UNITED STATES
                      SECURITIES AND EXCHANGE COMMISSION
                            Washington, D.C. 20549

                                   FORM 13F

                             FORM 13F COVER PAGE


Report for the Calendar Year or Quarter Ended: December 31, 2001


Check here if Amendment [X]; Amendment Number: 2


  This Amendment (Check only one.):      [X] is a restatement.
                                         [ ] adds new holdings entries

Institutional Investment Manager Filing this Report:

Name: AMERICAN INTERNATIONAL GROUP, INC.


Address: 70 Pine Street

         New York, New York 10270


Form 13F File Number:  28-219



The Institutional Investment Manager filing this report and the person by whom
it is signed represent that the person signing the report is authorized to
submit it, that all information contained herein is true, correct and complete,
and that it is understood that all required items, statements, schedules,
lists, and tables, are considered integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

Name:  Edward E. Matthews

Title: Vice Chairman -- Investments and Financial Services

Phone: (212) 770-7000



Signature, Place, and Date of Signing:


/s/ Edward E. Matthews             New York, New York        February 28, 2002
-------------------------------    ------------------------  -----------------
(Signature)                        (City, State)              (Date)

Report Type (Check only one.):

[X] 13F HOLDINGS REPORT. (Check if all holdings of this reporting manager are
    reported in this report.)

[ ] 13F NOTICE.  (Check if no holdings reported are in this report, and all
    holdings are reported in this report and a portion are reported by other
    reporting manager(s).)

[ ] 13F COMBINATION REPORT.  (Check if a portion of the holdings for this
    reporting manager are reported in this report and a portion are reported by
    other reporting manager(s).)






                             FORM 13F SUMMARY PAGE

REPORT SUMMARY:


Number of Other Included Managers:  8



Form 13F Information Table Entry Total:  7,079



Form 13F Information Table Value Total: $16,214,666 (thousands)


List of Other Included Managers:

Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional investment managers with respect to which this report is filed,
other than the manager filing this report.


No.       Form 13F File Number     Name
--        --------------------     -------------------------------------------

1         28-4637                  AIG GLOBAL INVESTMENT CORP.

2         28-2725                  SUNAMERICA ASSET MANAGEMENT CORP.

3         28-3463                  JOHN MCSTAY INVESTMENT COUNSEL, L.P.

4         28-5794                  HSB GROUP, INC.

5         28-609                   AMERICAN GENERAL CORPORATION

6         28-1213                  AGC LIFE INSURANCE COMPANY

7         28-612                   AMERICAN GENERAL LIFE INSURANCE COMPANY

8         28-87                    THE VARIABLE ANNUITY LIFE INSURANCE COMPANY


File Number 28-219 (Consolidated)
As of 12/31/01



                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
1 800 FLOWERS COM                     EQUITY   68243Q106       201       12,865  SH      DEFINED 6, 7, 8   12865
1-800 CONTACTS INC                    EQUITY   681977104        25        2,045  SH      DEFINED    1                  2,045
1-800 CONTACTS INC                    EQUITY   681977104        24        1,923  SH      DEFINED 6, 7, 8    1923
1-800-FLOWERS.COM INC                 EQUITY   68243Q106        39        2,482  SH      DEFINED    1                  2,482
1ST SOURCE CORP                       EQUITY   336901103        86        4,149  SH      DEFINED 6, 7, 8    4149
1ST SOURCE CORP.                      EQUITY   336901103        89        4,281  SH      DEFINED    1                  4,281
21ST CENTURY INSURANCE COMPANY        EQUITY   90130N103   1039517   53,445,620  SH      DEFINED    1             53,445,620
21ST CENTURY INSURANCE COMPANY        EQUITY   90130N103         3          158  SH      DEFINED    1                    158
3 DIMENSIONAL PHARMACEUTICAL          EQUITY   88554W104        15        1,806  SH      DEFINED    1                  1,806
3COM CORP                             EQUITY   885535104      2696      422,500  SH      DEFINED 6, 7, 8  422500
3COM CORP.                            EQUITY   885535104      2719      426,129  SH      DEFINED    1                426,129
3-D SYS CORP DEL                      EQUITY   88554D205        33        2,345  SH      DEFINED 6, 7, 8    2345
3D SYSTEMS CORPORATION                EQUITY   88554D205        36        2,499  SH      DEFINED    1                  2,499
3-DIMENSIONAL PHARMACEUTI             EQUITY   88554W104        15        1,806  SH      DEFINED 6, 7, 8    1806
3DO CO                                EQUITY   88553W105        23       10,890  SH      DEFINED 6, 7, 8   10890
3TEC ENERGY CORP                      EQUITY   88575R308        66        4,737  SH      DEFINED 6, 7, 8    4737
3TEC ENERGY CORPORATION               EQUITY   88575R308        70        4,978  SH      DEFINED    1                  4,978
4 KIDS ENTMT INC                      EQUITY   350865101        48        2,401  SH      DEFINED 6, 7, 8    2401
4KIDS ENTERTAINMENT INC               EQUITY   350865101        51        2,551  SH      DEFINED    1                  2,551
7-ELEVEN INC                          EQUITY   817826209        81        6,879  SH      DEFINED 6, 7, 8    6879
7-ELEVEN INC.                         EQUITY   817826209        85        7,285  SH      DEFINED    1                  7,285
99 CENTS ONLY STORES                  EQUITY   65440K106       308        8,055  SH      DEFINED    1                  8,055
99 CENTS ONLY STORES                  EQUITY   65440K106       293        7,700  SH      DEFINED 6, 7, 8    7700
99 CENTS ONLY STORES COM              EQUITY   65440K106     31036      811,393  SH      Sole       3     797156               14237
A D C TELECOMMUNICATIONS              EQUITY   000886101        11        2,470  SH      DEFINED    5       2470
A D C TELECOMMUNICATIONS              EQUITY   000886101      1637      355,880  SH      DEFINED 6, 7, 8  355880
A.G. EDWARDS, INC.                    EQUITY   281760108      4251       96,251  SH      DEFINED    1                 96,251
AAIPHARMA INC                         EQUITY   00252W104        76        3,013  SH      DEFINED    1                  3,013
AAIPHARMA INC                         EQUITY   00252W104        71        2,821  SH      DEFINED 6, 7, 8    2821
AAR CORP                              EQUITY   000361105        70        7,731  SH      DEFINED 6, 7, 8    7731
AAR CORP.                             EQUITY   000361105        72        8,006  SH      DEFINED    1                  8,006
AARON RENTS INC                       EQUITY   002535201        73        4,448  SH      DEFINED 6, 7, 8    4448
AARON RENTS, INC.                     EQUITY   002535201        75        4,621  SH      DEFINED    1                  4,621
ABBOTT LABORATORIES                   EQUITY   002824100     62014    1,112,361  SH      DEFINED    1              1,112,361
Abbott Labs                           EQUITY   002824100      5018       90,000  SH      DEFINED    4                 90,000
ABBOTT LABS                           EQUITY   002824100       270        4,850  SH      DEFINED    5       4850
ABBOTT LABS                           EQUITY   002824100     42822      768,100  SH      DEFINED 6, 7, 8  768100
ABBOTT LABS                           EQUITY   002824100     46868      840,675  SH      DEFINED    2                 840675
ABERCROMBIE & FITCH CO                EQUITY   002896207      3205      120,800  SH      DEFINED 6, 7, 8  120800
ABERCROMBIE AND FITCH CO.             EQUITY   002896207      3240      122,132  SH      DEFINED    1                122,132
ABGENIX INC                           EQUITY   00339B107       456       13,555  SH      DEFINED 6, 7, 8   13555
ABGENIX INC                           EQUITY   00339B107      8565      254,600  SH      DEFINED    2                 254600
ABGENIX, INC.                         EQUITY   00339B107        95        2,831  SH      DEFINED    1                  2,831
ABIOMED INC                           EQUITY   003654100        66        4,183  SH      DEFINED 6, 7, 8    4183
ABIOMED, INC.                         EQUITY   003654100        69        4,343  SH      DEFINED    1                  4,343
Abitibi-Consolidated                  CORPBOND 003924AH0      5202    5,000,000  PRN     DEFINED    4              5,000,000
ABM INDS INC                          EQUITY   000957100       173        5,520  SH      DEFINED 6, 7, 8    5520
ABM INDUSTRIES, INC.                  EQUITY   000957100       180        5,750  SH      DEFINED    1                  5,750






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
ACACIA RESEARCH CORP.                 EQUITY   003881109        65        5,843  SH      DEFINED    1                  5,843
ACACIA RESH CORP                      EQUITY   003881109        62        5,612  SH      DEFINED 6, 7, 8    5612
ACADIA REALTY TRUST                   EQUITY   004239109        39        6,156  SH      DEFINED    1                  6,156
ACADIA RLTY TR                        EQUITY   004239109        39        6,156  SH      DEFINED 6, 7, 8    6156
ACCLAIM ENTERTAINMENT, INC.           EQUITY   004325205        78       14,661  SH      DEFINED    1                 14,661
ACCLAIM ENTMT INC                     EQUITY   004325205        73       13,728  SH      DEFINED 6, 7, 8   13728
ACCREDO HEALTH INC                    EQUITY   00437V104       493       12,429  SH      DEFINED 6, 7, 8   12429
ACCREDO HEALTH INC                    EQUITY   00437V104      1985       50,000  SH      DEFINED    2                  50000
ACCREDO HEALTH INC COM                EQUITY   00437V104     74337    1,872,477  SH      Sole       3    1843157               29320
ACCREDO HEALTH INC.                   EQUITY   00437V104       313        7,882  SH      DEFINED    1                  7,882
ACE LTD                               EQUITY   G0070K103      2289       57,000  SH      DEFINED    2                  57000
ACKERLEY GROUP INC                    EQUITY   004527107        75        4,260  SH      DEFINED 6, 7, 8    4260
ACKERLEY GROUP, INC.                  EQUITY   004527107        80        4,560  SH      DEFINED    1                  4,560
ACLARA BIOSCIENCES INC                EQUITY   00461P106        52       10,336  SH      DEFINED 6, 7, 8   10336
ACLARA BIOSCIENCES INC.               EQUITY   00461P106        55       10,828  SH      DEFINED    1                 10,828
ACT MANUFACTURING INC                 EQUITY   000973107         1        3,382  SH      DEFINED    1                  3,382
ACT MFG INC                           EQUITY   000973107         1        3,074  SH      DEFINED 6, 7, 8    3074
ACTEL CORP                            EQUITY   004934105       327       16,412  SH      DEFINED 6, 7, 8   16412
ACTEL CORP.                           EQUITY   004934105       138        6,939  SH      DEFINED    1                  6,939
ACTERNA CORP                          EQUITY   00503U105         7        1,834  SH      DEFINED    1                  1,834
ACTION PERFORMANCE CO., INC.          EQUITY   004933107       140        4,585  SH      DEFINED    1                  4,585
ACTION PERFORMANCE COS IN             EQUITY   004933107       135        4,395  SH      DEFINED 6, 7, 8    4395
ACTIVE POWER INC                      EQUITY   00504W100        67        9,914  SH      DEFINED    1                  9,914
ACTIVE POWER INC                      EQUITY   00504W100        65        9,545  SH      DEFINED 6, 7, 8    9545
ACTIVISION INC NEW                    EQUITY   004930202       387       14,896  SH      DEFINED 6, 7, 8   14896
ACTIVISION, INC.                      EQUITY   004930202       264       10,146  SH      DEFINED    1                 10,146
ACTRADE FINANCIAL TECHNOLOGIES        EQUITY   00507P102        67        2,276  SH      DEFINED    1                  2,276
ACTRADE FINL TECHNOLOGIES             EQUITY   00507P102        63        2,154  SH      DEFINED 6, 7, 8    2154
ACTUATE CORP                          EQUITY   00508B102        64       12,198  SH      DEFINED 6, 7, 8   12198
ACTUATE CORP.                         EQUITY   00508B102        67       12,696  SH      DEFINED    1                 12,696
ACTV INC                              EQUITY   00088E104        22       11,567  SH      DEFINED 6, 7, 8   11567
ACTV, INC.                            EQUITY   00088E104        22       11,900  SH      DEFINED    1                 11,900
ACUITY BRANDS INC                     EQUITY   00508Y102       199       16,460  SH      DEFINED    1                 16,460
ACUITY BRANDS INC                     EQUITY   00508Y102       193       15,935  SH      DEFINED 6, 7, 8   15935
ACXIOM CORP                           EQUITY   005125109      1845      105,600  SH      DEFINED 6, 7, 8  105600
ACXIOM CORP.                          EQUITY   005125109      1861      106,502  SH      DEFINED    1                106,502
ADAPTEC INC                           EQUITY   00651F108       458       31,563  SH      DEFINED 6, 7, 8   31563
ADAPTEC, INC.                         EQUITY   00651F108       481       33,153  SH      DEFINED    1                 33,153
ADC TELECOMMUNICATIONS, INC           EQUITY   000886101      1761      382,733  SH      DEFINED    1                382,733
ADE CORP MASS                         EQUITY   00089C107        26        2,581  SH      DEFINED 6, 7, 8    2581
ADE CORP.                             EQUITY   00089C107        27        2,654  SH      DEFINED    1                  2,654
ADELPHIA BUSINESS SOLUTIO             EQUITY   006847107         5        8,841  SH      DEFINED 6, 7, 8    8841
ADELPHIA BUSINESS SOLUTIONS           EQUITY   006847107         5        9,351  SH      DEFINED    1                  9,351
ADELPHIA COMMUNICATIONS C             EQUITY   006848105       138        4,430  SH      DEFINED 6, 7, 8    4430
ADELPHIA COMMUNICATIONS CORP          EQUITY   006848105     12682      175,950  SH      DEFINED    2                 175950
ADELPHIA COMMUNICATIONS CORP. CLASS A EQUITY   006848105       159        5,113  SH      DEFINED    1                  5,113
ADMINISTAFF INC                       EQUITY   007094105       243        8,856  SH      DEFINED 6, 7, 8    8856
ADMINISTAFF, INC.                     EQUITY   007094105       185        6,737  SH      DEFINED    1                  6,737
ADOBE SYS INC                         EQUITY   00724F101        23          740  SH      DEFINED    5        740
ADOBE SYS INC                         EQUITY   00724F101      3967      127,750  SH      DEFINED 6, 7, 8  127750






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
ADOBE SYS INC                         EQUITY   00724F101       111        3,575  SH      DEFINED    2                   3575
Adobe Systems                         EQUITY   00724F101      1397       45,000  SH      DEFINED    4                 45,000
ADOBE SYSTEMS INC.                    EQUITY   00724F101      4240      136,556  SH      DEFINED    1                136,556
ADOLOR CORP                           EQUITY   00724X102       239       13,289  SH      DEFINED 6, 7, 8   13289
ADOLOR CORPORATION                    EQUITY   00724X102       168        9,333  SH      DEFINED    1                  9,333
ADTRAN INC                            EQUITY   00738A106      1394       54,628  SH      DEFINED 6, 7, 8   54628
ADTRAN, INC.                          EQUITY   00738A106      1405       55,036  SH      DEFINED    1                 55,036
ADVANCE AUTO PARTS                    EQUITY   00751Y106        34          691  SH      DEFINED    1                    691
ADVANCED AUTO PARTS INC               EQUITY   00751Y106        34          691  SH      DEFINED 6, 7, 8     691
ADVANCED DIGITAL INFO CORP.           EQUITY   007525108       296       18,485  SH      DEFINED    1                 18,485
ADVANCED DIGITAL INFORMAT             EQUITY   007525108       283       17,666  SH      DEFINED 6, 7, 8   17666
ADVANCED ENERGY INDS                  EQUITY   007973100       142        5,317  SH      DEFINED 6, 7, 8    5317
ADVANCED ENERGY INDUSTRIES            EQUITY   007973100       147        5,530  SH      DEFINED    1                  5,530
ADVANCED FIBRE COMMUNICAT             EQUITY   00754A105      2040      115,460  SH      DEFINED 6, 7, 8  115460
ADVANCED FIBRE COMMUNICATIONS         EQUITY   00754A105      1774      100,412  SH      DEFINED    1                100,412
ADVANCED MARKETING SERV. INC.         EQUITY   00753T105        69        3,786  SH      DEFINED    1                  3,786
ADVANCED MARKETING SVCS I             EQUITY   00753T105        66        3,627  SH      DEFINED 6, 7, 8    3627
ADVANCED MICRO DEVICES IN             EQUITY   007903107        17        1,060  SH      DEFINED    5       1060
ADVANCED MICRO DEVICES IN             EQUITY   007903107      3441      216,930  SH      DEFINED 6, 7, 8  216930
ADVANCED MICRO DEVICES, INC.          EQUITY   007903107      3631      228,970  SH      DEFINED    1                228,970
ADVANCED NEUROMODULATION              EQUITY   00757T101        68        1,930  SH      DEFINED 6, 7, 8    1930
ADVANCED TISSUE SCIENCES              EQUITY   00755F103        80       18,451  SH      DEFINED 6, 7, 8   18451
ADVANCED TISSUE SCIENCES, INC.        EQUITY   00755F103        84       19,197  SH      DEFINED    1                 19,197
ADVANCEPCS                            EQUITY   00790K109        35        1,198  SH      DEFINED    1                  1,198
ADVANCES NEUROMODULATIONS SYS         EQUITY   00757T101        72        2,046  SH      DEFINED    1                  2,046
ADVANTA CORP                          EQUITY   007942105        70        7,072  SH      DEFINED 6, 7, 8    7072
ADVANTA CORP.                         EQUITY   007942105        74        7,404  SH      DEFINED    1                  7,404
ADVENT SOFTWARE INC                   EQUITY   007974108      2199       44,025  SH      DEFINED 6, 7, 8   44025
ADVENT SOFTWARE INC COM               EQUITY   007974108     33673      674,129  SH      Sole       3     662129               12000
ADVENT SOFTWARE, INC.                 EQUITY   007974108      2067       41,381  SH      DEFINED    1                 41,381
ADVO INC                              EQUITY   007585102       614       14,288  SH      DEFINED 6, 7, 8   14288
ADVO, INC.                            EQUITY   007585102       271        6,293  SH      DEFINED    1                  6,293
AEP INDS INC                          EQUITY   001031103        11          445  SH      DEFINED 6, 7, 8     445
AEP INDS INC COM                      EQUITY   001031103        11          445  SH      DEFINED    1                    445
AEROFLEX INC                          EQUITY   007768104       325       17,147  SH      DEFINED 6, 7, 8   17147
AEROFLEX, INC                         EQUITY   007768104       340       17,944  SH      DEFINED    1                 17,944
AES CORP                              EQUITY   00130H105        27        1,670  SH      DEFINED    5       1670
AES CORP                              EQUITY   00130H105      3684      225,340  SH      DEFINED 6, 7, 8  225340
AES DRAX ENERGY LTD                   EQUITY   00130H105      3890      237,896  SH      DEFINED    1                237,896
AETHER SYS INC                        EQUITY   00808V105       127       13,801  SH      DEFINED 6, 7, 8   13801
AETHER SYSTEMS INC.                   EQUITY   00808V105       131       14,246  SH      DEFINED    1                 14,246
Aetna                                 CORPBOND 00817YAB4      4924    5,000,000  PRN     DEFINED    4              5,000,000
AETNA INC NEW                         EQUITY   00817Y108        15          450  SH      DEFINED    5        450
AETNA INC NEW                         EQUITY   00817Y108      1999       60,580  SH      DEFINED 6, 7, 8   60580
AETNA INC-NEW                         EQUITY   00817Y108      2148       65,118  SH      DEFINED    1                 65,118
AFC Capital Trust                     CORPBOND 00104PAC3      5853    6,000,000  PRN     DEFINED    4              6,000,000
AFC ENTERPRISES                       EQUITY   00104Q107        81        2,853  SH      DEFINED    1                  2,853
AFC ENTERPRISES INC                   EQUITY   00104Q107       362       12,756  SH      DEFINED 6, 7, 8   12756
AFFILIATED COMPUTER CL A              EQUITY   008190100     95763      902,320  SH      Sole       3     865380               36940
AFFILIATED COMPUTER SERVI             EQUITY   008190100      7758       73,100  SH      DEFINED 6, 7, 8   73100






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
AFFILIATED COMPUTER SERVICES CLASS A  EQUITY   008190100      7824       73,717  SH      DEFINED    1                 73,717
AFFILIATED MANAGERS CORP              EQUITY   008252108     56147      796,640  SH      Sole       3     762210               34430
AFFILIATED MANAGERS GROUP             EQUITY   008252108       475        6,735  SH      DEFINED    1                  6,735
AFFILIATED MANAGERS GROUP             EQUITY   008252108       452        6,418  SH      DEFINED 6, 7, 8    6418
AFFYMETRIX INC                        EQUITY   00826T108        21          564  SH      DEFINED    1                    564
AFFYMETRIX INC COM                    EQUITY   00826T108     41373    1,095,971  SH      Sole       3    1079671               16300
AFLAC INC                             EQUITY   001055102        40        1,630  SH      DEFINED    5       1630
AFLAC INC                             EQUITY   001055102      6177      251,500  SH      DEFINED 6, 7, 8  251500
AFLAC, INC.                           EQUITY   001055102      6479      263,792  SH      DEFINED    1                263,792
AGCO CORP                             EQUITY   001084102      1705      108,017  SH      DEFINED 6, 7, 8  108017
AGCO CORP.                            EQUITY   001084102      1721      109,078  SH      DEFINED    1                109,078
AGERE SYSTEMS INC-A                   EQUITY   00845V100        41        7,251  SH      DEFINED    1                  7,251
AGILE SOFTWARE CORP DEL               EQUITY   00846X105       153        8,859  SH      DEFINED 6, 7, 8    8859
AGILE SOFTWARE CORP.                  EQUITY   00846X105       160        9,269  SH      DEFINED    1                  9,269
AGILENT TECHNOLOGIES INC              EQUITY   00846U101        41        1,440  SH      DEFINED    5       1440
AGILENT TECHNOLOGIES INC              EQUITY   00846U101      5837      204,740  SH      DEFINED 6, 7, 8  204740
AGILENT TECHNOLOGIES INC.             EQUITY   00846U101      6146      215,590  SH      DEFINED    1                215,590
AGL Cap Trust                         CORPBOND 001196AC8       905    1,000,000  PRN     DEFINED    4              1,000,000
AGL RES INC                           EQUITY   001204106      2647      114,977  SH      DEFINED 6, 7, 8  114977
AGL RESOURCES, INC.                   EQUITY   001204106      2668      115,901  SH      DEFINED    1                115,901
Ahmanson Cap Trust I                  CORPBOND 008682AA4      8554    8,700,000  PRN     DEFINED    4              8,700,000
AIR PRODS & CHEMS INC                 EQUITY   009158106        33          710  SH      DEFINED    5        710
AIR PRODS & CHEMS INC                 EQUITY   009158106      5324      113,490  SH      DEFINED 6, 7, 8  113490
AIR PRODS & CHEMS INC COM             EQUITY   009158106      2345       50,000  SH      Sole       3      50000
AIR PRODUCTS AND CHEMICALS INC        EQUITY   009158106      4842      103,224  SH      DEFINED    1                103,224
AIRBORNE INC                          EQUITY   009269101      1704      114,930  SH      DEFINED 6, 7, 8  114930
AIRBORNE INC.                         EQUITY   009269101      1713      115,509  SH      DEFINED    1                115,509
AIRGAS INC                            EQUITY   009363102      1548      102,397  SH      DEFINED 6, 7, 8  102397
AIRGAS, INC.                          EQUITY   009363102      1559      103,120  SH      DEFINED    1                103,120
AIRGATE PCS INC                       EQUITY   009367103       154        3,377  SH      DEFINED 6, 7, 8    3377
AIRGATE PCS, INC.                     EQUITY   009367103       161        3,524  SH      DEFINED    1                  3,524
AIRTRAN HLDGS INC                     EQUITY   00949P108       117       17,761  SH      DEFINED 6, 7, 8   17761
AIRTRAN HOLDINGS, INC.                EQUITY   00949P108       125       18,983  SH      DEFINED    1                 18,983
AK STEEL CORP.                        EQUITY   001547108      1498      131,620  SH      DEFINED    1                131,620
AK STL HLDG CORP                      EQUITY   001547108      1490      130,900  SH      DEFINED 6, 7, 8  130900
AKAMAI  TECHNOLOGIES  INC.            EQUITY   00971T101       138       23,173  SH      DEFINED    1                 23,173
AKAMAI TECHNOLOGIES INC               EQUITY   00971T101       131       22,037  SH      DEFINED 6, 7, 8   22037
AKSYS LTD                             EQUITY   010196103        25        5,284  SH      DEFINED    1                  5,284
AKSYS LTD                             EQUITY   010196103        23        4,994  SH      DEFINED 6, 7, 8    4994
AKZO NOBEL N V- ADR                   EQUITY   010199305       188        4,200  SH      DEFINED    1                  4,200
AKZO NOBEL NV                         EQUITY   010199305       188        4,200  SH      DEFINED 6, 7, 8    4200
ALABAMA NATIONAL BANCORP              EQUITY   010317105       102        3,015  SH      DEFINED    1                  3,015
ALABAMA NATL BANCORP DELA             EQUITY   010317105        98        2,899  SH      DEFINED 6, 7, 8    2899
ALAMOSA HLDGS INC                     EQUITY   011589108       425       35,591  SH      DEFINED 6, 7, 8   35591
ALAMOSA HOLDINGS INC.                 EQUITY   011589108       260       21,803  SH      DEFINED    1                 21,803
ALASKA AIR GROUP INC                  EQUITY   011659109      1185       40,713  SH      DEFINED 6, 7, 8   40713
ALASKA AIR GROUP, INC.                EQUITY   011659109      1196       41,086  SH      DEFINED    1                 41,086
ALASKA COMM. SYS. HLDGS., INC.        EQUITY   01167P101        24        3,018  SH      DEFINED    1                  3,018
ALASKA COMMUNICATIONS SYS             EQUITY   01167P101        23        2,918  SH      DEFINED 6, 7, 8    2918
ALBANY INTERNATIONAL CORP. CLASS A    EQUITY   012348108       936       43,146  SH      DEFINED    1                 43,146






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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ALBANY INTL CORP                      EQUITY   012348108       930       42,872  SH      DEFINED 6, 7, 8   42872
ALBANY MOLECULAR                      EQUITY   012423109       170        6,412  SH      DEFINED    1                  6,412
ALBANY MOLECULAR RESH INC             EQUITY   012423109       227        8,584  SH      DEFINED 6, 7, 8    8584
ALBEMARLE CORP                        EQUITY   012653101      1520       63,339  SH      DEFINED 6, 7, 8   63339
ALBEMARLE CORP.                       EQUITY   012653101      1530       63,731  SH      DEFINED    1                 63,731
ALBERTO CULVER CO                     EQUITY   013068101         8          180  SH      DEFINED    5        180
ALBERTO CULVER CO                     EQUITY   013068200       211        5,400  SH      DEFINED 6, 7, 8    5400
ALBERTO CULVER CO                     EQUITY   013068101      1072       23,950  SH      DEFINED 6, 7, 8   23950
ALBERTO-CULVER CO. CLASS B            EQUITY   013068101      1146       25,608  SH      DEFINED    1                 25,608
ALBERTSONS INC                        EQUITY   013104104        10          330  SH      DEFINED    2                    330
ALBERTSONS INC                        EQUITY   013104104        40        1,270  SH      DEFINED    5       1270
ALBERTSONS INC                        EQUITY   013104104      5407      171,720  SH      DEFINED 6, 7, 8  171720
ALBERTSONS INC                        EQUITY   013104104      6549      207,958  SH      DEFINED    2                 207958
ALBERTSON'S, INC.                     EQUITY   013104104      5813      184,610  SH      DEFINED    1                184,610
ALCAN                                 EQUITY   013716105      5147      143,238  SH      DEFINED    1                143,238
ALCAN INC                             EQUITY   013716105        36        1,000  SH      DEFINED    5       1000
ALCAN INC                             EQUITY   013716105      4875      135,690  SH      DEFINED 6, 7, 8  135690
ALCOA INC                             EQUITY   013817101        94        2,650  SH      DEFINED    5       2650
ALCOA INC                             EQUITY   013817101     14010      394,090  SH      DEFINED 6, 7, 8  394090
ALCOA INC                             EQUITY   013817101     15442      434,375  SH      DEFINED    2                 434375
ALCOA, INC.                           EQUITY   013817101     14720      414,072  SH      DEFINED    1                414,072
ALEXANDER & BALDWIN INC               EQUITY   014482103      1662       62,242  SH      DEFINED 6, 7, 8   62242
ALEXANDER & BALDWIN, INC.             EQUITY   014482103      1677       62,801  SH      DEFINED    1                 62,801
ALEXANDERS INC                        EQUITY   014752109        28          489  SH      DEFINED 6, 7, 8     489
ALEXANDER'S, INC.                     EQUITY   014752109        28          489  SH      DEFINED    1                    489
ALEXANDRIA REAL ESTATE EQ             EQUITY   015271109       190        4,618  SH      DEFINED 6, 7, 8    4618
ALEXANDRIA REAL ESTATE EQUITIE        EQUITY   015271109       198        4,815  SH      DEFINED    1                  4,815
ALEXION PHARMACEUTICALS I             EQUITY   015351109       112        4,595  SH      DEFINED 6, 7, 8    4595
ALEXION PHARMACEUTICLAS, INC.         EQUITY   015351109       117        4,794  SH      DEFINED    1                  4,794
ALFA CORP                             EQUITY   015385107       283       12,610  SH      DEFINED 6, 7, 8   12610
ALFA CORP.                            EQUITY   015385107       295       13,134  SH      DEFINED    1                 13,134
ALICO INC                             EQUITY   016230104        38        1,211  SH      DEFINED    1                  1,211
ALICO INC                             EQUITY   016230104        35        1,119  SH      DEFINED 6, 7, 8    1119
ALIGN TECHNOLOGY INC                  EQUITY   016255101        15        3,290  SH      DEFINED    1                  3,290
ALIGN TECHNOLOGY INC                  EQUITY   016255101        13        2,890  SH      DEFINED 6, 7, 8    2890
ALKERMES INC                          EQUITY   01642T108        21          805  SH      DEFINED    1                    805
ALKERMES INC                          EQUITY   01642T108      1318       50,000  SH      DEFINED    2                  50000
ALLEGHANY CORP                        EQUITY   017175100         8           43  SH      DEFINED    1                     43
ALLEGHENY ENERGY INC                  EQUITY   017361106        14          390  SH      DEFINED    5        390
ALLEGHENY ENERGY INC                  EQUITY   017361106      1916       52,910  SH      DEFINED 6, 7, 8   52910
ALLEGHENY ENERGY, INC.                EQUITY   017361106      2312       63,824  SH      DEFINED    1                 63,824
ALLEGHENY TECHNOLOGIES IN             EQUITY   01741R102         4          250  SH      DEFINED    5        250
ALLEGHENY TECHNOLOGIES IN             EQUITY   01741R102       569       33,970  SH      DEFINED 6, 7, 8   33970
ALLEGHENY TECHNOLOGIES, INC.          EQUITY   01741R102     11205      668,985  SH      DEFINED    1                668,985
ALLEGIANCE TELECOM I                  EQUITY   01747T102         7          841  SH      DEFINED    1                    841
ALLEGIANCE TELECOM INC COM            EQUITY   01747T102     11718    1,413,460  SH      Sole       3    1399260               14200
ALLEN TELECOM INC                     EQUITY   018091108        70        8,178  SH      DEFINED 6, 7, 8    8178
ALLEN TELECOM, INC.                   EQUITY   018091108        73        8,538  SH      DEFINED    1                  8,538
ALLERGAN INC                          EQUITY   018490102        31          410  SH      DEFINED    5        410
ALLERGAN INC                          EQUITY   018490102      6828       90,970  SH      DEFINED 6, 7, 8   90970






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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ALLERGAN INC                          EQUITY   018490102      7832      163,900  SH      DEFINED    2                 163900
ALLERGAN, INC.                        EQUITY   018490102     20349      271,145  SH      DEFINED    1                271,145
ALLETE INC                            EQUITY   018522102      2548      101,100  SH      DEFINED 6, 7, 8  101100
ALLETE INC.                           EQUITY   018522102      2564      101,738  SH      DEFINED    1                101,738
ALLIANCE DATA SYS CORP COM            EQUITY   018581108     17386      907,880  SH      Sole       3     888680               19200
ALLIANCE FIBER OPTIC PROD             EQUITY   018680108         6        4,248  SH      DEFINED 6, 7, 8    4248
ALLIANCE FIBER OPTIC PRODUCT          EQUITY   018680108         6        4,248  SH      DEFINED    1                  4,248
ALLIANCE GAMING CORP                  EQUITY   01859P609       146        4,966  SH      DEFINED    1                  4,966
ALLIANCE GAMING CORP                  EQUITY   01859P609       137        4,654  SH      DEFINED 6, 7, 8    4654
ALLIANCE SEMICONDUCTOR CO             EQUITY   01877H100       102        8,429  SH      DEFINED 6, 7, 8    8429
ALLIANCE SEMICONDUCTOR CORP.          EQUITY   01877H100       105        8,706  SH      DEFINED    1                  8,706
ALLIANT ENERGY CORP                   EQUITY   018802108      3227      106,300  SH      DEFINED 6, 7, 8  106300
ALLIANT ENERGY CORP.                  EQUITY   018802108      3247      106,953  SH      DEFINED    1                106,953
ALLIANT TECHSYSTEMS INC               EQUITY   018804104       519        6,725  SH      DEFINED    1                  6,725
ALLIANT TECHSYSTEMS INC               EQUITY   018804104       982       12,726  SH      DEFINED 6, 7, 8   12726
ALLIED CAP CORP NEW                   EQUITY   01903Q108       218        8,395  SH      DEFINED 6, 7, 8    8395
ALLIED CAPITAL CORP                   EQUITY   01903Q108        26          989  SH      DEFINED    1                    989
ALLIED WASTE INDS INC                 EQUITY   019589308         9          620  SH      DEFINED    5        620
ALLIED WASTE INDS INC                 EQUITY   019589308      1953      138,930  SH      DEFINED 6, 7, 8  138930
ALLIED WASTE INDUSTRIES, INC.         EQUITY   019589308      2036      144,796  SH      DEFINED    1                144,796
ALLMERICA FINANCIAL CORP              EQUITY   019754100      2884       64,746  SH      DEFINED    1                 64,746
ALLMERICA FINL CORP                   EQUITY   019754100      2865       64,300  SH      DEFINED 6, 7, 8   64300
ALLOY INC                             EQUITY   019855105       254       11,783  SH      DEFINED 6, 7, 8   11783
ALLOY INC COM                         EQUITY   019855105     22120    1,027,400  SH      Sole       3    1027400
ALLOY ONLINE, INC                     EQUITY   019855105        75        3,475  SH      DEFINED    1                  3,475
ALLSCRIPTS HEALTHCARE SOL             EQUITY   01988P108        29        9,074  SH      DEFINED 6, 7, 8    9074
ALLSCRIPTS HEALTHCARE SOLUTION        EQUITY   01988P108        31        9,634  SH      DEFINED    1                  9,634
ALLSTATE CORP                         EQUITY   020002101        75        2,230  SH      DEFINED    5       2230
ALLSTATE CORP                         EQUITY   020002101     12730      377,740  SH      DEFINED 6, 7, 8  377740
ALLSTATE CORP.                        EQUITY   020002101     13295      394,521  SH      DEFINED    1                394,521
ALLTEL CORP                           EQUITY   020039103        60          970  SH      DEFINED    5        970
ALLTEL CORP                           EQUITY   020039103     12711      205,920  SH      DEFINED 6, 7, 8  205920
ALLTEL CORP                           EQUITY   020039103     13295      395,491  SH      DEFINED    2                 394521
ALLTEL CORP.                          EQUITY   020039103     13163      213,231  SH      DEFINED    1                213,231
ALPHA INDS INC                        EQUITY   020753109       276       12,638  SH      DEFINED 6, 7, 8   12638
ALPHA INDUSTRIES, INC.                EQUITY   020753109       290       13,290  SH      DEFINED    1                 13,290
ALPHARMA INC                          EQUITY   020813101       225        8,492  SH      DEFINED 6, 7, 8    8492
ALPHARMA INC. CLASS A                 EQUITY   020813101       235        8,900  SH      DEFINED    1                  8,900
ALTERA CORP                           EQUITY   021441100        25        1,200  SH      DEFINED    5       1200
ALTERA CORP                           EQUITY   021441100      3712      174,940  SH      DEFINED 6, 7, 8  174940
ALTERA CORP.                          EQUITY   021441100      4012      189,072  SH      DEFINED    1                189,072
AMAZON COM INC                        EQUITY   023135106        60        5,530  SH      DEFINED 6, 7, 8    5530
AMAZON.COM, INC.                      EQUITY   023135106        91        8,373  SH      DEFINED    1                  8,373
AMB PPTY CORP                         EQUITY   00163T109     14396      553,700  SH      Sole       3     470400               83300
AMB PROPERTY CORP                     EQUITY   00163T109        13          488  SH      DEFINED    1                    488
AMBAC FINANCIAL GROUP INC.            EQUITY   023139108      2766       47,812  SH      DEFINED    1                 47,812
AMBAC FINL GROUP INC                  EQUITY   023139108        19          330  SH      DEFINED    5        330
AMBAC FINL GROUP INC                  EQUITY   023139108      3652       63,120  SH      DEFINED 6, 7, 8   63120
AMBASSADORS INTERNATIONAL             EQUITY   023178106        49        2,346  SH      DEFINED    1                  2,346
AMBASSADORS INTL INC                  EQUITY   023178106        46        2,215  SH      DEFINED 6, 7, 8    2215






