST CITIZENS BANKSHARES CL A COM 31946M103 2,551.30 23,514 SH SOLE 3 23,514 0 0 FIRST CITIZENS BANKSHARES CL A COM 31946M103 176.90 1,630 SH OTH 3 1,630 0 0 FIRST COMWLTH FINL CORP PA COM 319829107 252.00 16,800 SH SOLE 3 16,800 0 0 FIRST DATA CORP COM 319963104 10,837.38 168,413 SH PUT 2 168,413 FIRST DATA CORP CNV 319963AD6 3,658.62 3,520,000 SH 2 3,520,000 FIRST DATA CORP COM 319963104 7,826.25 121,620 SH PUT 2 121,620 FIRST DATA CORP COM 319963104 1,484.20 23,100 SH SHD 1 23,100 0 0 FIRST DATA CORP COM 319963104 350,896.10 5,461,131 SH SOLE 3 5,258,681 0 199,680 FIRST DATA CORP COM 319963104 18,523.80 287,954 SH OTH 3 115,486 0 35,700 FIRST DATA CORP 3/1/08 2.0 CNV 319963AD6 4,110.75 3,955,000 SH SOLE 4 3,955,000 FIRST FINL BANKSHARES INC COM 32020R109 271.16 8,747 SH 2 8,747 FIRST FINL BANKSHARES INC COM 32020R109 115.50 3,725 SH SOLE 3 3,725 0 0 FIRST HEALTH GRP INC COM 320960107 0.50 22 SH SOLE 3 22 0 0 FIRST HORIZON PHARMACEUTICAL COM 32051K106 12.80 400 SH SOLE 3 400 0 0 FIRST INDUSTRIAL REALTY TRUST COM 32054K103 15,666.20 487,435 SH SOLE 3 487,435 0 0 FIRST INDUSTRIAL REALTY TRUST COM 32054K103 1,208.50 37,600 SH OTH 3 0 0 37,600 FIRST INVS FINL SVCS GRP INC COM 32058A101 154.80 43,000 SH 2 43,000 FIRST MIDWEST BANCORP INC DEL COM 320867104 4,823.40 156,350 SH SOLE 3 156,350 0 0 FIRST NIAGARA FINANCIAL COM 33582U100 105.60 6,800 SH SOLE 3 6,800 0 0 FIRST REPUBLIC BANK COM 336158100 51.50 2,100 SH SOLE 3 2,100 0 0 FIRST SENTINEL BANCORP COM 33640T103 705.60 52,000 SH 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(NEW) COM 343412102 29.30 650 SH OTH 3 650 0 0 FMC CORP COM 302491303 4,747.40 69,245 SH SOLE 3 68,145 0 1,100 FMC CORP COM 302491303 166.60 2,430 SH OTH 3 2,430 0 0 FNB CORP PA COM 302520101 45.00 1,685 SH SOLE 3 1,685 0 0 FOCAL COMMUNITCATIONS COM 344155106 5.70 2,400 SH SOLE 3 2,400 0 0 FOCAL COMMUNITCATIONS COM 344155106 0.30 110 SH OTH 3 110 0 0 FONAR CORP COM 344437108 38.80 20,000 SH 2 20,000 FOOTSTAR INC COM 344912100 12.30 357 SH SOLE 3 357 0 0 FORD MOTOR COMPANY (DEL) COM 345370860 0.00 1 SH SHD 1 1 0 0 FORD MOTOR COMPANY (DEL) COM 345370860 57,274.10 2,332,955 SH SOLE 3 2,273,684 0 59,271 FORD MOTOR COMPANY (DEL) COM 345370860 307.80 12,539 SH OTH 3 12,539 0 0 FORD MTR CO DEL COM 345370860 1,458.05 59,391 SH 2 59,391 FORD MTR CO DEL COM 345370860 5,071.61 206,583 SH 2 206,583 FOREST CITY ENTERPRISES (CL-A) COM 345550107 49.50 900 SH SOLE 3 900 0 0 FOREST LABORATORIES INC COM 345838106 284.00 4,000 SH 2 4,000 FOREST LABORATORIES INC COM 345838106 4,435.90 62,477 SH SOLE 3 23,177 0 39,300 FOREST LABORATORIES INC COM 345838106 281.00 3,958 SH OTH 3 3,958 0 0 FORRESTER RESEARCH INC COM 346563109 987.20 43,700 SH SOLE 3 43,700 0 0 FORRESTER RESEARCH INC COM 346563109 33.90 1,500 SH OTH 3 1,500 0 0 FORTUNE BRANDS INC COM 349631101 617.60 16,100 SH SHD 1 16,100 0 0 FORTUNE BRANDS INC COM 349631101 23,863.30 622,089 SH SOLE 3 613,589 0 8,500 FORTUNE BRANDS INC COM 349631101 318.80 8,311 SH OTH 3 8,311 0 0 FOSSIL INC COM 349882100 90.30 4,351 SH SOLE 3 4,351 0 0 FOSTER WHEELER LTD COM G36535105 26.20 2,900 SH SOLE 3 2,900 0 0 FOUNDRY NETWORKS INC COM 35063R100 1,198.80 60,000 SH 2 60,000 FOUNDRY NETWORKS INC COM 35063R100 546.20 27,337 SH SOLE 3 27,337 0 0 FOUNDRY NETWORKS INC COM 35063R100 787.40 39,410 SH OTH 3 4,110 0 35,300 FOUNTAIN VIEW INC. COM 9567ZUS96 0.00 79,032 SH OTH 3 0 0 79,032 FOX ENTERTAINMENT GRP INC. COM 35138T107 697.50 25,000 SH 2 25,000 FOX ENTERTAINMENT GRP INC COM 35138T107 627.80 22,500 SH SHD 1 22,500 0 0 FOX ENTERTAINMENT GRP INC COM 35138T107 43,167.40 1,547,220 SH SOLE 3 1,466,399 0 76,000 FOX ENTERTAINMENT GRP INC COM 35138T107 5,089.60 182,424 SH OTH 3 33,524 0 0 FPL GRP INC COM 302571104 3,971.03 65,953 SH 2 65,953 FPL GRP INC COM 302571104 20,456.60 339,755 SH SOLE 3 264,914 0 72,090 FPL GRP INC COM 302571104 848.20 14,087 SH OTH 3 14,087 0 0 FRANCHISE FINANCE CORP COM 351807102 5,771.70 229,855 SH SOLE 3 229,855 0 0 FRANCHISE FINANCE CORP COM 351807102 129.00 5,136 SH OTH 3 5,136 0 0 FRANKLIN COVEY CO COM 353469109 1,140.60 207,382 SH SOLE 3 207,382 0 0 FRANKLIN ELECTRIC INC COM 353514102 667.90 8,800 SH SOLE 3 8,800 0 0 FRANKLIN RESOURCES INC COM 354613101 50,491.50 1,103,158 SH SOLE 3 1,103,158 0 0 FRANKLIN RESOURCES INC COM 354613101 139.10 3,039 SH OTH 3 3,039 0 0 FREDDIE MAC COM 313400301 340.20 5,000 SH SHD 1 5,000 0 0 FREDDIE MAC COM 313400301 618,973.10 9,095,454 SH SOLE 3 8,735,302 0 354,190 FREDDIE MAC COM 313400301 22,416.30 329,277 SH OTH 3 166,272 0 46,700 FREDS INC CL A COM 356108100 7,366.50 286,076 SH SOLE 3 286,076 0 0 FREE MARKETS COM 356602102 938.20 46,910 SH SOLE 3 46,910 0 0 FREE MARKETS COM 356602102 9.60 480 SH OTH 3 480 0 0 FREEMARKETS, INC. COM 356602102 1,173.00 58,650 SH 2 58,650 FREEMARKETS, INC. COM 356602102 7,551.66 377,583 SH 2 377,583 FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 2,384.90 215,827 SH SOLE 3 215,827 0 0 FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 406.60 36,800 SH OTH 3 5,000 0 31,800 FRESENIUS MEDICAL CARE AG ADR COM 358029106 1,537.20 65,000 SH SOLE 3 65,000 0 0 FRESH CHOICE INC COM 358032100 588.00 200,000 SH 2 200,000 FRIEDMAN BILLINGS RAMSEY COM 358433100 480.20 68,600 SH SOLE 3 68,600 0 0 FRIEDMAN BILLINGS RAMSEY COM 358433100 52.10 7,448 SH OTH 3 7,448 0 0 FRONTIER AIRLINES INC (NEW) COM 359065109 183.75 15,000 SH 2 15,000 FRONTIER AIRLINES INC (NEW) COM 359065109 2,412.60 196,950 SH SOLE 3 196,950 0 0 FRONTIER AIRLINES INC (NEW) COM 359065109 909.00 74,200 SH OTH 3 6,700 0 67,500 FRONTIER FINANCIAL CORP. COM 35907K105 240.80 8,600 SH SOLE 3 8,600 0 0 FRONTIER OIL CORP COM 35914P105 862.60 65,100 SH SOLE 3 65,100 0 0 FRONTLINE CAP GRP COM 35921N101 84.51 56,341 SH PUT 2 56,341 FRONTLINE CAP GRP COM 35921N101 0.60 400 SH SOLE 3 400 0 0 FRONTLINE COMMUNICATIONS CORP PRF 35921T207 7.50 10,000 SH 2 10,000 FTI CONSULTING INC COM 302941109 634.40 29,100 SH SOLE 3 29,100 0 0 FTI CONSULTING INC COM 302941109 43.60 2,000 SH OTH 3 2,000 0 0 FUELCELL ENERGY INC COM 35952H106 253.99 11,000 SH 2 11,000 FUELCELL ENERGY INC COM 35952H106 725.00 31,400 SH SOLE 3 31,400 0 0 FULLER H B CO COM 359694106 203.50 4,078 SH SOLE 3 4,078 0 0 FULTON FINANCIAL CORP COM 360271100 4,535.50 221,675 SH SOLE 3 221,675 0 0 FULTON FINANCIAL CORP COM 360271100 476.70 23,300 SH OTH 3 3,500 0 19,800 FURNITURE BRANDS INTERNATIONAL COM 360921100 2.80 100 SH SOLE 3 100 0 0 FURNITURE BRANDS INTERNATIONAL COM 360921100 2.80 100 SH OTH 3 100 0 0 GABELLI ASSET MANAGEMENT INC COM 36239Y102 114.10 2,772 SH SOLE 3 2,772 0 0 GABELLI ASSET MANAGEMENT INC COM 36239Y102 18.90 460 SH OTH 3 460 0 0 GABLES RESIDENTIAL TR COM 362418105 413.31 13,800 SH 2 13,800 GABLES RESIDENTIAL TR COM 362418105 65.90 2,200 SH SOLE 3 2,200 0 0 GADZOOX NETWORKS INC COM 362555104 21.40 6,682 SH OTH 3 0 0 6,682 GALILEO INTERNATIONAL INC COM 363547100 257.40 7,921 SH SOLE 3 7,921 0 0 GALILEO INTERNATIONAL INC COM 363547100 705.20 21,700 SH OTH 3 0 0 21,700 GALYANS TRADING INC COM 36458R101 245.82 12,050 SH SOLE 4 12,050 GANNETT CO.INC. COM 364730101 520.61 7,900 SH 2 7,900 GANNETT CO.INC. COM 364730101 436.39 6,622 SH 2 6,622 GANNETT CO.INC. COM 364730101 76,654.90 1,163,200 SH SOLE 3 1,136,050 0 27,150 GANNETT CO.INC. COM 364730101 3,103.40 47,092 SH OTH 3 31,090 0 11,700 GAP INC COM 364760108 2,931.23 101,077 SH 2 101,077 GAP INC COM 364760108 7,962.41 274,566 SH 2 274,566 GARTNER INC. COM 366651107 25.30 2,300 SH SOLE 3 2,300 0 0 GAS AUTHORITY OF INDIA-GDR COM 367093200 968.80 111,682 SH SOLE 3 111,682 0 0 GAS AUTHORITY OF INDIA-GDR COM 367093200 3,674.70 423,600 SH OTH 3 0 0 0 GATEWAY INC COM 367626108 3,083.40 187,441 SH 2 187,441 GATEWAY INC COM 367626108 22,548.60 1,370,734 SH SOLE 3 1,370,734 0 0 GATEWAY INC COM 367626108 28.50 1,730 SH OTH 3 1,730 0 0 GATX CORP COM 361448103 143.00 3,565 SH SOLE 3 3,565 0 0 GATX CORP COM 361448103 16.00 400 SH OTH 3 400 0 0 GAYLORD CONTAINER CORP CLASS A COM 368145108 19.43 18,500 SH 2 18,500 GAYLORD ENTERTAINMENT CORP. NEW COM 367905106 1,001.10 34,760 SH SOLE 3 34,760 0 0 GAZPROM ADR COM 368287207 668.50 60,500 SH SOLE 3 60,500 0 0 GAZPROM ADR COM 368287207 4,326.10 391,500 SH OTH 3 0 0 0 GBC BANCORP CALIF COM 361475106 4,129.40 144,638 SH SOLE 3 144,638 0 0 GBC BANCORP CALIF COM 361475106 105.60 3,698 SH OTH 3 3,698 0 0 GEMSTAR TV GUIDE INTL INC COM 36866W106 35,025.00 822,184 SH SOLE 3 815,784 0 6,400 GEMSTAR TV GUIDE INTL INC COM 36866W106 0.00 0 SH OTH 3 0 0 0 GEMSTAR-TV GUIDE INTL INC COM 36866W106 864.78 20,300 SH 2 20,300 GEMSTAR-TV GUIDE INTL INC COM 36866W106 5,806.64 136,306 SH 2 136,306 GEMSTAR-TV GUIDE INTL INC COM 36866W106 660.30 15,500 SH SOLE 4 15,500 GENAISSANCE PHARM COM 36867W105 32.30 2,300 SH SOLE 3 2,300 0 0 GENE LOGIC INC. COM 368689105 3,331.90 152,838 SH SOLE 3 152,838 0 0 GENE LOGIC INC. COM 368689105 41.90 1,920 SH OTH 3 1,920 0 0 GENENCOR INTL INC COM 368709101 119.20 7,500 SH SOLE 3 7,500 0 0 GENENTECH INC COM 368710406 316.80 5,750 SH SOLE 3 5,350 0 400 GENENTECH INC COM 368710406 262.10 4,756 SH OTH 3 4,756 0 0 GENENTECH INC. COM 368710406 5,998.96 108,874 SH 2 108,874 GENENTECH INC. COM 368710406 5,258.91 95,443 SH 2 95,443 GENERAL CABLE CORP COM 369300108 5,206.00 280,647 SH SOLE 3 280,647 0 0 GENERAL CABLE CORP COM 369300108 716.90 38,645 SH OTH 3 6,345 0 32,300 GENERAL COMMUNICATION INC CL A COM 369385109 479.20 39,600 SH SOLE 3 39,600 0 0 GENERAL COMMUNICATION INC CL A COM 369385109 49.60 4,100 SH OTH 3 4,100 0 0 GENERAL DYNAMICS CORP. COM 369550108 1,216.40 15,633 SH 2 15,633 GENERAL DYNAMICS CORP. COM 369550108 2,287.30 29,396 SH 2 29,396 GENERAL DYNAMICS CORP. COM 369550108 2,630.00 33,800 SH SHD 1 33,800 0 0 GENERAL DYNAMICS CORP. COM 369550108 110,613.50 1,421,584 SH SOLE 3 1,404,284 0 17,300 GENERAL DYNAMICS CORP. COM 369550108 27,155.70 349,000 SH OTH 3 50,000 0 0 GENERAL ELECTRIC CO COM 369604103 503,035.85 10,318,684 SH PUT 2 10,318,684 GENERAL ELECTRIC CO COM 369604103 308,258.83 6,323,258 SH PUT 2 6,323,258 GENERAL ELECTRIC CO PUT 369604103 191.16 141,600 SH PUT 2 141,600 GENERAL ELECTRIC CO COM 369604103 48,516.00 995,200 SH SOLE 4 995,200 GENERAL ELECTRIC CO COM 369604103 11,310.00 232,000 SH SHD 1 232,000 0 0 GENERAL ELECTRIC CO COM 369604103 1,712,694.70 35,132,198 SH SOLE 3 31,646,668 0 3,447,630 GENERAL ELECTRIC CO COM 369604103 224,245.80 4,599,913 SH OTH 3 775,526 0 134,130 GENERAL GROWTH PROPERTIES INC COM 370021107 2,938.58 74,659 SH 2 74,659 GENERAL GROWTH PROPERTIES INC COM 370021107 1,405.15 35,700 SH 2 35,700 GENERAL GROWTH PROPERTIES INC COM 370021107 9,342.90 237,371 SH SOLE 3 237,371 0 0 GENERAL GROWTH PROPERTIES INC COM 370021107 495.50 12,590 SH OTH 3 12,590 0 0 GENERAL MAGIC, INC. COM 370253106 67.47 65,500 SH 2 65,500 GENERAL MILLS INC COM 370334104 814.31 18,600 SH 2 18,600 GENERAL MILLS INC COM 370334104 7,598.10 173,551 SH SOLE 3 158,651 0 14,900 GENERAL MILLS INC COM 370334104 9,948.80 227,246 SH OTH 3 6,346 0 0 GENERAL MOTORS CLASS H COM 370442832 1,034.80 51,100 SH SHD 1 51,100 0 0 GENERAL MOTORS CLASS H COM 370442832 44,642.70 2,203,968 SH SOLE 3 2,046,168 0 150,200 GENERAL MOTORS CLASS H COM 370442832 4,974.80 240,158 SH OTH 3 57,158 0 0 GENERAL MOTORS CORP. COM 370442105 363.00 5,641 SH 2 5,641 GENERAL MOTORS CORP. COM 370442105 4,382.36 68,102 SH 2 68,102 GENERAL MOTORS CORP. COM 370442105 3,294.70 51,200 SH SHD 1 51,200 0 0 GENERAL MOTORS CORP. COM 370442105 147,333.60 2,289,566 SH SOLE 3 2,240,866 0 48,700 GENERAL MOTORS CORP. COM 370442105 41,449.80 644,130 SH OTH 3 86,830 0 0 GENERAL MOTORS CORP COM 370442832 1,482.67 71,077 SH 2 71,077 GENERAL MOTORS CORP CLL 370442832 55.50 10,000 SH CLL 2 10,000 GENERAL MOTORS CORP COM 370442832 3,743.35 179,451 SH 2 179,451 GENERAL SEMICONDUCTOR INC. COM 370787103 10,492.10 1,003,071 SH SOLE 3 1,003,071 0 0 GENERAL SEMICONDUCTOR INC. COM 370787103 153.00 14,625 SH OTH 3 14,625 0 0 GENESCO INC. COM 371532102 841.30 25,039 SH SOLE 3 25,039 0 0 GENESIS ENERGY, L.P. COM 371927104 82.26 19,131 SH 2 19,131 GENESIS MICROCHIP INC COM 371933102 672.93 18,615 SH 2 18,615 GENESISINTERMEDIA.COM INC COM 37184Y105 73.10 3,900 SH SOLE 3 3,900 0 0 GENLYTE GRP INC COM 372302109 506.90 16,400 SH SOLE 3 16,400 0 0 GENOME THERAPEUTICS CORP COM 372430108 296.80 20,000 SH 2 20,000 GENOME THERAPEUTICS CORP COM 372430108 1,768.90 119,200 SH SOLE 3 119,200 0 0 GENOME THERAPEUTICS CORP COM 372430108 608.40 41,000 SH OTH 3 5,000 0 36,000 GENSTAR THERAPEUTICS CORP COM 37248D105 74.00 10,000 SH 2 10,000 GENSYM CORP COM 37245R107 19.98 20,600 SH 2 20,600 GENTEK INC COM 37245X104 130.40 24,600 SH SOLE 3 24,600 0 0 GENTEX CORP COM 371901109 52.40 1,880 SH SOLE 3 1,880 0 0 GENTIVA HEALTH SERV COM 37247A102 1,086.30 60,349 SH SOLE 3 60,349 0 0 GENTIVA HEALTH SERV COM 37247A102 988.60 54,925 SH OTH 3 0 0 54,925 GENUINE PARTS CO. COM 372460105 3,263.78 103,612 SH 2 103,612 GENUINE PARTS CO. COM 372460105 148.10 4,700 SH SHD 1 4,700 0 0 GENUINE PARTS CO. COM 372460105 9,544.50 303,000 SH SOLE 3 299,000 0 4,000 GENUINE PARTS CO. COM 372460105 2,012.80 63,900 SH OTH 3 100 0 0 GENUITY INC COM 37248E103 69.30 22,200 SH SOLE 3 22,200 0 0 GENZYME CORP COM 372917104 14,833.80 243,177 SH SOLE 3 229,277 0 13,900 GENZYME CORP COM 372917104 802.10 13,150 SH OTH 3 3,550 0 9,600 GENZYME CORP-GENERAL DIVISION COM 372917104 847.90 13,900 SH PUT 2 13,900 GENZYME CORP-GENERAL DIVISION COM 372917104 1,932.97 31,688 SH PUT 2 31,688 GENZYME MOLECULAR ONCOLOGY COM 372917500 251.05 18,528 SH 2 18,528 GEORGIA GULF CORP NEW COM 373200203 775.00 50,000 SH 2 50,000 GEORGIA GULF CORP NEW COM 373200203 200.43 12,931 SH 2 12,931 GEORGIA GULF CORP NEW COM 373200203 12.40 800 SH SOLE 3 800 0 0 GEORGIA PAC (TIMBER GRP) COM 373298702 10,699.30 299,282 SH SOLE 3 296,691 0 0 GEORGIA PAC (TIMBER GRP) COM 373298702 289.90 8,110 SH OTH 3 8,110 0 0 GEORGIA-PACIFIC CORP COM 373298108 327.77 9,683 SH 2 9,683 GEORGIA-PACIFIC CORP COM 373298108 10,574.50 312,394 SH SOLE 3 296,994 0 15,400 GEORGIA-PACIFIC CORP COM 373298108 389.00 11,492 SH OTH 3 11,492 0 0 GEORGIA-PACIFIC CORP COM 373298702 1,171.74 32,776 SH 2 32,776 GERDAU SA SPON ADR COM 373737105 785.20 104,000 SH 2 104,000 GERON CORP COM 374163103 141.40 10,100 SH SOLE 3 10,100 0 0 GETTY IMAGES INC (NEW) COM 374276103 1,853.10 70,566 SH SOLE 3 70,566 0 0 GETTY IMAGES INC (NEW) COM 374276103 686.40 26,140 SH OTH 3 240 0 25,900 GETTY REALTY CORP COM 374297109 7.70 400 SH SOLE 3 400 0 0 GILEAD SCIENCES COM 375558103 83.80 1,440 SH SOLE 3 1,440 0 0 GILEAD SCIENCES COM 375558103 46.60 800 SH OTH 3 800 0 0 GILLETTE CO COM 375766102 36,102.26 1,245,335 SH 2 1,245,335 GILLETTE CO CLL 375766102 47.00 10,000 SH CLL 2 10,000 GILLETTE CO COM 375766102 27,645.04 953,606 SH 2 953,606 GILLETTE CO COM 375766102 547.91 18,900 SH SOLE 4 18,900 GILLETTE CO COM 375766102 50,934.70 1,756,974 SH SOLE 3 1,719,204 0 37,770 GILLETTE CO COM 375766102 906.70 31,275 SH OTH 3 20,240 0 9,600 GLACIER BANCORP INC (NEW) COM 37637Q105 22.80 1,200 SH SOLE 3 1,200 0 0 GLATFELTER P H CO COM 377316104 792.90 55,600 SH SOLE 3 55,600 0 0 GLAXOSMITHKLINE PLC COM 37733W105 1,116.81 19,872 SH 2 19,872 GLAXOSMITHKLINE PLC COM 37733W105 2,476.45 44,065 SH 2 44,065 GLAXOSMITHKLINE PLC ADR COM 37733W105 33,538.60 596,773 SH SOLE 3 541,463 0 55,310 GLAXOSMITHKLINE PLC ADR COM 37733W105 43,289.70 770,279 SH OTH 3 151,150 0 7,900 GLENAYRE TECHNOLOGIES INC COM 377899109 64.00 50,000 SH 2 50,000 GLENAYRE TECHNOLOGIES INC COM 377899109 5.50 4,300 SH SOLE 3 4,300 0 0 GLENBOROUGH REALTY COM 37803P105 2,818.10 146,015 SH SOLE 3 146,015 0 0 GLENBOROUGH REALTY COM 37803P105 38.60 2,000 SH OTH 3 2,000 0 0 GLIATECH INC COM 37929C103 3.40 800 SH SOLE 3 800 0 0 GLIMCHER REALTY TRUST SBI COM 379302102 988.08 55,200 SH 2 55,200 GLIMCHER REALTY TRUST SBI COM 379302102 780.44 43,600 SH 2 43,600 GLIMCHER REALTY TRUST SBI COM 379302102 3.60 200 SH SOLE 3 200 0 0 GLOBAL CROSSING LTD COM G3921A100 4,400.14 509,276 SH 2 509,276 GLOBAL CROSSING LTD PRF G3921A134 386.40 3,450 SH 2 3,450 GLOBAL CROSSING LTD COM G3921A100 11,933.59 1,381,202 SH 2 1,381,202 GLOBAL CROSSING LTD PUT G3921A100 1,225.00 100,000 SH PUT 2 100,000 GLOBAL CROSSING LTD CLL G3921A100 40.14 16,900 SH CLL 2 16,900 GLOBAL CROSSING LTD COM G3921A100 389.66 45,100 SH SOLE 4 45,100 GLOBAL CROSSING LTD COM G3921A100 7,758.50 897,972 SH SOLE 3 897,972 0 0 GLOBAL INDS LTD COM 379336100 1.20 100 SH SOLE 3 100 0 0 GLOBAL INDS LTD COM 379336100 1.20 100 SH OTH 3 100 0 0 GLOBAL MARINE INC (NEW) COM 379352404 143.50 7,700 SH SOLE 3 3,400 0 4,300 GLOBAL PAYMENTS, INC. COM 37940X102 3,114.80 103,483 SH SOLE 3 103,483 0 0 GLOBAL PAYMENTS, INC. COM 37940X102 683.30 22,700 SH OTH 3 2,300 0 20,400 GLOBAL POWER EQUIPMENT COM 37941P108 161.90 5,524 SH SOLE 3 5,524 0 0 GLOBALNET FINANCIAL.COM INC COM 37937R209 3.70 14,200 SH SOLE 3 14,200 0 0 GLOBALSTAR TELECOMMUNICATION COM G3930H104 13.86 42,000 SH 2 42,000 GLOBESPAN INC COM 379571102 2,137.50 146,407 SH SOLE 3 146,407 0 0 GLOBESPAN INC COM 379571102 553.30 37,900 SH OTH 3 4,100 0 33,800 GLOBIX CORP COM 37957F101 156.40 77,800 SH SOLE 3 77,800 0 0 GOAMERICA INC COM 38020R106 28.84 13,604 SH 2 13,604 GOAMERICA INC COM 38020R106 11.70 5,500 SH SOLE 3 5,500 0 0 GOLD BANC CORP INC. COM 379907108 8,514.00 1,100,000 SH SOLE 3 1,100,000 0 0 GOLDEN STATE BANCORP INC COM 381197102 164.30 5,334 SH SOLE 3 5,334 0 0 GOLDEN WEST FINL NEW COM 381317106 10,568.76 164,520 SH 2 164,520 GOLDEN WEST FINL NEW COM 381317106 725.91 11,300 SH 2 11,300 GOLDEN WEST FINL NEW COM 381317106 33,722.60 524,947 SH SOLE 3 515,747 0 9,200 GOLDEN WEST FINL NEW COM 381317106 6,318.00 98,350 SH OTH 3 4,450 0 0 GOLDMAN SACHS EME MKT DEBT COM LU1044913 15,861.10 1,468,619 SH OTH 3 0 0 1,468,619 GOLDMAN SACHS GRP COM 38141G104 63,578.40 741,007 SH SOLE 3 741,007 0 0 GOLDMAN SACHS GRP COM 38141G104 34,320.00 400,000 SH OTH 3 0 0 0 GOOD GUYS, INC. COM 382091106 2,421.90 658,137 SH SOLE 3 658,137 0 0 GOOD GUYS, INC. COM 382091106 36.20 9,850 SH OTH 3 9,850 0 0 GOODRICH CORP. COM 382388106 14,142.50 372,368 SH SOLE 3 281,468 0 87,600 GOODRICH CORP. COM 382388106 469.60 12,365 SH OTH 3 12,365 0 0 GOODYEAR TIRE & RUBBER CO COM 382550101 3,824.40 136,584 SH SOLE 3 127,484 0 9,100 GOODYEAR TIRE & RUBBER CO COM 382550101 1,279.60 45,700 SH OTH 3 2,400 0 0 GOODY'S FAMILY CLOTHING COM 382588101 40.10 10,000 SH 2 10,000 GOTO.COM INC COM 38348T107 1,195.59 61,470 SH 2 61,470 GOTO.COM