UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2001
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries
Institutional Investment Manager Filing this Report:
Name: AMERICAN INTERNATIONAL GROUP, INC.
Address: 70 Pine Street
New York, New York 10270
Form 13F File Number: 28-219
The Institutional Investment Manager filing this report and the person by whom
it is signed represent that the person signing the report is authorized to
submit it, that all information contained herein is true, correct and complete,
and that it is understood that all required items, statements, schedules,
lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Edward E. Matthews
Title: Vice Chairman -- Investments and Financial Services
Phone: (212) 770-7000
Signature, Place, and Date of Signing:
/s/ Edward E. Matthews New York, New York November 14, 2001
------------------------------- ------------------------ -----------------
(Signature) (City, State) (Date)
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT. (Check if all holdings of this reporting manager are
reported in this report.)
[ ] 13F NOTICE. (Check if no holdings reported are in this report, and all
holdings are reported in this report and a portion are reported by other
reporting manager(s).)
[ ] 13F COMBINATION REPORT. (Check if a portion of the holdings for this
reporting manager are reported in this report and a portion are reported by
other reporting manager(s).)
FORM 13F SUMMARY PAGE
REPORT SUMMARY:
Number of Other Included Managers: 8
Form 13F Information Table Entry Total: 6,740
Form 13F Information Table Value Total: $18,886,600 (thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.
No. Form 13F File Number Name
-- -------------------- -------------------------------------------
1 28-4637 AIG GLOBAL INVESTMENT CORP.
2 28-2725 SUNAMERICA ASSET MANAGEMENT CORP.
3 28-3463 JOHN MCSTAY INVESTMENT COUNSEL, L.P.
4 28-5794 HSB GROUP, INC.
5 28-609 AMERICAN GENERAL CORPORATION
6 28-1213 AGC LIFE INSURANCE COMPANY
7 28-612 AMERICAN GENERAL LIFE INSURANCE COMPANY
8 28-87 THE VARIABLE ANNUITY LIFE INSURANCE COMPANY
File Number 28-219 (Consolidated)
As of 9/30/01
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
--------------------------------------------------------------------------------------------------------------------------------
1 800 FLOWERS COM CL A 68243Q106 102 8425 SH DEFINED 6, 7, 8 8425
1 800 FLOWERS COM CL A 68243Q106 3 233 SH DEFINED 5 233
1-800 CONTACTS INC COM 681977104 24 1923 SH DEFINED 6, 7, 8 1923
1-800 CONTACTS INC COM 681977104 2 191 SH DEFINED 5 191
1ST SOURCE CORP COM 336901103 87 4069 SH DEFINED 6, 7, 8 4069
1ST SOURCE CORP COM 336901103 8 364 SH DEFINED 5 364
21ST CENTURY
INSURANCE COMPANY EQUITY 90130N103 940643 53,445,620 SH DEFINED 1 53,445,620
3COM CORP COM 885535104 1497 399270 SH DEFINED 6, 7, 8 399270
3-D SYS CORP DEL COM NEW 88554D205 35 2275 SH DEFINED 6, 7, 8 2275
3-D SYS CORP DEL COM NEW 88554D205 4 226 SH DEFINED 5 226
3-DIMENSIONAL
PHARMACEUTICALS COM 88554W104 12 1746 SH DEFINED 6, 7, 8 1746
3-DIMENSIONAL
PHARMACEUTICALS COM 88554W104 1 172 SH DEFINED 5 172
3DO CO COM 88553W105 19 9470 SH DEFINED 6, 7, 8 9470
3DO CO COM 88553W105 2 927 SH DEFINED 5 927
3TEC ENERGY CORP COM NEW 88575R308 61 4277 SH DEFINED 6, 7, 8 4277
3TEC ENERGY CORP COM NEW 88575R308 5 383 SH DEFINED 5 383
4 KIDS ENTMT INC COM 350865101 47 2361 SH DEFINED 6, 7, 8 2361
4 KIDS ENTMT INC COM 350865101 5 234 SH DEFINED 5 234
7-ELEVEN INC COM NEW 817826209 65 6769 SH DEFINED 6, 7, 8 6769
7-ELEVEN INC COM NEW 817826209 6 652 SH DEFINED 5 652
99 CENTS ONLY
STORES COM 65440K106 246 7610 SH DEFINED 6, 7, 8 7610
99 CENTS ONLY
STORES COM 65440K106 23 725 SH DEFINED 5 725
99 CENTS ONLY
STORES COM EQUITY 65440K106 38666 1195255 SH Sole 3 1174858 20397
A D C
TELECOMMUNICATIONS COM 000886101 1215 348190 SH DEFINED 6, 7, 8 348190
A D C
TELECOMMUNICATIONS COM 000886101 8 2330 SH DEFINED 5 2330
AAIPHARMA INC COM 00252W104 48 2781 SH DEFINED 6, 7, 8 2781
AAIPHARMA INC COM 00252W104 5 276 SH DEFINED 5 276
AAR CORP COM 000361105 60 7551 SH DEFINED 6, 7, 8 7551
AAR CORP COM 000361105 5 676 SH DEFINED 5 676
AARON RENTS INC COM 002535201 67 4328 SH DEFINED 6, 7, 8 4328
AARON RENTS INC COM 002535201 6 390 SH DEFINED 5 390
ABBOTT LABORATORIES EQUITY 002824100 21321 411,210 SH DEFINED 1 411,210
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
--------------------------------------------------------------------------------------------------------------------------------
Abbott Labs EQUITY 002824100 4667 90,000 SH DEFINED 4 90,000
ABBOTT LABS COM 002824100 41598 802280 SH DEFINED 6, 7, 8 802280
ABBOTT LABS COM 002824100 347 6690 SH DEFINED 5 6690
ABBOTT LABS EQUITY 002824100 33915 644690 SH DEFINED 2 644690
ABERCROMBIE
& FITCH CO CL A 002896207 2042 116100 SH DEFINED 6, 7, 8 116100
ABERCROMBIE
AND FITCH CO EQUITY 002896207 1994 109800 SH DEFINED 2 109800
ABGENIX INC COM 00339B107 300 13195 SH DEFINED 6, 7, 8 13195
ABGENIX INC EQUITY 00339B107 1820 50000 SH DEFINED 2 50000
ABIOMED INC COM 003654100 71 4083 SH DEFINED 6, 7, 8 4083
ABIOMED INC COM 003654100 7 405 SH DEFINED 5 405
ABM INDS INC COM 000957100 137 5300 SH DEFINED 6, 7, 8 5300
ABM INDS INC COM 000957100 13 495 SH DEFINED 5 495
ACACIA RESH CORP COM 003881109 46 5029 SH DEFINED 6, 7, 8 5029
ACACIA RESH CORP COM 003881109 5 499 SH DEFINED 5 499
ACADIA RLTY TR COM
SH BEN
INT 004239109 38 5906 SH DEFINED 6, 7, 8 5906
ACADIA RLTY TR COM SH
BEN INT 004239109 3 529 SH DEFINED 5 529
ACCLAIM ENTMT INC COM PAR
$0.02 004325205 34 12668 SH DEFINED 6, 7, 8 12668
ACCLAIM ENTMT INC COM PAR
$0.02 004325205 3 1203 SH DEFINED 5 1203
ACCREDO
HEALTH INC COM 00437V104 447 12279 SH DEFINED 6, 7, 8 12279
ACCREDO
HEALTH INC COM 00437V104 25 698 SH DEFINED 5 698
ACCREDO
HEALTH INC EQUITY 00437V104 2046 28500 SH DEFINED 2 28500
ACCREDO
HEALTH
INC COM EQUITY 00437V104 67418 1852150 SH Sole 3 1824100 28050
ACE LTD ORD G0070K103 71 2450 SH DEFINED 6, 7, 8 2450
ACE LTD EQUITY G0070K103 488 18300 SH DEFINED 2 18300
ACKERLEY
GROUP INC COM 004527107 46 4260 SH DEFINED 6, 7, 8 4260
ACKERLEY
GROUP INC COM 004527107 5 423 SH DEFINED 5 423
ACLARA
BIOSCIENCES INC COM 00461P106 57 10166 SH DEFINED 6, 7, 8 10166
ACLARA
BIOSCIENCES INC COM 00461P106 6 1003 SH DEFINED 5 1003
ACT MFG INC COM 000973107 14 3054 SH DEFINED 6, 7, 8 3054
ACT MFG INC COM 000973107 1 286 SH DEFINED 5 286
ACTEL CORP COM 004934105 289 16252 SH DEFINED 6, 7, 8 16252
ACTEL CORP COM 004934105 11 629 SH DEFINED 5 629
ACTION
PERFORMANCE
COS INC COM 004933107 74 4075 SH DEFINED 6, 7, 8 4075
ACTION
PERFORMANCE
COS INC COM 004933107 7 384 SH DEFINED 5 384
ACTIVE
POWER INC COM 00504W100 47 9295 SH DEFINED 6, 7, 8 9295
ACTIVE
POWER INC COM 00504W100 4 879 SH DEFINED 5 879
ACTIVISION
INC NEW COM NEW 004930202 221 8104 SH DEFINED 6, 7, 8 8104
ACTIVISION
INC NEW COM NEW 004930202 16 596 SH DEFINED 5 596
ACTRADE FINL
TECHNOLOGIES LTD COM 00507P102 35 1904 SH DEFINED 6, 7, 8 1904
ACTRADE FINL
TECHNOLOGIES LTD COM 00507P102 3 189 SH DEFINED 5 189
ACTUATE CORP COM 00508B102 49 11768 SH DEFINED 6, 7, 8 11768
ACTUATE CORP COM 00508B102 5 1168 SH DEFINED 5 1168
ACTV INC COM 00088E104 24 11567 SH DEFINED 6, 7, 8 11567
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
--------------------------------------------------------------------------------------------------------------------------------
ACTV INC COM 00088E104 2 1148 SH DEFINED 5 1148
ACXIOM CORP COM 005125109 982 104500 SH DEFINED 6, 7, 8 104500
ADAPTEC INC COM 00651F108 242 30733 SH DEFINED 6, 7, 8 30733
ADAPTEC INC COM 00651F108 21 2694 SH DEFINED 5 2694
ADC
TELECOMMUNICATIONS EQUITY 000886101 46 13,100 SH DEFINED 1 13,100
ADE CORP MASS COM 00089C107 24 2581 SH DEFINED 6, 7, 8 2581
ADE CORP MASS COM 00089C107 2 256 SH DEFINED 5 256
ADELPHIA BUSINESS
SOLUTIONS CL A 006847107 9 8741 SH DEFINED 6, 7, 8 8741
ADELPHIA BUSINESS
SOLUTIONS CL A 006847107 1 783 SH DEFINED 5 783
ADELPHIA
COMMUNICATIONS CORP CL A 006848105 66 2980 SH DEFINED 6, 7, 8 2980
ADELPHIA
COMMUNICATIONS CORP EQUITY 006848105 1483 66600 SH DEFINED 2 66600
ADMINISTAFF INC COM 007094105 239 9191 SH DEFINED 6, 7, 8 9191
ADMINISTAFF INC COM 007094105 16 604 SH DEFINED 5 604
ADOBE SYS INC COM 00724F101 3345 139480 SH DEFINED 6, 7, 8 139480
ADOBE SYS INC COM 00724F101 22 910 SH DEFINED 5 910
Adobe Systems EQUITY 00724F101 1079 45,000 SH DEFINED 4 45,000
ADOBE SYSTEMS INC EQUITY 00724F101 96 4,000 SH DEFINED 1 4,000
ADOLOR CORP COM 00724X102 208 12279 SH DEFINED 6, 7, 8 12279
ADOLOR CORP COM 00724X102 14 847 SH DEFINED 5 847
Adolph Coors EQUITY 217016104 1125 25,000 SH DEFINED 4 25,000
ADTRAN INC COM 00738A106 1008 52778 SH DEFINED 6, 7, 8 52778
ADTRAN INC COM 00738A106 11 595 SH DEFINED 5 595
ADVANCED DIGITAL
INFORMATION COM 007525108 152 14746 SH DEFINED 6, 7, 8 14746
ADVANCED DIGITAL
INFORMATION COM 007525108 15 1413 SH DEFINED 5 1413
ADVANCED ENERGY INDS COM 007973100 87 5237 SH DEFINED 6, 7, 8 5237
ADVANCED ENERGY INDS COM 007973100 9 520 SH DEFINED 5 520
ADVANCED FIBRE
COMMUNICATIONS COM 00754A105 1653 113160 SH DEFINED 6, 7, 8 113160
ADVANCED MARKETING
SVCS INC COM 00753T105 54 3517 SH DEFINED 6, 7, 8 3517
ADVANCED MARKETING
SVCS INC COM 00753T105 5 349 SH DEFINED 5 349
ADVANCED MICRO
DEVICES EQUITY 007903107 46 5,700 SH DEFINED 1 5,700
ADVANCED MICRO
DEVICES INC COM 007903107 1782 218630 SH DEFINED 6, 7, 8 218630
ADVANCED MICRO
DEVICES INC COM 007903107 17 2070 SH DEFINED 5 2070
ADVANCED
NEUROMODULATION SYS COM 00757T101 39 1900 SH DEFINED 6, 7, 8 1900
ADVANCED
NEUROMODULATION SYS COM 00757T101 4 189 SH DEFINED 5 189
ADVANCED TISSUE
SCIENCES INC COM 00755F103 65 18211 SH DEFINED 6, 7, 8 18211
ADVANCED TISSUE
SCIENCES INC COM 00755F103 6 1807 SH DEFINED 5 1807
ADVANCEPCS EQUITY 00790K109 6279 147200 SH DEFINED 2 147200
ADVANTA CORP CL A 007942105 66 7002 SH DEFINED 6, 7, 8 7002
ADVANTA CORP CL A 007942105 6 627 SH DEFINED 5 627
ADVENT SOFTWARE INC COM 007974108 1472 39100 SH DEFINED 6, 7, 8 39100
ADVENT SOFTWARE
INC COM EQUITY 007974108 3577 95000 SH Sole 3 93300 1700
ADVO INC COM 007585102 481 14158 SH DEFINED 6, 7, 8 14158
ADVO INC COM 007585102 17 509 SH DEFINED 5 509
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
--------------------------------------------------------------------------------------------------------------------------------
AEP INDS INC COM 001031103 11 445 SH DEFINED 6, 7, 8 445
AEP INDS INC COM 001031103 1 44 SH DEFINED 5 44
AEROFLEX INC COM 007768104 186 16907 SH DEFINED 6, 7, 8 16907
AEROFLEX INC COM 007768104 18 1678 SH DEFINED 5 1678
AES CORP EQUITY 00130H105 177 13,800 SH DEFINED 1 13,800
AES CORP COM 00130H105 2884 224990 SH DEFINED 6, 7, 8 224990
AES CORP COM 00130H105 20 1590 SH DEFINED 5 1590
AETHER SYS INC COM 00808V105 180 28681 SH DEFINED 6, 7, 8 28681
AETHER SYS INC COM 00808V105 4 615 SH DEFINED 5 615
Aetna CORPBOND 00817YAB4 4999 5,000,000 PRN DEFINED 4 5,000,000
AETNA CORP (NEW) EQUITY 00817Y108 69 2,400 SH DEFINED 1 2,400
AETNA INC EQUITY 008117103 88 3050 SH DEFINED 2 3050
AETNA INC NEW COM 00817Y108 1740 60240 SH DEFINED 6, 7, 8 60240
AETNA INC NEW COM 00817Y108 12 420 SH DEFINED 5 420
AFC ENTERPRISES
INC COM 00104Q107 259 12716 SH DEFINED 6, 7, 8 12716
AFC ENTERPRISES
INC COM 00104Q107 5 264 SH DEFINED 5 264
AFFILIATED
COMPUTER CL A EQUITY 008190100 70404 864810 SH Sole 3 828510 36300
AFFILIATED
COMPUTER SERVICES CL A 008190100 4795 58900 SH DEFINED 6, 7, 8 58900
AFFILIATED
COMPUTER SVCS INC EQUITY 008190100 4597 50050 SH DEFINED 2 50050
AFFILIATED
MANAGERS CORP EQUITY 008252108 27076 476600 SH Sole 3 468400 8200
AFFILIATED
MANAGERS GROUP COM 008252108 358 6308 SH DEFINED 6, 7, 8 6308
AFFILIATED
MANAGERS GROUP COM 008252108 34 602 SH DEFINED 5 602
AFLAC INC COM 001055102 10430 386280 SH DEFINED 6, 7, 8 386280
AFLAC INC COM 001055102 59 2190 SH DEFINED 5 2190
AFLAC INC. EQUITY 001055102 235 8,700 SH DEFINED 1 8,700
AGCO CORP COM 001084102 937 103557 SH DEFINED 6, 7, 8 103557
AGCO CORP COM 001084102 16 1793 SH DEFINED 5 1793
AGILE SOFTWARE
CORP DEL COM 00846X105 163 17889 SH DEFINED 6, 7, 8 17889
AGILE SOFTWARE
CORP DEL COM 00846X105 8 848 SH DEFINED 5 848
AGILENT
TECHNOLOGIES INC EQUITY 00846U101 148 7,588 SH DEFINED 1 7,588
AGILENT
TECHNOLOGIES INC COM 00846U101 4387 224379 SH DEFINED 6, 7, 8 224379
AGILENT
TECHNOLOGIES INC COM 00846U101 35 1783 SH DEFINED 5 1783
AGL Cap Trust CORPBOND 001196AC8 931 1,000,000 PRN DEFINED 4 1,000,000
AGL RES INC EQUITY 001204106 1815 90,900 SH DEFINED 1 90,900
AGL RES INC COM 001204106 2228 111557 SH DEFINED 6, 7, 8 111557
AGL RES INC COM 001204106 42 2121 SH DEFINED 5 2121
Ahmanson Cap
Trust I CORPBOND 008682AA4 3474 3,700,000 PRN DEFINED 4 3,700,000
AIR PRODS
& CHEMS INC COM 009158106 4391 113810 SH DEFINED 6, 7, 8 113810
AIR PRODS
& CHEMS INC COM 009158106 26 680 SH DEFINED 5 680
AIR PRODUCTS EQUITY 009158106 147 3,800 SH DEFINED 1 3,800
AIRBORNE INC COM 009269101 682 71420 SH DEFINED 6, 7, 8 71420
AIRBORNE INC COM 009269101 12 1304 SH DEFINED 5 1304
AIRGAS INC COM 009363102 1286 96947 SH DEFINED 6, 7, 8 96947
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
--------------------------------------------------------------------------------------------------------------------------------
AIRGAS INC COM 009363102 21 1570 SH DEFINED 5 1570
AIRGATE PCS INC COM 009367103 146 3287 SH DEFINED 6, 7, 8 3287
AIRGATE PCS INC COM 009367103 14 326 SH DEFINED 5 326
AIRTRAN HLDGS INC COM 00949P108 73 17101 SH DEFINED 6, 7, 8 17101
AIRTRAN HLDGS INC COM 00949P108 7 1649 SH DEFINED 5 1649
AK STL HLDG CORP COM 001547108 1267 149900 SH DEFINED 6, 7, 8 149900
AKAMAI
TECHNOLOGIES INC COM 00971T101 60 20487 SH DEFINED 6, 7, 8 20487
AKAMAI
TECHNOLOGIES INC COM 00971T101 6 1940 SH DEFINED 5 1940
AKSYS LTD COM 010196103 25 4894 SH DEFINED 6, 7, 8 4894
AKSYS LTD COM 010196103 2 486 SH DEFINED 5 486
AKZO NOBEL NV SPONSORED
ADR 010199305 171 4200 SH DEFINED 6, 7, 8 4200
ALABAMA NATL
BANCORP DELA COM 010317105 93 2829 SH DEFINED 6, 7, 8 2829
ALABAMA NATL
BANCORP DELA COM 010317105 8 255 SH DEFINED 5 255
ALAMOSA
HLDGS INC COM 011589108 284 20541 SH DEFINED 6, 7, 8 20541
ALAMOSA
HLDGS INC COM 011589108 26 1878 SH DEFINED 5 1878
ALASKA AIR
GROUP INC COM 011659109 895 44823 SH DEFINED 6, 7, 8 44823
ALASKA AIR
GROUP INC COM 011659109 14 715 SH DEFINED 5 715
ALASKA
COMMUNICATIONS
SYS GRP COM 01167P101 22 2888 SH DEFINED 6, 7, 8 2888
ALASKA COMMUNICATIONS
SYS GRP COM 01167P101 2 259 SH DEFINED 5 259
ALBANY INTL CORP CL A 012348108 614 41012 SH DEFINED 6, 7, 8 41012
ALBANY INTL CORP CL A 012348108 7 436 SH DEFINED 5 436
ALBANY MOLECULAR
RESH INC COM 012423109 211 8504 SH DEFINED 6, 7, 8 8504
ALBANY MOLECULAR
RESH INC COM 012423109 15 592 SH DEFINED 5 592
ALBEMARLE CORP COM 012653101 1347 71259 SH DEFINED 6, 7, 8 71259
ALBEMARLE CORP COM 012653101 13 683 SH DEFINED 5 683
ALBERTO CULVER CO CL B CONV 013068101 932 23969 SH DEFINED 6, 7, 8 23969
ALBERTO CULVER CO CL A 013068200 251 7600 SH DEFINED 6, 7, 8 7600
ALBERTO CULVER CO CL B CONV 013068101 7 170 SH DEFINED 5 170
ALBERTO-CULVER CO EQUITY 013068101 35 900 SH DEFINED 1 900