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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AMC ENTERTAINMENT, INC.               EQUITY   001669100        67        5,607  SH      DEFINED    1                  5,607
AMC ENTMT INC                         EQUITY   001669100        64        5,342  SH      DEFINED 6, 7, 8    5342
AMCOL INTERNATIONAL CORP.             EQUITY   02341W103        48        6,711  SH      DEFINED    1                  6,711
AMCOL INTL CORP                       EQUITY   02341W103        47        6,471  SH      DEFINED 6, 7, 8    6471
AMCORE FINANCIAL, INC.                EQUITY   023912108       191        8,564  SH      DEFINED    1                  8,564
AMCORE FINL INC                       EQUITY   023912108       183        8,188  SH      DEFINED 6, 7, 8    8188
AMDOCS LIMITED                        EQUITY   G02602103       401       11,800  SH      DEFINED    1                 11,800
AMDOCS LIMITED                        EQUITY   G02602103      5287      155,630  SH      DEFINED    2                 155630
AMDOCS LTD ORD                        EQUITY   G02602103     11319      333,200  SH      Sole       3     286800               46400
AMERADA HESS CORP                     EQUITY   023551104      2818       45,094  SH      DEFINED    1                 45,094
AMERADA HESS CORP                     EQUITY   023551104        18          280  SH      DEFINED    5        280
AMERADA HESS CORP                     EQUITY   023551104      2654       42,460  SH      DEFINED 6, 7, 8   42460
AMERCO                                EQUITY   023586100        78        4,166  SH      DEFINED 6, 7, 8    4166
AMERCO, INC.                          EQUITY   023586100        81        4,322  SH      DEFINED    1                  4,322
AMEREN CORP                           EQUITY   023608102        18          430  SH      DEFINED    5        430
AMEREN CORP                           EQUITY   023608102      2463       58,230  SH      DEFINED 6, 7, 8   58230
AMEREN CORP.                          EQUITY   023608102     15202      359,395  SH      DEFINED    1                359,395
Ameren Corporation                    EQUITY   023608102      6134      145,000  SH      DEFINED    4                145,000
AMERICA MOVIL-SERIES L ADR            EQUITY   02364W105      3989      204,790  SH      DEFINED    1                204,790
AMERICA ONLINE LATIN AMER             EQUITY   02365B100        30        6,611  SH      DEFINED 6, 7, 8    6611
AMERICA ONLINE LATIN AMERICA          EQUITY   02365B100        32        6,943  SH      DEFINED    1                  6,943
AMERICA WEST HLDG CORP                EQUITY   023657208        37       10,695  SH      DEFINED 6, 7, 8   10695
AMERICAN AXLE & MFG HLDGS             EQUITY   024061103        75        3,485  SH      DEFINED 6, 7, 8    3485
AMERICAN AXLE & MFG HOLDINGS          EQUITY   024061103        77        3,596  SH      DEFINED    1                  3,596
AMERICAN AXLE + MFG HLDGS INC         EQUITY   024061103      7316      342,200  SH      DEFINED    2                 342200
AMERICAN CAP. STRATEGIES, INC.        EQUITY   024937104       284       10,000  SH      DEFINED    1                 10,000
AMERICAN CAPITAL STRATEGI             EQUITY   024937104       414       14,610  SH      DEFINED 6, 7, 8   14610
AMERICAN EAGLE OUTFITTERS             EQUITY   02553E106      2301       87,938  SH      DEFINED    1                 87,938
AMERICAN EAGLE OUTFITTERS             EQUITY   02553E106      2285       87,300  SH      DEFINED 6, 7, 8   87300
AMERICAN EAGLE OUTFITTERS INC         EQUITY   02553E106      1907       30,000  SH      DEFINED    2                  30000
AMERICAN ELEC PWR INC                 EQUITY   025537101        44        1,010  SH      DEFINED    5       1010
AMERICAN ELEC PWR INC                 EQUITY   025537101      5929      136,210  SH      DEFINED 6, 7, 8  136210
AMERICAN ELECTRIC POWER, INC.         EQUITY   025537101      6259      143,793  SH      DEFINED    1                143,793
American Express                      EQUITY   025816109      1606       45,000  SH      DEFINED    4                 45,000
AMERICAN EXPRESS CO                   EQUITY   025816109        72        2,010  SH      DEFINED    2                   2010
AMERICAN EXPRESS CO                   EQUITY   025816109       149        4,170  SH      DEFINED    5       4170
AMERICAN EXPRESS CO                   EQUITY   025816109     20135      564,170  SH      DEFINED 6, 7, 8  564170
AMERICAN EXPRESS CO                   EQUITY   025816109     10805      302,750  SH      DEFINED    2                 320750
AMERICAN EXPRESS CO.                  EQUITY   025816109     32493      910,411  SH      DEFINED    1                910,411
AMERICAN FINANCIAL GROUP, INC.        EQUITY   025932104      2047       83,397  SH      DEFINED    1                 83,397
AMERICAN FINANCIAL HLDGS INC.         EQUITY   026075101       234        9,219  SH      DEFINED    1                  9,219
AMERICAN FINL GROUP INC O             EQUITY   025932104      2038       83,000  SH      DEFINED 6, 7, 8   83000
AMERICAN FINL HLDGS INC               EQUITY   026075101       478       18,820  SH      DEFINED 6, 7, 8   18820
AMERICAN GREETINGS CORP               EQUITY   026375105         3          200  SH      DEFINED    5        200
AMERICAN GREETINGS CORP               EQUITY   026375105       789       57,227  SH      DEFINED 6, 7, 8   57227
AMERICAN GREETINGS CORP. CLASS A      EQUITY   026375105       821       59,593  SH      DEFINED    1                 59,593
AMERICAN HEALTHWAYS INC               EQUITY   02649V104       106        3,323  SH      DEFINED    1                  3,323
AMERICAN HEALTHWAYS INC               EQUITY   02649V104       101        3,167  SH      DEFINED 6, 7, 8    3167
AMERICAN HOME PRODS CORP              EQUITY   026609107       253        4,120  SH      DEFINED    5       4120
AMERICAN HOME PRODS CORP              EQUITY   026609107     34228      557,820  SH      DEFINED 6, 7, 8  557820






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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AMERICAN HOME PRODUCTS CORP           EQUITY   026609107      5412       88,200  SH      DEFINED    2                  88200
AMERICAN HOME PRODUCTS CORP.          EQUITY   026609107     55338      901,852  SH      DEFINED    1                901,852
AMERICAN INTL GROUP INC               EQUITY   026874107       648        8,161  SH      DEFINED    5       8161
AMERICAN INTL GROUP INC               EQUITY   026874107     93769    1,180,969  SH      DEFINED 6, 7, 8 1180969
AMERICAN INTL GROUP INC               EQUITY   026874107       968       12,187  SH      DEFINED    2                  12187
AMERICAN INTL GRP INC COM             EQUITY   026874107      8625      107,513  SH      DEFINED    1                107,513
AMERICAN ITALIAN PASTA CO             EQUITY   027070101       205        4,874  SH      DEFINED 6, 7, 8    4874
AMERICAN ITALIAN PASTA CO. CLASS A    EQUITY   027070101       216        5,141  SH      DEFINED    1                  5,141
AMERICAN MANAGEMENT SYSTEMS           EQUITY   027352103       228       12,605  SH      DEFINED    1                 12,605
AMERICAN MED SYS HLDGS IN             EQUITY   02744M108       191        9,253  SH      DEFINED 6, 7, 8    9253
AMERICAN MEDICAL SYSTEMS HOLDI        EQUITY   02744M108       201        9,701  SH      DEFINED    1                  9,701
AMERICAN MGMT SYS INC                 EQUITY   027352103       218       12,053  SH      DEFINED 6, 7, 8   12053
AMERICAN NATIONAL IN                  EQUITY   028591105         4           49  SH      DEFINED    1                     49
AMERICAN PHYSICIANS CAPIT             EQUITY   028884104        80        3,683  SH      DEFINED 6, 7, 8    3683
AMERICAN PHYSICIANS CAPITAL IN        EQUITY   028884104        85        3,920  SH      DEFINED    1                  3,920
AMERICAN POWER CONVERSION             EQUITY   029066107      1280       88,519  SH      DEFINED    1                 88,519
AMERICAN PWR CONVERSION C             EQUITY   029066107         9          610  SH      DEFINED    5        610
AMERICAN PWR CONVERSION C             EQUITY   029066107      1196       82,690  SH      DEFINED 6, 7, 8   82690
AMERICAN REALTY INVESTORS IN          EQUITY   029174109        13        1,279  SH      DEFINED    1                  1,279
AMERICAN RLTY INVS INC                EQUITY   029174109        13        1,279  SH      DEFINED 6, 7, 8    1279
AMERICAN SKIING CORP COMMON           EQUITY   029654308       264      528,581  SH      DEFINED    1                528,581
American Standard                     CORPBOND 029717AC9      5050    5,000,000  PRN     DEFINED    4              5,000,000
AMERICAN STANDARD COMPANIES           EQUITY   029712106      7731      113,313  SH      DEFINED    1                113,313
AMERICAN STATES WATER CO.             EQUITY   029899101       118        3,370  SH      DEFINED    1                  3,370
AMERICAN STD COS INC DEL              EQUITY   029712106      8446      123,780  SH      DEFINED 6, 7, 8  123780
AMERICAN STS WTR CO                   EQUITY   029899101       114        3,248  SH      DEFINED 6, 7, 8    3248
AMERICAN SUPERCONDUCTOR C             EQUITY   030111108        72        5,900  SH      DEFINED 6, 7, 8    5900
AMERICAN SUPERCONDUCTOR CORP          EQUITY   030111108        76        6,166  SH      DEFINED    1                  6,166
AMERICAN TOWER CORP                   EQUITY   029912201        17        1,815  SH      DEFINED    1                  1,815
AMERICAN WATER WORKS CO., INC.        EQUITY   030411102      5093      121,990  SH      DEFINED    1                121,990
AMERICAN WEST HOLDINGS CORP. CLASS B  EQUITY   023657208        39       11,153  SH      DEFINED    1                 11,153
AMERICAN WOODMARK CORP                EQUITY   030506109        84        1,570  SH      DEFINED 6, 7, 8    1570
AMERICAN WOODMARK CORP.               EQUITY   030506109        90        1,666  SH      DEFINED    1                  1,666
AMERICAN WTR WKS INC                  EQUITY   030411102      5068      121,400  SH      DEFINED 6, 7, 8  121400
AMERICAN WTR WKS INC                  EQUITY   030411102      3870       92,700  SH      DEFINED    2                  92700
AMERICREDIT CORP                      EQUITY   03060R101      3881      123,000  SH      DEFINED 6, 7, 8  123000
AMERICREDIT CORP COM                  EQUITY   03060R101     98216    3,113,041  SH      Sole       3    2987571              125470
AMERICREDIT CORP.                     EQUITY   03060R101      3911      123,962  SH      DEFINED    1                123,962
AMERIPATH INC                         EQUITY   03071D109       215        6,727  SH      DEFINED 6, 7, 8    6727
AMERIPATH, INC.                       EQUITY   03071D109       231        7,155  SH      DEFINED    1                  7,155
AMERISOURCEBERGEN CO                  EQUITY   03073E105     15899      250,188  SH      DEFINED    1                250,188
AMERISOURCEBERGEN CORP                EQUITY   03073E105        20          320  SH      DEFINED    5        320
AMERISOURCEBERGEN CORP                EQUITY   03073E105      2764       43,490  SH      DEFINED 6, 7, 8   43490
AMERISTAR CASINOS                     EQUITY   03070Q101        19          760  SH      DEFINED    1                    760
AMERISTAR CASINOS INC                 EQUITY   03070Q101        19          760  SH      DEFINED 6, 7, 8     760
AMERITRADE HLDG CORP                  EQUITY   03072H109        91       15,340  SH      DEFINED 6, 7, 8   15340
AMERITRADE HOLDING C                  EQUITY   03072H109         7        1,233  SH      DEFINED    1                  1,233
AMERON INTL INC                       EQUITY   030710107        81        1,170  SH      DEFINED 6, 7, 8    1170
AMERON, INC.                          EQUITY   030710107        86        1,239  SH      DEFINED    1                  1,239






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS      SOLE     SHARED    NONE
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AMERUS GROUP CO                       EQUITY   03072M108       493       13,768  SH      DEFINED 6, 7, 8    13768
AMERUS GROUP CO.                      EQUITY   03072M108       514       14,346  SH      DEFINED    1                 14,346
AMETEK INC NEW                        EQUITY   031100100      1577       49,443  SH      DEFINED 6, 7, 8    49443
AMETEK, INC.                          EQUITY   031100100      1591       49,880  SH      DEFINED    1                 49,880
AMGEN INC                             EQUITY   031162100       145        2,575  SH      DEFINED    2                   2575
AMGEN INC                             EQUITY   031162100       185        3,270  SH      DEFINED    5        3270
AMGEN INC                             EQUITY   031162100     27034      478,990  SH      DEFINED 6, 7, 8   478990
AMGEN INC                             EQUITY   031162100     14562      258,011  SH      DEFINED    2                 258011
AMGEN, INC.                           EQUITY   031162100     41356      732,751  SH      DEFINED    1                732,751
AMKOR TECHNOLOGY, INC                 EQUITY   031652100        25        1,571  SH      DEFINED    1                  1,571
AMLI RESIDENTIAL PPTYS TR             EQUITY   001735109       108        4,294  SH      DEFINED 6, 7, 8     4294
AMLI RESIDENTIAL PROPERTIES           EQUITY   001735109       112        4,456  SH      DEFINED    1                  4,456
AMLI RESIDNTL PPTYS TR SH BEN         EQUITY   001735109       335       13,300  SH      Sole       3                          13300
AMN HEALTH SERVICES                   EQUITY   020926101       959       35,000  SH      Sole       3       35000
AMN HEALTHCARE SERVICES I             EQUITY   001744101       214        7,800  SH      DEFINED 6, 7, 8     7800
AMN HEALTHCARE SVCS INC               EQUITY   001744101      3836      140,000  SH      DEFINED    2                 140000
AMPHENOL CORP NEW                     EQUITY   032095101       804       16,730  SH      DEFINED 6, 7, 8    16730
AMPHENOL CORP. CLASS A                EQUITY   032095101       831       17,302  SH      DEFINED    1                 17,302
AMR CORP                              EQUITY   001765106        11          480  SH      DEFINED    5         480
AMR CORP                              EQUITY   001765106      1447       65,290  SH      DEFINED 6, 7, 8    65290
AMR CORP.                             EQUITY   001765106      1564       70,146  SH      DEFINED    1                 70,146
AmSouth                               EQUITY   032165102       567       30,000  SH      DEFINED    4                 30,000
AMSOUTH BANCORPORATION                EQUITY   032165102      3131      165,677  SH      DEFINED    1                165,677
AMSOUTH BANCORPORATION                EQUITY   032165102        22        1,140  SH      DEFINED    5        1140
AMSOUTH BANCORPORATION                EQUITY   032165102      2913      154,110  SH      DEFINED 6, 7, 8   154110
AMSURG CORP                           EQUITY   03232P405       157        5,760  SH      DEFINED 6, 7, 8     5760
AMSURG CORP CL A                      EQUITY   03232P405       164        6,024  SH      DEFINED    1                  6,024
AMSURG CORP CL A                      EQUITY   03232P405     15142      557,115  SH      Sole       3      557115
AMTRAN INC                            EQUITY   03234G106        15        1,012  SH      DEFINED 6, 7, 8     1012
AMTRAN, INC.                          EQUITY   03234G106        15        1,012  SH      DEFINED    1                  1,012
AMYLIN PHARMACEUTICALS IN             EQUITY   032346108       201       22,021  SH      DEFINED 6, 7, 8    22021
AMYLIN PHARMACEUTICALS, INC.          EQUITY   032346108       155       17,006  SH      DEFINED    1                 17,006
ANADARKO PETE CORP                    EQUITY   032511107        44          780  SH      DEFINED    5         780
ANADARKO PETE CORP                    EQUITY   032511107      5981      105,200  SH      DEFINED 6, 7, 8   105200
ANADARKO PETROLEUM CORP.              EQUITY   032511107      6313      111,053  SH      DEFINED    1                111,053
ANADIGICS INC                         EQUITY   032515108       308       20,199  SH      DEFINED 6, 7, 8    20199
ANADIGICS, INC.                       EQUITY   032515108       141        9,230  SH      DEFINED    1                  9,230
ANALOG DEVICES INC                    EQUITY   032654AC9     9,463     10000000  PRN     DEFINED    6    10000000
ANALOG DEVICES INC                    EQUITY   032654105        50        1,130  SH      DEFINED    5        1130
ANALOG DEVICES INC                    EQUITY   032654105      7474      168,370  SH      DEFINED 6, 7, 8   168370
ANALOG DEVICES INC                    EQUITY   032654105       400        9,000  SH      DEFINED    2                   9000
ANALOG DEVICES, INC.                  EQUITY   032654105      7859      177,051  SH      DEFINED    1                177,051
ANALOGIC CORP                         EQUITY   032657207        81        2,107  SH      DEFINED 6, 7, 8     2107
ANALOGIC CORP.                        EQUITY   032657207        84        2,193  SH      DEFINED    1                  2,193
ANAREN MICROWAVE INC                  EQUITY   032744104       381       21,978  SH      DEFINED 6, 7, 8    21978
ANAREN MICROWAVE, INC                 EQUITY   032744104       112        6,469  SH      DEFINED    1                  6,469
ANCHOR BANCORP WIS INC                EQUITY   032839102       110        6,195  SH      DEFINED 6, 7, 8     6195
ANCHOR BANCORP WISCONSIN, INC.        EQUITY   032839102       117        6,594  SH      DEFINED    1                  6,594






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
ANCHOR GAMING                         EQUITY   033037102       282        4,130  SH      DEFINED 6, 7, 8    4130
ANDREW CORP                           EQUITY   034425108         5          250  SH      DEFINED    5        250
ANDREW CORP                           EQUITY   034425108      1313       59,978  SH      DEFINED 6, 7, 8   59978
ANDREW CORP.                          EQUITY   034425108      1380       63,049  SH      DEFINED    1                 63,049
ANDRX CORP DEL                        EQUITY   034553107       465        6,600  SH      DEFINED    2                   6600
ANDRX GROUP                           EQUITY   034553107       165        2,341  SH      DEFINED    1                  2,341
ANDRX GROUP                           EQUITY   034553107       109        1,550  SH      DEFINED 6, 7, 8    1550
ANGIOTECH PHARMACEUTICALS INC         EQUITY   034918102      2725       48,900  SH      DEFINED    2                  48900
ANGLO AMERICAN PLC - UNSP ADR         EQUITY   03485P102       559       37,000  SH      DEFINED    1                 37,000
Anheuser Busch                        CORPBOND 035229AX1      2040    2,000,000  PRN     DEFINED    4              2,000,000
Anheuser Busch                        EQUITY   035229103      3165       70,000  SH      DEFINED    4                 70,000
ANHEUSER BUSCH COS INC                EQUITY   035229103       125        2,760  SH      DEFINED    5       2760
ANHEUSER BUSCH COS INC                EQUITY   035229103     17810      393,930  SH      DEFINED 6, 7, 8  393930
ANHEUSER BUSCH COS INC                EQUITY   035229103      4598      101,700  SH      DEFINED    2                 101700
ANHEUSER-BUSCH COMPANIES, INC.        EQUITY   035229103     37619      832,091  SH      DEFINED    1                832,091
ANIXTER INTERNATIONALL, INC.          EQUITY   035290105       257        8,857  SH      DEFINED    1                  8,857
ANIXTER INTL INC                      EQUITY   035290105       247        8,516  SH      DEFINED 6, 7, 8    8516
ANN TAYLOR STORES CORP.               EQUITY   036115103       284        8,103  SH      DEFINED    1                  8,103
ANNALY MTG MGMT INC                   EQUITY   035710409      3274      204,643  SH      DEFINED    1                204,643
ANNALY MTG MGMT INC                   EQUITY   035710409       302       18,865  SH      DEFINED 6, 7, 8   18865
ANNTAYLOR STORES CORP                 EQUITY   036115103       446       12,731  SH      DEFINED 6, 7, 8   12731
ANSOFT CORP                           EQUITY   036384105        28        1,919  SH      DEFINED    1                  1,919
ANSOFT CORP                           EQUITY   036384105        26        1,777  SH      DEFINED 6, 7, 8    1777
ANSWERTHINK INC                       EQUITY   036916104        80       12,219  SH      DEFINED    1                 12,219
ANSWERTHINK INC                       EQUITY   036916104        76       11,683  SH      DEFINED 6, 7, 8   11683
ANSYS INC                             EQUITY   03662Q105       109        4,418  SH      DEFINED    1                  4,418
ANSYS INC                             EQUITY   03662Q105       103        4,185  SH      DEFINED 6, 7, 8    4185
ANTHEM INC COM                        EQUITY   03674B104      9798      197,940  SH      Sole       3     162200               35740
ANTHRACITE CAP INC                    EQUITY   037023108       116       10,562  SH      DEFINED 6, 7, 8   10562
ANTHRACITE CAPITAL INC.               EQUITY   037023108      8639      786,034  SH      DEFINED    1                786,034
ANTIGENICS INC DEL                    EQUITY   037032109        68        4,159  SH      DEFINED 6, 7, 8    4159
ANTIGENICS INC.                       EQUITY   037032109        73        4,430  SH      DEFINED    1                  4,430
AOL TIME WARNER                       EQUITY   00184A105       337       10,512  SH      DEFINED    2                  10512
AOL Time Warner                       EQUITY   00184A105       867       27,000  SH      DEFINED    4                 27,000
AOL TIME WARNER INC                   EQUITY   00184A105       444       13,830  SH      DEFINED    5      13830
AOL TIME WARNER INC                   EQUITY   00184A105     71347    2,222,644  SH      DEFINED 6, 7, 8 2222644
AOL TIME WARNER INC                   EQUITY   00184A105     23034      717,572  SH      DEFINED    2                 717572
AOL TIME WARNER INC.                  EQUITY   00184A105     82667    2,575,286  SH      DEFINED    1              2,575,286
AON Capital Trust                     CORPBOND 037388AE5      7836    8,000,000  PRN     DEFINED    4              8,000,000
AON CORP                              EQUITY   037389103        30          840  SH      DEFINED    5        840
AON CORP                              EQUITY   037389103      4756      133,900  SH      DEFINED 6, 7, 8  133900
AON CORP.                             EQUITY   037389103     10259      288,823  SH      DEFINED    1                288,823
APAC CUSTOMER SERVICES IN             EQUITY   00185E106        18        6,821  SH      DEFINED 6, 7, 8    6821
APAC TELESERVICES, INC.               EQUITY   00185E106        18        7,040  SH      DEFINED    1                  7,040
APACHE CORP                           EQUITY   037411105        73        1,467  SH      DEFINED    2                   1467
APACHE CORP                           EQUITY   037411105        21          429  SH      DEFINED    5        429
APACHE CORP                           EQUITY   037411105      3621       72,600  SH      DEFINED 6, 7, 8   72600
APACHE CORP                           EQUITY   037411105      3753       75,240  SH      DEFINED    2                  75240
APACHE CORP COM                       EQUITY   037411105      6897      138,270  SH      Sole       3     115060               23210
APACHE CORP.                          EQUITY   037411105      3119       62,522  SH      DEFINED    1                 62,522






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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APARTMENT INVT & MGMT CL A            EQUITY   03748R101       545       17,900  SH      Sole       3     519300               90900
APARTMENT INVT & MGMT CO - A          EQUITY   03748R101        26          559  SH      DEFINED    1                    559
APHTON CORP                           EQUITY   03759P101        63        4,343  SH      DEFINED 6, 7, 8    4343
APHTON CORP.                          EQUITY   03759P101        66        4,534  SH      DEFINED    1                  4,534
APOGEE ENTERPRISES INC                EQUITY   037598109       141        8,915  SH      DEFINED 6, 7, 8    8915
APOGEE ENTERPRISES, INC.              EQUITY   037598109       148        9,346  SH      DEFINED    1                  9,346
APOGENT TECHNOLOGIES                  EQUITY   03760A101      3339      129,421  SH      DEFINED    1                129,421
APOGENT TECHNOLOGIES INC              EQUITY   03760A101      3313      128,400  SH      DEFINED 6, 7, 8  128400
APOLLO GROUP INC                      EQUITY   037604105      6369      141,500  SH      DEFINED 6, 7, 8  141500
APOLLO GROUP INC                      EQUITY   037604105      3250       72,200  SH      DEFINED    2                  72200
APOLLO GROUP INC CL A                 EQUITY   037604105     12700      282,160  SH      Sole       3     238600               43560
APOLLO GROUP, INC. CLASS A            EQUITY   037604105      6419      142,621  SH      DEFINED    1                142,621
APPLE COMPUTER INC                    EQUITY   037833100        24        1,100  SH      DEFINED    5       1100
APPLE COMPUTER INC                    EQUITY   037833100      3805      173,740  SH      DEFINED 6, 7, 8  173740
APPLE COMPUTER, INC.                  EQUITY   037833100      3734      170,498  SH      DEFINED    1                170,498
APPLEBEES INTERNATIONAL, INC.         EQUITY   037899101       354       10,355  SH      DEFINED    1                 10,355
APPLEBEES INTL INC                    EQUITY   037899101       339        9,923  SH      DEFINED 6, 7, 8    9923
APPLERA CORP                          EQUITY   038020103        26          660  SH      DEFINED    5        660
APPLERA CORP                          EQUITY   038020103      3520       89,640  SH      DEFINED 6, 7, 8   89640
APPLERA CORP  APPLIED BIOSYSTEM       EQUITY   038020103      3932      100,138  SH      DEFINED    1                100,138
APPLICA INC                           EQUITY   03815A106        50        5,600  SH      DEFINED 6, 7, 8    5600
APPLICA INC.                          EQUITY   03815A106        52        5,749  SH      DEFINED    1                  5,749
Applied Biosystems                    EQUITY   038020103      1178       30,000  SH      DEFINED    4                 30,000
APPLIED INDL TECHNOLOGIES             EQUITY   03820C105       105        5,615  SH      DEFINED 6, 7, 8    5615
APPLIED INDUSTRIAL TECH., INC.        EQUITY   03820C105       110        5,887  SH      DEFINED    1                  5,887
APPLIED INNOVATION INC                EQUITY   037916103        15        2,492  SH      DEFINED 6, 7, 8    2492
APPLIED INNOVATION, INC.              EQUITY   037916103        15        2,492  SH      DEFINED    1                  2,492
APPLIED MATERIALS INC                 EQUITY   038222105       168        4,200  SH      DEFINED    2                   4200
APPLIED MATERIALS, INC.               EQUITY   038222105     27684      690,362  SH      DEFINED    1                690,362
APPLIED MATLS INC                     EQUITY   038222105       102        2,550  SH      DEFINED    5       2550
APPLIED MATLS INC                     EQUITY   038222105     16216      404,380  SH      DEFINED 6, 7, 8  404380
APPLIED MICRO CIRCUITS CO             EQUITY   03822W109        11          930  SH      DEFINED    5        930
APPLIED MICRO CIRCUITS CO             EQUITY   03822W109      1516      133,930  SH      DEFINED 6, 7, 8  133930
APPLIED MICRO CIRCUITS CORP           EQUITY   03822W109      4307      380,500  SH      DEFINED    2                 380500
APPLIED MICRO CIRCUITS CORP.          EQUITY   03822W109      1637      144,649  SH      DEFINED    1                144,649
APPLIED MOLECULAR EVOLUTI             EQUITY   03823E108        58        4,687  SH      DEFINED 6, 7, 8    4687
APPLIED MOLECULAR EVOLUTION           EQUITY   03823E108       527       42,811  SH      DEFINED    1                 42,811
APRIA HEALTHCARE GROUP IN             EQUITY   037933108      2777      111,112  SH      DEFINED 6, 7, 8  111112
APRIA HEALTHCARE GROUP, INC.          EQUITY   037933108      2584      103,398  SH      DEFINED    1                103,398
APTARGROUP INC                        EQUITY   038336103       591       16,868  SH      DEFINED 6, 7, 8   16868
APTARGROUP, INC.                      EQUITY   038336103       371       10,577  SH      DEFINED    1                 10,577
AQUILA INC                            EQUITY   03840J106         5          278  SH      DEFINED    1                    278
ARAMARK CORP                          EQUITY   038521100      1076       40,000  SH      DEFINED    2                  40000
ARBITRON INC                          EQUITY   03875Q108       320        9,376  SH      DEFINED 6, 7, 8    9376
ARBITRON, INC.                        EQUITY   03875Q108       335        9,805  SH      DEFINED    1                  9,805
ARCH CHEMICALS INC                    EQUITY   03937R102       150        6,478  SH      DEFINED 6, 7, 8    6478
ARCH CHEMICALS, INC.                  EQUITY   03937R102       157        6,778  SH      DEFINED    1                  6,778
ARCH COAL INC                         EQUITY   039380100      1444       63,600  SH      DEFINED 6, 7, 8   63600
ARCH COAL, INC.                       EQUITY   039380100      1451       63,899  SH      DEFINED    1                 63,899
ARCHER DANIELS MIDLAND CO             EQUITY   039483102        30        2,070  SH      DEFINED    5       2070






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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ARCHER DANIELS MIDLAND CO             EQUITY   039483102      5975      416,351  SH      DEFINED 6, 7, 8  416351
ARCHER DANIELS MIDLAND CO.            EQUITY   039483102      4795      334,118  SH      DEFINED    1                334,118
ARCHSTONE COMMUNITIES TRUST           EQUITY   039583109        37        1,399  SH      DEFINED    1                  1,399
ARCHSTONE SMITH TR                    EQUITY   039583109      1015       38,600  SH      DEFINED 6, 7, 8   38600
ARCHSTONE SMITH TR COM                EQUITY   039583109     26072      991,336  SH      Sole       3     843294              148042
ARCTIC CAT INC                        EQUITY   039670104        87        5,116  SH      DEFINED 6, 7, 8    5116
ARCTIC CAT, INC.                      EQUITY   039670104        89        5,263  SH      DEFINED    1                  5,263
ARDEN GROUP INC                       EQUITY   039762109        27          443  SH      DEFINED    1                    443
ARDEN GROUP INC                       EQUITY   039762109        27          443  SH      DEFINED 6, 7, 8     443
ARDEN REALTY INC.                     EQUITY   039793104        13          478  SH      DEFINED    1                    478
ARDEN RLTY GROUP INC COM              EQUITY   039793104     29116    1,098,700  SH      Sole       3     966500              132200
AREA BANCSHARES CORP NEW              EQUITY   039872106        94        4,827  SH      DEFINED 6, 7, 8    4827
AREA BANCSHARES CORP.                 EQUITY   039872106        97        4,977  SH      DEFINED    1                  4,977
ARENA PHARMACEUTICALS INC             EQUITY   040047102        65        5,426  SH      DEFINED    1                  5,426
ARENA PHARMACEUTICALS INC             EQUITY   040047102        63        5,228  SH      DEFINED 6, 7, 8    5228
ARGONAUT GROUP INC                    EQUITY   040157109       136        6,939  SH      DEFINED 6, 7, 8    6939
ARGONAUT GROUP, INC.                  EQUITY   040157109       142        7,274  SH      DEFINED    1                  7,274
ARGOSY GAMING CO                      EQUITY   040228108       216        6,628  SH      DEFINED 6, 7, 8    6628
ARGOSY GAMING CO.                     EQUITY   040228108       229        7,033  SH      DEFINED    1                  7,033
ARGUSS COMMUINCATIONS INC             EQUITY   040282105                    100  SH      DEFINED    1                    100
ARIAD PHARAMACEUTICLAS, INC.          EQUITY   04033A100        43        8,067  SH      DEFINED    1                  8,067
ARIAD PHARMACEUTICALS INC             EQUITY   04033A100        41        7,640  SH      DEFINED 6, 7, 8    7640
ARIBA INC                             EQUITY   04033V104       158       25,620  SH      DEFINED 6, 7, 8   25620
ARIBA, INC.                           EQUITY   04033V104       171       27,680  SH      DEFINED    1                 27,680
ARKANSAS BEST CORP                    EQUITY   040790107      6793      235,700  SH      DEFINED    2                 235700
ARKANSAS BEST CORP DEL                EQUITY   040790107       162        5,609  SH      DEFINED 6, 7, 8    5609
ARKANSAS BEST CORP.                   EQUITY   040790107       171        5,936  SH      DEFINED    1                  5,936
ARMOR HOLDINGS INC                    EQUITY   042260109       220        8,143  SH      DEFINED 6, 7, 8    8143
ARMOR HOLDINGS, INC.                  EQUITY   042260109       157        5,827  SH      DEFINED    1                  5,827
ARMSTRONG HLDGS INC                   EQUITY   042384107        42       12,228  SH      DEFINED 6, 7, 8   12228
ARMSTRONG HOLDINGS, INC.              EQUITY   042384107        43       12,756  SH      DEFINED    1                 12,756
ARQULE INC                            EQUITY   04269E107        94        5,534  SH      DEFINED 6, 7, 8    5534
ARQULE, INC.                          EQUITY   04269E107        98        5,793  SH      DEFINED    1                  5,793
ARRAY BIOPHARMA INC                   EQUITY   04269X105        67        4,526  SH      DEFINED    1                  4,526
ARRAY BIOPHARMA INC                   EQUITY   04269X105      4994      336,100  SH      Sole       3     336100
ARRAY BIOPHARMA INC                   EQUITY   04269X105        63        4,263  SH      DEFINED 6, 7, 8    4263
ARRIS GROUP INC                       EQUITY   04269Q100       164       16,840  SH      DEFINED    1                 16,840
ARRIS GROUP INC                       EQUITY   04269Q100       155       15,867  SH      DEFINED 6, 7, 8   15867
Arrow Electronics                     CORPBOND 042735AR1      1025    1,000,000  PRN     DEFINED    4              1,000,000
ARROW ELECTRONICS INC                 EQUITY   042735100      4568      152,775  SH      DEFINED    1                152,775
ARROW ELECTRS INC                     EQUITY   042735100      5318      177,851  SH      DEFINED 6, 7, 8  177851
ARROW FINANCIAL CORP                  EQUITY   042744102        59        2,005  SH      DEFINED    1                  2,005
ARROW FINL CORP                       EQUITY   042744102        59        2,006  SH      DEFINED 6, 7, 8    2006
ARROW INTERNATIONAL, INC.             EQUITY   042764100       151        3,775  SH      DEFINED    1                  3,775
ARROW INTL INC                        EQUITY   042764100       142        3,554  SH      DEFINED 6, 7, 8    3554
ART TECHNOLOGY GROUP INC              EQUITY   04289L107        54       15,568  SH      DEFINED 6, 7, 8   15568
ART TECHNOLOGY GROUP, INC.            EQUITY   04289L107        56       16,183  SH      DEFINED    1                 16,183
ARTESYN TECHNOLOGIES INC              EQUITY   043127109        98       10,479  SH      DEFINED 6, 7, 8   10479
ARTESYN TECHNOLOGIES, INC.            EQUITY   043127109       102       10,936  SH      DEFINED    1                 10,936
ARTHROCARE CORP                       EQUITY   043136100       103        5,755  SH      DEFINED 6, 7, 8    5755






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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ARTHROCARE CORP.                      EQUITY   043136100       108        6,032  SH      DEFINED    1                  6,032
Arthur J Gallagher                    EQUITY   363576109      1725       50,000  SH      DEFINED    4                 50,000
ARTISAN COMPONENTS INC                EQUITY   042923102        60        3,828  SH      DEFINED 6, 7, 8    3828
ARTISAN COMPONENTS INC.               EQUITY   042923102        65        4,123  SH      DEFINED    1                  4,123
Arvin Industries Inc.                 CORPBOND 043339AJ9      2794    3,000,000  PRN     DEFINED    4              3,000,000
ARVINMERITOR INC                      EQUITY   043353101      2007      102,174  SH      DEFINED 6, 7, 8  102174
ARVINMERITOR, INC                     EQUITY   043353101      2025      103,108  SH      DEFINED    1                103,108
ASCENTIAL SOFTWARE CORP               EQUITY   04362P108      1608      397,079  SH      DEFINED 6, 7, 8  397079
ASCENTIAL SOFTWARE CORP.              EQUITY   04362P108      1624      400,894  SH      DEFINED    1                400,894
ASHLAND INC                           EQUITY   044204105        10          220  SH      DEFINED    5        220
ASHLAND INC                           EQUITY   044204105      8164      177,176  SH      DEFINED 6, 7, 8  177176
ASHLAND OIL, INC.                     EQUITY   044204105      8263      179,319  SH      DEFINED    1                179,319
ASIA GLOBAL CROSSING LTD-A    COMMON  EQUITY   G05330108        60       50,000  SH      DEFINED    1                 50,000
ASIAINFO HLDGS INC                    EQUITY   04518A104       138        7,949  SH      DEFINED 6, 7, 8    7949
ASIAINFO HOLDINGS INC.                EQUITY   04518A104       145        8,310  SH      DEFINED    1                  8,310
ASPECT COMMUNICATIONS COR             EQUITY   04523Q102        64       16,437  SH      DEFINED 6, 7, 8   16437
ASPECT COMMUNICATIONS INC.            EQUITY   04523Q102        66       16,916  SH      DEFINED    1                 16,916
ASPECT MED SYS INC                    EQUITY   045235108        36        3,609  SH      DEFINED 6, 7, 8    3609
ASPECT MEDICAL SYSTEMS, INC.          EQUITY   045235108        37        3,744  SH      DEFINED    1                  3,744
ASPEN TECHNOLOGY INC                  EQUITY   045327103       224       13,360  SH      DEFINED 6, 7, 8   13360
ASPEN TECHNOLOGY, INC.                EQUITY   045327103       161        9,555  SH      DEFINED    1                  9,555
ASSOCIATED BANC CORP                  EQUITY   045487105      2816       79,800  SH      DEFINED 6, 7, 8   79800
ASSOCIATED BANC-CORP.                 EQUITY   045487105      2836       80,373  SH      DEFINED    1                 80,373
ASSOCIATED ESTATES REALTY             EQUITY   045604105        52        5,651  SH      DEFINED    1                  5,651
ASSOCIATED ESTATES RLTY C             EQUITY   045604105        48        5,189  SH      DEFINED 6, 7, 8    5189
Associates Corp                       CORPBOND U0460WAB5      1077    1,000,000  PRN     DEFINED    4              1,000,000
ASTEC INDS INC                        EQUITY   046224101        70        4,867  SH      DEFINED 6, 7, 8    4867
ASTEC INDS INC COM                    EQUITY   046224101        74        5,114  SH      DEFINED    1                  5,114
ASTORIA FINANCIAL CORP.               EQUITY   046265104      2987      112,876  SH      DEFINED    1                112,876
ASTORIA FINL CORP                     EQUITY   046265104      2966      112,100  SH      DEFINED 6, 7, 8  112100
ASTRAZENECA PLC                       EQUITY   046353108       741       15,900  SH      DEFINED 6, 7, 8   15900
ASTRAZENECA, PLC.-ADR                 EQUITY   046353108       741       15,900  SH      DEFINED    1                 15,900
ASTROPOWER INC                        EQUITY   04644A101       146        3,623  SH      DEFINED    1                  3,623
ASTROPOWER INC                        EQUITY   04644A101       141        3,485  SH      DEFINED 6, 7, 8    3485
ASTROPOWER INC COM                    EQUITY   04644A101     27701      685,160  SH      Sole       3     676490                8670
ASYST TECHNOLOGIES, INC.              EQUITY   04648X107       137       10,775  SH      DEFINED    1                 10,775
ASYST TECHNOLOGY CORP                 EQUITY   04648X107       218       17,072  SH      DEFINED 6, 7, 8   17072
AT & T CORP                           EQUITY   001957109        63        3,467  SH      DEFINED    2                   3467
AT & T LATIN AMER CORP                EQUITY   04649A106        15       12,903  SH      DEFINED 6, 7, 8   12903
AT & T WIRELESS                       EQUITY   00209A106        16        1,105  SH      DEFINED    2                   1105
AT + T CORP                           EQUITY   001957109      8531      470,300  SH      DEFINED    2                 470300
AT&T                                  EQUITY   001957109     32739    1,804,800  SH      DEFINED    1              1,804,800
AT&T                                  CORPBOND 001957BA6      5233    5,000,000  PRN     DEFINED    4              5,000,000
AT&T CORP                             EQUITY   001957109       201       11,060  SH      DEFINED    5      11060
AT&T CORP                             EQUITY   001957109     30945    1,705,916  SH      DEFINED 6, 7, 8 1705916
AT&T LATIN AMERICA-CL A               EQUITY   04649A106        91       77,508  SH      DEFINED    1                 77,508
AT&T WIRELESS (USD)                   EQUITY   00209A106     17489    1,217,050  SH      DEFINED    1              1,217,050
AT&T WIRELESS SVCS INC                EQUITY   00209A106       114        7,910  SH      DEFINED    5       7910
AT&T WIRELESS SVCS INC                EQUITY   00209A106     16613    1,156,077  SH      DEFINED 6, 7, 8 1156077
ATLANTIC COAST AIRLINES H             EQUITY   048396105       432       18,535  SH      DEFINED 6, 7, 8   18535