INC COM 38348T107 1,173.80 60,352 SH SOLE 3 60,352 0 0 GOTO.COM INC COM 38348T107 451.20 23,200 SH OTH 3 2,100 0 21,100 GPU INC COM 36225X100 60.50 1,720 SH SOLE 3 1,720 0 0 GPU INC COM 36225X100 23.30 662 SH OTH 3 662 0 0 GRACO INC COM 384109104 5,182.10 157,034 SH SOLE 3 157,034 0 0 GRACO INC COM 384109104 631.20 19,128 SH OTH 3 78 0 19,050 GRAINGER W W INC COM 384802104 854.48 20,760 SH 2 20,760 GRAINGER W W INC COM 384802104 15,388.80 373,877 SH SOLE 3 363,277 0 10,600 GRAINGER W W INC COM 384802104 1,197.80 29,100 SH OTH 3 8,100 0 21,000 GRANITE CONSTRUCTION INC COM 387328107 1,396.80 54,950 SH SOLE 3 54,950 0 0 GRANITE CONSTRUCTION INC COM 387328107 2.40 96 SH OTH 3 96 0 0 GRANT PRIDECO COM 38821G101 1.70 100 SH SOLE 3 100 0 0 GRAPHIC PACKAGING INTERNATIONAL CO COM 388690109 500.60 105,400 SH SOLE 3 105,400 0 0 GREAT A&P TEA CO.INC. COM 390064103 1,562.90 105,600 SH SOLE 3 105,600 0 0 GREAT LAKES CHEMICAL COM 390568103 814.01 26,386 SH 2 26,386 GREAT LAKES CHEMICAL COM 390568103 268.40 8,700 SH SHD 1 8,700 0 0 GREAT LAKES CHEMICAL COM 390568103 2,261.30 73,300 SH SOLE 3 73,300 0 0 GREAT LAKES CHEMICAL COM 390568103 166.60 5,400 SH OTH 3 5,400 0 0 GREATER BAY BANCORP COM 391648102 217.30 8,700 SH SHD 1 8,700 0 0 GREATER BAY BANCORP COM 391648102 5,990.30 239,805 SH SOLE 3 237,805 0 1,100 GREATER BAY BANCORP COM 391648102 277.30 11,100 SH OTH 3 11,100 0 0 GREENPOINT FINL CORP COM 395384100 10,652.60 277,411 SH SOLE 3 276,711 0 700 GREENPOINT FINL CORP COM 395384100 88.00 2,291 SH OTH 3 2,291 0 0 GREIF BROTHERS CORP COM 397624107 1,171.50 38,600 SH SOLE 3 38,600 0 0 GREY GLOBAL GRP INC COM 39787M108 407.00 612 SH SOLE 3 612 0 0 GREY GLOBAL GRP INC COM 39787M108 39.90 60 SH OTH 3 60 0 0 GRIFFON CORP COM 398433102 457.60 41,600 SH SOLE 3 41,600 0 0 GRIFFON CORP COM 398433102 42.90 3,900 SH OTH 3 3,900 0 0 GRILL CONCEPTS INC COM 398502203 378.38 132,532 SH 2 132,532 GRISTEDE'S FOODS INC COM 398635102 18.54 16,700 SH 2 16,700 GRP 1 AUTOMOTIVE INC COM 398905109 4,041.70 136,544 SH SOLE 3 136,544 0 0 GRP 1 AUTOMOTIVE INC COM 398905109 944.30 31,901 SH OTH 3 2,601 0 29,300 GRP 1 AUTOMOTIVE, INC. COM 398905109 9,025.78 304,925 SH 2 304,925 GRUBB & ELLIS CO (NEW) COM 400095204 8,851.45 1,609,355 SH 2 1,609,355 GRUPO IMSA SA SPON ADR COM 40048T106 2,305.10 259,000 SH 2 259,000 GRUPO IUSACELL S.A. DE C.V. COM 40050B100 82.51 11,941 SH 2 11,941 GRUPO TELEVISA SA-SPONS ADR COM 40049J206 3,224.60 80,596 SH SOLE 3 80,596 0 0 GRUPO TELEVISA SA-SPONS ADR COM 40049J206 21,008.50 525,082 SH OTH 3 0 0 0 GRUPO TELEVISA, S.A. GDS COM 40049J206 221.66 5,540 SH 2 5,540 GS MSD SELECT VENTURE CAPITAL COM USVC13930 23,198.40 21,678,726 SH SOLE 3 21,678,726 0 0 GT GRP TELECOM INC. COM 362359408 179.92 39,805 SH 2 39,805 GT GRP TELECOM INC. 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COM 441815107 14,105.85 211,482 SH 2 211,482 HOUSING DEVPT FIN ELN 19 APR 2002 COM 009000982 263.90 18,000 SH SOLE 3 18,000 0 0 HOUSTON EXPLORATION COMPANY COM 442120101 8,612.50 275,600 SH SOLE 3 275,600 0 0 HOVNANIAN ENTERPRISES CL-A COM 442487203 82.70 5,700 SH SOLE 3 5,700 0 0 HRPT PROPERTIES TRUST COM 40426W101 2,632.00 270,500 SH SOLE 3 270,500 0 0 HRPT PROPERTIES TRUST COM 40426W101 127.50 13,100 SH OTH 3 13,100 0 0 HS RESOURCES INC COM 404297103 6.50 100 SH SOLE 3 100 0 0 HSBC BANK PLC 10.25% PFD SER B PRF 44328M609 2,269.50 85,000 SH 2 85,000 HSBC HOLDINGS PLC SPONS ADR COM 404280406 351.25 5,864 SH 2 5,864 HUBBELL INC CLASS B COM 443510201 2.90 100 SH SOLE 3 100 0 0 HUBBELL INC CLASS B COM 443510201 18.30 630 SH OTH 3 630 0 0 HUDSON CITY BANCORP INC COM 443683107 173.90 7,530 SH SOLE 3 7,530 0 0 HUDSON RIVER BANCORP COM 444128102 39.80 2,200 SH SOLE 3 2,200 0 0 HUDSON UNITED BANCORP COM 444165104 258.70 10,145 SH 2 10,145 HUDSON UNITED BANCORP COM 444165104 1,523.30 59,738 SH SOLE 3 59,738 0 0 HUGHES SOFTWARE SYS ELN 19 APR 2002 COM 009000983 67.40 5,000 SH SOLE 3 5,000 0 0 HUGHES SUPPLY INC COM 444482103 3,999.00 169,092 SH SOLE 3 169,092 0 0 HUGHES SUPPLY INC COM 444482103 66.20 2,800 SH OTH 3 2,800 0 0 HUGOTON ROYALTY TRUST UNITS COM 444717102 1,970.16 156,860 SH 2 156,860 HUGOTON ROYALTY TRUST UNITS COM 444717102 2,004.54 159,597 SH 2 159,597 HUMAN GENOME SCIENCES INC COM 444903108 118.80 1,971 SH SOLE 3 1,971 0 0 HUMAN GENOME SCIENCES INC COM 444903108 99.20 1,646 SH OTH 3 1,646 0 0 HUMANA INC COM 444859102 102.93 10,450 SH 2 10,450 HUMANA INC COM 444859102 10,424.50 1,058,321 SH SOLE 3 1,058,321 0 0 HUMANA INC COM 444859102 461.90 46,889 SH OTH 3 18,289 0 28,600 HUNTINGTON BANCSHARES INC COM 446150104 57.40 3,513 SH OTH 3 1,810 0 0 HUTCHINSON TECHNOLOGIES COM 448407106 8,238.50 432,467 SH SOLE 3 432,467 0 0 HUTCHINSON TECHNOLOGIES COM 448407106 110.90 5,823 SH OTH 3 5,823 0 0 HUTTIG BUILDING PRODUCTS COM 448451104 89.90 17,722 SH SOLE 3 17,722 0 0 HYBRID NETWORKS INC COM 44860K102 6.66 11,677 SH 2 11,677 HYDRIL CO COM 448774109 50.10 2,200 SH SOLE 3 2,200 0 0 HYPERION SOLUTIONS CORP. 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COM 45337C102 507.60 20,700 SH OTH 3 200 0 20,500 INDEPENDENCE COMMUNITY BANK COM 453414104 387.93 19,652 SH 2 19,652 INDEPENDENCE COMMUNITY BANK COM 453414104 3,399.20 172,200 SH SOLE 3 172,200 0 0 INDEPENDENCE COMMUNITY BANK COM 453414104 159.90 8,100 SH OTH 3 8,100 0 0 INDEPENDENT BANK CORP MASS COM 453836108 2.80 144 SH OTH 3 144 0 0 INDEPENDENT BANK CORP MICH COM 453838104 31.90 1,300 SH SOLE 3 1,300 0 0 INDYMAC MORTGAGE HOLDINGS INC COM 456607100 613.70 22,900 SH SOLE 3 22,900 0 0 INDYMAC MORTGAGE HOLDINGS INC COM 456607100 369.80 13,800 SH OTH 3 0 0 13,800 INET TECHNOLOGIES INC COM 45662V105 376.70 46,000 SH SOLE 3 46,000 0 0 INET TECHNOLOGIES INC COM 45662V105 54.90 6,700 SH OTH 3 3,700 0 3,000 INET TECHNOLOGIES, INC. COM 45662V105 501.23 61,200 SH 2 61,200 INET TECHNOLOGIES, INC. COM 45662V105 581.08 70,950 SH 2 70,950 INFINIUM SOFTWARE INC COM 45662Y109 200.18 177,150 SH 2 177,150 INFOCUS CORP COM 45665B106 1,114.00 54,636 SH SOLE 3 53,836 0 0 INFOCUS CORP COM 45665B106 960.40 47,100 SH OTH 3 400 0 46,700 INFONAUTICS INC CL-A COM 456662105 93.75 125,000 SH 2 125,000 INFORMATICA CORP COM 45666Q102 344.56 19,848 SH PUT 2 19,848 INFORMATICA CORP COM 45666Q102 2,311.10 133,127 SH SOLE 3 133,127 0 0 INFORMATICA CORP COM 45666Q102 825.60 47,560 SH OTH 3 3,160 0 44,400 INFORMATION ARCHITECTS CORP COM 45669R107 92.36 73,300 SH 2 73,300 INFORMATION ARCHITECTS CORP COM 45669R107 33.50 26,600 SH SOLE 3 26,600 0 0 INFORMATION HOLDINGS INC COM 456727106 248.70 7,700 SH SOLE 3 7,700 0 0 INFORMATION RESOURCS INC COM 456905108 7.20 700 SH SOLE 3 700 0 0 INFORMIX CORP COM 456779107 561.50 96,150 SH SOLE 3 96,150 0 0 INFORMIX CORP COM 456779107 539.60 92,400 SH OTH 3 0 0 92,400 INFORNET INC COM 45666T106 125.00 14,700 SH SOLE 3 14,700 0 0 INFOSPACE INC COM 45678T102 1,645.20 428,430 SH SOLE 3 365,312 0 63,118 INFOSYS TECH ELN 19 APR 2002 COM 009000984 239.50 2,995 SH SOLE 3 2,995 0 0 INFOUSA INC COM 456818301 150.60 25,100 SH SOLE 3 25,100 0 0 INFOUSA INC COM 456818301 12.00 2,000 SH OTH 3 2,000 0 0 ING GROEP N.V. 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COM 457153104 5,725.60 395,144 SH OTH 3 38,644 0 168,000 INHALE THERAPEUTIC SYS INC COM 457191104 62.20 2,704 SH SOLE 3 2,704 0 0 INHALE THERAPEUTIC SYS INC COM 457191104 16.10 700 SH OTH 3 700 0 0 INHALE THERAPEUTIC SYS INC COM 457191104 576.04 25,045 SH 2 25,045 INITIALS PLUS INC COM 457197101 0.00 100,000 SH OTH 3 0 0 0 INKINE PHARMACEUTICAL CO INC COM 457214104 73.50 15,000 SH 2 15,000 INKINE PHARMACEUTICAL CO INC COM 457214104 203.84 41,600 SH 2 41,600 INKTOMI CORP COM 457277101 3,198.50 333,526 SH SOLE 3 333,526 0 0 INKTOMI CORP COM 457277101 72.00 7,510 SH OTH 3 7,510 0 0 INKTOMI CORP COM 457277101 282.14 29,420 SH PUT 2 29,420 INKTOMI CORP COM 457277101 3,181.54 331,756 SH PUT 2 331,756 INPRIMIS INC COM 45769X103 4.34 15,500 SH 2 15,500 INPUT/OUTPUT INC COM 457652105 236.20 18,600 SH SOLE 3 18,600 0 0 INRANGE TECHNOLOGIES COM 45769V206 99.80 6,500 SH SOLE 3 6,500 0 0 INSIGHT COMMUNICATIONS COM 45768V108 34,330.90 1,373,237 SH SOLE 3 1,370,737 0 2,500 INSIGHT COMMUNICATIONS COM 45768V108 1,092.50 43,700 SH OTH 3 5,200 0 38,500 INSIGHT COMMUNICATIONS INC COM 45768V108 4,559.35 182,374 SH 2 182,374 INSIGHT ENTERPRISES INC COM 45765U103 873.40 35,650 SH SOLE 3 35,650 0 0 INSIGHT ENTERPRISES INC COM 45765U103 44.10 1,800 SH OTH 3 1,800 0 0 INSIGHTFUL CORP COM 45770X100 27.00 10,000 SH 2 10,000 INSIGNIA FINANCIAL GRP COM 45767A105 321.00 26,100 SH SOLE 3 26,100 0 0 INSIGNIA FINANCIAL GRP INC COM 45767A105 462.48 37,600 SH 2 37,600 INSITUFORM TECHNOLOGIES INC COM 457667103 3.60 100 SH SOLE 3 100 0 0 INSPIRE PHARMACEUTICALS INC COM 457733103 26.60 1,900 SH SOLE 3 1,900 0 0 INSTINET GRP INC COM 457750107 5,889.20 315,946 SH SOLE 3 314,546 0 1,400 INSTINET GRP INC COM 457750107 571.30 30,650 SH OTH 3 8,450 0 22,200 INSWEB CORP COM 45809K103 1.80 2,300 SH SOLE 3 2,300 0 0 INTEGRA LIFESCIENCES HOLDINGS CORP COM 457985208 41.10 1,900 SH SOLE 3 1,900 0 0 INTEGRATED BUSINESS SYS & SVCS COM 45810X102 269.60 80,000 SH 2 80,000 INTEGRATED CIRCUIT SYSTEM COM 45811K208 61,981.70 3,228,211 SH SOLE 3 3,225,111 0 3,100 INTEGRATED CIRCUIT SYSTEM COM 45811K208 1,417.90 73,850 SH OTH 3 26,750 0 47,100 INTEGRATED DEVICE TECH INC COM 458118106 205.99 6,500 SH 2 6,500 INTEGRATED DEVICE TECH INC COM 458118106 28.50 900 SH SOLE 3 900 0 0 INTEGRATED DEVICE TECH INC COM 458118106 6.30 200 SH OTH 3 200 0 0 INTEGRATED ELECTRICAL SVC COM 45811E103 49.70 5,100 SH SOLE 3 5,100 0 0 INTEGRATED HEALTH SERVICES INC COM 45812C106 17.50 194,993 SH SOLE 3 194,993 0 0 INTEL CORP COM 458140100 166,147.37 5,680,252 SH 2 5,680,252 INTEL CORP COM 458140100 131,326.36 4,489,790 SH 2 4,489,790 INTEL CORP PUT 458140100 57.94 22,500 SH PUT 2 22,500 INTEL CORP CLL 458140100 76.50 22,500 SH CLL 2 22,500 INTEL CORP CLL 458140100 168.00 40,000 SH CLL 2 40,000 INTEL CORP COM 458140100 28,607.49 978,034 SH SOLE 4 978,034 INTEL CORP COM 458140100 3,211.70 109,800 SH SHD 1 109,800 0 0 INTEL CORP COM 458140100 664,872.00 22,730,667 SH SOLE 3 21,891,507 0 815,760 INTEL CORP COM 458140100 82,034.60 2,804,603 SH OTH 3 423,185 0 83,000 INTELLIKEY CORP (PP) COM 458992104 285.00 47,500 SH SOLE 4 47,500 INTERACTIVE DATA CORP COM 45840J107 1,211.40 134,600 SH SOLE 3 134,600 0 0 INTERACTIVE DATA CORP COM 45840J107 227.70 25,300 SH OTH 3 5,000 0 20,300 INTERACTIVE INTELLIGENCE COM 45839M103 49.50 4,500 SH SOLE 3 4,500 0 0 INTERCEPT GRP INC COM 45845L107 269.80 7,100 SH SOLE 3 7,100 0 0 INTERDIGITAL COMMUNICATIONS COM 45866A105 651.90 49,200 SH SOLE 3 49,200 0 0 INTERDIGITAL COMMUNICATIONS COM 45866A105 50.40 3,800 SH OTH 3 3,800 0 0 INTERFACE INC CL A COM 458665106 592.50 79,000 SH SOLE 3 79,000 0 0 INTERGRAPH CORP COM 458683109 1,050.30 68,200 SH SOLE 3 68,200 0 0 INTERGRAPH CORP COM 458683109 220.20 14,300 SH OTH 3 1,800 0 12,500 INTERIM SERVICES INC CNV 6/1/05 4.5 CNV 45868PAA8 1,282.98 1,610,000 SH SOLE 4 1,610,000 INTERLIANT INC COM 458742103 7.90 14,400 SH SOLE 3 14,400 0 0 INTERLOGIX INCES INC COM 458763109 102.20 2,800 SH SOLE 3 2,800 0 0 INTERMAGNETICS GEN CRP COM 458771102 602.60 18,600 SH SOLE 3 18,600 0 0 INTERMAGNETICS GEN CRP COM 458771102 482.80 14,900 SH OTH 3 0 0 14,900 INTERMEDIA COMMUNICATIONS INC COM 458801107 977.40 65,600 SH SOLE 3 65,600 0 0 INTERMEDIA COMMUNICATIONS INC COM 458801107 35.80 2,400 SH OTH 3 2,400 0 0 INTERMET CORP COM 45881K104 3,169.50 560,974 SH SOLE 3 560,974 0 0 INTERMET CORP COM 45881K104 48.40 8,567 SH OTH 3 8,567 0 0 INTERMUNE INC. 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COM 460254105 879.80 25,800 SH OTH 3 3,300 0 0 INTL SPECIALTY PRODUCTS COM 460337108 161.10 15,200 SH SOLE 3 15,200 0 0 INTL SPEEDWAY CORP-CL A COM 460335201 963.50 22,940 SH SOLE 3 21,140 0 1,800 INTL SPEEDWAY CORP-CL A COM 460335201 1,856.40 44,200 SH OTH 3 0 0 20,900 INTRABIOTICS PHARMACEUTICALS COM 46116T100 20.20 13,900 SH SOLE 3 13,900 0 0 INTRANET SOLUTIONS INC COM 460939309 1,445.90 38,000 SH SOLE 3 38,000 0 0 INTRANET SOLUTIONS INC COM 460939309 232.10 6,100 SH OTH 3 1,300 0 4,800 INTRAWEST CORP COM 460915200 659.30 34,500 SH 2 34,500 INTUIT COM 461202103 251.90 6,300 SH SHD 1 6,300 0 0 INTUIT COM 461202103 244,286.40 6,108,688 SH SOLE 3 6,051,388 0 56,600 INTUIT COM 461202103 9,930.50 248,324 SH OTH 3 100,324 0 50,800 INTUIT INC COM 461202103 1,157.55 28,946 SH 2 28,946 INTUITIVE SURGICAL INC COM 46120E107 162.12 12,000 SH 2 12,000 INTUITIVE SURGICAL INC COM 46120E107 1,018.70 75,400 SH SOLE 3 75,400 0 0 INTUITIVE SURGICAL INC COM 46120E107 40.50 3,000 SH OTH 3 3,000 0 0 INVACARE CORP COM 461203101 235.64 6,100 SH 2 6,100 INVACARE CORP COM 461203101 998.70 25,852 SH SOLE 3 25,852 0 0 INVACARE CORP COM 461203101 401.80 10,400 SH OTH 3 0 0 10,400 INVERNESS MED TECHNOLOGY INC COM 461268104 370.00 10,000 SH 2 10,000 INVERNESS MED TECHNOLOGY INC COM 461268104 2,432.20 65,734 SH SOLE 3 65,734 0 0 INVERNESS MED TECHNOLOGY INC COM 461268104 1,768.60 47,800 SH OTH 3 1,700 0 46,100 INVESTMENT TECHNOLOGY GRP ( NEW ) COM 46145F105 570.40 11,342 SH SOLE 3 11,342 0 0 INVESTMENT TECHNOLOGY GRP ( NEW ) COM 46145F105 1,490.70 29,642 SH OTH 3 42 0 29,600 INVESTORS FINANCIAL SVCS CP COM 461915100 455.60 6,800 SH SHD 1 6,800 0 0 INVESTORS FINANCIAL SVCS CP COM 461915100 20,681.10 308,673 SH SOLE 3 267,873 0 40,000 INVESTORS FINANCIAL SVCS CP COM 461915100 5,159.00 77,000 SH OTH 3 8,600 0 45,900 INVITROGEN CORP COM 46185R100 433.90 6,043 SH SOLE 3 6,043 0 0 INVITROGEN CORP COM 46185R100 653.40 9,100 SH OTH 3 0 0 9,100 IOMEGA INC COM 462030107 510.30 213,500 SH SOLE 3 213,500 0 0 IONA TECHNOLOGIES PLC ADR COM 46206P109 635.20 16,500 SH SOLE 3 15,700 0 800 IONA TECHNOLOGIES PLC ADR COM 46206P109 130.90 3,400 SH OTH 3 3,400 0 0 IONICS INC COM 462218108 560.70 17,800 SH SOLE 3 17,800 0 0 IPC HOLDINGS LTD COM G4933P101 9,425.30 398,365 SH SOLE 3 398,365 0 0 IPC HOLDINGS LTD COM G4933P101 146.60 6,197 SH OTH 3 6,197 0 0 IPRINT TECHNOLOGIES INC COM 462628108 14.65 22,897 SH 2 22,897 IRON MOUNTAIN INC NEW COM 462846106 47,112.80 1,050,687 SH SOLE 3 1,050,687 0 0 IRON MOUNTAIN INC NEW COM 462846106 21.50 480 SH OTH 3 480 0 0 IRON MTN INC PA COM 462846106 213.66 4,765 SH 2 4,765 IRSA - SPONS GDR COM 450047204 0.00 1 SH OTH 3 0 0 0 IRWIN FINANCIAL CORP COM 464119106 20.10 800 SH SOLE 3 800 0 0 ISHARES MSCI FRANCE INDEX FD COM 464286707 700.00 35,000 SH SOLE 4 35,000 ISIS PHARMACEUTICALS COM 464330109 621.33 50,148 SH 2 50,148 ISIS PHARMACEUTICALS COM 464330109 62.00 5,000 SH SOLE 3 5,000 0 0 ISLE OF CAPRI CASINOS COM 464592104 9,071.90 965,100 SH SOLE 3 965,100 0 0 ISTAR FINANCIAL INC COM 45031U101 451.20 16,000 SH SOLE 3 16,000 0 0 ISTAR FINANCIAL INC COM 45031U101 35.00 1,242 SH OTH 3 1,242 0 0 ISTAR FINL INC COM 45031U101 2,901.95 102,906 SH 2 102,906 I-STAT CORP COM 450312103 483.13 32,777 SH 2 32,777 IT GRP INC DEPOSITARY SH PRF 465266302 203.50 11,000 SH 2 11,000 ITC DELTACOM INC COM 45031T104 233.19 58,298 SH 2 58,298 ITC DELTACOM INC COM 45031T104 1,301.40 325,350 SH 2 325,350 ITC DELTACOM INC COM 45031T104 1,313.70 328,436 SH SOLE 3 328,436 0 0 ITC DELTACOM INC COM 45031T104 19.60 4,900 SH OTH 3 4,900 0 0 ITC GDR COM Y4211T114 196.00 10,665 SH SOLE 3 10,665 0 0 ITC GDR COM Y4211T114 1,005.10 54,700 SH OTH 3 54,700 0 0 ITT EDUCATIONAL SERVICES, INC. COM 45068B109 18,135.90 403,019 SH SOLE 3 401,419 0 1,600 ITT EDUCATIONAL SERVICES, INC. COM 45068B109 1,185.80 26,350 SH OTH 3 1,450 0 24,900 ITT INDUSTRIES INC (INDIANA) COM 450911102 867.30 19,600 SH SHD 1 19,600 0 0 ITT INDUSTRIES INC (INDIANA) COM 450911102 22,721.90 513,490 SH SOLE 3 497,290 0 15,400 ITT INDUSTRIES INC (INDIANA) COM 450911102 8,180.10 184,860 SH OTH 3 28,760 0 0 IVAX CORP (FLORIDA) COM 465823102 1,925.63 49,375 SH PUT 2 49,375 IVAX CORP (FLORIDA) COM 465823102 51,473.60 1,319,837 SH SOLE 3 1,048,925 0 267,662 IVAX CORP (FLORIDA) COM 465823102 2,154.80 55,250 SH OTH 3 1,500 0 0 IVEX PACKAGING CORP COM 465855104 982.30 51,700 SH SOLE 3 51,700 0 0 IXIA COM 45071R109 100.70 5,300 SH SOLE 3 5,300 0 0 IXL ENTERPRISES INC COM 450718101 434.77 359,316 SH 2 359,316 IXL ENTERPRISES INC COM 450718101 87.70 72,500 SH SOLE 3 72,500 0 0 IXYS CORP COM 46600W106 656.80 42,100 SH SOLE 3 42,100 0 0 IXYS CORP COM 46600W106 40.60 2,600 SH OTH 3 2,600 0 0 J B HUNT TRANS SVCS INC COM 445658107 1,508.60 79,401 SH SOLE 3 75,701 0 3,700 J B HUNT TRANS SVCS INC COM 445658107 77.90 4,100 SH OTH 3 4,100 0 0 J P MORGAN CHASE & CO COM 46625H100 11,733.06 263,073 SH 2 263,073 J P MORGAN CHASE & CO CLL 46625H100 18.69 11,500 SH CLL 2 11,500 J P MORGAN CHASE & CO COM 46625H100 17,439.85 391,028 SH 2 391,028 J&J SNACK FOODS CORP COM 466032109 101.90 4,600 SH SOLE 3 4,600 0 0 J. JILL GRP INC COM 466189107 18.20 900 SH SOLE 3 900 0 0 J.D. EDWARDS & CO. COM 281667105 847.00 59,900 SH SOLE 3 59,900 0 0 J.D. EDWARDS & CO. COM 281667105 586.80 41,500 SH OTH 3 2,400 0 39,100 J.D. EDWARDS & COMPANY COM 281667105 431.69 30,530 SH 2 30,530 J.M.SMUCKER CO. COM 832696306 483.60 18,600 SH SOLE 3 18,600 0 0 J.P.MORGAN CHASE AND CO. COM 46625H100 268.50 6,020 SH SHD 1 6,020 0 0 J.P.MORGAN CHASE AND CO. COM 46625H100 49,317.70 1,105,779 SH SOLE 3 958,109 0 142,750 J.P.MORGAN CHASE AND CO. COM 46625H100 19,260.50 431,850 SH OTH 3 46,130 0 0 JABIL CIRCUIT INC COM 466313103 361.06 11,700 SH 2 11,700 JABIL CIRCUIT INC COM 466313103 45,912.80 1,487,778 SH SOLE 3 1,342,078 0 145,700 JABIL CIRCUIT INC COM 466313103 8,857.10 287,010 SH OTH 3 66,310 0 18,600 JACK HENRY & ASSOC INC COM 426281101 217.00 7,000 SH SHD 1 7,000 0 0 JACK HENRY & ASSOC INC COM 426281101 3,089.20 99,652 SH SOLE 3 99,652 0 0 JACK HENRY & ASSOC INC COM 426281101 747.10 24,100 SH OTH 3 6,700 0 17,400 JACOBS ENGINEERING GRP COM 469814107 23,086.50 353,925 SH SOLE 3 341,625 0 10,300 JACOBS ENGINEERING GRP COM 469814107 4,129.10 63,300 SH OTH 3 800 0 29,600 JAKKS PACIFIC INC COM 47012E106 1,853.20 99,100 SH SOLE 3 99,100 0 0 JAKKS PACIFIC INC COM 47012E106 74.80 4,000 SH OTH 3 4,000 0 0 JAZZTEL P.L.C. ADR COM 47214R152 79.70 9,679 SH SOLE 3 0 0 9,679 JAZZTEL P.L.C. ADR COM 47214R152 160.30 19,483 SH OTH 3 0 0 19,483 JAZZTEL P.L.C. 