ALBERTSONS INC COM 013104104 5458 171200 SH DEFINED 6, 7, 8 171200
ALBERTSONS INC COM 013104104 39 1210 SH DEFINED 5 1210
ALBERTSON'S INC EQUITY 013104104 215 6,731 SH DEFINED 1 6,731
ALBERTSONS INC EQUITY 013104104 6532 204902 SH DEFINED 2 204902
ALCAN INC EQUITY 013716105 159 5,300 SH DEFINED 1 5,300
ALCAN INC COM 013716105 4216 140530 SH DEFINED 6, 7, 8 140530
ALCAN INC COM 013716105 29 950 SH DEFINED 5 950
ALCOA INC COM 013817101 12566 405240 SH DEFINED 6, 7, 8 405240
ALCOA INC COM 013817101 80 2570 SH DEFINED 5 2570
ALCOA INC EQUITY 013817101 12075 386200 SH DEFINED 2 386200
ALCOA INC. EQUITY 013817101 445 14,344 SH DEFINED 1 14,344
ALEXANDER &
BALDWIN INC COM 014482103 1408 60132 SH DEFINED 6, 7, 8 60132
ALEXANDER &
BALDWIN INC COM 014482103 26 1100 SH DEFINED 5 1100
ALEXANDERS INC COM 014752109 29 479 SH DEFINED 6, 7, 8 479
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
--------------------------------------------------------------------------------------------------------------------------------
ALEXANDERS INC COM 014752109 3 48 SH DEFINED 5 48
ALEXANDRIA REAL
ESTATE EQ INC COM 015271109 177 4498 SH DEFINED 6, 7, 8 4498
ALEXANDRIA REAL
ESTATE EQ INC COM 015271109 16 416 SH DEFINED 5 416
ALEXION
PHARMACEUTICALS
INC COM 015351109 77 4515 SH DEFINED 6, 7, 8 4515
ALEXION
PHARMACEUTICALS
INC COM 015351109 8 448 SH DEFINED 5 448
ALFA CORP COM 015385107 272 12300 SH DEFINED 6, 7, 8 12300
ALFA CORP COM 015385107 23 1061 SH DEFINED 5 1061
ALICO INC COM 016230104 28 1089 SH DEFINED 6, 7, 8 1089
ALICO INC COM 016230104 2 98 SH DEFINED 5 98
ALIGN
TECHNOLOGY
INC COM 016255101 6 2880 SH DEFINED 6, 7, 8 2880
ALIGN TECHNOLOGY
INC COM 016255101 1 281 SH DEFINED 5 281
ALLEGHENY ENERGY
INC EQUITY 017361106 334 9,100 SH DEFINED 1 9,100
ALLEGHENY ENERGY
INC COM 017361106 2362 64360 SH DEFINED 6, 7, 8 64360
ALLEGHENY ENERGY
INC COM 017361106 14 370 SH DEFINED 5 370
ALLEGHENY
TECHNOLOGIES INC EQUITY 01741R102 7942 595,783 SH DEFINED 1 595,783
ALLEGHENY
TECHNOLOGIES INC COM 01741R102 452 33910 SH DEFINED 6, 7, 8 33910
ALLEGHENY
TECHNOLOGIES INC COM 01741R102 3 240 SH DEFINED 5 240
ALLEN TELECOM INC COM 018091108 70 7998 SH DEFINED 6, 7, 8 7998
ALLEN TELECOM INC COM 018091108 6 716 SH DEFINED 5 716
ALLERGAN INC EQUITY 018490102 10103 152,380 SH DEFINED 1 152,380
ALLERGAN INC COM 018490102 6097 91960 SH DEFINED 6, 7, 8 91960
ALLERGAN INC COM 018490102 54 810 SH DEFINED 5 810
ALLERGAN INC EQUITY 018490102 4989 73800 SH DEFINED 2 73800
ALLETE INC COM 018522102 2946 114900 SH DEFINED 6, 7, 8 114900
ALLIANCE DATA
SYS CORP COM EQUITY 018581108 15351 944700 SH Sole 3 925500 19200
ALLIANCE FIBER
OPTIC PRODS INC COM 018680108 3 4218 SH DEFINED 6, 7, 8 4218
ALLIANCE FIBER
OPTIC PRODS INC COM 018680108 0 406 SH DEFINED 5 406
ALLIANCE GAMING CORP COM NEW 01859P609 63 4444 SH DEFINED 6, 7, 8 4444
ALLIANCE GAMING CORP COM NEW 01859P609 6 410 SH DEFINED 5 410
ALLIANCE
SEMICONDUCTOR CORP COM 01877H100 59 8209 SH DEFINED 6, 7, 8 8209
ALLIANCE
SEMICONDUCTOR CORP COM 01877H100 5 735 SH DEFINED 5 735
ALLIANT ENERGY CORP COM 018802108 2898 92600 SH DEFINED 6, 7, 8 92600
ALLIANT
TECHSYSTEMS
COM EQUITY 018804104 9878 115400 SH Sole 3 115400
ALLIANT
TECHSYSTEMS
INC COM 018804104 917 10716 SH DEFINED 6, 7, 8 10716
ALLIANT
TECHSYSTEMS
INC COM 018804104 49 573 SH DEFINED 5 573
ALLIED CAP
CORP NEW COM 01903Q108 191 8395 SH DEFINED 6, 7, 8 8395
ALLIED
CAPITAL CORP EQUITY 01903Q108 6270 275,600 SH DEFINED 1 275,600
ALLIED WASTE
INDS INC COM PAR
$.01 NEW 019589308 1773 139030 SH DEFINED 6, 7, 8 139030
ALLIED WASTE
INDS INC COM PAR
$.01 NEW 019589308 14 1110 SH DEFINED 5 1110
ALLIED WASTE
INDUSTRIES INC EQUITY 019589308 42 3,300 SH DEFINED 1 3,300
ALLMERICA FINL
CORP COM 019754100 2772 61800 SH DEFINED 6, 7, 8 61800
ALLOY INC COM 019855105 29 2338 SH DEFINED 6, 7, 8 2338
ALLOY INC COM 019855105 3 232 SH DEFINED 5 232
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
--------------------------------------------------------------------------------------------------------------------------------
ALLOY INC COM EQUITY 019855105 6540 530000 SH Sole 3 530000
ALLSCRIPTS
HEALTHCARE
SOLUTION COM 01988P108 38 9044 SH DEFINED 6, 7, 8 9044
ALLSCRIPTS
HEALTHCARE
SOLUTION COM 01988P108 4 875 SH DEFINED 5 875
ALLSTATE CORP EQUITY 020002101 4482 120,000 SH DEFINED 1 120,000
ALLSTATE CORP COM 020002101 14286 382490 SH DEFINED 6, 7, 8 382490
ALLSTATE CORP COM 020002101 120 3200 SH DEFINED 5 3200
ALLTEL CORP EQUITY 020039103 301 5,200 SH DEFINED 1 5,200
ALLTEL CORP COM 020039103 11996 207000 SH DEFINED 6, 7, 8 207000
ALLTEL CORP COM 020039103 118 2040 SH DEFINED 5 2040
ALLTEL CORP EQUITY 020039103 4987 86058 SH DEFINED 2 86058
ALPHA INDS INC COM 020753109 239 12318 SH DEFINED 6, 7, 8 12318
ALPHA INDS INC COM 020753109 23 1192 SH DEFINED 5 1192
ALPHA INDS INC EQUITY 020753109 1063 54900 SH DEFINED 2 54900
ALPHARMA INC CL A 020813101 240 8332 SH DEFINED 6, 7, 8 8332
ALPHARMA INC CL A 020813101 22 771 SH DEFINED 5 771
ALTERA CORP EQUITY 021441100 105 6,400 SH DEFINED 1 6,400
ALTERA CORP COM 021441100 2858 173300 SH DEFINED 6, 7, 8 173300
ALTERA CORP COM 021441100 19 1149 SH DEFINED 5 1149
AMAZON COM INC COM 023135106 26 4350 SH DEFINED 6, 7, 8 4350
AMB PPTY CORP EQUITY 00163T109 20293 828300 SH Sole 3 690500 137800
AMB PPTY CORP EQUITY 00163T109 2986 92300 SH DEFINED 2 92300
AMBAC FINL
GROUP INC COM 023139108 3557 65020 SH DEFINED 6, 7, 8 65020
AMBAC FINL
GROUP INC COM 023139108 18 320 SH DEFINED 5 320
AMBAC INC. EQUITY 023139108 98 1,800 SH DEFINED 1 1,800
AMBASSADORS
INTL INC COM 023178106 36 2155 SH DEFINED 6, 7, 8 2155
AMBASSADORS
INTL INC COM 023178106 3 194 SH DEFINED 5 194
AMC ENTMT INC COM 001669100 55 5272 SH DEFINED 6, 7, 8 5272
AMC ENTMT INC COM 001669100 5 523 SH DEFINED 5 523
AMCOL INTL CORP COM 02341W103 36 6311 SH DEFINED 6, 7, 8 6311
AMCOL INTL CORP COM 02341W103 3 565 SH DEFINED 5 565
AMCORE FINL INC COM 023912108 184 8108 SH DEFINED 6, 7, 8 8108
AMCORE FINL INC COM 023912108 16 696 SH DEFINED 5 696
AMDOCS LIMITED EQUITY G02602103 272 10,200 SH DEFINED 1 10
AMDOCS LIMITED EQUITY G02602103 3639 133030 SH DEFINED 2 133030
AMERADA HESS CORP EQUITY 023551104 95 1,500 SH DEFINED 1 1,500
AMERADA HESS CORP COM 023551104 2711 42700 SH DEFINED 6, 7, 8 42700
AMERADA HESS CORP COM 023551104 17 270 SH DEFINED 5 270
AMERCO COM 023586100 74 4096 SH DEFINED 6, 7, 8 4096
AMERCO COM 023586100 7 367 SH DEFINED 5 367
AMEREN CORP COM 023608102 2227 57990 SH DEFINED 6, 7, 8 57990
AMEREN CORP COM 023608102 16 410 SH DEFINED 5 410
AMEREN CORPORATION EQUITY 023608102 1517 39,500 SH DEFINED 1 39,500
Ameren Corporation EQUITY 023608102 8394 218,600 SH DEFINED 4 218,600
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
--------------------------------------------------------------------------------------------------------------------------------
AMERICA MOVIL-
SERIES L ADR EQUITY 02364W105 2825 190,490 SH DEFINED 1 190,490
AMERICA ONLINE
LATIN AMERICA I CL A 02365B100 22 6581 SH DEFINED 6, 7, 8 6581
AMERICA ONLINE
LATIN AMERICA I CL A 02365B100 2 625 SH DEFINED 5 625
AMERICA WEST HLDG
CORP CL B 023657208 20 10575 SH DEFINED 6, 7, 8 10575
AMERICA WEST HLDG
COR CL B 023657208 2 947 SH DEFINED 5 947
AMERICAN AIRLINES EQUITY 001765106 48 2,500 SH DEFINED 1 2,500
AMERICAN AXLE
& MFG HLDGS INC COM 024061103 41 3185 SH DEFINED 6, 7, 8 3185
AMERICAN AXLE
& MFG HLDGS INC COM 024061103 4 285 SH DEFINED 5 285
AMERICAN AXLE
+ MFG HLDGS INC EQUITY 024061103 4533 341400 SH DEFINED 2 341400
AMERICAN CAPITAL
STRATEGIES COM 024937104 479 17490 SH DEFINED 6, 7, 8 17490
AMERICAN CAPITAL
STRATEGIES COM 024937104 22 816 SH DEFINED 5 816
AMERICAN EAGLE
OUTFITTERS INC EQUITY 02553E106 5909 315450 SH DEFINED 2 315450
AMERICAN EAGLE
OUTFITTERS NEW COM 02553E106 1624 81600 SH DEFINED 6, 7, 8 81600
AMERICAN ELEC
PWR INC COM 025537101 6641 153620 SH DEFINED 6, 7, 8 153620
AMERICAN ELEC
PWR INC COM 025537101 42 960 SH DEFINED 5 960
AMERICAN
ELECTRIC POWER EQUITY 025537101 227 5,240 SH DEFINED 1 5,240
AMERICAN EXPRESS EQUITY 025816109 749 25,770 SH DEFINED 1 25,770
American Express EQUITY 025816109 1308 45,000 SH DEFINED 4 45,000
AMERICAN EXPRESS CO COM 025816109 16256 559390 SH DEFINED 6, 7, 8 559390
AMERICAN EXPRESS CO COM 025816109 114 3940 SH DEFINED 5 3940
AMERICAN EXPRESS CO EQUITY 025816109 8391 288010 SH DEFINED 2 288010
AMERICAN FINL
GROUP
INC OHIO COM 025932104 1764 79450 SH DEFINED 6, 7, 8 79450
AMERICAN FINL
HLDGS INC COM 026075101 457 18630 SH DEFINED 6, 7, 8 18630
AMERICAN FINL
HLDGS INC COM 026075101 18 743 SH DEFINED 5 743
AMERICAN
GREEETINGS -CL A EQUITY 026375105 13 1,000 SH DEFINED 1 1,000
AMERICAN
GREETINGS CORP CL A 026375105 1072 80997 SH DEFINED 6, 7, 8 80997
AMERICAN
GREETINGS CORP CL A 026375105 25 1917 SH DEFINED 5 1917
AMERICAN
HEALTHWAYS INC COM 02649V104 65 1838 SH DEFINED 6, 7, 8 1838
AMERICAN
HEALTHWAYS INC COM 02649V104 7 202 SH DEFINED 5 202
AMERICAN HOME
PRODS CORP COM 026609107 33191 569800 SH DEFINED 6, 7, 8 569800
AMERICAN HOME
PRODS CORP COM 026609107 228 3920 SH DEFINED 5 3920
AMERICAN HOME
PRODUCTS EQUITY 026609107 17632 302,700 SH DEFINED 1 302,700
AMERICAN
INTERNATIONAL
GROUP EQUITY 026874107 2210 28,339 SH DEFINED 1 28,339
AMERICAN INTL
GROUP INC COM 026874107 93235 1195322 SH DEFINED 6, 7, 8 1195322
AMERICAN INTL
GROUP INC COM 026874107 681 8733 SH DEFINED 5 8733
AMERICAN INTL
GROUP INC EQUITY 026874107 1021 12187 SH DEFINED 2 12187
AMERICAN
ITALIAN
PASTA CO CL A 027070101 207 4784 SH DEFINED 6, 7, 8 4784
AMERICAN
ITALIAN
PASTA CO CL A 027070101 19 446 SH DEFINED 5 446
AMERICAN MED
SYS HLDGS EQUITY 02744M108 1049 150000 SH DEFINED 2 150000
AMERICAN MED
SYS HLDGS INC COM 02744M108 154 8053 SH DEFINED 6, 7, 8 8053
AMERICAN MED
SYS HLDGS INC COM 02744M108 16 855 SH DEFINED 5 855
AMERICAN MGMT
SYS INC COM 027352103 143 11873 SH DEFINED 6, 7, 8 11873
AMERICAN MGMT
SYS INC COM 027352103 14 1131 SH DEFINED 5 1131
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
--------------------------------------------------------------------------------------------------------------------------------
AMERICAN
PHYSICIANS
CAPITAL COM 028884104 76 3653 SH DEFINED 6, 7, 8 3653
AMERICAN
PHYSICIANS
CAPITAL COM 028884104 7 327 SH DEFINED 5 327
AMERICAN
POWER
CONVERSION EQUITY 029066107 37 3,200 SH DEFINED 1 3,200
AMERICAN PWR
CONVERSION CORP COM 029066107 963 82470 SH DEFINED 6, 7, 8 82470
AMERICAN PWR
CONVERSION CORP COM 029066107 7 580 SH DEFINED 5 580
AMERICAN RLTY
INVS INC COM 029174109 14 1269 SH DEFINED 6, 7, 8 1269
AMERICAN RLTY
INVS INC COM 029174109 1 115 SH DEFINED 5 115
AMERICAN
SKIING EQUITY 029654308 529 528,581 SH DEFINED 1 528,581
American
Standard CORPBOND 029717AC9 4950 5,000,000 PRN DEFINED 4 5,000,000
AMERICAN STD
COS INC DEL COM 029712106 5994 108980 SH DEFINED 6, 7, 8 108980
AMERICAN STD
COS INC DEL COM 029712106 18 320 SH DEFINED 5 320
AMERICAN STS
WTR CO COM 029899101 117 3168 SH DEFINED 6, 7, 8 3168
AMERICAN STS
WTR CO COM 029899101 11 284 SH DEFINED 5 284
AMERICAN
SUPERCONDUCTOR
CORP COM 030111108 54 5770 SH DEFINED 6, 7, 8 5770
AMERICAN
SUPERCONDUCTOR
CORP COM 030111108 5 569 SH DEFINED 5 569
AMERICAN TOWER EQUITY 029912201 43365 3122044 SH Sole 3 3004744 117300
AMERICAN
WOODMARK CORP COM 030506109 45 1530 SH DEFINED 6, 7, 8 1530
AMERICAN
WOODMARK CORP COM 030506109 4 152 SH DEFINED 5 152
AMERICAN WTR
WKS INC COM 030411102 4586 116100 SH DEFINED 6, 7, 8 116100
AMERICAN WTR
WKS INC EQUITY 030411102 4172 10500 SH DEFINED 2 10500
AMERICREDIT
CORP COM 03060R101 3712 117400 SH DEFINED 6, 7, 8 117400
AMERICREDIT
CORP COM 03060R101 13 420 SH DEFINED 5 420
AMERICREDIT
CORP COM EQUITY 03060R101 106336 3362946 SH Sole 3 3230746 132200
AMERIPATH INC COM 03071D109 173 6597 SH DEFINED 6, 7, 8 6597
AMERIPATH INC COM 03071D109 17 630 SH DEFINED 5 630
AMERISOURCE-
BERGEN CORP EQUITY 03073E105 16340 230,300 SH DEFINED 1 230,300
AMERISOURCE-
BERGEN CORP COM 03073E105 3802 53593 SH DEFINED 6, 7, 8 53593
AMERISOURCE-
BERGEN CORP COM 03073E105 22 310 SH DEFINED 5 310
AMERISTAR
CASINOS INC COM 03070Q101 10 760 SH DEFINED 6, 7, 8 760
AMERISTAR
CASINOS INC COM 03070Q101 1 75 SH DEFINED 5 75
AMERITRADE
HLDG CORP CL A 03072H109 136 33890 SH DEFINED 6, 7, 8 33890
AMERON INTL INC COM 030710107 73 1140 SH DEFINED 6, 7, 8 1140
AMERON INTL INC COM 030710107 7 102 SH DEFINED 5 102
AMERUS GROUP CO COM 03072M108 332 9438 SH DEFINED 6, 7, 8 9438
AMERUS GROUP CO COM 03072M108 41 1165 SH DEFINED 5 1165
AMETEK INC NEW COM 031100100 1260 47953 SH DEFINED 6, 7, 8 47953
AMETEK INC NEW COM 031100100 24 898 SH DEFINED 5 898
AMGEN INC COM 031162100 27962 475860 SH DEFINED 6, 7, 8 475860
AMGEN INC COM 031162100 183 3110 SH DEFINED 5 3110
AMGEN INC EQUITY 031162100 20072 342195 SH DEFINED 2 342195
AMGEN INC. EQUITY 031162100 9379 159,580 SH DEFINED 1 159,580
AMLI
RESIDENTIAL
PPTYS TR SH BEN
INT 001735109 99 4174 SH DEFINED 6, 7, 8 4174
AMLI
RESIDENTIAL
PPTYS TR SH BEN
INT 001735109 9 374 SH DEFINED 5 374
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
--------------------------------------------------------------------------------------------------------------------------------
AMPHENOL
CORP NEW CL A 032095101 856 24630 SH DEFINED 6, 7, 8 24630
AMPHENOL
CORP NEW CL A 032095101 7 200 SH DEFINED 5 200
AMR Corp EQUITY 001765106 287 15,000 SH DEFINED 4 15,000
AMR CORP COM 001765106 1243 64960 SH DEFINED 6, 7, 8 64960
AMR CORP COM 001765106 26 1340 SH DEFINED 5 1340
AmSouth EQUITY 032165102 1802 99,700 SH DEFINED 4 99,700
AMSOUTH
BANCORPORATION EQUITY 032165102 112 6,200 SH DEFINED 1 6,200
AMSOUTH
BANCORPORATION COM 032165102 3682 203750 SH DEFINED 6, 7, 8 203750
AMSOUTH
BANCORPORATION COM 032165102 20 1100 SH DEFINED 5 1100
AMSOUTH
BANCORPORATION EQUITY 032165102 3072 17000 SH DEFINED 2 17000
AMSURG CORP COM 03232P405 152 5500 SH DEFINED 6, 7, 8 5500
AMSURG CORP COM 03232P405 15 550 SH DEFINED 5 550
AMSURG CORP CL A EQUITY 03232P405 25660 931400 SH Sole 3 931400
AMTRAN INC COM 03234G106 9 1002 SH DEFINED 6, 7, 8 1002
AMTRAN INC COM 03234G106 1 90 SH DEFINED 5 90
AMYLIN
PHARMACEUTICALS
INC COM 032346108 111 20036 SH DEFINED 6, 7, 8 20036
AMYLIN
PHARMACEUTICALS
INC COM 032346108 8 1507 SH DEFINED 5 1507
ANADARKO
PETE CORP COM 032511107 5094 105942 SH DEFINED 6, 7, 8 105942
ANADARKO
PETE CORP COM 032511107 36 747 SH DEFINED 5 747
ANADARKO
PETROLEUM CORP EQUITY 032511107 202 4,193 SH DEFINED 1 4,193
ANADIGICS INC COM 032515108 150 12259 SH DEFINED 6, 7, 8 12259
ANADIGICS INC COM 032515108 10 847 SH DEFINED 5 847
ANALOG
DEVICES INC EQUITY 032654105 196 6,000 SH DEFINED 1 6,000
ANALOG
DEVICES INC SB NT C 032654AC9 9188 10000000 PRN DEFINED 6 10000000
ANALOG
DEVICES INC COM 032654105 5841 178620 SH DEFINED 6, 7, 8 178620
ANALOG
DEVICES INC COM 032654105 45 1390 SH DEFINED 5 1390
ANALOGIC CORP COM PAR
$0.05 032657207 82 2027 SH DEFINED 6, 7, 8 2027
ANALOGIC CORP COM PAR
$0.05 032657207 7 185 SH DEFINED 5 185
ANAREN
MICROWAVE
INC COM 032744104 406 24808 SH DEFINED 6, 7, 8 24808
ANAREN
MICROWAVE
INC COM 032744104 10 593 SH DEFINED 5 593
ANC RENTAL
CORP COM 001813104 6 11494 SH DEFINED 6, 7, 8 11494
ANC RENTAL