                                      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
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
ATLANTIC COAST AIRLINES HLDG.         EQUITY   048396105       280       12,032  SH      DEFINED    1                 12,032
ATLANTIC COAST AIRLINES HLDGS         EQUITY   048396105      4993      214,400  SH      DEFINED    2                 214400
ATLAS AIR WORLDWIDE HLDGS             EQUITY   049164106       756       51,613  SH      DEFINED 6, 7, 8   51613
ATLAS AIR WORLDWIDE HLDGS INC.        EQUITY   049164106       760       51,898  SH      DEFINED    1                 51,898
ATMEL CORP                            EQUITY   049513104      4541      573,420  SH      DEFINED 6, 7, 8  573420
ATMEL CORP                            EQUITY   049513104      5673      769,700  SH      DEFINED    2                 769700
ATMEL CORP.                           EQUITY   049513104      4258      577,713  SH      DEFINED    1                577,713
ATMI INC                              EQUITY   00207R101       286       11,995  SH      DEFINED 6, 7, 8   11995
ATMI INC                              EQUITY   00207R101      7181      301,100  SH      DEFINED    2                 301100
ATMI, INC.                            EQUITY   00207R101       196        8,211  SH      DEFINED    1                  8,211
ATMOS ENERGY CORP                     EQUITY   049560105       278       13,070  SH      DEFINED 6, 7, 8   13070
ATMOS ENERGY CORP.                    EQUITY   049560105       290       13,648  SH      DEFINED    1                 13,648
ATP OIL & GAS CORP                    EQUITY   00208J108         5        1,759  SH      DEFINED    1                  1,759
ATP OIL & GAS CORP                    EQUITY   00208J108         5        1,759  SH      DEFINED 6, 7, 8    1759
ATRIX LABS INC                        EQUITY   04962L101       119        5,783  SH      DEFINED    1                  5,783
ATRIX LABS INC                        EQUITY   04962L101         2          110  SH      DEFINED    6        110
ATRIX LABS INC                        EQUITY   04962L101       112        5,439  SH      DEFINED 6, 7, 8    5439
ATS MED INC                           EQUITY   002083103        33        6,277  SH      DEFINED 6, 7, 8    6277
ATS MEDICA, INC.                      EQUITY   002083103        34        6,455  SH      DEFINED    1                  6,455
ATWOOD OCEANICS INC                   EQUITY   050095108        93        2,660  SH      DEFINED 6, 7, 8    2660
ATWOOD OCEANICS, INC.                 EQUITY   050095108        99        2,840  SH      DEFINED    1                  2,840
AUDIOVOX COPR.                        EQUITY   050757103        43        5,810  SH      DEFINED    1                  5,810
AUDIOVOX CORP                         EQUITY   050757103        42        5,603  SH      DEFINED 6, 7, 8    5603
AUGUST TECHNOLOGY CORP                EQUITY   05106U105       182       16,465  SH      DEFINED 6, 7, 8   16465
AUGUST TECHNOLOGY CORP.               EQUITY   05106U105        17        1,575  SH      DEFINED    1                  1,575
AURORA FOODS INC                      EQUITY   05164B106        39        7,803  SH      DEFINED 6, 7, 8    7803
AURORA FOODS, INC.                    EQUITY   05164B106        39        7,803  SH      DEFINED    1                  7,803
AUSPEX SYS INC                        EQUITY   052116100        23       12,814  SH      DEFINED 6, 7, 8   12814
AUSPEX SYSTEMS, INC.                  EQUITY   052116100        24       13,240  SH      DEFINED    1                 13,240
AUTODESK INC                          EQUITY   052769106         6          170  SH      DEFINED    5        170
AUTODESK INC                          EQUITY   052769106      1906       51,130  SH      DEFINED 6, 7, 8   51130
AUTODESK, INC.                        EQUITY   052769106      1972       52,913  SH      DEFINED    1                 52,913
AUTOLIV INC                           EQUITY   052800109       619       30,500  SH      DEFINED 6, 7, 8   30500
AUTOLIV, INC.                         EQUITY   052800109       636       31,314  SH      DEFINED    1                 31,314
AUTOMATIC DATA PROCESSING             EQUITY   053015103       114        1,930  SH      DEFINED    5       1930
AUTOMATIC DATA PROCESSING             EQUITY   053015103     19230      326,480  SH      DEFINED 6, 7, 8  326480
AUTOMATIC DATA PROCESSING INC.        EQUITY   053015103     20140      341,937  SH      DEFINED    1                341,937
AUTONATION INC                        EQUITY   05329W102        26        2,104  SH      DEFINED    1                  2,104
AUTOZONE INC                          EQUITY   053332102        24          340  SH      DEFINED    5        340
AUTOZONE INC                          EQUITY   053332102      5460       76,040  SH      DEFINED 6, 7, 8   76040
AUTOZONE, INC.                        EQUITY   053332102      5709       79,517  SH      DEFINED    1                 79,517
AVALONBAY CMNTYS INC                  EQUITY   053484101      1055       22,300  SH      DEFINED 6, 7, 8   22300
AVALONBAY COMM                        EQUITY   053484101     22713      480,084  SH      Sole       3     401338               78746
AVALONBAY COMMUNITIE                  EQUITY   053484101        24          504  SH      DEFINED    1                    504
AVANEX CORP                           EQUITY   05348W109        52        8,891  SH      DEFINED    1                  8,891
AVANEX CORP                           EQUITY   05348W109        50        8,546  SH      DEFINED 6, 7, 8    8546
AVANIR PHARMACEUTICALS                EQUITY   05348P104        74       17,190  SH      DEFINED    1                 17,190
AVANIR PHARMACEUTICALS                EQUITY   05348P104        71       16,574  SH      DEFINED 6, 7, 8   16574
AVANT CORP                            EQUITY   053487104       224       10,933  SH      DEFINED 6, 7, 8   10933
AVANT IMMUNOTHERAPEUTICS              EQUITY   053491106        70       17,370  SH      DEFINED 6, 7, 8   17370






                                      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
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
AVANT IMMUNOTHERAPEUTICS INC          EQUITY   053491106        74       18,400  SH      DEFINED    1                 18,400
AVANT! CORP.                          EQUITY   053487104       238       11,602  SH      DEFINED    1                 11,602
AVATAR HLDGS INC                      EQUITY   053494100        38        1,601  SH      DEFINED 6, 7, 8    1601
AVATAR HOLDINGS, INC.                 EQUITY   053494100        38        1,601  SH      DEFINED    1                  1,601
AVAYA INC                             EQUITY   053499109         7          615  SH      DEFINED    2                    615
AVAYA INC                             EQUITY   053499109        11          900  SH      DEFINED    5        900
AVAYA INC                             EQUITY   053499109      1680      138,270  SH      DEFINED 6, 7, 8  138270
AVAYA INC.                            EQUITY   053499109      1809      148,901  SH      DEFINED    1                148,901
AVERY DENNISON CORP                   EQUITY   053611109        19          340  SH      DEFINED    5        340
AVERY DENNISON CORP                   EQUITY   053611109      3016       53,360  SH      DEFINED 6, 7, 8   53360
AVERY DENNISON CORP                   EQUITY   53611109       5515       97,564  SH      DEFINED    2                  97564
AVERY DENNISON CORP.                  EQUITY   053611109      2831       50,072  SH      DEFINED    1                 50,072
AVI BIOPHARMA INC                     EQUITY   002346104        50        4,600  SH      DEFINED    1                  4,600
AVI BIOPHARMA INC                     EQUITY   002346104        48        4,350  SH      DEFINED 6, 7, 8    4350
AVIALL INC NEW                        EQUITY   05366B102        44        5,870  SH      DEFINED 6, 7, 8    5870
AVIALL, INC.                          EQUITY   05366B102        47        6,191  SH      DEFINED    1                  6,191
AVICI SYS INC                         EQUITY   05367L109        41       14,209  SH      DEFINED 6, 7, 8   14209
AVICI SYSTEMS INC                     EQUITY   05367L109        44       15,175  SH      DEFINED    1                 15,175
AVID TECHNOLOGY INC                   EQUITY   05367P100        89        7,301  SH      DEFINED 6, 7, 8    7301
AVID TECHNOLOGY, INC.                 EQUITY   05367P100        92        7,558  SH      DEFINED    1                  7,558
AVIGEN INC                            EQUITY   053690103        66        5,737  SH      DEFINED 6, 7, 8    5737
AVIGEN, INC.                          EQUITY   053690103        69        6,019  SH      DEFINED    1                  6,019
AVIRON                                EQUITY   053762100        16          312  SH      DEFINED    1                    312
AVISTA CORP                           EQUITY   05379B107       213       16,058  SH      DEFINED    1                 16,058
AVISTA CORP                           EQUITY   05379B107       202       15,263  SH      DEFINED 6, 7, 8   15263
AVNET INC                             EQUITY   053807103      3650      143,300  SH      DEFINED 6, 7, 8  143300
AVNET, INC.                           EQUITY   053807103      3878      152,252  SH      DEFINED    1                152,252
AVOCENT CORP                          EQUITY   053893103      1625       67,000  SH      DEFINED 6, 7, 8   67000
AVOCENT CORPORATION                   EQUITY   053893103      1640       67,613  SH      DEFINED    1                 67,613
AVON PRODS INC                        EQUITY   054303102        34          740  SH      DEFINED    5        740
AVON PRODS INC                        EQUITY   054303102      6586      141,640  SH      DEFINED 6, 7, 8  141640
AVON PRODUCTS, INC.                   EQUITY   054303102      6931      149,052  SH      DEFINED    1                149,052
AVX CORP                              EQUITY   002444107       980       41,562  SH      DEFINED    1                 41,562
AVX CORP NEW                          EQUITY   002444107       967       41,002  SH      DEFINED 6, 7, 8   41002
AWARE INC                             EQUITY   05453N100        55        6,602  SH      DEFINED    1                  6,602
AWARE INC MASS                        EQUITY   05453N100        53        6,416  SH      DEFINED 6, 7, 8    6416
AXCELIS TECHNOLOGIES INC              EQUITY   054540109        19        1,474  SH      DEFINED    1                  1,474
AXT INC                               EQUITY   00246W103       174       12,038  SH      DEFINED 6, 7, 8   12038
AXT INC.                              EQUITY   00246W103        82        5,657  SH      DEFINED    1                  5,657
AZTAR CORP                            EQUITY   054802103       205       11,217  SH      DEFINED 6, 7, 8   11217
AZTAR CORP.                           EQUITY   054802103       215       11,775  SH      DEFINED    1                 11,775
B I S Y S GROUP INC                   EQUITY   055472104    122905    1,920,696  SH      Sole       3    1842526               78170
BAKER HUGHES INC                      EQUITY   057224107        38        1,050  SH      DEFINED    5       1050
BAKER HUGHES INC                      EQUITY   057224107      8918      244,540  SH      DEFINED 6, 7, 8  244540
BAKER HUGHES, INC.                    EQUITY   057224107      9207      252,445  SH      DEFINED    1                252,445
BALDOR ELEC CO                        EQUITY   057741100       155        7,431  SH      DEFINED 6, 7, 8    7431
BALDOR ELECTRIC CO.                   EQUITY   057741100       164        7,839  SH      DEFINED    1                  7,839
BALDWIN & LYONS INC                   EQUITY   057755209        52        2,032  SH      DEFINED 6, 7, 8    2032
BALDWIN & LYONS, INC., CLASS B        EQUITY   057755209        56        2,190  SH      DEFINED    1                  2,190
BALL CORP                             EQUITY   058498106         6           90  SH      DEFINED    5         90






                                      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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BALL CORP                             EQUITY   058498106      1446       20,454  SH      DEFINED 6, 7, 8   20454
BALL CORP.                            EQUITY   058498106      1518       21,466  SH      DEFINED    1                 21,466
BALLY TOTAL FITNESS HLDG              EQUITY   05873K108       480       22,264  SH      DEFINED 6, 7, 8   22264
BALLY TOTAL FITNESS HLDG COR COM      EQUITY   05873K108       396       18,360  SH      DEFINED    1                 18,360
BAM ENTMNT INC                        EQUITY   059361105        39        4,675  SH      DEFINED 6, 7, 8    4675
BANCFIRST CORP                        EQUITY   05945F103        45        1,298  SH      DEFINED 6, 7, 8    1298
BANCFIRST CORP ZANESVILLE             EQUITY   059450106        60        2,472  SH      DEFINED 6, 7, 8    2472
BANCFIRST CORP.                       EQUITY   05945F103        49        1,404  SH      DEFINED    1                  1,404
BANCFIRST OHIO CORP.                  EQUITY   059450106        64        2,645  SH      DEFINED    1                  2,645
BANCO DE A. EDWARDS-SP ADR            EQUITY   059504100       867       49,978  SH      DEFINED    1                 49,978
BANCORPSOUTH INC                      EQUITY   059692103       440       26,510  SH      DEFINED 6, 7, 8   26510
BANCORPSOUTH, INC.                    EQUITY   059692103       458       27,582  SH      DEFINED    1                 27,582
BANDAG INC                            EQUITY   059815100       999       28,735  SH      DEFINED 6, 7, 8   28735
BANDAG, INC.                          EQUITY   059815100      1005       28,899  SH      DEFINED    1                 28,899
BANK AMER CORP                        EQUITY   060505104     22168      352,150  SH      DEFINED    2                 352150
BANK ATLANTIC BANCORP CLASS A         EQUITY   065908501        74        8,080  SH      DEFINED    1                  8,080
BANK MUT CORP                         EQUITY   063748107        54        3,561  SH      DEFINED 6, 7, 8    3561
BANK MUTUAL CORP                      EQUITY   063748107        59        3,857  SH      DEFINED    1                  3,857
BANK NEW YORK INC                     EQUITY   064057102        94        2,300  SH      DEFINED    5       2300
BANK NEW YORK INC                     EQUITY   064057102     14357      351,880  SH      DEFINED 6, 7, 8  351880
BANK OF AMERICA CORP                  EQUITY   060505104     52001      826,072  SH      DEFINED    1                826,072
BANK OF AMERICA CORPORATI             EQUITY   060505104       310        4,920  SH      DEFINED    5       4920
BANK OF AMERICA CORPORATI             EQUITY   060505104     49670      789,040  SH      DEFINED 6, 7, 8  789040
BANK OF GRANITE CORP                  EQUITY   062401104        71        3,575  SH      DEFINED 6, 7, 8    3575
BANK OF GRANITE CORP.                 EQUITY   062401104        76        3,820  SH      DEFINED    1                  3,820
BANK OF NEW YORK CO., INC.            EQUITY   064057102     51864    1,271,171  SH      DEFINED    1              1,271,171
BANK ONE CORP                         EQUITY   06423A103       142        3,640  SH      DEFINED    5       3640
BANK ONE CORP                         EQUITY   06423A103     23026      589,660  SH      DEFINED 6, 7, 8  589660
BANK ONE CORP                         EQUITY   06423A103      3667       93,900  SH      DEFINED    2                  93900
BANK UNITED CORP-CPR WI               EQUITY   065416117        52      515,075  SH      DEFINED    1                515,075
BANKATLANTIC BANCORP                  EQUITY   065908501        70        7,655  SH      DEFINED 6, 7, 8    7655
BANKNORTH GROUP INC NEW               EQUITY   06646R107      4159      184,700  SH      DEFINED 6, 7, 8  184700
BANKNORTH GROUP INC.                  EQUITY   06646R107      4186      185,863  SH      DEFINED    1                185,863
BANKONE CORP.                         EQUITY   06423A103     24098      617,106  SH      DEFINED    1                617,106
BANKUNITED FINANCIAL CORP CLASS A     EQUITY   06652B103        94        6,356  SH      DEFINED    1                  6,356
BANKUNITED FINL CORP                  EQUITY   06652B103        90        6,076  SH      DEFINED 6, 7, 8    6076
BANNER CORP                           EQUITY   06652V109        57        3,375  SH      DEFINED 6, 7, 8    3375
BANNER CORPORATION                    EQUITY   06652V109        61        3,585  SH      DEFINED    1                  3,585
BANTA CORP                            EQUITY   066821109      1119       37,919  SH      DEFINED 6, 7, 8   37919
BANTA CORP.                           EQUITY   066821109      1130       38,271  SH      DEFINED    1                 38,271
BARD C R INC                          EQUITY   067383109        10          160  SH      DEFINED    5        160
BARD C R INC                          EQUITY   067383109      1393       21,590  SH      DEFINED 6, 7, 8   21590
BARNES & NOBLE INC                    EQUITY   067774109      2409       81,400  SH      DEFINED 6, 7, 8   81400
BARNES & NOBLE, INC.                  EQUITY   067774109     12014      405,865  SH      DEFINED    1                405,865
BARNES + NOBLE INC                    EQUITY   067774109      3309      111,800  SH      DEFINED    2                 111800
BARNES GROUP INC                      EQUITY   067806109       125        5,218  SH      DEFINED 6, 7, 8    5218
BARNES GROUP, INC.                    EQUITY   067806109       132        5,488  SH      DEFINED    1                  5,488
Barnett Capital I                     CORPBOND 068056AE0      5009    5,000,000  PRN     DEFINED    4              5,000,000
BARR LABORATORIES, INC                EQUITY   068306109      5505       69,365  SH      DEFINED    1                 69,365
BARR LABS INC                         EQUITY   068306109      5477       69,021  SH      DEFINED 6, 7, 8   69021






                                      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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BARRA INC                             EQUITY   068313105       159        3,376  SH      DEFINED 6, 7, 8    3376
BARRA, INC.                           EQUITY   068313105       166        3,525  SH      DEFINED    1                  3,525
BARRICK GOLD CORP                     EQUITY   067901108        27        1,680  SH      DEFINED    5       1680
BARRICK GOLD CORP                     EQUITY   067901108      4014      251,670  SH      DEFINED 6, 7, 8  251670
BARRICK GOLD CORP.                    EQUITY   067901108      4239      265,743  SH      DEFINED    1                265,743
BASSETT FURNITURE INDS IN             EQUITY   070203104        46        3,277  SH      DEFINED 6, 7, 8    3277
BASSETT FURNITURE INDUSTRIES          EQUITY   070203104        49        3,478  SH      DEFINED    1                  3,478
BAUSCH & LOMB INC                     EQUITY   071707103         6          170  SH      DEFINED    5        170
BAUSCH & LOMB INC                     EQUITY   071707103       856       22,720  SH      DEFINED 6, 7, 8   22720
BAUSCH & LOMB, INC.                   EQUITY   071707103       918       24,368  SH      DEFINED    1                 24,368
BAXTER INTERNATIONAL, INC.            EQUITY   071813109     23850      444,715  SH      DEFINED    1                444,715
BAXTER INTL INC                       EQUITY   071813109        99        1,850  SH      DEFINED    5       1850
BAXTER INTL INC                       EQUITY   071813109     13386      249,590  SH      DEFINED 6, 7, 8  249590
BAXTER INTL INC                       EQUITY   071813109       378        7,050  SH      DEFINED    2                   7050
BAY VIEW CAP CORP DEL                 EQUITY   07262L101       147       20,105  SH      DEFINED 6, 7, 8   20105
BAY VIEW CAPITAL CORP.                EQUITY   07262L101       153       20,914  SH      DEFINED    1                 20,914
BB&T CORP                             EQUITY   054937107        51        1,420  SH      DEFINED    5       1420
BB&T CORP                             EQUITY   054937107      6918      191,570  SH      DEFINED 6, 7, 8  191570
BBT CORP.                             EQUITY   054937107      7303      202,239  SH      DEFINED    1                202,239
BE AEROSPACE INC                      EQUITY   073302101        78        8,547  SH      DEFINED 6, 7, 8    8547
BE AEROSPACE, INC.                    EQUITY   073302101        83        9,071  SH      DEFINED    1                  9,071
BEA SYS INC                           EQUITY   073325102       127        8,260  SH      DEFINED 6, 7, 8    8260
BEA SYSTEMS, INC.                     EQUITY   073325102       127        8,260  SH      DEFINED    1                  8,260
BEACON POWER CORP                     EQUITY   073677106        14       10,497  SH      DEFINED    1                 10,497
BEACON POWER CORP                     EQUITY   073677106        13       10,002  SH      DEFINED 6, 7, 8   10002
BEAR STEARNS COS                      EQUITY   073902108      4667       79,595  SH      DEFINED    1                 79,595
BEAR STEARNS COS INC                  EQUITY   073902108        17          290  SH      DEFINED    5        290
BEAR STEARNS COS INC                  EQUITY   073902108      4502       76,770  SH      DEFINED 6, 7, 8   76770
BEASLEY BROADCAST GROUP I             EQUITY   074014101        28        2,162  SH      DEFINED 6, 7, 8    2162
BEASLEY BROADCAST GROUP, INC.         EQUITY   074014101        31        2,350  SH      DEFINED    1                  2,350
BEAZER HOMES USA INC                  EQUITY   07556Q105       202        2,761  SH      DEFINED 6, 7, 8    2761
BEAZER HOMES USA INC COM              EQUITY   07556Q105     11693      159,800  SH      Sole       3     159800
BEAZER HOMES USA, INC.                EQUITY   07556Q105       209        2,854  SH      DEFINED    1                  2,854
BEBE STORES INC                       EQUITY   075571109        20        1,080  SH      DEFINED 6, 7, 8    1080
BEBE STORES, INC.                     EQUITY   075571109        22        1,180  SH      DEFINED    1                  1,180
BECKMAN COULTER INC                   EQUITY   075811109      4492      101,400  SH      DEFINED 6, 7, 8  101400
BECKMAN COULTER, INC.                 EQUITY   075811109      3303       74,570  SH      DEFINED    1                 74,570
BECTON DICKINSON & CO                 EQUITY   075887109        27          810  SH      DEFINED    5        810
BECTON DICKINSON & CO                 EQUITY   075887109      4641      139,990  SH      DEFINED 6, 7, 8  139990
BECTON, DICKINSON AND CO.             EQUITY   075887109      3892      117,395  SH      DEFINED    1                117,395
BED BATH & BEYOND INC                 EQUITY   075896100        31          910  SH      DEFINED    5        910
BED BATH & BEYOND INC                 EQUITY   075896100      4452      131,340  SH      DEFINED 6, 7, 8  131340
BED BATH & BEYOND INC COM             EQUITY   075896100     13928      410,860  SH      Sole       3     353600               57260
BED BATH & BEYOND, INC.               EQUITY   075896100      4820      142,171  SH      DEFINED    1                142,171
BED BATH + BEYOND INC                 EQUITY   075896100      4407      130,000  SH      DEFINED    2                 130000
BEDFORD PPTY INVS INC                 EQUITY   076446301       110        4,905  SH      DEFINED 6, 7, 8    4905
BEDFORD PPTY INVS INC COM PAR         EQUITY   076446301      3712      165,000  SH      Sole       3     165000
BEDFORD PRPTY INVESTORS, INC.         EQUITY   076446301       114        5,061  SH      DEFINED    1                  5,061
BEI TECHNOLOGIES INC                  EQUITY   05538P104        57        3,253  SH      DEFINED    1                  3,253
BEI TECHNOLOGIES INC                  EQUITY   05538P104        54        3,092  SH      DEFINED 6, 7, 8    3092






                                      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
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
BEL FUSE INC                          EQUITY   077347300        62        2,474  SH      DEFINED 6, 7, 8    2474
BEL FUSE INC. CLASS B                 EQUITY   077347300        64        2,566  SH      DEFINED    1                  2,566
BELDEN INC                            EQUITY   077459105       185        7,854  SH      DEFINED 6, 7, 8    7854
BELDEN, INC.                          EQUITY   077459105       192        8,158  SH      DEFINED    1                  8,158
BELL CANADA INTERNATIONAL INC.        EQUITY   077914109        32       40,000  SH      DEFINED    1                 40,000
BELL MICROPRODUCTS INC                EQUITY   078137106        59        4,705  SH      DEFINED    1                  4,705
BELL MICROPRODUCTS INC                EQUITY   078137106        56        4,433  SH      DEFINED 6, 7, 8    4433
BELLSOUTH CORP                        EQUITY   079860102       224        5,870  SH      DEFINED    5       5870
BELLSOUTH CORP                        EQUITY   079860102     37692      988,000  SH      DEFINED 6, 7, 8  988000
BELLSOUTH CORP.                       EQUITY   079860102     39383    1,032,320  SH      DEFINED    1              1,032,320
Bellsouth Tel                         CORPBOND 079867AA5     10107   10,000,000  PRN     DEFINED    4             10,000,000
BELO CORP                             EQUITY   080555105      3311      176,600  SH      DEFINED 6, 7, 8  176600
BELO CORP.                            EQUITY   080555105      2517      134,265  SH      DEFINED    1                134,265
BEMIS CO., INC.                       EQUITY   081437105      1178       23,950  SH      DEFINED    1                 23,950
BEMIS INC                             EQUITY   081437105         8          170  SH      DEFINED    5        170
BEMIS INC                             EQUITY   081437105      1097       22,310  SH      DEFINED 6, 7, 8   22310
BEMIS INC                             EQUITY   081437105      7729      157,149  SH      DEFINED    2                 157149
BENCHMARK ELECTRONICS, INC.           EQUITY   08160H101       121        6,373  SH      DEFINED    1                  6,373
BENCHMARK ELECTRS INC                 EQUITY   08160H101       114        5,993  SH      DEFINED 6, 7, 8    5993
Berkley (W.R.) Cap Trust              CORPBOND 084498AB0      6889    7,940,000  PRN     DEFINED    4              7,940,000
BERKLEY W R CORP                      EQUITY   084423102       488        9,082  SH      DEFINED 6, 7, 8    9082
BERKSHIRE HATHAWAY INC DEL            EQUITY   84670207       1641          650  SH      DEFINED    2                    650
BERKSHIRE HATHAWAY INC DEL CL         EQUITY   84670207         30           12  SH      DEFINED    2                     12
BERKSHIRE HATHWAY INC                 EQUITY   084990308       971       10,000  SH      DEFINED    1                 10,000
BERRY PETE CO                         EQUITY   085789105        77        4,905  SH      DEFINED 6, 7, 8    4905
BERRY PETROLEUM CO. CLASS A           EQUITY   085789105        80        5,105  SH      DEFINED    1                  5,105
BEST BUY CO INC                       EQUITY   086516101      8945      120,100  SH      DEFINED    2                 120100
BEST BUY CO., INC.                    EQUITY   086516101      8492      114,020  SH      DEFINED    1                114,020
BEST BUY INC                          EQUITY   086516101        49          660  SH      DEFINED    5        660
BEST BUY INC                          EQUITY   086516101      7951      106,760  SH      DEFINED 6, 7, 8  106760
BETHLEHEM STEEL CORP.                 EQUITY   087509105        19       43,113  SH      DEFINED    1                 43,113
BETHLEHEM STL CORP                    EQUITY   087509105        19       41,253  SH      DEFINED 6, 7, 8   41253
BEVERLY ENTERPRISES INC               EQUITY   087851309       268       31,189  SH      DEFINED 6, 7, 8   31189
BEVERLY ENTERPRISES, INC.             EQUITY   087851309       279       32,486  SH      DEFINED    1                 32,486
BHP BILLITON LTD                      EQUITY   088606108       152       14,228  SH      DEFINED 6, 7, 8   14228
BHP LIMITED SPON. ADR                 EQUITY   088606108       152       14,228  SH      DEFINED    1                 14,228
BIG LOTS INC                          EQUITY   089302103         4          360  SH      DEFINED    5        360
BIG LOTS INC                          EQUITY   089302103       500       48,100  SH      DEFINED 6, 7, 8   48100
BIG LOTS INC.                         EQUITY   089302103       540       51,894  SH      DEFINED    1                 51,894
BIO RAD LABS INC                      EQUITY   090572207       160        2,525  SH      DEFINED 6, 7, 8    2525
BIO TECHNOLOGY GEN CORP               EQUITY   090578105       137       16,683  SH      DEFINED 6, 7, 8   16683
BIOGEN INC                            EQUITY   090597105        26          460  SH      DEFINED    5        460
BIOGEN INC                            EQUITY   090597105      7451      129,920  SH      DEFINED 6, 7, 8  129920
BIOGEN, INC.                          EQUITY   090597105      7769      135,465  SH      DEFINED    1                135,465
BIOMARIN PHARMACEUTICA COM            EQUITY   09061G101      3572      265,800  SH      Sole       3     265800
BIOMARIN PHARMACEUTICAL I             EQUITY   09061G101        84        6,238  SH      DEFINED 6, 7, 8    6238
BIOMARIN PHARMACEUTICAL INC.          EQUITY   09061G101        88        6,544  SH      DEFINED    1                  6,544
BIOMET INC                            EQUITY   090613100        26          840  SH      DEFINED    5        840
BIOMET INC                            EQUITY   090613100      3774      122,130  SH      DEFINED 6, 7, 8  122130
BIOMET, INC.                          EQUITY   090613100      4086      132,249  SH      DEFINED    1                132,249






                                      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
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
BIOPURE CORP                          EQUITY   09065H105        64        4,489  SH      DEFINED 6, 7, 8     4489
BIOPURE CORP.                         EQUITY   09065H105        67        4,694  SH      DEFINED    1                  4,694
BIO-RAD LABORATORIES, INC., CLASS A   EQUITY   090572207       167        2,634  SH      DEFINED    1                  2,634
BIOSITE INC                           EQUITY   090945106        65        3,547  SH      DEFINED 6, 7, 8     3547
BIOSITE INC COM                       EQUITY   090945106      5702      310,400  SH      Sole       3      310400
BIOSITE INC.                          EQUITY   090945106        68        3,719  SH      DEFINED    1                  3,719
BIOSPHERE MEDICAL INC                 EQUITY   09066V103        12        1,062  SH      DEFINED    1                  1,062
BIOSPHERE MEDICAL INC                 EQUITY   09066V103        70        6,237  SH      DEFINED 6, 7, 8     6237
BIO-TECHNOLOGY GENERAL CORP.          EQUITY   090578105       144       17,442  SH      DEFINED    1                 17,442
BIOVAIL CORP                          EQUITY   09067J109    150666    2,678,514  SH      Sole       3     2568054             110460
BIOVAIL CORP                          EQUITY   09067J109      8072      143,500  SH      DEFINED    2                 143500
BISYS GROUP INC                       EQUITY   055472104      4575       71,500  SH      DEFINED 6, 7, 8    71500
BISYS GROUP, INC.                     EQUITY   055472104      4620       72,203  SH      DEFINED    1                 72,203
BJ SERVICES CO.                       EQUITY   055482103     12074      372,089  SH      DEFINED    1                372,089
BJ SVCS CO                            EQUITY   055482103     12005      369,950  SH      DEFINED 6, 7, 8   369950
BJ SVCS CO                            EQUITY   055482103     12094      372,700  SH      DEFINED    2                 372700
BJS WHOLESALE CLUB INC                EQUITY   05548J106      5696      129,160  SH      DEFINED 6, 7, 8   129160
BJS WHOLESALE CLUB INC COM            EQUITY   05548J106      9195      208,500  SH      Sole       3      174700              33800
BJ'S WHOLESALE CLUB INC.              EQUITY   05548J106      5737      130,098  SH      DEFINED    1                130,098
BKF CAP GROUP INC                     EQUITY   05548G102        53        1,836  SH      DEFINED 6, 7, 8     1836
BKF CAPITAL GROUP INC                 EQUITY   05548G102        55        1,927  SH      DEFINED    1                  1,927
BLACK & DECKER CORP                   EQUITY   091797100         9          250  SH      DEFINED    5         250
BLACK & DECKER CORP                   EQUITY   091797100      1274       33,770  SH      DEFINED 6, 7, 8    33770
BLACK & DECKER CORP.                  EQUITY   091797100      1372       36,353  SH      DEFINED    1                 36,353
BLACK BOX CORP DEL                    EQUITY   091826107       298        5,638  SH      DEFINED 6, 7, 8     5638
BLACK BOX CORP.                       EQUITY   091826107       316        5,967  SH      DEFINED    1                  5,967
BLACK HILLS CORP                      EQUITY   092113109      1090       32,200  SH      DEFINED 6, 7, 8    32200
BLACK HILLS CORP.                     EQUITY   092113109      1096       32,383  SH      DEFINED    1                 32,383
BLACKROCK INC                         EQUITY   09247X101         6          153  SH      DEFINED    1                    153
BLOCK FINANCIAL CORP                  EQUITY   093671105      4493      100,508  SH      DEFINED    1                100,508
BLOCK H & R INC                       EQUITY   093671105        25          570  SH      DEFINED    5         570
BLOCK H & R INC                       EQUITY   093671105      4183       93,570  SH      DEFINED 6, 7, 8    93570
BLOCKBUSTER INC                       EQUITY   093679108      3823      151,700  SH      DEFINED    2                 151700
BLOCKBUSTER INC -CLA                  EQUITY   093679108         7          285  SH      DEFINED    1                    285
BLUE MARTINI SOFTWARE INC             EQUITY   095698106        27        9,051  SH      DEFINED    1                  9,051
BLUE MARTINI SOFTWARE INC             EQUITY   095698106        25        8,403  SH      DEFINED 6, 7, 8     8403
BLYTH INC                             EQUITY   09643P108      1570       67,535  SH      DEFINED 6, 7, 8    67535
BLYTH INC.                            EQUITY   09643P108      1580       67,971  SH      DEFINED    1                 67,971
BMC INDS INC MINN                     EQUITY   055607105        18        8,704  SH      DEFINED 6, 7, 8     8704
BMC INDUSTRIES, INC.                  EQUITY   055607105        20        9,604  SH      DEFINED    1                  9,604
BMC SOFTWARE INC                      EQUITY   055921100        12          760  SH      DEFINED    5         760
BMC SOFTWARE INC                      EQUITY   055921100      1690      103,260  SH      DEFINED 6, 7, 8   103260
BMC SOFTWARE, INC.                    EQUITY   055921100      1831      111,846  SH      DEFINED    1                111,846
BOB EVANS FARMS INC                   EQUITY   096761101      1312       53,387  SH      DEFINED 6, 7, 8    53387
BOB EVANS FARMS, INC.                 EQUITY   096761101      1324       53,880  SH      DEFINED    1                 53,880
BOCA RESORTS INC                      EQUITY   09688T106       121        9,222  SH      DEFINED 6, 7, 8     9222
BOCA RESORTS INC -CL A                EQUITY   09688T106       126        9,648  SH      DEFINED    1                  9,648
BOEING CO                             EQUITY   097023105        62        1,600  SH      DEFINED    2                   1600
BOEING CO                             EQUITY   097023105       102        2,620  SH      DEFINED    5        2620






                                      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
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
BOEING CO                             EQUITY   097023105     14507      374,080  SH      DEFINED 6, 7, 8  374080
BOEING CO                             EQUITY   097023105      1637       42,200  SH      DEFINED    2                  42200
BOEING CO.                            EQUITY   097023105     15272      393,805  SH      DEFINED    1                393,805
BOISE CASCADE CORP                    EQUITY   097383103         6          180  SH      DEFINED    5        180
BOISE CASCADE CORP                    EQUITY   097383103       835       24,560  SH      DEFINED 6, 7, 8   24560
BOISE CASCADE CORP.                   EQUITY   097383103       896       26,353  SH      DEFINED    1                 26,353
BOK FINANCIAL CORP.                   EQUITY   05561Q201       122        3,875  SH      DEFINED    1                  3,875
BOK FINL CORP                         EQUITY   05561Q201       118        3,739  SH      DEFINED 6, 7, 8    3739
BONE CARE INTERNATIONAL, INC.         EQUITY   098072101        49        2,845  SH      DEFINED    1                  2,845
BONE CARE INTL INC                    EQUITY   098072101        47        2,734  SH      DEFINED 6, 7, 8    2734
BORDERS GROUP INC                     EQUITY   099709107      1960       98,800  SH      DEFINED 6, 7, 8   98800
BORDERS GROUP, INC.                   EQUITY   099709107      1973       99,469  SH      DEFINED    1                 99,469
BORG WARNER INC                       EQUITY   099724106      2944       56,350  SH      DEFINED    1                 56,350
BORG WARNER INC                       EQUITY   099724106      3069       58,739  SH      DEFINED 6, 7, 8   58739
BORLAND SOFTWARE CORP                 EQUITY   099849101       459       29,320  SH      DEFINED 6, 7, 8   29320
BORLAND SOFTWARE CORP.                EQUITY   099849101       240       15,357  SH      DEFINED    1                 15,357
BORON LEPORE & ASSOCIATES, INC        EQUITY   10001P102        37        2,708  SH      DEFINED    1                  2,708
BORON LEPORE & ASSOCS INC             EQUITY   10001P102        35        2,541  SH      DEFINED 6, 7, 8    2541
BOSTON BEER INC                       EQUITY   100557107        48        2,812  SH      DEFINED 6, 7, 8    2812
BOSTON BEER, INC. CLASS A             EQUITY   100557107        48        2,812  SH      DEFINED    1                  2,812
BOSTON COMMUNICATIONS GRO             EQUITY   100582105       172       15,124  SH      DEFINED 6, 7, 8   15124
BOSTON COMMUNICATIONS GROUP           EQUITY   100582105        53        4,671  SH      DEFINED    1                  4,671
BOSTON EDISON                         EQUITY   67019E107      2913       64,944  SH      DEFINED    1                 64,944
BOSTON PRIVATE FINANCIAL HOLDI        EQUITY   101119105        83        3,755  SH      DEFINED    1                  3,755
BOSTON PRIVATE FINL HLDGS             EQUITY   101119105        78        3,536  SH      DEFINED 6, 7, 8    3536
BOSTON PROPERTIES INC                 EQUITY   101121101        21          554  SH      DEFINED    1                    554
BOSTON PROPERTIES INC                 EQUITY   101121101       122        3,200  SH      DEFINED 6, 7, 8    3200
BOSTON PROPERTIES INC COM             EQUITY   101121101     33280      875,800  SH      Sole       3     746000              129800
Boston Scientific Corp                EQUITY   101137107       362       15,000  SH      DEFINED    4                 15,000
BOSTON SCIENTIFIC CORP                EQUITY   101137107        30        1,260  SH      DEFINED    5       1260
BOSTON SCIENTIFIC CORP                EQUITY   101137107      4115      170,590  SH      DEFINED 6, 7, 8  170590
BOSTON SCIENTIFIC CORP.               EQUITY   101137107      4417      183,119  SH      DEFINED    1                183,119
BOWATER INC                           EQUITY   102183100      3890       81,550  SH      DEFINED 6, 7, 8   81550
BOWATER, INC.                         EQUITY   102183100      3913       82,035  SH      DEFINED    1                 82,035
BOWNE & CO INC                        EQUITY   103043105       136       10,646  SH      DEFINED 6, 7, 8   10646
BOWNE & CO., INC.                     EQUITY   103043105       143       11,209  SH      DEFINED    1                 11,209
BOYD GAMING CORP                      EQUITY   103304101        62        9,522  SH      DEFINED 6, 7, 8    9522
BOYD GAMING CORP.                     EQUITY   103304101        66       10,184  SH      DEFINED    1                 10,184
BOYDS COLLECTION LTD                  EQUITY   103354106       102       15,113  SH      DEFINED 6, 7, 8   15113
BOYDS COLLECTION, LTD.                EQUITY   103354106       107       15,850  SH      DEFINED    1                 15,850
BOYKIN LODGING CO                     EQUITY   103430104        44        5,527  SH      DEFINED 6, 7, 8    5527
BOYKIN LODGING CO.                    EQUITY   103430104        46        5,727  SH      DEFINED    1                  5,727
BP AMOCO PLC SPON ADR                 EQUITY   055622104       190        4,090  SH      DEFINED    2                   4090
BP AMOCO PLC-ADR                      EQUITY   055622104      2380       51,178  SH      DEFINED    1                 51,178
BP P.L.C.                             EQUITY   055622104      1628       35,000  SH      DEFINED    4                 35,000
BP PLC                                EQUITY   055622104      2380       51,178  SH      DEFINED 6, 7, 8   51178
BRADY CORP                            EQUITY   104674106       195        5,316  SH      DEFINED 6, 7, 8    5316
BRADY CORP.                           EQUITY   104674106       205        5,589  SH      DEFINED    1                  5,589
BRANDYWINE REALTY TRUST               EQUITY   105368203     12094      574,011  SH      DEFINED    1                574,011
BRANDYWINE RLTY TR                    EQUITY   105368203       316       14,978  SH      DEFINED 6, 7, 8   14978