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COM 480074103 28.50 660 SH OTH 3 660 0 0 JONES LANG LASALLE INC COM 48020Q107 29.00 2,200 SH SOLE 3 2,200 0 0 JOS A BANK CLOTHIERS INC COM 480838101 80.99 16,362 SH 2 16,362 JOURNAL REGISTER CO COM 481138105 390.43 24,250 SH 2 24,250 JP REALTY INC COM 46624A106 7.30 300 SH SOLE 3 300 0 0 JOURNAL REGISTER CO COM 481138105 13,797.70 857,000 SH SOLE 3 857,000 0 0 JUNIPER NETWORKS CV SUB CNV 48203RAA2 7,127.85 10,048,000 SH 2 10,048,000 JUNIPER NETWORKS CV SUB CNV 48203RAA2 1,550.00 2,185,000 SH 2 2,185,000 JUNIPER NETWORKS CV SUB 3/15/07 4.75 CNV 48203RAA2 2,149.42 3,030,000 SH SOLE 4 3,030,000 JUNIPER NETWORKS INC COM 48203R104 10,628.90 341,764 SH SOLE 3 257,664 0 84,100 JUNIPER NETWORKS INC COM 48203R104 49.80 1,600 SH OTH 3 1,600 0 0 JUNIPER NETWORKS INC COM 48203R104 3,469.92 111,573 SH PUT 2 111,573 JUNIPER NETWORKS INC COM 48203R104 10,325.82 332,020 SH PUT 2 332,020 JUNIPER NETWORKS INC CLL 48203R104 7.50 20,000 SH CLL 2 20,000 JUNIPER NETWORKS INC COM 48203R104 948.24 30,490 SH SOLE 4 30,490 JUPITER MEDIA METRIX INC COM 48206U104 14.01 10,864 SH 2 10,864 K MART CORP COM 482584109 1,324.79 115,500 SH 2 115,500 K MART CORP COM 482584109 10,820.80 943,400 SH SOLE 3 943,400 0 0 K MART CORP COM 482584109 4,036.20 351,890 SH OTH 3 2,590 0 0 K V PHARMACEUTICAL CO CL-B COM 482740107 16.80 500 SH SOLE 3 500 0 0 KAMAN CORP CL-A COM 483548103 230.37 13,015 SH 2 13,015 KAMAN CORP CL-A COM 483548103 1,568.20 88,600 SH SOLE 3 88,600 0 0 KAMAN CORP CL-A COM 483548103 99.10 5,600 SH OTH 3 5,600 0 0 KANA SOFTWARE INC COM 483600102 362.94 177,912 SH 2 177,912 KANA SOFTWARE INC COM 483600102 622.85 305,321 SH SOLE 4 305,321 KANA SOFTWARE INC. COM 483600102 321.20 157,468 SH SOLE 3 157,468 0 0 KANA SOFTWARE INC. COM 483600102 67.70 33,205 SH OTH 3 125 0 33,080 KANEB PIPE LINE PARTNERS L.P. COM 484169107 10,039.99 280,290 SH 2 280,290 KANEB PIPE LINE PARTNERS L.P. 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COM 486665102 72.90 3,743 SH SOLE 3 3,743 0 0 KEITHLEY INSTRUMENTS INC COM 487584104 1,279.20 60,057 SH SOLE 3 60,057 0 0 KEITHLEY INSTRUMENTS INC COM 487584104 555.90 26,100 SH OTH 3 1,700 0 24,400 KELLOGG COMPANY COM 487836108 2,047.40 70,600 SH 2 70,600 KELLOGG COMPANY COM 487836108 438.71 15,128 SH 2 15,128 KELLOGG COMPANY COM 487836108 44,524.70 1,535,334 SH SOLE 3 1,535,334 0 0 KELLOGG COMPANY COM 487836108 41.80 1,440 SH OTH 3 1,440 0 0 KEMET CORP COM 488360108 19,093.60 963,838 SH SOLE 3 951,938 0 8,800 KEMET CORP COM 488360108 31.30 1,581 SH OTH 3 1,581 0 0 KENNAMETAL INC. COM 489170100 3,664.80 99,318 SH SOLE 3 99,318 0 0 KENNAMETAL INC. 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COM 495582108 7,153.40 133,087 SH SOLE 3 132,387 0 700 KING PHARMACEUTICALS INC. COM 495582108 259.70 4,832 SH OTH 3 4,832 0 0 KIRBY CORP COM 497266106 19.70 800 SH SOLE 3 800 0 0 KLA INSTRUMENTS CORP COM 482480100 31,900.10 545,581 SH SOLE 3 511,881 0 31,200 KLA INSTRUMENTS CORP COM 482480100 1,549.20 26,496 SH OTH 3 3,896 0 0 KLA-TENCOR CORP COM 482480100 871.20 14,900 SH 2 14,900 KLA-TENCOR CORP COM 482480100 13,324.85 227,892 SH 2 227,892 KNIGHT RIDDER INC COM 499040103 15,917.50 268,423 SH SOLE 3 268,423 0 0 KNIGHT RIDDER INC COM 499040103 41.50 700 SH OTH 3 700 0 0 KNIGHT TRADING GRP INC COM 499063105 3,719.95 347,984 SH 2 347,984 KNIGHT TRADING GRP INC COM 499063105 1.10 100 SH SOLE 3 100 0 0 KNIGHT TRADING GRP INC COM 499063105 1.40 134 SH OTH 3 134 0 0 KNIGHT TRANSPORTATION INC COM 499064103 12.30 600 SH SOLE 3 600 0 0 KNIGHTSBRIDGE TANKERS, LTD. COM G5299G106 17,319.40 865,970 SH 2 865,970 KNIGHTSBRIDGE TANKERS, LTD. COM G5299G106 3,570.40 178,520 SH 2 178,520 KOGER EQUITY INC COM 500228101 211.20 12,800 SH 2 12,800 KOHL'S CORP (WISCONSIN) COM 500255104 377.76 6,022 SH 2 6,022 KOHL'S CORP (WISCONSIN) COM 500255104 1,338.03 21,330 SH 2 21,330 KOHL'S CORP (WISCONSIN) COM 500255104 15,247.60 243,067 SH SOLE 3 178,967 0 64,100 KOHL'S CORP (WISCONSIN) COM 500255104 12,141.00 193,544 SH OTH 3 2,444 0 0 KOMAG INC COM 500453105 1.80 5,342 SH SOLE 3 5,342 0 0 KONINKLIJKE PHILIPS ELECTRONICS COM 500472303 1,886.90 71,392 SH SOLE 3 71,392 0 0 KONINKLIJKE PHILIPS ELECTRS NV COM 500472303 1,851.95 70,070 SH 2 70,070 KONINKLIJKE PHILIPS ELECTRS NV COM 500472303 892.78 33,779 SH 2 33,779 KOOR INDUSTRIES LTD ADR COM 500507108 137.70 19,393 SH SOLE 3 19,393 0 0 KOOR INDUSTRIES LTD ADR COM 500507108 1,071.40 150,900 SH OTH 3 0 0 0 KOPIN CORP COM 500600101 236.73 19,500 SH 2 19,500 KOPIN CORP COM 500600101 471.00 38,800 SH SOLE 3 38,800 0 0 KOPIN CORP COM 500600101 1.20 100 SH OTH 3 100 0 0 KOREA ELECTRIC POWER CRP ADR COM 500631106 41.80 4,400 SH SOLE 3 4,400 0 0 KOREA TELECOM CORP - SPONS ADR COM 50063P103 342.90 15,600 SH SOLE 3 15,600 0 0 KOREA TELECOM CORP - SPONS ADR COM 50063P103 3,998.20 181,900 SH OTH 3 52,300 0 4,700 KOREA TELECOM CORP ADS COM 50063P103 3,135.82 142,667 SH 2 142,667 KOREA TELECOM CORP ADS COM 50063P103 1,839.73 83,700 SH 2 83,700 KORN/FERRY INTERNATIONAL COM 500643200 1.20 75 SH SOLE 3 75 0 0 KOS PHARMACEUTICALS COM 500648100 1,847.80 49,673 SH SOLE 3 49,673 0 0 KOS PHARMACEUTICALS COM 500648100 472.40 12,700 SH OTH 3 600 0 12,100 KOSAN BIOSCIENCES INC COM 50064W107 10.80 1,400 SH SOLE 3 1,400 0 0 KPMG CONSULTING INC COM 48265R109 961.68 62,650 SH 2 62,650 KPMG CONSULTING INC COM 48265R109 2,308.49 150,390 SH 2 150,390 KPMG CONSULTING INC COM 48265R109 129.40 8,430 SH SOLE 3 8,430 0 0 KPNQWEST N V COM 500750104 286.64 25,800 SH 2 25,800 KRAMONT REALTY TRUST COM 50075Q107 5.50 400 SH SOLE 3 400 0 0 KRISPY KREME DOUGHNUTS INC COM 501014104 22,023.60 550,590 SH SOLE 3 550,590 0 0 KRISPY KREME DOUGHNUTS INC COM 501014104 1,436.80 35,920 SH OTH 3 1,120 0 0 KROGER COMPANY COM 501044101 18,953.63 758,145 SH 2 758,145 KROGER COMPANY COM 501044101 7,945.20 317,808 SH 2 317,808 KROGER COMPANY COM 501044101 242.50 9,700 SH SHD 1 9,700 0 0 KROGER COMPANY COM 501044101 24,546.50 981,859 SH SOLE 3 829,778 0 145,700 KROGER COMPANY COM 501044101 9,162.10 366,483 SH OTH 3 28,583 0 0 KRONOS INC COM 501052104 77.80 1,900 SH SOLE 3 1,900 0 0 KRUG INTERNATIONAL CORP COM 501067102 162.50 70,652 SH 2 70,652 K-SWISS INC. 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COM 51206P109 573.50 77,499 SH SOLE 3 77,499 0 0 LAM RESEARCH CORP COM 512807108 1,102.98 37,200 SH 2 37,200 LAM RESEARCH CORP COM 512807108 1,144.49 38,600 SH SOLE 4 38,600 LAM RESEARCH CORP COM 512807108 3,486.70 117,594 SH SOLE 3 115,894 0 0 LAM RESEARCH CORP COM 512807108 1,008.10 34,000 SH OTH 3 400 0 33,600 LAMAR ADVERTISING COM 512815101 13,527.20 307,437 SH SOLE 3 307,437 0 0 LAMAR ADVERTISING COM 512815101 8.80 200 SH OTH 3 200 0 0 LAMAR ADVERTISING COMPANY CNV 512815AF8 490.74 435,000 SH 2 435,000 LAMAR ADVERTISING COMPANY CNV 512815AF8 699.44 620,000 SH 2 620,000 LANCASTER COLONY CORP COM 513847103 33.00 1,000 SH SOLE 3 1,000 0 0 LANCER CORP COM 514614106 180.98 28,500 SH 2 28,500 LANDACORP INC COM 514756105 201.25 115,000 SH 2 115,000 LANDAMERICA FINANCIAL GRP COM 514936103 2,449.30 76,900 SH SOLE 3 76,900 0 0 LANDAMERICA FINANCIAL GRP COM 514936103 560.60 17,600 SH OTH 3 2,600 0 15,000 LANDAUER,INC COM 51476K103 3,168.00 105,600 SH SOLE 3 105,600 0 0 LANDAUER,INC COM 51476K103 45.00 1,500 SH OTH 3 1,500 0 0 LANDRY'S RESTAURANTS, INC. 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COM 51508L103 537.20 31,600 SH OTH 3 2,900 0 28,700 LAND'S END INC COM 515086106 74.00 2,180 SH SOLE 3 2,180 0 0 LANDSTAR SYSTEM INC COM 515098101 3,596.50 52,874 SH SOLE 3 52,874 0 0 LANDSTAR SYSTEM INC COM 515098101 79.70 1,172 SH OTH 3 1,172 0 0 LANTRONIX INC COM 516548104 28.80 2,800 SH SOLE 3 2,800 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 108.60 4,452 SH SOLE 3 4,452 0 0 LATTICE SEMICONDUCTOR CORP COM 518415104 4.90 200 SH OTH 3 200 0 0 LAYNE CHRISTENSEN COMPANY COM 521050104 170.00 20,000 SH 2 20,000 LEAP WIRELESS INTL INC COM 521863100 2,207.51 72,855 SH 2 72,855 LEAP WIRELESS INTL INC COM 521863100 1,173.30 38,722 SH SOLE 3 38,722 0 0 LEAP WIRELESS INTL INC COM 521863100 36.40 1,200 SH OTH 3 1,200 0 0 LEAR CORP COM 521865105 5,316.00 152,321 SH SOLE 3 152,321 0 0 LEAR CORP COM 521865105 114.80 3,288 SH OTH 3 3,288 0 0 LEARNING TREE INTL COM 522015106 479.90 20,900 SH SOLE 3 20,900 0 0 LEARNING TREE INTL COM 522015106 29.80 1,300 SH OTH 3 1,300 0 0 LEARNINGSTAR CORP COM 52201M109 99.48 36,042 SH 2 36,042 LEE ENTERPRISES INC COM 523768109 10,041.30 304,282 SH SOLE 3 304,282 0 0 LEE ENTERPRISES INC COM 523768109 114.30 3,465 SH OTH 3 3,465 0 0 LEGATO SYSTEMS INC COM 524651106 4,830.78 302,870 SH 2 302,870 LEGATO SYSTEMS INC COM 524651106 10,972.50 687,933 SH SOLE 3 687,933 0 0 LEGATO SYSTEMS INC COM 524651106 3.80 240 SH OTH 3 240 0 0 LEGG MASON INC COM 524901105 21,458.40 431,237 SH SOLE 3 430,137 0 1,100 LEGG MASON INC COM 524901105 859.70 17,276 SH OTH 3 976 0 16,300 LEGGETT & PLATT INC COM 524660107 14.30 650 SH SOLE 3 650 0 0 LEGGETT & PLATT INC COM 524660107 34.80 1,580 SH OTH 3 1,580 0 0 LEHMAN BROTHERS HOLDINGS INC COM 524908100 320.08 4,144 SH 2 4,144 LEHMAN BROTHERS HOLDINGS INC COM 524908100 407.98 5,282 SH 2 5,282 LEHMAN BROTHERS HOLDINGS INC COM 524908100 2,775.70 35,700 SH SHD 1 35,700 0 0 LEHMAN BROTHERS HOLDINGS INC COM 524908100 175,917.60 2,262,619 SH SOLE 3 2,087,919 0 171,800 LEHMAN BROTHERS HOLDINGS INC COM 524908100 32,510.50 420,558 SH OTH 3 52,158 0 0 LENDINGTREE INC COM 52602Q105 9,072.85 1,424,310 SH 2 1,424,310 LENNAR CORP COM 526057104 358.60 8,600 SH SHD 1 8,600 0 0 LENNAR CORP COM 526057104 53,396.30 1,280,487 SH SOLE 3 1,268,387 0 12,100 LENNAR CORP COM 526057104 15,118.70 362,558 SH OTH 3 16,858 0 62,300 LENNOX INTERNATIONAL INC COM 526107107 394.93 36,067 SH 2 36,067 LENNOX INTERNATIONAL INC COM 526107107 528.90 48,300 SH SOLE 3 48,300 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 2,617.30 476,743 SH SOLE 3 472,843 0 3,000 LEVEL 3 COMMUNICATIONS INC COM 52729N100 3.80 700 SH OTH 3 700 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 3,287.30 598,779 SH PUT 2 598,779 LEXAR MEDIA INC COM 52886P104 79.50 50,000 SH 2 50,000 LEXICON GENETICS INC COM 528872104 1,017.50 81,400 SH SOLE 3 81,400 0 0 LEXICON GENETICS INC COM 528872104 37.50 3,000 SH OTH 3 3,000 0 0 LEXICON GENETICS INC COM 528872104 362.50 29,000 SH 2 29,000 LEXICON GENETICS INC COM 528872104 2,915.20 233,216 SH 2 233,216 LEXINGTON CORPORATE PPTYS COM 529043101 451.70 29,200 SH SOLE 3 29,200 0 0 LEXMARK INTERNATIONAL INC. 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COM 529771107 4,032.10 59,957 SH OTH 3 2,457 0 0 LIBBEY INC COM 529898108 393.10 9,900 SH SOLE 3 9,900 0 0 LIBERATE TECHNOLOGY COM 530129105 231.00 21,100 SH SOLE 3 21,100 0 0 LIBERATE TECHNOLOGY COM 530129105 163.20 14,900 SH OTH 3 300 0 14,600 LIBERTY CORP COM 530370105 1,538.00 38,449 SH SOLE 3 38,449 0 0 LIBERTY CORP COM 530370105 76.00 1,900 SH OTH 3 1,900 0 0 LIBERTY DIGITAL COM 530436104 4,787.10 786,051 SH SOLE 3 782,351 0 3,700 LIBERTY DIGITAL COM 530436104 414.70 68,100 SH OTH 3 3,000 0 65,100 LIBERTY DIGITAL INC CL-A COM 530436104 73.08 12,000 SH 2 12,000 LIBERTY FINANCIAL COMPANIES COM 530512102 726.82 22,398 SH 2 22,398 LIBERTY FINANCIAL COMPANIES COM 530512102 1,216.88 37,500 SH 2 37,500 LIBERTY FINANCIAL COMPANIES COM 530512102 5,703.80 175,773 SH SOLE 3 175,773 0 0 LIBERTY FINANCIAL COMPANIES COM 530512102 1,357.40 41,831 SH OTH 3 3,131 0 38,700 LIBERTY LIVEWIRE CORP COM 530709104 137.56 15,721 SH 2 15,721 LIBERTY PROPERTY TRUST SBI COM 531172104 17,572.00 593,649 SH SOLE 3 593,649 0 0 LIBERTY PROPERTY TRUST SBI COM 531172104 540.40 18,256 SH OTH 3 18,256 0 0 LIFEF/X INC COM 53218N106 6.50 13,000 SH 2 13,000 LIFEPOINT HOSPITALS INC COM 53219L109 1,007.20 22,747 SH SOLE 3 22,747 0 0 LIGAND PHARMACEUTICALS INC COM 53220K207 8.20 700 SH SOLE 3 700 0 0 LIGHTBRIDGE INC COM 532226107 512.20 26,400 SH SOLE 3 26,400 0 0 LIGHTPATH TECHNOLOGIES INC COM 532257102 2.70 300 SH SOLE 3 300 0 0 LIGHTSPAN INC COM 53226T103 57.80 46,200 SH SOLE 3 46,200 0 0 LIMITED INC. COM 532716107 20,273.20 1,227,191 SH SOLE 3 1,211,991 0 12,500 LIMITED INC. COM 532716107 405.60 24,550 SH OTH 3 2,750 0 21,800 LINCARE HOLDINGS INC COM 532791100 240.08 8,000 SH 2 8,000 LINCOLN ELECTRIC HOLDINGS INC COM 533900106 6,599.40 258,800 SH SOLE 3 258,800 0 0 LINCOLN ELECTRIC HOLDINGS INC COM 533900106 89.20 3,500 SH OTH 3 3,500 0 0 LINCOLN ELECTRIC HOLDINGS INC COM 533900106 1,707.76 66,971 SH 2 66,971 LINCOLN NATL.CORP.INC. COM 534187109 22,495.40 434,694 SH SOLE 3 296,284 0 134,800 LINCOLN NATL.CORP.INC. COM 534187109 516.70 9,985 SH OTH 3 9,985 0 0 LINDSAY MFG CO COM 535555106 148.20 7,800 SH SOLE 3 7,800 0 0 LINEAR TECHNOLOGY CORP COM 535678106 125,945.99 2,848,168 SH 2 2,848,168 LINEAR TECHNOLOGY CORP COM 535678106 74,914.52 1,694,132 SH 2 1,694,132 LINEAR TECHNOLOGY CORP COM 535678106 7,323.72 165,620 SH SOLE 4 165,620 LINEAR TECHNOLOGY CORP COM 535678106 972.80 22,000 SH SHD 1 22,000 0 0 LINEAR TECHNOLOGY CORP COM 535678106 79,743.70 1,803,341 SH SOLE 3 1,571,341 0 230,300 LINEAR TECHNOLOGY CORP COM 535678106 16,368.30 370,156 SH OTH 3 32,256 0 0 LINEN N' THINGS COM 535679104 11.60 425 SH SOLE 3 425 0 0 LIONS GATE ENTERTAINMENT COM 535919203 135.00 50,000 SH 2 50,000 LIQUID AUDIO,INC. COM 53631T102 166.85 56,560 SH 2 56,560 LITHIA MOTORS INC COM 536797103 6,862.50 408,485 SH SOLE 3 408,485 0 0 LITHIA MOTORS INC COM 536797103 103.80 6,180 SH OTH 3 6,180 0 0 LITTELFUSE INC COM 537008104 12,955.60 483,600 SH SOLE 3 483,600 0 0 LITTELFUSE INC COM 537008104 61.60 2,300 SH OTH 3 2,300 0 0 LIVEPERSON INC COM 538146101 28.90 115,606 SH 2 115,606 LIZ CLAIBORNE INC. COM 539320101 474.20 9,400 SH SHD 1 9,400 0 0 LIZ CLAIBORNE INC. COM 539320101 27,317.00 541,466 SH SOLE 3 538,366 0 3,100 LIZ CLAIBORNE INC. 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COM 589331107 396,146.65 6,198,508 SH 2 6,198,508 MERCK & CO.INC. CLL 589331107 85.10 11,500 SH CLL 2 11,500 MERCK & CO.INC. COM 589331107 245,554.75 3,842,196 SH 2 3,842,196 MERCK & CO.INC. COM 589331107 43,716.04 684,025 SH SOLE 4 684,025 MERCK & CO.INC. COM 589331107 3,815.40 59,700 SH SHD 1 59,700 0 0 MERCK & CO.INC. COM 589331107 565,395.30 8,846,742 SH SOLE 3 8,045,721 0 789,620 MERCK & CO.INC. COM 589331107 66,701.70 1,043,681 SH OTH 3 147,377 0 12,700 MERCURY COMPUTER SYSTEMS INC COM 589378108 3,176.80 64,178 SH SOLE 3 64,178 0 0 MERCURY COMPUTER SYSTEMS INC COM 589378108 84.20 1,700 SH OTH 3 1,700 0 0 MERCURY INTERACTIVE CORP COM 589405109 840.82 14,037 SH 2 14,037 MERCURY INTERACTIVE CORP COM 589405109 275.00 4,591 SH 2 4,591 MERCURY INTERACTIVE CORP COM 589405109 9,025.60 150,677 SH SOLE 3 116,877 0 33,200 MERCURY INTERACTIVE CORP COM 589405109 92.80 1,550 SH OTH 3 1,550 0 0 MEREDITH CORP. COM 589433101 634.30 17,712 SH SOLE 3 17,712 0 0 MERIDAN RESOURCE CORP COM 58977Q109 298.30 41,600 SH SOLE 3 41,600 0 0 MERISTAR HOSPITALITY COM 58984Y103 704.33 29,656 SH 2 29,656 MERISTAR HOSPITALITY COM 58984Y103 4,063.00 171,072 SH SOLE 3 171,072 0 0 MERISTAR HOSPITALITY COM 58984Y103 1,628.10 68,550 SH OTH 3 8,450 0 60,100 MERISTAR HOTELS & RESORTS INC COM 589988104 176.23 97,905 SH 2 97,905 MERITAGE CORP COM 59001A102 155.20 3,373 SH SOLE 3 3,373 0 0 MERIX CORP COM 590049102 42.00 2,400 SH SOLE 3 2,400 0 0 MERRILL LYNCH & CO INC CNV 590188A65 1,352.49 2,665,000 SH 2 2,665,000 MERRILL LYNCH CO INC COM 590188108 44,996.23 759,430 SH 2 759,430 MERRILL LYNCH CO INC COM 590188108 46,323.13 781,825 SH 2 781,825 MERRILL LYNCH CO INC COM 590188108 1,469.40 24,800 SH SHD 1 24,800 0 0 MERRILL LYNCH CO INC COM 590188108 134,534.50 2,270,624 SH SOLE 3 2,120,388 0 147,400 MERRILL LYNCH CO INC COM 590188108 29,943.70 505,379 SH OTH 3 73,679 0 0 MESABA HOLDINGS INC COM 59066B102 26.70 2,900 SH SOLE 3 2,900 0 0 METALS USA INC COM 591324108 622.10 296,234 SH SOLE 3 296,234 0 0 METASOLV INC COM 59139P104 80.90 10,200 SH SOLE 3 10,200 0 0 METAWAVE COMMUNICATIONS CORP COM 591409107 208.61 40,194 SH 2 40,194 METHANEX CORP COM 59151K108 2,915.60 555,346 SH SOLE 3 555,346 0 0 METHANEX CORP COM 59151K108 45.50 8,673 SH OTH 3 8,673 0 0 METHODE ELECTRONICS INC CL A COM 591520200 1,614.20 187,696 SH SOLE 3 187,696 0 0 METHODE ELECTRONICS INC CL A COM 591520200 48.00 5,581 SH OTH 3 5,581 0 0 METLIFE INC COM 59156R108 18,307.88 590,958 SH 2 590,958 METLIFE INC COM 59156R108 12,824.45 413,959 SH 2 413,959 METLIFE INC COM 59156R108 3,976.28 128,350 SH SOLE 4 128,350 METLIFE INC COM 59156R108 117.70 3,800 SH SHD 1 3,800 0 0 METLIFE INC COM 59156R108 104,757.90 3,381,468 SH SOLE 3 3,319,768 0 61,700 METLIFE INC COM 59156R108 15,653.40 505,274 SH OTH 3 64,974 0 0 METRICOM INC COM 591596101 172.80 99,900 SH SOLE 3 99,900 0 0 METRIS COMPANIES INC COM 591598107 5,044.60 149,647 SH SOLE 3 149,647 0 0 METRIS COMPANIES INC COM 591598107 73.80 2,189 SH OTH 3 2,189 0 0 METRO ONE TELECOMMUNICATIONS COM 59163F105 3,078.20 47,452 SH SOLE 3 47,452 0 0 METRO ONE TELECOMMUNICATIONS COM 59163F105 1,401.20 21,600 SH OTH 3 800 0 20,800 METROCALL INC COM 591647102 2.40 47,500 SH SOLE 3 47,500 0 0 METRO-GOLDMAN-MAYER INC COM 591610100 330.70 14,600 SH SHD 1 14,600 0 0 METRO-GOLDMAN-MAYER INC COM 591610100 102,535.10 4,526,934 SH SOLE 3 4,488,164 0 38,770 METRO-GOLDMAN-MAYER INC COM 591610100 1,984.30 87,609 SH OTH 3 34,309 0 50,800 METROMEDIA FIBER NETWORK A COM 591689104 45.71 22,405 SH 2 22,405 METROMEDIA FIBER NETWORK A COM 591689104 216.07 105,915 SH 2 105,915 METROMEDIA FIBER NETWORK A COM 591689104 1,514.70 742,500 SH SOLE 3 603,400 0 137,000 METROPOLITAN FINANCIAL CORP COM 59189N108 128.25 34,200 SH 2 34,200 METTLER-TOLDEO INTL COM 592688105 2,559.20 59,173 SH SOLE 3 59,173 0 0 METTLER-TOLDEO INTL COM 592688105 848.10 19,610 SH OTH 3 1,810 0 17,800 MGI PHARMACEUTICALS INC COM 552880106 425.00 34,000 SH SOLE 3 34,000 0 0 MGI PHARMACEUTICALS INC COM 552880106 38.80 3,100 SH OTH 3 3,100 0 0 MGIC INVESTMENT CORP COM 552848103 3,981.54 54,812 SH 2 54,812 MGIC INVESTMENT CORP COM 552848103 2,928.19 40,311 SH 2 40,311 MGIC INVESTMENT CORP COM 552848103 1,218.50 16,774 SH SOLE 3 16,774 0 0 MGM MIRAGE COM 552953101 175.10 5,843 SH SOLE 3 5,143 0 700 MGM MIRAGE COM 552953101 1,297.30 43,300 SH OTH 3 300 0 0 MICHAELS STORES INC COM 594087108 2,246.40 54,790 SH SOLE 3 54,790 0 0 MICREL INC COM 594793101 1,446.10 43,820 SH SOLE 3 43,820 0 0 MICREL INC COM 594793101 1,112.10 33,700 SH OTH 3 1,400 0 32,300 MICROCHIP TECHNOLOGY COM 595017104 4,742.10 141,851 SH SOLE 3 141,151 0 700 MICROCHIP TECHNOLOGY COM 595017104 346.00 10,350 SH OTH 3 450 0 9,900 MICROMUSE INC COM 595094103 210.51 7,521 SH 2 7,521 MICROMUSE INC COM 595094103 3,004.30 