CORP COM 001813104 1 1057 SH DEFINED 5 1057
ANCHOR
BANCORP
WIS INC COM 032839102 102 6135 SH DEFINED 6, 7, 8 6135
ANCHOR
BANCORP
WIS INC COM 032839102 9 550 SH DEFINED 5 550
ANCHOR
GAMING COM 033037102 168 4050 SH DEFINED 6, 7, 8 4050
ANCHOR
GAMING COM 033037102 16 376 SH DEFINED 5 376
ANDOVER
BANCORP
INC DEL COM 034258103 94 1847 SH DEFINED 6, 7, 8 1847
ANDOVER
BANCORP
INC DEL COM 034258103 8 165 SH DEFINED 5 165
ANDREW
CORP COM 034425108 1081 59488 SH DEFINED 6, 7, 8 59488
ANDREW
CORP COM 034425108 45 2451 SH DEFINED 5 2451
ANDREW
CORPRATION EQUITY 034425108 24 1,300 SH DEFINED 1 1,300
ANDRX
CORP DEL EQUITY 034553107 5453 84000 SH DEFINED 2 84000
ANGIOTECH
PHARMACEUTICALS
INC EQUITY 034918102 1946 45000 SH DEFINED 2 45000
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
--------------------------------------------------------------------------------------------------------------------------------
ANGLO
AMERICAN PLC
- UNSP ADR EQUITY 03485P102 203 17,000 SH DEFINED 1 17,000
Anheuser Busch CORPBOND 035229AX1 2043 2,000,000 PRN DEFINED 4 2,000,000
Anheuser Busch EQUITY 035229103 2932 70,000 SH DEFINED 4 70,000
ANHEUSER BUSCH
COS INC COM 035229103 16730 399480 SH DEFINED 6, 7, 8 399480
ANHEUSER BUSCH
COS INC COM 035229103 112 2670 SH DEFINED 5 2670
ANHEUSER BUSCH
COS INC EQUITY 035229103 3481 83120 SH DEFINED 2 83120
ANHEUSER-
BUSCH COS EQUITY 035229103 18018 430,220 SH DEFINED 1 430,220
ANIXTER INTL
INC COM 035290105 202 8136 SH DEFINED 6, 7, 8 8136
ANIXTER INTL
INC COM 035290105 18 729 SH DEFINED 5 729
ANNALY
MORTGAGE
MANAGEMENT EQUITY 035710409 11624 804,400 SH DEFINED 1 804,400
ANNALY MTG
MGMT INC COM 035710409 203 14025 SH DEFINED 6, 7, 8 14025
ANNALY MTG
MGMT INC COM 035710409 18 1216 SH DEFINED 5 1216
ANNTAYLOR
STORES CORP COM 036115103 196 8961 SH DEFINED 6, 7, 8 8961
ANNTAYLOR
STORES CORP COM 036115103 15 665 SH DEFINED 5 665
ANSOFT CORP COM 036384105 16 1727 SH DEFINED 6, 7, 8 1727
ANSOFT CORP COM 036384105 2 171 SH DEFINED 5 171
ANSWERTHINK
INC COM 036916104 54 11443 SH DEFINED 6, 7, 8 11443
ANSWERTHINK
INC COM 036916104 5 1077 SH DEFINED 5 1077
ANSWERTHINK
INC EQUITY 036916104 270 71000 SH DEFINED 2 71000
ANSYS INC COM 03662Q105 72 4055 SH DEFINED 6, 7, 8 4055
ANSYS INC COM 03662Q105 7 402 SH DEFINED 5 402
ANTHRACITE
CAP INC COM 037023108 103 9932 SH DEFINED 6, 7, 8 9932
ANTHRACITE
CAP INC COM 037023108 9 889 SH DEFINED 5 889
ANTHRACITE
CAPITAL INC EQUITY 037023108 2966 285,177 SH DEFINED 1 285,177
ANTIGENICS
INC DEL COM 037032109 49 3869 SH DEFINED 6, 7, 8 3869
ANTIGENICS
INC DEL COM 037032109 5 382 SH DEFINED 5 382
AOL TIME
WARNER EQUITY 00184A105 7837 236,780 SH DEFINED 1 236,780
AOL TIME
WARNER INC COM 00184A105 77653 2346006 SH DEFINED 6, 7, 8 2346006
AOL TIME
WARNER INC COM 00184A105 597 18040 SH DEFINED 5 18040
AOL TIME
WARNER INC EQUITY 00184A105 25361 770716 SH DEFINED 2 770716
AON Capital
Trust CORPBOND 037388AE5 5020 5,000,000 PRN DEFINED 4 5,000,000
AON CORP EQUITY 037389103 19945 474,890 SH DEFINED 1 474,890
AON CORP COM 037389103 4652 110750 SH DEFINED 6, 7, 8 110750
AON CORP COM 037389103 33 780 SH DEFINED 5 780
APAC CUSTOMER
SERVICES INC COM 00185E106 12 6821 SH DEFINED 6, 7, 8 6821
APAC CUSTOMER
SERVICES INC COM 00185E106 1 677 SH DEFINED 5 677
Apache EQUITY 037411105 430 10,000 SH DEFINED 4 10,000
APACHE CORP EQUITY 037411105 90 2,100 SH DEFINED 1 2,100
APACHE CORP COM 037411105 2729 63470 SH DEFINED 6, 7, 8 63470
APACHE CORP COM 037411105 16 370 SH DEFINED 5 370
APACHE CORP EQUITY 037411105 5892 133460 SH DEFINED 2 133460
APACHE CORP COM EQUITY 037411105 4326 100600 SH Sole 3 79500 21100
APARTMENT INVT
& MGMT CL A EQUITY 03748R101 39629 875600 SH Sole 3 764700
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
--------------------------------------------------------------------------------------------------------------------------------
APHTON CORP COM 03759P101 39 3993 SH DEFINED 6, 7, 8 3993
APHTON CORP COM 03759P101 4 396 SH DEFINED 5 396
APOGEE
ENTERPRISES
INC COM 037598109 112 8715 SH DEFINED 6, 7, 8 8715
APOGEE
ENTERPRISES
INC COM 037598109 10 794 SH DEFINED 5 794
APOGENT
TECHNOLOGIES
INC COM 03760A101 2956 123700 SH DEFINED 6, 7, 8 123700
APOLLO
GROUP INC CL A 037604105 5737 136500 SH DEFINED 6, 7, 8 136500
APOLLO
GROUP INC EQUITY 037604105 7833 216500 SH DEFINED 2 216500
APOLLO GROUP
INC CL A EQUITY 037604105 6216 147900 SH Sole 3 120300 27600
APPLE COMPUTER EQUITY 037833100 88 5,700 SH DEFINED 1 5,700
APPLE COMPUTER
INC COM 037833100 2869 184960 SH DEFINED 6, 7, 8 184960
APPLE COMPUTER
INC COM 037833100 16 1040 SH DEFINED 5 1040
APPLEBEES
INTL INC COM 037899101 288 9773 SH DEFINED 6, 7, 8 9773
APPLEBEES
INTL INC COM 037899101 27 907 SH DEFINED 5 907
APPLERA CORP COM AP
BIO GRP 038020103 2177 89240 SH DEFINED 6, 7, 8 89240
APPLERA CORP COM AP
BIO GRP 038020103 15 630 SH DEFINED 5 630
APPLERA CORP-
APPLIED BIOSYS EQUITY 038020103 148 6,060 SH DEFINED 1 6,060
APPLICA INC COM 03815A106 46 5460 SH DEFINED 6, 7, 8 5460
APPLICA INC COM 03815A106 4 489 SH DEFINED 5 489
Applied
Biosystems EQUITY 038020103 732 30,000 SH DEFINED 4 30,000
APPLIED INDL
TECHNOLOGIES INC COM 03820C105 92 5475 SH DEFINED 6, 7, 8 5475
APPLIED INDL
TECHNOLOGIES INC COM 03820C105 8 490 SH DEFINED 5 490
APPLIED
INNOVATION INC COM 037916103 20 2492 SH DEFINED 6, 7, 8 2492
APPLIED
INNOVATION INC COM 037916103 2 247 SH DEFINED 5 247
APPLIED
MATERIALS INC EQUITY 038222105 9050 318,220 SH DEFINED 1 318,220
APPLIED
MATLS INC COM 038222105 11797 414810 SH DEFINED 6, 7, 8 414810
APPLIED
MATLS INC COM 038222105 87 3050 SH DEFINED 5 3050
APPLIED MICRO
CIRCUITS CORP EQUITY 03822W109 36 5,100 SH DEFINED 1 5,100
APPLIED MICRO
CIRCUITS CORP COM 03822W109 932 133350 SH DEFINED 6, 7, 8 133350
APPLIED MICRO
CIRCUITS CORP COM 03822W109 6 900 SH DEFINED 5 900
APPLIED MICRO
CIRCUITS CORP EQUITY 03822W109 4003 183000 SH DEFINED 2 183000
APPLIED
MOLECULAR
EVOLUTION EQUITY 03823E108 405 54,870 SH DEFINED 1 54,870
APPLIED
MOLECULAR
EVOLUTION IN COM 03823E108 34 4617 SH DEFINED 6, 7, 8 4617
APPLIED
MOLECULAR
EVOLUTION IN COM 03823E108 3 456 SH DEFINED 5 456
APRIA
HEALTHCARE
GROUP INC COM 037933108 2766 106792 SH DEFINED 6, 7, 8 106792
APRIA
HEALTHCARE
GROUP INC COM 037933108 28 1100 SH DEFINED 5 1100
APROPOS
TECHNOLOGY INC COM 038334108 9 7725 SH DEFINED 6, 7, 8 7725
APTARGROUP INC COM 038336103 316 9928 SH DEFINED 6, 7, 8 9928
APTARGROUP INC COM 038336103 28 880 SH DEFINED 5 880
AQUILA INC
DEL CL A EQUITY 03840J106 9738 446700 SH Sole 3 353500 93200
ARACRUZ
CELULOSE
SA-SPON ADR EQUITY 038496204 1087 73,220 SH DEFINED 1 73,220
ARBITRON INC COM 03875Q108 240 9166 SH DEFINED 6, 7, 8 9166
ARBITRON INC COM 03875Q108 21 791 SH DEFINED 5 791
ARCH CHEMICALS
INC COM 03937R102 140 6338 SH DEFINED 6, 7, 8 6338
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
--------------------------------------------------------------------------------------------------------------------------------
ARCH CHEMICALS
INC COM 03937R102 13 568 SH DEFINED 5 568
ARCH COAL INC COM 039380100 955 61200 SH DEFINED 6, 7, 8 61200
ARCH COAL INC EQUITY 039380100 4752 276500 SH DEFINED 2 276500
ARCHER DANIELS
MIDLAND EQUITY 039483102 139 11,034 SH DEFINED 1 11,034
ARCHER DANIELS
MIDLAND CO COM 039483102 5383 427550 SH DEFINED 6, 7, 8 427550
ARCHER DANIELS
MIDLAND CO COM 039483102 25 1974 SH DEFINED 5 1974
ARCHSTONE CMNTYS TR SH BEN
INT 0395103 1099 42100 SH DEFINED 6, 7, 8 42100
ARCHSTONE CMNTYS
TR SH BEN INT EQUITY 039581103 7875 301736 SH Sole 3 263394 38342
ARCTIC CAT INC COM 039670104 67 5006 SH DEFINED 6, 7, 8 5006
ARCTIC CAT INC COM 039670104 6 459 SH DEFINED 5 459
ARDEN GROUP INC CL A 039762109 20 443 SH DEFINED 6, 7, 8 443
ARDEN GROUP INC CL A 039762109 2 42 SH DEFINED 5 42
ARDEN RLTY GROUP
INC COM EQUITY 039793104 22872 894500 SH Sole 3 767300 127200
AREA BANCSHARES
CORP NEW COM 039872106 80 4717 SH DEFINED 6, 7, 8 4717
AREA BANCSHARES
CORP NEW COM 039872106 7 422 SH DEFINED 5 422
ARENA
PHARMACEUTICALS
COM EQUITY 040047102 2469 224500 SH Sole 3 224500
ARENA
PHARMACEUTICALS
INC COM 040047102 55 5008 SH DEFINED 6, 7, 8 5008
ARENA
PHARMACEUTICALS
INC COM 040047102 5 494 SH DEFINED 5 494
ARGONAUT
GROUP INC EQUITY 040157109 54 3,300 SH DEFINED 1 3,300
ARGONAUT
GROUP INC COM 040157109 112 6839 SH DEFINED 6, 7, 8 6839
ARGONAUT
GROUP INC COM 040157109 10 612 SH DEFINED 5 612
ARGOSY
GAMING CO COM 040228108 169 6468 SH DEFINED 6, 7, 8 6468
ARGOSY
GAMING CO COM 040228108 16 609 SH DEFINED 5 609
ARIAD
PHARMACEUTICALS
INC COM 04033A100 17 6880 SH DEFINED 6, 7, 8 6880
ARIAD
PHARMACEUTICALS
INC COM 04033A100 2 683 SH DEFINED 5 683
ARIBA INC COM 04033V104 56 29980 SH DEFINED 6, 7, 8 29980
ARIBA INC COM 04033V104 1 520 SH DEFINED 5 520
ARKANSAS
BEST CORP EQUITY 040790107 6066 286400 SH DEFINED 2 286400
ARKANSAS
BEST CORP DEL COM 040790107 112 5409 SH DEFINED 6, 7, 8 5409
ARKANSAS
BEST CORP DEL COM 040790107 10 484 SH DEFINED 5 484
ARMOR
HOLDINGS INC COM 042260109 101 5098 SH DEFINED 6, 7, 8 5098
ARMOR
HOLDINGS INC COM 042260109 9 457 SH DEFINED 5 457
ARMSTRONG
HLDGS INC COM 042384107 33 12098 SH DEFINED 6, 7, 8 12098
ARMSTRONG
HLDGS INC COM 042384107 3 1083 SH DEFINED 5 1083
ARNOLD INDS INC COM 042595108 127 6147 SH DEFINED 6, 7, 8 6147
ARNOLD INDS INC COM 042595108 11 550 SH DEFINED 5 550
ARQULE INC COM 04269E107 57 5434 SH DEFINED 6, 7, 8 5434
ARQULE INC COM 04269E107 6 539 SH DEFINED 5 539
ARRAY
BIOPHARMA
INC EQUITY 04269X105 3376 374300 SH Sole 3 374300
ARRAY
BIOPHARMA
INC COM 04269X105 38 4163 SH DEFINED 6, 7, 8 4163
ARRAY
BIOPHARMA
INC COM 04269X105 4 413 SH DEFINED 5 413
ARRIS
GROUP INC COM 04269Q100 188 52597 SH DEFINED 6, 7, 8 52597
ARRIS
GROUP INC COM 04269Q100 5 1374 SH DEFINED 5 1374
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
--------------------------------------------------------------------------------------------------------------------------------
Arrow
Electronics CORPBOND 042735AR1 1043 1,000,000 PRN DEFINED 4 1,000,000
ARROW
ELECTRS INC COM 042735100 3362 161151 SH DEFINED 6, 7, 8 161151
ARROW
ELECTRS INC COM 042735100 18 840 SH DEFINED 5 840
ARROW
FINL CORP COM 042744102 51 1834 SH DEFINED 6, 7, 8 1834
ARROW
FINL CORP COM 042744102 5 170 SH DEFINED 5 170
ARROW
INTL INC COM 042764100 130 3484 SH DEFINED 6, 7, 8 3484
ARROW
INTL INC COM 042764100 12 319 SH DEFINED 5 319
ART TECHNOLOGY
GROUP INC COM 04289L107 11 15348 SH DEFINED 6, 7, 8 15348
ART TECHNOLOGY
GROUP INC COM 04289L107 1 1523 SH DEFINED 5 1523
ARTESYN
TECHNOLOGIES
INC COM 043127109 81 14929 SH DEFINED 6, 7, 8 14929
ARTESYN
TECHNOLOGIES
INC COM 043127109 5 956 SH DEFINED 5 956
ARTHROCARE CORP COM 043136100 110 5605 SH DEFINED 6, 7, 8 5605
ARTHROCARE CORP COM 043136100 11 556 SH DEFINED 5 556
ARTHROCARE CORP EQUITY 043136100 3052 155700 SH DEFINED 2 155700
Arthur J Gallagher EQUITY 363576109 1693 50,000 SH DEFINED 4 50,000
ARTISAN
COMPONENTS INC COM 042923102 30 3768 SH DEFINED 6, 7, 8 3768
ARTISAN
COMPONENTS INC COM 042923102 3 365 SH DEFINED 5 365
Arvin
Industries
Inc. CORPBOND 043339AJ9 2622 3,000,000 PRN DEFINED 4 3,000,000
ARVINMERITOR INC COM 043353101 1398 97804 SH DEFINED 6, 7, 8 97804
ARVINMERITOR INC COM 043353101 26 1804 SH DEFINED 5 1804
ASCENTIAL
SOFTWARE CORP COM 04362P108 1385 419643 SH DEFINED 6, 7, 8 419643
ASCENTIAL
SOFTWARE CORP COM 04362P108 27 8125 SH DEFINED 5 8125
ASHLAND INC EQUITY 044204105 46 1,200 SH DEFINED 1 1,200
ASHLAND INC COM 044204105 7441 193016 SH DEFINED 6, 7, 8 193016
ASHLAND INC COM 044204105 61 1590 SH DEFINED 5 1590
ASIAINFO
HLDGS INC COM 04518A104 92 7739 SH DEFINED 6, 7, 8 7739
ASIAINFO
HLDGS INC COM 04518A104 9 747 SH DEFINED 5 747
ASPECT
COMMUNICATIONS
CORP COM 04523Q102 29 16087 SH DEFINED 6, 7, 8 16087
ASPECT
COMMUNICATIONS
CORP COM 04523Q102 3 1453 SH DEFINED 5 1453
ASPECT
MED SYS INC COM 045235108 39 3529 SH DEFINED 6, 7, 8 3529
ASPECT
MED SYS INC COM 045235108 4 350 SH DEFINED 5 350
ASPEN
TECHNOLOGY
INC COM 045327103 87 8670 SH DEFINED 6, 7, 8 8670
ASPEN
TECHNOLOGY
INC COM 045327103 9 860 SH DEFINED 5 860
ASSOCIATED
BANC CORP COM 045487105 2628 77540 SH DEFINED 6, 7, 8 77540
ASSOCIATED
ESTATES
RLTY CORP COM 045604105 49 5069 SH DEFINED 6, 7, 8 5069
ASSOCIATED
ESTATES
RLTY CORP COM 045604105 4 454 SH DEFINED 5 454
Associates Corp CORPBOND U0460WAB5 1096 1,000,000 PRN DEFINED 4 1,000,000
ASTEC INDS INC COM 046224101 62 4737 SH DEFINED 6, 7, 8 4737
ASTEC INDS INC COM 046224101 6 427 SH DEFINED 5 427
ASTORIA
FINL CORP COM 046265104 4427 74700 SH DEFINED 6, 7, 8 74700
ASTRAZENECA
PLC SPONSORED
ADR 046353108 743 15900 SH DEFINED 6, 7, 8 15900
ASTROPOWER INC COM 04644A101 118 3415 SH DEFINED 6, 7, 8 3415
ASTROPOWER INC COM 04644A101 12 339 SH DEFINED 5 339
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
--------------------------------------------------------------------------------------------------------------------------------
ASTROPOWER INC
COM EQUITY 04644A101 21586 625500 SH Sole 3 618100 7400
ASYST
TECHNOLOGY
CORP COM 04648X107 153 16892 SH DEFINED 6, 7, 8 16892
ASYST
TECHNOLOGY
CORP COM 04648X107 9 989 SH DEFINED 5 989
AT & T EQUITY 001957109 1521 78,795 SH DEFINED 1 78,795
AT & T
LATIN
AMER CORP COM 04649A106 23 12843 SH DEFINED 6, 7, 8 12843
AT & T
LATIN AMER
CORP COM 04649A106 2 1218 SH DEFINED 5 1218
AT &
WIRELESS EQUITY 00209A106 2724 120000 SH DEFINED 2 120000
AT + T CORP EQUITY 001957109 12767 674144 SH DEFINED 2 674144
AT HOME CORP COM SER A 045919107 1 4610 SH DEFINED 6, 7, 8 4610
AT&T CORP COM 001957109 32884 1703816 SH DEFINED 6, 7, 8 1703816
AT&T CORP COM 001957109 255 13197 SH DEFINED 5 13197
AT&T LATIN
AMERICA
CORP CL A EQUITY 04649A106 113 64,000 SH DEFINED 1 64,000
AT&T WIRELESS
SERVICES EQUITY 00209A106 648 43,347 SH DEFINED 1 43,347
AT&T WIRELESS
SVCS INC COM 00209A106 17721 1186158 SH DEFINED 6, 7, 8 1186158
AT&T WIRELESS
SVCS INC COM 00209A106 127 8471 SH DEFINED 5 8471
ATLANTIC COAST
AIRLINES HLDGS COM 048396105 148 11115 SH DEFINED 6, 7, 8 11115
ATLANTIC COAST
AIRLINES HLDGS COM 048396105 14 1083 SH DEFINED 5 1083
ATLANTIC COAST
AIRLINES HLDGS EQUITY 048396105 4417 312800 SH DEFINED 2 312800
ATLAS AIR
WORLDWIDE
HLDGS INC COM 049164106 491 49813 SH DEFINED 6, 7, 8 49813
ATLAS AIR
WORLDWIDE
HLDGS INC COM 049164106 5 463 SH DEFINED 5 463
ATMEL CORP COM 049513104 3672 549680 SH DEFINED 6, 7, 8 549680
ATMEL CORP EQUITY 049513104 3024 425400 SH DEFINED 2 425400
ATMI INC COM 00207R101 119 7715 SH DEFINED 6, 7, 8 7715
ATMI INC COM 00207R101 11 736 SH DEFINED 5 736
ATMOS
ENERGY CORP COM 049560105 275 12720 SH DEFINED 6, 7, 8 12720
ATMOS
ENERGY CORP COM 049560105 24 1109 SH DEFINED 5 1109
ATP OIL &
GAS CORP COM 00208J108 12 1749 SH DEFINED 6, 7, 8 1749
ATP OIL &
GAS CORP COM 00208J108 1 169 SH DEFINED 5 169
ATRIX
LABS INC COM 04962L101 3 110 SH DEFINED 6 110
ATRIX
LABS INC COM 04962L101 101 4279 SH DEFINED 6, 7, 8 4279
ATRIX
LABS INC COM 04962L101 12 495 SH DEFINED 5 495
ATS MED INC COM 002083103 25 6277 SH DEFINED 6, 7, 8 6277
ATS MED INC COM 002083103 2 623 SH DEFINED 5 623
ATWOOD
OCEANICS
INC COM 050095108 68 2620 SH DEFINED 6, 7, 8 2620
ATWOOD
OCEANICS
INC COM 050095108 7 258 SH DEFINED 5 258
AUDIOVOX