                                      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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BRAUN CONSULTING INC                  EQUITY   105651103         9        2,600  SH      DEFINED 6, 7, 8    2600
BRAUN CONSULTING, INC.                EQUITY   105651103        10        2,787  SH      DEFINED    1                  2,787
BRE PROPERTIES INC                    EQUITY   05564E106       463       14,952  SH      DEFINED 6, 7, 8   14952
BRE PROPERTIES INC CL A               EQUITY   05564E106     13304      429,700  SH      Sole       3     365300               64400
BRE PROPERTIES, INC., CLASS A         EQUITY   05564E106       484       15,639  SH      DEFINED    1                 15,639
BRIGGS & STRATTON CORP                EQUITY   109043109       485       11,366  SH      DEFINED 6, 7, 8   11366
BRIGGS & STRATTON CORP.               EQUITY   109043109       303        7,094  SH      DEFINED    1                  7,094
BRIGHT HORIZON FAMILY COM             EQUITY   109195107     42471    1,517,356  SH      Sole       3    1510056                7300
BRIGHT HORIZON FAMILY SOL             EQUITY   109195107        86        3,076  SH      DEFINED 6, 7, 8    3076
BRIGHT HORIZONS FAM. SOLUTIONS        EQUITY   109195107        91        3,262  SH      DEFINED    1                  3,262
BRIGHTPOINT INC                       EQUITY   109473108        55       17,493  SH      DEFINED 6, 7, 8   17493
BRIGHTPOINT, INC.                     EQUITY   109473108        57       18,006  SH      DEFINED    1                 18,006
BRINKER INTERNATIONAL, INC.           EQUITY   109641100      3578      120,217  SH      DEFINED    1                120,217
BRINKER INTL INC                      EQUITY   109641100      4128      138,700  SH      DEFINED 6, 7, 8  138700
BRIO SOFTWARE INC                     EQUITY   109704106        15        5,300  SH      DEFINED 6, 7, 8    5300
BRIO TECHNOLOGY                       EQUITY   109704106        16        5,474  SH      DEFINED    1                  5,474
BRISTOL MYERS SQUIBB CO               EQUITY   110122108       309        6,050  SH      DEFINED    5       6050
BRISTOL MYERS SQUIBB CO               EQUITY   110122108     49390      968,450  SH      DEFINED 6, 7, 8  968450
BRISTOL MYERS SQUIBB CO               EQUITY   110122108      8516      166,975  SH      DEFINED    2                 166975
BRISTOL MYERS SQUIBB CO.              EQUITY   110122108     65989    1,293,908  SH      DEFINED    1              1,293,908
BRITESMILE INC                        EQUITY   110415106        20        4,083  SH      DEFINED 6, 7, 8    4083
BRITESMILE INC COM                    EQUITY   110415106      1976      395,200  SH      Sole       3     395200
BRITESMILE, INC.                      EQUITY   110415106        22        4,334  SH      DEFINED    1                  4,334
BRITISH AMERICAN TOB PLC ADR ADR      EQUITY   110448107       168        9,908  SH      DEFINED    1                  9,908
BRITISH AMERN TOB PLC                 EQUITY   110448107       168        9,908  SH      DEFINED 6, 7, 8    9908
BROADCOM CORP                         EQUITY   111320107        34          820  SH      DEFINED    5        820
BROADCOM CORP                         EQUITY   111320107      4702      114,730  SH      DEFINED 6, 7, 8  114730
BROADCOM CORP                         EQUITY   111320107     14261      348,000  SH      DEFINED    2                 348000
BROADCOM CORP.                        EQUITY   111320107      5096      124,691  SH      DEFINED    1                124,691
BROADVISION INC                       EQUITY   111412102       478      174,500  SH      DEFINED    2                 174500
BROADVISION INC.                      EQUITY   111412102         6        2,353  SH      DEFINED    1                  2,353
BROADWING COMMUNICATIONS INC          EQUITY   11161P205      6175        9,500  SH      DEFINED    2                   9500
BROADWING INC                         EQUITY   111620100      2524      265,700  SH      DEFINED 6, 7, 8  265700
BROADWING INC.                        EQUITY   111620100      2540      267,366  SH      DEFINED    1                267,366
BROCADE COMMUNICATION                 EQUITY   111621108       358       10,820  SH      DEFINED    1                 10,820
BROCADE COMMUNICATIONS SY             EQUITY   111621108       173        5,220  SH      DEFINED 6, 7, 8    5220
BROCADE COMMUNICATIONS SYS INC        EQUITY   111621108     15134      456,950  SH      DEFINED    2                 456950
BROOKLINE BANCORP INC                 EQUITY   113739106        63        3,816  SH      DEFINED 6, 7, 8    3816
BROOKLINE BANCORP, INC.               EQUITY   113739106        64        3,916  SH      DEFINED    1                  3,916
BROOKS AUTOMATION INC                 EQUITY   11434A100       228        5,617  SH      DEFINED 6, 7, 8    5617
BROOKS AUTOMATION, INC.               EQUITY   11434A100       241        5,920  SH      DEFINED    1                  5,920
BROWN & BROWN INC                     EQUITY   115236101     12246      448,562  SH      DEFINED    1                448,562
BROWN & BROWN INC                     EQUITY   115236101       326       11,948  SH      DEFINED 6, 7, 8   11948
BROWN FORMAN CORP                     EQUITY   115637209        13          210  SH      DEFINED    5        210
BROWN FORMAN CORP                     EQUITY   115637209      1807       28,860  SH      DEFINED 6, 7, 8   28860
BROWN FORMAN CORP                     EQUITY   115637209      4927       78,712  SH      DEFINED    2                  78712
BROWN SHOE COMANY, INC.               EQUITY   115736100        90        5,520  SH      DEFINED    1                  5,520
BROWN SHOE INC NEW                    EQUITY   115736100        86        5,300  SH      DEFINED 6, 7, 8    5300
BROWN TOM INC                         EQUITY   115660201       258        9,542  SH      DEFINED 6, 7, 8    9542
BROWN, TOM INC.                       EQUITY   115660201       270        9,979  SH      DEFINED    1                  9,979






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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BROWN-FORMAN CORP CLASS B             EQUITY   115637209      1925       30,754  SH      DEFINED    1                 30,754
BRUCKER DALTRONICS INC                EQUITY   116795105       226       13,837  SH      DEFINED    1                 13,837
BRUKER DALTONICS INC                  EQUITY   116795105       315       19,263  SH      DEFINED 6, 7, 8   19263
BRUNSWICK CORP                        EQUITY   117043109         6          270  SH      DEFINED    5        270
BRUNSWICK CORP                        EQUITY   117043109       806       37,050  SH      DEFINED 6, 7, 8   37050
BRUNSWICK CORP.                       EQUITY   117043109       867       39,850  SH      DEFINED    1                 39,850
BRUSH ENGINEERED  MATERIALS           EQUITY   117421107        79        5,529  SH      DEFINED    1                  5,529
BRUSH ENGINEERED MATLS IN             EQUITY   117421107        76        5,344  SH      DEFINED 6, 7, 8    5344
BSB BANCORP                           EQUITY   055652101        67        2,824  SH      DEFINED 6, 7, 8    2824
BSB BANCORP, INC.                     EQUITY   055652101        71        2,981  SH      DEFINED    1                  2,981
BSQUARE CORP                          EQUITY   11776U102        18        4,197  SH      DEFINED 6, 7, 8    4197
BSQUARE CORP.                         EQUITY   11776U102        19        4,446  SH      DEFINED    1                  4,446
BT GROUP PLC                          EQUITY   05577E101       106        2,879  SH      DEFINED 6, 7, 8    2879
BT GROUP PLC-SPON ADR                 EQUITY   05577E101       106        2,879  SH      DEFINED    1                  2,879
BUCA INC                              EQUITY   117769109        57        3,541  SH      DEFINED 6, 7, 8    3541
BUCA, INC.                            EQUITY   117769109        63        3,857  SH      DEFINED    1                  3,857
BUCKEYE TECHNOLOGIES INC              EQUITY   118255108        83        7,175  SH      DEFINED    1                  7,175
BUCKEYE TECHNOLOGIES INC              EQUITY   118255108        79        6,913  SH      DEFINED 6, 7, 8    6913
BUCKLE INC                            EQUITY   118440106        45        1,996  SH      DEFINED 6, 7, 8    1996
BUCKLE, INC.                          EQUITY   118440106        47        2,097  SH      DEFINED    1                  2,097
BUILDING MATERIAL HOLDING CORP        EQUITY   120113105        48        4,418  SH      DEFINED    1                  4,418
BUILDING MATLS HLDG CORP              EQUITY   120113105        45        4,160  SH      DEFINED 6, 7, 8    4160
BURLINGTON COAT FACTORY               EQUITY   121579106        96        5,732  SH      DEFINED 6, 7, 8    5732
BURLINGTON COAT FACTORY WHSE          EQUITY   121579106        99        5,913  SH      DEFINED    1                  5,913
BURLINGTON NORTHERN SANTA FE          EQUITY   12189T104      6930      242,905  SH      DEFINED    1                242,905
BURLINGTON NORTHN SANTA F             EQUITY   12189T104        35        1,210  SH      DEFINED    5       1210
BURLINGTON NORTHN SANTA F             EQUITY   12189T104      6670      233,800  SH      DEFINED 6, 7, 8  233800
BURLINGTON RES INC                    EQUITY   122014103        24          630  SH      DEFINED    5        630
BURLINGTON RES INC                    EQUITY   122014103      3189       84,940  SH      DEFINED 6, 7, 8   84940
BURLINGTON RESOURCES, INC.            EQUITY   122014103      3442       91,684  SH      DEFINED    1                 91,684
BURNHAM PAC PPTYS INC                 EQUITY   12232C108        30        7,340  SH      DEFINED 6, 7, 8    7340
BURNHAM PACIFIC PROPERTIES            EQUITY   12232C108        31        7,458  SH      DEFINED    1                  7,458
BUSH INDS INC                         EQUITY   123164105        28        2,611  SH      DEFINED 6, 7, 8    2611
BUSH INDUSTRIES, INC.                 EQUITY   123164105        29        2,711  SH      DEFINED    1                  2,711
BUTLER MANUFACTURING CO.              EQUITY   123655102        46        1,643  SH      DEFINED    1                  1,643
BUTLER MFG CO DEL                     EQUITY   123655102        46        1,643  SH      DEFINED 6, 7, 8    1643
C & D TECHNOLOGIES, INC.              EQUITY   124661109       181        7,929  SH      DEFINED    1                  7,929
C COR NET CORP                        EQUITY   125010108       149       10,246  SH      DEFINED 6, 7, 8   10246
C D I CORP                            EQUITY   125071100        71        3,730  SH      DEFINED 6, 7, 8    3730
C H ROBINSON WORLDWIDE IN             EQUITY   12541W100      2970      102,700  SH      DEFINED 6, 7, 8  102700
C&D TECHNOLOGIES INC                  EQUITY   124661109       173        7,585  SH      DEFINED 6, 7, 8    7585
C. H. ROBINSON WORLDWIDE, INC.        EQUITY   12541W100      2994      103,558  SH      DEFINED    1                103,558
C. R. BARD, INC.                      EQUITY   067383109      1497       23,204  SH      DEFINED    1                 23,204
CABLE & WIRELESS PLC ADR              EQUITY   126830207        11          720  SH      DEFINED    2                    720
CABLE DESIGN TECHNOLOGIES             CORPCOM  126924109       193       14,077  SH      DEFINED 6, 7, 8   14077
CABLE DESIGN TECHNOLOGIES CORP        EQUITY   126924109       202       14,744  SH      DEFINED    1                 14,744
CABLEVISION SYS CORP                  EQUITY   12686C844        10          421  SH      DEFINED    1                    421
CABLEVISION SYS CORP                  EQUITY   12686C109      1312       27,650  SH      DEFINED 6, 7, 8   27650
CABLEVISION SYS CORP                  EQUITY   12686C844       193        7,800  SH      DEFINED 6, 7, 8    7800
CABOT CORP                            EQUITY   127055101      2717       76,100  SH      DEFINED 6, 7, 8   76100






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
CABOT CORP.                           EQUITY   127055101      2738       76,687  SH      DEFINED    1                 76,687
CABOT MICROELECTRONICS CO             EQUITY   12709P103      2322       29,300  SH      DEFINED 6, 7, 8   29300
CABOT MICROELECTRONICS CORP           EQUITY   12709P103      2348       29,630  SH      DEFINED    1                 29,630
CABOT OIL & GAS CORP                  EQUITY   127097103       203        8,459  SH      DEFINED 6, 7, 8    8459
CABOT OIL & GAS CORP., CLASS A        EQUITY   127097103       216        8,963  SH      DEFINED    1                  8,963
CACHEFLOW INC                         EQUITY   126946102        18        6,741  SH      DEFINED    1                  6,741
CACHEFLOW INC                         EQUITY   126946102        17        6,329  SH      DEFINED 6, 7, 8    6329
CACI INTERNATIONAL                    EQUITY   127190304       238        6,034  SH      DEFINED    1                  6,034
CACI INTL INC                         EQUITY   127190304       228        5,764  SH      DEFINED 6, 7, 8    5764
CADBURY SCHWEPPES PLC                 EQUITY   127209302       202        7,858  SH      DEFINED 6, 7, 8    7858
CADBURY SCHWEPPES PLC-ADR             EQUITY   127209302       202        7,858  SH      DEFINED    1                  7,858
CADENCE DESIGN SYS INC COM            EQUITY   127387108      9689      442,000  SH      Sole       3     373900               68100
CADENCE DESIGN SYSTEM INC             EQUITY   127387108      8086      368,900  SH      DEFINED 6, 7, 8  368900
CADENCE DESIGN SYSTEMS, INC.          EQUITY   127387108      7480      341,255  SH      DEFINED    1                341,255
CADIZ INC                             EQUITY   127537108        78        9,724  SH      DEFINED 6, 7, 8    9724
CADIZ INC.                            EQUITY   127537108        82       10,280  SH      DEFINED    1                 10,280
CAKTRONICS INC                        EQUITY   234264109        36        4,202  SH      DEFINED    1                  4,202
CAL DIVE INTERNATIONAL, INC.          EQUITY   127914109       243        9,828  SH      DEFINED    1                  9,828
CAL DIVE INTL INC                     EQUITY   127914109       231        9,351  SH      DEFINED 6, 7, 8    9351
CALGON CARBON CORP                    EQUITY   129603106        89       10,670  SH      DEFINED 6, 7, 8   10670
CALGON CARBON CORP.                   EQUITY   129603106        92       10,993  SH      DEFINED    1                 10,993
CALIFORNIA PIZZA KITCHEN              EQUITY   13054D109       106        4,292  SH      DEFINED 6, 7, 8    4292
CALIFORNIA PIZZA KITCHEN INC          EQUITY   13054D109       114        4,615  SH      DEFINED    1                  4,615
CALIFORNIA WATER SERVICE GROUP        EQUITY   130788102       121        4,694  SH      DEFINED    1                  4,694
CALIFORNIA WTR SVC GROUP              EQUITY   130788102       116        4,524  SH      DEFINED 6, 7, 8    4524
CALIPER TECHNOLOGIES CORP             EQUITY   130876105       102        6,506  SH      DEFINED    1                  6,506
CALIPER TECHNOLOGIES CORP             EQUITY   130876105        96        6,120  SH      DEFINED 6, 7, 8    6120
CALLAWAY GOLF CO                      EQUITY   131193104      1812       94,600  SH      DEFINED 6, 7, 8   94600
CALLAWAY GOLF CO.                     EQUITY   131193104      1826       95,349  SH      DEFINED    1                 95,349
CALLON PETE CO DEL                    EQUITY   13123X102        23        3,421  SH      DEFINED 6, 7, 8    3421
CALLON PETROLEUM CO.                  EQUITY   13123X102        26        3,809  SH      DEFINED    1                  3,809
CALPINE CORP                          EQUITY   131347106        16          950  SH      DEFINED    5        950
CALPINE CORP                          EQUITY   131347106      2168      129,140  SH      DEFINED 6, 7, 8  129140
CALPINE CORP.                         EQUITY   131347106     16304      971,055  SH      DEFINED    1                971,055
CAMBREX CORP                          EQUITY   132011107       288        6,610  SH      DEFINED 6, 7, 8    6610
CAMBREX CORP.                         EQUITY   132011107       300        6,887  SH      DEFINED    1                  6,887
CAMDEN POPERTY TRUST                  EQUITY   133131102       443       12,072  SH      DEFINED    1                 12,072
CAMDEN PPTY TR                        EQUITY   133131102       423       11,514  SH      DEFINED 6, 7, 8   11514
CAMDEN PPTY TR SH BEN INT             EQUITY   133131102     22446      611,600  SH      Sole       3     535100               76500
CAMINUS CORP                          EQUITY   133766105        63        2,757  SH      DEFINED 6, 7, 8    2757
CAMINUS CORP COM                      EQUITY   133766105     10564      459,300  SH      Sole       3     459300
CAMINUS CORP.                         EQUITY   133766105        66        2,873  SH      DEFINED    1                  2,873
CAMPBELL SOUP CO                      EQUITY   134429109        38        1,280  SH      DEFINED    5       1280
CAMPBELL SOUP CO                      EQUITY   134429109      6859      229,630  SH      DEFINED 6, 7, 8  229630
CAMPBELL SOUP CO.                     EQUITY   134429109      7153      239,464  SH      DEFINED    1                239,464
CANADIAN NATL RY CO                   EQUITY   136375102       927       19,200  SH      DEFINED 6, 7, 8   19200
CANON INC                             EQUITY   138006309       351       10,000  SH      DEFINED 6, 7, 8   10000
CANON INC - ADR                       EQUITY   138006309       351       10,000  SH      DEFINED    1                 10,000
CAPITAL AUTOMOTIVE REIT               EQUITY   139733109       125        6,281  SH      DEFINED    1                  6,281
CAPITAL AUTOMOTIVE REIT               EQUITY   139733109       118        5,954  SH      DEFINED 6, 7, 8    5954






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
CAPITAL CITY BANK GROUP, INC.         EQUITY   139674105        55        2,290  SH      DEFINED    1                  2,290
CAPITAL CITY BK GROUP INC             EQUITY   139674105        52        2,132  SH      DEFINED 6, 7, 8    2132
CAPITAL ONE FINANCIAL CORP.           EQUITY   14040H105     20416      378,425  SH      DEFINED    1                378,425
CAPITAL ONE FINL CORP                 EQUITY   14040H105        36          670  SH      DEFINED    5        670
CAPITAL ONE FINL CORP                 EQUITY   14040H105      4902       90,870  SH      DEFINED 6, 7, 8   90870
CAPITAL ONE FINL CORP COM             EQUITY   14040H105     13415      248,660  SH      Sole       3     213000               35660
CAPITOL FED FINL                      EQUITY   14057C106       190        9,100  SH      DEFINED 6, 7, 8    9100
CAPITOL FEDERAL FINANCIAL             EQUITY   14057C106       197        9,447  SH      DEFINED    1                  9,447
CAPITOL TRANSAMERICA CORP             EQUITY   140640103        48        2,937  SH      DEFINED 6, 7, 8    2937
CAPITOL TRANSAMERICA CORP.            EQUITY   140640103        48        2,937  SH      DEFINED    1                  2,937
CAPSTEAD MORTGAGE CORP.               EQUITY   14067E506        70        2,997  SH      DEFINED    1                  2,997
CAPSTEAD MTG CORP                     EQUITY   14067E506        66        2,812  SH      DEFINED 6, 7, 8    2812
CAPSTONE TURBINE COR                  EQUITY   14067D102         3          603  SH      DEFINED    1                    603
CAPSTONE TURBINE CORP                 EQUITY   14067D102       115       21,320  SH      DEFINED 6, 7, 8   21320
CARAUSTAR INDS INC                    EQUITY   140909102        58        8,331  SH      DEFINED 6, 7, 8    8331
CARAUSTAR INDUSTRIES, INC.            EQUITY   140909102        61        8,784  SH      DEFINED    1                  8,784
CARBO CERAMICS INC                    EQUITY   140781105        85        2,160  SH      DEFINED    1                  2,160
CARBO CERAMICS INC                    EQUITY   140781105        80        2,050  SH      DEFINED 6, 7, 8    2050
CARDINAL HEALTH INC                   EQUITY   14149Y108     13110      202,757  SH      DEFINED    1                202,757
CARDINAL HEALTH INC                   EQUITY   14149Y108        91        1,410  SH      DEFINED    5       1410
CARDINAL HEALTH INC                   EQUITY   14149Y108     12327      190,650  SH      DEFINED 6, 7, 8  190650
CARDIODYNAMICS INTERNATIONAL          EQUITY   141597104        57        8,682  SH      DEFINED    1                  8,682
CARDIODYNAMICS INTL CORP              EQUITY   141597104        55        8,355  SH      DEFINED 6, 7, 8    8355
CARECENTRIC INC.                      EQUITY   14166Y106                    650  SH      DEFINED    1                    650
CAREER ED CORP                        EQUITY   141665109      4460      130,100  SH      DEFINED    2                 130100
CAREER EDUCATION CORP                 EQUITY   141665109       431       12,578  SH      DEFINED    1                 12,578
CAREER EDUCATION CORP                 EQUITY   141665109       409       11,932  SH      DEFINED 6, 7, 8   11932
CAREMARK RX INC                       EQUITY   141705103      6704      411,053  SH      DEFINED    1                411,053
CAREMARK RX INC                       EQUITY   141705103      2950      180,900  SH      DEFINED    2                 180900
CARLISLE COS INC                      EQUITY   142339100      1712       46,290  SH      DEFINED 6, 7, 8   46290
CARLISLE COS INC.                     EQUITY   142339100      1726       46,686  SH      DEFINED    1                 46,686
CARNIVAL CORP                         EQUITY   143658102        51        1,830  SH      DEFINED    5       1830
CARNIVAL CORP                         EQUITY   143658102      8687      309,360  SH      DEFINED 6, 7, 8  309360
CARNIVAL CORP. CLASS A                EQUITY   143658102      9074      323,161  SH      DEFINED    1                323,161
CARPENTER TECHNOLOGY CORP             EQUITY   144285103       885       33,237  SH      DEFINED 6, 7, 8   33237
CARPENTER TECHNOLOGY CORP.            EQUITY   144285103       892       33,516  SH      DEFINED    1                 33,516
CARRAMERICA REALTY C                  EQUITY   144418100        15          484  SH      DEFINED    1                    484
CARRAMERICA REALTY CORPORATION        EQUITY   144418100     20068      666,700  SH      Sole       3     568700               98000
CARREKER CORP                         EQUITY   144433109        30        5,073  SH      DEFINED    1                  5,073
CARREKER CORP                         EQUITY   144433109        29        4,842  SH      DEFINED 6, 7, 8    4842
CARRIER ACCESS CORP                   EQUITY   144460102         9        3,066  SH      DEFINED 6, 7, 8    3066
CARRIER ACCESS CORP.                  EQUITY   144460102         9        3,167  SH      DEFINED    1                  3,167
CASCADE NAT GAS CORP                  EQUITY   147339105        78        3,552  SH      DEFINED 6, 7, 8    3552
CASCADE NAT GAS CORP COM              EQUITY   147339105        82        3,711  SH      DEFINED    1                  3,711
CASELLA WASTE SYS INC                 EQUITY   147448104        85        5,757  SH      DEFINED 6, 7, 8    5757
CASELLA WASTE SYSTEMS, INC.           EQUITY   147448104        89        6,039  SH      DEFINED    1                  6,039
CASEYS GEN STORES INC                 EQUITY   147528103       189       12,704  SH      DEFINED 6, 7, 8   12704
CASEYS GENERAL STORES, INC.           EQUITY   147528103       198       13,268  SH      DEFINED    1                 13,268
CASH AMER INTL INC                    EQUITY   14754D100        61        7,147  SH      DEFINED 6, 7, 8    7147
CASH AMERICA INTERNATIONAL            EQUITY   14754D100        63        7,389  SH      DEFINED    1                  7,389






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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CASTLE A M & CO                       EQUITY   148411101        17        2,063  SH      DEFINED 6, 7, 8    2063
CASTLE A. M.  & CO.                   EQUITY   148411101        17        2,063  SH      DEFINED    1                  2,063
CATALINA MARKETING CORP               EQUITY   148867104      2596       74,805  SH      DEFINED 6, 7, 8   74805
CATALINA MARKETING CORP.              EQUITY   148867104      2340       67,423  SH      DEFINED    1                 67,423
CATALYTICA ENERGY SYS INC             EQUITY   148884109        24        5,222  SH      DEFINED 6, 7, 8    5222
CATALYTICA ENERGY SYSTEMS             EQUITY   148884109        25        5,428  SH      DEFINED    1                  5,428
CATAPULT COMM CORP                    EQUITY   149016107        35        1,340  SH      DEFINED    1                  1,340
CATAPULT COMMUNICATIONS C             EQUITY   149016107        35        1,340  SH      DEFINED 6, 7, 8    1340
CATELLUS DEVELOPMENT                  EQUITY   149111106        14          748  SH      DEFINED    1                    748
CATELLUS DEVELOPMENT CORP             EQUITY   149111106      7908      429,800  SH      Sole       3     360700               69100
Caterpillar                           EQUITY   149123101       784       15,000  SH      DEFINED    4                 15,000
CATERPILLAR INC                       EQUITY   149123101      5917      113,237  SH      DEFINED    2                 113237
CATERPILLAR INC DEL                   EQUITY   149123101        56        1,070  SH      DEFINED    5       1070
CATERPILLAR INC DEL                   EQUITY   149123101      7582      145,110  SH      DEFINED 6, 7, 8  145110
CATERPILLAR, INC.                     EQUITY   149123101      8004      153,186  SH      DEFINED    1                153,186
CATHAY BANCORP INC                    EQUITY   149150104       156        2,434  SH      DEFINED 6, 7, 8    2434
CATHAY BANCORP INC.                   EQUITY   149150104       164        2,555  SH      DEFINED    1                  2,555
CATO CORP NEW                         EQUITY   149205106        77        4,050  SH      DEFINED 6, 7, 8    4050
CATO CORP. CLASS A                    EQUITY   149205106        81        4,284  SH      DEFINED    1                  4,284
CBL & ASSOC PPTYS INC                 EQUITY   124830100       516       16,388  SH      DEFINED 6, 7, 8   16388
CBL & ASSOC PPTYS INC COM             EQUITY   124830100     15665      497,300  SH      Sole       3     422800               74500
CBL & ASSOCIATES PROPERTIES           EQUITY   124830100       216        6,857  SH      DEFINED    1                  6,857
CBRL GROUP INC                        EQUITY   12489V106      2490       84,594  SH      DEFINED 6, 7, 8   84594
CBRL GROUP, INC.                      EQUITY   12489V106      2514       85,395  SH      DEFINED    1                 85,395
CCBT FINANCIAL COMPANIES INC          EQUITY   12500Q102        63        2,659  SH      DEFINED    1                  2,659
CCBT FINL COS INC                     EQUITY   12500Q102        60        2,534  SH      DEFINED 6, 7, 8    2534
CCC INFORMATION SERVICES              EQUITY   12487Q109       761      123,062  SH      DEFINED    1                123,062
CCC INFORMATION SVCS GROU             EQUITY   12487Q109        18        2,862  SH      DEFINED 6, 7, 8    2862
C-COR ELECTRONICS, INC.               EQUITY   125010108       156       10,704  SH      DEFINED    1                 10,704
CDI CORP.                             EQUITY   125071100        73        3,839  SH      DEFINED    1                  3,839
CDW COMPUTER CENTERS, INC.            EQUITY   125129106      5902      109,882  SH      DEFINED    1                109,882
CDW COMPUTER CTRS INC                 EQUITY   125129106      5870      109,290  SH      DEFINED 6, 7, 8  109290
CEC ENTERTAINMENT, INC.               EQUITY   125137109       365        8,408  SH      DEFINED    1                  8,408
CEC ENTMT INC                         EQUITY   125137109       492       11,333  SH      DEFINED 6, 7, 8   11333
CELERA GENOMICS GROU                  EQUITY   038020202        14          510  SH      DEFINED    1                    510
CELERITEK INC                         EQUITY   150926103        49        3,650  SH      DEFINED 6, 7, 8    3650
CELERITEK, INC.                       EQUITY   150926103        52        3,853  SH      DEFINED    1                  3,853
CELGENE CORP                          EQUITY   151020104        34        1,070  SH      DEFINED    1                  1,070
CELGENE CORP                          EQUITY   151020104      8816      276,200  SH      DEFINED    2                 276200
CELL GENESYS INC                      EQUITY   150921104       258       11,098  SH      DEFINED 6, 7, 8   11098
CELL GENESYS, INC.                    EQUITY   150921104       268       11,542  SH      DEFINED    1                 11,542
CELL PATHWAYS INC NEW                 EQUITY   15114R101        54        7,766  SH      DEFINED 6, 7, 8    7766
CELL PATHWAYS, INC                    EQUITY   15114R101        56        7,983  SH      DEFINED    1                  7,983
CELL THERAPEUTICS INC                 EQUITY   150934107       234        9,681  SH      DEFINED 6, 7, 8    9681
CELL THERAPEUTICS INC                 EQUITY   150934107      3621      150,000  SH      DEFINED    2                 150000
CELL THERAPEUTICS, INC.               EQUITY   150934107       246       10,187  SH      DEFINED    1                 10,187
CENDANT CORP                          EQUITY   151313103        60        3,070  SH      DEFINED    5       3070
CENDANT CORP                          EQUITY   151313103      9846      502,090  SH      DEFINED 6, 7, 8  502090
CENDANT CORP                          EQUITY   151313103      7065      360,300  SH      DEFINED    2                 360300
CENDANT CORP.                         EQUITY   151313103     10299      525,193  SH      DEFINED    1                525,193






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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CENTENE CORP DEL                      EQUITY   15135B101      3732      170,000  SH      DEFINED    2                 170000
CENTENE CORP.                         EQUITY   15135B101      1912       87,100  SH      Sole       3      87100
CENTENNIAL BANCORP                    EQUITY   15133T104        48        6,472  SH      DEFINED    1                  6,472
CENTENNIAL BANCORP                    EQUITY   15133T104        45        6,089  SH      DEFINED 6, 7, 8    6089
CENTENNIAL CELLULAR CORP.             EQUITY   15133V208        26        2,528  SH      DEFINED    1                  2,528
CENTENNIAL COMMUNCTNS COR             EQUITY   15133V208        24        2,341  SH      DEFINED 6, 7, 8    2341
CENTERPOINT PPTYS TR                  EQUITY   151895109       323        6,490  SH      DEFINED 6, 7, 8    6490
CENTERPOINT PPTYS TRUST               EQUITY   151895109      7475      150,100  SH      Sole       3     128000               22100
CENTERPOINT PROPERTIES CORP.          EQUITY   151895109       339        6,814  SH      DEFINED    1                  6,814
CENTEX CONSTRUCTION PRODU             EQUITY   15231R109        67        2,101  SH      DEFINED 6, 7, 8    2101
CENTEX CONSTRUCTION PRODUCTION        EQUITY   15231R109        71        2,215  SH      DEFINED    1                  2,215
CENTEX CORP                           EQUITY   152312104        11          190  SH      DEFINED    5        190
CENTEX CORP                           EQUITY   152312104      2209       38,690  SH      DEFINED 6, 7, 8   38690
CENTEX CORP COM                       EQUITY   152312104     46032      806,300  SH      Sole       3     771400               34900
CENTEX CORP.                          EQUITY   152312104      2317       40,593  SH      DEFINED    1                 40,593
CENTILLIUM COMMUNICATIONS             EQUITY   152319109        60        7,661  SH      DEFINED    1                  7,661
CENTILLIUM COMMUNICATIONS             EQUITY   152319109       159       20,196  SH      DEFINED 6, 7, 8   20196
CENTRA SOFTWARE INC                   EQUITY   15234X103        52        6,461  SH      DEFINED    1                  6,461
CENTRA SOFTWARE INC                   EQUITY   15234X103        49        6,171  SH      DEFINED 6, 7, 8    6171
CENTRAL COAST BANCORP                 EQUITY   153145107        37        1,669  SH      DEFINED    1                  1,669
CENTRAL COAST BANCORP                 EQUITY   153145107        37        1,669  SH      DEFINED 6, 7, 8    1669
CENTRAL PARKING CORP.                 EQUITY   154785109       111        5,661  SH      DEFINED    1                  5,661
CENTRAL PKG CORP                      EQUITY   154785109       107        5,447  SH      DEFINED 6, 7, 8    5447
CENTRAL VT PUB SVC CORP               EQUITY   155771108        62        3,709  SH      DEFINED 6, 7, 8    3709
CENTRAL VT PUB SVC CORP COM           EQUITY   155771108        66        3,977  SH      DEFINED    1                  3,977
CENTURY ALUM CO                       EQUITY   156431108        49        3,647  SH      DEFINED 6, 7, 8    3647
CENTURY ALUMINUM CO.                  EQUITY   156431108        53        3,956  SH      DEFINED    1                  3,956
CENTURY BUSINESS SERVICES             EQUITY   156490104        60       26,080  SH      DEFINED    1                 26,080
CENTURY BUSINESS SVCS INC             EQUITY   156490104        57       24,969  SH      DEFINED 6, 7, 8   24969
CENTURYTEL INC                        EQUITY   156700106        14          440  SH      DEFINED    5        440
CENTURYTEL INC                        EQUITY   156700106      1957       59,660  SH      DEFINED 6, 7, 8   59660
CENTURYTEL, INC.                      EQUITY   156700106      2103       64,120  SH      DEFINED    1                 64,120
CEPHALON INC                          EQUITY   156708109       123        1,621  SH      DEFINED    1                  1,621
CEPHALON INC                          EQUITY   156708109        79        1,040  SH      DEFINED 6, 7, 8    1040
CEPHALON INC                          EQUITY   156708109     23258      307,700  SH      DEFINED    2                 307700
CERIDIAN CORP                         EQUITY   156779100      3872      206,532  SH      DEFINED    1                206,532
CERIDIAN CORP NEW                     EQUITY   156779100      3853      205,470  SH      DEFINED 6, 7, 8  205470
CERNER CORP                           EQUITY   156782104        17          349  SH      DEFINED    1                    349
CERNER CORP                           EQUITY   156782104      3500      701,100  SH      DEFINED    2                 701100
CERTEGY INC                           EQUITY   156880106      2887       84,376  SH      DEFINED    1                 84,376
CERTEGY INC                           EQUITY   156880106      2857       83,500  SH      DEFINED 6, 7, 8   83500
CERTEGY INC COM                       EQUITY   156880106     55460    1,620,703  SH      Sole       3    1565863               54840
CERUS CORP                            EQUITY   157085101       150        3,271  SH      DEFINED 6, 7, 8    3271
CERUS CORP.                           EQUITY   157085101       158        3,463  SH      DEFINED    1                  3,463
CFS BANCORP INC                       EQUITY   12525D102        74        5,172  SH      DEFINED 6, 7, 8    5172
CFS BANCORP, INC.                     EQUITY   12525D102        79        5,511  SH      DEFINED    1                  5,511
CH ENERGY GROUP INC                   EQUITY   12541M102       232        5,340  SH      DEFINED 6, 7, 8    5340
CH ENERGY GROUP INC.                  EQUITY   12541M102       242        5,564  SH      DEFINED    1                  5,564
CHAMPION ENTERPRISES INC              EQUITY   158496109       190       15,414  SH      DEFINED 6, 7, 8   15414
CHAMPION ENTERPRISES INC              EQUITY   158496109       648       52,600  SH      DEFINED    2                  52600