107,333 SH SOLE 3 75,633 0 31,700 MICROMUSE INC COM 595094103 856.50 30,600 SH OTH 3 900 0 29,700 MICRON ELECTRONICS INC COM 595100108 62.60 39,400 SH SOLE 3 39,400 0 0 MICRON TECHNOLOGY INC COM 595112103 953.52 23,200 SH 2 23,200 MICRON TECHNOLOGY INC COM 595112103 6,470.13 157,424 SH 2 157,424 MICRON TECHNOLOGY INC COM 595112103 1,027.50 25,000 SH SHD 1 25,000 0 0 MICRON TECHNOLOGY INC COM 595112103 38,897.30 946,407 SH SOLE 3 927,107 0 19,300 MICRON TECHNOLOGY INC COM 595112103 10,431.50 253,809 SH OTH 3 14,409 0 0 MICROSEMI CORP CL A COM 595137100 4,356.80 61,364 SH SOLE 3 61,364 0 0 MICROSEMI CORP CL A COM 595137100 1,860.20 26,200 SH OTH 3 1,700 0 24,500 MICROSOFT CORP COM 594918104 10,446.30 143,100 SH SHD 1 143,100 0 0 MICROSOFT CORP COM 594918104 1,650,885.90 22,614,876 SH SOLE 3 21,881,151 0 718,625 MICROSOFT CORP COM 594918104 190,957.80 2,615,860 SH OTH 3 478,445 0 90,700 MICROSOFT CORP. COM 594918104 166,184.57 2,276,501 SH 2 2,276,501 MICROSOFT CORP. COM 594918104 177,630.10 2,433,289 SH 2 2,433,289 MICROSOFT CORP. PUT 594918104 6.00 20,000 SH PUT 2 20,000 MICROSOFT CORP. CLL 594918104 56.00 10,000 SH CLL 2 10,000 MICROSOFT CORP. COM 594918104 37,274.97 510,616 SH SOLE 4 510,616 MICROSTRATEGY INC COM 594972101 56.00 20,000 SH 2 20,000 MICROSTRATEGY INC COM 594972101 162.79 58,138 SH 2 58,138 MICROSTRATEGY INC COM 594972101 145.90 52,100 SH SOLE 3 52,100 0 0 MICROSTRATEGY INC COM 594972101 8.40 3,000 SH OTH 3 3,000 0 0 MICROTUNE INC COM 59514P109 83.60 3,800 SH SOLE 3 3,800 0 0 MID AMERICA BANCORP COM 595915109 283.20 9,784 SH SOLE 3 9,784 0 0 MID AMERICA BANCORP COM 595915109 2.50 88 SH OTH 3 88 0 0 MID ATLANTIC MEDICAL SVCS INC. COM 59523C107 72.70 4,531 SH SOLE 3 4,531 0 0 MID-AMERICA APT CMNTYS INC COM 59522J103 431.50 16,862 SH 2 16,862 MID-AMERICA APT CMNTYS INC COM 59522J103 1,554.70 60,755 SH SOLE 3 60,755 0 0 MID-AMERICA APT CMNTYS INC COM 59522J103 112.60 4,400 SH OTH 3 4,400 0 0 MIDAS INC. COM 595626102 776.80 61,649 SH SOLE 3 61,649 0 0 MIDAS INC. COM 595626102 1.90 150 SH OTH 3 150 0 0 MIDLAND COMPANY COM 597486109 436.10 9,800 SH SOLE 3 9,800 0 0 MID-STATE BANCSHARES COM 595440108 284.50 15,600 SH SOLE 3 15,600 0 0 MIDWAY GAMES INC COM 598148104 956.50 51,700 SH SOLE 3 51,700 0 0 MILACRON INC COM 598709103 6,762.10 431,529 SH SOLE 3 431,529 0 0 MILACRON INC COM 598709103 82.90 5,288 SH OTH 3 5,288 0 0 MILLENNIUM CELL INC COM 60038B105 45.40 4,300 SH SOLE 3 4,300 0 0 MILLENNIUM CHEMICALS INC COM 599903101 6,809.60 452,467 SH SOLE 3 452,467 0 0 MILLENNIUM CHEMICALS INC COM 599903101 116.10 7,711 SH OTH 3 7,711 0 0 MILLENNIUM PHARMACEUTICALS INC COM 599902103 1,611.06 45,280 SH 2 45,280 MILLENNIUM PHARMACEUTICALS INC COM 599902103 1,781.17 50,061 SH 2 50,061 MILLENNIUM PHARMACEUTICALS INC COM 599902103 50,159.80 1,409,775 SH SOLE 3 1,408,775 0 1,000 MILLENNIUM PHARMACEUTICALS INC COM 599902103 642.50 18,059 SH OTH 3 3,959 0 14,100 MILLER HERMAN INC. COM 600544100 12,327.30 509,393 SH SOLE 3 505,093 0 3,100 MILLER HERMAN INC. COM 600544100 3,609.40 149,150 SH OTH 3 4,850 0 98,900 MILLIPORE CORP. COM 601073109 19,089.40 307,993 SH SOLE 3 306,693 0 1,300 MILLIPORE CORP. COM 601073109 1,422.40 22,950 SH OTH 3 3,250 0 19,700 MILLS CORP. COM 601148109 4.50 184 SH OTH 3 184 0 0 MINE SAFETY APPLIANCE CO COM 602720104 116.50 3,400 SH SOLE 3 3,400 0 0 MINERALS TECHNOLOGIES INC COM 603158106 349.30 8,139 SH SOLE 3 8,139 0 0 MINIMED INC COM 60365K108 151.50 3,157 SH SOLE 3 3,157 0 0 MINIMED INC COM 60365K108 31.20 650 SH OTH 3 650 0 0 MINNESOTA MNG. & MFG.CO. COM 604059105 2,469.12 21,640 SH 2 21,640 MINNESOTA MNG. & MFG.CO. COM 604059105 876.40 7,681 SH 2 7,681 MINNESOTA MNG. & MFG.CO. COM 604059105 160,807.40 1,409,355 SH SOLE 3 1,298,245 0 109,410 MINNESOTA MNG. & MFG.CO. COM 604059105 23,068.20 202,175 SH OTH 3 43,581 0 8,300 MIPS TECHNOLOGIES INC CL A COM 604567107 709.30 41,000 SH SOLE 3 41,000 0 0 MIPS TECHNOLOGIES INC CL A COM 604567107 29.40 1,700 SH OTH 3 1,700 0 0 MIPS TECHNOLOGIES INC CL B COM 604567206 8.20 639 SH SOLE 3 639 0 0 MIRANT CORP COM 604675108 1,378.92 40,085 SH 2 40,085 MIRANT CORP COM 604675108 2,127.98 61,860 SH 2 61,860 MIRANT CORP COM 604675108 6,124.80 178,046 SH SOLE 3 174,547 0 3,499 MIRANT CORP COM 604675108 70.60 2,052 SH OTH 3 2,052 0 0 MIRANT TR I PRF 60467Q102 2,505.28 34,645 SH 2 34,645 MIRANT TR I PRF 60467Q102 3,856.45 53,330 SH 2 53,330 MISSION WEST PROPERTIES COM 605203108 4.80 400 SH SOLE 3 400 0 0 MISSISSIPPI VALLEY BANKSHARES COM 605720101 103.70 2,600 SH SOLE 3 2,600 0 0 MITCHELL ENERGY & DEV COM 606592202 6,439.90 139,240 SH SOLE 3 138,740 0 500 MITCHELL ENERGY & DEV COM 606592202 746.90 16,150 SH OTH 3 450 0 15,700 MITCHELL ENERGY & DLVP CL-A COM 606592202 214.36 4,600 SH 2 4,600 MITCHELL ENERGY & DLVP CL-A COM 606592202 326.20 7,000 SH 2 7,000 MKS INSTRUMENTS INC COM 55306N104 288.00 10,000 SH 2 10,000 MKS INSTRUMENTS INC COM 55306N104 635.40 22,063 SH SOLE 3 22,063 0 0 MOBILE MINI INC COM 60740F105 14,857.50 450,500 SH SOLE 3 450,500 0 0 MOBILE TELESYSTEMS ADR COM 607409109 1,482.30 54,100 SH OTH 3 0 0 0 MOBIUS MANAGEMENT SYSTEMS,INC COM 606925105 289.13 87,615 SH 2 87,615 MODEM MEDIA POPPE TYSON INC COM 607533106 8.40 2,200 SH SOLE 3 2,200 0 0 MODINE MFG CO COM 607828100 49.60 1,800 SH SOLE 3 1,800 0 0 MODIS PROFESSIONAL SERVICES COM 607830106 479.52 69,495 SH 2 69,495 MODIS PROFESSIONAL SERVICES COM 607830106 1,038.50 150,511 SH SOLE 3 150,511 0 0 MODIS PROFESSIONAL SERVICES COM 607830106 480.20 69,600 SH OTH 3 0 0 69,600 MOHAWK INDUSTRIES INC COM 608190104 951.20 27,024 SH SOLE 3 27,024 0 0 MOHAWK INDUSTRIES INC COM 608190104 782.50 22,230 SH OTH 3 530 0 21,700 MOL MAGYAR OLAJ-ES GZ-SP GDR COM 608464202 2,908.50 203,389 SH OTH 3 0 0 0 MOLECULAR DEVICES CORP COM 60851C107 224.40 11,192 SH 2 11,192 MOLECULAR DEVICES CORP COM 60851C107 2,134.30 106,447 SH SOLE 3 106,447 0 0 MOLECULAR DEVICES CORP COM 60851C107 22.00 1,099 SH OTH 3 1,099 0 0 MOLEX INC COM 608554101 811.00 22,200 SH SHD 1 22,200 0 0 MOLEX INC COM 608554101 28,049.50 767,849 SH SOLE 3 753,024 0 11,525 MOLEX INC COM 608554101 4,075.80 111,575 SH OTH 3 12,475 0 0 MOLEX INC CLASS A COM 608554200 14,772.80 495,398 SH SOLE 3 493,798 0 1,600 MOLEX INC CLASS A COM 608554200 1,972.60 66,150 SH OTH 3 1,250 0 26,800 MOLEX INC CLASS-A COM 608554200 6,785.81 227,559 SH 2 227,559 MOMENTUM BUSINESS APPLICATIONS COM 60877P108 77.80 5,719 SH SOLE 3 5,719 0 0 MONACO COACH CORP COM 60886R103 571.00 17,200 SH SOLE 3 17,200 0 0 MONSANTO COMPANY COM 61166W101 8,811.92 238,160 SH 2 238,160 MONSANTO COMPANY COM 61166W101 4,767.45 128,850 SH 2 128,850 MONSANTO COMPANY COM 61166W101 107.30 2,900 SH SOLE 3 2,900 0 0 MONTANA POWER CO COM 612085100 126.44 10,900 SH 2 10,900 MONTANA POWER CO COM 612085100 2,640.20 227,600 SH SOLE 3 227,600 0 0 MONTANA POWER CO COM 612085100 654.20 56,400 SH OTH 3 8,100 0 48,300 MONY GRP INC COM 615337102 7,625.70 190,025 SH SOLE 3 183,825 0 6,200 MONY GRP INC COM 615337102 2,552.30 63,600 SH OTH 3 3,300 0 60,300 MOODY'S CORP COM 615369105 5,952.90 177,700 SH SOLE 3 115,300 0 62,400 MOODY'S CORP COM 615369105 1,047.20 31,260 SH OTH 3 31,260 0 0 MOOG INC CL A COM 615394202 1,221.90 31,370 SH SOLE 3 31,370 0 0 MOOG INC CL A COM 615394202 62.30 1,600 SH OTH 3 1,600 0 0 MORGAN STANLEY DEAN WITTER DISCOVER&CO COM 617446448 13,551.31 210,981 SH 2 210,981 MORGAN STANLEY DEAN WITTER DISCOVER&CO COM 617446448 16,338.31 254,372 SH 2 254,372 MORGAN STANLEY DEAN WITTER DISCOVER&CO COM 617446448 38,389.37 597,686 SH SOLE 4 597,686 MORGAN STANLEY DEAN WITTER DISCOVER&CO COM 617446448 796.50 12,400 SH SHD 1 12,400 0 0 MORGAN STANLEY DEAN WITTER DISCOVER&CO COM 617446448 61,345.50 955,091 SH SOLE 3 894,658 0 58,220 MORGAN STANLEY DEAN WITTER DISCOVER&CO COM 617446448 15,568.60 242,388 SH OTH 3 33,488 0 0 MORTON'S RESTAURANT GRP, INC COM 619429103 4,451.00 225,480 SH SOLE 3 225,480 0 0 MORTON'S RESTAURANT GRP, INC COM 619429103 71.20 3,607 SH OTH 3 3,607 0 0 MOTOROLA INC COM 620076109 7,358.12 444,331 SH PUT 2 444,331 MOTOROLA INC CLL 620076109 13.88 15,000 SH CLL 2 15,000 MOTOROLA INC COM 620076109 8,578.36 518,017 SH PUT 2 518,017 MOTOROLA INC CLL 620076109 3.50 10,000 SH CLL 2 10,000 MOTOROLA INC COM 620076109 386.84 23,360 SH SOLE 4 23,360 MOTOROLA INC COM 620076109 533.20 32,200 SH SHD 1 32,200 0 0 MOTOROLA INC COM 620076109 85,056.20 5,136,242 SH SOLE 3 5,065,142 0 68,900 MOTOROLA INC COM 620076109 7,350.90 443,896 SH OTH 3 78,996 0 0 MOVADO GRP INC COM 624580106 6,417.90 317,718 SH SOLE 3 317,718 0 0 MOVADO GRP INC COM 624580106 96.30 4,769 SH OTH 3 4,769 0 0 MP3.COM INC COM 62473M109 81.50 16,800 SH SOLE 3 16,800 0 0 MPOWER COMMUNICATIONS CORP COM 62473J106 29.30 30,800 SH SOLE 3 30,800 0 0 MRO SOFTWARE INC COM 55347W105 2,068.22 130,900 SH 2 130,900 MRO SOFTWARE, INC. COM 55347W105 10,398.00 658,100 SH SOLE 3 658,100 0 0 MRO SOFTWARE, INC. COM 55347W105 7.90 500 SH OTH 3 500 0 0 MRV COMMUNICATIONS INC COM 553477100 1,540.90 164,800 SH SOLE 3 164,800 0 0 MRV COMMUNICATIONS INC COM 553477100 370.40 39,620 SH OTH 3 7,920 0 31,700 MSC INDUSTRIAL DIRECT CO INC COM 553530106 659.50 37,900 SH SOLE 3 37,900 0 0 MSC INDUSTRIAL DIRECT CO INC COM 553530106 723.80 41,600 SH OTH 3 0 0 41,600 MSC.SOFTWARE CORP COM 553531104 217.50 11,600 SH SOLE 3 11,600 0 0 MSC.SOFTWARE CORP COM 553531104 448.10 23,900 SH OTH 3 0 0 23,900 MTI TECHNOLOGY CORP COM 553903105 51.80 25,400 SH SOLE 3 25,400 0 0 MTS SYSTEMS CORP COM 553777103 12.40 900 SH SOLE 3 900 0 0 MUELLER INDUSTRIES INC COM 624756102 329.10 10,000 SH 2 10,000 MUELLER INDUSTRIES INC COM 624756102 2,884.30 87,643 SH SOLE 3 87,643 0 0 MUELLER INDUSTRIES INC COM 624756102 111.90 3,400 SH OTH 3 3,400 0 0 MULTEX.COM COM 625367107 1,641.30 101,003 SH 2 101,003 MULTEX.COM INC COM 625367107 706.90 43,500 SH SOLE 3 43,500 0 0 MULTEX.COM INC COM 625367107 105.60 6,500 SH OTH 3 800 0 5,700 MUNIASSETS FUND INC COM 62618Q106 447.10 34,000 SH 2 34,000 MURPHY OIL CORP COM 626717102 338.56 4,600 SH 2 4,600 MURPHY OIL CORP COM 626717102 1,317.15 17,896 SH 2 17,896 MURPHY OIL CORP COM 626717102 1,370.40 18,619 SH SOLE 3 18,619 0 0 MURPHY OIL CORP COM 626717102 44.90 610 SH OTH 3 610 0 0 MYLAN LABORATORIES INC COM 628530107 5,193.80 184,634 SH SOLE 3 184,634 0 0 MYLAN LABORATORIES INC COM 628530107 74.00 2,631 SH OTH 3 2,631 0 0 MYLAN LABS INC COM 628530107 449.63 15,984 SH 2 15,984 MYPOINTS.COM INC COM 62855T102 922.88 359,097 SH 2 359,097 MYRIAD GENETICS INC COM 62855J104 1,773.50 28,008 SH SOLE 3 28,008 0 0 MYRIAD GENETICS INC COM 62855J104 785.20 12,400 SH OTH 3 1,200 0 11,200 N V R INC COM 62944T105 23,870.20 161,285 SH SOLE 3 161,285 0 0 N V R INC COM 62944T105 3,788.80 25,600 SH OTH 3 1,300 0 24,300 N.EUROPEAN OIL RLTY CBI COM 659310106 258.29 14,192 SH 2 14,192 NABI INC COM 628716102 131.00 16,500 SH SOLE 3 16,500 0 0 NABORS INDUSTRIES INC COM 629568106 935.58 25,150 SH 2 25,150 NABORS INDUSTRIES INC COM 629568106 5,300.67 142,491 SH 2 142,491 NABORS INDUSTRIES INC COM 629568106 107.90 2,900 SH SHD 1 2,900 0 0 NABORS INDUSTRIES INC COM 629568106 14,039.70 377,412 SH SOLE 3 363,012 0 14,400 NABORS INDUSTRIES INC COM 629568106 1,560.50 41,950 SH OTH 3 1,550 0 13,400 NACCO INDS INC CL-A (COM) COM 629579103 3,911.90 50,159 SH SOLE 3 50,159 0 0 NACCO INDS INC CL-A (COM) COM 629579103 1,498.20 19,210 SH OTH 3 2,810 0 16,400 NANOGEN INC COM 630075109 104.70 15,419 SH 2 15,419 NANOGEN INC COM 630075109 0.70 100 SH OTH 3 100 0 0 NANOMETRICS INC COM 630077105 714.70 26,000 SH SOLE 3 26,000 0 0 NANOMETRICS INC COM 630077105 55.00 2,000 SH OTH 3 2,000 0 0 NAPRO BIOTHERAPEUTICS INC COM 630795102 26.50 2,600 SH SOLE 3 2,600 0 0 NASDAQ-100 SHARES COM 631100104 6,096.38 133,400 SH SOLE 4 133,400 NASH FINCH CO COM 631158102 420.10 17,800 SH SOLE 3 17,800 0 0 NATIONAL CITY BANCORP COM 635312101 6.00 200 SH SOLE 3 200 0 0 NATIONAL CITY CORP COM 635405103 917.98 29,824 SH PUT 2 29,824 NATIONAL CITY CORP COM 635405103 951.41 30,910 SH PUT 2 30,910 NATIONAL CITY CORP COM 635405103 8,776.70 285,143 SH SOLE 3 276,343 0 8,800 NATIONAL CITY CORP COM 635405103 1,462.40 47,512 SH OTH 3 4,412 0 0 NATIONAL COMM FINANCIAL CORP. COM 63545P104 9,618.90 394,704 SH SOLE 3 392,704 0 2,000 NATIONAL COMM FINANCIAL CORP. COM 63545P104 820.30 33,660 SH OTH 3 2,160 0 31,500 NATIONAL COMMERCE FINL CORP COM 63545P104 2,318.71 95,146 SH 2 95,146 NATIONAL DATA CORP. COM 635621105 8,292.20 255,932 SH SOLE 3 255,932 0 0 NATIONAL DATA CORP. COM 635621105 1,512.30 46,675 SH OTH 3 5,475 0 41,200 NATIONAL DENTEX CORP COM 63563H109 4,354.50 205,400 SH SOLE 3 205,400 0 0 NATIONAL FUEL GAS CO COM 636180101 515.80 9,922 SH SOLE 3 9,922 0 0 NATIONAL FUEL GAS CO COM 636180101 770.50 14,820 SH OTH 3 320 0 14,500 NATIONAL GOLF PPTYS INC COM 63623G109 4.50 164 SH OTH 3 164 0 0 NATIONAL HEALTH INVS INC COM 63633D104 210.12 20,400 SH 2 20,400 NATIONAL HEALTH INVS INC COM 63633D104 805.50 78,200 SH SOLE 3 78,200 0 0 NATIONAL INFORMATION COM 636491102 36.40 20,000 SH 2 20,000 NATIONAL INSTRUMENTS CORP COM 636518102 649.00 20,001 SH SOLE 3 18,701 0 0 NATIONAL INSTRUMENTS CORP COM 636518102 28.90 890 SH OTH 3 890 0 0 NATIONAL OILWELL INC COM 637071101 8,040.00 300,000 SH SOLE 3 300,000 0 0 NATIONAL PENN BANCSHARES COM 637138108 19.10 945 SH SOLE 3 945 0 0 NATIONAL PRESTO IND. INC COM 637215104 11.90 400 SH SOLE 3 400 0 0 NATIONAL PROCESSING INC COM 637229105 15,688.40 560,300 SH SOLE 3 560,300 0 0 NATIONAL SERVICE INDUSTRIES INC COM 637657107 1,359.30 60,226 SH SOLE 3 60,226 0 0 NATIONAL SERVICE INDUSTRIES INC COM 637657107 925.40 41,000 SH OTH 3 3,800 0 37,200 NATIONAL STEEL COM 637844309 0.30 200 SH SOLE 3 200 0 0 NATIONAL WIRELESS HOLDINGS CO COM 638560102 296.93 22,410 SH 2 22,410 NATIONAL-OILWELL, INC. COM 637071101 442.20 16,500 SH 2 16,500 NATIONAL-OILWELL, INC. 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BERMAN INC COM 641234109 9,975.60 146,700 SH 2 146,700 NEUBERGER BERMAN INC COM 641234109 163.20 2,400 SH SHD 1 2,400 0 0 NEUBERGER BERMAN INC COM 641234109 2,820.60 41,479 SH SOLE 3 41,479 0 0 NEUBERGER BERMAN INC COM 641234109 821.40 12,080 SH OTH 3 1,980 0 7,300 NEUROBIOLOGICAL TECHNOLOGIES COM 64124W106 327.60 104,000 SH 2 104,000 NEUROCRINE BIOSCIENCES INC COM 64125C109 298.29 7,459 SH 2 7,459 NEUROCRINE BIOSCIENCES INC COM 64125C109 447.90 11,200 SH SOLE 3 11,200 0 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 9.60 240 SH OTH 3 240 0 0 NEUROGEN CORP COM 64124E106 137.70 6,000 SH SOLE 3 6,000 0 0 NEW CENTY EQUITY HLDGS CORP COM 64353J107 13.00 13,000 SH 2 13,000 NEW CENTY EQUITY HLDGS CORP COM 64353J107 254.00 254,000 SH 2 254,000 NEW FOCUS INC COM 644383101 107.41 13,019 SH 2 13,019 NEW FOCUS INC COM 644383101 1.60 200 SH SOLE 3 200 0 0 NEW HORIZONS WORLDWIDE INC COM 645526104 597.60 40,000 SH 2 40,000 NEW JERSEY RESOURSES CRP COM 646025106 260.89 5,772 SH 2 5,772 NEW JERSEY RESOURSES CRP COM 646025106 760.70 16,830 SH SOLE 3 16,830 0 0 NEW PLAN EXCEL REALTY TRUST COM 648053106 1,643.20 107,400 SH SOLE 3 107,400 0 0 NEW YORK TIMES CO.A COM 650111107 1,529.47 36,416 SH 2 36,416 NEW YORK TIMES CO.A COM 650111107 151,431.90 3,605,522 SH SOLE 3 3,554,122 0 51,400 NEW YORK TIMES CO.A COM 650111107 3,791.80 90,282 SH OTH 3 60,111 0 21,900 NEWELL RUBBERMAID INC COM 651229106 1,519.83 60,551 SH 2 60,551 NEWELL RUBBERMAID INC COM 651229106 333.43 13,284 SH 2 13,284 NEWELL RUBBERMAID INC COM 651229106 13,266.10 528,528 SH SOLE 3 528,528 0 0 NEWELL RUBBERMAID INC COM 651229106 33.40 1,330 SH OTH 3 1,330 0 0 NEWFIELD EXPLORATION CO. 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COM 683718100 385.17 11,100 SH SOLE 4 11,100 OPENWAVE SYSTEMS, INC. COM 683718100 26,542.10 764,903 SH SOLE 3 730,967 0 33,575 OPENWAVE SYSTEMS, INC. COM 683718100 166.60 4,800 SH OTH 3 4,800 0 0 OPLINK COMMUNICATIONS COM 68375Q106 81.00 21,600 SH SOLE 3 21,600 0 0 OPNET TECHNOLOGIES INC COM 683757108 25.00 1,400 SH SOLE 3 1,400 0 0 OPTICAL COMMUNICATION PRODS COM 68382T101 92.60 8,700 SH SOLE 3 8,700 0 0 OPTICNET INC. COM 683868103 0.20 20,300 SH SOLE 3 20,300 0 0 OPUS360 CORP COM 68400F109 1.52 15,175 SH 2 15,175 ORACLE CORP COM 68389X105 35,724.09 1,880,215 SH SOLE 4 1,880,215 ORACLE CORP COM 68389X105 376.20 19,800 SH SHD 1 19,800 0 0 ORACLE CORP COM 68389X105 333,924.30 17,574,962 SH SOLE 3 16,199,012 0 1,360,250 ORACLE CORP COM 68389X105 33,903.10 1,784,376 SH OTH 3 260,718 0 74,720 ORACLE CORP COM 68389X105 228,435.94 12,022,944 SH 2 12,022,944 ORACLE CORP CLL 68389X105 12.75 15,000 SH CLL 2 15,000 ORACLE CORP CLL 68389X105 59.50 10,000 SH CLL 2 10,000 ORACLE CORP COM 68389X105 163,252.62 8,592,243 SH 2 8,592,243 ORACLE CORP CLL 68389X105 120.00 40,000 SH CLL 2 40,000 ORACLE CORP CLL 68389X105 297.50 50,000 SH CLL 2 50,000 ORAPHARMA INC COM 68554E106 260.60 45,800 SH 2 45,800 ORASURE TECHNOLOGIES INC COM 68554V108 53.80 4,300 SH SOLE 3 4,300 0 0 ORATEC INTERVENTIONS INC COM 68554M108 1,631.52 176,000 SH 2 176,000 ORATEC INTERVENTIONS INC COM 68554M108 2,788.16 300,772 SH 2 300,772 ORBITAL SCIENCES CORP COM 685564106 58.20 15,000 SH 2 15,000 ORBOTECH LTD COM M75253100 435.30 12,595 SH SOLE 3 12,595 0 0 ORBOTECH LTD COM M75253100 5,560.70 160,900 SH OTH 3 0 0 0 ORBOTECH LTD (ORD) COM M75253100 4,967.83 143,745 SH 2 143,745 ORCHID BIOSCIENCES INC COM 68571P100 184.40 24,100 SH SOLE 3 24,100 0 0 ORCHID BIOSCIENCES INC COM 68571P100 41.30 5,400 SH OTH 3 5,400 0 0 ORGANOGENESIS INC COM 685906109 2,107.96 284,859 SH 2 284,859 ORIENTAL DEVELOP USD 0.01 COM 000661775 0.00 450,000 SH OTH 3 0 0 0 ORION POWER HOLDINGS COM 686286105 1,782.18 74,850 SH 2 74,850 ORION POWER HOLDINGS COM 686286105 822,356.45 34,538,280 SH 2 34,538,280 ORION POWER HOLDINGS COM 686286105 357.15 15,000 SH SOLE 4 15,000 ORTEC INTERNATIONAL INC COM 68749B108 117.21 17,894 SH 2 17,894 ORTH ALLIANCE INC COM 687913103 3,121.60 960,500 SH SOLE 3 960,500 0 0 ORTHODONTIC CTRS OF AMER COM 68750P103 24,688.80 812,400 SH SOLE 3 812,400 0 0 OSCA INC COM 687836106 55.90 2,700 SH SOLE 3 2,700 0 0 OSHKOSH TRUCK CORP CL B COM 688239201 2,919.30 65,973 SH SOLE 3 65,973 0 0 OSHKOSH TRUCK CORP CL B COM 688239201 885.00 20,000 SH OTH 3 2,400 0 17,600 OSI PHARMACEUTICALS INC COM 671040103 77.80 1,479 SH SOLE 3 1,479 0 0 OSI PHARMACEUTICALS INC COM 671040103 47.30 900 SH OTH 3 900 0 0 OTP BANK GDR COM 004678704 739.90 14,245 SH SOLE 3 14,245 0 0 OTP BANK GDR COM 004678704 5,291.30 101,873 SH OTH 3 0 0 0 OTTER TAIL CORP COM 689648103 324.70 11,700 SH SOLE 3 11,700 0 0 OUTBACK STEAKHOUSE INC COM 689899102 8.60 300 SH SOLE 3 300 0 0 OUTBACK STEAKHOUSE INC COM 689899102 28.80 1,000 SH OTH 3 1,000 0 0 OVERSEAS SHIPHOLDING GRP COM 690368105 2,013.60 65,934 SH SOLE 3 65,934 0 0 OVERSEAS SHIPHOLDING GRP COM 690368105 73.30 2,400 SH OTH 3 2,400 0 0 OWENS & MINOR INC (NEW) COM 690732102 4,618.90 243,100 SH SOLE 3 243,100 0 0 OWENS & MINOR INC (NEW) COM 690732102 874.00 46,000 SH OTH 3 7,900 0 38,100 OWENS CORNING COM 69073F103 23.30 11,590 SH 2 11,590 OWENS CORNING COM 69073F103 13.90 6,900 SH SOLE 3 6,900 0 0 OWENS-ILLINOIS INC COM 690768403 334.30 49,300 SH SOLE 3 49,300 0 0 OXFORD HEALTH PLANS INC COM 691471106 715.00 25,000 SH 2 25,000 OXFORD HEALTH PLANS INC COM 691471106 5,945.90 207,900 SH SOLE 3 207,900 0 0 OXFORD HEALTH PLANS INC COM 691471106 8.60 300 SH OTH 3 300 0 0 P G & E CORP COM 69331C108 366.20 32,700 SH SHD 1 32,700 0 0 P G & E CORP COM 69331C108 18,812.30 1,679,670 SH SOLE 3 1,642,470 0 37,200 P G & E CORP COM 69331C108 9,902.70 884,170 SH OTH 3 47,670 0 0 P G & E CORP COM 69331C108 2,777.60 248,000 SH 2 248,000 P G & E CORP COM 69331C108 1,451.58 129,605 SH 2 129,605 PAC WEST TELECOME INC COM 69371Y101 1.60 800 SH SOLE 3 800 0 0 PACCAR INC COM 693718108 2,351.50 45,732 SH SOLE 3 45,732 0 0 PACIFIC CAPITAL BANCORP COM 69404P101 596.80 19,600 SH SOLE 3 19,600 0 0 PACIFIC CENTURY FINCL CORP COM 694058108 13,962.20 541,381 SH SOLE 3 541,381 0 0 PACIFIC CENTURY FINCL CORP COM 694058108 2,713.10 105,200 SH OTH 3 7,200 0 98,000 PACIFIC GATEWAY EXCHANGE INC COM 694327107 2.70 300,000 SH SOLE 3 300,000 0 0 PACIFIC SUNWEAR OF CALIFORNIA COM 694873100 605.61 27,000 SH 2 27,000 PACIFIC SUNWEAR OF CALIFORNIA COM 694873100 583.20 26,000 SH SOLE 3 26,000 0 0 PACIFICARE HEALTH SYSTEMS COM 695112102 8,878.90 544,716 SH SOLE 3 536,816 0 7,900 PACIFICARE HEALTH SYSTEMS COM 695112102 1,113.30 68,300 SH OTH 3 5,600 0 62,700 PACKAGING CO OF AMERICA COM 695156109 7,072.10 455,382 SH SOLE 3 455,382 0 0 PACKAGING CO OF AMERICA COM 695156109 110.00 7,086 SH OTH 3 7,086 0 0 PACKARD BIOSCIENCE COMP COM 695172205 54.00 6,500 SH SOLE 3 6,500 0 0 PACKETEER INC. 