CORP CL A 050757103 49 5403 SH DEFINED 6, 7, 8 5403
AUDIOVOX
CORP CL A 050757103 4 484 SH EFINED 5 484
AUGUST
TECHNOLOGY
CORP COM 05106U105 135 16455 SH DEFINED 6, 7, 8 16455
AUGUST
TECHNOLOGY
CORP COM 05106U105 1 152 SH DEFINED 5 152
AURORA
FOODS
INC COM 05164B106 30 7623 SH DEFINED 6, 7, 8 7623
AURORA
FOODS
INC COM 05164B106 3 683 SH DEFINED 5 683
AUSPEX
SYS INC COM 052116100 30 12814 SH DEFINED 6, 7, 8 12814
AUSPEX
SYS INC COM 052116100 3 1272 SH DEFINED 5 1272
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
--------------------------------------------------------------------------------------------------------------------------------
AUTODESK
INC COM 052769106 1627 50750 SH DEFINED 6, 7, 8 50750
AUTODESK
INC COM 052769106 5 160 SH DEFINED 5 160
AUTODESK
INC. EQUITY 052769106 29 900 SH DEFINED 1 900
AUTOLIV
INC COM 052800109 480 30500 SH DEFINED 6, 7, 8 30500
AUTOLIV
INC COM 052800109 7 420 SH DEFINED 5 420
AUTOMATIC
DATA
PROCESSING
INC EQUITY 053015103 520 11,050 SH DEFINED 1 11,050
AUTOMATIC
DATA
PROCESSING
INC COM 053015103 15925 338550 SH DEFINED 6, 7, 8 338550
AUTOMATIC
DATA
PROCESSING
INC COM 053015103 124 2630 SH DEFINED 5 2630
AUTONATION
INC COM 05329W102 140 15900 SH DEFINED 6, 7, 8 15900
AUTOZONE
INC EQUITY 053332102 99 1,900 SH DEFINED 1 1,900
AUTOZONE
INC COM 053332102 4036 77830 SH DEFINED 6, 7, 8 77830
AUTOZONE
INC COM 053332102 39 750 SH DEFINED 5 750
AVALONBAY
CMNTYS INC COM 053484101 1065 22300 SH DEFINED 6, 7, 8 22300
AVALONBAY
COMM EQUITY 053484101 18769 393068 SH Sole 3 334022 59046
AVANEX CORP COM 05348W109 24 8266 SH DEFINED 6, 7, 8 8266
AVANEX CORP COM 05348W109 2 820 SH DEFINED 5 820
AVANIR
PHARMACEUTICALS CL A 05348P104 47 16324 SH DEFINED 6, 7, 8 16324
AVANIR
PHARMACEUTICALS CL A 05348P104 5 1620 SH DEFINED 5 1620
AVANT CORP COM 053487104 32 10753 SH DEFINED 6, 7, 8 10753
AVANT CORP COM 053487104 3 1054 SH DEFINED 5 1054
AVANT
IMMUNO
THERAPEUTICS
INC COM 053491106 39 16270 SH DEFINED 6, 7, 8 16270
AVANT
IMMUNO
THERAPEUTICS
INC COM 053491106 4 1615 SH DEFINED 5 1615
AVATAR
HLDGS INC COM 053494100 36 1551 SH DEFINED 6, 7, 8 1551
AVATAR
HLDGS INC COM 053494100 3 139 SH DEFINED 5 139
AVAYA INC EQUITY 053499109 47 4,791 SH DEFINED 1 4,791
AVAYA INC EQUITY 053499109 7 677 SH DEFINED 2 677
AVAYA INC COM 053499109 1356 136970 SH DEFINED 6, 7, 8 136970
AVAYA INC COM 053499109 8 848 SH DEFINED 5 848
AVERY
DENNISON
CORP COM 053611109 2206 46620 SH DEFINED 6, 7, 8 46620
AVERY
DENNISON
CORP COM 053611109 16 330 SH DEFINED 5 330
AVERY
DENNISON
CORP EQUITY 053611109 4548 96133 SH DEFINED 2 96133
AVERY
DENNISON
CORP. EQUITY 053611109 85 1,800 SH DEFINED 1 1,800
AVI
BIOPHARMA
INC COM 002346104 30 4000 SH DEFINED 6, 7, 8 4000
AVI
BIOPHARMA
INC COM 002346104 3 397 SH DEFINED 5 397
AVIALL
INC NEW COM 05366B102 36 5810 SH DEFINED 6, 7, 8 5810
AVIALL
INC NEW COM 05366B102 3 520 SH DEFINED 5 520
AVICI
SYS INC COM 05367L109 18 13939 SH DEFINED 6, 7, 8 13939
AVICI
SYS INC COM 05367L109 2 1383 SH DEFINED 5 1383
AVID
TECHNOLOGY
INC COM 05367P100 52 7091 SH DEFINED 6, 7, 8 7091
AVID
TECHNOLOGY
INC COM 05367P100 5 641 SH DEFINED 5 641
AVIGEN INC COM 053690103 77 5617 SH DEFINED 6, 7, 8 5617
AVIGEN INC COM 053690103 8 557 SH DEFINED 5 557
AVIRON COM 053762100 17 665 SH DEFINED 6, 7, 8 665
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
--------------------------------------------------------------------------------------------------------------------------------
AVISTA CORP COM 05379B107 202 14873 SH DEFINED 6, 7, 8 14873
AVISTA CORP COM 05379B107 18 1292 SH DEFINED 5 1292
AVNET INC COM 053807103 2501 137500 SH DEFINED 6, 7, 8 137500
AVNET INC. EQUITY 053807103 144 7,890 SH DEFINED 1 7,890
AVOCENT
CORP COM 053893103 956 64230 SH DEFINED 6, 7, 8 64230
AVOCENT
CORP COM 053893103 18 1213 SH DEFINED 5 1213
AVON
PRODS INC COM 054303102 6876 148660 SH DEFINED 6, 7, 8 148660
AVON
PRODS INC COM 054303102 62 1330 SH DEFINED 5 1330
AVON
PRODUCTS EQUITY 054303102 185 4,000 SH DEFINED 1 4,000
AVX
CORP NEW COM 002444107 667 41002 SH DEFINED 6, 7, 8 41002
AVX CORP
NEW COM 002444107 17 1030 SH DEFINED 5 1030
AWARE
INC MASS COM 05453N100 25 6416 SH DEFINED 6, 7, 8 6416
AWARE
INC MASS COM 05453N100 3 637 SH DEFINED 5 637
AXCELIS
TECHNOLOGIES
INC COM 054540109 40 4185 SH DEFINED 6, 7, 8 4185
AXT INC COM 00246W103 128 12038 SH DEFINED 6, 7, 8 12038
AXT INC COM 00246W103 6 540 SH DEFINED 5 540
AZTAR CORP COM 054802103 145 11067 SH DEFINED 6, 7, 8 11067
AZTAR CORP COM 054802103 12 951 SH DEFINED 5 951
B I S Y S
GROUP INC EQUITY 055472104 96645 1822800 SH Sole 3 1745900 76900
BAKER
HUGHES EQUITY 057224107 42 1450 SH DEFINED 2 1450
BAKER
HUGHES INC COM 057224107 7075 244400 SH DEFINED 6, 7, 8 244400
BAKER
HUGHES INC COM 057224107 77 2670 SH DEFINED 5 2670
BAKER
HUGHES INC. EQUITY 057224107 162 5,600 SH DEFINED 1 5,600
BALDOR
ELEC CO COM 057741100 144 7261 SH DEFINED 6, 7, 8 7261
BALDOR
ELEC CO COM 057741100 13 663 SH DEFINED 5 663
BALDWIN &
LYONS INC CL B 057755209 39 2012 SH DEFINED 6, 7, 8 2012
BALDWIN &
LYONS INC CL B 057755209 3 180 SH DEFINED 5 180
BALL CORP EQUITY 058498106 30 500 SH DEFINED 1 500
BALL CORP COM 058498106 1674 27944 SH DEFINED 6, 7, 8 27944
BALL CORP COM 058498106 50 836 SH DEFINED 5 836
BALLY TOTAL
FITNESS
HLDG CORP COM 05873K108 494 24304 SH DEFINED 6, 7, 8 24304
BALLY TOTAL
FITNESS
HLDG CORP COM 05873K108 15 744 SH DEFINED 5 744
BANC ONE
CORP EQUITY 06423A103 607 19,300 SH DEFINED 1 19,300
BANCFIRST
CORP COM 05945F103 44 1288 SH DEFINED 6, 7, 8 1288
BANCFIRST
CORP COM 05945F103 4 115 SH DEFINED 5 115
BANCFIRST
CORP
ZANESVILLE
OHIO COM 059450106 53 2442 SH DEFINED 6, 7, 8 2442
BANCFIRST
CORP
ZANESVILLE
OHIO COM 059450106 5 219 SH DEFINED 5 219
BANCO DE A.
EDWARDS-
SP ADR EQUITY 059504100 775 49,978 SH DEFINED 1 49,978
BANCORP
SOUTH
INC COM 059692103 404 26260 SH DEFINED 6, 7, 8 26260
BANCORP
SOUTH
INC COM 059692103 35 2242 SH DEFINED 5 2242
BANDAG INC COM 059815100 759 27755 SH DEFINED 6, 7, 8 27755
BANDAG INC COM 059815100 9 318 SH DEFINED 5 318
BANGOR HYDRO
ELEC CO COM 060077104 62 2315 SH DEFINED 6, 7, 8 2315
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
--------------------------------------------------------------------------------------------------------------------------------
BANGOR HYDRO
ELEC CO COM 060077104 6 207 SH DEFINED 5 207
BANK AMER
CORP EQUITY 060505104 10843 185000 SH DEFINED 2 185000
BANK MUT
CORP COM 063748107 56 3481 SH DEFINED 6, 7, 8 3481
BANK MUT
CORP COM 063748107 5 314 SH DEFINED 5 314
BANK NEW
YORK INC COM 064057102 12757 364498 SH DEFINED 6, 7, 8 364498
BANK NEW
YORK INC COM 064057102 105 3010 SH DEFINED 5 3010
BANK OF
AMERICA
CORPORATION COM 060505104 52285 895290 SH DEFINED 6, 7, 8 895290
BANK OF
AMERICA
CORPORATION COM 060505104 384 6580 SH DEFINED 5 6580
BANK OF
GRANITE
CORP COM 062401104 78 3495 SH DEFINED 6, 7, 8 3495
BANK OF
GRANITE
CORP COM 062401104 7 313 SH DEFINED 5 313
BANK OF
NEW YORK EQUITY 064057102 26306 751,590 SH DEFINED 1 751,590
BANK ONE
CORP COM 06423A103 18612 591410 SH DEFINED 6, 7, 8 591410
BANK ONE
CORP COM 06423A103 152 4830 SH DEFINED 5 4830
BANK ONE
CORP EQUITY 06423A103 1420 30600 SH DEFINED 2 30600
BANK UNITED
CORP-
CONTINGENT EQUITY 065416117 137 506,802 SH DEFINED 1 506,802
BANK UTD
CORP
LITIGATN
CONT TR RT
CONTINGENT 065416117 2 8028 SH DEFINED 6, 7, 8 8028
BANK UTD
CORP
LITIGATN
CONT TR RT
CONTINGENT 065416117 0 300 SH DEFINED 5 300
BANKAMERICA
CORPORATION EQUITY 060505104 1556 26,640 SH DEFINED 1 26,640
BANK
ATLANTIC
BANCORP CL A 065908501 67 6665 SH DEFINED 6, 7, 8 6665
BANK
ATLANTIC
BANCORP CL A 065908501 6 597 SH DEFINED 5 597
BankBoston CORPBOND 06605WAC9 3163 3,000,000 PRN DEFINED 4 3,000,000
BANK
NORTH
GROUP
INC NEW COM 06646R107 3600 161300 SH DEFINED 6, 7, 8 161300
BANKUNITED
FINL CORP CL A 06652B103 84 5736 SH DEFINED 6, 7, 8 5736
BANKUNITED
FINL CORP CL A 06652B103 8 514 SH DEFINED 5 514
BANNER CORP COM 06652V109 64 3335 SH DEFINED 6, 7, 8 3335
BANNER CORP COM 06652V109 6 299 SH DEFINED 5 299
BANTA CORP COM 066821109 1018 36529 SH DEFINED 6, 7, 8 36529
BANTA CORP COM 066821109 19 672 SH DEFINED 5 672
BARD C R
INC COM 067383109 1301 25310 SH DEFINED 6, 7, 8 25310
BARD C R
INC COM 067383109 8 150 SH DEFINED 5 150
BARD C.R. EQUITY 067383109 46 900 SH DEFINED 1 900
BARNES &
NOBLE INC COM 067774109 2758 76400 SH DEFINED 6, 7, 8 76400
BARNES &
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BARNES &
NOBLES INC COM EQUITY 067774109 56049 1552600 SH Sole 3 1483500 69100
BARNES +
NOBLE INC EQUITY 067774109 2880 76700 SH DEFINED 2 76700
BARNES
GROUP INC COM 067806109 109 5108 SH DEFINED 6, 7, 8 5108
BARNES
GROUP INC COM 067806109 10 460 SH DEFINED 5 460
Barnett
Capital I CORPBOND 068056AE0 5111 5,000,000 PRN DEFINED 4 5,000,000
BARR LABS
INC COM 068306109 4650 58820 SH DEFINED 6, 7, 8 58820
BARR LABS
INC COM 068306109 28 360 SH DEFINED 5 360
BARRA INC COM 068313105 138 3276 SH DEFINED 6, 7, 8 3276
BARRA INC COM 068313105 14 325 SH DEFINED 5 325
BARRICK
GOLD CORP COM 067901108 3390 195410 SH DEFINED 6, 7, 8 195410
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
--------------------------------------------------------------------------------------------------------------------------------
BARRICK
GOLD CORP COM 067901108 20 1180 SH DEFINED 5 1180
BARRICK
GOLD CORP. EQUITY 067901108 115 6,600 SH DEFINED 1 6,600
BASSETT
FURNITURE
INDS INC COM 070203104 45 3197 SH DEFINED 6, 7, 8 3197
BASSETT
FURNITURE
INDS INC COM 070203104 4 286 SH DEFINED 5 286
BAUSCH &
LOMB EQUITY 071707103 25 900 SH DEFINED 1 900
BAUSCH &
LOMB
INC COM 071707103 641 22640 SH DEFINED 6, 7, 8 22640
BAUSCH & LOMB
INC COM 071707103 5 160 SH DEFINED 5 160
BAXTER
INTERNATIONAL
INC. EQUITY 071813109 8058 146,380 SH DEFINED 1 146,380
BAXTER
INTL INC COM 071813109 13785 250400 SH DEFINED 6, 7, 8 250400
BAXTER
INTL INC COM 071813109 97 1770 SH DEFINED 5 1770
BAXTER
INTL INC EQUITY 071813109 19849 363150 SH DEFINED 2 363150
BAY VIEW
CAP CORP
DEL COM 07262L101 125 17795 SH DEFINED 6, 7, 8 17795
BAY VIEW
CAP CORP
DEL COM 07262L101 12 1704 SH DEFINED 5 1704
BB&T CORP COM 054937107 6752 185230 SH DEFINED 6, 7, 8 185230
BB&T CORP COM 054937107 47 1300 SH DEFINED 5 1300
BB&T
CORPORATION EQUITY 054937107 266 7,300 SH DEFINED 1 7,300
BE
AEROSPACE
INC COM 073302101 58 7687 SH DEFINED 6, 7, 8 7687
BE
AEROSPACE
INC COM 073302101 6 749 SH DEFINED 5 749
BEA SYS
INC COM 073325102 63 6590 SH DEFINED 6, 7, 8 6590
BEACON
POWER CORP COM 073677106 14 8270 SH DEFINED 6, 7, 8 8270
BEACON
POWER CORP COM 073677106 1 782 SH DEFINED 5 782
BEAR STEARNS EQUITY 073902108 89 1,783 SH DEFINED 1 1,783
BEAR STEARNS
COS INC COM 073902108 2599 51960 SH DEFINED 6, 7, 8 51960
BEAR STEARNS
COS INC COM 073902108 16 310 SH DEFINED 5 310
BEASLEY
BROADCAST
GROUP INC CL A 074014101 22 2162 SH DEFINED 6, 7, 8 2162
BEASLEY
BROADCAST
GROUP INC CL A 074014101 2 215 SH DEFINED 5 215
BEAZER
HOMES
USA INC COM 07556Q105 131 2691 SH DEFINED 6, 7, 8 2691
BEAZER
HOMES
USA INC COM 07556Q105 11 231 SH DEFINED 5 231
BEAZER
HOMES
USA INC COM EQUITY 07556Q105 4097 84300 SH Sole 3 84300
BEBE STORES
INC COM 075571109 16 1050 SH DEFINED 6, 7, 8 1050
BEBE STORES
INC COM 075571109 2 104 SH DEFINED 5 104
BECKMAN
COULTER INC COM 075811109 4323 97700 SH DEFINED 6, 7, 8 97700
Beckman
Coulter Inc. EQUITY 075811109 885 20,000 SH DEFINED 4 20,000
BECTON
DICKINSON
& CO EQUITY 075887109 159 4,300 SH DEFINED 1 4,300
BECTON
DICKINSON
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BECTON
DICKINSON
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BED BATH
& BEYOND
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BED BATH
& BEYOND
INC COM 075896100 22 860 SH DEFINED 5 860
BED BATH
& BEYOND
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BED BATH
+ BEYOND
INC EQUITY 075896100 4392 172500 SH DEFINED 2 172500
BED BATH
AND BEYOND EQUITY 075896100 122 4,800 SH DEFINED 1 4,800
BEDFORD
PPTY
INVS INC COM PAR
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BEDFORD
PPTY
INVS INC COM PAR
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TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
--------------------------------------------------------------------------------------------------------------------------------
BEDFORD
PPTY INVS
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BEI
TECHNOLOGIES
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BEI
TECHNOLOGIES
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BEL FUSE INC CL B 077347300 47 2434 SH DEFINED 6, 7, 8 2434
BEL FUSE INC CL B 077347300 5 242 SH DEFINED 5 242
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BELDEN INC COM 077459105 13 691 SH DEFINED 5 691
BELL CANADA
INTERNATIONAL
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BELL
MICROPRODUCTS
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BELL
MICROPRODUCTS
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BENCHMARK
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BENCHMARK
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BERKLEY
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BERKLEY
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BERKSHIRE
HATHAWAY
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BERRY PETE
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BERRY PETE
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BEST BUY
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BEST BUY
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BEST BUY
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BETHLEHEM
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BETHLEHEM
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BEVERLY
ENTERPRISES
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BEVERLY
ENTERPRISES
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BHP
BILLITON
LTD SPONSORED
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BIO RAD
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BIO RAD
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BIO
TECHNOLOGY
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BIO
TECHNOLOGY
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BIOGEN INC COM 090597105 4340 78090 SH DEFINED 6, 7, 8 78090
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
--------------------------------------------------------------------------------------------------------------------------------
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BIOMARIN
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BIOMARIN
PHARMACEUTICAL
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BIOSITE INC
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BIOSPHERE
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BIOSPHERE
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BIOSPHERE
MEDICAL
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BISYS GROUP
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BJS WHOLESALE
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BJS WHOLESALE
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BJS WHOLESALE
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BKF CAP GROUP