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
CHAMPION ENTERPRISES, INC.            EQUITY   158496109       197       16,028  SH      DEFINED    1                 16,028
Champion International                CORPBOND 158525AV7      4724    5,000,000  PRN     DEFINED    4              5,000,000
CHAMPIONSHIP AUTO RACING              EQUITY   158711101        64        3,964  SH      DEFINED 6, 7, 8    3964
CHAMPIONSHIP AUTO RACING TEAMS        EQUITY   158711101        68        4,207  SH      DEFINED    1                  4,207
CHARLES RIV LABORATORIES INTL         EQUITY   159864107      6097      182,100  SH      DEFINED    2                 182100
CHARLES RIV LABS INTL INC             EQUITY   159864107       884       26,402  SH      DEFINED 6, 7, 8   26402
CHARLES RIVER LABORATORIES            EQUITY   159864107       424       12,670  SH      DEFINED    1                 12,670
CHARLES SCHWAB CORP.                  EQUITY   808513105      9447      610,673  SH      DEFINED    1                610,673
CHARLOTTE RUSSE HLDG INC              EQUITY   161048103       111        5,962  SH      DEFINED 6, 7, 8    5962
CHARLOTTE RUSSE HOLDING INC           EQUITY   161048103       115        6,178  SH      DEFINED    1                  6,178
CHARMING SHOPPES INC                  EQUITY   161133103       166       31,182  SH      DEFINED 6, 7, 8   31182
CHARMING SHOPPES, INC.                EQUITY   161133103       172       32,451  SH      DEFINED    1                 32,451
CHARTER COMMUNICATIONS IN             EQUITY   16117M107       113        6,850  SH      DEFINED 6, 7, 8    6850
CHARTER COMMUNICATIONS INC CLASS A    EQUITY   16117M107       128        7,795  SH      DEFINED    1                  7,795
CHARTER COMMUNICATIONS INC DEL        EQUITY   16117M107      2506      152,500  SH      DEFINED    2                 152500
CHARTER MUN MTG ACCEP CO              EQUITY   160908109       162        9,988  SH      DEFINED 6, 7, 8    9988
CHARTER MUNICIPAL MORTGAGE ACC        EQUITY   160908109       170       10,478  SH      DEFINED    1                 10,478
CHARTER ONE FINANCIAL INC.            EQUITY   160903100      2772      102,110  SH      DEFINED    1                102,110
CHARTER ONE FIN'L                     EQUITY   160903100     39546    1,456,573  SH      Sole       3    1357174               99399
CHARTER ONE FINL INC                  EQUITY   160903100        19          700  SH      DEFINED    5        700
CHARTER ONE FINL INC                  EQUITY   160903100      2581       95,071  SH      DEFINED 6, 7, 8   95071
CHATEAU CMNTYS INC                    EQUITY   161726104       184        6,168  SH      DEFINED 6, 7, 8    6168
CHATEAU COMMUNITIES INC COM           EQUITY   161726104      3785      126,600  SH      Sole       3     126600
CHATEAU COMMUNITIES, INC.             EQUITY   161726104       193        6,459  SH      DEFINED    1                  6,459
CHECK POINT SOFTWARE                  EQUITY   M22465104     12900      323,400  SH      DEFINED    2                 323400
CHECK POINT SOFTWARE ORD              EQUITY   M22465104     12238      306,800  SH      Sole       3     264200               42600
CHECK POINT SOFTWARE TECH             EQUITY   M22465104       476       11,945  SH      DEFINED    1                 11,945
CHECK POINT SOFTWARE TECH             EQUITY   M22465104       213        5,330  SH      DEFINED 6, 7, 8    5330
CHECKFREE CORP COM                    EQUITY   162813109     13922      773,444  SH      Sole       3     758044               15400
CHECKFREE CORP NEW                    EQUITY   162813109      1688       93,800  SH      DEFINED 6, 7, 8   93800
CHECKFREE HOLDINGS CORP.              EQUITY   162813109      1701       94,508  SH      DEFINED    1                 94,508
CHECKPOINT SYS INC                    EQUITY   162825103       126        9,409  SH      DEFINED 6, 7, 8    9409
CHECKPOINT SYSTEMS, INC.              EQUITY   162825103       132        9,827  SH      DEFINED    1                  9,827
CHEESECAKE FACTORY                    EQUITY   163072101       398       11,435  SH      DEFINED    1                 11,435
CHEESECAKE FACTORY INC                EQUITY   163072101       380       10,919  SH      DEFINED 6, 7, 8   10919
CHEESECAKE FACTORY INC COM            EQUITY   163072101     29530      849,283  SH      Sole       3     834034               15249
CHELSEA PPTY GROUP INC                EQUITY   163421100       203        4,126  SH      DEFINED 6, 7, 8    4126
CHELSEA PPTY GROUP INC COM            EQUITY   163421100      4345       88,500  SH      Sole       3      75700               12800
CHELSEA PROPERTY GROUP INC.           EQUITY   163421100       214        4,356  SH      DEFINED    1                  4,356
CHEMED CORP                           EQUITY   163596109        96        2,840  SH      DEFINED 6, 7, 8    2840
CHEMED CORP.                          EQUITY   163596109       100        2,948  SH      DEFINED    1                  2,948
CHEMFIRST INC                         EQUITY   16361A106        83        3,480  SH      DEFINED 6, 7, 8    3480
CHEMFIRST, INC.                       EQUITY   16361A106        87        3,639  SH      DEFINED    1                  3,639
CHEMICAL FINANCIAL CORP.              EQUITY   163731102       227        7,518  SH      DEFINED    1                  7,518
CHEMICAL FINL CORP                    EQUITY   163731102       218        7,230  SH      DEFINED 6, 7, 8    7230
CHESAPEAKE CORP                       EQUITY   165159104       135        4,866  SH      DEFINED 6, 7, 8    4866
CHESAPEAKE CORP.                      EQUITY   165159104       143        5,127  SH      DEFINED    1                  5,127
CHESAPEAKE ENERGY CORP                EQUITY   165167107       417       63,133  SH      DEFINED 6, 7, 8   63133
CHESAPEAKE ENERGY CORP.               EQUITY   165167107       280       42,315  SH      DEFINED    1                 42,315
CHEVRONTEXACO CORP                    EQUITY   166764100     42673      476,203  SH      DEFINED    1                476,203






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
ChevronTexaco Corp                    EQUITY   166764100      2549       28,450  SH      DEFINED    4                 28,450
CHEVRONTEXACO CORP                    EQUITY   166764100       298        3,331  SH      DEFINED    5       3331
CHEVRONTEXACO CORP                    EQUITY   166764100     40422      451,091  SH      DEFINED 6, 7, 8  451091
CHEVRONTEXACO CORP                    EQUITY   166764100     23030      257,000  SH      DEFINED    2                 257000
CHEVRONTEXACO CORPORATION             EQUITY   166764100       178        1,987  SH      DEFINED    2                   1987
CHICOS FAS INC                        EQUITY   168615102       253        6,373  SH      DEFINED 6, 7, 8    6373
CHICOS'S FAS INC.                     EQUITY   168615102       266        6,701  SH      DEFINED    1                  6,701
CHILDRENS PL RETAIL STORE             EQUITY   168905107        83        3,051  SH      DEFINED 6, 7, 8    3051
CHILDREN'S PLACE, INC.                EQUITY   168905107        89        3,270  SH      DEFINED    1                  3,270
CHILES OFFSHORE INC                   EQUITY   16888M104        53        2,651  SH      DEFINED    1                  2,651
CHILES OFFSHORE INC                   EQUITY   16888M104        49        2,449  SH      DEFINED 6, 7, 8    2449
CHINA MOBILE HK LTD - SPON ADR        EQUITY   16941M109      2028      116,000  SH      DEFINED    1                116,000
CHIPPAC INC                           EQUITY   169657103        73        9,860  SH      DEFINED    1                  9,860
CHIPPAC INC                           EQUITY   169657103        68        9,197  SH      DEFINED 6, 7, 8    9197
CHIRON CORP                           EQUITY   170040109        26          590  SH      DEFINED    5        590
CHIRON CORP                           EQUITY   170040109      3768       85,940  SH      DEFINED 6, 7, 8   85940
CHIRON CORP.                          EQUITY   170040109      4015       91,594  SH      DEFINED    1                 91,594
CHITTENDEN CORP                       EQUITY   170228100       253        9,172  SH      DEFINED 6, 7, 8    9172
CHITTENDEN CORP.                      EQUITY   170228100       264        9,563  SH      DEFINED    1                  9,563
CHOICE HOTELS INTL INC                EQUITY   169905106       228       10,289  SH      DEFINED 6, 7, 8   10289
CHOICE HOTELS INTL INC.               EQUITY   169905106       238       10,734  SH      DEFINED    1                 10,734
CHOICE ONE COMMUNICATION              EQUITY   17038P104        11        3,167  SH      DEFINED 6, 7, 8    3167
CHOICE ONE COMMUNICATIONS INC.        EQUITY   17038P104        11        3,258  SH      DEFINED    1                  3,258
CHOICEPOINT INC                       EQUITY   170388102      3868       76,300  SH      DEFINED 6, 7, 8   76300
CHOICEPOINT INC COM                   EQUITY   170388102     18262      360,275  SH      Sole       3     354175                6100
CHOICEPOINT INC.                      EQUITY   170388102      3908       77,103  SH      DEFINED    1                 77,103
CHOLESTECH CORP                       EQUITY   170393102      7331      476,000  SH      DEFINED    2                 476000
CHORDIANT SOFTWARE INC                EQUITY   170404107        68        8,584  SH      DEFINED    1                  8,584
CHORDIANT SOFTWARE INC                EQUITY   170404107        65        8,265  SH      DEFINED 6, 7, 8    8265
CHRISTOPHER & BANKS CORP              EQUITY   171046105       216        6,320  SH      DEFINED 6, 7, 8    6320
CHRISTOPHER & BANKS CORPORATIO        EQUITY   171046105       229        6,698  SH      DEFINED    1                  6,698
CHRYSLER CORP                         CORPBOND 171196AP3      4776    5,000,000  PRN     DEFINED    2                5000000
CHUBB CORP                            EQUITY   171232101        37          530  SH      DEFINED    5        530
CHUBB CORP                            EQUITY   171232101      7317      106,041  SH      DEFINED 6, 7, 8  106041
CHUBB CORP.                           EQUITY   171232101      9119      132,153  SH      DEFINED    1                132,153
CHURCH & DWIGHT CO., INC.             EQUITY   171340102      1572       59,033  SH      DEFINED    1                 59,033
CHURCH & DWIGHT INC                   EQUITY   171340102      1560       58,572  SH      DEFINED 6, 7, 8   58572
CHURCHILL DOWNS INC                   EQUITY   171484108        32          873  SH      DEFINED 6, 7, 8     873
CHURCHILL DOWNS, INC.                 EQUITY   171484108        35          959  SH      DEFINED    1                    959
CIA PARANAENSE ENER-SP ADR            EQUITY   20441B407       384       48,900  SH      DEFINED    1                 48,900
CIA TELECOM CHILE-SPONS ADR           EQUITY   204449300       762       56,600  SH      DEFINED    1                 56,600
CIA VALE DO RIO DOCE - SP ADR         EQUITY   204412100       283       12,000  SH      DEFINED    1                 12,000
CIBER INC                             EQUITY   17163B102       146       15,418  SH      DEFINED 6, 7, 8   15418
CIBER, INC.                           EQUITY   17163B102       153       16,147  SH      DEFINED    1                 16,147
CIENA CORP                            EQUITY   171779101        15        1,020  SH      DEFINED    5       1020
CIENA CORP                            EQUITY   171779101      2104      147,060  SH      DEFINED 6, 7, 8  147060
CIENA CORP.                           EQUITY   171779101      2214      154,751  SH      DEFINED    1                154,751
CIGNA CORP                            EQUITY   125509109        42          450  SH      DEFINED    5        450
CIGNA CORP                            EQUITY   125509109     12707      137,152  SH      DEFINED 6, 7, 8  137152
CIGNA CORP.                           EQUITY   125509109     11521      124,354  SH      DEFINED    1                124,354






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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CIMA LABS                             EQUITY   171796105       160        4,429  SH      DEFINED    1                  4,429
CIMA LABS INC                         EQUITY   171796105       153        4,224  SH      DEFINED 6, 7, 8    4224
CINCINNATI FINANCIAL CORP.            EQUITY   172062101      2791       73,167  SH      DEFINED    1                 73,167
CINCINNATI FINL CORP                  EQUITY   172062101        19          510  SH      DEFINED    5        510
CINCINNATI FINL CORP                  EQUITY   172062101      2604       68,260  SH      DEFINED 6, 7, 8   68260
CINERGY CORP                          EQUITY   172474108        17          500  SH      DEFINED    5        500
CINERGY CORP                          EQUITY   172474108      2247       67,230  SH      DEFINED 6, 7, 8   67230
CINERGY CORP.                         EQUITY   172474108      2416       72,262  SH      DEFINED    1                 72,262
CINTAS CORP                           EQUITY   172908105        26          530  SH      DEFINED    5        530
CINTAS CORP                           EQUITY   172908105      3692       76,300  SH      DEFINED 6, 7, 8   76300
CINTAS CORP.                          EQUITY   172908105      3934       81,956  SH      DEFINED    1                 81,956
CIPHERGEN BIOSYSTEMS INC              EQUITY   17252Y104        38        4,734  SH      DEFINED    1                  4,734
CIPHERGEN BIOSYSTEMS INC              EQUITY   17252Y104        38        4,734  SH      DEFINED 6, 7, 8    4734
CIRCOR INTERNATIONAL, INC.            EQUITY   17273K109        54        2,923  SH      DEFINED    1                  2,923
CIRCOR INTL INC                       EQUITY   17273K109        51        2,756  SH      DEFINED 6, 7, 8    2756
CIRCUIT CITY STORE INC                EQUITY   172737108        17          650  SH      DEFINED    5        650
CIRCUIT CITY STORE INC                EQUITY   172737306       265       11,662  SH      DEFINED 6, 7, 8   11662
CIRCUIT CITY STORE INC                EQUITY   172737108      2286       88,110  SH      DEFINED 6, 7, 8   88110
CIRCUIT CITY STORES, INC.             EQUITY   172737108      2453       94,535  SH      DEFINED    1                 94,535
CIRCUIT CITY STORES, INC. CARMAX      EQUITY   172737306       276       12,140  SH      DEFINED    1                 12,140
CIRRUS LOGIC INC                      EQUITY   172755100      2145      162,250  SH      DEFINED 6, 7, 8  162250
CIRRUS LOGIC, INC.                    EQUITY   172755100      2155      163,037  SH      DEFINED    1                163,037
CISCO SYS INC                         EQUITY   17275R102        60        3,290  SH      DEFINED    2                   3290
CISCO SYS INC                         EQUITY   17275R102       415       22,920  SH      DEFINED    5      22920
CISCO SYS INC                         EQUITY   17275R102     63138    3,486,370  SH      DEFINED 6, 7, 8 3486370
CISCO SYS INC                         EQUITY   17275R102     24424    1,348,668  SH      DEFINED    2                1348668
Cisco Systems                         EQUITY   17275R102      1168       64,500  SH      DEFINED    4                 64,500
CISCO SYSTEMS, INC.                   EQUITY   17275R102     85473    4,719,663  SH      DEFINED    1              4,719,663
CIT Capital Trust I                   CORPBOND 125563AC0      4960    5,000,000  PRN     DEFINED    4              5,000,000
CITIGOUP INC                          EQUITY   172967101    185891    3,682,468  SH      DEFINED    1              3,682,468
CITIGROUP INC                         EQUITY   1726967101     1202       23,807  SH      DEFINED    2                  23807
CITIGROUP INC                         EQUITY   172967101       812       16,080  SH      DEFINED    5      16080
CITIGROUP INC                         EQUITY   172967101    126767    2,511,229  SH      DEFINED 6, 7, 8 2511229
CITIGROUP INC                         EQUITY   172967101     58226    1,153,442  SH      DEFINED    2                1153442
CITIZENS BANKING CORP.                EQUITY   174420109       509       15,483  SH      DEFINED    1                 15,483
CITIZENS BKG CORP MICH                EQUITY   174420109       489       14,869  SH      DEFINED 6, 7, 8   14869
CITIZENS COMMUNICATIONS C             EQUITY   17453B101         9          880  SH      DEFINED    5        880
CITIZENS COMMUNICATIONS C             EQUITY   17453B101      1262      118,400  SH      DEFINED 6, 7, 8  118400
CITIZENS COMMUNICATIONS INC           EQUITY   17453B101      1365      128,038  SH      DEFINED    1                128,038
CITIZENS INC                          EQUITY   174740100        78        6,174  SH      DEFINED    1                  6,174
CITIZENS INC                          EQUITY   174740100        71        5,650  SH      DEFINED 6, 7, 8    5650
CITRIX SYS INC                        EQUITY   177376100        13          590  SH      DEFINED    5        590
CITRIX SYS INC                        EQUITY   177376100      1913       84,400  SH      DEFINED 6, 7, 8   84400
Citrix Systems Inc                    EQUITY   177376100       453       20,000  SH      DEFINED    4                 20,000
CITRIX SYSTEMS, INC.                  EQUITY   177376100      2069       91,326  SH      DEFINED    1                 91,326
CITY BK LYNNWOOD WASH                 EQUITY   17770A109        66        2,765  SH      DEFINED 6, 7, 8    2765
CITY HLDG CO                          EQUITY   177835105        65        5,428  SH      DEFINED 6, 7, 8    5428
CITY HOLDING CO.                      EQUITY   177835105        69        5,739  SH      DEFINED    1                  5,739
CITY NATIONAL CORP.                   EQUITY   178566105      2750       58,699  SH      DEFINED    1                 58,699
CITY NATL CORP                        EQUITY   178566105      4250       90,725  SH      DEFINED 6, 7, 8   90725






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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CITYBANK                              EQUITY   17770A109        69        2,874  SH      DEFINED    1                  2,874
CK WITCO CORP                         EQUITY   227116100      1578      175,291  SH      DEFINED    1                175,291
CLAIRES STORES INC                    EQUITY   179584107      1100       72,869  SH      DEFINED 6, 7, 8   72869
CLAIRE'S STORES, INC.                 EQUITY   179584107      1109       73,423  SH      DEFINED    1                 73,423
CLARCOR INC                           EQUITY   179895107       192        7,077  SH      DEFINED 6, 7, 8    7077
CLARCOR, INC.                         EQUITY   179895107       202        7,446  SH      DEFINED    1                  7,446
CLARENT CORP                          EQUITY   180461105        55       10,174  SH      DEFINED    1                 10,174
CLARENT CORP DEL                      EQUITY   180461105         0        8,873  SH      DEFINED 6, 7, 8    8873
CLARK / BARDES INC                    EQUITY   180668105        61        2,424  SH      DEFINED 6, 7, 8    2424
CLARK / BARDES INC                    EQUITY   180668105       573       22,700  SH      DEFINED    2                  22700
CLARK/BARDES INC                      EQUITY   180668105        65        2,567  SH      DEFINED    1                  2,567
CLAYTON HOMES INC                     EQUITY   184190106      2851      166,700  SH      DEFINED 6, 7, 8  166700
CLAYTON HOMES INC                     EQUITY   184190106       650       38,000  SH      DEFINED    2                  38000
CLAYTON HOMES, INC.                   EQUITY   184190106      2864      167,464  SH      DEFINED    1                167,464
CLAYTON WILLIAMS ENERGY, INC.         EQUITY   969490101        18        1,357  SH      DEFINED    1                  1,357
CLEAR CHANNEL COMMUN                  EQUITY   184502102        67        1,315  SH      DEFINED    2                   1315
CLEAR CHANNEL COMMUNICATI             EQUITY   184502102        95        1,870  SH      DEFINED    5       1870
CLEAR CHANNEL COMMUNICATI             EQUITY   184502102     13359      262,400  SH      DEFINED 6, 7, 8  262400
CLEAR CHANNEL COMMUNICATIONS          EQUITY   184502102     23056      452,884  SH      DEFINED    1                452,884
CLEAR CHANNEL COMMUNICATIONS          EQUITY   184502102     31338      615,560  SH      DEFINED    2                 615560
CLECO CORP                            EQUITY   12561W105      1508       68,627  SH      DEFINED    1                 68,627
CLECO CORP NEW                        EQUITY   12561W105      1495       68,057  SH      DEFINED 6, 7, 8   68057
CLEVELAND CLIFFS INC                  EQUITY   185896107        56        3,060  SH      DEFINED 6, 7, 8    3060
CLEVELAND-CLIFFS, INC.                EQUITY   185896107        58        3,160  SH      DEFINED    1                  3,160
CLICK COMMERCE INC                    EQUITY   18681D109        18        5,559  SH      DEFINED    1                  5,559
CLICK COMMERCE INC                    EQUITY   18681D109        16        5,042  SH      DEFINED 6, 7, 8    5042
CLOROX CO                             EQUITY   189054109         9          215  SH      DEFINED    2                    215
CLOROX CO                             EQUITY   189054109      6202      156,811  SH      DEFINED    2                 156811
CLOROX CO DEL                         EQUITY   189054109        29          730  SH      DEFINED    5        730
CLOROX CO DEL                         EQUITY   189054109      3889       98,340  SH      DEFINED 6, 7, 8   98340
CLOROX CO.                            EQUITY   189054109      4163      105,255  SH      DEFINED    1                105,255
CLOSURE MED CORP                      EQUITY   189093107        36        1,548  SH      DEFINED 6, 7, 8    1548
CLOSURE MEDICAL CORP.                 EQUITY   189093107        37        1,594  SH      DEFINED    1                  1,594
CMGI INC.                             EQUITY   125750109         2        1,458  SH      DEFINED    1                  1,458
CMS ENERGY CORP                       EQUITY   125896100        10          420  SH      DEFINED    5        420
CMS ENERGY CORP                       EQUITY   125896100      1350       56,180  SH      DEFINED 6, 7, 8   56180
CMS ENERGY CORP.                      EQUITY   125896100      1452       60,414  SH      DEFINED    1                 60,414
CNA FINANCIAL CORP                    EQUITY   126117100         6          221  SH      DEFINED    1                    221
CNA SURETY CORP                       EQUITY   12612L108        76        4,919  SH      DEFINED 6, 7, 8    4919
CNA SURETY CORP.                      EQUITY   12612L108        79        5,111  SH      DEFINED    1                  5,111
CNET NETWORKS INC.                    EQUITY   12613R104         9        1,048  SH      DEFINED    1                  1,048
CNF INC                               EQUITY   12612W104      1993       59,400  SH      DEFINED 6, 7, 8   59400
CNF INC.                              EQUITY   12612W104      2005       59,753  SH      DEFINED    1                 59,753
COACH INC                             EQUITY   189754104     14687      376,772  SH      DEFINED    1                376,772
COACH INC                             EQUITY   189754104      2312       59,305  SH      DEFINED 6, 7, 8   59305
COACH INC                             EQUITY   189754104      8638      221,600  SH      DEFINED    2                 221600
COACHMEN INDS INC                     EQUITY   189873102        55        4,565  SH      DEFINED 6, 7, 8    4565
COACHMEN INDUSTRIES, INC.             EQUITY   189873102        56        4,699  SH      DEFINED    1                  4,699
COASTAL BANCORP INC                   EQUITY   19041P105        39        1,349  SH      DEFINED    1                  1,349
COASTAL BANCORP INC                   EQUITY   19041P105        39        1,349  SH      DEFINED 6, 7, 8    1349






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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COBALT CORP                           EQUITY   19074W100        16        2,579  SH      DEFINED    1                  2,579
COBALT CORP                           EQUITY   19074W100        16        2,579  SH      DEFINED 6, 7, 8    2579
COBIZ INC                             EQUITY   190897108        27        1,984  SH      DEFINED    1                  1,984
COBIZ INC                             EQUITY   190897108        27        1,984  SH      DEFINED 6, 7, 8    1984
COCA COLA BOTTLING CO CON             EQUITY   191098102        10          271  SH      DEFINED 6, 7, 8     271
COCA COLA CO                          EQUITY   191216100       366        7,770  SH      DEFINED    5       7770
COCA COLA CO                          EQUITY   191216100     56336    1,194,830  SH      DEFINED 6, 7, 8 1194830
COCA COLA ENTERPRISES INC             EQUITY   191219104        26        1,390  SH      DEFINED    5       1390
COCA COLA ENTERPRISES INC             EQUITY   191219104      3562      188,090  SH      DEFINED 6, 7, 8  188090
COCA COLA ENTERPRISES, INC.           EQUITY   191219104      8243      435,212  SH      DEFINED    1                435,212
COCA-COLA BOTTLING CO.                EQUITY   191098102        10          271  SH      DEFINED    1                    271
COCA-COLA CO.                         EQUITY   191216100     85658    1,816,709  SH      DEFINED    1              1,816,709
COCA-COLA FEMSA S.A.-SP ADR           EQUITY   191241108      1293       64,400  SH      DEFINED    1                 64,400
COGNEX CORP                           EQUITY   192422103       234        9,141  SH      DEFINED 6, 7, 8    9141
COGNEX CORP.                          EQUITY   192422103       249        9,705  SH      DEFINED    1                  9,705
COGNIZANT TECH SOLUTION               EQUITY   192446102        97        2,356  SH      DEFINED    1                  2,356
COGNIZANT TECHNOLOGY SOLU             EQUITY   192446102        90        2,187  SH      DEFINED 6, 7, 8    2187
COHERENT INC                          EQUITY   192479103       564       18,237  SH      DEFINED 6, 7, 8   18237
COHERENT, INC.                        EQUITY   192479103       291        9,405  SH      DEFINED    1                  9,405
COHU INC                              EQUITY   192576106       118        5,979  SH      DEFINED 6, 7, 8    5979
COHU, INC.                            EQUITY   192576106       123        6,219  SH      DEFINED    1                  6,219
COINSTAR INC                          EQUITY   19259P300       150        6,004  SH      DEFINED 6, 7, 8    6004
COINSTAR, INC                         EQUITY   19259P300       157        6,286  SH      DEFINED    1                  6,286
COLDWATER CREEK INC                   EQUITY   193068103        24        1,113  SH      DEFINED 6, 7, 8    1113
COLDWATER CREEK, INC.                 EQUITY   193068103        24        1,155  SH      DEFINED    1                  1,155
COLE KENNETH PRODTNS INC              EQUITY   193294105        37        2,115  SH      DEFINED 6, 7, 8    2115
COLE NATIONAL CORP NEW                EQUITY   193290103        53        3,198  SH      DEFINED 6, 7, 8    3198
COLE NATIONAL CORP. CLASS A           EQUITY   193290103        56        3,402  SH      DEFINED    1                  3,402
COLE, K. PRODUCTIONS, INC. CLASS A    EQUITY   193294105        38        2,171  SH      DEFINED    1                  2,171
Colgate                               EQUITY   194162103      3321       57,500  SH      DEFINED    4                 57,500
COLGATE PALMOLIVE CO                  EQUITY   194162103        99        1,720  SH      DEFINED    5       1720
COLGATE PALMOLIVE CO                  EQUITY   194162103     16197      280,470  SH      DEFINED 6, 7, 8  280470
COLGATE-PALMOLIVE CO.                 EQUITY   194162103     17046      295,174  SH      DEFINED    1                295,174
COLLAGENEX                            EQUITY   19419B100       124        7,756  SH      DEFINED    1                  7,756
COLLAGENEX PHARMACEUTICALS INC        EQUITY   19419B100        36         4432  SH      DEFINED    6       4432
COLLAGENEX PHARMACEUTICALS INC        EQUITY   19419B100        27         3324  SH      DEFINED    8       3324
COLLINS & AIKMAN CORP NEW             EQUITY   194830105       214       27,825  SH      DEFINED 6, 7, 8   27825
COLLINS & AIKMAN CORP.                EQUITY   194830105       229       29,685  SH      DEFINED    1                 29,685
COLONIAL BANCGROUP INC                EQUITY   195493309      2485      176,368  SH      DEFINED 6, 7, 8  176368
COLONIAL BANCGROUP, INC.              EQUITY   195493309      2509      178,085  SH      DEFINED    1                178,085
COLONIAL PPTYS TR                     EQUITY   195872106       146        4,700  SH      DEFINED 6, 7, 8    4700
COLONIAL PROPERTIES TRUST             EQUITY   195872106       154        4,928  SH      DEFINED    1                  4,928
COLUMBIA BANKING SYSTEM, INC          EQUITY   197236102        58        4,458  SH      DEFINED    1                  4,458
COLUMBIA BKG SYS INC                  EQUITY   197236102        55        4,222  SH      DEFINED 6, 7, 8    4222
COLUMBIA LABORATORIES, INC.           EQUITY   197779101        26        7,419  SH      DEFINED    1                  7,419
COLUMBIA LABS INC                     EQUITY   197779101        25        7,237  SH      DEFINED 6, 7, 8    7237
COLUMBIA SPORTSWEAR                   EQUITY   198516106         4          114  SH      DEFINED    1                    114
COMCAST CORP                          EQUITY   200300200       106        2,950  SH      DEFINED    5       2950
COMCAST CORP                          EQUITY   200300200     17959      498,870  SH      DEFINED 6, 7, 8  498870
COMCAST CORP                          EQUITY   200300200      4410      122,500  SH      DEFINED    2                 122500






                                      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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COMCAST CORP. CLASS A SPECIAL         EQUITY   200300200     18760      521,110  SH      DEFINED    1                521,110
COMDISCO INC                          EQUITY   200336105        18       33,767  SH      DEFINED 6, 7, 8   33767
COMDISCO, INC.                        EQUITY   200336105        19       36,032  SH      DEFINED    1                 36,032
COMERICA INC                          EQUITY   200340107        32          560  SH      DEFINED    5        560
COMERICA INC                          EQUITY   200340107      5691       99,320  SH      DEFINED 6, 7, 8   99320
COMERICA, INC.                        EQUITY   200340107      5215       91,009  SH      DEFINED    1                 91,009
COMMERCE BANCORP INC                  EQUITY   200519106        16          418  SH      DEFINED    1                    418
COMMERCE BANCSHARES                   EQUITY   200525103      2093       53,671  SH      DEFINED    1                 53,671
COMMERCE BANCSHARES INC               EQUITY   200525103      2073       53,162  SH      DEFINED 6, 7, 8   53162
COMMERCE GROUP INC MASS               EQUITY   200641108       303        8,031  SH      DEFINED 6, 7, 8    8031
COMMERCE GROUP, INC.                  EQUITY   200641108       314        8,343  SH      DEFINED    1                  8,343
COMMERCE ONE INC DEL                  EQUITY   200693109       293       82,032  SH      DEFINED 6, 7, 8   82032
COMMERCE ONE, INC.                    EQUITY   200693109       307       86,023  SH      DEFINED    1                 86,023
COMMERCIAL FEDERAL CORP.              EQUITY   201647104       396       16,848  SH      DEFINED    1                 16,848
COMMERCIAL FEDERAL CORPOR             EQUITY   201647104       378       16,069  SH      DEFINED 6, 7, 8   16069
COMMERCIAL METALS CO                  EQUITY   201723103       128        3,670  SH      DEFINED 6, 7, 8    3670
COMMERCIAL METALS CO.                 EQUITY   201723103       133        3,807  SH      DEFINED    1                  3,807
COMMERCIAL NET LEASE COM              EQUITY   202218103       481       37,000  SH      Sole       3                          37000
COMMERCIAL NET LEASE REALTY           EQUITY   202218103       134       10,282  SH      DEFINED    1                 10,282
COMMERCIAL NET LEASE RLTY             EQUITY   202218103       129        9,937  SH      DEFINED 6, 7, 8    9937
COMMONWEALTH BANCORP INC              EQUITY   20268X102        61        2,757  SH      DEFINED 6, 7, 8    2757
COMMONWEALTH BANCORP, INC.            EQUITY   20268X102        66        2,972  SH      DEFINED    1                  2,972
COMMONWEALTH EDISON                   EQUITY   30161N101      6859      143,244  SH      DEFINED    1                143,244
COMMONWEALTH TEL ENTERPRI             EQUITY   203349105       144        3,157  SH      DEFINED 6, 7, 8    3157
COMMONWEALTH TELEPHONE ENT.           EQUITY   203349105       151        3,321  SH      DEFINED    1                  3,321
COMMSCOPE INC                         EQUITY   203372107      1750       82,281  SH      DEFINED 6, 7, 8   82281
COMMSCOPE INC.                        EQUITY   203372107      1664       78,225  SH      DEFINED    1                 78,225
COMMUNITY BANK SYSTEM, INC.           EQUITY   203607106        91        3,469  SH      DEFINED    1                  3,469
COMMUNITY BANKS INC                   EQUITY   203628102        65        2,409  SH      DEFINED    1                  2,409
COMMUNITY BK SYS INC                  EQUITY   203607106        87        3,314  SH      DEFINED 6, 7, 8    3314
COMMUNITY BKS INC MILLERS             EQUITY   203628102        62        2,278  SH      DEFINED 6, 7, 8    2278
COMMUNITY FIRST BANKSHARE             EQUITY   203902101       297       11,576  SH      DEFINED 6, 7, 8   11576
COMMUNITY FIRST BANKSHARES            EQUITY   203902101       311       12,102  SH      DEFINED    1                 12,102
COMMUNITY HEALTH SYS                  EQUITY   203668108        14          560  SH      DEFINED    1                    560
COMMUNITY TR BANCORP INC              EQUITY   204149108        78        3,278  SH      DEFINED 6, 7, 8    3278
COMMUNITY TRUST BANCORP               EQUITY   204149108        82        3,470  SH      DEFINED    1                  3,470
COMPANHIA DE BEBIDAS-PR ADR           EQUITY   20441W203      2737      134,900  SH      DEFINED    1                134,900
COMPAQ COMPUTER CORP                  EQUITY   204493100        44        4,460  SH      DEFINED    2                   4460
COMPAQ COMPUTER CORP                  EQUITY   204493100        52        5,290  SH      DEFINED    5       5290
COMPAQ COMPUTER CORP                  EQUITY   204493100      8031      822,870  SH      DEFINED 6, 7, 8  822870
COMPAQ COMPUTER CORP.                 EQUITY   204493100      8420      862,748  SH      DEFINED    1                862,748
COMPASS BANCSHARES INC                EQUITY   20449H109      4384      154,900  SH      DEFINED 6, 7, 8  154900
COMPASS BANCSHARES, INC.              EQUITY   20449H109      4412      155,898  SH      DEFINED    1                155,898
COMPUCREDIT CORP                      EQUITY   20478N100        37        3,180  SH      DEFINED 6, 7, 8    3180
COMPUCREDIT CORPORATION               EQUITY   20478N100        39        3,274  SH      DEFINED    1                  3,274
COMPUTER ASSOC INTL INC               EQUITY   204912109        62        1,800  SH      DEFINED    5       1800
COMPUTER ASSOC INTL INC               EQUITY   204912109      9365      271,540  SH      DEFINED 6, 7, 8  271540
COMPUTER ASSOCIATES  INT'L.           EQUITY   204912109      9833      285,099  SH      DEFINED    1                285,099
COMPUTER NETWORK TECHNOLO             EQUITY   204925101       153        8,601  SH      DEFINED 6, 7, 8    8601
COMPUTER NETWORK TECHNOLOGY           EQUITY   204925101       161        9,035  SH      DEFINED    1                  9,035






                                      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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Computer Sciences                     EQUITY   205363104       735       15,000  SH      DEFINED    4                 15,000
COMPUTER SCIENCES CORP                EQUITY   205363104        26          530  SH      DEFINED    5        530
COMPUTER SCIENCES CORP                EQUITY   205363104      3529       72,040  SH      DEFINED 6, 7, 8   72040
COMPUTER SCIENCES CORP.               EQUITY   205363104      4063       82,961  SH      DEFINED    1                 82,961
COMPUTERIZED THERMAL IMAG             EQUITY   20557C108        29       18,744  SH      DEFINED 6, 7, 8   18744
COMPUTERIZED THERMAL IMAGING          EQUITY   20557C108        30       19,479  SH      DEFINED    1                 19,479
COMPUWARE CORP                        EQUITY   205638109        14        1,160  SH      DEFINED    5       1160
COMPUWARE CORP                        EQUITY   205638109      1914      162,330  SH      DEFINED 6, 7, 8  162330
COMPUWARE CORP.                       EQUITY   205638109      2059      174,678  SH      DEFINED    1                174,678
COMPX INTERNATIONAL INC               EQUITY   20563P101        15        1,145  SH      DEFINED 6, 7, 8    1145
COMPX INTERNATIONAL INC.              EQUITY   20563P101        15        1,145  SH      DEFINED    1                  1,145
COMSTOCK RES INC                      EQUITY   205768203        52        7,371  SH      DEFINED 6, 7, 8    7371
COMSTOCK RESOURCES, INC.              EQUITY   205768203        53        7,551  SH      DEFINED    1                  7,551
COMVERSE TECHNOLOGY INC               EQUITY   205862402        13          580  SH      DEFINED    5        580
COMVERSE TECHNOLOGY INC               EQUITY   205862402      2324      103,900  SH      DEFINED 6, 7, 8  103900
COMVERSE TECHNOLOGY, INC.             EQUITY   205862402      8259      369,212  SH      DEFINED    1                369,212
CONAGRA FOODS INC                     EQUITY   205887102        40        1,680  SH      DEFINED    5       1680
CONAGRA FOODS INC                     EQUITY   205887102      8482      356,820  SH      DEFINED 6, 7, 8  356820
CONAGRA INC                           EQUITY   205887102      4878      205,217  SH      DEFINED    2                 205217
CONAGRA, INC.                         EQUITY   205887102      8883      373,722  SH      DEFINED    1                373,722
CONCENTRIC NETWORK CORP.              EQUITY   983764101         9       89,599  SH      DEFINED    1                 89,599
CONCEPTUS INC                         EQUITY   206016107        63        2,649  SH      DEFINED    1                  2,649
CONCEPTUS INC                         EQUITY   206016107        57        2,399  SH      DEFINED 6, 7, 8    2399
CONCEPTUS INC                         EQUITY   206016107      1534       65,000  SH      DEFINED    2                  65000
CONCORD CAMERA CORP                   EQUITY   206156101        55        6,897  SH      DEFINED 6, 7, 8    6897
CONCORD CAMERA CORP.                  EQUITY   206156101        56        7,067  SH      DEFINED    1                  7,067
CONCORD EFS INC                       EQUITY   206197105     23504      717,028  SH      DEFINED    1                717,028
CONCORD EFS INC                       EQUITY   206197105        51        1,570  SH      DEFINED    5       1570
CONCORD EFS INC                       EQUITY   206197105      7398      225,690  SH      DEFINED 6, 7, 8  225690
CONCORD EFS INC                       EQUITY   206197105       467       14,250  SH      DEFINED    2                  14250
CONCORD EFS INC COM                   EQUITY   206197105     19696      600,840  SH      Sole       3     494700              106140
CONCURRENT COMPUTER                   EQUITY   206710204       271       18,280  SH      DEFINED    1                 18,280
CONCURRENT COMPUTER CORP              EQUITY   206710204       259       17,467  SH      DEFINED 6, 7, 8   17467
CONCURRENT COMPUTER CORP              EQUITY   206710204       149       10,000  SH      DEFINED    2                  10000
CONCURRENT COMPUTR NEW COM            EQUITY   206710204     34128    2,298,155  SH      Sole       3    2260455               37700
CONECTIV                              EQUITY   206829103      2659      108,574  SH      DEFINED    1                108,574
CONECTIV INC                          EQUITY   206829103      2640      107,800  SH      DEFINED 6, 7, 8  107800
CONESTOGA ENTERPRISES INC             EQUITY   207015108        78        2,437  SH      DEFINED    1                  2,437
CONESTOGA ENTERPRISES INC             EQUITY   207015108        74        2,303  SH      DEFINED 6, 7, 8    2303
CONEXANT SYS INC                      EQUITY   207142100      9233      643,000  SH      DEFINED    2                 643000
CONEXANT SYSTEMS INC                  EQUITY   207142100        11          800  SH      DEFINED    5        800
CONEXANT SYSTEMS INC                  EQUITY   207142100      1638      114,060  SH      DEFINED 6, 7, 8  114060
CONEXANT SYSTEMS INC.                 EQUITY   207142100      1763      122,752  SH      DEFINED    1                122,752
CONMED CORP                           EQUITY   207410101       451       22,601  SH      DEFINED 6, 7, 8   22601
CONMED CORP.                          EQUITY   207410101       458       22,947  SH      DEFINED    1                 22,947
CONNECTICUT BANCSHARES IN             EQUITY   207540105       320       12,387  SH      DEFINED 6, 7, 8   12387
CONNECTICUT BANCSHARES INC            EQUITY   207540105        95        3,680  SH      DEFINED    1                  3,680
CONNECTICUT WATER SVC INC             EQUITY   207797101        68        2,313  SH      DEFINED    1                  2,313
CONNECTICUT WTR SVC INC               EQUITY   207797101        65        2,188  SH      DEFINED 6, 7, 8    2188
CONNETICS CORP                        EQUITY   208192104       323       27,120  SH      DEFINED    1                 27,120