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AUG 7 2020 CNV 714046AA7 518.43 1,003,000 SH SOLE 4 1,003,000 PERMIAN BASIN RTY TR UBI COM 714236106 220.78 38,000 SH 2 38,000 PEROT SYSTEMS CORP CL-A COM 714265105 362.00 20,000 SH PUT 2 20,000 PERRIGO COMPANY COM 714290103 1,835.90 110,000 SH 2 110,000 PERRIGO COMPANY COM 714290103 4,654.70 278,892 SH SOLE 3 278,892 0 0 PERRIGO COMPANY COM 714290103 1,024.80 61,400 SH OTH 3 10,600 0 50,800 PER-SE TECHNOLOGIES INC NEW COM 713569309 350.50 43,011 SH SOLE 3 43,011 0 0 PERSISTENCE SOFTWARE INC COM 715329108 34.56 72,000 SH 2 72,000 PERSISTENCE SOFTWARE INC COM 715329108 3.60 7,400 SH SOLE 3 7,400 0 0 PETROCHINA CO LTD COM 71646E100 431.81 21,167 SH 2 21,167 PETROCHINA CO LTD COM 71646E100 493.68 24,200 SH 2 24,200 PETROLEO BRASILEIRO S.A. - ADR COM 71654V408 3,164.20 121,700 SH SOLE 3 121,700 0 0 PETROLEO BRASILEIRO S.A. - ADR COM 71654V408 22,696.70 872,950 SH OTH 3 0 0 0 PETROLEO BRASILEIRO(PETROBRAS) COM 71654V101 343.83 14,700 SH 2 14,700 PETROQUEST ENERGY INC COM 716748108 30.10 4,300 SH SOLE 3 4,300 0 0 PETSMART, INC. 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COM 716933106 461.00 13,600 SH SOLE 3 13,600 0 0 PHARMCHEM INC COM 717133102 54.86 18,347 SH 2 18,347 PHELPS DODGE CORP CLL 717265102 20.75 10,000 SH CLL 2 10,000 PHELPS DODGE CORP COM 717265102 2,641.10 63,642 SH SOLE 3 60,342 0 3,300 PHELPS DODGE CORP COM 717265102 46.10 1,111 SH OTH 3 1,111 0 0 PHILADELPHIA CONSOLIDATED COM 717528103 3.50 100 SH SOLE 3 100 0 0 PHILIP MORRIS CO INC (HLDG CO) COM 718154107 32,930.76 648,882 SH 2 648,882 PHILIP MORRIS CO INC (HLDG CO) COM 718154107 33,370.51 657,547 SH 2 657,547 PHILIP MORRIS CO INC (HLDG CO) CLL 718154107 111.00 10,000 SH CLL 2 10,000 PHILIP MORRIS CO INC (HLDG CO) CLL 718154107 154.70 17,000 SH CLL 2 17,000 PHILIP MORRIS CO INC (HLDG CO) CLL 718154107 296.50 10,000 SH CLL 2 10,000 PHILIP MORRIS CO INC (HLDG CO) COM 718154107 4,595.92 90,560 SH SOLE 4 90,560 PHILIP MORRIS CO INC (HLDG CO) COM 718154107 3,415.50 67,300 SH SHD 1 67,300 0 0 PHILIP MORRIS CO INC (HLDG CO) COM 718154107 423,461.30 8,344,066 SH SOLE 3 7,926,766 0 417,300 PHILIP MORRIS CO INC (HLDG CO) COM 718154107 55,461.10 1,092,830 SH OTH 3 303,030 0 53,400 PHILIP SVCS CORP DEL COM 718193105 129.66 45,574 SH 2 45,574 PHILLIPS PETROLEUM CO. COM 718507106 669.07 11,738 SH 2 11,738 PHILLIPS PETROLEUM CO. COM 718507106 832.20 14,600 SH SHD 1 14,600 0 0 PHILLIPS PETROLEUM CO. COM 718507106 38,842.90 681,455 SH SOLE 3 677,855 0 3,600 PHILLIPS PETROLEUM CO. COM 718507106 14,611.70 256,346 SH OTH 3 31,346 0 0 PHILLIPS-VAN HEUSEN CORP COM 718592108 145.48 10,103 SH 2 10,103 PHILLIPS-VAN HEUSEN CORP COM 718592108 383.00 26,600 SH SOLE 3 26,600 0 0 PHILLIPS-VAN HEUSEN CORP COM 718592108 61.10 4,246 SH OTH 3 4,246 0 0 PHOENIX COS INC COM 71902E109 8,034.90 431,985 SH SOLE 3 430,135 0 1,850 PHOENIX COS INC COM 71902E109 635.20 34,150 SH OTH 3 1,550 0 32,600 PHOENIX TECHNOLOGY LTD COM 719153108 402.73 27,584 SH 2 27,584 PHOENIX TECHNOLOGY LTD COM 719153108 430.70 29,500 SH SOLE 3 29,500 0 0 PHOTOGEN TECHNOLOGIES INC COM 71932A101 108.30 57,000 SH 2 57,000 PHOTOGEN TECHNOLOGIES INC COM 71932A101 421.80 222,000 SH 2 222,000 PHOTON DYNAMICS INC COM 719364101 137.70 5,100 SH SOLE 3 5,100 0 0 PHOTON DYNAMICS INC COM 719364101 6.50 240 SH OTH 3 240 0 0 PICTET ASIA GROWTH FUND USD COM TAM990EL4 1,064.19 14,632 SH SOLE 4 14,632 PIEDMONT NATURAL GAS CO INC COM 720186105 0.10 4 SH SOLE 3 4 0 0 PIEDMONT NATURAL GAS CO INC COM 720186105 22.40 630 SH OTH 3 630 0 0 PIER 1 IMPORTS INC (DELAWARE) COM 720279108 2,273.60 197,700 SH SOLE 3 197,700 0 0 PIER 1 IMPORTS INC (DELAWARE) COM 720279108 1,033.80 89,900 SH OTH 3 100 0 89,800 PILGRIM PRIME RATE TRUST COM 72146W103 575.25 75,000 SH 2 75,000 PILGRIMS PRIDE CORP-CLASS B COM 721467108 746.70 59,500 SH SOLE 3 59,500 0 0 PILGRIMS PRIDE CORP-CLASS B COM 721467108 66.50 5,300 SH OTH 3 5,300 0 0 PINNACLE ENTERTAINMENT INC COM 723456109 5,143.50 699,800 SH SOLE 3 699,800 0 0 PINNACLE HOLDINGS INC COM 72346N101 80.30 13,361 SH 2 13,361 PINNACLE HOLDINGS INC COM 72346N101 4,824.20 802,700 SH SOLE 3 802,700 0 0 PINNACLE SYSTEMS INC COM 723481107 6.00 1,000 SH SOLE 3 1,000 0 0 PINNACLE WEST CAPITAL CORP COM 723484101 54.10 1,141 SH SOLE 3 1,141 0 0 PINNACLE WEST CAPITAL CORP COM 723484101 47.40 1,000 SH OTH 3 1,000 0 0 PIONEER NATURAL RES COM 723787107 12,186.40 714,745 SH SOLE 3 710,459 0 0 PIONEER NATURAL RES COM 723787107 290.90 17,060 SH OTH 3 17,060 0 0 PIONEER STAND. ELECTRNCS COM 723877106 1,774.10 138,600 SH SOLE 3 138,600 0 0 PIONEER STAND. ELECTRNCS COM 723877106 69.10 5,400 SH OTH 3 5,400 0 0 PITNEY-BOWES INC COM 724479100 486.91 11,560 SH 2 11,560 PITNEY-BOWES INC COM 724479100 8,919.80 211,771 SH SOLE 3 210,871 0 900 PITNEY-BOWES INC COM 724479100 806.20 19,141 SH OTH 3 4,141 0 15,000 PITT DESMOINES INC COM 724508106 10.30 300 SH SOLE 3 300 0 0 PITTSTON BRINK'S GRP COM 725701106 34,444.10 1,545,270 SH SOLE 3 1,543,170 0 2,100 PITTSTON BRINK'S GRP COM 725701106 1,739.00 78,019 SH OTH 3 5,719 0 72,300 PIVOTAL CORP COM 72581R106 212.70 12,468 SH PUT 2 12,468 PIXAR INC COM 725811103 801.60 19,648 SH SOLE 3 19,648 0 0 PIXAR INC COM 725811103 898.80 22,030 SH OTH 3 930 0 21,100 PIXELWORKS INC COM 72581M107 426.70 11,940 SH SOLE 3 11,940 0 0 PIXELWORKS INC COM 72581M107 482.50 13,500 SH OTH 3 0 0 13,500 PLACER DOME INC COM 725906101 120.05 12,250 SH 2 12,250 PLACER DOME INC COM 725906101 245.40 25,041 SH OTH 3 300 0 0 PLAINS ALL AMERICAN PIPELINE COM 726503105 45,598.79 1,969,710 SH 2 1,969,710 PLAINS ALL AMERICAN PIPELINE COM 726503105 23,060.41 996,130 SH 2 996,130 PLAINS RESOURCES INC (NEW) COM 726540503 1,081.30 45,054 SH SOLE 3 45,054 0 0 PLAINS RESOURCES INC (NEW) COM 726540503 50.40 2,100 SH OTH 3 2,100 0 0 PLANAR SYSTEMS INC. COM 726900103 1,118.90 43,200 SH SOLE 3 43,200 0 0 PLANAR SYSTEMS INC. COM 726900103 54.40 2,100 SH OTH 3 2,100 0 0 PLANET HOLLYWOOD WTS COM 72702Q110 1.10 2,709 SH SOLE 3 2,709 0 0 PLANETCAD INC COM 72704Y103 9.17 16,666 SH 2 16,666 PLANTRONICS INC COM 727493108 8,500.70 367,200 SH SOLE 3 365,700 0 1,500 PLANTRONICS INC COM 727493108 1,923.80 83,100 SH OTH 3 4,200 0 31,300 PLATO LEARNING INC COM 72764Y100 30.90 1,000 SH SOLE 3 1,000 0 0 PLAYBOY ENTERPRISES INC CL-B COM 728117300 161.70 10,000 SH 2 10,000 PLAYBOY ENTERPRISES INC CL-B COM 728117300 250.40 16,000 SH SOLE 3 16,000 0 0 PLAYTEX PRODUCTS, INC. COM 72813P100 18,855.50 1,762,200 SH SOLE 3 1,762,200 0 0 PLAYTEX PRODUCTS, INC. COM 72813P100 50.30 4,700 SH OTH 3 4,700 0 0 PLEXUS CORP COM 729132100 4,392.50 133,105 SH SOLE 3 133,105 0 0 PLEXUS CORP COM 729132100 2,112.00 64,000 SH OTH 3 2,300 0 24,100 PLUG POWER INC. COM 72919P103 12.90 600 SH SOLE 3 600 0 0 PLUG POWER INC. COM 72919P103 28.40 1,320 SH OTH 3 1,320 0 0 PLUM CREEK TIMBER CO COM 729251108 8.40 300 SH SOLE 3 300 0 0 PLUM CREEK TIMBER CO INC COM 729251108 225.04 8,000 SH PUT 2 8,000 PLX TECHNOLOGY INC COM 693417107 416.46 49,053 SH 2 49,053 PMA CAPITAL CORP. COM 693419202 323.10 17,900 SH SOLE 3 17,900 0 0 PMA CAPITAL CORP. COM 693419202 36.10 2,000 SH OTH 3 2,000 0 0 PMC - SIERRA INC COM 69344F106 61,360.20 1,974,901 SH SOLE 3 1,959,581 0 15,320 PMC - SIERRA INC COM 69344F106 1,531.20 49,281 SH OTH 3 38,056 0 8,225 PMC-SIERRA INC COM 69344F106 868.10 27,940 SH 2 27,940 PMC-SIERRA INC COM 69344F106 3,064.53 98,633 SH 2 98,633 PMI GRP, INC. COM 69344M101 960.11 13,400 SH 2 13,400 PMI GRP, INC. COM 69344M101 917.12 12,800 SH 2 12,800 PNC FINANCIAL SERVICES GRP COM 693475105 631.60 9,600 SH SHD 1 9,600 0 0 PNC FINANCIAL SERVICES GRP COM 693475105 67,272.20 1,022,530 SH SOLE 3 887,660 0 131,400 PNC FINANCIAL SERVICES GRP COM 693475105 16,754.70 254,670 SH OTH 3 38,970 0 0 PNC FINL SVCS GRP INC COM 693475105 312.50 4,750 SH 2 4,750 PNC FINL SVCS GRP INC COM 693475105 515.93 7,842 SH 2 7,842 POCAHONTAS BANCORP COM 730234101 88.00 11,000 SH 2 11,000 POET HOLDINGS INC COM 730447109 467.77 297,717 SH SOLE 4 297,717 POGO PRODUCING CO COM 730448107 2,076.00 86,500 SH 2 86,500 POGO PRODUCING CO COM 730448107 6,499.61 270,817 SH 2 270,817 POGO PRODUCING CO COM 730448107 489.60 20,400 SH SOLE 3 20,400 0 0 POGO PRODUCING CO COM 730448107 1.60 66 SH OTH 3 66 0 0 POLARIS INDS INC COM 731068102 17,628.80 384,909 SH SOLE 3 384,909 0 0 POLARIS INDS INC COM 731068102 2,944.90 64,300 SH OTH 3 4,900 0 59,400 POLSKI KONCERN NAFTOWY-GDR (REGS) COM 731613204 3,104.90 344,227 SH OTH 3 0 0 0 POLSKI KONCERN NAFTOWY-GDR PROXY COM 731613204 194.40 21,552 SH SOLE 3 21,552 0 0 POLYCOM INC COM 73172K104 637.60 27,614 SH SOLE 3 27,614 0 0 POLYCOM INC COM 73172K104 954.50 41,340 SH OTH 3 1,840 0 39,500 POLYMEDICA INDS INC COM 731738100 2,829.50 69,863 SH SOLE 3 69,863 0 0 POLYMEDICA INDS INC COM 731738100 639.90 15,800 SH OTH 3 2,000 0 13,800 POLYMER GRP INC COM 731745105 9.90 4,400 SH SOLE 3 4,400 0 0 POLYONE CORP COM 73179P106 1,041.00 100,000 SH 2 100,000 POPE & TALBOT CO COM 732827100 431.20 33,400 SH SOLE 3 33,400 0 0 POPE & TALBOT CO COM 732827100 31.00 2,400 SH OTH 3 2,400 0 0 POPULAR INC COM 733174106 139.70 4,240 SH SOLE 3 4,240 0 0 PORTAL SOFTWARE COM 736126103 1,152.80 279,122 SH SOLE 3 279,122 0 0 PORTAL SOFTWARE, INC. 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COM 743263105 9.00 200 SH OTH 3 200 0 0 PROGRESS SOFTWARE COM 743312100 3,248.10 200,500 SH SOLE 3 200,500 0 0 PROGRESSIVE CORP OF OHIO COM 743315103 256.90 1,900 SH SHD 1 1,900 0 0 PROGRESSIVE CORP OF OHIO COM 743315103 39,037.30 288,759 SH SOLE 3 278,659 0 10,100 PROGRESSIVE CORP OF OHIO COM 743315103 3,617.70 26,760 SH OTH 3 16,860 0 0 PROLOGIS TRUST COM 743410102 2,170.90 95,550 SH 2 95,550 PROLOGIS TRUST COM 743410102 831.69 36,606 SH 2 36,606 PROLOGIS TRUST COM 743410102 12,434.70 547,300 SH SOLE 3 546,600 0 700 PROLOGIS TRUST COM 743410102 618.00 27,200 SH OTH 3 27,200 0 0 PROSOFT TRAINING.COM COM 743477101 27.00 21,600 SH SOLE 3 21,600 0 0 PROTECTION ONE INC COM 743663304 92.03 80,026 SH 2 80,026 PROTECTION ONE INC COM 743663304 64.30 55,896 SH SOLE 3 55,896 0 0 PROTECTIVE LIFE CORP COM 743674103 2,024.39 58,900 SH 2 58,900 PROTECTIVE LIFE CORP COM 743674103 204.70 5,957 SH SOLE 3 5,957 0 0 PROTECTIVE LIFE CORP COM 743674103 12.40 360 SH OTH 3 360 0 0 PROTEIN DESIGN LABS COM 74369L103 422.10 4,865 SH SOLE 3 4,865 0 0 PROTEIN DESIGN LABS COM 74369L103 82.40 950 SH OTH 3 950 0 0 PROTON ENERGY SYS INC COM 74371K101 69.60 5,800 SH SOLE 3 5,800 0 0 PROVIDENT BANKSHARES CORP COM 743859100 244.40 9,800 SH SOLE 3 9,800 0 0 PROVIDENT FINANCIAL GRP COM 743866105 573.66 17,426 SH 2 17,426 PROVIDENT FINANCIAL GRP COM 743866105 395.20 12,005 SH 2 12,005 PROVIDENT FINANCIAL GRP COM 743866105 1,203.40 36,554 SH SOLE 3 36,554 0 0 PROVIDENT FINANCIAL GRP COM 743866105 937.30 28,472 SH OTH 3 2,472 0 26,000 PROVIDIAN FINANCIAL CORP COM 74406A102 13,360.73 225,688 SH 2 225,688 PROVIDIAN FINANCIAL CORP CNV 74406AAA0 5,804.91 5,499,000 SH 2 5,499,000 PROVIDIAN FINANCIAL CORP COM 74406A102 25,873.72 437,056 SH 2 437,056 PROVIDIAN FINANCIAL CORP CNV 74406AAA0 4,432.59 4,199,000 SH 2 4,199,000 PROVIDIAN FINANCIAL CORP COM 74406A102 3,570.50 60,313 SH SOLE 3 60,313 0 0 PROVIDIAN FINANCIAL CORP COM 74406A102 56.80 960 SH OTH 3 960 0 0 PROVIDIAN FINANCIAL CORP 8/15/05 3.25 CNV 74406AAA0 3,103.55 2,940,000 SH SOLE 4 2,940,000 PROVINCE HEALTHCARE COMPANY COM 743977100 11,765.70 333,400 SH SOLE 3 333,400 0 0 PROXICOM INC COM 744282104 197.70 26,500 SH SOLE 3 26,500 0 0 PROXIM INC COM 744284100 1,277.50 90,600 SH SOLE 3 90,600 0 0 PROXIM INC COM 744284100 196.10 13,910 SH OTH 3 4,010 0 9,900 PS BUSINESS PARKS INC/CA COM 69360J107 929.60 33,200 SH SOLE 3 33,200 0 0 PS BUSINESS PARKS INC/CA COM 69360J107 81.20 2,900 SH OTH 3 2,900 0 0 PSS WORLD MEDICL INC COM 69366A100 383.90 59,700 SH SOLE 3 59,700 0 0 PTEK HLDGS INC COM 69366M104 112.66 43,000 SH 2 43,000 PUBLIC SERV.CO.NEW MEX. 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COM 745887109 6.30 2,100 SH OTH 3 2,100 0 0 PURCHASEPRO.COM INC COM 746144104 70.70 47,800 SH SOLE 3 47,800 0 0 PURE RES INC COM 74622E102 633.60 35,200 SH SOLE 3 35,200 0 0 PURINA MLS INC NEW COM 746276104 840.00 35,000 SH 2 35,000 PXRE GRP LIMITED COM G73018106 4,026.40 206,481 SH SOLE 3 206,481 0 0 PXRE GRP LIMITED COM G73018106 58.50 3,000 SH OTH 3 3,000 0 0 QIAGEN N.V. COM N72482107 332.12 15,062 SH 2 15,062 QIAGEN N.V. COM N72482107 221.05 10,025 SH 2 10,025 QIAGEN N.V. 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COM 786514208 51,654.00 1,076,125 SH SOLE 4 1,076,125 SAGA COMMUNICATION INC. CL-A COM 786598102 19,786.80 833,479 SH SOLE 3 833,479 0 0 SAGE INC COM 786632109 640.10 41,300 SH SOLE 3 41,300 0 0 SAGE INC COM 786632109 40.30 2,600 SH OTH 3 2,600 0 0 SAKS INC. COM 79377W108 888.10 92,514 SH SOLE 3 92,514 0 0 SALEM COMMUNICATIONS CL A COM 794093104 20,090.20 918,200 SH SOLE 3 918,200 0 0 SALEM COMMUNICATIONS CL A COM 794093104 218.80 10,000 SH 2 10,000 SALTON INC COM 795757103 1,393.74 78,300 SH 2 78,300 SALTON INC COM 795757103 0.10 4 SH SOLE 3 4 0 0 SALTON INC COM 795757103 10.90 610 SH OTH 3 610 0 0 SAMSUNG ELECTRONICS-SPON GDR 144A COM 796050888 700.60 8,930 SH OTH 3 8,930 0 0 SAN JUAN BASIN RLTY UBI COM 798241105 126.90 10,000 SH 2 10,000 SANCHEZ COMPUTER ASSOC COM 799702105 59.60 4,500 SH SOLE 3 4,500 0 0 SANCHEZ COMPUTER ASSOC COM 799702105 1.30 100 SH OTH 3 100 0 0 SANDERSON FARMS INC COM 800013104 11.40 900 SH SOLE 3 900 0 0 SANDISK CORP COM 80004C101 129.80 4,654 SH SOLE 3 4,654 0 0 SANDISK CORP COM 80004C101 7.30 260 SH OTH 3 260 0 0 SANDISK CORP COM 80004C101 1,338.72 48,000 SH 2 48,000 SANDISK CORP CLL 80004C101 10.50 10,000 SH CLL 2 10,000 SANDISK CORP COM 80004C101 2,550.26 91,440 SH 2 91,440 SANDY SPRING BANCORP INC COM 800363103 93.40 2,900 SH SOLE 3 2,900 0 0 SANGAMO BIOSCIENCES INC COM 800677106 146.40 10,000 SH 2 10,000 SANGAMO BIOSCIENCES INC COM 800677106 33.70 2,300 SH SOLE 3 2,300 0 0 SANGSTAT MEDICAL CORP COM 801003104 624.10 38,100 SH SOLE 3 38,100 0 0 SANGSTAT MEDICAL CORP COM 801003104 49.10 3,000 SH OTH 3 3,000 0 0 SANMINA CORP COM 800907107 681.18 29,098 SH 2 29,098 SANMINA CORP COM 800907107 404.99 17,300 SH 2 17,300 SANMINA CORP COM 800907107 966.80 41,300 SH SHD 1 41,300 0 0 SANMINA CORP COM 800907107 76,161.90 3,253,390 SH SOLE 3 2,961,990 0 287,600 SANMINA CORP COM 800907107 10,679.20 456,182 SH OTH 3 76,482 0 0 SANTA FE INTERNATIONAL CORP COM G7805C108 1,348.27 45,153 SH 2 45,153 SANTA FE INTERNATIONAL CORP COM G7805C108 897.95 30,072 SH 2 30,072 SANTANDER BANCORP COM 802809103 905.20 46,300 SH SOLE 3 46,300 0 0 SAP AKTIENGESELLSCHAFT COM 803054204 1,600.98 45,625 SH 2 45,625 SAP AKTIENGESELLSCHAFT COM 803054204 800.75 22,820 SH 2 22,820 SAPIENT CORP COM 803062108 9.80 1,000 SH SHD 1 1,000 0 0 SAPIENT CORP COM 803062108 32,023.60 3,284,474 SH SOLE 3 3,283,574 0 500 SAPIENT CORP COM 803062108 58.80 6,030 SH OTH 3 1,130 0 0 SAPIENT CORP. COM 803062108 476.72 48,894 SH CLL 2 48,894 SAPIENT CORP. COM 803062108 879.48 90,203 SH CLL 2 90,203 SARA LEE CORP COM 803111103 2,841.02 150,001 SH 2 150,001 SARA LEE CORP COM 803111103 216.09 11,409 SH 2 11,409 SARA LEE CORP COM 803111103 93,254.40 4,923,676 SH SOLE 3 4,900,976 0 22,700 SARA LEE CORP COM 803111103 9,487.00 500,900 SH OTH 3 5,300 0 0 SATYAM COMPUTER SERVICES-ADR COM 804098101 305.60 35,000 SH SOLE 3 35,000 0 0 SAUER-DANFOSS INC. COM 804137107 79.40 8,400 SH SOLE 3 8,400 0 0 SAVVIS COMMUNICATIONS CORP. COM 805423100 13.00 18,100 SH SOLE 3 18,100 0 0 SAWTEK INC COM 805468105 9.40 400 SH SOLE 3 400 0 0 SBA COMMUNICATIONS CORP COM 78388J106 13,035.90 526,703 SH SOLE 3 526,703 0 0 SBA COMMUNICATIONS CORP COM 78388J106 6.40 260 SH OTH 3 260 0 0 SBC COMMUNICATIONS INC COM 78387G103 4,777.28 119,253 SH 2 119,253 SBC COMMUNICATIONS INC COM 78387G103 3,923.00 97,928 SH 2 97,928 SBC COMMUNICATIONS INC COM 78387G103 4,148.90 103,566 SH SHD 1 103,566 0 0 SBC COMMUNICATIONS INC COM 78387G103 352,458.80 8,798,273 SH SOLE 3 8,259,254 0 526,704 SBC COMMUNICATIONS INC COM 78387G103 65,504.00 1,635,147 SH OTH 3 309,839 0 33,816 SBS BROADCASTING S,A, COM L8137F102 231.75 9,000 SH 2 9,000 SBS TECHNOLOGIES INC COM 78387P103 1,423.60 75,243 SH SOLE 3 75,243 0 0 SBS TECHNOLOGIES INC COM 78387P103 66.20 3,500 SH OTH 3 3,500 