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BKF CAP GROUP
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BLACK & DECKER
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BLACK & DECKER
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BLACK & DECKER
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BLACK BOX CORP
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BLACK BOX CORP
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BLACK HILLS
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BLOCK H & R
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BLOCK H & R
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BLOCKBUSTER
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BLUE
MARTINI
SOFTWARE
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BLUE
MARTINI
SOFTWARE
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BMC INDS
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BMC INDS
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TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
--------------------------------------------------------------------------------------------------------------------------------
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BMC SOFTWARE
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BMC SOFTWARE
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BOB EVANS
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BOB EVANS
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BOCA RESORTS
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BOCA RESORTS
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CASCADE
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BOISE
CASCADE
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BOK FINL
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BONE CARE
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BONE CARE
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BORDERS
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BORDERS
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BORG WARNER
INC COM 099724106 2927 72619 SH DEFINED 6, 7, 8 72619
BORG WARNER
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BORLAND
SOFTWARE
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BORLAND
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BORON LEPORE
& ASSOCS INC COM 10001P102 23 2471 SH DEFINED 6, 7, 8 2471
BORON LEPORE
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BOSTON BEER INC CL A 100557107 33 2792 SH DEFINED 6, 7, 8 2792
BOSTON BEER INC CL A 100557107 3 268 SH DEFINED 5 268
BOSTON
COMMUNICATIONS
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BOSTON
COMMUNICATIONS
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BOSTON
PRIVATE
FINL
HLDGS INC COM 101119105 65 3326 SH DEFINED 6, 7, 8 3326
BOSTON
PRIVATE
FINL
HLDGS INC COM 101119105 6 330 SH DEFINED 5 330
BOSTON
PROPERTIES
INC COM 101121101 904 23700 SH DEFINED 6, 7, 8 23700
BOSTON
PROPERTIES
INC COM EQUITY 101121101 31389 823200 SH Sole 3 696900 126300
BOSTON
SCIENTIFIC EQUITY 101137107 137 6,700 SH DEFINED 1 6,700
BOSTON
SCIENTIFIC
CORP COM 101137107 3478 169660 SH DEFINED 6, 7, 8 169660
BOSTON
SCIENTIFIC
CORP COM 101137107 25 1200 SH DEFINED 5 1200
BOSTON
SCIENTIFIC
CORP EQUITY 101137107 1743 85000 SH DEFINED 2 85000
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BOWATER INC COM 102183100 9 200 SH DEFINED 5 200
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BOWNE & CO INC COM 103043105 9 930 SH DEFINED 5 930
BOYD GAMING
CORP COM 103304101 41 9312 SH DEFINED 6, 7, 8 9312
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
--------------------------------------------------------------------------------------------------------------------------------
BOYD GAMING
CORP COM 103304101 4 834 SH DEFINED 5 834
BOYDS
COLLECTION
LTD COM 103354106 123 14933 SH DEFINED 6, 7, 8 14933
BOYDS
COLLECTION
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BOYKIN
LODGING
CO COM 103430104 42 5397 SH DEFINED 6, 7, 8 5397
BOYKIN
LODGING
CO COM 103430104 4 483 SH DEFINED 5 483
BP AMOCO
PLC SPON
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BP PLC SPONSORED
ADR 055622104 2516 51178 SH DEFINED 6, 7, 8 51178
BRADY CORP CL A 104674106 155 5216 SH DEFINED 6, 7, 8 5216
BRADY CORP CL A 104674106 14 482 SH DEFINED 5 482
BRANDYWINE
RLTY TR SH BEN
INT NEW 105368203 380 17798 SH DEFINED 6, 7, 8 17798
BRANDYWINE
RLTY TR SH BEN
INT NEW 105368203 15 686 SH DEFINED 5 686
BRASIL DISTR
PAO ACU-SP ADR EQUITY 20440T201 411 32,877 SH DEFINED 1 32,877
BRAUN
CONSULTING
INC COM 105651103 9 2600 SH DEFINED 6, 7, 8 2600
BRAUN
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BRE
PROPERTIES
INC CL A 05564E106 437 14582 SH DEFINED 6, 7, 8 14582
BRE
PROPERTIES INC CL A 05564E106 38 1266 SH DEFINED 5 1266
BRE
PROPERTIES
INC CL A EQUITY 05564E106 19132 638800 SH Sole 3 559200 79600
BRIGGS &
STRATTON CORP COM 109043109 207 6626 SH DEFINED 6, 7, 8 6626
BRIGGS &
STRATTON CORP COM 109043109 18 588 SH DEFINED 5 588
BRIGHT HORIZON
FAMILY COM EQUITY 109195107 39733 1471600 SH Sole 3 1464300 7300
BRIGHT HORIZON
FAMILY SOLUTION COM 109195107 82 3026 SH DEFINED 6, 7, 8 3026
BRIGHT HORIZON
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BRINKER INTL INC COM 109641100 2761 116900 SH DEFINED 6, 7, 8 116900
BRIO TECHNOLOGY
INC COM 109704106 13 5300 SH DEFINED 6, 7, 8 5300
BRIO TECHNOLOGY
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BRISTOL MYERS
SQUIBB EQUITY 110122108 17796 320,310 SH DEFINED 1 320,310
BRISTOL MYERS
SQUIBB CO COM 110122108 58689 1056320 SH DEFINED 6, 7, 8 1056320
BRISTOL MYERS
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BRISTOL MYERS
SQUIBB CO EQUITY 110122108 4793 86100 SH DEFINED 2 86100
BRITESMILE INC COM 110415106 24 3963 SH DEFINED 6, 7, 8 3963
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BRITESMILE INC
COM EQUITY 110415106 1089 181500 SH Sole 3 181500
BRITISH AIRWAYS
- SPONS ADR EQUITY 110419306 2966 111,100 SH DEFINED 1 111,100
BRITISH
AMERN TOB PLC SPONSORED
ADR 110448107 176 9908 SH DEFINED 6, 7, 8 9908
BRITISH
TELECOMMUNICATIONS
PLC ADR FINAL
INST 111021408 147 2879 SH DEFINED 6, 7, 8 2879
BROADCOM CORP CL A 111320107 2293 112940 SH DEFINED 6, 7, 8 112940
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BROADCOM CORP EQUITY 111320107 1790 50000 SH DEFINED 2 50000
BROADCOM CORP
Cl A EQUITY 111320107 85 4,200 SH DEFINED 1 4,200
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TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
--------------------------------------------------------------------------------------------------------------------------------
BROADWING
COMMUNICATIONS
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BROADWING INC COM 111620100 4107 255400 SH DEFINED 6, 7, 8 255400
BROCADE
COMMUNICATIONS
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BROCADE
COMMUNICATIONS
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BROOKLINE
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BROOKLINE
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BROOKS
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BROOKS
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BROWN &
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BROWN &
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BROWN AND
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BROWN
FORMAN CORP CL B 115637209 1825 28890 SH DEFINED 6, 7, 8 28890
BROWN
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BROWN SHOE
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BROWN SHOE
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BROWN-FORMAN
CORP CL B EQUITY 115637209 76 1,200 SH DEFINED 1 1,200
BRUKER
DALTONICS INC COM 116795105 317 19083 SH DEFINED 6, 7, 8 19083
BRUKER
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BRUSH ENGINEERED
MATLS INC COM 117421107 72 5204 SH DEFINED 6, 7, 8 5204
BRUSH ENGINEERED
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BT Preferred
Capital II CORPBOND 055843AA4 7143 7,160,000 PRN DEFINED 4 7,160,000
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BUCKEYE
TECHNOLOGIES
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BUCKEYE
TECHNOLOGIES
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BUILDING MATLS
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BUILDING MATLS
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BURLINGTON
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BURLINGTON
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BURLINGTON
NORTHERN
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BURLINGTON
NORTHN
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BURLINGTON
NORTHN
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TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
--------------------------------------------------------------------------------------------------------------------------------
BURLINGTON
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BURLINGTON
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BURLINGTON
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BURNHAM PAC
PPTYS INC COM 12232C108 36 7260 SH DEFINED 6, 7, 8 7260
BURNHAM
PAC
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BUSH INDS
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BUSH
INDS INC CL A 123164105 2 231 SH DEFINED 5 231
BUTLER MFG
CO DEL COM 123655102 35 1603 SH DEFINED 6, 7, 8 1603
BUTLER
MFG
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C COR
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C COR
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C D I CORP COM 125071100 5 327 SH DEFINED 5 327
C H ROBINSON
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C&D TECHNOLOGIES
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C&D TECHNOLOGIES
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CABLE DESIGN
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CABLE DESIGN
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CABLEVISION
SYS CORP CL A
NY
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CABLEVISION
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NY
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CABOT
INDUSTRIAL
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CABOT
INDUSTRIAL
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CABOT
INDUSTRIAL
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CABOT
MICROEL ECTRONICS
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CABOT OIL
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CABOT OIL
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CACHEFLOW INC COM 126946102 9 6299 SH DEFINED 6, 7, 8 6299
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CACI INTL INC CL A 127190304 151 2762 SH DEFINED 6, 7, 8 2762
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CADBURY
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CADENCE
DESIGN
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CAL
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CAL DIVE
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CALGON
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CALGON
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CALIFORNIA
PIZZA
KITCHEN INC COM 13054D109 67 4212 SH DEFINED 6, 7, 8 4212
CALIFORNIA
PIZZA KITCHEN
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CALIFORNIA
WTR SVC
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TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
--------------------------------------------------------------------------------------------------------------------------------
CALIFORNIA
WTR SVC
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CALIPER
TECHNOLOGIES
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CALIPER
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CORP COM 130876105 6 597 SH DEFINED 5 597
CALLAWAY
GOLF CO COM 131193104 1257 98200 SH DEFINED 6, 7, 8 98200
CALLON
PETE CO
DEL COM 13123X102 23 3451 SH DEFINED 6, 7, 8 3451
CALLON
PETE CO
DEL COM 13123X102 2 238 SH DEFINED 5 238
CALPINE
CORP COM 131347106 3041 133320 SH DEFINED 6, 7, 8 133320
CALPINE
CORP COM 131347106 20 890 SH DEFINED 5 890
CALPINE
CORP EQUITY 131347106 1109 46900 SH DEFINED 2 46900
CALPINE
CORPORATION EQUITY 131347106 3484 152,750 SH DEFINED 1 152,750
CAMBREX CORP COM 132011107 217 6470 SH DEFINED 6, 7, 8 6470
CAMBREX CORP COM 132011107 20 605 SH DEFINED 5 605
CAMDEN PPTY
TR SH BEN
INT 133131102 416 11214 SH DEFINED 6, 7, 8 11214
CAMDEN PPTY
TR SH BEN
INT 133131102 36 974 SH DEFINED 5 974
CAMDEN PPTY
TR
SH BEN INT EQUITY 133131102 20505 552700 SH Sole 3 494300 58400
CAMINUS CORP COM 133766105 39 2687 SH DEFINED 6, 7, 8 2687
CAMINUS CORP COM 133766105 4 259 SH DEFINED 5 259
CAMINUS CORP
COM EQUITY 133766105 5935 404300 SH Sole 3 404300
CAMPBELL
SOUP CO COM 134429109 6622 236510 SH DEFINED 6, 7, 8 236510
CAMPBELL
SOUP CO COM 134429109 55 1960 SH DEFINED 5 1960
CAMPBELL
SOUP COMPANY EQUITY 134429109 190 6,800 SH DEFINED 1 6,800
CANADIAN
NATL RY CO COM 136375102 613 16100 SH DEFINED 6, 7, 8 16100
CANADIAN
PAC LTD NEW COM 135923100 4579 142690 SH DEFINED 6, 7, 8 142690
CANON INC ADR 138006309 271 10000 SH DEFINED 6, 7, 8 10000
CAPITAL
AUTOMOTIVE
REIT COM SH
BEN INT 139733109 86 4874 SH DEFINED 6, 7, 8 4874
CAPITAL
AUTOMOTIVE
REIT COM SH
BEN INT 139733109 9 506 SH DEFINED 5 506
CAPITAL CITY
BK GROUP INC COM 139674105 50 2112 SH DEFINED 6, 7, 8 2112
CAPITAL CITY
BK GROUP INC COM 139674105 4 189 SH DEFINED 5 189
CAPITAL
GAMING
INTL INC EQUITY 140180308 344 SH DEFINED 2 344
CAPITAL ONE
FINANCIAL
CORP EQUITY 14040H105 13063 283,790 SH DEFINED 1 283,790
CAPITAL ONE
FINL CORP COM 14040H105 4112 89324 SH DEFINED 6, 7, 8 89324
CAPITAL ONE
FINL CORP COM 14040H105 29 620 SH DEFINED 5 620
CAPITAL
ONE FINL
CORP EQUITY 14040H105 12495 258800 SH DEFINED 2 258800
CAPITAL ONE
FINL CORP COM EQUITY 14040H105 10067 218700 SH Sole 3 183900 34800
CAPITOL
FED FINL COM 14057C106 170 8893 SH DEFINED 6, 7, 8 8893
CAPITOL
FED FINL COM 14057C106 15 766 SH DEFINED 5 766
CAPITOL
TRANSAMERICA
CORP COM 140640103 47 2867 SH DEFINED 6, 7, 8 2867
CAPITOL
TRANSAMERICA
CORP COM 140640103 4 257 SH DEFINED 5 257
CAPSTEAD MTG
CORP COM
NO PAR 14067E506 72 2732 SH DEFINED 6, 7, 8 2732
CAPSTEAD MTG
CORP COM
NO PAR 14067E506 6 244 SH DEFINED 5 244
CAPSTONE
TURBINE CORP COM 14067D102 90 14820 SH DEFINED 6, 7, 8 14820
CARAUSTAR
INDS INC COM 140909102 75 8141 SH DEFINED 6, 7, 8 8141
CARAUSTAR
INDS INC COM 140909102 7 729 SH DEFINED 5 729
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
CARBO CERAMICS INC COM 140781105 56 2020 SH DEFINED 6,7,8 2020
CARBO CERAMICS INC COM 140781105 6 200 SH DEFINED 5 200
CARDINAL HEALTH INC EQUITY 14149Y108 642 8,685 SH DEFINED 1 8,685
CARDINAL HEALTH INC COM 14149Y108 14184 191810 SH DEFINED 6,7,8 191810
CARDINAL HEALTH INC COM 14149Y108 98 1330 SH DEFINED 5 1330
CARDINAL HEALTH INC EQUITY 14149Y108 17462 239700 SH DEFINED 2 239700
CARDIODYNAMICS INTL
CORP COM 141597104 39 8225 SH DEFINED 6,7,8 8225
CARDIODYNAMICS INTL
CORP COM 141597104 4 816 SH DEFINED 5 816