                                      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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CONNETICS CORP                        EQUITY   208192104       103        8,617  SH      DEFINED 6, 7, 8    8617
CONOCO INC                            EQUITY   208251504     16721      590,851  SH      DEFINED    1                590,851
CONOCO INC                            EQUITY   208251504        55        1,960  SH      DEFINED    5       1960
CONOCO INC                            EQUITY   208251504      7483      264,430  SH      DEFINED 6, 7, 8  264430
CONSECO INC                           EQUITY   208464107         5        1,080  SH      DEFINED    5       1080
CONSECO INC                           EQUITY   208464107       650      145,720  SH      DEFINED 6, 7, 8  145720
CONSECO, INC.                         EQUITY   208464107       696      156,113  SH      DEFINED    1                156,113
CONSOL ENERGY INC                     EQUITY   20854P109         6          260  SH      DEFINED    1                    260
Consolidated Edison                   EQUITY   209115104      3431       85,000  SH      DEFINED    4                 85,000
CONSOLIDATED EDISON INC               EQUITY   209115104        27          660  SH      DEFINED    5        660
CONSOLIDATED EDISON INC               EQUITY   209115104      3622       89,750  SH      DEFINED 6, 7, 8   89750
CONSOLIDATED EDISON, INC.             EQUITY   209115104      3918       97,072  SH      DEFINED    1                 97,072
CONSOLIDATED FREIGHTWAYS              EQUITY   209232107        27        5,315  SH      DEFINED 6, 7, 8    5315
CONSOLIDATED FREIGHTWAYS CORP.        EQUITY   209232107        27        5,315  SH      DEFINED    1                  5,315
CONSOLIDATED GRAPHICS INC             EQUITY   209341106        62        3,242  SH      DEFINED 6, 7, 8    3242
CONSOLIDATED GRAPHICS, INC.           EQUITY   209341106        67        3,504  SH      DEFINED    1                  3,504
CONSTELLATION 3D INC                  EQUITY   210379103         3        3,978  SH      DEFINED    1                  3,978
CONSTELLATION 3D INC                  EQUITY   210379103         3        3,978  SH      DEFINED 6, 7, 8    3978
CONSTELLATION BRANDS                  EQUITY   21036P108        13          306  SH      DEFINED    1                    306
CONSTELLATION BRANDS INC              EQUITY   21036P108       249        5,800  SH      DEFINED 6, 7, 8    5800
CONSTELLATION BRANDS INC              EQUITY   21036P108      4135       96,500  SH      DEFINED    2                  96500
CONSTELLATION ENERGY GROU             EQUITY   210371100        14          510  SH      DEFINED    5        510
CONSTELLATION ENERGY GROU             EQUITY   210371100      1837       69,180  SH      DEFINED 6, 7, 8   69180
CONSTELLATION ENERGY GROUP INC        EQUITY   210371100      1974       74,358  SH      DEFINED    1                 74,358
CONTINENTAL AIRLS INC                 EQUITY   210795308        15          566  SH      DEFINED  6, 7       566
CONTINENTAL AIRLS INC COM CL B        EQUITY   210795308        26          998  SH      DEFINED    1                    998
CONVERA CORP                          EQUITY   211919105        19        5,788  SH      DEFINED 6, 7, 8    5788
CONVERA CORP.                         EQUITY   211919105        20        5,988  SH      DEFINED    1                  5,988
CONVERGYS CORP                        EQUITY   212485106      2969       79,186  SH      DEFINED    1                 79,186
CONVERGYS CORP                        EQUITY   212485106        20          540  SH      DEFINED    5        540
CONVERGYS CORP                        EQUITY   212485106      2728       72,760  SH      DEFINED 6, 7, 8   72760
COOPER CAMERON CORP                   EQUITY   216640102      3255       80,655  SH      DEFINED 6, 7, 8   80655
COOPER CAMERON CORP.                  EQUITY   216640102      3231       80,054  SH      DEFINED    1                 80,054
COOPER COMPANIES, INC.                EQUITY   216648402       213        4,265  SH      DEFINED    1                  4,265
COOPER COS INC                        EQUITY   216648402       205        4,100  SH      DEFINED 6, 7, 8    4100
COOPER INDS INC                       EQUITY   216669101        10          290  SH      DEFINED    5        290
COOPER INDS INC                       EQUITY   216669101      1383       39,600  SH      DEFINED 6, 7, 8   39600
COOPER INDS INC COM                   EQUITY   216669101     13000      372,270  SH      Sole       3     317100               55170
COOPER INDUSTRIES, INC.               EQUITY   216669101      1484       42,492  SH      DEFINED    1                 42,492
COOPER TIRE & RUBBER CO               EQUITY   216831107       853       53,418  SH      DEFINED    1                 53,418
COOPER TIRE & RUBR CO                 EQUITY   216831107         4          230  SH      DEFINED    5        230
COOPER TIRE & RUBR CO                 EQUITY   216831107       812       50,873  SH      DEFINED 6, 7, 8   50873
COORS ADOLPH CLASS B                  EQUITY   217016104       873       16,340  SH      DEFINED    1                 16,340
COORS ADOLPH CO                       EQUITY   217016104         6          110  SH      DEFINED    5        110
COORS ADOLPH CO                       EQUITY   217016104       814       15,250  SH      DEFINED 6, 7, 8   15250
COORSTEK INC                          EQUITY   217020106        78        2,464  SH      DEFINED    1                  2,464
COORSTEK INC                          EQUITY   217020106        76        2,397  SH      DEFINED 6, 7, 8    2397
COPART INC                            EQUITY   217204106       393       10,811  SH      DEFINED 6, 7, 8   10811
COPART INC COM                        EQUITY   217204106     53471    1,470,201  SH      Sole       3    1445671               24530
COPART, INC.                          EQUITY   217204106       414       11,381  SH      DEFINED    1                 11,381






                                      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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COPPER MOUNTAIN NETWORKS, INC.        EQUITY   217510106        28       16,629  SH      DEFINED    1                 16,629
COPPER MTN NETWORKS INC               EQUITY   217510106        27       15,817  SH      DEFINED 6, 7, 8   15817
COR THERAPEUTICS INC                  EQUITY   217753102      1618       67,600  SH      DEFINED 6, 7, 8   67600
COR THERAPEUTICS, INC.                EQUITY   217753102      1632       68,215  SH      DEFINED    1                 68,215
CORE LABORATORIES N V                 EQUITY   N22717107       283       20,175  SH      DEFINED 6, 7, 8   20175
CORILLIAN CORP                        EQUITY   218725109        26        5,472  SH      DEFINED    1                  5,472
CORILLIAN CORP                        EQUITY   218725109        26        5,472  SH      DEFINED 6, 7, 8    5472
CORINTHIAN COLLEGES INC               EQUITY   218868107        96        2,337  SH      DEFINED    1                  2,337
CORINTHIAN COLLEGES INC               EQUITY   218868107        92        2,255  SH      DEFINED 6, 7, 8    2255
CORIXA CORP                           EQUITY   21887F100       178       11,784  SH      DEFINED 6, 7, 8   11784
CORIXA CORP.                          EQUITY   21887F100       186       12,320  SH      DEFINED    1                 12,320
CORN PRODS INTL INC                   EQUITY   219023108       400       11,342  SH      DEFINED 6, 7, 8   11342
CORN PRODUCTS INTERNATIONAL           EQUITY   219023108       417       11,823  SH      DEFINED    1                 11,823
CORNERSTONE REALITY INCOME            EQUITY   21922V102       179       15,778  SH      DEFINED    1                 15,778
CORNERSTONE RLTY INCOME T             EQUITY   21922V102       172       15,193  SH      DEFINED 6, 7, 8   15193
CORNING INC                           EQUITY   219350105        26        2,960  SH      DEFINED    5       2960
CORNING INC                           EQUITY   219350105      3567      399,920  SH      DEFINED 6, 7, 8  399920
CORNING, INC.                         EQUITY   219350105      3829      429,240  SH      DEFINED    1                429,240
CORP EXEC BOARD CO.                   EQUITY   21988R102       386       10,510  SH      DEFINED    1                 10,510
CORPORATE EXEC BRD CO COM             EQUITY   21988R102     58600    1,596,739  SH      Sole       3    1571679               25060
CORPORATE EXECUTIVE BRD C             EQUITY   21988R102       367        9,988  SH      DEFINED 6, 7, 8    9988
CORPORATE OFFICE PPTYS TR             EQUITY   22002T108        34        2,855  SH      DEFINED 6, 7, 8    2855
CORPORATE OFFICE PROPERTIES TR        EQUITY   22002T108        34        2,855  SH      DEFINED    1                  2,855
CORRECTIONS CORP AMER NEW             EQUITY   22025Y407       148        7,975  SH      DEFINED 6, 7, 8    7975
CORRECTIONS CORP AMER NEW             EQUITY   22025Y308        33        1,674  SH      DEFINED 6, 7, 8    1674
CORRECTIONS CORP OF AMER 12% B CONV P EQUITY   22025Y308        34        1,734  SH      DEFINED    1                  1,734
CORRECTIONS CORP. OF AMERICA          EQUITY   22025Y407       155        8,338  SH      DEFINED    1                  8,338
CORUS BANKSHARES INC                  EQUITY   220873103       132        2,906  SH      DEFINED 6, 7, 8    2906
CORUS BANKSHARES, INC.                EQUITY   220873103       137        3,017  SH      DEFINED    1                  3,017
CORUS GROUP PLC                       EQUITY   22087M101        21        2,000  SH      DEFINED 6, 7, 8    2000
CORUS GROUP PLC ADR                   EQUITY   22087M101        21        2,000  SH      DEFINED    1                  2,000
CORVAS INTERNATIONAL INC              EQUITY   221005101        54        8,257  SH      DEFINED    1                  8,257
CORVAS INTL INC                       EQUITY   221005101        52        7,864  SH      DEFINED 6, 7, 8    7864
CORVEL CORP                           EQUITY   221006109        65        1,972  SH      DEFINED 6, 7, 8    1972
CORVEL CORP.                          EQUITY   221006109        69        2,093  SH      DEFINED    1                  2,093
CORVIS CORP                           EQUITY   221009103        10        2,956  SH      DEFINED    1                  2,956
CORVIS CORP                           EQUITY   221009103        69       21,210  SH      DEFINED 6, 7, 8   21210
COSINE COMMUNICATIONS INC             EQUITY   221222102        42       26,966  SH      DEFINED    1                 26,966
COSINE COMMUNICATIONS INC             EQUITY   221222102        40       25,621  SH      DEFINED 6, 7, 8   25621
COST PLUS INC CALIF                   EQUITY   221485105       360       13,594  SH      DEFINED 6, 7, 8   13594
COST PLUS, INC.                       EQUITY   221485105       171        6,452  SH      DEFINED    1                  6,452
COSTAR GROUP INC                      EQUITY   22160N109        89        3,688  SH      DEFINED 6, 7, 8    3688
COSTAR GROUP, INC.                    EQUITY   22160N109        92        3,835  SH      DEFINED    1                  3,835
COSTCO WHOLESALE CORPORATION          EQUITY   22160K105     24001      540,813  SH      DEFINED    1                540,813
COSTCO WHSL CORP NEW                  EQUITY   22160K105        63        1,410  SH      DEFINED    5       1410
COSTCO WHSL CORP NEW                  EQUITY   22160K105      8720      196,490  SH      DEFINED 6, 7, 8  196490
COUNTRYWIDE CR INDS INC D             EQUITY   222372104        16          380  SH      DEFINED    5        380
COUNTRYWIDE CR INDS INC D             EQUITY   222372104      2117       51,680  SH      DEFINED 6, 7, 8   51680
COUNTRYWIDE CREDIT IND INC            EQUITY   222372104      2275       55,536  SH      DEFINED    1                 55,536
COURTYARD BY MARRIOTT II              EQUITY   44107P104      1017      112,990  SH      DEFINED    1                112,990






                                      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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COUSINS PPTYS INC                     EQUITY   222795106       250       10,262  SH      DEFINED 6, 7, 8   10262
COUSINS PPTYS INC COM                 EQUITY   222795106     12899      529,500  SH      Sole       3     450700               78800
COUSINS PROPERTIES, INC.              EQUITY   222795106       265       10,880  SH      DEFINED    1                 10,880
COVANCE INC                           EQUITY   222816100      2034       89,595  SH      DEFINED 6, 7, 8   89595
COVANCE INC.                          EQUITY   222816100      2052       90,384  SH      DEFINED    1                 90,384
COVANSYS CORP                         EQUITY   22281W103        47        5,281  SH      DEFINED 6, 7, 8    5281
COVANSYS CORP.                        EQUITY   22281W103        49        5,483  SH      DEFINED    1                  5,483
COVANTA ENERGY CORP                   EQUITY   22281N103       341       75,490  SH      DEFINED 6, 7, 8   75490
COVANTA ENERGY CORP.                  EQUITY   22281N103       344       76,209  SH      DEFINED    1                 76,209
COVENANT TRANS INC                    EQUITY   22284P105        36        2,271  SH      DEFINED 6, 7, 8    2271
COVENANT TRANSPORT INC CLASS A        EQUITY   22284P105        36        2,271  SH      DEFINED    1                  2,271
COVENTRY HEALTH CARE INC              EQUITY   222862104       419       20,991  SH      DEFINED 6, 7, 8   20991
COVENTRY HEALTH CARE, INC.            EQUITY   222862104       437       21,906  SH      DEFINED    1                 21,906
COX COMMUNICATIONS INC NE             EQUITY   224044107       859       20,500  SH      DEFINED 6, 7, 8   20500
COX COMMUNICATIONS, INC. CLASS A      EQUITY   224044107     26634      635,510  SH      DEFINED    1                635,510
COX RADIO INC-CL A                    EQUITY   224051102        14          562  SH      DEFINED    1                    562
CPB INC                               EQUITY   125903104        69        2,346  SH      DEFINED 6, 7, 8    2346
CPB, INC.                             EQUITY   125903104        74        2,504  SH      DEFINED    1                  2,504
CPI CORP                              EQUITY   125902106        35        2,117  SH      DEFINED 6, 7, 8    2117
CPI CORP.                             EQUITY   125902106        38        2,290  SH      DEFINED    1                  2,290
CRANE CO                              EQUITY   224399105         5          190  SH      DEFINED    5        190
CRANE CO                              EQUITY   224399105       648       25,280  SH      DEFINED 6, 7, 8   25280
CRANE CO.                             EQUITY   224399105       696       27,151  SH      DEFINED    1                 27,151
CRAWFORD & CO                         EQUITY   224633107       128       10,948  SH      DEFINED 6, 7, 8   10948
CRAWFORD & CO. CLASS B                EQUITY   224633107       135       11,517  SH      DEFINED    1                 11,517
CREDENCE SYS CORP                     EQUITY   225302108      1678       90,353  SH      DEFINED 6, 7, 8   90353
CREDENCE SYSTEMS CORP.                EQUITY   225302108      1692       91,111  SH      DEFINED    1                 91,111
CREDIT ACCEP CORP MICH                EQUITY   225310101        37        4,118  SH      DEFINED 6, 7, 8    4118
CREDIT ACCEPTANCE CORP.               EQUITY   225310101        39        4,372  SH      DEFINED    1                  4,372
CREDITCORP LTD                        EQUITY   G2519Y108       337       38,500  SH      DEFINED    1                 38,500
CREE INC                              EQUITY   225447101      2614       88,742  SH      DEFINED    1                 88,742
CREE INC                              EQUITY   225447101      2590       87,900  SH      DEFINED 6, 7, 8   87900
CRESCENT REAL ESTATE COM              EQUITY   225756105      5569      307,500  SH      Sole       3     277900               29600
CRESCENT REAL ESTATE EQUITIES, INC.   EQUITY   225756105        11          608  SH      DEFINED    1                    608
CRESTLINE CAP CORP                    EQUITY   226153104       133        4,280  SH      DEFINED 6, 7, 8    4280
CRESTLINE CAPITAL CORP.               EQUITY   226153104       138        4,449  SH      DEFINED    1                  4,449
CRITICAL PATH INC                     EQUITY   22674V100        33       12,000  SH      DEFINED 6, 7, 8   12000
CRITICAL PATH, INC.                   EQUITY   22674V100        33       12,000  SH      DEFINED    1                 12,000
CROMPTON CORP                         EQUITY   227116100      1563      173,671  SH      DEFINED 6, 7, 8  173671
CROSS CTRY INC COM                    EQUITY   22748P105       662       25,000  SH      Sole       3      25000
CROSSMANN CMNTYS INC                  EQUITY   22764E109        70        2,119  SH      DEFINED 6, 7, 8    2119
CROSSMANN COMMUNITIES                 EQUITY   22764E109        73        2,200  SH      DEFINED    1                  2,200
CROSSROADS SYS INC                    EQUITY   22765D100        27        6,065  SH      DEFINED 6, 7, 8    6065
CROSSROADS SYSTEMS                    EQUITY   22765D100        29        6,419  SH      DEFINED    1                  6,419
CROWN AMERICAN REALTY TRUST           EQUITY   228186102        55        7,082  SH      DEFINED    1                  7,082
CROWN AMERN RLTY TR                   EQUITY   228186102        51        6,542  SH      DEFINED 6, 7, 8    6542
CROWN CASTLE INTERNATIONAL            EQUITY   228227104      3233      302,740  SH      DEFINED    1                302,740
CROWN CASTLE INTL CORP                EQUITY   228227104       148       13,825  SH      DEFINED 6, 7, 8   13825
CROWN CORK & SEAL CO., INC.           EQUITY   228255105       103       40,388  SH      DEFINED    1                 40,388
CROWN CORK & SEAL INC                 EQUITY   228255105        97       38,285  SH      DEFINED 6, 7, 8   38285






                                      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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CROWN MEDIA HLDGS INC                 EQUITY   228411104       123       10,858  SH      DEFINED 6, 7, 8   10858
CROWN MEDIA HOLDINGS-CLASS A          EQUITY   228411104        59        5,186  SH      DEFINED    1                  5,186
CRYOLIFE INC                          EQUITY   228903100       135        4,492  SH      DEFINED 6, 7, 8    4492
CRYOLIFE INC.                         EQUITY   228903100       141        4,707  SH      DEFINED    1                  4,707
CSC HLDGS INC                         EQUITY   126304401     11245      106,586  SH      DEFINED    2                 106586
CSC HOLDINGS, INC. CLASS A            EQUITY   12686C109       324        6,834  SH      DEFINED    1                  6,834
CSG SYS INTL INC                      EQUITY   126349109      2609       64,500  SH      DEFINED 6, 7, 8   64500
CSG SYS INTL INC COM                  EQUITY   126349109     22248      550,003  SH      Sole       3     526203               23800
CSG SYSTEMS INTERNATIONAL, INC        EQUITY   126349109      2633       65,105  SH      DEFINED    1                 65,105
CSK AUTO CORP                         EQUITY   125965103        83        8,323  SH      DEFINED    1                  8,323
CSK AUTO CORP                         EQUITY   125965103        77        7,787  SH      DEFINED 6, 7, 8    7787
CSS INDS INC                          EQUITY   125906107        39        1,247  SH      DEFINED 6, 7, 8    1247
CSS INDUSTRIES, INC.                  EQUITY   125906107        43        1,397  SH      DEFINED    1                  1,397
CSX  CORP.                            EQUITY   126408103      3394       96,833  SH      DEFINED    1                 96,833
CSX CORP                              EQUITY   126408103        23          670  SH      DEFINED    5        670
CSX CORP                              EQUITY   126408103      3952      112,760  SH      DEFINED 6, 7, 8  112760
CT COMMUNICATION                      EQUITY   126426402        88        5,347  SH      DEFINED    1                  5,347
CT COMMUNICATIONS INC                 EQUITY   126426402        82        4,991  SH      DEFINED 6, 7, 8    4991
CTS CORP                              EQUITY   126501105       133        8,370  SH      DEFINED 6, 7, 8    8370
CTS CORP.                             EQUITY   126501105       138        8,708  SH      DEFINED    1                  8,708
CUBIC CORP                            EQUITY   229669106        85        1,652  SH      DEFINED 6, 7, 8    1652
CUBIC CORP.                           EQUITY   229669106        91        1,764  SH      DEFINED    1                  1,764
CUBIST PHARMA INC                     EQUITY   229678107       292        8,109  SH      DEFINED    1                  8,109
CUBIST PHARMACEUTICALS IN             EQUITY   229678107       275        7,659  SH      DEFINED 6, 7, 8    7659
CULLEN FROST BANKERS INC              EQUITY   229899109        25          800  SH      DEFINED 6, 7, 8     800
CULLEN/FROST BANKERS                  EQUITY   229899109        13          427  SH      DEFINED    1                    427
CUMMINS INC                           EQUITY   231021106         5          130  SH      DEFINED    5        130
CUMMINS INC                           EQUITY   231021106       674       17,500  SH      DEFINED 6, 7, 8   17500
CUMMINS INC.                          EQUITY   231021106       722       18,741  SH      DEFINED    1                 18,741
CUMULUS MEDIA INC                     EQUITY   231082108       152        9,389  SH      DEFINED 6, 7, 8    9389
CUMULUS MEDIA, INC.                   EQUITY   231082108       158        9,796  SH      DEFINED    1                  9,796
CUNO INC                              EQUITY   126583103       138        4,529  SH      DEFINED 6, 7, 8    4529
CUNO, INC.                            EQUITY   126583103       145        4,753  SH      DEFINED    1                  4,753
CURAGEN CORP                          EQUITY   23126R101        11          470  SH      DEFINED    1                    470
CURAGEN CORP                          EQUITY   23126R101       110        4,925  SH      DEFINED 6, 7, 8    4925
CURAGEN CORP                          EQUITY   23126R101      6852      306,300  SH      DEFINED    2                 306300
CURIS INC                             EQUITY   231269101        52        9,312  SH      DEFINED 6, 7, 8    9312
CURIS INC.                            EQUITY   231269101        55        9,789  SH      DEFINED    1                  9,789
CURTISS WRIGHT CORP                   EQUITY   231561101       155        3,240  SH      DEFINED 6, 7, 8    3240
CURTISS-WRIGHT CORP US                EQUITY   231561408         1           26  SH      DEFINED    1                     26
CURTISS-WRIGHT CORP.                  EQUITY   231561101       162        3,391  SH      DEFINED    1                  3,391
CV THERAPEUTICS INC                   EQUITY   126667104       294        5,655  SH      DEFINED 6, 7, 8    5655
CV THERAPEUTICS INC                   EQUITY   126667104      1040       20,000  SH      DEFINED    2                  20000
CV THERAPEUTICS, INC.                 EQUITY   126667104       311        5,976  SH      DEFINED    1                  5,976
CVB FINANCIAL CORP                    EQUITY   126600105       153        6,521  SH      DEFINED    1                  6,521
CVB FINL CORP                         EQUITY   126600105       144        6,164  SH      DEFINED 6, 7, 8    6164
CVS Corp                              EQUITY   126650100       740       25,000  SH      DEFINED    4                 25,000
CVS CORP                              EQUITY   126650100        36        1,220  SH      DEFINED    5       1220
CVS CORP                              EQUITY   126650100      5824      196,740  SH      DEFINED 6, 7, 8  196740
CVS CORP.                             EQUITY   126650100      6143      207,523  SH      DEFINED    1                207,523






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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CYBERONICS                            EQUITY   23251P102       155        5,851  SH      DEFINED    1                  5,851
CYBERONICS INC                        EQUITY   23251P102       427       16,105  SH      DEFINED 6, 7, 8   16105
CYGNUS INC                            EQUITY   232560102        47        8,992  SH      DEFINED 6, 7, 8    8992
CYGNUS, INC.                          EQUITY   232560102        49        9,409  SH      DEFINED    1                  9,409
CYMER INC                             EQUITY   232572107       235        8,806  SH      DEFINED 6, 7, 8    8806
CYMER, INC.                           EQUITY   232572107       250        9,347  SH      DEFINED    1                  9,347
CYPRESS SEMICONDUCTOR COR             EQUITY   232806109      3182      159,680  SH      DEFINED 6, 7, 8  159680
CYPRESS SEMICONDUCTOR CORP.           EQUITY   232806109      3209      161,011  SH      DEFINED    1                161,011
CYTEC INDS INC                        EQUITY   232820100      2035       75,353  SH      DEFINED 6, 7, 8   75353
CYTEC INDUSTRIES, INC.                EQUITY   232820100      1952       72,312  SH      DEFINED    1                 72,312
CYTOGEN CORP                          EQUITY   232824102        69       22,801  SH      DEFINED 6, 7, 8   22801
CYTOGEN CORP.                         EQUITY   232824102        72       23,841  SH      DEFINED    1                 23,841
CYTYC CORP                            EQUITY   232946103      3752      143,740  SH      DEFINED 6, 7, 8  143740
CYTYC CORPORATION                     EQUITY   232946103      3794      145,368  SH      DEFINED    1                145,368
D R HORTON INC COM                    EQUITY   23331A109     17069      525,838  SH      Sole       3     437502               88336
D.R. HORTON INC                       EQUITY   23331A109        14          443  SH      DEFINED    1                    443
DAI EI INC                            EQUITY   233798206         9        8,000  SH      DEFINED 6, 7, 8    8000
DAIEI, INC.-ADR                       EQUITY   233798206         9        8,000  SH      DEFINED    1                  8,000
DAISYTEK INTERNATIONAL CORP.          EQUITY   234053106        69        5,241  SH      DEFINED    1                  5,241
DAISYTEK INTL CORP                    EQUITY   234053106        65        4,972  SH      DEFINED 6, 7, 8    4972
DAKTRONICS INC                        EQUITY   234264109        34        3,972  SH      DEFINED 6, 7, 8    3972
DAL-TILE INTERNATIONAL, INC.          EQUITY   23426R108       405       17,429  SH      DEFINED    1                 17,429
DAL-TILE INTL INC                     EQUITY   23426R108       461       19,837  SH      DEFINED 6, 7, 8   19837
DANA CORP                             EQUITY   235811106       936       67,455  SH      DEFINED    1                 67,455
DANA CORP                             EQUITY   235811106         6          460  SH      DEFINED    5        460
DANA CORP                             EQUITY   235811106       872       62,830  SH      DEFINED 6, 7, 8   62830
DANA CORP                             EQUITY   235811106      3963      285,500  SH      DEFINED    2                 285500
DANAHER CORP DEL                      EQUITY   235851102        27          450  SH      DEFINED    5        450
DANAHER CORP DEL                      EQUITY   235851102      3648       60,480  SH      DEFINED 6, 7, 8   60480
DANAHER CORP.                         EQUITY   235851102      3916       64,937  SH      DEFINED    1                 64,937
DARDEN RESTAURANTS INC                EQUITY   237194105        13          360  SH      DEFINED    5        360
DARDEN RESTAURANTS INC                EQUITY   237194105      3184       89,940  SH      DEFINED 6, 7, 8   89940
DARDEN RESTAURANTS INC                EQUITY   237194105      2581       72,900  SH      DEFINED    2                  72900
DARDEN RESTAURANTS, INC.              EQUITY   237194105      3316       93,676  SH      DEFINED    1                 93,676
DATASCOPE CORP                        EQUITY   238113104       112        3,315  SH      DEFINED 6, 7, 8    3315
DATASCOPE CORP.                       EQUITY   238113104       117        3,463  SH      DEFINED    1                  3,463
DATASTREAM SYS INC                    EQUITY   238124101        28        4,616  SH      DEFINED 6, 7, 8    4616
DATASTREAM SYSTEMS                    EQUITY   238124101        29        4,720  SH      DEFINED    1                  4,720
DAVITA INC                            EQUITY   23918K108        27        1,089  SH      DEFINED    1                  1,089
DDI CORP                              EQUITY   233162106       123       12,519  SH      DEFINED    1                 12,519
DDI CORP                              EQUITY   233162106       117       11,896  SH      DEFINED 6, 7, 8   11896
DEB SHOPS INC                         EQUITY   242728103        32        1,305  SH      DEFINED 6, 7, 8    1305
DEB SHOPS, INC                        EQUITY   242728103        32        1,305  SH      DEFINED    1                  1,305
DECODE GENETICS INC                   EQUITY   243586104        87        8,843  SH      DEFINED 6, 7, 8    8843
DECODE GENETICS, INC                  EQUITY   243586104        90        9,219  SH      DEFINED    1                  9,219
DEERE & CO                            EQUITY   244199105        98        2,250  SH      DEFINED    2                   2250
DEERE & CO                            EQUITY   244199105        32          730  SH      DEFINED    5        730
DEERE & CO                            EQUITY   244199105      4334       99,260  SH      DEFINED 6, 7, 8   99260
DEERE & CO.                           EQUITY   244199105      4661      106,752  SH      DEFINED    1                106,752






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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DEERE + CO                            EQUITY   244199105      9675      221,600  SH      DEFINED    2                 221600
DEL MONTE                             EQUITY   24522P103        67        7,919  SH      DEFINED    1                  7,919
DEL MONTE FOODS CO                    EQUITY   24522P103        64        7,519  SH      DEFINED 6, 7, 8    7519
DELIAS CORP                           EQUITY   24688Q101        62        9,982  SH      DEFINED 6, 7, 8    9982
DELIA'S CORP                          EQUITY   24688Q101        64       10,379  SH      DEFINED    1                 10,379
DELL COMPUTER CORP                    EQUITY   247025109       222        8,160  SH      DEFINED    5       8160
DELL COMPUTER CORP                    EQUITY   247025109     31694    1,166,070  SH      DEFINED 6, 7, 8 1166070
DELL COMPUTER CORP                    EQUITY   247025109     14745      542,500  SH      DEFINED    2                 542500
DELL COMPUTER CORP.                   EQUITY   247025109     44011    1,619,224  SH      DEFINED    1              1,619,224
DELPHI AUTOMOTIVE SYS COR             EQUITY   247126105        24        1,750  SH      DEFINED    5       1750
DELPHI AUTOMOTIVE SYS COR             EQUITY   247126105      3236      236,900  SH      DEFINED 6, 7, 8  236900
DELPHI AUTOMOTIVE SYSTEMS CORP        EQUITY   247126105      3481      254,852  SH      DEFINED    1                254,852
DELPHI FINANCIAL GROUP, INC., CLASS A EQUITY   247131105       147        4,414  SH      DEFINED    1                  4,414
DELPHI FINL GROUP INC                 EQUITY   247131105       140        4,192  SH      DEFINED 6, 7, 8    4192
DELTA & PINE LAND CO.                 EQUITY   247357106       234       10,361  SH      DEFINED    1                 10,361
DELTA & PINE LD CO                    EQUITY   247357106       225        9,936  SH      DEFINED 6, 7, 8    9936
DELTA AIR LINES INC DEL               EQUITY   247361108        11          390  SH      DEFINED    5        390
DELTA AIR LINES INC DEL               EQUITY   247361108      1524       52,090  SH      DEFINED 6, 7, 8   52090
DELTA AIR LINES, INC.                 EQUITY   247361108      1638       55,993  SH      DEFINED    1                 55,993
Delta Airlines                        CORPBOND 247361YF9      4438    5,000,000  PRN     DEFINED    4              5,000,000
DELTAGEN INC                          EQUITY   24783R103        34        3,642  SH      DEFINED    1                  3,642
DELTAGEN INC                          EQUITY   24783R103        30        3,262  SH      DEFINED 6, 7, 8    3262
DELTIC TIMBER CORP                    EQUITY   247850100        87        3,191  SH      DEFINED 6, 7, 8    3191
DELTIC TIMBER CORP.                   EQUITY   247850100        90        3,299  SH      DEFINED    1                  3,299
DELUXE CORP                           EQUITY   248019101         9          210  SH      DEFINED    5        210
DELUXE CORP                           EQUITY   248019101      2205       53,040  SH      DEFINED 6, 7, 8   53040
DELUXE CORP.                          EQUITY   248019101      2295       55,200  SH      DEFINED    1                 55,200
DENBURY RES INC                       EQUITY   247916208        40        5,511  SH      DEFINED 6, 7, 8    5511
DENBURY RESOURCES INC                 EQUITY   247916208        43        5,825  SH      DEFINED    1                  5,825
DENDREON CORP                         EQUITY   24823Q107        47        4,647  SH      DEFINED    1                  4,647
DENDREON CORP                         EQUITY   24823Q107        44        4,410  SH      DEFINED 6, 7, 8    4410
DENDRITE INTERNATIONAL, INC.          EQUITY   248239105       126        9,002  SH      DEFINED    1                  9,002
DENDRITE INTL INC                     EQUITY   248239105       118        8,439  SH      DEFINED 6, 7, 8    8439
DENTSPLY INTERNATIONAL INC.           EQUITY   249030107      3191       63,565  SH      DEFINED    1                 63,565
DENTSPLY INTL INC NEW                 EQUITY   249030107      3163       63,000  SH      DEFINED 6, 7, 8   63000
DENTSPLY INTL INC NEW                 EQUITY   249030107     12399      247,000  SH      DEFINED    2                 247000
DEVELOPERS DIVERS RLTY COM            EQUITY   251591103     18943      991,800  SH      Sole       3     878600              113200
DEVELOPERS DIVERSIFIED REALTY         EQUITY   251591103      9150      479,066  SH      DEFINED    1                479,066
DEVELOPERS DIVERSIFIED RL             EQUITY   251591103       308       16,151  SH      DEFINED 6, 7, 8   16151
DEVON ENERGY CORP NEW                 EQUITY   25179M103        15          390  SH      DEFINED    5        390
DEVON ENERGY CORP NEW                 EQUITY   25179M103      2061       53,320  SH      DEFINED 6, 7, 8   53320
DEVON ENERGY CORP.                    EQUITY   25179M103      2210       57,186  SH      DEFINED    1                 57,186
DEVON ENERGY CORPORATION NEW          EQUITY   25179M103      3583       92,700  SH      DEFINED    2                  92700
DEVRY INC DEL                         EQUITY   251893103      2413       84,800  SH      DEFINED 6, 7, 8   84800
DEVRY INC DEL COM                     EQUITY   251893103     19169      673,770  SH      Sole       3     648570               25200
DEVRY, INC.                           EQUITY   251893103      2434       85,558  SH      DEFINED    1                 85,558
DIAGNOSTIC PRODS CORP                 EQUITY   252450101       269        6,131  SH      DEFINED 6, 7, 8    6131
DIAGNOSTIC PRODUCTS CORP.             EQUITY   252450101       283        6,445  SH      DEFINED    1                  6,445
DIAL CORP NEW                         EQUITY   25247D101      2471      144,094  SH      DEFINED 6, 7, 8  144094
DIAL CORP.                            EQUITY   25247D101      2493      145,344  SH      DEFINED    1                145,344






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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DIAMOND OFFSHORE DRILLING             EQUITY   25271C102        15          503  SH      DEFINED    1                    503
DIAMOND OFFSHORE DRILLING INC         EQUITY   25271C102      3897      128,200  SH      DEFINED    2                 128200
DIAMONDCLUSTER INTL INC               EQUITY   25278P106       302       23,061  SH      DEFINED 6, 7, 8   23061
DIAMONDCLUSTER INT'L INC CL A         EQUITY   25278P106       111        8,469  SH      DEFINED    1                  8,469
DIANON SYS INC                        EQUITY   252826102       154        2,526  SH      DEFINED 6, 7, 8    2526
DIANON SYSTEMS INC                    EQUITY   252826102       163        2,678  SH      DEFINED    1                  2,678
DIEBOLD INC                           EQUITY   253651103      3510       86,800  SH      DEFINED 6, 7, 8   86800
DIEBOLD, INC.                         EQUITY   253651103      3532       87,336  SH      DEFINED    1                 87,336
DIGENE CORP                           EQUITY   253752109        97        3,300  SH      DEFINED    1                  3,300
DIGENE CORP                           EQUITY   253752109      9163      310,600  SH      Sole       3     310600
DIGENE CORP                           EQUITY   253752109        93        3,150  SH      DEFINED 6, 7, 8    3150
DIGEX INC DEL                         EQUITY   253756100        19        6,196  SH      DEFINED 6, 7, 8    6196
DIGEX, INC.                           EQUITY   253756100        19        6,508  SH      DEFINED    1                  6,508
DIGIMARC CORP                         EQUITY   253807101        56        3,033  SH      DEFINED    1                  3,033
DIGIMARC CORP                         EQUITY   253807101        54        2,890  SH      DEFINED 6, 7, 8    2890
DIGITAL GENERATION SYS IN             EQUITY   253921100        11       10,004  SH      DEFINED 6, 7, 8   10004
DIGITAL GENERATION SYSTEMS            EQUITY   253921100        12       10,730  SH      DEFINED    1                 10,730
DIGITAL INSIGHT                       EQUITY   25385P106       174        7,763  SH      DEFINED    1                  7,763
DIGITAL INSIGHT CORP                  EQUITY   25385P106       166        7,418  SH      DEFINED 6, 7, 8    7418
DIGITAL LIGHTWAVE INC                 EQUITY   253855100        36        3,803  SH      DEFINED    1                  3,803
DIGITAL LIGHTWAVE INC                 EQUITY   253855100        34        3,668  SH      DEFINED 6, 7, 8    3668
DIGITAL THINK INC                     EQUITY   25388M100        64        5,972  SH      DEFINED    1                  5,972
DIGITALTHINK INC                      EQUITY   25388M100        61        5,637  SH      DEFINED 6, 7, 8    5637
DIGITAS INC                           EQUITY   25388K104        10        2,544  SH      DEFINED    1                  2,544
DIGITAS INC                           EQUITY   25388K104        10        2,444  SH      DEFINED 6, 7, 8    2444
DILLARDS INC                          EQUITY   254067101         4          260  SH      DEFINED    5        260
DILLARDS INC                          EQUITY   254067101       891       55,693  SH      DEFINED 6, 7, 8   55693
DILLARDS, INC. CLASS A                EQUITY   254067101       940       58,738  SH      DEFINED    1                 58,738
DIME BANCORP INC NEW                  EQUITY   25429Q102      5188      143,800  SH      DEFINED 6, 7, 8  143800
DIME BANCORP -WT                      EQUITY   25429Q110                    512  SH      DEFINED    1                    512
DIME CMNTY BANCSHARES                 EQUITY   253922108       124        4,430  SH      DEFINED 6, 7, 8    4430
DIME COMMUNITY BANCSHARES             EQUITY   253922108       132        4,695  SH      DEFINED    1                  4,695
DIME LITIGATION                       EQUITY   25429Q102      5213      144,475  SH      DEFINED    1                144,475
DIMON INC                             EQUITY   254394109        96       13,368  SH      DEFINED 6, 7, 8   13368
DIMON, INC.                           EQUITY   254394109       101       13,963  SH      DEFINED    1                 13,963
DIONEX CORP                           EQUITY   254546104       148        5,810  SH      DEFINED 6, 7, 8    5810
DIONEX CORP.                          EQUITY   254546104       156        6,128  SH      DEFINED    1                  6,128
DIRECT FOCUS                          EQUITY   254931108       281        9,021  SH      DEFINED    1                  9,021
DIRECT FOCUS INC                      EQUITY   254931108       269        8,610  SH      DEFINED 6, 7, 8    8610
DISNEY WALT CO                        EQUITY   254687106       132        6,370  SH      DEFINED    5       6370
DISNEY WALT CO                        EQUITY   254687106     21263    1,026,188  SH      DEFINED 6, 7, 8 1026188
DISTRIBUCION Y SERVICIO ADR           EQUITY   254753106      1656      126,450  SH      DEFINED    1                126,450
DITECH COMMUNICATIONS COR             EQUITY   25500M103        46        7,668  SH      DEFINED 6, 7, 8    7668
DITECH COMMUNICATIONS CORP            EQUITY   25500M103        48        8,033  SH      DEFINED    1                  8,033
DIVERSA CORP                          EQUITY   255064107       883       62,375  SH      DEFINED    1                 62,375
DIVERSA CORP                          EQUITY   255064107       216       15,300  SH      DEFINED 6, 7, 8   15300
DIVINE INC                            EQUITY   255402109        43       58,212  SH      DEFINED    1                 58,212
DIVINE INC                            EQUITY   255402109        41       55,752  SH      DEFINED 6, 7, 8   55752
DMC STRATEX NETWORKS INC              EQUITY   23322L106       201       25,821  SH      DEFINED    1                 25,821
DMC STRATEX NETWORKS INC              EQUITY   23322L106       192       24,738  SH      DEFINED 6, 7, 8   24738