0 0 SCANSOURCE INC COM 806037107 89.20 1,881 SH SOLE 3 1,881 0 0 SCHAWK INC COM 806373106 30.60 3,000 SH SOLE 3 3,000 0 0 SCHERING-PLOUGH CORP COM 806605101 20,864.71 575,737 SH 2 575,737 SCHERING-PLOUGH CORP COM 806605101 13,506.39 372,693 SH 2 372,693 SCHERING-PLOUGH CORP COM 806605101 14,220.58 392,400 SH SOLE 4 392,400 SCHERING-PLOUGH CORP COM 806605101 739.30 20,400 SH SHD 1 20,400 0 0 SCHERING-PLOUGH CORP COM 806605101 207,583.00 5,728,009 SH SOLE 3 5,249,740 0 473,490 SCHERING-PLOUGH CORP COM 806605101 15,948.10 440,069 SH OTH 3 110,217 0 25,700 SCHLUMBERGER LTD COM 806857108 21,463.67 407,667 SH 2 407,667 SCHLUMBERGER LTD COM 806857108 22,406.94 425,583 SH 2 425,583 SCHLUMBERGER LTD. COM 806857108 159,299.50 3,025,632 SH SOLE 3 2,951,582 0 74,050 SCHLUMBERGER LTD. COM 806857108 12,262.10 232,898 SH OTH 3 72,240 0 31,900 SCHOLASTIC CORP COM 807066105 261.00 6,200 SH SOLE 3 6,200 0 0 SCHOLASTIC CORP COM 807066105 2,315.50 55,000 SH OTH 3 0 0 55,000 SCHOLASTIC CORP COM 807066105 9,029.61 200,658 SH 2 200,658 SCHOOL SPECIALTY INC. COM 807863105 328.30 12,700 SH SOLE 3 12,700 0 0 SCHULER HOMES, INC. CLASS A COM 808188106 16,277.80 1,202,200 SH SOLE 3 1,202,200 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 1,838.40 77,900 SH SOLE 3 77,900 0 0 SCICLONE PHARMACEUTICALS INC COM 80862K104 82.20 14,100 SH SOLE 3 14,100 0 0 SCIENT CORP COM 80864H109 30.20 32,512 SH SOLE 3 32,512 0 0 SCIENT CORP COM 80864H109 118.82 127,765 SH 2 127,765 SCIENTIFIC LEARNING COM 808760102 74.00 34,400 SH SOLE 3 34,400 0 0 SCIENTIFIC-ATLANTA INC. CLL 808655104 146.00 10,000 SH CLL 2 10,000 SCIENTIFIC-ATLANTA INC. COM 808655104 686.10 16,900 SH SHD 1 16,900 0 0 SCIENTIFIC-ATLANTA INC. COM 808655104 81,543.40 2,008,457 SH SOLE 3 1,846,357 0 159,500 SCIENTIFIC-ATLANTA INC. COM 808655104 10,339.30 254,662 SH OTH 3 65,762 0 0 SCIOS NOVA INC COM 808905103 746.70 29,855 SH SOLE 3 29,855 0 0 SCM MICROSYSTEMS INC COM 784018103 11.40 1,100 SH SOLE 3 1,100 0 0 SCM MICROSYSTEMS INC COM 784018103 17.70 1,700 SH OTH 3 0 0 1,700 SCP POOL CORP COM 784028102 3,411.90 99,067 SH SOLE 3 99,067 0 0 SCP POOL CORP COM 784028102 826.60 24,000 SH OTH 3 2,600 0 21,400 SCPIE HOLDINGS INC COM 78402P104 307.00 15,200 SH SOLE 3 15,200 0 0 SCREAMING MEDIA COM INC COM 810883108 280.02 94,921 SH 2 94,921 SEABORD CORP. MASS. COM 811543107 265.10 1,275 SH SOLE 3 1,275 0 0 SEABORD CORP. MASS. COM 811543107 10.40 50 SH OTH 3 50 0 0 SEACHANGE INTERNATIONAL INC COM 811699107 578.80 32,100 SH SOLE 3 32,100 0 0 SEACHANGE INTERNATIONAL INC COM 811699107 38.60 2,140 SH OTH 3 2,140 0 0 SEACOAST BKG CORP FLA (CL-A) COM 811707108 31.50 900 SH SOLE 3 900 0 0 SEACOR HOLDINGS INC COM 811904101 100.70 2,154 SH SOLE 3 2,154 0 0 SEALED AIR CORP. COM 81211K100 961.20 25,804 SH SOLE 3 25,804 0 0 SEALED AIR SER A PFD COM 81211K209 1,283.40 32,125 SH SOLE 3 32,125 0 0 SEARS ROEBUCK & CO COM 812387108 1,738.90 41,100 SH SHD 1 41,100 0 0 SEARS ROEBUCK & CO COM 812387108 49,759.80 1,176,076 SH SOLE 3 1,144,476 0 29,400 SEARS ROEBUCK & CO COM 812387108 11,516.60 272,196 SH OTH 3 35,096 0 0 SEATTLE GENETICS INC COM 812578102 15.20 2,500 SH SOLE 3 2,500 0 0 SECURE COMPUTING CORP COM 813705100 3,142.00 200,000 SH 2 200,000 SECURE COMPUTING CORP COM 813705100 1,054.10 67,100 SH SOLE 3 67,100 0 0 SECURE COMPUTING CORP COM 813705100 174.40 11,100 SH OTH 3 2,400 0 8,700 SECURITY CAPITAL GRP B COM 81413P204 79.20 3,700 SH SOLE 3 3,700 0 0 SECURITY CAPITAL GRP INC COM 81413P204 5,755.42 268,945 SH 2 268,945 SECURITY CAPITAL GRP INC COM 81413P204 640.93 29,950 SH 2 29,950 SEEBEYOND TECHNOLOGIES CORP COM 815704101 775.40 48,767 SH 2 48,767 SEEBEYOND TECHNOLOGIES CORP COM 815704101 73.60 4,630 SH SOLE 3 4,630 0 0 SEEBEYOND TECHNOLOGIES CORP COM 815704101 6.40 400 SH OTH 3 400 0 0 SEGUE SOFTWARE, INC. COM 815807102 40.65 15,000 SH 2 15,000 SEI CORP COM 784117103 374.50 7,900 SH SHD 1 7,900 0 0 SEI CORP COM 784117103 34,306.70 723,770 SH SOLE 3 580,570 0 138,800 SEI CORP COM 784117103 3,678.20 77,600 SH OTH 3 8,300 0 0 SEITEL INC COM 816074306 183.40 14,000 SH 2 14,000 SEITEL INC COM 816074306 699.50 53,400 SH SOLE 3 53,400 0 0 SELECT MEDICAL CORP COM 816196109 3,863.42 193,171 SH 2 193,171 SELECT MEDICAL CORP COM 816196109 92.00 4,600 SH SOLE 3 4,600 0 0 SELECTIVE INSURANCE GRP INC COM 816300107 29.30 1,100 SH SOLE 3 1,100 0 0 SEMCO ENERGY INC COM 78412D109 162.00 10,800 SH SOLE 3 10,800 0 0 SEMPRA ENERGY COM 816851109 3,513.19 128,500 SH 2 128,500 SEMPRA ENERGY COM 816851109 7,331.22 268,150 SH 2 268,150 SEMPRA ENERGY COM 816851109 42,488.10 1,554,062 SH SOLE 3 1,529,862 0 24,200 SEMPRA ENERGY COM 816851109 5,552.80 203,100 SH OTH 3 62,500 0 0 SENSORMATIC ELECTRONICS COM 817265101 1,479.00 87,000 SH SOLE 3 87,000 0 0 SENSORMATIC ELECTRONICS COM 817265101 55.10 3,240 SH OTH 3 3,240 0 0 SEPRACOR INC COM 817315104 294.52 7,400 SH 2 7,400 SEPRACOR INC COM 817315104 53.80 1,353 SH SOLE 3 1,353 0 0 SEPRACOR INC COM 817315104 18.40 462 SH OTH 3 462 0 0 SEQUA CORP CLASS A COM 817320104 344.80 7,579 SH SOLE 3 7,579 0 0 SERENA SOFTWARE INC COM 817492101 1,817.00 50,000 SH 2 50,000 SERENA SOFTWARE INC COM 817492101 536.40 14,761 SH SOLE 3 14,761 0 0 SERENA SOFTWARE INC COM 817492101 46.50 1,280 SH OTH 3 1,280 0 0 SEROLOGICALS CORP COM 817523103 2,099.90 98,400 SH SOLE 3 98,400 0 0 SEROLOGICALS CORP COM 817523103 42.70 2,000 SH OTH 3 2,000 0 0 SERVICE CORP INTERNATIONAL COM 817565104 868.80 136,600 SH SOLE 3 136,600 0 0 SERVICE MASTER COMPANY COM 81760N109 1,529.10 127,428 SH SOLE 3 127,428 0 0 SERVICEMASTER COMPANY COM 81760N109 600.00 50,000 SH 2 50,000 SHAMROCK LOGISTICS, L.P. COM 819357104 35,174.81 1,176,415 SH 2 1,176,415 SHAMROCK LOGISTICS, L.P. COM 819357104 13,974.87 467,387 SH 2 467,387 SHAW COMMUNICATIONS INC COM 82028K200 816.66 34,400 SH 2 34,400 SHAW COMMUNICATIONS INC COM 82028K200 326.43 13,750 SH 2 13,750 SHAW GRP INC COM 820280105 790.00 19,700 SH SOLE 3 19,700 0 0 SHEFFIELD PHARMACEUTICALS INC COM 82123D309 40.40 10,000 SH 2 10,000 SHELL TRNS&TRADNG PLC NY SHS COM 822703609 241.63 4,800 SH 2 4,800 SHELL TRNS&TRADNG PLC NY SHS COM 822703609 10,216.60 202,952 SH SOLE 3 163,452 0 39,500 SHELL TRNS&TRADNG PLC NY SHS COM 822703609 3,095.00 61,481 SH OTH 3 61,481 0 0 SHERWIN-WILLIAMS CO COM 824348106 577.20 26,000 SH SHD 1 26,000 0 0 SHERWIN-WILLIAMS CO COM 824348106 15,479.60 697,280 SH SOLE 3 691,080 0 6,200 SHERWIN-WILLIAMS CO COM 824348106 2,923.70 131,700 SH OTH 3 12,300 0 0 SHINHAN BANK-SPONS GDR 144A COM 009000967 35.30 1,800 SH OTH 3 1,800 0 0 SHINHAN BANK-SPONS GDR REGS COM 824589303 490.00 23,786 SH OTH 3 23,786 0 0 SHIRE PHARMACEUTICALS GRP COM 82481R106 897.49 16,171 SH 2 16,171 SHOPKO STORES INC COM 824911101 11,637.60 1,598,571 SH SOLE 3 1,598,571 0 0 SHOPKO STORES INC COM 824911101 218.70 30,037 SH OTH 3 30,037 0 0 SHUFFLE MASTER COM 825549108 53.50 2,550 SH SOLE 3 2,550 0 0 SHURGARD STORAGE CENTERS INC COM 82567D104 1,900.00 60,800 SH SOLE 3 60,800 0 0 SHURGARD STORAGE CENTERS INC COM 82567D104 1,071.90 34,300 SH OTH 3 4,700 0 29,600 SICOR INC COM 825846108 831.60 36,000 SH SOLE 3 36,000 0 0 SICOR INC COM 825846108 113.20 4,900 SH OTH 3 4,900 0 0 SIEBEL SYSTEMS INC COM 826170102 20,234.30 431,435 SH 2 431,435 SIEBEL SYSTEMS INC COM 826170102 47,175.82 1,005,881 SH 2 1,005,881 SIEBEL SYSTEMS INC COM 826170102 6,156.99 131,279 SH SOLE 4 131,279 SIEBEL SYSTEMS INC. COM 826170102 548.70 11,700 SH SHD 1 11,700 0 0 SIEBEL SYSTEMS INC. COM 826170102 91,848.00 1,958,380 SH SOLE 3 1,818,180 0 138,400 SIEBEL SYSTEMS INC. COM 826170102 8,872.50 189,180 SH OTH 3 36,680 0 0 SIERRA HEALTH SERVICES INC COM 826322109 1,830.50 261,500 SH 2 261,500 SIERRA PACIFIC RES COM 826428104 23,357.60 1,460,761 SH SOLE 3 1,460,761 0 0 SIERRA PACIFIC RES COM 826428104 338.00 21,138 SH OTH 3 21,138 0 0 SIGMA ALDRICH CORP COM 826552101 316.68 8,200 SH 2 8,200 SIGMA ALDRICH CORP COM 826552101 92.70 2,400 SH SHD 1 2,400 0 0 SIGMA ALDRICH CORP COM 826552101 32,102.40 831,238 SH SOLE 3 714,938 0 114,500 SIGMA ALDRICH CORP COM 826552101 12,180.70 315,400 SH OTH 3 33,600 0 56,300 SILGAN HOLDINGS INC COM 827048109 31.60 1,800 SH SOLE 3 1,800 0 0 SILICON GRAPHICS INC COM 827056102 26.27 18,900 SH 2 18,900 SILICON GRAPHICS INC COM 827056102 8.80 6,312 SH SOLE 3 6,312 0 0 SILICON LABORATORIES INC COM 826919102 987.90 44,700 SH SOLE 3 44,700 0 0 SILICON LABORATORIES INC COM 826919102 39.80 1,800 SH OTH 3 1,800 0 0 SILICON LABORATORIES INC COM 826919102 5,525.00 250,000 SH 2 250,000 SILICON STORAGE TECHNOLOGY COM 827057100 602.27 59,454 SH 2 59,454 SILICON STORAGE TECHNOLOGY COM 827057100 131.69 13,000 SH 2 13,000 SILICON STORAGE TECHNOLOGY COM 827057100 559.20 55,200 SH SOLE 3 54,300 0 900 SILICON VALLEY BANCSHARES COM 827064106 1,649.10 74,960 SH SOLE 3 74,960 0 0 SILICONWARE PRECISION ADR COM 827084864 373.90 132,600 SH SOLE 3 132,600 0 0 SILICONWARE PRECISION ADR COM 827084864 5,043.60 1,788,500 SH OTH 3 0 0 0 SILVERSTREAM SOFTWARE INC COM 827907106 2.80 400 SH SOLE 3 400 0 0 SIMON PROPERTY GRP INC PRF 828806406 1,419.69 17,500 SH 2 17,500 SIMON PROPERTY GRP INC COM 828806109 233.77 7,800 SH 2 7,800 SIMON PROPERTY GRP INC COM 828806109 1,421.50 47,430 SH SOLE 3 44,230 0 3,200 SIMON WORLDWIDE INC COM 828815100 47.47 17,200 SH 2 17,200 SIMPLEX SOLUTIONS INC COM 828854109 78.20 3,300 SH SOLE 3 3,300 0 0 SIMPSON MANUFACTURING CO INC COM 829073105 646.00 10,677 SH SOLE 3 10,677 0 0 SIMPSON MANUFACTURING CO INC COM 829073105 562.60 9,300 SH OTH 3 0 0 9,300 SINCLAIR BROADCAST GRP INC COM 829226109 1,166.00 113,200 SH SOLE 3 113,200 0 0 SINCLAIR BROADCAST GRP INC COM 829226109 91.70 8,900 SH OTH 3 8,900 0 0 SINOPEC SHANGHAI PETROCHEM COM 82935M109 174.60 12,000 SH 2 12,000 SIPEX CORP COM 829909100 224.50 19,300 SH SOLE 3 19,300 0 0 SIRIUS SATELLITE RADIO COM 82966U103 1,387.20 113,800 SH SOLE 3 113,800 0 0 SIRIUS SATELLITE RADIO COM 82966U103 550.30 45,140 SH OTH 3 4,040 0 41,100 SIRIUS SATELLITE RADIO INC COM 82966U103 1,705.38 139,900 SH 2 139,900 SIX FLAGS INC COM 83001P109 9.10 431 SH SOLE 3 431 0 0 SJW CORP COM 784305104 43.90 514 SH SOLE 3 514 0 0 SJW CORP COM 784305104 4.30 50 SH OTH 3 50 0 0 SK TELECOM CO LTD ADR COM 78440P108 780.36 46,175 SH 2 46,175 SK TELECOM CO LTD ADR COM 78440P108 2,149.00 127,161 SH OTH 3 101,361 0 0 SKECHERS USA INC CL-A COM 830566105 1,580.30 54,063 SH SOLE 3 54,063 0 0 SKECHERS USA INC CL-A COM 830566105 552.40 18,900 SH OTH 3 1,800 0 17,100 SKILLSOFT CORP COM 83066P101 132.50 3,869 SH SOLE 3 3,869 0 0 SKY FINANCIAL GRP INC COM 83080P103 6,743.30 356,222 SH SOLE 3 356,222 0 0 SKY FINANCIAL GRP INC COM 83080P103 84.10 4,443 SH OTH 3 4,443 0 0 SKYLINE CORP COM 830830105 3.50 127 SH SOLE 3 127 0 0 SKYLINE CORP COM 830830105 2.40 90 SH OTH 3 90 0 0 SKYWEST,INC COM 830879102 1,150.80 41,100 SH SOLE 3 41,100 0 0 SKYWEST,INC COM 830879102 899.90 32,140 SH OTH 3 240 0 31,900 SL GREEN REALTY COM 78440X101 4,625.30 152,600 SH SOLE 3 152,600 0 0 SL GREEN REALTY COM 78440X101 736.50 24,300 SH OTH 3 7,500 0 16,800 SMARTFORCE PLC ADR COM 83170A206 6,975.54 198,000 SH SOLE 4 198,000 SMARTFORCE PLC ADRS COM 83170A206 7,750.60 220,000 SH 2 220,000 SMARTFORCE PLC SPON ADR COM 83170A206 18,040.60 512,080 SH SOLE 3 512,080 0 0 SMARTFORCE PLC SPON ADR COM 83170A206 4,086.50 115,995 SH OTH 3 76,455 0 39,540 SMITH INTERNATIONAL INC COM 832110100 10,986.40 183,413 SH SOLE 3 182,113 0 1,300 SMITH INTERNATIONAL INC COM 832110100 68.30 1,140 SH OTH 3 1,140 0 0 SMITHFIELD FOODS INC. COM 832248108 8,610.30 213,654 SH SOLE 3 210,454 0 3,200 SMITHFIELD FOODS INC. COM 832248108 1,931.60 47,930 SH OTH 3 6,630 0 41,300 SMURFIT-STONE CONTAINER COM 832727101 1.60 100 SH SOLE 3 100 0 0 SNAP-ON INC COM 833034101 4.80 200 SH OTH 3 200 0 0 SNOWBALL.COM INC COM 83335R300 207.68 451,481 SH 2 451,481 SODEXHO MARIOTT SERVICES INC COM 833793102 37,100.80 1,158,675 SH SOLE 3 1,158,675 0 0 SOHU.COM INC COM 83408W103 205.82 131,936 SH 2 131,936 SOLA INTERNATIONAL INC COM 834092108 564.40 40,000 SH 2 40,000 SOLA INTERNATIONAL INC COM 834092108 16.90 1,200 SH SOLE 3 1,200 0 0 SOLECTRON CORP COM 834992109 1,256.44 68,658 SH SOLE 4 68,658 SOLECTRON CORP COM 834182107 1,209.60 66,100 SH SHD 1 66,100 0 0 SOLECTRON CORP COM 834182107 80,201.40 4,382,590 SH SOLE 3 4,024,990 0 350,400 SOLECTRON CORP COM 834182107 11,580.90 632,834 SH OTH 3 90,134 0 0 SOLECTRON CORP COM 834182107 1,238.73 67,690 SH 2 67,690 SOLECTRON CORP PUT 834182107 19.60 16,000 SH PUT 2 16,000 SOLECTRON CORP COM 834182107 1,252.40 68,437 SH 2 68,437 SOLUTIA INC COM 834376105 272.75 21,392 SH 2 21,392 SOLUTIA INC COM 834376105 84.80 6,650 SH SOLE 3 6,650 0 0 SOLUTIA INC COM 834376105 2.00 154 SH OTH 3 154 0 0 SOMERA COMMUNICATIONS COM 834458101 53.00 7,400 SH SOLE 3 7,400 0 0 SONERA CORP ADS COM 835433202 119.34 15,300 SH 2 15,300 SONIC AUTOMOTIVE INC CLASS A COM 83545G102 2,024.60 106,000 SH SOLE 3 106,000 0 0 SONIC AUTOMOTIVE INC CLASS A COM 83545G102 943.50 49,400 SH OTH 3 3,600 0 45,800 SONIC FOUNDRY INC COM 83545R108 1.10 700 SH SOLE 3 700 0 0 SONIC WALL INC. COM 835470105 2,784.10 110,437 SH SOLE 3 110,437 0 0 SONIC WALL INC. COM 835470105 1,031.10 40,900 SH OTH 3 3,300 0 37,600 SONICBLUE, INC. COM 83546Q109 205.60 62,300 SH SOLE 3 62,300 0 0 SONOCO PRODUCTS CO COM 835495102 8,489.20 341,207 SH SOLE 3 341,207 0 0 SONOCO PRODUCTS CO COM 835495102 114.10 4,586 SH OTH 3 4,586 0 0 SONUS NETWORKS INC COM 835916107 2,367.21 101,336 SH PUT 2 101,336 SONUS NETWORKS INC COM 835916107 19.60 837 SH SOLE 3 837 0 0 SONUS NETWORKS INC COM 835916107 2.30 100 SH OTH 3 100 0 0 SONY CORP AMER SHS NEW COM 835699307 0.00 200 SH SOLE 3 200 0 0 SONY CORP COM 835699307 444.41 6,754 SH 2 6,754 SONY CORP COM 835699307 2,667.01 40,532 SH 2 40,532 SORRENTO NETWORKS CORP COM 83586Q100 738.00 61,600 SH SOLE 3 61,600 0 0 SORRENTO NETWORKS CORP COM 83586Q100 1.20 100 SH OTH 3 100 0 0 SOTHEBYS HLDGS CL-A LTD VOTING COM 835898107 79.00 4,900 SH SOLE 3 4,900 0 0 SOUTH FINANCIAL GRP COM 837841105 430.50 22,800 SH SOLE 3 22,800 0 0 SOUTH JERSEY INDUSTRIES COM 838518108 421.10 13,520 SH SOLE 3 13,520 0 0 SOUTH JERSEY INDUSTRIES COM 838518108 2.60 85 SH OTH 3 85 0 0 SOUTHERN AFRICA FUND INC COM 842157109 155.78 13,909 SH 2 13,909 SOUTHERN UNION CO (NEW) COM 844030106 813.10 39,860 SH SOLE 3 39,860 0 0 SOUTHTRUST CORP COM 844730101 616.20 23,700 SH 2 23,700 SOUTHTRUST CORP COM 844730101 1,531.87 58,918 SH 2 58,918 SOUTHTRUST CORP COM 844730101 13,016.00 500,614 SH SOLE 3 500,614 0 0 SOUTHTRUST CORP COM 844730101 3,076.40 118,322 SH OTH 3 18,414 0 0 SOUTHWEST AIRLINES CO COM 844741108 226.23 12,235 SH 2 12,235 SOUTHWEST AIRLINES CO COM 844741108 296.41 16,031 SH 2 16,031 SOUTHWEST AIRLINES CO COM 844741108 36,833.90 1,992,100 SH SOLE 3 1,495,950 0 487,050 SOUTHWEST AIRLINES CO COM 844741108 559.40 30,256 SH OTH 3 30,256 0 0 SOUTHWEST BANCORP OF TEXAS COM 84476R109 646.49 21,400 SH 2 21,400 SOUTHWEST BANCORP OF TEXAS COM 84476R109 1,266.20 41,914 SH SOLE 3 41,914 0 0 SOUTHWEST BANCORP OF TEXAS COM 84476R109 7.90 260 SH OTH 3 260 0 0 SOUTHWEST GAS CORP COM 844895102 1,044.30 44,100 SH SOLE 3 44,100 0 0 SOUTHWEST GAS CORP COM 844895102 589.60 24,900 SH OTH 3 0 0 24,900 SOUTHWEST SECS GRP INC COM 845224104 671.70 32,451 SH SOLE 3 32,451 0 0 SOUTHWEST SECS GRP INC COM 845224104 502.60 24,280 SH OTH 3 100 0 24,180 SOUTHWESTERN ENERGY CO. COM 845467109 287.90 23,500 SH SOLE 3 23,500 0 0 SOVEREIGN BANCORP INC COM 845905108 14,542.50 1,118,656 SH SOLE 3 1,118,656 0 0 SOVEREIGN BANCORP INC COM 845905108 211.80 16,294 SH OTH 3 16,294 0 0 SOVRAN SELF STORAGE COM 84610H108 295.60 10,800 SH SOLE 3 10,800 0 0 SPARTAN STORES INC COM 846822104 350.10 21,800 SH SOLE 3 21,800 0 0 SPARTECH CORP (NEW) COM 847220209 236.70 9,800 SH SOLE 3 9,800 0 0 SPECIALTY LABORATORIES INC COM 84749R100 267.70 7,073 SH SOLE 3 7,073 0 0 SPECTRANETICS CORP COM 84760C107 127.50 50,000 SH 2 50,000 SPECTRASITE HOLDINGS INC COM 84760T100 1,990.91 274,987 SH 2 274,987 SPECTRASITE HOLDINGS INC COM 84760T100 8,513.50 1,175,902 SH SOLE 3 1,173,102 0 2,800 SPEECHWORKS INTL INC COM 84764M101 175.80 11,200 SH SOLE 3 11,200 0 0 SPHERION CORP COM 848420105 1,303.10 145,600 SH SOLE 3 145,600 0 0 SPHERION CORP COM 848420105 751.80 84,000 SH OTH 3 4,000 0 80,000 SPIEGEL INC CL-A NON VTG COM 848457107 2,846.80 294,400 SH SOLE 3 294,400 0 0 SPIEGEL INC CL-A NON VTG COM 848457107 89.00 9,200 SH OTH 3 9,200 0 0 SPIEKER PROPERTIES,INC. COM 848497103 9,101.31 151,815 SH 2 151,815 SPIEKER PROPERTIES,INC. COM 848497103 1,749.34 29,180 SH 2 29,180 SPIEKER PROPERTIES,INC. COM 848497103 17,277.10 288,191 SH SOLE 3 288,191 0 0 SPIEKER PROPERTIES,INC. COM 848497103 767.40 12,800 SH OTH 3 12,800 0 0 SPINNAKER EXPLORATION COMPANY COM 84855W109 797.20 20,000 SH 2 20,000 SPORTS RESORTS INTL INC COM 84918U108 19.60 1,600 SH SOLE 3 1,600 0 0 SPORTSLINE.COM INC COM 848934105 4.40 1,900 SH SOLE 3 1,900 0 0 SPRINGS INDUSTRIES INC. COM 851783100 11,905.60 269,969 SH SOLE 3 269,969 0 0 SPRINGS INDUSTRIES INC. COM 851783100 3,444.20 78,100 SH OTH 3 4,500 0 73,600 SPRINT CORP COM 852061100 4,975.85 232,952 SH 2 232,952 SPRINT CORP COM 852061100 3,843.45 179,937 SH 2 179,937 SPRINT CORP COM 852061100 13,077.23 612,230 SH SOLE 4 612,230 SPRINT CORP COM 852061100 10,318.20 483,061 SH SOLE 3 424,661 0 56,400 SPRINT CORP COM 852061100 361.40 16,920 SH OTH 3 16,920 0 0 SPRINT CORP (PCS GRP) COM 852061506 313.95 13,000 SH PUT 2 13,000 SPRINT CORP PCS GRP COM 852061506 156,723.90 6,489,602 SH SOLE 3 6,337,942 0 149,560 SPRINT CORP PCS GRP COM 852061506 9,557.30 395,747 SH OTH 3 97,188 0 26,350 SPS TECHNOLOGIES INC COM 784626103 1,283.50 27,079 SH SOLE 3 27,079 0 0 SPX CORP COM 784635104 438.10 3,500 SH SHD 1 3,500 0 0 SPX CORP COM 784635104 28,204.40 225,311 SH SOLE 3 222,011 0 3,000 SPX CORP COM 784635104 2,739.20 21,882 SH OTH 3 5,982 0 14,700 SRI/SURGICAL EXPRESS INC COM 78464W104 185.50 6,100 SH SOLE 3 6,100 0 0 ST JUDE MEDICAL INC COM 790849103 14,507.10 241,785 SH SOLE 3 239,985 0 1,800 ST JUDE MEDICAL INC COM 790849103 2,922.00 48,700 SH OTH 3 200 0 0 ST. JOE COMPANY COM 790148100 672.20 25,000 SH SOLE 3 25,000 0 0 ST. JOE COMPANY COM 790148100 2.70 100 SH OTH 3 100 0 0 ST. MARY LAND & EXPL CO. COM 792228108 3,924.48 168,000 SH 2 168,000 ST. MARY LAND & EXPL CO. COM 792228108 738.20 31,600 SH SOLE 3 31,600 0 0 ST.PAUL COMPANIES INC COM 792860108 563.70 11,120 SH SOLE 3 6,020 0 5,100 ST.PAUL COMPANIES INC COM 792860108 39.20 774 SH OTH 3 774 