CARECENTRIC INC COM 14166Y106 1 647 SH DEFINED 6,7,8 647
CARECENTRIC INC COM 14166Y106 0 3 SH DEFINED 5 3
CAREER ED CORP EQUITY 141665109 3564 69600 SH DEFINED 2 69600
CAREER EDUCATION
CORP COM 141665109 321 5836 SH DEFINED 6,7,8 5836
CAREER EDUCATION
CORP COM 141665109 31 559 SH DEFINED 5 559
CAREMARK RX INC EQUITY 141705103 4221 267200 SH DEFINED 2 267200
CARLISLE COS INC COM 142339100 1253 44700 SH DEFINED 6,7,8 44700
CARLISLE COS INC COM 142339100 23 822 SH DEFINED 5 822
CARNIVAL CORP COM 143658102 8401 381530 SH DEFINED 6,7,8 381530
CARNIVAL CORP COM 143658102 66 2990 SH DEFINED 5 2990
CARNIVAL CORP CLASS
A EQUITY 143658102 214 9,700 SH DEFINED 1 9,700
CARPENTER
TECHNOLOGY CORP COM 144285103 709 31867 SH DEFINED 6,7,8 31867
CARPENTER
TECHNOLOGY CORP COM 144285103 12 523 SH DEFINED 5 523
CARRAMERICA REALTY
CORPORATION EQUITY 144418100 16622 554800 SH Sole 3 486800 68000
CARRAMERICA RLTY
CORP COM 144418100 398 13300 SH DEFINED 6,7,8 13300
CARREKER CORP COM 144433109 37 4842 SH DEFINED 6,7,8 4842
CARREKER CORP COM 144433109 4 481 SH DEFINED 5 481
CARRIER ACCESS CORP COM 144460102 8 3056 SH DEFINED 6,7,8 3056
CARRIER ACCESS CORP COM 144460102 1 297 SH DEFINED 5 297
CARTER WALLACE INC COM 146285101 123 6007 SH DEFINED 6,7,8 6007
CARTER WALLACE INC COM 146285101 11 544 SH DEFINED 5 544
CASCADE NAT GAS
CORP COM 147339105 75 3472 SH DEFINED 6,7,8 3472
CASCADE NAT GAS
CORP COM 147339105 7 311 SH DEFINED 5 311
CASELLA WASTE SYS
INC CL A 147448104 62 5567 SH DEFINED 6,7,8 5567
CASELLA WASTE SYS
INC CL A 147448104 6 499 SH DEFINED 5 499
CASEYS GEN STORES
INC COM 147528103 148 12414 SH DEFINED 6,7,8 12414
CASEYS GEN STORES
INC COM 147528103 13 1072 SH DEFINED 5 1072
CASH AMER INTL INC COM 14754D100 64 6987 SH DEFINED 6,7,8 6987
CASH AMER INTL INC COM 14754D100 6 626 SH DEFINED 5 626
CASTLE A M & CO COM 148411101 17 2043 SH DEFINED 6,7,8 2043
CASTLE A M & CO COM 148411101 2 183 SH DEFINED 5 183
CATALINA MARKETING
CORP COM 148867104 2041 72905 SH DEFINED 6,7,8 72905
CATALYTICA ENERGY
SYS INC COM 148884109 29 3832 SH DEFINED 6,7,8 3832
CATALYTICA ENERGY
SYS INC COM 148884109 4 472 SH DEFINED 5 472
CATAPULT
COMMUNICATIONS
CORP COM 149016107 18 1340 SH DEFINED 6,7,8 1340
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
CATAPULT
COMMUNICATIONS
CORP COM 149016107 2 133 SH DEFINED 5 133
CATELLUS
DEVELOPMENT CORP EQUITY 149111106 8971 513200 SH Sole 3 444500 68700
CATERPILLAR INC EQUITY 149123101 4999 111575 SH DEFINED 2 111576
CATERPILLAR INC DEL COM 149123101 7256 161970 SH DEFINED 6,7,8 161970
CATERPILLAR INC DEL COM 149123101 46 1020 SH DEFINED 5 1020
CATERPILLAR INC. EQUITY 149123101 255 5,700 SH DEFINED 1 5,700
CATHAY BANCORP INC COM 149150104 129 2394 SH DEFINED 6,7,8 2394
CATHAY BANCORP INC COM 149150104 11 210 SH DEFINED 5 210
CATO CORP NEW CL A 149205106 60 4010 SH DEFINED 6,7,8 4010
CATO CORP NEW CL A 149205106 6 395 SH DEFINED 5 395
CBL & ASSOC PPTYS
INC COM 124830100 442 16208 SH DEFINED 6,7,8 16208
CBL & ASSOC PPTYS
INC COM 124830100 15 554 SH DEFINED 5 554
CBL & ASSOC PPTYS
INC COM EQUITY 124830100 12685 465500 SH Sole 3 406400 59100
CBRL GROUP INC COM 12489V106 1811 82424 SH DEFINED 6,7,8 82424
CBRL GROUP INC COM 12489V106 33 1500 SH DEFINED 5 1500
CCBT FINL COS INC COM 12500Q102 62 2494 SH DEFINED 6,7,8 2494
CCBT FINL COS INC COM 12500Q102 6 242 SH DEFINED 5 242
CCC INFORMATION
SERVICE GROUP INC EQUITY 12487Q109 877 120,000 SH DEFINED 1 120,000
CCC INFORMATION
SVCS GROUP INC COM 12487Q109 21 2862 SH DEFINED 6,7,8 2862
CCC INFORMATION
SVCS GROUP INC COM 12487Q109 2 284 SH DEFINED 5 284
CDW COMPUTER CTRS
INC COM 125129106 3719 102800 SH DEFINED 6,7,8 102800
CEC ENTMT INC COM 125137109 384 11253 SH DEFINED 6,7,8 11253
CEC ENTMT INC COM 125137109 26 757 SH DEFINED 5 757
CELERITEK INC COM 150926103 42 3550 SH DEFINED 6,7,8 3550
CELERITEK INC COM 150926103 4 335 SH DEFINED 5 335
CELESTICA INC SUB VTG
SHS 15101Q108 429 15700 SH DEFINED 6,7,8 15700
CELL GENESYS INC COM 150921104 173 10798 SH DEFINED 6,7,8 10798
CELL GENESYS INC COM 150921104 15 937 SH DEFINED 5 937
CELL PATHWAYS INC
NEW COM 15114R101 25 7666 SH DEFINED 6,7,8 7666
CELL PATHWAYS INC
NEW COM 15114R101 3 761 SH DEFINED 5 761
CELL THERAPEUTICS
INC COM 150934107 230 9561 SH DEFINED 6,7,8 9561
CELL THERAPEUTICS
INC COM 150934107 22 919 SH DEFINED 5 919
CELL THERAPEUTICS
INC EQUITY 150934107 2405 100000 SH DEFINED 2 100000
CEMEX S A SPON
ADR 5
ORD 151290889 231 11267 SH DEFINED 6,7,8 11267
CENDANT CORP COM 151313103 6383 498680 SH DEFINED 6,7,8 498680
CENDANT CORP COM 151313103 60 4650 SH DEFINED 5 4650
CENDANT CORP EQUITY 151313103 4078 313300 SH DEFINED 2 313300
CENDANT CORPORATION EQUITY 151313103 182 14,200 SH DEFINED 1 14,200
CENTENNIAL BANCORP COM 15133T104 46 6069 SH DEFINED 6,7,8 6069
CENTENNIAL BANCORP COM 15133T104 4 589 SH DEFINED 5 589
CENTENNIAL
COMMUNCTNS CORP CL A
NEW NEW 15133V208 21 2331 SH DEFINED 6,7,8 2331
CENTENNIAL
COMMUNCTNS CORP CL A
NEW NEW 15133V208 2 221 SH DEFINED 5 221
CENTERPOINT PPTYS
TR SH BEN 151895109 303 6350 SH DEFINED 6,7,8 6350
INT
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
CENTERPOINT PPTYS
TR SH BEN 151895109 27 559 SH DEFINED 5 559
INT
CENTERPOINT PPTYS
TRUST EQUITY 151895109 8414 176200 SH Sole 3 154000 22200
CENTEX CONSTRUCTION
PRODUCTS COM 15231R109 61 2051 SH DEFINED 6,7,8 2051
CENTEX CONSTRUCTION
PRODUCTS COM 15231R109 5 184 SH DEFINED 5 184
CENTEX CORP EQUITY 152312104 34 1,000 SH DEFINED 1 1,000
CENTEX CORP COM 152312104 1477 43800 SH DEFINED 6,7,8 43800
CENTEX CORP COM 152312104 6 180 SH DEFINED 5 180
CENTEX CORP COM EQUITY 152312104 22758 674700 SH Sole 3 627400 47300
CENTILLIUM
COMMUNICATIONS INC EQUITY 152319109 7061 1165100 SH Sole 3 1165100
CENTILLIUM
COMMUNICATIONS INC COM 152319109 43 7156 SH DEFINED 6,7,8 7156
CENTILLIUM
COMMUNICATIONS INC COM 152319109 4 710 SH DEFINED 5 710
CENTRA SOFTWARE INC COM 15234X103 52 6031 SH DEFINED 6,7,8 6031
CENTRA SOFTWARE INC COM 15234X103 5 598 SH DEFINED 5 598
CENTRAL COAST
BANCORP COM 153145107 35 1669 SH DEFINED 6,7,8 1669
CENTRAL COAST
BANCORP COM 153145107 3 166 SH DEFINED 5 166
CENTRAL PKG CORP COM 154785109 75 5337 SH DEFINED 6,7,8 5337
CENTRAL PKG CORP COM 154785109 7 483 SH DEFINED 5 483
CENTRAL VT PUB SVC
CORP COM 155771108 63 3629 SH DEFINED 6,7,8 3629
CENTRAL VT PUB SVC
CORP COM 155771108 6 325 SH DEFINED 5 325
CENTURY ALUM CO COM 156431108 29 3587 SH DEFINED 6,7,8 3587
CENTURY ALUM CO COM 156431108 3 352 SH DEFINED 5 352
CENTURY BUSINESS
SVCS INC COM 156490104 62 24699 SH DEFINED 6,7,8 24699
CENTURY BUSINESS
SVCS INC COM 156490104 6 2212 SH DEFINED 5 2212
CENTURYTEL INC EQUITY 156700106 77 2,300 SH DEFINED 1 2,300
CENTURYTEL INC COM 156700106 1998 59630 SH DEFINED 6,7,8 59630
CENTURYTEL INC COM 156700106 14 420 SH DEFINED 5 420
CEPHALON INC EQUITY 156708109 13280 255100 SH DEFINED 2 255100
CERIDIAN CORP NEW COM 156779100 2878 198470 SH DEFINED 6,7,8 198470
CERIDIAN CORP NEW COM 156779100 8 570 SH DEFINED 5 570
CERNER CORP COM 156782104 277 5600 SH DEFINED 6,7,8 5600
CERNER CORP EQUITY 156782104 6118 122800 SH DEFINED 2 122800
CERTEGY INC COM 156880106 2492 96000 SH DEFINED 6,7,8 96000
CERTEGY INC COM EQUITY 156880106 24236 933600 SH Sole 3 916900 16700
CERUS CORP COM 157085101 152 3211 SH DEFINED 6,7,8 3211
CERUS CORP COM 157085101 15 309 SH DEFINED 5 309
CFS BANCORP INC COM 12525D102 75 5052 SH DEFINED 6,7,8 5052
CFS BANCORP INC COM 12525D102 7 452 SH DEFINED 5 452
CH ENERGY GROUP INC COM 12541M102 215 5300 SH DEFINED 6,7,8 5300
CH ENERGY GROUP INC COM 12541M102 18 445 SH DEFINED 5 445
CHAMPION
ENTERPRISES INC COM 158496109 104 15014 SH DEFINED 6,7,8 15014
CHAMPION
ENTERPRISES INC COM 158496109 9 1345 SH DEFINED 5 1345
CHAMPION
ENTERPRISES INC EQUITY 158496109 403 52600 SH DEFINED 2 52600
Champion
International CORP 158525AV7 4658 5,000,000 PRN DEFINED 4 5,000,000
BOND
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
CHAMPIONSHIP AUTO
RACING TEAM COM 158711101 55 3934 SH DEFINED 6,7,8 3934
CHAMPIONSHIP AUTO
RACING TEAM COM 158711101 5 352 SH DEFINED 5 352
CHARLES RIV
LABORATORIES INTL EQUITY 159864107 5968 169800 SH DEFINED 2 169800
CHARLES RIV LABS
INTL INC COM 159864107 892 25212 SH DEFINED 6,7,8 25212
CHARLES RIV LABS
INTL INC COM 159864107 40 1135 SH DEFINED 5 1135
CHARLOTTE RUSSE
HLDG INC COM 161048103 76 5872 SH DEFINED 6,7,8 5872
CHARLOTTE RUSSE
HLDG INC COM 161048103 8 583 SH DEFINED 5 583
CHARMING SHOPPES
INC COM 161133103 150 30462 SH DEFINED 6,7,8 30462
CHARMING SHOPPES
INC COM 161133103 13 2629 SH DEFINED 5 2629
CHARTER MUN MTG SH
ACCEP CO BEN INT 160908109 154 9618 SH DEFINED 6,7,8 9618
CHARTER MUN MTG SH
ACCEP CO BEN INT 160908109 14 861 SH DEFINED 5 861
CHARTER ONE
FINANCIAL, INC. EQUITY 160903100 103 3,659 SH DEFINED 1 3,659
CHARTER ONE FIN'L EQUITY 160903100 64303 2278620 SH Sole 3 2111578 167042
CHARTER ONE FINL
INC COM 160903100 2590 91766 SH DEFINED 6,7,8 91766
CHARTER ONE FINL
INC COM 160903100 18 651 SH DEFINED 5 651
CHATEAU CMNTYS INC COM 161726104 178 6048 SH DEFINED 6,7,8 6048
CHATEAU CMNTYS INC COM 161726104 16 551 SH DEFINED 5 551
CHATEAU COMMUNITIES
INC COM EQUITY 161726104 16963 576000 SH Sole 3 519000 57000
CHEAP TICKETS INC COM 162672109 56 3396 SH DEFINED 6,7,8 3396
CHEAP TICKETS INC COM 162672109 5 307 SH DEFINED 5 307
CHECK POINT
SOFTWARE EQUITY M22465104 470 43800 SH DEFINED 2 43800
CHECK POINT
SOFTWARE TECH EQUITY M22465104 437 19,850 SH DEFINED 1 19,850
CHECK POINT
SOFTWARE TECH LTD ORD M22465104 92 4200 SH DEFINED 6,7,8 4200
CHECKFREE CORP NEW COM 162813109 1526 89900 SH DEFINED 6,7,8 89900
CHECKPOINT SYS INC COM 162825103 97 8889 SH DEFINED 6,7,8 8889
CHECKPOINT SYS INC COM 162825103 9 801 SH DEFINED 5 801
CHEESECAKE FACTORY
INC COM 163072101 252 10519 SH DEFINED 6,7,8 10519
CHEESECAKE FACTORY
INC COM 163072101 25 1024 SH DEFINED 5 1024
CHEESECAKE FACTORY
INC COM EQUITY 163072101 19281 805037 SH Sole 3 789788 15249
CHELSEA PPTY GROUP
INC COM 163421100 178 3916 SH DEFINED 6,7,8 3916
CHELSEA PPTY GROUP
INC COM 163421100 17 379 SH DEFINED 5 379
CHELSEA PPTY GROUP
INC COM EQUITY 163421100 900 19800 SH Sole 3 19800
CHEMED CORP COM 163596109 80 2780 SH DEFINED 6,7,8 2780
CHEMED CORP COM 163596109 7 249 SH DEFINED 5 249
CHEMFIRST INC COM 16361A106 69 3400 SH DEFINED 6,7,8 3400
CHEMFIRST INC COM 16361A106 6 304 SH DEFINED 5 304
CHEMICAL FINL CORP COM 163731102 183 6736 SH DEFINED 6,7,8 6736
CHEMICAL FINL CORP COM 163731102 16 583 SH DEFINED 5 583
CHESAPEAKE CORP COM 165159104 123 4756 SH DEFINED 6,7,8 4756
CHESAPEAKE CORP COM 165159104 11 426 SH DEFINED 5 426
CHESAPEAKE ENERGY
CORP COM 165167107 224 39678 SH DEFINED 6,7,8 39678
CHESAPEAKE ENERGY
CORP COM 165167107 22 3807 SH DEFINED 5 3807
CHEVRON CORPORATION EQUITY 166751107 907 10,700 SH DEFINED 1 10,700
CHEVRON CORPORATION COM 166751107 26178 308890 SH DEFINED 6, 7, 8 308890
CHEVRON CORPORATION COM 166751107 162 1910 SH DEFINED 5 1910
CHICOS FAS INC COM 168615102 147 6243 SH DEFINED 6, 7, 8 6243
CHICOS FAS INC COM 168615102 14 600 SH DEFINED 5 600
CHILDRENS PL RETAIL STORES INC COM 168905107 54 3001 SH DEFINED 6, 7, 8 3001
CHILDRENS PL RETAIL STORES INC COM 168905107 5 298 SH DEFINED 5 298
CHILES OFFSHORE INC COM 16888M104 42 2079 SH DEFINED 6, 7, 8 2079
CHILES OFFSHORE INC COM 16888M104 4 200 SH DEFINED 5 200
CHINA MOBILE HK LTD - SPON ADR EQUITY 16941M109 1645 102,500 SH DEFINED 1 102,500
CHIPPAC INC CL A 169657103 21 9197 SH DEFINED 6, 7, 8 9197
CHIPPAC INC CL A 169657103 2 913 SH DEFINED 5 913
CHIRON CORP COM 170040109 3781 85110 SH DEFINED 6, 7, 8 85110
CHIRON CORP COM 170040109 25 570 SH DEFINED 5 570
CHIRON CORP. EQUITY 170040109 142 3,200 SH DEFINED 1 3,200
CHITTENDEN CORP COM 170228100 229 9013 SH DEFINED 6, 7, 8 9013
CHITTENDEN CORP COM 170228100 21 830 SH DEFINED 5 830
CHOICE HOTELS INTL INC COM 169905106 170 10279 SH DEFINED 6, 7, 8 10279
CHOICE HOTELS INTL INC COM 169905106 15 934 SH DEFINED 5 934
CHOICE ONE COMMUNICATION INC COM 17038P104 5 3137 SH DEFINED 6, 7, 8 3137
CHOICE ONE COMMUNICATION INC COM 17038P104 0 281 SH DEFINED 5 281
CHOICEPOINT INC COM 170388102 3735 89700 SH DEFINED 6, 7, 8 89700
CHOICEPOINT INC COM EQUITY 170388102 6492 155900 SH Sole 3 153100 2800
CHORDIANT SOFTWARE INC COM 170404107 15 7855 SH DEFINED 6, 7, 8 7855
CHORDIANT SOFTWARE INC COM 170404107 1 780 SH DEFINED 5 780
CHRISTOPHER & BANKS CORP COM 171046105 123 4083 SH DEFINED 6, 7, 8 4083
CHRISTOPHER & BANKS CORP COM 171046105 12 405 SH DEFINED 5 405
CHUBB CORP EQUITY 171232101 2765 38,715 SH DEFINED 1 38,715
CHUBB CORP COM 171232101 7782 108971 SH DEFINED 6, 7, 8 108971
CHUBB CORP COM 171232101 81 1140 SH DEFINED 5 1140
CHURCH & DWIGHT INC COM 171340102 1642 63532 SH DEFINED 6, 7, 8 63532
CHURCH & DWIGHT INC COM 171340102 26 993 SH DEFINED 5 993
CHURCHILL DOWNS INC COM 171484108 24 863 SH DEFINED 6, 7, 8 863
CHURCHILL DOWNS INC COM 171484108 2 77 SH DEFINED 5 77
CIA ANONIMA TELEF DE VEN-ADR (CANTV) EQUITY 204421101 560 24,300 SH DEFINED 1 24,300
CIA PARANAENSE ENER-SP ADR EQUITY 20441B407 238 40,700 SH DEFINED 1 40,700
CIA TELECOM CHILE-SPONS ADR EQUITY 204449300 392 39,750 SH DEFINED 1 39,750
CIBER INC COM 17163B102 95 15058 SH DEFINED 6, 7, 8 15058
CIBER INC COM 17163B102 8 1348 SH DEFINED 5 1348
CIENA CORP EQUITY 171779101 56 5,400 SH DEFINED 1 5,400
CIENA CORP COM 171779101 1495 145320 SH DEFINED 6, 7, 8 145320
CIENA CORP COM 171779101 10 970 SH DEFINED 5 970
CIENA CORP EQUITY 171779101 2599 196500 SH DEFINED 2 196500
CIGNA CORP EQUITY 125509109 207 2,500 SH DEFINED 1 2,500
CIGNA CORP COM 125509109 12614 152072 SH DEFINED 6, 7, 8 152072
CIGNA CORP COM 125509109 141 1700 SH DEFINED 5 1700
CIMA LABS INC COM 171796105 251 4124 SH DEFINED 6, 7, 8 4124
CIMA LABS INC COM 171796105 24 399 SH DEFINED 5 399
CINCINNATI FINANCIAL CORPORATION EQUITY 172062101 112 2,700 SH DEFINED 1 2,700
CINCINNATI FINL CORP COM 172062101 2827 67930 SH DEFINED 6, 7, 8 67930
CINCINNATI FINL CORP COM 172062101 20 480 SH DEFINED 5 480
CINERGY CORP EQUITY 172474108 80 2,600 SH DEFINED 1 2,600
CINERGY CORP COM 172474108 2078 67310 SH DEFINED 6, 7, 8 67310
CINERGY CORP COM 172474108 15 470 SH DEFINED 5 470
CINTAS CORP EQUITY 172908105 113 2,800 SH DEFINED 1 2,800
CINTAS CORP COM 172908105 3030 75180 SH DEFINED 6, 7, 8 75180
CINTAS CORP COM 172908105 20 500 SH DEFINED 5 500
CIPHERGEN BIOSYSTEMS INC COM 17252Y104 14 4724 SH DEFINED 6, 7, 8 4724
CIPHERGEN BIOSYSTEMS INC COM 17252Y104 1 466 SH DEFINED 5 466
CIRCOR INTL INC COM 17273K109 40 2696 SH DEFINED 6, 7, 8 2696
CIRCOR INTL INC COM 17273K109 4 241 SH DEFINED 5 241
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 1240 103310 SH DEFINED 6, 7, 8 103310
CIRCUIT CITY STORE INC CARMAX GROUP 172737306 91 8062 SH DEFINED 6, 7, 8 8062
CIRCUIT CITY STORE INC CIRCT CITY GRP 172737108 7 620 SH DEFINED 5 620
CIRCUIT CITY STORE INC CARMAX GROUP 172737306 8 722 SH DEFINED 5 722
CIRCUIT CITY STORES-CIRCUIT CITY GROU EQUITY 172737108 41 3,400 SH DEFINED 1 3,400
CIRRUS LOGIC INC COM 172755100 1130 152250 SH DEFINED 6, 7, 8 152250
CIRRUS LOGIC INC COM 172755100 5 630 SH DEFINED 5 630
CISCO SYS INC COM 17275R102 42941 3525520 SH DEFINED 6, 7, 8 3525520