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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DOBSON COMMUNICATIONS                 EQUITY   256069105        63        7,434  SH      DEFINED    1                  7,434
DOBSON COMMUNICATIONS COR             EQUITY   256069105        61        7,095  SH      DEFINED 6, 7, 8    7095
DOCENT INC                            EQUITY   25608L106        35       10,918  SH      DEFINED    1                 10,918
DOCENT INC                            EQUITY   25608L106        33       10,567  SH      DEFINED 6, 7, 8   10567
DOCUMENTUM INC                        EQUITY   256159104       236       10,864  SH      DEFINED 6, 7, 8   10864
DOCUMENTUM, INC.                      EQUITY   256159104       250       11,492  SH      DEFINED    1                 11,492
DOLE FOOD CO., INC.                   EQUITY   256605106      2202       82,068  SH      DEFINED    1                 82,068
DOLE FOOD INC                         EQUITY   256605106      2185       81,436  SH      DEFINED 6, 7, 8   81436
DOLLAR GEN CORP                       EQUITY   256669102        15        1,030  SH      DEFINED    5       1030
DOLLAR GEN CORP                       EQUITY   256669102      2083      139,790  SH      DEFINED 6, 7, 8  139790
DOLLAR GENERAL CORP.                  EQUITY   256669102      2254      151,257  SH      DEFINED    1                151,257
DOLLAR THRIFTY AUTOMOTIVE             EQUITY   256743105       118        7,615  SH      DEFINED    1                  7,615
DOLLAR THRIFTY AUTOMOTIVE             EQUITY   256743105       112        7,242  SH      DEFINED 6, 7, 8    7242
DOLLAR TREE STORES INC                EQUITY   256747106      4216      136,400  SH      DEFINED 6, 7, 8  136400
DOLLAR TREE STORES INC.               EQUITY   256747106     27798      899,322  SH      DEFINED    1                899,322
Dominion                              EQUITY   2574U109       7813      130,000  SH      DEFINED    4                130,000
DOMINION RES INC VA NEW               EQUITY   25746U109        49          820  SH      DEFINED    5        820
DOMINION RES INC VA NEW               EQUITY   25746U109      6686      111,240  SH      DEFINED 6, 7, 8  111240
DOMINION RES INC VA NEW               EQUITY   25746U109      5012       83,400  SH      DEFINED    2                  83400
DOMINION RESOURCES, INC.              EQUITY   25746U109      7058      117,433  SH      DEFINED    1                117,433
DONALDSON CO., INC.                   EQUITY   257651109      2554       65,749  SH      DEFINED    1                 65,749
DONALDSON INC                         EQUITY   257651109      2534       65,240  SH      DEFINED 6, 7, 8   65240
DONNELLEY R R & SONS CO               EQUITY   257867101        11          360  SH      DEFINED    5        360
DONNELLEY R R & SONS CO               EQUITY   257867101      1437       48,400  SH      DEFINED 6, 7, 8   48400
DORAL FINANCIAL CORP.                 EQUITY   25811P100       350       11,217  SH      DEFINED    1                 11,217
DORAL FINL CORP                       EQUITY   25811P100       334       10,715  SH      DEFINED 6, 7, 8   10715
DORAL FINL CORP COM                   EQUITY   25811P100     21507      689,110  SH      Sole       3     678010               11100
DOUBLECLICK INC                       EQUITY   258609304        20        1,722  SH      DEFINED    1                  1,722
DOVER CORP                            EQUITY   260003108        23          630  SH      DEFINED    5        630
DOVER CORP                            EQUITY   260003108      4312      116,310  SH      DEFINED 6, 7, 8  116310
DOVER CORP.                           EQUITY   260003108      4551      122,775  SH      DEFINED    1                122,775
DOVER DOWNS ENTERTAINMENT             EQUITY   260086103        84        5,459  SH      DEFINED    1                  5,459
DOVER DOWNS ENTMT INC                 EQUITY   260086103        79        5,177  SH      DEFINED 6, 7, 8    5177
DOW CHEM CO                           EQUITY   260543103        95        2,820  SH      DEFINED    5       2820
DOW CHEM CO                           EQUITY   260543103     13556      401,300  SH      DEFINED 6, 7, 8  401300
DOW CHEM CO                           EQUITY   260543103      6661      197,200  SH      DEFINED    2                 197200
DOW CHEM CO COM                       EQUITY   260543103      2145       63,500  SH      Sole       3      63500
Dow Chemical                          EQUITY   260543103      1351       40,000  SH      DEFINED    4                 40,000
DOW CHEMICAL CO.                      EQUITY   260543103     14273      422,530  SH      DEFINED    1                422,530
DOW JONES & CO INC                    EQUITY   260561105        15          270  SH      DEFINED    5        270
DOW JONES & CO INC                    EQUITY   260561105      1966       35,920  SH      DEFINED 6, 7, 8   35920
DOW JONES & CO., INC.                 EQUITY   260561105      2367       43,249  SH      DEFINED    1                 43,249
DOWNEY FINANCIAL CORP.                EQUITY   261018105       271        6,573  SH      DEFINED    1                  6,573
DOWNEY FINL CORP                      EQUITY   261018105       261        6,329  SH      DEFINED 6, 7, 8    6329
DPL INC                               EQUITY   233293109      3701      153,700  SH      DEFINED 6, 7, 8  153700
DPL, INC.                             EQUITY   233293109      3724      154,660  SH      DEFINED    1                154,660
DQE INC                               EQUITY   23329J104      8397      443,594  SH      DEFINED    1                443,594
DQE INC                               EQUITY   23329J104      2407      127,166  SH      DEFINED 6, 7, 8  127166
DRESS BARN INC                        EQUITY   261570105       112        4,481  SH      DEFINED 6, 7, 8    4481
DRESS BARN, INC.                      EQUITY   261570105       117        4,695  SH      DEFINED    1                  4,695






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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DREYERS GRAND ICE CREAM I             EQUITY   261878102      1894       49,188  SH      DEFINED 6, 7, 8   49188
DREYER'S GRAND ICE CREAM, INC.        EQUITY   261878102      1851       48,054  SH      DEFINED    1                 48,054
DRILL QUIP                            EQUITY   262037104        46        1,901  SH      DEFINED    1                  1,901
DRIL-QUIP INC                         EQUITY   262037104        42        1,761  SH      DEFINED 6, 7, 8    1761
DRS TECHNOLOGIES INC                  EQUITY   23330X100       134        3,752  SH      DEFINED    1                  3,752
DRS TECHNOLOGIES INC                  EQUITY   23330X100       220        6,176  SH      DEFINED 6, 7, 8    6176
DSP GROUP INC                         EQUITY   23332B106      1136       48,818  SH      DEFINED 6, 7, 8   48818
DSP GROUP, INC. COM                   EQUITY   23332B106       924       39,731  SH      DEFINED    1                 39,731
DST SYS INC DEL                       EQUITY   233326107      7288      146,200  SH      DEFINED 6, 7, 8  146200
DST SYSTEMS INC                       EQUITY   233326107      7333      147,093  SH      DEFINED    1                147,093
DTE ENERGY CO                         EQUITY   233331107        21          510  SH      DEFINED    5        510
DTE ENERGY CO                         EQUITY   233331107      2884       68,770  SH      DEFINED 6, 7, 8   68770
DTE ENERGY CO.                        EQUITY   233331107     12477      297,491  SH      DEFINED    1                297,491
DTE Energy Company                    EQUITY   233331107      8807      210,000  SH      DEFINED    4                210,000
DU PONT E I DE NEMOURS &              EQUITY   263534109       136        3,200  SH      DEFINED    5       3200
DU PONT E I DE NEMOURS &              EQUITY   263534109     20128      473,490  SH      DEFINED 6, 7, 8  473490
DU PONT E I DE NEMOURS + CO           EQUITY   263534109      4635      109,044  SH      DEFINED    2                 109044
DUANE READE INC                       EQUITY   263578106       614       20,216  SH      DEFINED 6, 7, 8   20216
DUANE READE, INC.                     EQUITY   263578106       243        7,997  SH      DEFINED    1                  7,997
DUKE ENERGY CORP                      EQUITY   264399106        95        2,430  SH      DEFINED    5       2430
DUKE ENERGY CORP                      EQUITY   264399106     12884      328,180  SH      DEFINED 6, 7, 8  328180
DUKE ENERGY CORP.                     EQUITY   264399106     13602      346,454  SH      DEFINED    1                346,454
DUKE REALTY                           EQUITY   264411505        27        1,100  SH      DEFINED    1                  1,100
DUKE REALTY CORP COM NEW              EQUITY   264411505      7245      297,774  SH      Sole       3     218528               79246
DUN & BRADSTREET CORP DEL             EQUITY   26483E100      3807      107,850  SH      DEFINED 6, 7, 8  107850
DUN & BRADSTREET CORP NEW WI          EQUITY   26483E100      3390       96,041  SH      DEFINED    1                 96,041
DUPONT PHOTOMASKS                     EQUITY   26613X101        65        1,505  SH      DEFINED    1                  1,505
DUPONT PHOTOMASKS INC                 EQUITY   26613X101       113        2,590  SH      DEFINED 6, 7, 8    2590
DURA AUTOMOTIVE SYSTEM                EQUITY   265903104        52        4,765  SH      DEFINED    1                  4,765
DURA AUTOMOTIVE SYSTEMS C             EQUITY   265903104        49        4,419  SH      DEFINED 6, 7, 8    4419
DURASWITCH INDUSTRIES INC             EQUITY   266905207        12        1,462  SH      DEFINED    1                  1,462
DURASWITCH INDUSTRIES INC             EQUITY   266905207        11        1,338  SH      DEFINED 6, 7, 8    1338
DURATEK INC                           EQUITY   26658Q102      1028      230,000  SH      DEFINED    1                230,000
DURECT CORP                           EQUITY   266605104        63        5,444  SH      DEFINED 6, 7, 8    5444
DURECT CORPORATION                    EQUITY   266605104        66        5,679  SH      DEFINED    1                  5,679
DUSA PHARAMACEUTICALS INC             EQUITY   266898105        33        4,135  SH      DEFINED    1                  4,135
DUSA PHARMACEUTICALS INC              EQUITY   266898105        31        3,906  SH      DEFINED 6, 7, 8    3906
DVI INC                               EQUITY   233343102        67        3,917  SH      DEFINED 6, 7, 8    3917
DVI, INC.                             EQUITY   233343102        70        4,061  SH      DEFINED    1                  4,061
DYAX CORP                             EQUITY   26746E103        64        5,837  SH      DEFINED    1                  5,837
DYAX CORP                             EQUITY   26746E103        61        5,572  SH      DEFINED 6, 7, 8    5572
DYCOM INDS INC                        EQUITY   267475101      1096       65,618  SH      DEFINED 6, 7, 8   65618
DYCOM INDUSTRIES, INC.                EQUITY   267475101      1106       66,174  SH      DEFINED    1                 66,174
DYNACQ INTERNATIONAL INC              EQUITY   267919306        31        1,372  SH      DEFINED    1                  1,372
DYNACQ INTL INC                       EQUITY   267919306        28        1,266  SH      DEFINED 6, 7, 8    1266
DYNEGY INC NEW                        EQUITY   26816Q101        28        1,100  SH      DEFINED    5       1100
DYNEGY INC NEW                        EQUITY   26816Q101      3784      148,380  SH      DEFINED 6, 7, 8  148380
DYNEGY INC.                           EQUITY   26816Q101      3994      156,646  SH      DEFINED    1                156,646
E M C CORP MASS                       EQUITY   268648102        93        6,920  SH      DEFINED    5       6920
E M C CORP MASS                       EQUITY   268648102     14432    1,073,800  SH      DEFINED 6, 7, 8 1073800






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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E M C CORP MASS                       EQUITY   268648102       125        9,280  SH      DEFINED    2                   9280
E M C CORP MASS                       EQUITY   268648102     14546    1,082,300  SH      DEFINED    2                1082300
E PIPHANY INC                         EQUITY   26881V100       155       17,746  SH      DEFINED 6, 7, 8   17746
E TRADE GROUP INC                     EQUITY   269246104      4640      452,700  SH      DEFINED 6, 7, 8  452700
E*TRADE GROUP, INC.                   EQUITY   269246104      4670      455,569  SH      DEFINED    1                455,569
E.I. DU PONT DE NEMOURS AND CO        EQUITY   263534109     21154      497,621  SH      DEFINED    1                497,621
E.PIHPANY, INC.                       EQUITY   26881V100       162       18,571  SH      DEFINED    1                 18,571
EARTHLINK INC                         EQUITY   270321102         9          722  SH      DEFINED    1                    722
EARTHSHELL CORP                       EQUITY   27032B100        27       13,413  SH      DEFINED 6, 7, 8   13413
EARTHSHELL CORP.                      EQUITY   27032B100        28       14,152  SH      DEFINED    1                 14,152
EARTHWATCH INC                        EQUITY   270324601       236      720,997  SH      DEFINED    2                 720997
EAST WEST BANCORP                     EQUITY   27579R104       188        7,301  SH      DEFINED    1                  7,301
EAST WEST BANCORP INC                 EQUITY   27579R104       475       18,466  SH      DEFINED 6, 7, 8   18466
EASTGROUP PPTY INC                    EQUITY   277276101       118        5,099  SH      DEFINED 6, 7, 8    5099
EASTGROUP PROPERTIES, INC.            EQUITY   277276101       124        5,388  SH      DEFINED    1                  5,388
EASTMAN CHEM CO                       EQUITY   277432100         9          240  SH      DEFINED    5        240
EASTMAN CHEM CO                       EQUITY   277432100      1274       32,640  SH      DEFINED 6, 7, 8   32640
EASTMAN CHEMICAL CO.                  EQUITY   277432100      1367       35,034  SH      DEFINED    1                 35,034
EASTMAN KODAK CO                      EQUITY   277461109        27          910  SH      DEFINED    5        910
EASTMAN KODAK CO                      EQUITY   277461109      3620      123,010  SH      DEFINED 6, 7, 8  123010
EASTMAN KODAK CO                      EQUITY   277461109      3949      134,173  SH      DEFINED    2                 134173
EASTMAN KODAK CO.                     EQUITY   277461109      3822      129,858  SH      DEFINED    1                129,858
EATON CORP                            EQUITY   278058102        16          220  SH      DEFINED    5        220
EATON CORP                            EQUITY   278058102      2699       36,270  SH      DEFINED 6, 7, 8   36270
EATON CORP.                           EQUITY   278058102      2875       38,641  SH      DEFINED    1                 38,641
EATON VANCE CORP                      EQUITY   278265103      4079      114,740  SH      DEFINED 6, 7, 8  114740
EATON VANCE CORP.                     EQUITY   278265103      4106      115,495  SH      DEFINED    1                115,495
EBAY INC                              EQUITY   278642103       642        9,600  SH      DEFINED 6, 7, 8    9600
EBAY INC                              EQUITY   278642103     12316      184,100  SH      DEFINED    2                 184100
EBAY, INC.                            EQUITY   278642103       642        9,600  SH      DEFINED    1                  9,600
ECHELON                               EQUITY   27874N105        99        7,026  SH      DEFINED    1                  7,026
ECHELON CORP                          EQUITY   27874N105        95        6,722  SH      DEFINED 6, 7, 8    6722
ECHOSTAR COMMUNICATIONS CORP N        EQUITY   278762109      6998      254,750  SH      DEFINED    2                 254750
ECHOSTAR COMMUNICATIONS CORP. CLASS A EQUITY   278762109       153        5,570  SH      DEFINED    1                  5,570
ECHOSTAR COMMUNICATIONS N             EQUITY   278762109       153        5,570  SH      DEFINED 6, 7, 8    5570
ECLIPSYS CORP                         EQUITY   278856109       415       24,755  SH      DEFINED 6, 7, 8   24755
ECLIPSYS CORP.                        EQUITY   278856109       221       13,185  SH      DEFINED    1                 13,185
ECOLAB INC                            EQUITY   278865100        16          400  SH      DEFINED    5        400
ECOLAB INC                            EQUITY   278865100      2175       54,030  SH      DEFINED 6, 7, 8   54030
ECOLAB, INC.                          EQUITY   278865100      2367       58,797  SH      DEFINED    1                 58,797
ECTEL LTD                             EQUITY   M29925100        48        2,774  SH      DEFINED 6, 7, 8    2774
EDEN BIOSCIENCE CORP                  EQUITY   279445100        31        6,174  SH      DEFINED 6, 7, 8    6174
EDEN BIOSCIENCE CORPORATION           EQUITY   279445100        33        6,476  SH      DEFINED    1                  6,476
EDISON INTERNATIONAL INC              EQUITY   281020107      2236      148,101  SH      DEFINED    1                148,101
EDISON INTL                           EQUITY   281020107        15        1,020  SH      DEFINED    5       1020
EDISON INTL                           EQUITY   281020107      2080      137,740  SH      DEFINED 6, 7, 8  137740
EDISON SCHOOLS INC                    EQUITY   281033100       157        7,993  SH      DEFINED    1                  7,993
EDISON SCHOOLS INC                    EQUITY   281033100       147        7,482  SH      DEFINED 6, 7, 8    7482
EDO CORP                              EQUITY   281347104        80        3,037  SH      DEFINED    1                  3,037
EDO CORP                              EQUITY   281347104        76        2,879  SH      DEFINED 6, 7, 8    2879






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
EDO CORP                              EQUITY   281347104       661       25,000  SH      DEFINED    2                  25000
EDUCATION MANAGEMENT CORP.            EQUITY   28139T101      1717       47,354  SH      DEFINED    1                 47,354
EDUCATION MGMT CORP                   EQUITY   28139T101      1806       49,825  SH      DEFINED 6, 7, 8   49825
EDUCATION MGMT CORP COM               EQUITY   28139T101     44591    1,230,102  SH      Sole       3    1215202               14900
EDWARDS AG INC                        EQUITY   281760108      4223       95,600  SH      DEFINED 6, 7, 8   95600
EDWARDS J D + CO                      EQUITY   281667105     11803      717,500  SH      DEFINED    2                 717500
EDWARDS LIFESCIENCES CORP             EQUITY   28176E108      2501       90,504  SH      DEFINED 6, 7, 8   90504
EDWARDS LIFESCIENCES CP               EQUITY   28176E108      2526       91,431  SH      DEFINED    1                 91,431
EEX CORP                              EQUITY   26842V207        18        9,890  SH      DEFINED 6, 7, 8    9890
EEX CORP.                             EQUITY   26842V207        19       10,195  SH      DEFINED    1                 10,195
EFUNDS CORP                           EQUITY   28224R101       192       13,976  SH      DEFINED    1                 13,976
EFUNDS CORP                           EQUITY   28224R101       480       34,889  SH      DEFINED 6, 7, 8   34889
EGL INC                               EQUITY   268484102       950       68,101  SH      DEFINED 6, 7, 8   68101
EGL INC.                              EQUITY   268484102       958       68,684  SH      DEFINED    1                 68,684
EL PASO CORP                          EQUITY   28336L109     22321      500,369  SH      DEFINED    1                500,369
EL PASO CORP                          EQUITY   28336L109        71        1,600  SH      DEFINED    5       1600
EL PASO CORP                          EQUITY   28336L109      9628      215,820  SH      DEFINED 6, 7, 8  215820
EL PASO ELEC CO                       EQUITY   283677854       240       16,584  SH      DEFINED 6, 7, 8   16584
EL PASO ELECTRIC CO.                  EQUITY   283677854       250       17,231  SH      DEFINED    1                 17,231
ELAN CORP PLC - B WARRANTS            EQUITY   284131802      6800      200,000  SH      DEFINED    1                200,000
ELANTEC SEMICONDUCTOR INC             EQUITY   284155108       261        6,804  SH      DEFINED    1                  6,804
ELANTEC SEMICONDUCTOR INC             EQUITY   284155108       250        6,505  SH      DEFINED 6, 7, 8    6505
ELCOR CORP                            EQUITY   284443108       171        6,144  SH      DEFINED 6, 7, 8    6144
ELCOR CORP.                           EQUITY   284443108       181        6,518  SH      DEFINED    1                  6,518
ELECTRO RENT CORP                     EQUITY   285218103        60        4,627  SH      DEFINED 6, 7, 8    4627
ELECTRO RENT CORP.                    EQUITY   285218103        62        4,785  SH      DEFINED    1                  4,785
ELECTRO SCIENTIFIC INDS               EQUITY   285229100       234        7,814  SH      DEFINED 6, 7, 8    7814
ELECTRO SCIENTIFIC INDUSTRIES,        EQUITY   285229100       247        8,239  SH      DEFINED    1                  8,239
ELECTROGLAS INC                       EQUITY   285324109        94        6,380  SH      DEFINED 6, 7, 8    6380
ELECTROGLAS, INC.                     EQUITY   285324109        99        6,686  SH      DEFINED    1                  6,686
ELECTRONIC ARTS                       EQUITY   285512109     10266      171,240  SH      DEFINED    1                171,240
ELECTRONIC ARTS                       EQUITY   285512109      9676      161,400  SH      DEFINED    2                 161400
ELECTRONIC ARTS INC                   EQUITY   285512109     10168      169,600  SH      DEFINED 6, 7, 8  169600
ELECTRONIC ARTS INC COM               EQUITY   285512109      2398       40,000  SH      Sole       3      40000
ELECTRONIC DATA SYS CORP NEW          EQUITY   285661104       353        5,150  SH      DEFINED    2                   5150
ELECTRONIC DATA SYS NEW               EQUITY   285661104       101        1,480  SH      DEFINED    5       1480
ELECTRONIC DATA SYS NEW               EQUITY   285661104     17565      256,230  SH      DEFINED 6, 7, 8  256230
ELECTRONIC DATA SYS NW COM            EQUITY   285661104      2399       35,000  SH      Sole       3      35000
ELECTRONIC DATA SYSTEMS CORP.         EQUITY   285661104     18624      271,685  SH      DEFINED    1                271,685
ELECTRONICS BOUTIQUE HLDG             EQUITY   286045109       113        2,818  SH      DEFINED 6, 7, 8    2818
ELECTRONICS BOUTIQUE HLDGS. CO        EQUITY   286045109       117        2,928  SH      DEFINED    1                  2,928
ELECTRONICS BOUTQ HLDG COM            EQUITY   286045109     26265      657,600  SH      Sole       3     657600
ELECTRONICS FOR IMAGING I             EQUITY   286082102       524       23,498  SH      DEFINED 6, 7, 8   23498
ELECTRONICS FOR IMAGING, INC.         EQUITY   286082102       395       17,722  SH      DEFINED    1                 17,722
ELI LILLY AND CO.                     EQUITY   532457108     47038      598,902  SH      DEFINED    1                598,902
ELIZABETH ARDEN INC                   EQUITY   28660G106        47        3,065  SH      DEFINED    1                  3,065
ELIZABETH ARDEN INC                   EQUITY   28660G106        43        2,811  SH      DEFINED 6, 7, 8    2811
ELIZABETH ARDEN INC                   EQUITY   28660G106      1203       78,800  SH      DEFINED    2                  78800
EMBARCADERO TECHNOLOGIES              EQUITY   290787100        64        2,661  SH      DEFINED 6, 7, 8    2661
EMBARCADERO TECHNOLOGIES INC          EQUITY   290787100        68        2,828  SH      DEFINED    1                  2,828






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
Embotelladora Andina -ADR 'B'         EQUITY   29081P303       303       38,300  SH      DEFINED    1                 38,300
EMC Corp / Mass                       EQUITY   268648102       739       55,000  SH      DEFINED    4                 55,000
EMC CORP.                             EQUITY   268648102     17773    1,322,424  SH      DEFINED    1              1,322,424
EMCOR GROUP INC                       EQUITY   29084Q100       156        3,441  SH      DEFINED 6, 7, 8    3441
EMCOR GROUP, INC.                     EQUITY   29084Q100       162        3,569  SH      DEFINED    1                  3,569
EMCORE CORP                           EQUITY   290846104        87        6,447  SH      DEFINED 6, 7, 8    6447
EMCORE CORPORATION                    EQUITY   290846104        90        6,683  SH      DEFINED    1                  6,683
Emerson Elec Co                       EQUITY   291011104      2855       50,000  SH      DEFINED    4                 50,000
EMERSON ELEC CO                       EQUITY   291011104        77        1,340  SH      DEFINED    5       1340
EMERSON ELEC CO                       EQUITY   291011104     13469      235,881  SH      DEFINED 6, 7, 8  235881
EMERSON ELEC CO                       EQUITY   291011104      3849       67,408  SH      DEFINED    2                  67408
EMERSON ELECTRIC CO.                  EQUITY   291011104     14070      246,412  SH      DEFINED    1                246,412
EMEX CORP                             EQUITY   291206100        12        3,732  SH      DEFINED    1                  3,732
EMEX CORP                             EQUITY   291206100        12        3,732  SH      DEFINED 6, 7, 8    3732
EMISPHERE TECHNOLOGIES IN             EQUITY   291345106       158        4,951  SH      DEFINED 6, 7, 8    4951
EMISPHERE TECHNOLOGIES INC            EQUITY   291345106       165        5,161  SH      DEFINED    1                  5,161
EMMIS COMMUNICATIONS CORP             EQUITY   291525103      1362       57,600  SH      DEFINED 6, 7, 8   57600
EMMIS COMMUNICATIONS CORP. CLASS A    EQUITY   291525103      1366       57,771  SH      DEFINED    1                 57,771
EMPIRE DIST ELEC CO                   EQUITY   291641108       119        5,659  SH      DEFINED 6, 7, 8    5659
EMPIRE DISTRICT ELECTRIC CO.          EQUITY   291641108       123        5,875  SH      DEFINED    1                  5,875
EMPRESA NACIONAL DE ELEC ADR          EQUITY   29244T101       850       81,892  SH      DEFINED    1                 81,892
EMULEX CORP                           EQUITY   292475209        42        1,057  SH      DEFINED    1                  1,057
EMULEX CORP                           EQUITY   292475209     10869      275,100  SH      DEFINED    2                 275100
ENCOMPASS SERVICES CORP.              EQUITY   29255U104        61       21,159  SH      DEFINED    1                 21,159
ENCOMPASS SVCS CORP                   EQUITY   29255U104       112       38,498  SH      DEFINED 6, 7, 8   38498
ENCORE ACQUISITION CO                 EQUITY   29255W100        30        2,276  SH      DEFINED    1                  2,276
ENCORE ACQUISITION CO                 EQUITY   29255W100        30        2,276  SH      DEFINED 6, 7, 8    2276
ENCORE WIRE CORP                      EQUITY   292562105        53        4,412  SH      DEFINED    1                  4,412
ENCORE WIRE CORP                      EQUITY   292562105        50        4,158  SH      DEFINED 6, 7, 8    4158
ENDESA ADR                            EQUITY   29258N107       157       10,000  SH      DEFINED    1                 10,000
ENDESA S A                            EQUITY   29258N107       157       10,000  SH      DEFINED 6, 7, 8   10000
ENDO PHARMACEUTICALS                  EQUITY   29264F114        76        9,541  SH      DEFINED    1                  9,541
ENDO PHARMACEUTICALS HLDG             EQUITY   29264F205        69        5,949  SH      DEFINED 6, 7, 8    5949
ENDO PHARMACEUTICALS HLDG             EQUITY   29264F114         3        3,251  SH      DEFINED 6, 7, 8    3251
ENDOCARE INC                          EQUITY   29264P104        69        3,845  SH      DEFINED    1                  3,845
ENDOCARE INC                          EQUITY   29264P104        66        3,654  SH      DEFINED 6, 7, 8    3654
ENDOCARE INC COM                      EQUITY   29264P104     19769    1,102,539  SH      Sole       3    1088039               14500
ENERGEN CORP                          EQUITY   29265N108       219        8,903  SH      DEFINED 6, 7, 8    8903
ENERGEN CORP.                         EQUITY   29265N108       228        9,243  SH      DEFINED    1                  9,243
ENERGIZER HLDGS INC                   EQUITY   29266R108      2122      111,400  SH      DEFINED 6, 7, 8  111400
ENERGIZER HOLDINGS INC                EQUITY   29266R108      2135      112,098  SH      DEFINED    1                112,098
ENERGY CONVERSION DEVICES             EQUITY   292659109        78        4,103  SH      DEFINED 6, 7, 8    4103
ENERGY CONVERSION DEVICES, INC        EQUITY   292659109        81        4,286  SH      DEFINED    1                  4,286
ENERGY EAST CORP                      EQUITY   29266M109      2715      142,988  SH      DEFINED    1                142,988
ENERGY EAST CORP                      EQUITY   29266M109      2697      142,000  SH      DEFINED 6, 7, 8  142000
ENERGY PARTNERS LTD                   EQUITY   29270U105        51        6,702  SH      DEFINED    1                  6,702
ENERGY PARTNERS LTD                   EQUITY   29270U105        49        6,522  SH      DEFINED 6, 7, 8    6522
ENGAGE INC                            EQUITY   292827102         6       13,880  SH      DEFINED 6, 7, 8   13880
ENGAGE TECHNOLOGIES, INC.             EQUITY   292827102         6       13,880  SH      DEFINED    1                 13,880
ENGELHARD CORP                        EQUITY   292845104        11          410  SH      DEFINED    5        410






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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ENGELHARD CORP                        EQUITY   292845104      1521       54,950  SH      DEFINED 6, 7, 8   54950
ENGELHARD CORP COM                    EQUITY   292845104     14816      535,270  SH      Sole       3     462200               73070
ENGELHARD CORP.                       EQUITY   292845104      1634       59,033  SH      DEFINED    1                 59,033
ENGINEERED SUPPORT SYS IN             EQUITY   292866100        68        1,977  SH      DEFINED 6, 7, 8    1977
ENGINEERED SUPPORT SYSTEMS            EQUITY   292866100        71        2,079  SH      DEFINED    1                  2,079
ENSCO INTERNATIONAL, INC.             EQUITY   26874Q100      4107      165,271  SH      DEFINED    1                165,271
ENSCO INTL INC                        EQUITY   26874Q100      4063      163,500  SH      DEFINED 6, 7, 8  163500
ENSCO INTL INC                        EQUITY   26874Q100     18575      747,500  SH      DEFINED    2                 747500
ENTEGRIS INC                          EQUITY   29362U104       128       11,697  SH      DEFINED    1                 11,697
ENTEGRIS INC                          EQUITY   29362U104       123       11,228  SH      DEFINED 6, 7, 8   11228
ENTERASYS NETWORKS INC                EQUITY   293637104      2099      237,183  SH      DEFINED    1                237,183
ENTERASYS NETWORKS INC                EQUITY   293637104      2230      251,950  SH      DEFINED 6, 7, 8  251950
ENTERASYS NETWORKS INC COM            EQUITY   293637104     25762    2,910,927  SH      Sole       3    2672917              238010
ENTERCOM COMMUNICATIONS C             EQUITY   293639100      2755       55,100  SH      DEFINED 6, 7, 8   55100
ENTERCOM COMMUNICATIONS CORP.         EQUITY   293639100      2765       55,297  SH      DEFINED    1                 55,297
ENTERGY ARKANSAS INC                  EQUITY   29364G103      3916      100,136  SH      DEFINED    1                100,136
ENTERGY CORP NEW                      EQUITY   29364G103        27          690  SH      DEFINED    5        690
ENTERGY CORP NEW                      EQUITY   29364G103      3654       93,430  SH      DEFINED 6, 7, 8   93430
ENTERTAINMENT PPTYS TR                EQUITY   29380T105        92        4,738  SH      DEFINED 6, 7, 8    4738
ENTERTAINMENT PROPERTIES TRUST        EQUITY   29380T105        96        4,938  SH      DEFINED    1                  4,938
ENTRADE INC                           EQUITY   29382L993        60      156,250  SH      DEFINED    2                 156250
ENTRAVISION COMMUNIC                  EQUITY   29382R107         7          594  SH      DEFINED    1                    594
ENTREMED INC                          EQUITY   29382F103        37        4,383  SH      DEFINED 6, 7, 8    4383
ENTREMED, INC.                        EQUITY   29382F103        39        4,608  SH      DEFINED    1                  4,608
ENTRUST INC                           EQUITY   293848107       138       13,561  SH      DEFINED 6, 7, 8   13561
ENTRUST TECHNOLOGIES INC.             EQUITY   293848107       145       14,231  SH      DEFINED    1                 14,231
ENZO BIOCHEM INC                      EQUITY   294100102       147        6,271  SH      DEFINED 6, 7, 8    6271
ENZO BIOCHEM, INC.                    EQUITY   294100102       154        6,546  SH      DEFINED    1                  6,546
ENZON INC                             EQUITY   293904108        31          548  SH      DEFINED    1                    548
ENZON INC                             EQUITY   293904108       268        4,755  SH      DEFINED 6, 7, 8    4755
EOG RES INC                           EQUITY   26875P101        14          360  SH      DEFINED    5        360
EOG RES INC                           EQUITY   26875P101      3458       88,410  SH      DEFINED 6, 7, 8   88410
EOG RESOURCES INC                     EQUITY   26875P101      2652       67,814  SH      DEFINED    1                 67,814
EPIQ SYS INC                          EQUITY   26882D109        54        2,814  SH      DEFINED 6, 7, 8    2814
EPIQ SYSTEMS INC                      EQUITY   26882D109        57        2,967  SH      DEFINED    1                  2,967
EQUIFAX INC                           EQUITY   294429105        11          450  SH      DEFINED    5        450
EQUIFAX INC                           EQUITY   294429105      1480       61,300  SH      DEFINED 6, 7, 8   61300
EQUIFAX, INC.                         EQUITY   294429105      1611       66,722  SH      DEFINED    1                 66,722
EQUITABLE RES INC                     EQUITY   294549100      3829      112,400  SH      DEFINED 6, 7, 8  112400
EQUITABLE RESOURCES, INC.             EQUITY   294549100      2665       78,218  SH      DEFINED    1                 78,218
EQUITY INNS INC                       EQUITY   294703103        78       11,847  SH      DEFINED 6, 7, 8   11847
EQUITY INNS, INC.                     EQUITY   294703103        81       12,307  SH      DEFINED    1                 12,307
EQUITY OFFICE PPTYS TR COM            EQUITY   294741103     65020    2,161,584  SH      Sole       3    1855182              306402
EQUITY OFFICE PROPERTIES              EQUITY   294741103        39        1,300  SH      DEFINED    5       1300
EQUITY OFFICE PROPERTIES              EQUITY   294741103      5270      175,200  SH      DEFINED 6, 7, 8  175200
EQUITY OFFICE PROPERTIES TRUST        EQUITY   294741103      7922      263,366  SH      DEFINED    1                263,366
EQUITY ONE                            EQUITY   294752100         5          396  SH      DEFINED 6, 7, 8     396
EQUITY ONE INC                        EQUITY   294752100         5          396  SH      DEFINED    1                    396
EQUITY RESIDENT PPTYS SH BEN I        EQUITY   29476L107     40154    1,398,600  SH      Sole       3    1197900              200700
EQUITY RESIDENTIAL PPTYS              EQUITY   29476L107        24          850  SH      DEFINED    5        850