0 0 STAFF LEASING INC COM 852381102 189.80 49,815 SH 2 49,815 STAFF LEASING INC COM 852381102 901.10 236,507 SH SOLE 3 236,507 0 0 STAMPS.COM INC COM 852857101 289.97 77,324 SH 2 77,324 STAMPS.COM INC COM 852857101 97.50 26,000 SH SOLE 3 26,000 0 0 STAMPS.COM INC COM 852857101 4.50 1,200 SH OTH 3 1,200 0 0 STANCORP FINANCIAL GRP COM 852891100 3,775.10 79,660 SH SOLE 3 79,660 0 0 STANCORP FINANCIAL GRP COM 852891100 109.00 2,300 SH OTH 3 2,300 0 0 STANDARD & POORS 500 DEPOSITARY RECEIPTSCOM 78462F103 13,623.90 111,125 SH SOLE 3 110,625 0 500 STANDARD & POORS 500 DEPOSITARY RECEIPTSCOM 78462F103 85.80 700 SH OTH 3 700 0 0 STANDARD & POORS 500 DEP RCPTS COM 78462F103 65,428.56 533,675 SH SOLE 4 533,675 STANDARD COMMERCIAL CORP COM 853258101 30.70 1,800 SH SOLE 3 1,800 0 0 STANDARD MICROSYSTEMS COM 853626109 809.10 45,200 SH SOLE 3 45,200 0 0 STANDARD PACIFIC CORP NEW COM 85375C101 2,697.00 116,500 SH SOLE 3 116,500 0 0 STANDARD PACIFIC CORP NEW COM 85375C101 88.00 3,800 SH OTH 3 3,800 0 0 STANDARD REGISTER CO COM 853887107 893.50 48,300 SH SOLE 3 48,300 0 0 STANDARD REGISTER CO COM 853887107 87.00 4,700 SH OTH 3 4,700 0 0 STANDEX INTERNATL CORP COM 854231107 4,956.40 210,015 SH SOLE 3 210,015 0 0 STANDEX INTERNATL CORP COM 854231107 56.60 2,400 SH OTH 3 2,400 0 0 STANFORD MICRODEVICES INC COM 854399102 204.88 12,123 SH 2 12,123 STANLEY WORKS COM 854616109 502.56 12,000 SH 2 12,000 STANLEY WORKS COM 854616109 402.00 9,600 SH SHD 1 9,600 0 0 STANLEY WORKS COM 854616109 19,290.70 460,618 SH SOLE 3 455,918 0 4,700 STANLEY WORKS COM 854616109 2,019.00 48,210 SH OTH 3 9,810 0 38,400 STAPLES, INC. COM 855030102 566.85 35,450 SH 2 35,450 STAPLES, INC. COM 855030102 1,840.77 115,120 SH 2 115,120 STAPLES, INC. COM 855030102 3,650.50 228,300 SH SOLE 3 221,100 0 7,200 STAPLES, INC. COM 855030102 8.60 536 SH OTH 3 536 0 0 STARBASE CORP (NEW) COM 854910205 146.00 40,000 SH SOLE 3 40,000 0 0 STARBUCKS CORP. COM 855244109 2,790.82 121,340 SH 2 121,340 STARBUCKS CORP. COM 855244109 2,962.58 128,808 SH 2 128,808 STARBUCKS CORP. COM 855244109 6,631.60 288,330 SH SOLE 3 288,330 0 0 STARBUCKS CORP. COM 855244109 2,023.50 87,980 SH OTH 3 900 0 0 STARMEDIA NETWORK INC COM 855546107 122.50 65,844 SH SOLE 3 65,844 0 0 STARMEDIA NETWORK, INC. COM 855546107 564.45 303,467 SH 2 303,467 STARTEK INC COM 85569C107 791.00 35,000 SH 2 35,000 STARTEK INC COM 85569C107 67.80 3,000 SH SOLE 3 3,000 0 0 STARWOOD HOTELS & RESORTS COM 85590A203 411.72 11,044 SH 2 11,044 STARWOOD HOTELS & RESORTS COM 85590A203 5,741.23 154,003 SH 2 154,003 STARWOOD HOTELS & RESORTS COM 85590A203 179,747.00 4,821,541 SH SOLE 3 4,753,361 0 68,180 STARWOOD HOTELS & RESORTS COM 85590A203 7,250.60 194,491 SH OTH 3 129,508 0 54,300 STATE AUTO FINANCIAL CORP COM 855707105 22.90 1,400 SH SOLE 3 1,400 0 0 STATE BANK OF INDIA-GDR COM 856552203 186.50 16,800 SH SOLE 3 16,800 0 0 STATE STREET CORP COM 857477103 304,286.20 6,148,438 SH SOLE 3 6,019,398 0 129,040 STATE STREET CORP COM 857477103 15,286.20 308,874 SH OTH 3 131,570 0 52,400 STATE STREET CORP (NEW) COM 857477103 895.27 18,090 SH 2 18,090 STATE STREET CORP (NEW) COM 857477103 1,092.54 22,076 SH 2 22,076 STATEN ISLAND BANCORP INC COM 857550107 2,963.20 106,400 SH SOLE 3 106,400 0 0 STATEN ISLAND BANCORP INC COM 857550107 75.20 2,700 SH OTH 3 2,700 0 0 STATION CASINOS INC COM 857689103 18,860.40 1,178,772 SH SOLE 3 1,178,772 0 0 STATION CASINOS INC COM 857689103 50.80 3,173 SH OTH 3 3,173 0 0 STEEL DYNAMICS INC COM 858119100 2,090.09 167,207 SH 2 167,207 STEELCASE INC CL-A COM 858155203 5,456.40 456,602 SH SOLE 3 456,602 0 0 STEELCASE INC CL-A COM 858155203 1,432.80 119,900 SH OTH 3 100 0 119,800 STEIN MART INC COM 858375108 106.50 10,300 SH SOLE 3 10,300 0 0 STEIN MART INC COM 858375108 13.40 1,300 SH OTH 3 1,300 0 0 STEINWAY MUSICAL INSTRUMENTS COM 858495104 582.45 33,000 SH 2 33,000 STEINWAY MUSICAL INSTRUMENTS COM 858495104 308.88 17,500 SH 2 17,500 STEMCELLS INC COM 85857R105 526.30 111,504 SH 2 111,504 STERICYCLE INC COM 858912108 129.80 2,764 SH SOLE 3 2,764 0 0 STERIS CORP COM 859152100 971.20 48,437 SH SOLE 3 48,437 0 0 STERIS CORP COM 859152100 637.60 31,800 SH OTH 3 0 0 31,800 STERLING BANCORP COM 859158107 18.40 600 SH SOLE 3 600 0 0 STERLING BANCSHARES INC COM 858907108 970.50 50,600 SH SOLE 3 50,600 0 0 STERLING BANCSHARES INC COM 858907108 44.10 2,300 SH OTH 3 2,300 0 0 STERLING FINANCIAL CORP COM 859317109 18.50 800 SH SOLE 3 800 0 0 STEVEN MADDEN LTD COM 556269108 84.00 4,600 SH SOLE 3 4,600 0 0 STEWART & STEVENSON SVCS COM 860342104 2,410.80 73,055 SH SOLE 3 73,055 0 0 STEWART & STEVENSON SVCS COM 860342104 524.70 15,900 SH OTH 3 3,600 0 12,300 STEWART ENTERPRISES INC COM 860370105 1,697.25 232,500 SH 2 232,500 STEWART ENTERPRISES INC COM 860370105 343.19 47,012 SH 2 47,012 STEWART ENTERPRISES INC COM 860370105 112.40 15,400 SH SOLE 3 15,400 0 0 STEWART INFORMATION SVCS CORP COM 860372101 1,492.90 76,600 SH SOLE 3 76,600 0 0 STEWART INFORMATION SVCS CORP COM 860372101 103.30 5,300 SH OTH 3 5,300 0 0 STHN PAC PETE ADR (NEW) COM 843581307 23.50 25,000 SH 2 25,000 STILLWATER MINING COMPANY COM 86074Q102 2.90 100 SH OTH 3 100 0 0 STILLWELL FINANCIAL INC COM 860831106 2,963.30 88,299 SH SOLE 3 88,299 0 0 STILLWELL FINANCIAL INC COM 860831106 533.10 15,886 SH OTH 3 15,886 0 0 STILWELL FINL INC COM 860831106 5,369.60 160,000 SH 2 160,000 STIRLING COOKE BROWN HOLDINGS COM G84951105 3,785.77 1,892,887 SH 2 1,892,887 STMICROELECTRONICS NV COM 861012102 203.52 6,077 SH 2 6,077 STND MOTOR PROD INC CL-A COM 853666105 181.35 13,635 SH 2 13,635 STONE ENERGY CORP COM 861642106 13.20 298 SH SOLE 3 298 0 0 STONE ENERGY CORP COM 861642106 5.30 120 SH OTH 3 120 0 0 STONEPATH GRP INC COM 9EQ00DSS4 1,043.31 834,644 SH SOLE 4 834,644 STONERIDGE INC. COM 86183P102 123.60 11,500 SH SOLE 3 11,500 0 0 STORAGE TECHNOLOGY CORP COM 862111200 755.60 54,912 SH SOLE 3 54,912 0 0 STORAGE TECHNOLOGY CORP COM 862111200 6.60 480 SH OTH 3 480 0 0 STORAGE USA INC COM 861907103 8,297.24 230,479 SH 2 230,479 STORAGE USA INC COM 861907103 1,063.80 29,550 SH 2 29,550 STORAGE USA INC COM 861907103 7,913.30 219,813 SH SOLE 3 219,813 0 0 STORAGE USA INC COM 861907103 126.80 3,521 SH OTH 3 3,521 0 0 STORAGENETWORKS INC. COM 86211E103 1,208.58 71,135 SH 2 71,135 STORAGENETWORKS INC. COM 86211E103 2,419.82 142,426 SH 2 142,426 STRATEGIC PARTNERS LP COM 009000120 0.00 3,000,000 SH OTH 3 0 0 0 STRATOS LIGHTWARE INC. COM 863100103 403.70 31,056 SH SOLE 3 31,056 0 0 STRIDE RITE CORP COM 863314100 2,409.16 283,430 SH 2 283,430 STRUCTURAL DYNAMICS RESEARCH COM 863555108 12.20 500 SH SOLE 3 500 0 0 STRUM RUGER & CO INC COM 864159108 65.70 6,700 SH SOLE 3 6,700 0 0 STRYKER CORP COM 863667101 813.15 14,825 SH PUT 2 14,825 STRYKER CORP COM 863667101 362.45 6,608 SH PUT 2 6,608 STRYKER CORP COM 863667101 611.58 11,150 SH SOLE 4 11,150 STRYKER CORP COM 863667101 32,107.10 585,361 SH SOLE 3 503,161 0 82,200 STRYKER CORP COM 863667101 6,488.00 118,286 SH OTH 3 9,186 0 0 STUDENT LOAN CORP COM 863902102 145.40 2,084 SH SOLE 3 2,084 0 0 SUBURBAN PROPANE PARTNERS, LP COM 864482104 47,609.02 1,831,116 SH 2 1,831,116 SUBURBAN PROPANE PARTNERS, LP COM 864482104 22,380.20 860,777 SH 2 860,777 SUFFOLK BANCORP COM 864739107 9.00 200 SH SOLE 3 200 0 0 SUIZA FOODS CORP COM 865077101 4,026.84 75,835 SH 2 75,835 SUIZA FOODS CORP COM 865077101 1,725.75 32,500 SH 2 32,500 SUIZA FOODS CORP. COM 865077101 3,339.30 62,887 SH SOLE 3 62,887 0 0 SUIZA FOODS CORP. COM 865077101 2,027.40 38,180 SH OTH 3 1,880 0 14,000 SUMMIT PROPERTIES INC COM 866239106 313.91 11,700 SH 2 11,700 SUMMIT PROPERTIES INC COM 866239106 2,090.10 77,900 SH SOLE 3 77,900 0 0 SUMMIT PROPERTIES INC COM 866239106 131.50 4,900 SH OTH 3 4,900 0 0 SUN COMMUNITIES INC COM 866674104 14,186.00 401,300 SH SOLE 3 401,300 0 0 SUN INTL HOTELS LTD (ORD) COM P8797T133 270.00 10,000 SH 2 10,000 SUN INTL HOTELS LTD (ORD) COM P8797T133 766.83 28,401 SH 2 28,401 SUN LIFE FINL SVCS CDA INC COM 866796105 700.25 29,484 SH 2 29,484 SUN LIFE FINL SVCS CDA INC COM 866796105 818.05 34,444 SH 2 34,444 SUN MICROSYSTEMS,INC COM 866810104 48,189.55 3,065,493 SH 2 3,065,493 SUN MICROSYSTEMS,INC CLL 866810104 36.00 10,000 SH CLL 2 10,000 SUN MICROSYSTEMS,INC COM 866810104 65,030.12 4,136,776 SH 2 4,136,776 SUN MICROSYSTEMS,INC CLL 866810104 66.50 10,000 SH CLL 2 10,000 SUN MICROSYSTEMS,INC CLL 866810104 70.00 40,000 SH CLL 2 40,000 SUN MICROSYSTEMS,INC COM 866810104 4,914.50 312,627 SH SOLE 4 312,627 SUN MICROSYSTEMS,INC COM 866810104 1,251.30 79,600 SH SHD 1 79,600 0 0 SUN MICROSYSTEMS,INC COM 866810104 324,491.80 20,641,972 SH SOLE 3 19,649,702 0 976,270 SUN MICROSYSTEMS,INC COM 866810104 18,791.70 1,195,400 SH OTH 3 116,100 0 19,500 SUNBEAM CORP COM 867071102 4.70 73,885 SH SOLE 3 73,885 0 0 SUNGARD DATA SYSTEMS,INC COM 867363103 762.01 25,392 SH 2 25,392 SUNGARD DATA SYSTEMS,INC COM 867363103 33,109.37 1,103,278 SH 2 1,103,278 SUNGARD DATA SYSTEMS,INC COM 867363103 41,241.20 1,374,250 SH SOLE 3 1,306,550 0 67,700 SUNGARD DATA SYSTEMS,INC COM 867363103 1,193.30 39,764 SH OTH 3 5,764 0 34,000 SUNOCO INC. COM 86764P109 919.40 25,100 SH SHD 1 25,100 0 0 SUNOCO INC. COM 86764P109 36,553.60 997,914 SH SOLE 3 975,714 0 22,200 SUNOCO INC. COM 86764P109 14,183.10 387,200 SH OTH 3 34,900 0 133,300 SUNPLUS TECHNOLOGY CO REGS GDR COM 86764M205 103.10 12,200 SH SOLE 3 12,200 0 0 SUNPLUS TECHNOLOGY CO REGS GDR COM 86764M205 1,910.50 226,100 SH OTH 3 0 0 0 SUNQUEST INFORMATION SYSTEMS COM 867654105 19.00 800 SH SOLE 3 800 0 0 SUNRISE ASSISTED LIVING INC COM 86768K106 13.10 500 SH SOLE 3 500 0 0 SUNRISE TECHNOLOGIES INTL INC COM 86769L103 249.70 203,000 SH SOLE 3 203,000 0 0 SUNRISE TELECOM INC COM 86769Y105 22.00 3,700 SH SOLE 3 3,700 0 0 SUNTERRA CORP. COM 86787D109 121.30 722,000 SH SOLE 3 722,000 0 0 SUNTRUST BANKS INC $1.00 PAR COM 867914103 254.97 3,936 SH 2 3,936 SUNTRUST BANKS INC $1.00 PAR COM 867914103 5,811.80 89,716 SH 2 89,716 SUNTRUST BANKS INC $1.00 PAR COM 867914103 991.10 15,300 SH SHD 1 15,300 0 0 SUNTRUST BANKS INC $1.00 PAR COM 867914103 61,815.90 954,244 SH SOLE 3 925,044 0 29,200 SUNTRUST BANKS INC $1.00 PAR COM 867914103 17,059.90 263,352 SH OTH 3 54,652 0 0 SUPERCONDUCTOR TECHNOLOGIES COM 867931107 60.06 10,010 SH 2 10,010 SUPERGEN INC COM 868059106 220.95 15,000 SH 2 15,000 SUPERGEN INC COM 868059106 385.90 26,200 SH SOLE 3 26,200 0 0 SUPERGEN INC COM 868059106 5.30 360 SH OTH 3 360 0 0 SUPERIOR ENERGY SERVICES INC COM 868157108 60.00 7,600 SH SOLE 3 7,600 0 0 SUPERIOR INDUSTRIES INTL COM 868168105 1,540.60 40,224 SH SOLE 3 40,224 0 0 SUPERTEX INC COM 868532102 69.10 5,600 SH SOLE 3 5,600 0 0 SUPERVALU INC COM 868536103 86.00 4,900 SH SHD 1 4,900 0 0 SUPERVALU INC COM 868536103 22,729.70 1,295,137 SH SOLE 3 1,295,137 0 0 SUPERVALU INC COM 868536103 4,234.40 241,278 SH OTH 3 19,478 0 0 SUPPORT.COM INC COM 868587106 64.62 10,019 SH 2 10,019 SUREBEAM CORP COM 86866R102 94.20 5,500 SH SOLE 3 5,500 0 0 SUSQUEHANNA BANCSHARES COM 869099101 5,182.70 254,680 SH SOLE 3 254,680 0 0 SUSQUEHANNA BANCSHARES COM 869099101 72.40 3,559 SH OTH 3 3,559 0 0 SVI SOLUTIONS, INC. COM 784872301 1.70 1,900 SH SOLE 3 1,900 0 0 SWIFT ENERGY COMPANY COM 870738101 11,250.00 373,382 SH SOLE 3 373,382 0 0 SWIFT ENERGY COMPANY COM 870738101 168.90 5,605 SH OTH 3 5,605 0 0 SWIFT TRANSPORTATION COM 870756103 1.90 100 SH SOLE 3 100 0 0 SWISS RE AMERICA HLDNG CORP 6/10/04 2.25CNV 784990CB7 1,776.00 1,850,000 SH SOLE 4 1,850,000 SYBASE INC COM 871130100 2,881.56 175,171 SH 2 175,171 SYBASE INC COM 871130100 437.24 26,580 SH SOLE 4 26,580 SYBASE INC COM 871130100 2,411.70 146,607 SH SOLE 3 135,407 0 8,700 SYBASE INC COM 871130100 2,870.50 174,500 SH OTH 3 0 0 87,600 SYBRON DENTAL SPECIALTIES, INC. COM 871142105 442.10 21,575 SH SOLE 3 21,575 0 0 SYBRON DENTAL SPECIALTIES, INC. COM 871142105 0.00 0 SH OTH 3 0 0 0 SYCAMORE NETWORKS COM 871206108 269.30 28,900 SH SOLE 3 28,900 0 0 SYCAMORE NETWORKS INC COM 871206108 1,581.32 169,669 SH 2 169,669 SYLVAN LEARNING SYS INC COM 871399101 5,281.80 217,359 SH SOLE 3 217,359 0 0 SYMANTEC CORP COM 871503108 411.73 9,424 SH PUT 2 9,424 SYMANTEC CORP COM 871503108 318.90 7,300 SH SHD 1 7,300 0 0 SYMANTEC CORP COM 871503108 33,023.40 755,857 SH SOLE 3 729,907 0 24,850 SYMANTEC CORP COM 871503108 1,974.80 45,200 SH OTH 3 1,100 0 16,700 SYMBOL TECHNOLOGIES COM 871508107 10,422.20 469,468 SH SOLE 3 467,568 0 1,900 SYMBOL TECHNOLOGIES COM 871508107 744.30 33,525 SH OTH 3 1,950 0 31,575 SYMMETRICOM INC COM 871543104 436.30 29,800 SH SOLE 3 29,800 0 0 SYMMETRICOM INC COM 871543104 35.10 2,400 SH OTH 3 2,400 0 0 SYMYX TECHNOLOGIES INC COM 87155S108 667.60 27,600 SH SOLE 3 27,600 0 0 SYMYX TECHNOLOGIES INC COM 87155S108 33.90 1,400 SH OTH 3 1,400 0 0 SYNAVANT INC COM 87157A105 76.61 10,775 SH 2 10,775 SYNAVANT INC. COM 87157A105 1.40 190 SH SOLE 3 190 0 0 SYNCOR INTERNATIONAL CORP(NEW) COM 87157J106 1,970.50 63,566 SH SOLE 3 63,566 0 0 SYNCOR INTERNATIONAL CORP(NEW) COM 87157J106 527.00 17,000 SH OTH 3 1,600 0 15,400 SYNOPSYS INC COM 871607107 483.90 10,000 SH 2 10,000 SYNOPSYS INC COM 871607107 275.80 5,700 SH SHD 1 5,700 0 0 SYNOPSYS INC COM 871607107 26,407.80 545,729 SH SOLE 3 518,729 0 27,000 SYNOPSYS INC COM 871607107 4,176.10 86,300 SH OTH 3 6,200 0 27,600 SYNOVUS FINANCIAL CORP COM 87161C105 2,475.40 78,884 SH SOLE 3 15,284 0 63,600 SYNOVUS FINANCIAL CORP COM 87161C105 743.20 23,685 SH OTH 3 2,408 0 0 SYNOVUS FINANCIAL CORP COM 87161C105 539.33 17,187 SH 2 17,187 SYNPLICITY INC COM 87160Y108 93.10 9,300 SH SOLE 3 9,300 0 0 SYNTROLEUM CORP COM 871630109 99.99 11,000 SH 2 11,000 SYNTROLEUM CORP COM 871630109 2.70 300 SH SOLE 3 300 0 0 SYSCO CORP COM 871829107 1,262.53 46,502 SH 2 46,502 SYSCO CORP COM 871829107 8,132.95 299,556 SH 2 299,556 SYSCO CORP COM 871829107 1,362.90 50,200 SH SHD 1 50,200 0 0 SYSCO CORP COM 871829107 254,797.50 9,384,806 SH SOLE 3 8,854,506 0 528,500 SYSCO CORP COM 871829107 27,501.30 1,012,938 SH OTH 3 138,838 0 0 SYSTEMAX INC COM 871851101 60.75 25,000 SH 2 25,000 SYSTEMS & COMPUTER TECH COM 871873105 46.20 5,100 SH SOLE 3 5,100 0 0 T ROWE PRICE GRP, INC. COM 74144T108 25.10 672 SH SOLE 3 672 0 0 T ROWE PRICE GRP, INC. COM 74144T108 60.80 1,626 SH OTH 3 1,626 0 0 TAIWAN SEMICONDUCTOR MFG(ADS) COM 874039100 1,157.46 76,199 SH 2 76,199 TAIWAN SEMICONDUCTOR MFG(ADS) COM 874039100 11,767.53 774,689 SH 2 774,689 TAIWAN SEMICONDUCTOR-SP ADR COM 874039100 548.40 36,100 SH OTH 3 36,100 0 0 TAKE TWO INTERACTIVE SOFTWARE COM 874054109 582.50 31,400 SH SOLE 3 31,400 0 0 TALBOTS, INC. COM 874161102 29,715.00 679,200 SH SOLE 3 593,500 0 85,700 TALBOTS, INC. COM 874161102 507.50 11,600 SH OTH 3 200 0 11,400 TALCON LP UNITS COM 009876547 0.00 5,500 SH OTH 3 0 0 0 TALK AMERICA HOLDINGS, INC. COM 87426R103 659.70 701,800 SH SOLE 3 701,800 0 0 TALX CORP COM 874918105 111.00 3,000 SH SOLE 3 3,000 0 0 TANDEM COMPUTERS - ESCROW SHARES COM 009871508 0.00 2,424 SH OTH 3 0 0 0 TANGER FACTORY OUTLET CTR COM 875465106 117.30 5,100 SH SOLE 3 5,100 0 0 TANGER FACTORY OUTLET CTR COM 875465106 2.30 98 SH OTH 3 98 0 0 TANOX INC COM 87588Q109 407.00 12,900 SH SOLE 3 12,900 0 0 TANOX INC COM 87588Q109 23.70 750 SH OTH 3 750 0 0 TARANTELLA INC COM 876090101 607.05 355,000 SH 2 355,000 TARANTELLA INC COM 876090101 213.75 125,000 SH 2 125,000 TARGET CORP COM 87612E106 6,120.98 176,907 SH 2 176,907 TARGET CORP COM 87612E106 6,901.97 199,479 SH 2 199,479 TARGET CORP COM 87612E106 1,179.90 34,100 SH SHD 1 34,100 0 0 TARGET CORP COM 87612E106 102,829.00 2,971,936 SH SOLE 3 2,919,036 0 52,900 TARGET CORP COM 87612E106 20,232.10 584,744 SH OTH 3 57,944 0 0 TARO PHARMACEUTICALS INDUS COM M8737E108 481.60 5,500 SH SOLE 3 5,500 0 0 TARO PHARMACEUTICALS INDUS COM M8737E108 3,511.20 40,100 SH OTH 3 600 0 0 TATA POWER COMPANY ELN 12 APR 02 COM 009000980 40.00 14,500 SH SOLE 3 14,500 0 0 TAUBMAN CENTERS INC COM 876664103 1,185.80 84,700 SH 2 84,700 TAUBMAN CENTERS INC COM 876664103 140.00 10,000 SH 2 10,000 TAUBMAN CENTERS INC COM 876664103 1,280.30 91,450 SH SOLE 3 91,450 0 0 TAUBMAN CENTERS INC COM 876664103 65.80 4,700 SH OTH 3 4,700 0 0 TBA ENTERTAINMENT CORP INC COM 872173109 95.88 25,000 SH 2 25,000 TC PIPELINES, L.P. COM 87233Q108 31,035.63 1,349,375 SH 2 1,349,375 TC PIPELINES, L.P. COM 87233Q108 21,984.30 955,839 SH 2 955,839 TCF FINANCIAL CORP COM 872275102 1,595.43 34,451 SH 2 34,451 TCF FINANCIAL CORP COM 872275102 4,964.80 107,207 SH SOLE 3 102,107 0 5,100 TCF FINANCIAL CORP COM 872275102 2,281.00 49,256 SH OTH 3 3,956 0 45,300 TD WATERHOUSE GRP INC COM 872362108 4.40 400 SH SOLE 3 400 0 0 TECH DATA CORP COM 878237106 17,381.80 521,038 SH SOLE 3 511,338 0 7,900 TECH DATA CORP COM 878237106 3,703.00 111,002 SH OTH 3 3,502 0 27,400 TECHNE CORP COM 878377100 668.40 20,566 SH SOLE 3 20,566 0 0 TECHNE CORP COM 878377100 1,105.00 34,000 SH OTH 3 0 0 34,000 TECO ENERGY INC. COM 872375100 521.50 17,100 SH SOLE 3 17,100 0 0 TECUMSEH PRODUCTS CO CL-A COM 878895200 3,608.60 72,901 SH SOLE 3 72,901 0 0 TECUMSEH PRODUCTS CO CL-A COM 878895200 4,158.00 84,000 SH OTH 3 0 0 84,000 TEEKAY SHIPPING CORP COM Y8564W103 2,020.00 50,476 SH SOLE 3 50,476 0 0 TEEKAY SHIPPING CORP COM Y8564W103 29.90 746 SH OTH 3 746 0 0 TEEKAY SHIPPING MARSHALL ISLND COM Y8564W103 240.12 6,000 SH 2 6,000 TEJON RANCH CO COM 879080109 10.90 400 SH SOLE 3 400 0 0 TEKELEC COM 879101103 394.30 14,549 SH SOLE 3 14,549 0 0 TEKELEC COM 879101103 724.10 26,720 SH OTH 3 1,220 0 25,500 TEKTRONIX INC. COM 879131100 11,838.60 436,045 SH SOLE 3 377,145 0 58,900 TEKTRONIX INC. COM 879131100 4,134.90 152,300 SH OTH 3 800 0 42,900 TELAXIS COMMUNICATIONS CORP COM 879202109 6.60 10,500 SH SOLE 3 10,500 0 0 TELE1 EUROPE HOLDINGS ADR COM 87944T200 36.30 17,612 SH OTH 3 0 0 17,612 TELECOMUNICACOES BRASILEIRAS COM 879287308 352.03 7,530 SH 2 7,530 TELECORP PCS INC COM 879300101 165.30 8,534 SH SOLE 3 8,534 0 0 TELECORP PCS INC COM 879300101 372.70 19,240 SH OTH 3 240 0 19,000 TELECORP PCS INC NEW COM 879300101 297.83 15,376 SH 2 15,376 TELEDYNE TECHNOLOGIES INC COM 879360105 647.80 42,619 SH SOLE 3 42,619 0 0 TELEFLEX INC. COM 879369106 143.10 3,253 SH SOLE 3 3,253 0 0 TELEFLEX INC. COM 879369106 1,043.70 23,720 SH OTH 3 320 0 23,400 TELEFONICA S.A. ADR COM 879382208 767.26 20,603 SH 2 20,603 TELEFONICA S.A. ADR COM 879382208 712.96 19,145 SH 2 19,145 TELEFONOS DE MEXICO SA COM 879403780 1,066.98 30,407 SH 2 30,407 TELEFONOS DE MEXICO SA COM 879403780 714.05 