CISCO SYS INC COM 17275R102 334 27410 SH DEFINED 5 27410
CISCO SYS INC EQUITY 17275R102 14200 1021900 SH DEFINED 2 1021900
Cisco Systems EQUITY 17275R102 664 54,500 SH DEFINED 4 54,500
CISCO SYSTEMS INC. EQUITY 17275R102 11755 965,070 SH DEFINED 1 965,070
CIT Capital Trust I CORPBOND 125563AC0 4627 5,000,000 PRN DEFINED 4 5,000,000
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CITIGROUP INC EQUITY 172937101 40183 1266229 SH DEFINED 2 1266229
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TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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ADR 22087M101 13 2000 SH DEFINED 6,7,8 2000
CORVAS INTL INC COM 221005101 45 7764 SH DEFINED 6,7,8 7764
CORVAS INTL INC COM 221005101 4 770 SH DEFINED 5 770
CORVEL CORP COM 221006109 52 1962 SH DEFINED 6,7,8 1962
CORVEL CORP COM 221006109 5 189 SH DEFINED 5 189
CORVIS CORP COM 221009103 40 26510 SH DEFINED 6,7,8 26510
COSINE
COMMUNICATIONS INC COM 221222102 9 25481 SH DEFINED 6,7,8 25481
COSINE
COMMUNICATIONS INC COM 221222102 1 2455 SH DEFINED 5 2455
COST PLUS INC CALIF COM 221485105 360 19594 SH DEFINED 6,7,8 19594
COST PLUS INC CALIF COM 221485105 11 597 SH DEFINED 5 597
COSTAR GROUP INC COM 22160N109 65 3628 SH DEFINED 6,7,8 3628
COSTAR GROUP INC COM 22160N109 6 358 SH DEFINED 5 358
COSTCO WHOLESALE
CORPORATION EQUITY 22160K105 11945 335,910 SH DEFINED 1 335,910
COSTCO WHSL CORP
NEW COM 22160K105 6917 194530 SH DEFINED 6,7,8 194530
COSTCO WHSL CORP
NEW COM 22160K105 48 1340 SH DEFINED 5 1340
COUNTRYWIDE CR INDS
INC DEL COM 222372104 3730 84900 SH DEFINED 6,7,8 84900
COUNTRYWIDE CR INDS
INC DEL COM 222372104 15 350 SH DEFINED 5 350
COUNTRYWIDE CREDIT
IND INC EQUITY 222372104 88 2,000 SH DEFINED 1 2,000
COUSINS PPTYS INC COM 222795106 250 10082 SH DEFINED 6,7,8 10082
COUSINS PPTYS INC COM 222795106 24 970 SH DEFINED 5 970
COUSINS PPTYS INC
COM EQUITY 222795106 15107 610400 SH Sole 3 532900 77500
COVANCE INC COM 222816100 1522 84965 SH DEFINED 6,7,8 84965
COVANCE INC COM 222816100 29 1606 SH DEFINED 5 1606
COVANSYS CORP COM 22281W103 45 5191 SH DEFINED 6,7,8 5191
COVANSYS CORP COM 22281W103 4 506 SH DEFINED 5 506
COVANTA ENERGY CORP COM 22281N103 853 73020 SH DEFINED 6,7,8 73020
COVANTA ENERGY CORP COM 22281N103 16 1350 SH DEFINED 5 1350
COVENANT TRANS INC CL A 22284P105 21 2211 SH DEFINED 6,7,8 2211
COVENANT TRANS INC CL A 22284P105 2 201 SH DEFINED 5 201
COVENTRY HEALTH
CARE INC COM 222862104 480 20351 SH DEFINED 6,7,8 20351
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
COVENTRY HEALTH
CARE INC COM 222862104 42 1772 SH DEFINED 5 1772
COX COMMUNICATIONS EQUITY 224044107 21834 522,960 SH DEFINED 1 522,960
COX COMMUNICATIONS
INC NEW CL A 224044107 856 20500 SH DEFINED 6,7,8 20500
COX COMMUNICATIONS
INC NEW CL A 224044107 18 420 SH DEFINED 5 420
CPB INC COM 125903104 72 2286 SH DEFINED 6,7,8 2286
CPB INC COM 125903104 6 205 SH DEFINED 5 205
CPI CORP COM 125902106 29 2027 SH DEFINED 6,7,8 2027
CPI CORP COM 125902106 3 185 SH DEFINED 5 185
CRANE CO EQUITY 224399105 22 1,000 SH DEFINED 1 1,000
CRANE CO COM 224399105 552 25200 SH DEFINED 6,7,8 25200
CRANE CO COM 224399105 4 180 SH DEFINED 5 180
CRAWFORD & CO CL B 224633107 133 10698 SH DEFINED 6,7,8 10698
CRAWFORD & CO CL B 224633107 12 975 SH DEFINED 5 975
CREDENCE SYS CORP COM 225302108 1045 86713 SH DEFINED 6,7,8 86713
CREDENCE SYS CORP COM 225302108 19 1561 SH DEFINED 5 1561
CREDIT ACCEP CORP
MICH COM 225310101 36 4068 SH DEFINED 6,7,8 4068
CREDIT ACCEP CORP
MICH COM 225310101 3 364 SH DEFINED 5 364
CREDITCORP LTD EQUITY G2519Y108 320 38,500 SH DEFINED 1 39
CRESCENT REAL
ESTATE EQUITIES,
INC. EQUITY 225756105 2312 107,800 SH DEFINED 1 107,800
CRESTLINE CAP CORP COM 226153104 118 4170 SH DEFINED 6,7,8 4170
CRESTLINE CAP CORP COM 226153104 11 373 SH DEFINED 5 373
CRITICAL PATH INC COM 22674V100 7 12000 SH DEFINED 6,7,8 12000
CROMPTON CORP COM 227116100 1165 168051 SH DEFINED 6,7,8 168051
CROMPTON CORP COM 227116100 21 3074 SH DEFINED 5 3074
CROSSMANN CMNTYS
INC COM 22764E109 54 2059 SH DEFINED 6,7,8 2059
CROSSMANN CMNTYS
INC COM 22764E109 5 184 SH DEFINED 5 184
CROSSROADS SYS INC COM 22765D100 20 5995 SH DEFINED 6,7,8 5995
CROSSROADS SYS INC COM 22765D100 2 537 SH DEFINED 5 537
CROWN AMERN RLTY TR SH
BEN INT 228186102 46 6412 SH DEFINED 6,7,8 6412
CROWN AMERN RLTY TR SH
BEN INT 228186102 4 595 SH DEFINED 5 595
CROWN CASTLE
INTERNATIONAL EQUITY 228227104 4354 483,762 SH DEFINED 1 483,762
CROWN CASTLE INTL
CORP COM 228227104 157 17400 SH DEFINED 6,7,8 17400
CROWN CORK & SEAL
INC COM 228255105 86 37435 SH DEFINED 6,7,8 37435
CROWN CORK & SEAL
INC COM 228255105 8 3352 SH DEFINED 5 3352
CROWN MEDIA HLDGS
INC CL A 228411104 51 4968 SH DEFINED 6,7,8 4968
CROWN MEDIA HLDGS
INC CL A 228411104 5 468 SH DEFINED 5 468
CRYOLIFE INC COM 228903100 166 4422 SH DEFINED 6,7,8 4422
CRYOLIFE INC COM 228903100 16 419 SH DEFINED 5 419
CSG SYS INTL INC COM 126349109 2542 62000 SH DEFINED 6,7,8 62000
CSG SYS INTL INC
COM EQUITY 126349109 68599 1673147 SH Sole 3 1603547 69600
CSK AUTO CORP COM 125965103 48 7617 SH DEFINED 6,7,8 7617
CSK AUTO CORP COM 125965103 4 689 SH DEFINED 5 689
CSS INDS INC COM 125906107 31 1227 SH DEFINED 6,7,8 1227
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
CSS INDS INC COM 125906107 3 110 SH DEFINED 5 110
CSX CORP EQUITY 126408103 110 3,500 SH DEFINED 1 3,500
CSX CORP COM 126408103 3435 109060 SH DEFINED 6,7,8 109060
CSX CORP COM 126408103 20 640 SH DEFINED 5 640
CT COMMUNICATIONS COM
INC NEW 126426402 71 4891 SH DEFINED 6,7,8 4891
CT COMMUNICATIONS COM
INC NEW 126426402 6 438 SH DEFINED 5 438
CTS CORP COM 126501105 119 8040 SH DEFINED 6,7,8 8040
CTS CORP COM 126501105 12 782 SH DEFINED 5 782
CUBIC CORP COM 229669106 56 1612 SH DEFINED 6,7,8 1612
CUBIC CORP COM 229669106 5 144 SH DEFINED 5 144
CUBIST
PHARMACEUTICALS
INC COM 229678107 246 7519 SH DEFINED 6,7,8 7519
CUBIST
PHARMACEUTICALS
INC COM 229678107 24 726 SH DEFINED 5 726
CUBIST
PHARMACEUTICALS
INC EQUITY 229678107 1401 35300 SH DEFINED 2 35300
CUMMINS INC EQUITY 231021106 23 700 SH DEFINED 1 700
CUMMINS INC COM 231021106 575 17420 SH DEFINED 6,7,8 17420
CUMMINS INC COM 231021106 4 120 SH DEFINED 5 120
CUMMINS INC EQUITY 231021106 1815 55000 SH DEFINED 2 55000
CUMULUS MEDIA INC CL A 231082108 64 9179 SH DEFINED 6,7,8 9179
CUMULUS MEDIA INC CL A 231082108 6 827 SH DEFINED 5 827
CUNO INC COM 126583103 123 4439 SH DEFINED 6,7,8 4439
CUNO INC COM 126583103 12 425 SH DEFINED 5 425
CURAGEN CORP COM 23126R101 95 4925 SH DEFINED 6,7,8 4925
CURAGEN CORP EQUITY 23126R101 3326 256600 SH DEFINED 2 256600
CURIS INC COM 231269101 31 8992 SH DEFINED 6,7,8 8992
CURIS INC COM 231269101 3 887 SH DEFINED 5 887
CURTISS WRIGHT CORP COM 231561101 82 1770 SH DEFINED 6,7,8 1770
CURTISS WRIGHT CORP COM 231561101 7 158 SH DEFINED 5 158
CV THERAPEUTICS INC COM 126667104 212 5465 SH DEFINED 6,7,8 5465
CV THERAPEUTICS INC COM 126667104 21 542 SH DEFINED 5 542
CVB FINL CORP COM 126600105 130 6054 SH DEFINED 6,7,8 6054
CVB FINL CORP COM 126600105 13 585 SH DEFINED 5 585
CVS Corp EQUITY 126650100 1162 35,000 SH DEFINED 4 35,000
CVS CORP COM 126650100 6615 199250 SH DEFINED 6,7,8 199250
CVS CORP COM 126650100 60 1800 SH DEFINED 5 1800
CVS CORPORATION EQUITY 126650100 268 8,080 SH DEFINED 1 8,080
CYBERONICS INC COM 23251P102 286 18140 SH DEFINED 6,7,8 18140
CYBERONICS INC COM 23251P102 9 543 SH DEFINED 5 543
CYGNUS INC COM 232560102 45 8142 SH DEFINED 6,7,8 8142
CYGNUS INC COM 232560102 4 795 SH DEFINED 5 795
CYMER INC COM 232572107 203 12131 SH DEFINED 6,7,8 12131
CYMER INC COM 232572107 14 829 SH DEFINED 5 829
CYPRESS
SEMICONDUCTOR CORP COM 232806109 2413 162380 SH DEFINED 6,7,8 162380
CYPRESS
SEMICONDUCTOR CORP COM 232806109 1 70 SH DEFINED 5 70
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
CYTEC INDS INC COM 232820100 1718 74223 SH DEFINED 6,7,8 74223
CYTEC INDS INC COM 232820100 25 1097 SH DEFINED 5 1097
CYTOGEN CORP COM 232824102 59 21981 SH DEFINED 6,7,8 21981
CYTOGEN CORP COM 232824102 6 2181 SH DEFINED 5 2181
CYTYC CORP COM 232946103 3627 135300 SH DEFINED 6,7,8 135300
D + K HEALTHCARE
RES INC EQUITY 232861104 6227 130000 SH DEFINED 2 130000
D R HORTON INC COM EQUITY 23331A109 9482 454578 SH Sole 3 363102 91476
DAI EI INC ADR 233798206 16 8000 SH DEFINED 6,7,8 8000
DAISYTEK INTL CORP COM 234053106 55 4812 SH DEFINED 6,7,8 4812
DAISYTEK INTL CORP COM 234053106 5 431 SH DEFINED 5 431
DAKTRONICS INC COM 234264109 34 3872 SH DEFINED 6,7,8 3872
DAKTRONICS INC COM 234264109 3 384 SH DEFINED 5 384
DAL-TILE INTL INC COM 23426R108 345 22422 SH DEFINED 6,7,8 22422
DAL-TILE INTL INC COM 23426R108 23 1520 SH DEFINED 5 1520
DANA CORP EQUITY 235811106 37 2,400 SH DEFINED 1 2,400
DANA CORP COM 235811106 975 62500 SH DEFINED 6,7,8 62500
DANA CORP COM 235811106 7 440 SH DEFINED 5 440
DANA CORP EQUITY 235811106 5273 345800 SH DEFINED 2 345800
DANAHER CORP EQUITY 235851102 113 2,400 SH DEFINED 1 2,400
DANAHER CORP DEL COM 235851102 2842 60240 SH DEFINED 6,7,8 60240
DANAHER CORP DEL COM 235851102 20 430 SH DEFINED 5 430
DARDEN RESTAURANTS
INC EQUITY 237194105 50 1,900 SH DEFINED 1 1,900
DARDEN RESTAURANTS
INC COM 237194105 2775 105720 SH DEFINED 6,7,8 105720
DARDEN RESTAURANTS
INC COM 237194105 23 870 SH DEFINED 5 870
DATASCOPE CORP COM 238113104 128 3305 SH DEFINED 6,7,8 3305
DATASCOPE CORP COM 238113104 13 324 SH DEFINED 5 324
DATASTREAM SYS INC COM 238124101 14 4606 SH DEFINED 6,7,8 4606
DATASTREAM SYS INC COM 238124101 1 454 SH DEFINED 5 454
DDI CORP COM 233162106 173 22021 SH DEFINED 6,7,8 22021
DDI CORP COM 233162106 9 1166 SH DEFINED 5 1166
DEAN FOODS CO COM 242361103 2446 52889 SH DEFINED 6,7,8 52889
DEAN FOODS CO COM 242361103 45 972 SH DEFINED 5 972
DEB SHOPS INC COM 242728103 26 1275 SH DEFINED 6,7,8 1275
DEB SHOPS INC COM 242728103 2 115 SH DEFINED 5 115
DECODE GENETICS INC COM 243586104 54 8693 SH DEFINED 6,7,8 8693
DECODE GENETICS INC COM 243586104 5 858 SH DEFINED 5 858
DEERE & CO EQUITY 244199105 147 3,900 SH DEFINED 1 3,900
DEERE & CO COM 244199105 3734 99280 SH DEFINED 6,7,8 99280
DEERE & CO COM 244199105 26 700 SH DEFINED 5 700
DEERE + CO EQUITY 244199105 8401 223025 SH DEFINED 2 223025
DEL MONTE FOODS CO COM 24522P103 57 7389 SH DEFINED 6,7,8 7389
DEL MONTE FOODS CO COM 24522P103 5 701 SH DEFINED 5 701
DELIAS CORP CL A 24688Q101 46 8562 SH DEFINED 6,7,8 8562
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
DELIAS CORP CL A 24688Q101 4 760 SH DEFINED 5 760
DELIAS CORP EQUITY 24688Q101 2271 287500 SH DEFINED 2 287500
DELL COMPUTER CORP COM 247025109 22270 1201822 SH DEFINED 6,7,8 1201822
DELL COMPUTER CORP COM 247025109 159 8590 SH DEFINED 5 8590
DELL COMPUTER CORP EQUITY 247025109 6178 317200 SH DEFINED 2 317200
DELL COMPUTER CORP. EQUITY 247025109 6409 345,860 SH DEFINED 1 345,860
DELPHI AUTOMOTIVE
SYS CORP COM 247126105 2781 236670 SH DEFINED 6,7,8 236670
DELPHI AUTOMOTIVE
SYS CORP COM 247126105 20 1670 SH DEFINED 5 1670
DELPHI FINL GROUP
INC CL A 247131105 138 4082 SH DEFINED 6,7,8 4082
DELPHI FINL GROUP
INC CL A 247131105 12 366 SH DEFINED 5 366
DELTA & PINE LD CO COM 247357106 166 9766 SH DEFINED 6,7,8 9766
DELTA & PINE LD CO COM 247357106 15 897 SH DEFINED 5 897
DELTA AIR LINES INC
DEL COM 247361108 1372 52050 SH DEFINED 6,7,8 52050
DELTA AIR LINES INC
DEL COM 247361108 10 370 SH DEFINED 5 370
Delta Airlines CORPBOND 247361YF9 4201 5,000,000 PRN DEFINED 4 5,000,000
DELTA AIRLINES INC. EQUITY 247361108 53 2,000 SH DEFINED 1 2,000
DELTAGEN INC COM 24783R103 22 3112 SH DEFINED 6,7,8 3112
DELTAGEN INC COM 24783R103 2 307 SH DEFINED 5 307
DELTIC TIMBER CORP COM 247850100 79 3121 SH DEFINED 6,7,8 3121
DELTIC TIMBER CORP COM 247850100 7 279 SH DEFINED 5 279
DELUXE CHECK
PRINTERS EQUITY 248019101 41 1,200 SH DEFINED 1 1,200
DELUXE CORP COM 248019101 3565 103220 SH DEFINED 6,7,8 103220
DELUXE CORP COM 248019101 7 210 SH DEFINED 5 210
DENBURY RES INC COMNEW 247916208 39 4721 SH DEFINED 6,7,8 4721
DENBURY RES INC NEWCOM 247916208 4 469 SH DEFINED 5 469
DENDREON CORP COM 24823Q107 37 4330 SH DEFINED 6,7,8 4330
DENDREON CORP COM 24823Q107 4 430 SH DEFINED 5 430
DENDRITE INTL INC COM 248239105 66 8329 SH DEFINED 6,7,8 8329
DENDRITE INTL INC COM 248239105 7 827 SH DEFINED 5 827
DENTSPLY INTL INC
NEW COM 249030107 2784 60600 SH DEFINED 6,7,8 60600
DENTSPLY INTL INC
NEW EQUITY 249030107 7976 174100 SH DEFINED 2 174100
DEPPHI AUTOMOTIVE
SYSTEMS EQUITY 247126105 109 9,300 SH DEFINED 1 9,300
DETROIT EDISON CO EQUITY 233331107 1920 44,600 SH DEFINED 1 44,600
DEUTSCHE TELEKOM AG
-SPON ADR EQUITY 251566105 7334 473,160 SH DEFINED 1 473,160
DEVELOPERS DIVERS
REALTY CRP EQUITY 251591103 465 25,900 SH DEFINED 1 25,900
DEVELOPERS DIVERS
RLTY COM EQUITY 251591103 15004 835900 SH Sole 3 742500 93400
DEVELOPERS
DIVERSIFIED RLTY
CO COM 251591103 282 15721 SH DEFINED 6,7,8 15721
DEVELOPERS
DIVERSIFIED RLTY
CO COM 251591103 25 1368 SH DEFINED 5 1368
DEVON ENERGY EQUITY 251799102 17 500 SH DEFINED 2 500
DEVON ENERGY CORP EQUITY 25179M103 848 24,652 SH DEFINED 1 24,652
DEVON ENERGY CORP
NEW COM 25179M103 1882 54710 SH DEFINED 6,7,8 54710
DEVON ENERGY CORP
NEW COM 25179M103 13 390 SH DEFINED 5 390
DEVON ENERGY
CORPORATION NEW EQUITY 25179M103 3308 105200 SH DEFINED 2 105200
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
DEVRY INC DEL COM 251893103 2933 81700 SH DEFINED 6,7,8 81700
DEVRY INC DEL COM EQUITY 251893103 42374 1180336 SH Sole 3 1146636 33700
DIAGNOSTIC PRODS
CORP COM 252450101 253 6001 SH DEFINED 6,7,8 6001
DIAGNOSTIC PRODS
CORP COM 252450101 24 575 SH DEFINED 5 575
DIAL CORP NEW COM 25247D101 2307 139394 SH DEFINED 6,7,8 139394
DIAL CORP NEW COM 25247D101 43 2581 SH DEFINED 5 2581
DIAMOND OFFSHORE
DRILLING INC EQUITY 25271C102 6361 167900 SH DEFINED 2 167900
DIAMONDCLUSTER INTL
INC CL A 25278P106 231 23421 SH DEFINED 6,7,8 23421
DIAMONDCLUSTER INTL
INC CL A 25278P106 8 763 SH DEFINED 5 763
DIANON SYS INC COM 252826102 74 1466 SH DEFINED 6,7,8 1466
DIANON SYS INC COM 252826102 7 145 SH DEFINED 5 145
DIEBOLD INC COM 253651103 3197 83900 SH DEFINED 6,7,8 83900
DIGENE CORP EQUITY 253752109 6935 277400 SH Sole 3 277400
DIGENE CORP COM 253752109 77 3090 SH DEFINED 6,7,8 3090
DIGENE CORP COM 253752109 8 307 SH DEFINED 5 307
DIGEX INC DEL CL A 253756100 21 6196 SH DEFINED 6,7,8 6196
DIGEX INC DEL CL A 253756100 2 615 SH DEFINED 5 615
DIGIMARC CORP COM 253807101 39 2810 SH DEFINED 6,7,8 2810
DIGIMARC CORP COM 253807101 4 279 SH DEFINED 5 279
DIGITAL GENERATION
SYS INC COM 253921100 14 10004 SH DEFINED 6,7,8 10004
DIGITAL GENERATION
SYS INC COM 253921100 1 993 SH DEFINED 5 993
DIGITAL INSIGHT
CORP COM 25385P106 84 7278 SH DEFINED 6,7,8 7278
DIGITAL INSIGHT
CORP COM 25385P106 8 722 SH DEFINED 5 722
DIGITAL LIGHTWAVE
INC COM 253855100 35 3588 SH DEFINED 6,7,8 3588
DIGITAL LIGHTWAVE
INC COM 253855100 3 356 SH DEFINED 5 356
DIGITALTHINK INC COM 25388M100 43 5517 SH DEFINED 6,7,8 5517
DIGITALTHINK INC COM 25388M100 4 547 SH DEFINED 5 547
DIGITAS INC COM 25388K104 6 2444 SH DEFINED 6,7,8 2444
DIGITAS INC COM 25388K104 1 243 SH DEFINED 5 243
DILLARDS INC CL A 254067101 738 56033 SH DEFINED 6,7,8 56033
DILLARDS INC CL A 254067101 26 1970 SH DEFINED 5 1970
DILLARDS INC - CL A EQUITY 254067101 18 1,400 SH DEFINED 1 1,400
DIME BANCORP INC
NEW COM 25429Q102 5289 134500 SH DEFINED 6,7,8 134500
DIME CMNTY
BANCSHARES COM 253922108 110 4360 SH DEFINED 6,7,8 4360
DIME CMNTY
BANCSHARES COM 253922108 10 390 SH DEFINED 5 390
DIMON INC COM 254394109 75 13058 SH DEFINED 6,7,8 13058
DIMON INC COM 254394109 7 1169 SH DEFINED 5 1169
DIONEX CORP COM 254546104 145 5730 SH DEFINED 6,7,8 5730
DIONEX CORP COM 254546104 13 531 SH DEFINED 5 531
DIRECT FOCUS INC COM 254931108 168 8460 SH DEFINED 6,7,8 8460
DIRECT FOCUS INC COM 254931108 16 810 SH DEFINED 5 810
DISCOUNT AUTO PTS
INC COM 254642101 36 2620 SH DEFINED 6,7,8 2620
DISCOUNT AUTO PTS
INC COM 254642101 3 235 SH DEFINED 5 235
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
DISNEY COMPANY WALT EQUITY 254687106 646 34,700 SH DEFINED 1 34,700
COM
DISNEY WALT CO DISNEY 254687106 21180 1137478 SH DEFINED 6,7,8 1137478
COM
DISNEY WALT CO DISNEY 254687106 168 9030 SH DEFINED 5 9030
DISTRIBUCION Y
SERVICIO ADR EQUITY 254753106 459 41,000 SH DEFINED 1 41,000
DITECH
COMMUNICATIONS
CORP COM 25500M103 31 7448 SH DEFINED 6,7,8 7448
DITECH
COMMUNICATIONS
CORP COM 25500M103 3 667 SH DEFINED 5 667
DIVERSA CORP EQUITY 255064107 514 54,713 SH DEFINED 1 54,713
DIVERSA CORP COM 255064107 142 15130 SH DEFINED 6,7,8 15130
DIVERSA CORP COM 255064107 7 707 SH DEFINED 5 707
DIVINE INC CL A 255402109 17 28002 SH DEFINED 6,7,8 28002
DIVINE INC CL A 255402109 2 2710 SH DEFINED 5 2710
DMC STRATEX
NETWORKS INC COM 23322L106 113 21878 SH DEFINED 6,7,8 21878
DMC STRATEX
NETWORKS INC COM 23322L106 11 2226 SH DEFINED 5 2226
DOBSON
COMMUNICATIONS
CORP CL A 256069105 72 6965 SH DEFINED 6,7,8 6965
DOBSON
COMMUNICATIONS
CORP CL A 256069105 7 660 SH DEFINED 5 660
DOCENT INC COM 25608L106 21 10357 SH DEFINED 6,7,8 10357
DOCENT INC COM 25608L106 2 1028 SH DEFINED 5 1028
DOCUMENTUM INC COM 256159104 87 10674 SH DEFINED 6,7,8 10674
DOCUMENTUM INC COM 256159104 9 1059 SH DEFINED 5 1059
DOLE FOOD INC COM 256605106 1683 78636 SH DEFINED 6,7,8 78636
DOLE FOOD INC COM 256605106 25 1145 SH DEFINED 5 1145
DOLLAR GEN CORP COM 256669102 1635 139750 SH DEFINED 6,7,8 139750
DOLLAR GEN CORP COM 256669102 12 990 SH DEFINED 5 990
DOLLAR GENERAL EQUITY 256669102 64 5,481 SH DEFINED 1 5,481
DOLLAR THRIFTY
AUTOMOTIVE GP COM 256743105 70 7062 SH DEFINED 6,7,8 7062
DOLLAR THRIFTY
AUTOMOTIVE GP COM 256743105 6 632 SH DEFINED 5 632
DOLLAR TREE STORES
INC EQUITY 256747106 24218 1,282,080 SH DEFINED 1 1,282,080
DOLLAR TREE STORES
INC COM 256747106 2464 131400 SH DEFINED 6,7,8 131400
Dominion EQUITY 2574U109 1757 29,600 SH DEFINED 4 29,600
DOMINION RES INC VA
NEW COM 25746U109 7834 132000 SH DEFINED 6,7,8 132000
DOMINION RES INC VA
NEW COM 25746U109 44 740 SH DEFINED 5 740
DOMINION RES INC VA
NEW EQUITY 25746U109 6847 140800 SH DEFINED 2 140800
DOMINION RES INC/VA EQUITY 257470104 72 1210 SH DEFINED 2 1210
DOMINION RESOURCES
INC EQUITY 25746U109 248 4,179 SH DEFINED 1 4,179
DONALDSON INC COM 257651109 1830 63500 SH DEFINED 6,7,8 63500
DONALDSON INC COM 257651109 31 1063 SH DEFINED 5 1063
DONNA KARAN INTL
INC COM 257826107 5 500 SH DEFINED 6,7,8 500
DONNA KARAN INTL
INC COM 257826107 0 45 SH DEFINED 5 45
DONNELLEY R R &
SONS EQUITY 257867101 51 1,900 SH DEFINED 1 1,900
DONNELLEY R R &
SONS CO COM 257867101 1344 49690 SH DEFINED 6,7,8 49690
DONNELLEY R R &
SONS CO COM 257867101 9 350 SH DEFINED 5 350
DORAL FINL CORP COM 25811P100 366 9445 SH DEFINED 6,7,8 9445
DORAL FINL CORP COM 25811P100 39 1017 SH DEFINED 5 1017
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
DORAL FINL CORP COM EQUITY 25811P100 37298 961300 SH Sole 3 944500 16800
DOVER CORP COM 260003108 3514 116720 SH DEFINED 6,7,8 116720
DOVER CORP COM 260003108 37 1240 SH DEFINED 5 1240
DOVER CORP. EQUITY 260003108 102 3,400 SH DEFINED 1 3,400
DOVER DOWNS ENTMT
INC COM 260086103 63 5057 SH DEFINED 6,7,8 5057
DOVER DOWNS ENTMT
INC COM 260086103 6 456 SH DEFINED 5 456
DOW CHEM CO COM 260543103 13087 399482 SH DEFINED 6,7,8 399482
DOW CHEM CO COM 260543103 88 2675 SH DEFINED 5 2675
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NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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ELECTRONICS FOR
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EMBRAER EMPRESA
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EMBRAER-EMPRESA
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NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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EMPRESA NACIONAL DE
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ENERGY CONVERSION
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TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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COMMUNICATIONS
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NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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EQUITY OFFICE
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EQUITY RESIDENTIAL SH
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ESCO TECHNOLOGIES
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ESSEX PPTY TR INC
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EVERGREEN RES INC COM
NO PAR 299900308 159 4673 SH DEFINED 6,7,8 4673
EVERGREEN RES INC COM
NO PAR 299900308 16 464 SH DEFINED 5 464
EVOLVE SOFTWARE INC. EQUITY 30049P104 384 1,239,564 SH DEFINED 1 1,239,564
EXACT SCIENCES CORP COM 30063P105 11 1140 SH DEFINED 6,7,8 1140
EXACT SCIENCES CORP COM 30063P105 1 113 SH DEFINED 5 113
EXAR CORP COM 300645108 452 26105 SH DEFINED 6,7,8 26105
EXAR CORP COM 300645108 18 1024 SH DEFINED 5 1024
EXCEL TECHNOLOGY
INC COM 30067T103 38 2395 SH DEFINED 6,7,8 2395
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
EXCEL TECHNOLOGY
INC COM 30067T103 4 238 SH DEFINED 5 238
EXE TECHNOLOGIES
INC COM 301504106 18 8982 SH DEFINED 6,7,8 8982
EXE TECHNOLOGIES
INC COM 301504106 2 869 SH DEFINED 5 869
EXELIXIS INC COM 30161Q104 111 9667 SH DEFINED 6,7,8 9667
EXELIXIS INC COM 30161Q104 11 954 SH DEFINED 5 954
EXELON CORP COM 30161N101 6926 155282 SH DEFINED 6,7,8 155282
EXELON CORP COM 30161N101 43 960 SH DEFINED 5 960
EXELON CORPORATION EQUITY 30161N101 237 5,312 SH DEFINED 1 5,312
EXIDE TECHNOLOGIES COM 302051107 30 8000 SH DEFINED 6,7,8 8000
EXIDE TECHNOLOGIES COM 302051107 3 716 SH DEFINED 5 716
EXODUS
COMMUNICATIONS INC COM 302088109 0 10760 SH DEFINED 6,7,8 10760
EXPEDITORS INTL
WASH INC COM 302130109 2888 61000 SH DEFINED 6,7,8 61000
EXPRESS SCRIPTS INC COM 302182100 6227 112200 SH DEFINED 6,7,8 112200
EXPRESS SCRIPTS INC COM 302182100 23 420 SH DEFINED 5 420
EXTENDED STAY AMER
INC COM 30224P101 1573 108700 SH DEFINED 6,7,8 108700
EXTENSITY INC COM 302255104 12 4283 SH DEFINED 6,7,8 4283
EXTENSITY INC COM 302255104 1 414 SH DEFINED 5 414
EXTREME NETWORKS
INC EQUITY 30226D106 23749 1446267 SH DEFINED 2 1446267
EXXON MOBIL CORP EQUITY 3021G112 193 28000 SH DEFINED 2 28000
Exxon Mobil Corp EQUITY 30231G102 2399 60,892 SH DEFINED 4 60,892
EXXON MOBIL CORP COM 30231G102 129386 3283920 SH DEFINED 6,7,8 3283920
EXXON MOBIL CORP COM 30231G102 810 20560 SH DEFINED 5 20560
EXXON MOBIL
CORPORATIONS EQUITY 30231G102 46123 1,170,622 SH DEFINED 1 1,170,622
COM
F M C CORP NEW 302491303 643 13120 SH DEFINED 6,7,8 13120
COM
F M C CORP NEW 302491303 4 90 SH DEFINED 5 90
F Y I INC COM 302712104 141 3756 SH DEFINED 6,7,8 3756
F Y I INC COM 302712104 14 373 SH DEFINED 5 373
F&M BANCORP MD COM 302367107 91 3466 SH DEFINED 6,7,8 3466
F&M BANCORP MD COM 302367107 8 310 SH DEFINED 5 310
F5 NETWORKS INC COM 315616102 44 4755 SH DEFINED 6,7,8 4755
F5 NETWORKS INC COM 315616102 5 512 SH DEFINED 5 512
FACTORY 2-U INC COM 303072102 51 3624 SH DEFINED 6,7,8 3624
FACTORY 2-U INC COM 303072102 5 360 SH DEFINED 5 360
FACTSET RESH SYS
INC COM 303075105 140 5783 SH DEFINED 6,7,8 5783
FACTSET RESH SYS
INC COM 303075105 14 574 SH DEFINED 5 574
FAIR ISAAC & CO INC COM 303250104 237 5008 SH DEFINED 6,7,8 5008
FAIR ISAAC & CO INC COM 303250104 23 487 SH DEFINED 5 487
FAIRCHILD CORP CL A 303698104 14 3993 SH DEFINED 6,7,8 3993
FAIRCHILD CORP CL A 303698104 1 357 SH DEFINED 5 357
FAIRCHILD
SEMICONDUCTOR INTL CL A 303726103 1140 71000 SH DEFINED 6,7,8 71000
FAIRCHILD
SEMICONDUCTOR INTL CL A 303726103 13 830 SH DEFINED 5 830
FALCONSTOR SOFTWARE
INC COM 306137100 32 3692 SH DEFINED 6,7,8 3692
FALCONSTOR SOFTWARE
INC COM 306137100 3 366 SH DEFINED 5 366
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
FAMILY DLR STORES
INC COM 307000109 1999 72640 SH DEFINED 6,7,8 72640
FAMILY DLR STORES
INC COM 307000109 14 510 SH DEFINED 5 510
FAMILY DOLLAR
STORES EQUITY 307000109 77 2,800 SH DEFINED 1 2,800
FARMER BROS CO COM 307675108 58 265 SH DEFINED 6,7,8 265
FARMER BROS CO COM 307675108 5 24 SH DEFINED 5 24
FARMERS CAP BK CORP COM 309562106 82 2189 SH DEFINED 6,7,8 2189
FARMERS CAP BK CORP COM 309562106 7 196 SH DEFINED 5 196
FASTENAL CO COM 311900104 2530 44400 SH DEFINED 6,7,8 44400
FBL FINL GROUP INC CL A 30239F106 61 3654 SH DEFINED 6,7,8 3654
FBL FINL GROUP INC CL A 30239F106 5 327 SH DEFINED 5 327
FBR ASSET INVT CORP COM 30241E303 100 4325 SH DEFINED 6,7,8 4325
FED NATL MTG CO EQUITY 313586109 1680 20,980 SH DEFINED 1 20,980
FEDDERS CORP COM 313135105 30 7761 SH DEFINED 6,7,8 7761
FEDDERS CORP COM 313135105 3 695 SH DEFINED 5 695
FEDERAL AGRIC MTG
CORP CL C 313148306 76 2288 SH DEFINED 6,7,8 2288
FEDERAL AGRIC MTG
CORP CL C 313148306 8 227 SH DEFINED 5 227
FEDERAL HOME LN MTG
CORP COM 313400301 25705 395462 SH DEFINED 6,7,8 395462
FEDERAL HOME LN MTG
CORP COM 313400301 235 3610 SH DEFINED 5 3610
FEDERAL HOME LOAN
MTG CORP. EQUITY 313400301 22808 350,890 SH DEFINED 1 350,890
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FEDERAL MOGUL CORP COM 313549107 1 1729 SH DEFINED 5 1729
FEDERAL NATL MTG
ASSN EQUITY 313586109 32 400 SH DEFINED 1 400
FEDERAL NATL MTG
ASSN COM 313586109 44492 555737 SH DEFINED 6,7,8 555737
FEDERAL NATL MTG
ASSN COM 313586109 363 4530 SH DEFINED 5 4530
FEDERAL NATL MTG
ASSN EQUITY 313586109 7965 100000 SH DEFINED 2 100000
FEDERAL NATL MTG
ASSN EQUITY 31359MDF7 2332 840000 SH DEFINED 2 840000
FEDERAL REALTY INVT SH
TR BEN INT NEW 313747206 243 11048 SH DEFINED 6,7,8 11048
FEDERAL REALTY INVT SH
TR BEN INT NEW 313747206 21 973 SH DEFINED 5 973
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FEDERAL SIGNAL CORP COM 313855108 22 1241 SH DEFINED 5 1241
FEDERATED
DEPARTMENT STORES EQUITY 31410H101 93 3,300 SH DEFINED 1 3,300
FEDERATED DEPT
STORES INC DEL COM 31410H101 4372 155020 SH DEFINED 6,7,8 155020
FEDERATED DEPT
STORES INC DEL COM 31410H101 31 1110 SH DEFINED 5 1110
FEDERATED INVS INC
PA CL B 314211103 811 27400 SH DEFINED 6,7,8 27400
FEDERATED INVS INC
PA EQUITY 314211103 3256 110000 SH DEFINED 2 110000
FEDEX CORP COM 31428X106 4771 129810 SH DEFINED 6,7,8 129810
FEDEX CORP COM 31428X106 34 920 SH DEFINED 5 920
FEDEX CORPORATION EQUITY 31428X106 184 5,000 SH DEFINED 1 5,000
FEI CO COM 30241L109 902 41458 SH DEFINED 6,7,8 41458
FEI CO COM 30241L109 9 423 SH DEFINED 5 423
FELCOR LODGING TR
INC COM 31430F101 127 9425 SH DEFINED 6,7,8 9425
FELCOR LODGING TR
INC COM 31430F101 11 814 SH DEFINED 5 814
FERRO CORP COM 315405100 1130 48733 SH DEFINED 6,7,8 48733
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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FHLMC CORP
BOND 3134A3RE8 2038 2,000,000 PRN DEFINED 4 2,000,000
FHLMC CORP
BOND 3134A3T48 4670 4,500,000 PRN DEFINED 4 4,500,000
FIBERCORE INC COM 31563B109 21 8917 SH DEFINED 6,7,8 8917
FIBERCORE INC COM 31563B109 2 885 SH DEFINED 5 885
FIDELITY BANKSHARES
INC NEW COM 31604Q107 60 4529 SH DEFINED 6,7,8 4529
FIDELITY BANKSHARES
INC NEW COM 31604Q107 6 424 SH DEFINED 5 424
FIDELITY NATL FINL
INC COM 316326107 3539 131600 SH DEFINED 6,7,8 131600
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FINANCIAL FED CORP
COM EQUITY 317492106 6223 254000 SH Sole 3 254000
FINANCIAL INSTNS
INC COM 317585404 58 2495 SH DEFINED 6,7,8 2495
FINANCIAL INSTNS
INC COM 317585404 5 233 SH DEFINED 5 233
FINISH LINE INC CL A 317923100 59 5464 SH DEFINED 6,7,8 5464
FINISH LINE INC CL A 317923100 5 489 SH DEFINED 5 489
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FIRST AMERN CORP
CALIF COM 318522307 429 21195 SH DEFINED 6,7,8 21195
FIRST AMERN CORP
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FIRST CMNTY
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FIRST CMNTY
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FIRST COMWLTH FINL
CORP PA COM 319829107 225 18308 SH DEFINED 6,7,8 18308
FIRST COMWLTH FINL
CORP PA COM 319829107 20 1590 SH DEFINED 5 1590
FIRST CONSULTING
GROUP INC COM 31986R103 46 5165 SH DEFINED 6,7,8 5165
FIRST CONSULTING
GROUP INC COM 31986R103 4 477 SH DEFINED 5 477
FIRST CTZNS
BANCSHARES INC N C CL A 31946M103 158 1902 SH DEFINED 6,7,8 1902
FIRST CTZNS
BANCSHARES INC N C CL A 31946M103 13 160 SH DEFINED 5 160
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TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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FIRST ESSEX BANCORP
INC COM 320103104 53 2009 SH DEFINED 6,7,8 2009
FIRST ESSEX BANCORP
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FIRST FINL BANCORP
OH COM 320209109 179 11547 SH DEFINED 6,7,8 11547
FIRST FINL BANCORP
OH COM 320209109 15 984 SH DEFINED 5 984
FIRST FINL
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FIRST FINL
BANKSHARES COM 32020R109 9 304 SH DEFINED 5 304
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FIRST FINL HLDGS
INC COM 320239106 96 4198 SH DEFINED 6,7,8 4198
FIRST FINL HLDGS
INC COM 320239106 9 376 SH DEFINED 5 376
FIRST HEALTH GROUP
CORP COM 320960107 3358 114300 SH DEFINED 6,7,8 114300
FIRST HORIZON
PHARMACE COM EQUITY 32051K106 6848 263100 SH Sole 3 263100
FIRST HORIZON
PHARMACEUTICAL COM 32051K106 59 2283 SH DEFINED 6,7,8 2283
FIRST HORIZON
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FIRST INDUSTRIAL
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FIRST INDUSTRIAL
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FIRST INDUSTRIAL
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FIRST INDUSTRIAL
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FIRST MERCHANTS
CORP COM 320817109 78 3390 SH DEFINED 6,7,8 3390
FIRST MERCHANTS
CORP COM 320817109 7 303 SH DEFINED 5 303
FIRST MIDWEST
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FIRST MIDWEST
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FIRST NIAGARA FINL
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FIRST NIAGARA FINL
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FIRST REP BK SAN
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First Security CORP
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FIRST SENTINEL
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FIRST SENTINEL
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FIRST TENN NATL
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First Union CORP
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