20,349 SH 2 20,349 TELEFONOS DE MEXICO SA SP ADR COM 879403780 10,419.20 296,928 SH SOLE 3 296,928 0 0 TELEFONOS DE MEXICO SA SP ADR COM 879403780 63,392.90 1,806,580 SH OTH 3 0 0 0 TELEFONOS MEXICO CONV DEB CNV 879403AD5 640.94 500,000 SH 2 500,000 TELENORTE LESTE ADR COM 879246106 1,727.00 113,172 SH SOLE 3 113,172 0 0 TELENORTE LESTE ADR COM 879246106 11,503.70 753,844 SH OTH 3 0 0 0 TELEPHONE & DATA SYS INC COM 879433100 332.23 3,055 SH 2 3,055 TELEPHONE & DATA SYS INC COM 879433100 1,413.80 13,000 SH SHD 1 13,000 0 0 TELEPHONE & DATA SYS INC COM 879433100 67,791.20 623,367 SH SOLE 3 582,167 0 41,200 TELEPHONE & DATA SYS INC COM 879433100 9,894.60 90,985 SH OTH 3 10,585 0 0 TELETECH HOLDINGS INC COM 879939106 1,459.10 162,300 SH SOLE 3 162,300 0 0 TELETECH HOLDINGS INC COM 879939106 349.70 38,900 SH OTH 3 3,700 0 35,200 TELLABS INC. COM 879664100 6,036.17 311,464 SH PUT 2 311,464 TELLABS INC. COM 879664100 6,893.70 355,712 SH PUT 2 355,712 TELLABS INC. COM 879664100 639.50 33,000 SH SHD 1 33,000 0 0 TELLABS INC. COM 879664100 27,025.20 1,394,489 SH SOLE 3 1,352,289 0 42,200 TELLABS INC. COM 879664100 5,980.70 308,600 SH OTH 3 22,100 0 0 TELLIUM INC COM 87967E107 29.10 1,600 SH SOLE 3 1,600 0 0 TELMOS - PREFERENCE D COM 009154447 0.00 172,662 SH OTH 3 0 0 0 TEMPLE INLAND INC COM 879868107 393.10 7,377 SH SOLE 3 7,377 0 0 TEMPLE INLAND INC COM 879868107 16.00 300 SH OTH 3 300 0 0 TENET HEALTHCARE CORP COM 88033G100 29,818.00 577,980 SH SOLE 3 574,680 0 3,300 TENET HEALTHCARE CORP COM 88033G100 267.00 5,176 SH OTH 3 5,176 0 0 TENET HEALTHCARE CORP COM 88033G100 207.74 4,026 SH 2 4,026 TENFOLD CORP COM 88033A103 88.30 205,400 SH SOLE 3 205,400 0 0 TENNANT CO COM 880345103 202.90 5,073 SH SOLE 3 5,073 0 0 TENNECO AUTOMOTIVE INC COM 880349105 35.90 11,000 SH SOLE 3 11,000 0 0 TEPPCO PARTNERS L.P. COM 872384102 65,233.54 2,222,608 SH 2 2,222,608 TEPPCO PARTNERS L.P. COM 872384102 30,416.40 1,036,334 SH 2 1,036,334 TERADYNE INC COM 880770102 1,235.50 35,300 SH 2 35,300 TERADYNE INC COM 880770102 11,640.69 332,591 SH 2 332,591 TERADYNE INC COM 880770102 6,044.50 172,700 SH SOLE 4 172,700 TERADYNE INC COM 880770102 239.80 6,850 SH SOLE 3 6,850 0 0 TERADYNE INC COM 880770102 33.40 954 SH OTH 3 954 0 0 TERAFORCE TECHNOLOGY CORP COM 88077T109 14.06 37,000 SH 2 37,000 TERAGLOBAL COMMUNICATIONS CO COM 880771100 6.50 13,000 SH 2 13,000 TERAYON COMMUNICATION COM 880775101 160.10 26,160 SH 2 26,160 TERAYON COMMUNICATIONS SYSTEMS COM 880775101 666.50 108,902 SH SOLE 3 108,902 0 0 TERAYON COMMUNICATIONS SYSTEMS COM 880775101 49.60 8,100 SH OTH 3 8,100 0 0 TEREX CORP (NEW) COM 880779103 1,668.50 78,701 SH SOLE 3 78,701 0 0 TEREX CORP (NEW) COM 880779103 84.80 4,000 SH OTH 3 4,000 0 0 TERRA INDUSTRIES INC COM 880915103 31.20 8,000 SH SOLE 3 8,000 0 0 TERRA NETWORKS, S.A. ADR COM 88100W103 0.00 1 SH SOLE 3 1 0 0 TERREMARK WORLDWIDE, INC COM 881448104 30.60 20,000 SH 2 20,000 TERREMARK WORLDWIDE, INC COM 881448104 49.73 32,500 SH 2 32,500 TESORO PETROLEUM CO COM 881609101 4,422.70 351,006 SH SOLE 3 351,006 0 0 TESORO PETROLEUM CO COM 881609101 831.10 65,960 SH OTH 3 13,160 0 52,800 TETRA TECH INC (NEW) COM 88162G103 1,505.30 55,341 SH SOLE 3 55,341 0 0 TETRA TECH INC (NEW) COM 88162G103 68.00 2,500 SH OTH 3 2,500 0 0 TETRA TECHNOLOGIES INC (DEL) COM 88162F105 6,187.30 253,058 SH SOLE 3 253,058 0 0 TETRA TECHNOLOGIES INC (DEL) COM 88162F105 83.40 3,412 SH OTH 3 3,412 0 0 TEVA PHARMACEUTICAL IND LTD ADR COM 881624209 2,687.00 43,130 SH SOLE 3 43,130 0 0 TEVA PHARMACEUTICAL IND LTD ADR COM 881624209 14,741.40 236,620 SH OTH 3 1,600 0 0 TEXACO INC COM 881694103 6,509.55 97,653 SH 2 97,653 TEXACO INC COM 881694103 13,798.02 206,991 SH 2 206,991 TEXACO INC COM 881694103 965.70 14,500 SH SHD 1 14,500 0 0 TEXACO INC COM 881694103 82,500.70 1,238,730 SH SOLE 3 1,125,148 0 111,300 TEXACO INC COM 881694103 15,242.50 228,685 SH OTH 3 27,585 0 0 TEXAS BIOTECHNOLOGY CORP COM 88221T104 283.20 33,800 SH SOLE 3 33,800 0 0 TEXAS INDUSTRIES INC COM 882491103 189.00 5,496 SH SOLE 3 5,496 0 0 TEXAS INSTRUMENTS INC. COM 882508104 6,621.13 207,559 SH 2 207,559 TEXAS INSTRUMENTS INC. COM 882508104 16,191.77 507,579 SH 2 507,579 TEXAS INSTRUMENTS INC. CLL 882508104 205.00 50,000 SH CLL 2 50,000 TEXAS INSTRUMENTS INC. COM 882508104 3,253.96 102,005 SH SOLE 4 102,005 TEXAS INSTRUMENTS INC. COM 882508104 140,225.70 4,448,157 SH SOLE 3 4,065,867 0 377,790 TEXAS INSTRUMENTS INC. COM 882508104 14,064.30 441,213 SH OTH 3 68,527 0 21,670 TEXAS REGIONAL BANCSHARES-A COM 882673106 1,601.90 39,760 SH SOLE 3 39,760 0 0 TEXTRON INC.DEL. COM 883203101 858.62 15,600 SH 2 15,600 TEXTRON INC.DEL. COM 883203101 325.20 5,908 SH SOLE 3 5,908 0 0 TEXTRON INC.DEL. COM 883203101 102.90 1,870 SH OTH 3 1,870 0 0 THE BOSTON BEER CO.,INC. CL-A COM 100557107 5,785.00 671,110 SH SOLE 3 671,110 0 0 THE CATO CORP CLASS A COM 149205106 3,252.00 166,600 SH SOLE 3 166,600 0 0 THE CATO CORP CLASS A COM 149205106 70.30 3,600 SH OTH 3 3,600 0 0 THE FIRST AMERICAN CORP COM 318522307 2,566.40 135,500 SH SOLE 3 135,500 0 0 THE FIRST AMERICAN CORP COM 318522307 53.00 2,800 SH OTH 3 2,800 0 0 THE GAP INC COM 364760108 7,236.00 249,518 SH SOLE 3 186,618 0 62,900 THE GAP INC COM 364760108 137.60 4,746 SH OTH 3 4,746 0 0 THE GOLDMAN SACHS GRP, INC. COM 38141G104 147,647.04 1,720,828 SH 2 1,720,828 THE GOLDMAN SACHS GRP, INC. COM 38141G104 191,338.12 2,230,048 SH 2 2,230,048 THE GOLDMAN SACHS GRP, INC. COM 38141G104 19,078.49 222,360 SH SOLE 4 222,360 THE GOLDMAN SACHS GRP, INC. 5/25/07 1.0 CNV 9FI502HK2 2,561.59 3,175,000 SH SOLE 4 3,175,000 THE GOLDMAN SACHS GRP,INC. 11/1/05 .75 CNV 9FI503JC6 6,531.70 7,750,000 SH SOLE 4 7,750,000 THE JOHN NUVEEN CO COM 478035108 8,347.70 147,356 SH SOLE 3 147,356 0 0 THE JOHN NUVEEN CO COM 478035108 2,347.50 41,438 SH OTH 3 3,538 0 37,900 THE LEATHER FACTORY INC COM 522126101 40.28 19,000 SH 2 19,000 THE MONY GRP INC. COM 615337102 616.00 15,350 SH 2 15,350 THE PEPSI BOTTLING GRP,INC COM 713409100 320.80 8,000 SH 2 8,000 THE SCOTTS CO COM 810186106 683.93 16,500 SH 2 16,500 THE SCOTTS CO COM 810186106 8,750.50 211,110 SH SOLE 3 211,110 0 0 THE SCOTTS CO COM 810186106 1,533.70 37,000 SH OTH 3 3,600 0 33,400 THE SOUTHERN CO. COM 842587107 311.55 13,400 SH 2 13,400 THE SOUTHERN CO. COM 842587107 6,432.28 276,657 SH 2 276,657 THE SOUTHERN CO. COM 842587107 7,336.60 315,552 SH SOLE 3 306,752 0 8,800 THE SOUTHERN CO. COM 842587107 147.20 6,330 SH OTH 3 6,330 0 0 THE TITAN CORP COM 888266103 4,310.90 188,251 SH SOLE 3 186,951 0 0 THE TITAN CORP COM 888266103 595.20 25,990 SH OTH 3 3,190 0 22,800 THE TOPPS COMPANY INC COM 890786106 2,232.80 191,000 SH SOLE 3 191,000 0 0 THE TOPPS COMPANY INC COM 890786106 588.00 50,300 SH OTH 3 3,500 0 46,800 THE TOWN & COUNTRY TRUST COM 892081100 1,416.72 69,447 SH 2 69,447 THE TOWN & COUNTRY TRUST COM 892081100 1,396.38 68,450 SH 2 68,450 THE TOWN & COUNTRY TRUST COM 892081100 14.30 700 SH SOLE 3 700 0 0 THE TOWN & COUNTRY TRUST COM 892081100 4.50 220 SH OTH 3 220 0 0 THE VIALINK CO COM 92552Q101 100.30 62,700 SH SOLE 3 62,700 0 0 THERMA WAVE INC COM 88343A108 915.40 48,000 SH SOLE 3 48,000 0 0 THERMA WAVE INC COM 88343A108 34.30 1,800 SH OTH 3 1,800 0 0 THERMA-WAVE INC COM 88343A108 2,606.91 136,702 SH 2 136,702 THERMO ELECTRON CONV CNV 883556AF9 1,948.51 2,035,000 SH 2 2,035,000 THERMO ELECTRON CONV CNV 883556AF9 983.83 1,027,500 SH 2 1,027,500 THERMO ELECTRON CORP. 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STEWART & CO., LTD. COM G84922106 247.45 10,100 SH 2 10,100 W.R. GRACE & CO. (NEW) COM 38388F108 249.70 142,700 SH SOLE 3 142,700 0 0 WABASH NATIONAL CORP. COM 929566107 4,099.10 338,768 SH SOLE 3 338,768 0 0 WABASH NATIONAL CORP. COM 929566107 47.30 3,913 SH OTH 3 3,913 0 0 WABTEC CORP COM 929740108 188.43 12,562 SH 2 12,562 WABTEC CORP COM 929740108 790.50 52,700 SH SOLE 3 52,700 0 0 WABTEC CORP COM 929740108 42.00 2,800 SH OTH 3 2,800 0 0 WACHOVIA CORP NEW COM 929771103 382.79 5,380 SH 2 5,380 WACHOVIA CORP NEW COM 929771103 6,634.10 93,241 SH 2 93,241 WACHOVIA CORP NEW COM 929771103 7,163.60 100,683 SH SOLE 3 94,783 0 5,900 WACHOVIA CORP NEW COM 929771103 150.60 2,116 SH OTH 3 2,116 0 0 WACKENHUT CORP. SER-A COM 929794105 1,255.80 72,800 SH SOLE 3 72,800 0 0 WACKENHUT CORP. SER-A COM 929794105 82.80 4,800 SH OTH 3 4,800 0 0 WACKENHUT CORRECTIONS CORP COM 929798106 4,030.80 307,694 SH SOLE 3 307,694 0 0 WACKENHUT CORRECTIONS CORP COM 929798106 58.20 4,443 SH OTH 3 4,443 0 0 WADDELL & REED FINANCIAL INC COM 930059100 567.66 17,879 SH PUT 2 17,879 WADDELL & REED FINANCIAL INC COM 930059100 445.50 14,030 SH SOLE 3 14,030 0 0 WADDELL & REED FINANCIAL INC COM 930059100 622.60 19,608 SH OTH 3 1,108 0 18,500 WAL MART STORES INC COM 931142103 317,595.67 6,508,108 SH 2 6,508,108 WAL MART STORES INC COM 931142103 175,690.98 3,600,225 SH 2 3,600,225 WAL MART STORES INC COM 931142103 8,384.82 171,820 SH SOLE 4 171,820 WAL MART STORES INC COM 931142103 3,528.20 72,300 SH SHD 1 72,300 0 0 WAL MART STORES INC COM 931142103 627,751.20 12,863,755 SH SOLE 3 11,472,195 0 1,385,360 WAL MART STORES INC COM 931142103 80,690.80 1,653,501 SH OTH 3 298,600 0 65,260 WALGREEN CO COM 931422109 3,888.54 112,842 SH 2 112,842 WALGREEN CO PUT 931422109 54.75 30,000 SH PUT 2 30,000 WALGREEN CO COM 931422109 1,563.14 45,361 SH 2 45,361 WALGREEN CO COM 931422109 969.90 28,400 SH SHD 1 28,400 0 0 WALGREEN CO COM 931422109 325,030.60 9,514,515 SH SOLE 3 9,007,075 0 505,940 WALGREEN CO COM 931422109 25,219.00 732,937 SH OTH 3 245,060 0 71,300 WALLACE COMPUTER SVCS. COM 932270101 1,234.00 74,607 SH SOLE 3 74,607 0 0 WALLACE COMPUTER SVCS. COM 932270101 954.40 57,700 SH OTH 3 0 0 57,700 WALT DISNEY CO (HOLDING CO) COM 254687106 2,025.20 70,100 SH SHD 1 70,100 0 0 WALT DISNEY CO (HOLDING CO) COM 254687106 179,041.40 6,197,349 SH SOLE 3 5,978,379 0 215,420 WALT DISNEY CO (HOLDING CO) COM 254687106 26,189.80 906,534 SH OTH 3 159,881 0 9,200 WALTER INDS INC (NEW) COM 93317Q105 238.00 20,000 SH 2 20,000 WALTER INDS INC (NEW) COM 93317Q105 15.50 1,300 SH SOLE 3 1,300 0 0 WASAU MOSINEE PAPER CORP COM 943315101 653.50 50,700 SH SOLE 3 50,700 0 0 WASHINGTON FEDERAL INC COM 938824109 8,416.90 343,265 SH SOLE 3 343,265 0 0 WASHINGTON FEDERAL INC COM 938824109 125.80 5,131 SH OTH 3 5,131 0 0 WASHINGTON GRP INTERNATIONAL INC. COM 938862109 4.20 57,330 SH SOLE 3 57,330 0 0 WASHINGTON GRP INTERNATIONAL INC. COM 938862109 0.00 470 SH OTH 3 470 0 0 WASHINGTON MUTUAL INC COM 939322103 435.28 11,592 SH 2 11,592 WASHINGTON MUTUAL INC COM 939322103 3,156.10 84,050 SH SHD 1 84,050 0 0 WASHINGTON MUTUAL INC COM 939322103 119,081.50 3,171,280 SH SOLE 3 3,135,480 0 35,800 WASHINGTON MUTUAL INC COM 939322103 24,111.30 642,112 SH OTH 3 75,562 0 0 WASHINGTON POST CO CL B COM 939640108 2,812.60 4,900 SH 2 4,900 WASHINGTON POST CO CL B COM 939640108 358.80 625 SH SOLE 3 625 0 0 WASHINGTON POST CO CL B COM 939640108 223.90 390 SH OTH 3 390 0 0 WASHINGTON REAL ESTATE INVT TR COM 939653101 524.80 22,200 SH SOLE 3 22,200 0 0 WASHINGTON TR BANCORP INC COM 940610108 13.20 600 SH SOLE 3 600 0 0 WASTE CONNECTIONS INC COM 941053100 16,867.60 468,545 SH SOLE 3 468,545 0 0 WASTE CONNECTIONS INC COM 941053100 1,054.80 29,300 SH OTH 3 0 0 29,300 WASTE HOLDINGS INC COM 941057101 6,192.50 814,800 SH SOLE 3 814,800 0 0 WASTE MANAGEMENT INC COM 94106L109 2,391.02 77,580 SH 2 77,580 WASTE MANAGEMENT INC SUB NT 2/1/02 4.0 CNV 94106LAA7 699.35 710,000 SH SOLE 4 710,000 WASTE MANAGEMENT INC. 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COM 974280109 5.20 200 SH SOLE 3 200 0 0 WINNEBAGO INDS INC COM 974637100 3,554.70 115,600 SH SOLE 3 115,600 0 0 WINNEBAGO INDS INC COM 974637100 811.80 26,400 SH OTH 3 3,100 0 23,300 WINSTAR COMMUNICATIONS INC COM 975515107 0.00 1,300 SH SOLE 3 1,300 0 0 WINSTAR COMMUNICATIONS INC COM 975515107 0.00 300 SH OTH 3 300 0 0 WINSTON HOTELS INC COM 97563A102 408.33 39,000 SH 2 39,000 WINTRUST FINL CORP COM 97650W108 648.60 26,100 SH SOLE 3 26,100 0 0 WINTRUST FINL CORP COM 97650W108 29.80 1,200 SH OTH 3 1,200 0 0 WIPRO LTD-ADR COM 97651M109 53.20 1,900 SH OTH 3 1,900 0 0 WIRELESS FACILITIES INC COM 97653A103 221.18 34,027 SH 2 34,027 WIRELESS TELECOM GRP INC COM 976524108 41.86 14,000 SH 2 14,000 WISCONSIN CENTRAL TRANSPORTATN COM 976592105 2,651.00 158,459 SH SOLE 3 158,459 0 0 WISCONSIN CENTRAL TRANSPORTATN COM 976592105 67.40 4,026 SH OTH 3 4,026 0 0 WISCONSIN ENERGY CORP(HLDG CO) COM 976657106 4.80 200 SH SOLE 3 200 0 0 WIT SOUNDVIEW GRP INC COM 977383108 181.56 99,212 SH 2 99,212 WITNESS SYSTEMS INC COM 977424100 13,547.60 1,232,721 SH SOLE 3 1,229,521 0 3,200 WITNESS SYSTEMS INC COM 977424100 796.20 72,450 SH OTH 3 30,450 0 42,000 WJ COMMUNICATIONS INC COM 929284107 32.60 7,000 SH SOLE 3 7,000 0 0 WM WRIGLEY JR CO DEL COM 982526105 1,902.11 40,600 SH 2 40,600 WM WRIGLEY JR CO DEL COM 982526105 182,293.90 3,891,012 SH SOLE 3 3,820,612 0 70,400 WM WRIGLEY JR CO DEL COM 982526105 8,420.40 179,731 SH OTH 3 127,151 0 37,500 WMS INDS INC COM 929297109 1,536.00 47,745 SH SOLE 3 47,745 0 0 WMS INDS INC COM 929297109 508.30 15,800 SH OTH 3 0 0 15,800 WOLVERINE TUBE INC COM 978093102 7,639.10 461,021 SH SOLE 3 461,021 0 0 WOLVERINE TUBE INC COM 978093102 110.40 6,663 SH OTH 3 6,663 0 0 WOODHEAD INDUSTRIES INC COM 979438108 54.40 3,200 SH SOLE 3 3,200 0 0 WOODWARD GOVERNOR COMPANY COM 980745103 3,110.40 36,875 SH SOLE 3 36,875 0 0 WOODWARD GOVERNOR COMPANY COM 980745103 50.60 600 SH OTH 3 600 0 0 WORLD ACCESS INC COM 98141A101 3.80 88,585 SH SOLE 3 87,800 0 785 WORLD ACCESS INC COM 98141A101 0.50 14,211 SH OTH 3 4,000 0 10,211 WORLD WRESTLING FEDERATION ENTERTAINMENTCOM 98156Q108 1,137.10 82,400 SH SOLE 3 82,400 0 0 WORLD WRESTLING FEDERATION ENTERTAINMENTCOM 98156Q108 634.80 46,000 SH OTH 3 3,300 0 42,700 WORLDCOM INC - WORLDCOM GRP COM 98157D106 18,678.99 1,315,422 SH 2 1,315,422 WORLDCOM INC - WORLDCOM GRP COM 98157D106 21,641.06 1,524,018 SH 2 1,524,018 WORLDCOM INC - WORLDCOM GRP COM 98157D106 1,881.63 132,509 SH SOLE 4 132,509 WORLDCOM INC - WORLDCOM GRP COM 98157D106 225.50 15,881 SH SHD 1 15,881 0 0 WORLDCOM INC - WORLDCOM GRP COM 98157D106 106,453.60 7,496,736 SH SOLE 3 7,232,861 0 261,075 WORLDCOM INC - WORLDCOM GRP COM 98157D106 17,950.00 1,264,087 SH OTH 3 107,528 0 10,750 WORLDCOM INC - MCI GRP COM 98157D304 1,733.05 107,643 SH 2 107,643 WORLDCOM INC - MCI GRP COM 98157D304 1,258.52 78,169 SH 2 78,169 WORLDCOM INC - MCI GRP COM 98157D304 10.20 635 SH SHD 1 635 0 0 WORLDCOM INC - MCI GRP COM 98157D304 3,603.70 223,835 SH SOLE 3 215,305 0 8,530 WORLDCOM INC - MCI GRP COM 98157D304 33.00 2,053 SH OTH 3 880 0 144 WORTHINGTON INDUSTRIES COM 981811102 946.60 69,600 SH SOLE 3 69,600 0 0 WORTHINGTON INDUSTRIES COM 981811102 85.70 6,300 SH OTH 3 6,300 0 0 WP CAREY & CO LLC COM 92930Y107 31.40 1,700 SH SOLE 3 1,700 0 0 WPP GRP PLC ADR COM 929309300 226.73 4,512 SH 2 4,512 WPP GRP PLC ADR COM 929309300 326.22 6,492 SH 2 6,492 WPP GRP PLC ADR COM 929309300 4.20 83 SH SOLE 3 83 0 0 WPS RESOURCES CORP COM 92931B106 189.20 5,367 SH SOLE 3 5,367 0 0 WPS RESOURCES CORP COM 92931B106 507.60 14,400 SH OTH 3 0 0 14,400 WTS/CEMEX S.A.DE CV WTS 151290871 77.27 33,236 SH 2 33,236 WTS/NEXELL THERAPEUTICS INC WTS 65332H112 25.75 16,667 SH 2 16,667 WYNDHAM INTERNATIONAL CL-A COM 983101106 55.25 22,098 SH 2 22,098 WYNDHAM INTL COM 983101106 5,219.30 2,087,728 SH SOLE 3 2,087,728 0 0 WYNDHAM INTL COM 983101106 117.20 46,900 SH OTH 3 46,900 0 0 XCEL ENERGY INC COM 98389B100 289.22 10,166 SH 2 10,166 XCEL ENERGY INC. COM 98389B100 47.10 1,657 SH SOLE 3 1,657 0 0 XCEL ENERGY INC. COM 98389B100 7.30 255 SH OTH 3 255 0 0 XEROX CORP COM 984121103 347.20 36,281 SH SOLE 3 36,281 0 0 XEROX CORP COM 984121103 22.40 2,336 SH OTH 3 2,336 0 0 XEROX CORP COM 984121103 298.64 31,206 SH 2 31,206 XEROX CORP COM 984121103 600.22 62,719 SH 2 62,719 XICOR INC COM 984903104 494.80 44,700 SH SOLE 3 44,700 0 0 XICOR INC COM 984903104 35.40 3,200 SH OTH 3 3,200 0 0 XILINX INC COM 983919101 384.98 9,335 SH 2 9,335 XILINX INC CLL 983919101 103.00 20,000 SH CLL 2 20,000 XILINX INC COM 983919101 107,346.10 2,602,961 SH SOLE 3 2,534,771 0 68,190 XILINX INC COM 983919101 3,871.30 93,872 SH OTH 3 45,472 0 10,900 XL CAPITAL LTD CL A COM G98255105 470.02 5,725 SH 2 5,725 XL CAPITAL LTD CL A COM G98255105 2,808.64 34,210 SH 2 34,210 XL CAPITAL LTD CL A COM G98255105 37,102.80 451,922 SH SOLE 3 341,370 0 106,700 XL CAPITAL LTD CL A COM G98255105 1,177.80 14,346 SH OTH 3 14,346 0 0 XM SATELLITE RADIO HLDGS INC COM 983759101 1,134.00 70,000 SH 2 70,000 XM SATELLITE RADIO HLDGS INC COM 983759101 1,245.80 76,900 SH SOLE 3 76,900 0 0 XM SATELLITE RADIO HLDGS INC COM 983759101 47.00 2,900 SH OTH 3 2,900 0 0 XO COMMUNICATIONS INC. 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COM 984332106 4,004.90 200,345 SH OTH 3 30,770 0 3,775 YELLOW CORP COM 985509108 3,192.40 168,200 SH SOLE 3 168,200 0 0 YELLOW CORP COM 985509108 911.00 48,000 SH OTH 3 6,300 0 41,700 YORK INTERNATIONAL CORP NEW COM 986670107 4,923.80 140,600 SH SOLE 3 140,600 0 0 YORK INTERNATIONAL CORP NEW COM 986670107 2,482.90 70,900 SH OTH 3 4,700 0 14,200 YOUNG BROADCASTING INC CL A COM 987434107 302.22 9,000 SH 2 9,000 YOUNG BROADCASTING INC CL A COM 987434107 70.50 2,100 SH SOLE 3 2,100 0 0 Z TEL TECHNOLOGIES INC COM 988792107 44.55 29,703 SH 2 29,703 ZALE CORP (NEW) COM 988858106 586.00 17,390 SH SOLE 3 17,390 0 0 ZALE CORP (NEW) COM 988858106 624.60 18,534 SH OTH 3 1,134 0 17,400 ZEBRA TECHNOLOGIES INC COM 989207105 886.50 18,048 SH SOLE 3 18,048 0 0 ZENITH NATIONAL INS CORP COM 989390109 17,138.40 634,754 SH SOLE 3 634,754 0 0 ZENITH NATIONAL INS CORP COM 989390109 271.00 10,037 SH OTH 3 10,037 0 0 ZIONS BANCORP COM 989701107 1,951.48 33,076 SH 2 33,076 ZIONS BANCORP COM 989701107 2,677.66 45,384 SH 2 45,384 ZIONS BANCORP COM 989701107 12,288.30 208,277 SH SOLE 3 196,277 0 12,000 ZIONS BANCORP COM 989701107 191.30 3,242 SH OTH 3 3,242 0 0 ZIXIT CORP COM 98974P100 385.22 42,100 SH 2 42,100 ZIXIT CORP COM 98974P100 143.70 15,700 SH SOLE 3 15,700 0 0 ZIXIT CORP COM 98974P100 12.00 1,310 SH OTH 3 1,310 0 0 ZOLL MEDICAL CORP COM 989922109 249.80 9,100 SH SOLE 3 9,100 0 0 ZOMAX INC /MN COM 989929104 561.30 63,000 SH SOLE 3 63,000 0 0 ZOMAX INC /MN COM 989929104 33.90 3,800 SH OTH 3 3,800 0 0 ZYGO CORP COM 989855101 1,276.00 57,348 SH SOLE 3 57,348 0 0 ZYGO CORP COM 989855101 547.40 24,600 SH OTH 3 1,400 0 23,200