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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EQUITY RESIDENTIAL PPTYS              EQUITY   29476L107      3434      119,610  SH      DEFINED 6, 7, 8  119610
EQUITY RESIDENTIAL PROPS TR           EQUITY   29476L107      3531      122,985  SH      DEFINED    1                122,985
ERICSSON L M TEL CO                   EQUITY   294821400       119       22,780  SH      DEFINED 6, 7, 8   22780
ERICSSON L M TEL CO                   EQUITY   294821400       444       85,000  SH      DEFINED 6, 7, 8   85000
ERICSSON LMTEL CO.-ADR SERIES B       EQUITY   294821400       563      107,780  SH      DEFINED    1                107,780
ERIE INDEMNITY COMPA                  EQUITY   29530P102         5          134  SH      DEFINED    1                    134
ESCO ELECTRONICS CORP                 EQUITY   296315104       124        3,605  SH      DEFINED    1                  3,605
ESCO TECHNOLOGIES INC                 EQUITY   296315104       118        3,427  SH      DEFINED 6, 7, 8    3427
ESPEED INC                            EQUITY   296643109        39        4,687  SH      DEFINED    1                  4,687
ESPEED INC                            EQUITY   296643109       250       30,151  SH      DEFINED 6, 7, 8   30151
ESPERION THERAPEUTICS COM             EQUITY   29664R106      2130      289,800  SH      Sole       3     289800
ESPERION THERAPEUTICS INC             EQUITY   29664R106        43        5,826  SH      DEFINED 6, 7, 8    5826
ESPERION THERAPEUTICS INC (USD)       EQUITY   29664R106        45        6,151  SH      DEFINED    1                  6,151
ESS TECHNOLOGY INC                    EQUITY   269151106       204        9,578  SH      DEFINED 6, 7, 8    9578
ESS TECHNOLOGY, INC.                  EQUITY   269151106       212        9,988  SH      DEFINED    1                  9,988
ESSEX PPTY TR INC                     EQUITY   297178105       222        4,497  SH      DEFINED 6, 7, 8    4497
ESSEX PPTY TR INC COM                 EQUITY   297178105      4640       93,900  SH      Sole       3      79800               14100
ESSEX PROPERTY TRUST, INC.            EQUITY   297178105       230        4,664  SH      DEFINED    1                  4,664
ESTEE LAUDER COMPANIES-CL A           EQUITY   518439104        43        1,347  SH      DEFINED    1                  1,347
ESTERLINE TECHNOLOGIES CO             EQUITY   297425100       107        6,673  SH      DEFINED 6, 7, 8    6673
ESTERLINE TECHNOLOGIES CORP.          EQUITY   297425100       111        6,917  SH      DEFINED    1                  6,917
ETHAN ALLEN INTERIOR                  EQUITY   297602104        14          335  SH      DEFINED    1                    335
ETHAN ALLEN INTERIORS INC             EQUITY   297602104       150        3,600  SH      DEFINED 6, 7, 8    3600
EVEREST RE GROUP LTD                  EQUITY   G3223R108      3973       56,200  SH      DEFINED 6, 7, 8   56200
EVEREST RE GROUP LTD COM              EQUITY   G3223R108     94492    1,336,522  SH      Sole       3    1280982               55540
EVEREST RE GROUP, LTD                 EQUITY   G3223R108     23353      330,315  SH      DEFINED    1                330,315
EVERGREEN RES INC                     EQUITY   299900308       184        4,763  SH      DEFINED 6, 7, 8    4763
EVERGREEN RESOURCES, INC.             EQUITY   299900308       194        5,021  SH      DEFINED    1                  5,021
EVOLVE SOFTWARE INC.                  EQUITY   30049P104       459    1,239,564  SH      DEFINED    1              1,239,564
EXACT SCIENCES CORP                   EQUITY   30063P105        12        1,140  SH      DEFINED 6, 7, 8    1140
EXACT SCIENCES CORP (USD)             EQUITY   30063P105        12        1,140  SH      DEFINED    1                  1,140
EXAR CORP                             EQUITY   300645108       548       26,265  SH      DEFINED 6, 7, 8   26265
EXAR CORP.                            EQUITY   300645108       242       11,594  SH      DEFINED    1                 11,594
EXCEL TECHNOLOGY                      EQUITY   30067T103        43        2,470  SH      DEFINED    1                  2,470
EXCEL TECHNOLOGY INC                  EQUITY   30067T103        42        2,395  SH      DEFINED 6, 7, 8    2395
EXE TECHNOLOGIES INC                  EQUITY   301504106        47        9,192  SH      DEFINED 6, 7, 8    9192
EXE TECHNOLOGIES INC (USD)            EQUITY   301504106        49        9,706  SH      DEFINED    1                  9,706
EXELIXIS INC                          EQUITY   30161Q104       166        9,967  SH      DEFINED 6, 7, 8    9967
EXELIXIS, INC.                        EQUITY   30161Q104       173       10,407  SH      DEFINED    1                 10,407
EXELON CORP                           EQUITY   30161N101        48        1,000  SH      DEFINED    5       1000
EXELON CORP                           EQUITY   30161N101      7483      156,290  SH      DEFINED 6, 7, 8  156290
EXIDE TECHNOLOGIES                    EQUITY   302051107        11        9,276  SH      DEFINED    1                  9,276
EXIDE TECHNOLOGIES                    EQUITY   302051107        11        8,780  SH      DEFINED 6, 7, 8    8780
EXPEDIA INC -CL A                     EQUITY   302125109         4          101  SH      DEFINED    1                    101
EXPEDITORS INTERNATIONAL OF WA        EQUITY   302130109      3606       63,315  SH      DEFINED    1                 63,315
EXPEDITORS INTL WASH INC              EQUITY   302130109      3571       62,700  SH      DEFINED 6, 7, 8   62700
EXPRESS SCRIPTS INC                   EQUITY   302182100      5531      118,280  SH      DEFINED 6, 7, 8  118280
EXPRESS SCRIPTS, INC.                 EQUITY   302182100      5582      119,379  SH      DEFINED    1                119,379
EXTENDED STAY AMER INC                EQUITY   30224P101      1853      113,000  SH      DEFINED 6, 7, 8  113000
EXTENDED STAY AMERICA INC             EQUITY   30224P101      1862      113,542  SH      DEFINED    1                113,542






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
EXTENSITY INC                         EQUITY   302255104         9        4,303  SH      DEFINED 6, 7, 8    4303
EXTENSITY, INC.                       EQUITY   302255104        10        4,376  SH      DEFINED    1                  4,376
EXTREME NETWORK INC                   EQUITY   30226D106        17        1,309  SH      DEFINED    1                  1,309
EXTREME NETWORKS INC                  EQUITY   30226D106      5995      464,700  SH      DEFINED    2                 464700
EXULT INC                             EQUITY   302284104        17        1,075  SH      DEFINED    1                  1,075
EXXON MOBIL CORP                      EQUITY   30231G102       371        3,446  SH      DEFINED    2                   9446
Exxon Mobil Corp                      EQUITY   30231G102      2393       60,892  SH      DEFINED    4                 60,892
EXXON MOBIL CORP                      EQUITY   30231G102       840       21,380  SH      DEFINED    5      21380
EXXON MOBIL CORP                      EQUITY   30231G102    121919    3,102,260  SH      DEFINED 6, 7, 8 3102260
EXXON MOBIL CORP                      EQUITY   30231G102     30003      763,446  SH      DEFINED    2                 763446
EXXON MOBIL CORP.                     EQUITY   30231G102    172102    4,379,182  SH      DEFINED    1              4,379,182
F M C CORP                            EQUITY   302491303         6          100  SH      DEFINED    5        100
F M C CORP                            EQUITY   302491303       785       13,200  SH      DEFINED 6, 7, 8   13200
F Y I INC                             EQUITY   302712104       133        3,976  SH      DEFINED 6, 7, 8    3976
F&M BANCORP MD                        EQUITY   302367107        90        3,536  SH      DEFINED 6, 7, 8    3536
F&M BANCORP/FREDERICK                 EQUITY   302367107        93        3,652  SH      DEFINED    1                  3,652
F.Y.I., INC.                          EQUITY   302712104       139        4,159  SH      DEFINED    1                  4,159
F5 NETWORKS INC                       EQUITY   315616102       121        5,632  SH      DEFINED    1                  5,632
F5 NETWORKS INC                       EQUITY   315616102       116        5,385  SH      DEFINED 6, 7, 8    5385
FACTORY 2-U INC                       EQUITY   303072102        74        3,684  SH      DEFINED 6, 7, 8    3684
FACTORY 2-U STORES, INC.              EQUITY   303072102        77        3,854  SH      DEFINED    1                  3,854
FACTSET RESEARCH SYSTEMS, INC.        EQUITY   303075105       215        6,161  SH      DEFINED    1                  6,161
FACTSET RESH SYS INC                  EQUITY   303075105       206        5,893  SH      DEFINED 6, 7, 8    5893
FAIR ISAAC & CO INC                   EQUITY   303250104       397        6,303  SH      DEFINED 6, 7, 8    6303
FAIR ISAAC & CO INC COM               EQUITY   303250104     11046      175,273  SH      Sole       3     172173                3100
FAIR ISSAC & CO., INC.                EQUITY   303250104       341        5,417  SH      DEFINED    1                  5,417
FAIRCHILD CORP                        EQUITY   303698104        12        4,033  SH      DEFINED 6, 7, 8    4033
FAIRCHILD CORP. CLASS A               EQUITY   303698104        12        4,033  SH      DEFINED    1                  4,033
FAIRCHILD SEMICONDUCTOR CORP.         EQUITY   303726103      5474      194,127  SH      DEFINED    1                194,127
FAIRCHILD SEMICONDUCTOR I             EQUITY   303726103      2002       71,000  SH      DEFINED 6, 7, 8   71000
FALCONSTOR SOFTWARE INC               EQUITY   306137100        41        4,529  SH      DEFINED    1                  4,529
FALCONSTOR SOFTWARE INC               EQUITY   306137100        35        3,842  SH      DEFINED 6, 7, 8    3842
FAMILY DLR STORES INC                 EQUITY   307000109        16          540  SH      DEFINED    5        540
FAMILY DLR STORES INC                 EQUITY   307000109      2184       72,860  SH      DEFINED 6, 7, 8   72860
FAMILY DLR STORES INC                 EQUITY   307000109      2186       72,900  SH      DEFINED    2                  72900
FAMILY DOLLAR STORES, INC.            EQUITY   307000109      2365       78,890  SH      DEFINED    1                 78,890
FARMER BROS CO                        EQUITY   307675108        73          275  SH      DEFINED 6, 7, 8     275
FARMER BROS. CO.                      EQUITY   307675108        76          288  SH      DEFINED    1                    288
FARMERS CAP BK CORP                   EQUITY   309562106        82        2,229  SH      DEFINED 6, 7, 8    2229
FARMERS CAPITAL BANK CORP             EQUITY   309562106        86        2,339  SH      DEFINED    1                  2,339
FASTENAL CO                           EQUITY   311900104      3062       46,100  SH      DEFINED 6, 7, 8   46100
FASTENAL CO.                          EQUITY   311900104      3089       46,494  SH      DEFINED    1                 46,494
FBL FINANCIAL GROUP, INC., CLASS A    EQUITY   30239F106        64        3,865  SH      DEFINED    1                  3,865
FBL FINL GROUP INC                    EQUITY   30239F106        62        3,744  SH      DEFINED 6, 7, 8    3744
FBR ASSET INVT CORP                   EQUITY   30241E303       133        4,725  SH      DEFINED 6, 7, 8    4725
FEDDERS CORP                          EQUITY   313135105        25        8,203  SH      DEFINED    1                  8,203
FEDDERS CORP                          EQUITY   313135105        24        7,831  SH      DEFINED 6, 7, 8    7831
FEDERAL AGRIC MTG CORP                EQUITY   313148306        99        2,438  SH      DEFINED    1                  2,438
FEDERAL AGRIC MTG CORP                EQUITY   313148306        95        2,348  SH      DEFINED 6, 7, 8    2348






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
FEDERAL HOME LN MTG CORP              EQUITY   313400301       142        2,170  SH      DEFINED    5       2170
FEDERAL HOME LN MTG CORP              EQUITY   313400301     24267      371,052  SH      DEFINED 6, 7, 8  371052
FEDERAL MOGUL CORP                    EQUITY   313549107        17       21,661  SH      DEFINED 6, 7, 8   21661
FEDERAL NATIONAL MORTGAGE ASSO        EQUITY   313586109     43119      542,378  SH      DEFINED    1                542,378
FEDERAL NATL MTG ASSN                 EQUITY   313586109        32          400  SH      DEFINED    1                    400
FEDERAL NATL MTG ASSN                 EQUITY   313586109       248        3,120  SH      DEFINED    5       3120
FEDERAL NATL MTG ASSN                 EQUITY   313586109     40929      514,832  SH      DEFINED 6, 7, 8  514832
FEDERAL REALTY INVESTMENT TR.         EQUITY   313747206       273       11,869  SH      DEFINED    1                 11,869
FEDERAL REALTY INVT TR                EQUITY   313747206       262       11,388  SH      DEFINED 6, 7, 8   11388
FEDERAL SIGNAL CORP                   EQUITY   313855108      1537       68,999  SH      DEFINED 6, 7, 8   68999
FEDERAL SIGNAL CORP.                  EQUITY   313855108      1523       68,403  SH      DEFINED    1                 68,403
FEDERAL-MOGUL CORP.                   EQUITY   313549107        18       22,404  SH      DEFINED    1                 22,404
FEDERATED DEPT STORES INC             EQUITY   31410H101        25          600  SH      DEFINED    5        600
FEDERATED DEPT STORES INC             EQUITY   31410H101      4993      122,080  SH      DEFINED 6, 7, 8  122080
FEDERATED DEPT STORES, INC.           EQUITY   31410H101      5236      128,008  SH      DEFINED    1                128,008
FEDERATED INVESTORS                   EQUITY   314211103        33        1,022  SH      DEFINED    1                  1,022
FEDERATED INVS INC PA                 EQUITY   314211103       685       21,500  SH      DEFINED 6, 7, 8   21500
FEDEX CORP                            EQUITY   31428X106        48          930  SH      DEFINED    5        930
FEDEX CORP                            EQUITY   31428X106      6541      126,080  SH      DEFINED 6, 7, 8  126080
FEDEX CORPORATION                     EQUITY   31428X106      6905      133,090  SH      DEFINED    1                133,090
FEI CO                                EQUITY   30241L109      1361       43,198  SH      DEFINED 6, 7, 8   43198
FEI COMPANY                           EQUITY   30241L109      1367       43,394  SH      DEFINED    1                 43,394
FELCOR LODGING TR INC                 EQUITY   31430F101       161        9,635  SH      DEFINED 6, 7, 8    9635
FELCOR LODGING TRUST, INC.            EQUITY   31430F101       167       10,018  SH      DEFINED    1                 10,018
FERRO CORP                            EQUITY   315405100      1303       50,513  SH      DEFINED 6, 7, 8   50513
FERRO CORP.                           EQUITY   315405100      1314       50,923  SH      DEFINED    1                 50,923
FIBERCORE INC                         EQUITY   31563B109        22        9,311  SH      DEFINED    1                  9,311
FIBERCORE INC                         EQUITY   31563B109        21        8,917  SH      DEFINED 6, 7, 8    8917
FIDELITY BANKSHARES INC               EQUITY   31604Q107        83        5,180  SH      DEFINED    1                  5,180
FIDELITY BANKSHARES INC N             EQUITY   31604Q107        77        4,829  SH      DEFINED 6, 7, 8    4829
FIDELITY NATIONAL FINANCIAL           EQUITY   316326107      2598      104,774  SH      DEFINED    1                104,774
FIDELITY NATL FINL INC                EQUITY   316326107      2579      104,000  SH      DEFINED 6, 7, 8  104000
FIFTH THIRD BANCORP                   EQUITY   316773100     15832      258,145  SH      DEFINED    1                258,145
FIFTH THIRD BANCORP                   EQUITY   316773100       111        1,810  SH      DEFINED    5       1810
FIFTH THIRD BANCORP                   EQUITY   316773100     15042      244,270  SH      DEFINED 6, 7, 8  244270
FILENET CORP                          EQUITY   316869106       207       10,222  SH      DEFINED 6, 7, 8   10222
FILENET CORP.                         EQUITY   316869106       217       10,709  SH      DEFINED    1                 10,709
FINANCIAL FED CORP                    EQUITY   317492106       811       25,951  SH      DEFINED 6, 7, 8   25951
FINANCIAL FED CORP COM                EQUITY   317492106      7937      254,000  SH      Sole       3     254000
FINANCIAL FEDERAL CORP.               EQUITY   317492106       108        3,446  SH      DEFINED    1                  3,446
FINANCIAL INSTNS INC                  EQUITY   317585404        60        2,545  SH      DEFINED 6, 7, 8    2545
FINCANCIAL INSTITUTIONS INC           EQUITY   317585404        63        2,679  SH      DEFINED    1                  2,679
FINISAR COM                           EQUITY   31787A101     20718    2,037,153  SH      Sole       3    2002053               35100
FINISAR CORPORATION                   EQUITY   31787A101        17        1,693  SH      DEFINED    1                  1,693
FINISH LINE INC                       EQUITY   317923100        84        5,514  SH      DEFINED 6, 7, 8    5514
FINISH LINE, INC.                     EQUITY   317923100        90        5,913  SH      DEFINED    1                  5,913
FINOVA GROUP INC                      EQUITY   317928109        10       17,044  SH      DEFINED 6, 7, 8   17044
FINOVA GROUP, INC.                    EQUITY   317928109        11       18,179  SH      DEFINED    1                 18,179
FIRST AMERICAN CAP TRUST CLASS A      EQUITY   318522307       430       22,934  SH      DEFINED    1                 22,934
FIRST AMERN CORP CALIF                EQUITY   318522307       410       21,905  SH      DEFINED 6, 7, 8   21905






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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FIRST BANCORP N C                     EQUITY   318910106        50        2,232  SH      DEFINED 6, 7, 8    2232
FIRST BANCORP NORTH CAROLINA          EQUITY   318910106        50        2,232  SH      DEFINED    1                  2,232
FIRST BANCORP P R                     EQUITY   318672102       183        6,418  SH      DEFINED 6, 7, 8    6418
FIRST BANCORP/PUERTO RICO             EQUITY   318672102       190        6,676  SH      DEFINED    1                  6,676
FIRST BANKS AMERICA INC               EQUITY   31928N103         8          258  SH      DEFINED    1                    258
FIRST BKS AMER INC                    EQUITY   31928N103         8          258  SH      DEFINED 6, 7, 8     258
FIRST BUSEY CORP                      EQUITY   319383105        60        2,776  SH      DEFINED    1                  2,776
FIRST BUSEY CORP                      EQUITY   319383105        55        2,560  SH      DEFINED 6, 7, 8    2560
FIRST CHARTER CORP                    EQUITY   319439105       179       10,059  SH      DEFINED 6, 7, 8   10059
FIRST CHARTER CORP.                   EQUITY   319439105       177       10,446  SH      DEFINED    1                 10,446
FIRST CITIZENS BANCSHARES, INC CLASS  EQUITY   31946M103       199        2,034  SH      DEFINED    1                  2,034
FIRST CMNTY BANCSHARES IN             EQUITY   31983A103        74        2,510  SH      DEFINED 6, 7, 8    2510
FIRST COMMONWEALTH FINANCIAL          EQUITY   319829107       228       19,781  SH      DEFINED    1                 19,781
FIRST COMMUNITY BANCSHARES INC        EQUITY   31983A103        77        2,625  SH      DEFINED    1                  2,625
FIRST COMWLTH FINL CORP P             EQUITY   319829107       216       18,788  SH      DEFINED 6, 7, 8   18788
FIRST CONSULTING GROUP IN             EQUITY   31986R103        82        5,295  SH      DEFINED 6, 7, 8    5295
FIRST CONSULTING GROUP, INC.          EQUITY   31986R103        86        5,495  SH      DEFINED    1                  5,495
FIRST CTZNS BANCSHARES IN             EQUITY   31946M103       190        1,942  SH      DEFINED 6, 7, 8    1942
FIRST DATA CORP                       EQUITY   319963104        93        1,190  SH      DEFINED    5       1190
FIRST DATA CORP                       EQUITY   319963104     16753      213,550  SH      DEFINED 6, 7, 8  213550
FIRST DATA CORP                       EQUITY   319963104      5774       73,600  SH      DEFINED    2                  73600
FIRST DATA CORP COM                   EQUITY   319963104      2432       31,000  SH      Sole       3      31000
FIRST DATA CORP.                      EQUITY   319963104     24927      317,742  SH      DEFINED    1                317,742
FIRST ESSEX BANCORP INC               EQUITY   320103104        62        2,195  SH      DEFINED    1                  2,195
FIRST ESSEX BANCORP INC               EQUITY   320103104        58        2,059  SH      DEFINED 6, 7, 8    2059
FIRST FED CAP CORP                    EQUITY   319960100        77        4,873  SH      DEFINED 6, 7, 8    4873
FIRST FEDERAL CAPITAL CORP.           EQUITY   319960100        80        5,098  SH      DEFINED    1                  5,098
FIRST FINANCIAL BANCORP               EQUITY   320209109       215       12,185  SH      DEFINED    1                 12,185
FIRST FINANCIAL BANKSHARES            EQUITY   32020R109       109        3,612  SH      DEFINED    1                  3,612
FIRST FINANCIAL CORP.                 EQUITY   320218100       100        2,289  SH      DEFINED    1                  2,289
FIRST FINANCIAL HOLDINGS, INC.        EQUITY   320239106       108        4,488  SH      DEFINED    1                  4,488
FIRST FINL BANCORP OH                 EQUITY   320209109       206       11,697  SH      DEFINED 6, 7, 8   11697
FIRST FINL BANKSHARES                 EQUITY   32020R109       104        3,470  SH      DEFINED 6, 7, 8    3470
FIRST FINL CORP IND                   EQUITY   320218100        97        2,204  SH      DEFINED 6, 7, 8    2204
FIRST FINL HLDGS INC                  EQUITY   320239106       104        4,308  SH      DEFINED 6, 7, 8    4308
FIRST HEALTH GROUP CORP               EQUITY   320960107      2994      121,000  SH      DEFINED 6, 7, 8  121000
FIRST HEALTH GROUP CORP.              EQUITY   320960107      3022      122,137  SH      DEFINED    1                122,137
FIRST HORIZON PHARMACE COM            EQUITY   32051K106      8228      279,949  SH      Sole       3     279949
FIRST HORIZON PHARMACEUTI             EQUITY   32051K106        92        3,123  SH      DEFINED 6, 7, 8    3123
FIRST HORIZON PHARMACEUTICAL          EQUITY   32051K106        96        3,262  SH      DEFINED    1                  3,262
FIRST IND CORP                        EQUITY   32054R108        66        3,025  SH      DEFINED 6, 7, 8    3025
FIRST INDIANA CORP.                   EQUITY   32054R108        69        3,133  SH      DEFINED    1                  3,133
FIRST INDUSTRIAL REALITY TRUST        EQUITY   32054K103      2251       72,389  SH      DEFINED    1                 72,389
FIRST INDUSTRIAL REALTY T             EQUITY   32054K103       392       12,600  SH      DEFINED 6, 7, 8   12600
FIRST INDUSTRIAL RLTY COM             EQUITY   32054K103     13927      447,800  SH      Sole       3     405900               41900
FIRST MERCHANTS CORP                  EQUITY   320817109        87        3,620  SH      DEFINED 6, 7, 8    3620
FIRST MERCHANTS CORP.                 EQUITY   320817109        93        3,853  SH      DEFINED    1                  3,853
FIRST MIDWEST BANCORP DEL             EQUITY   320867104       463       15,846  SH      DEFINED 6, 7, 8   15846
FIRST MIDWEST BANCORP, INC.           EQUITY   320867104       483       16,530  SH      DEFINED    1                 16,530
FIRST NIAGARA FINANCIAL GRP           EQUITY   33582U100        56        3,334  SH      DEFINED    1                  3,334






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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FIRST NIAGARA FINL GROUP              EQUITY   33582U100        53        3,142  SH      DEFINED 6, 7, 8    3142
FIRST PL FINL CORP                    EQUITY   33610T109        77        4,873  SH      DEFINED 6, 7, 8    4873
FIRST PLACE FINANCIAL CORP            EQUITY   33610T109        80        5,106  SH      DEFINED    1                  5,106
FIRST REP BK SAN FRANCISC             EQUITY   336158100        82        3,386  SH      DEFINED 6, 7, 8    3386
FIRST REPUBLIC BANK                   EQUITY   336158100        84        3,486  SH      DEFINED    1                  3,486
FIRST SENTINEL BANCORP IN             EQUITY   33640T103       106        8,483  SH      DEFINED 6, 7, 8    8483
FIRST SENTINEL BANCORP INC            EQUITY   33640T103       111        8,883  SH      DEFINED    1                  8,883
FIRST TENN NATL CORP                  EQUITY   337162101      5577      153,800  SH      DEFINED 6, 7, 8  153800
FIRST TENN NATL CORP                  EQUITY   337162101      7843      216,300  SH      DEFINED    2                 216300
FIRST TENNESSEE NATIONAL CORP.        EQUITY   337162101      5613      154,791  SH      DEFINED    1                154,791
First Union                           CORPBOND 337363AE5      3022    3,000,000  PRN     DEFINED    4              3,000,000
FIRST VA BANKS INC                    EQUITY   337477103      2949       58,100  SH      DEFINED 6, 7, 8   58100
FIRST VIRGINIA BANKS, INC.            EQUITY   337477103      2970       58,502  SH      DEFINED    1                 58,502
FIRSTENERGY CORP                      EQUITY   337932107        33          930  SH      DEFINED    5        930
FIRSTENERGY CORP                      EQUITY   337932107      5200      148,670  SH      DEFINED 6, 7, 8  148670
FIRSTENERGY CORP.                     EQUITY   337932107      4728      135,167  SH      DEFINED    1                135,167
FIRSTFED FINANCIAL CORP.              EQUITY   337907109       147        5,746  SH      DEFINED    1                  5,746
FIRSTFED FINL CORP                    EQUITY   337907109       142        5,546  SH      DEFINED 6, 7, 8    5546
FIRSTMERIT CORP                       EQUITY   337915102      2793      103,100  SH      DEFINED 6, 7, 8  103100
FIRSTMERIT CORP.                      EQUITY   337915102      2810      103,719  SH      DEFINED    1                103,719
FIRSTSERVICE CORP SUB VTG SH          EQUITY   33761N109      7406      264,500  SH      Sole       3     264500
FISERV INC                            EQUITY   337738108        25          590  SH      DEFINED    5        590
FISERV INC                            EQUITY   337738108      3570       84,350  SH      DEFINED 6, 7, 8   84350
FISERV INC COM                        EQUITY   337738108     27078      639,847  SH      Sole       3     565360               74487
FISERV, INC.                          EQUITY   337738108      3868       91,394  SH      DEFINED    1                 91,394
FISHER COMMUNICATIONS INC             EQUITY   337756209        58        1,325  SH      DEFINED    1                  1,325
FISHER COMMUNICATIONS INC             EQUITY   337756209        56        1,266  SH      DEFINED 6, 7, 8    1266
FISHER SCIENTIFIC INTL IN             EQUITY   338032204       477       16,319  SH      DEFINED 6, 7, 8   16319
FISHER SCIENTIFIC INT'L., INC.        EQUITY   338032204       501       17,156  SH      DEFINED    1                 17,156
FLAGSTAR BANCORP INC                  EQUITY   337930101        44        2,171  SH      DEFINED 6, 7, 8    2171
FLAGSTAR BANCORP, INC.                EQUITY   337930101        47        2,349  SH      DEFINED    1                  2,349
FLEETBOSTON FINANCIAL CORP.           EQUITY   339030108     19784      542,032  SH      DEFINED    1                542,032
FLEETBOSTON FINL CORP                 EQUITY   339030108       119        3,270  SH      DEFINED    5       3270
FLEETBOSTON FINL CORP                 EQUITY   339030108     18886      517,426  SH      DEFINED 6, 7, 8  517426
FLEETBOSTON FINL CORP                 EQUITY   339030108     20553      563,100  SH      DEFINED    2                 563100
FLEETWOOD ENTERPRISES INC             EQUITY   339099103       119       10,531  SH      DEFINED 6, 7, 8   10531
FLEETWOOD ENTERPRISES, INC.           EQUITY   339099103       124       10,942  SH      DEFINED    1                 10,942
FLEMING COMPANIES, INC                EQUITY   339130106       246       13,297  SH      DEFINED    1                 13,297
FLEMING COS INC                       EQUITY   339130106       236       12,755  SH      DEFINED 6, 7, 8   12755
FLEXTRONICS INTERNATIONAL             EQUITY   Y2573F102      4169      173,800  SH      DEFINED    2                 173800
FLEXTRONICS INTERNATIONAL LTD         EQUITY   Y2573F102       284       11,830  SH      DEFINED    1                 11,830
FLEXTRONICS INTL LTD                  EQUITY   Y2573F102       284       11,830  SH      DEFINED 6, 7, 8   11830
FLIR SYS INC                          EQUITY   302445101       118        3,107  SH      DEFINED 6, 7, 8    3107
FLIR SYSTEMS INC (USD)                EQUITY   302445101       124        3,266  SH      DEFINED    1                  3,266
FLORIDA EAST COAST INDS               EQUITY   340632108       168        7,242  SH      DEFINED 6, 7, 8    7242
FLORIDA EAST COAST INDUSTRIES         EQUITY   340632108       175        7,548  SH      DEFINED    1                  7,548
FLORIDA ROCK INDS INC                 EQUITY   341140101       209        5,717  SH      DEFINED 6, 7, 8    5717
FLORIDA ROCK INDUSTRIES, INC.         EQUITY   341140101       218        5,971  SH      DEFINED    1                  5,971
FLOW INTERNATIONAL CORP               EQUITY   343468104        50        4,080  SH      DEFINED    1                  4,080
FLOW INTL CORP                        EQUITY   343468104        47        3,801  SH      DEFINED 6, 7, 8    3801






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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FLOWERS FOODS INC                     EQUITY   343498101       227        5,681  SH      DEFINED    1                  5,681
FLOWERS FOODS INC                     EQUITY   343498101       217        5,428  SH      DEFINED 6, 7, 8    5428
FLOWSERVE CORP                        EQUITY   34354P105      2047       76,935  SH      DEFINED 6, 7, 8   76935
FLOWSERVE CORP.                       EQUITY   34354P105      1744       65,557  SH      DEFINED    1                 65,557
FLUOR CORP                            EQUITY   343412102      1360       36,356  SH      DEFINED    1                 36,356
FLUOR CORP NEW                        EQUITY   343412102         9          250  SH      DEFINED    5        250
FLUOR CORP NEW                        EQUITY   343412102      1267       33,870  SH      DEFINED 6, 7, 8   33870
FLUSHING FINANCIAL CORP               EQUITY   343873105        66        3,695  SH      DEFINED    1                  3,695
FLUSHING FINL CORP                    EQUITY   343873105        61        3,451  SH      DEFINED 6, 7, 8    3451
FMC CORP.                             EQUITY   302491303      2282       38,345  SH      DEFINED    1                 38,345
FMC TECHNOLOGIES INC                  EQUITY   30249U101       227       13,815  SH      DEFINED    1                 13,815
FNB CORP PA                           EQUITY   302520101       217        8,230  SH      DEFINED 6, 7, 8    8230
FNB CORP.                             EQUITY   302520101       226        8,573  SH      DEFINED    1                  8,573
FNMA                                  CORPBOND 31364FPJ4      2455    2,500,000  PRN     DEFINED    4              2,500,000
FOAMEX INTERNATIONAL, INC.            EQUITY   344123104        42        5,163  SH      DEFINED    1                  5,163
FOAMEX INTL INC                       EQUITY   344123104        42        5,163  SH      DEFINED 6, 7, 8    5163
FOCAL COMMUNICATION CORP              EQUITY   344155106         3        4,818  SH      DEFINED    1                  4,818
FOCAL COMMUNICATIONS CORP             EQUITY   344155106         3        4,435  SH      DEFINED 6, 7, 8    4435
FOMENTO ECONOMICO MEX-SP ADR          EQUITY   344419106       709       20,510  SH      DEFINED    1                 20,510
FOOT LOCKER INC                       EQUITY   344849104        19        1,232  SH      DEFINED    1                  1,232
FOOT LOCKER INC                       EQUITY   344849104       554       35,400  SH      DEFINED 6, 7, 8   35400
FOOT LOCKER INC                       EQUITY   344849104      3867      247,100  SH      DEFINED    2                 247100
FOOT LOCKER INC COM                   EQUITY   344849104     58558    3,741,754  SH      Sole       3    3514964              226790
FOOTSTAR INC                          EQUITY   344912100       184        5,887  SH      DEFINED 6, 7, 8    5887
FOOTSTAR, INC.                        EQUITY   344912100       194        6,184  SH      DEFINED    1                  6,184
FORD MOTOR CO.                        EQUITY   345370860     13500      858,784  SH      DEFINED    1                858,784
FORD MTR CO                           EQUITY   345370860        59        3,781  SH      DEFINED    2                   3781
FORD MTR CO DEL                       EQUITY   345370860        89        5,660  SH      DEFINED    5       5660
FORD MTR CO DEL                       EQUITY   345370860     12830      816,160  SH      DEFINED 6, 7, 8  816160
FOREST CITY ENTERPRISES I             EQUITY   345550107       318        8,211  SH      DEFINED 6, 7, 8    8211
FOREST CITY ENTERPRISES, INC. CLASS A EQUITY   345550107       333        8,595  SH      DEFINED    1                  8,595
FOREST LABORATORIES, INC.             EQUITY   345838106      6514       79,490  SH      DEFINED    1                 79,490
FOREST LABS INC                       EQUITY   345838106        46          560  SH      DEFINED    5        560
FOREST LABS INC                       EQUITY   345838106      6164       75,220  SH      DEFINED 6, 7, 8   75220
FOREST LABS INC                       EQUITY   345838106      9631      124,575  SH      DEFINED    2                 124575
FOREST OIL CORP                       EQUITY   346091705      1611       57,091  SH      DEFINED    1                 57,091
FOREST OIL CORP                       EQUITY   346091705      1602       56,800  SH      DEFINED 6, 7, 8   56800
FORRESTER RESEARCH, INC.              EQUITY   346563109        80        3,958  SH      DEFINED    1                  3,958
FORRESTER RESH INC                    EQUITY   346563109        77        3,812  SH      DEFINED 6, 7, 8    3812
FORTUNE BRANDS INC                    EQUITY   349631101        18          460  SH      DEFINED    5        460
FORTUNE BRANDS INC                    EQUITY   349631101      2487       62,830  SH      DEFINED 6, 7, 8   62830
FORTUNE BRANDS, INC.                  EQUITY   349631101      2673       67,509  SH      DEFINED    1                 67,509
FORWARD AIR CORP                      EQUITY   349853101       160        4,731  SH      DEFINED    1                  4,731
FORWARD AIR CORP                      EQUITY   349853101       285        8,400  SH      DEFINED 6, 7, 8    8400
FOSSIL INC                            EQUITY   349882100        78        3,694  SH      DEFINED 6, 7, 8    3694
FOSSIL, INC.                          EQUITY   349882100        81        3,853  SH      DEFINED    1                  3,853
FOUNDRY NETWORKS INC                  EQUITY   35063R100         8          994  SH      DEFINED    1                    994
FOUNDRY NETWORKS INC                  EQUITY   35063R100        49        6,025  SH      DEFINED 6, 7, 8    6025
FOURTHSTAGE TECHNOLOGIES INC          EQUITY   35112T107        24      111,112  SH      DEFINED    1                111,112






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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FOX ENTMT GROUP INC                   EQUITY   35138T107     21434      807,900  SH      DEFINED    2                 807900
FPL Group Inc                         EQUITY   302571104      2820       50,000  SH      DEFINED    4                 50,000
FPL GROUP INC                         EQUITY   302571104        31          550  SH      DEFINED    5        550
FPL GROUP INC                         EQUITY   302571104      4196       74,400  SH      DEFINED 6, 7, 8   74400
FPL GROUP, INC.                       EQUITY   302571104      4507       79,917  SH      DEFINED    1                 79,917
FRANKLIN ELEC INC                     EQUITY   353514102       102        1,238  SH      DEFINED 6, 7, 8    1238
FRANKLIN ELECTRIC CO., INC.           EQUITY   353514102       107        1,300  SH      DEFINED    1                  1,300
FRANKLIN RES INC                      EQUITY   354613101        29          820  SH      DEFINED    5        820
FRANKLIN RES INC                      EQUITY   354613101      3891      110,320  SH      DEFINED 6, 7, 8  110320
FRANKLIN RESOURCES, INC.              EQUITY   354613101      4155      117,792  SH      DEFINED    1                117,792
FREDDIE MAC                           EQUITY   313400301     49310      753,974  SH      DEFINED    1                753,974
Freddie Mac                           EQUITY   313400301       654       10,000  SH      DEFINED    4                 10,000
FREDS INC                             EQUITY   356108100       148        3,610  SH      DEFINED 6, 7, 8    3610
FRED'S INC.                           EQUITY   356108100       155        3,789  SH      DEFINED    1                  3,789
FREEMARKETS INC                       EQUITY   356602102       222        9,274  SH      DEFINED    1                  9,274
FREEMARKETS INC                       EQUITY   356602102       213        8,885  SH      DEFINED 6, 7, 8    8885
FREEPORT-MCMORAN COPPER &             EQUITY   35671D857         6          450  SH      DEFINED    5        450
FREEPORT-MCMORAN COPPER &             EQUITY   35671D857      1150       85,890  SH      DEFINED 6, 7, 8   85890
FREEPORT-MCMORAN COPPER & GOLD CLASS  EQUITY   35671D857      1212       90,481  SH      DEFINED    1                 90,481
FREMONT GEN CORP                      EQUITY   357288109       144       18,360  SH      DEFINED 6, 7, 8   18360
FREMONT GENERAL CORP.                 EQUITY   357288109       150       19,232  SH      DEFINED    1                 19,232
FRIEDMAN BILLINGS RAMSEY              EQUITY   358433100        40        7,647  SH      DEFINED 6, 7, 8    7647
FRIEDMAN BILLINGS RAMSEY-A            EQUITY   358433100        40        7,799  SH      DEFINED    1                  7,799
FRIEDMANS INC                         EQUITY   358438109        37        4,403  SH      DEFINED 6, 7, 8    4403
FRIEDMAN'S, INC., CLASS A             EQUITY   358438109        40        4,773  SH      DEFINED    1                  4,773
FRONTIER AIRLINES INC NEW             EQUITY   359065109       138        8,145  SH      DEFINED 6, 7, 8    8145
FRONTIER AIRLINES, INC.               EQUITY   359065109       147        8,649  SH      DEFINED    1                  8,649
FRONTIER FINANCIAL CORP.              EQUITY   35907K105       142        5,421  SH      DEFINED    1                  5,421
FRONTIER FINL CORP WASH               EQUITY   35907K105       137        5,223  SH      DEFINED 6, 7, 8    5223
FRONTIER OIL CORP                     EQUITY   35914P105       124        7,469  SH      DEFINED 6, 7, 8    7469
FRONTIER OIL CORP.                    EQUITY   35914P105       130        7,794  SH      DEFINED    1                  7,794
FRONTLINE CAP GROUP                   EQUITY   35921N101         1        9,012  SH      DEFINED 6, 7, 8    9012
FRONTLINE CAPITAL GROUP               EQUITY   35921N101         1        9,012  SH      DEFINED    1                  9,012
FSI INTERNATIONAL, INC.               EQUITY   302633102        81        8,782  SH      DEFINED    1                  8,782
FSI INTL INC                          EQUITY   302633102        77        8,355  SH      DEFINED 6, 7, 8    8355
FTD COM INC                           EQUITY   30265F103        16        2,331  SH      DEFINED 6, 7, 8    2331
FTD.COM INC (USD)                     EQUITY   30265F103        16        2,331  SH      DEFINED    1                  2,331
FTI CONSULTING INC                    EQUITY   302941109        93        2,821  SH      DEFINED    1                  2,821
FTI CONSULTING INC                    EQUITY   302941109        88        2,668  SH      DEFINED 6, 7, 8    2668
FUELCELL ENERGY INC                   EQUITY   35952H106       179        9,867  SH      DEFINED    1                  9,867
FUELCELL ENERGY INC                   EQUITY   35952H106       172        9,470  SH      DEFINED 6, 7, 8    9470
FULLER H B CO                         EQUITY   359694106      1251       43,496  SH      DEFINED 6, 7, 8   43496
FULTON FIN CORP                       EQUITY   360271100        14          661  SH      DEFINED    1                    661
FURNITURE BRANDS INTERNATIONAL        EQUITY   360921100      2506       78,276  SH      DEFINED    1                 78,276
FURNITURE BRANDS INTL COM             EQUITY   360921100     50406    1,574,215  SH      Sole       3    1546415               27800
FURNITURE BRANDS INTL INC             EQUITY   360921100      2833       88,475  SH      DEFINED 6, 7, 8   88475
G & K SERVICES, INC. CLASS A          EQUITY   361268105       225        6,957  SH      DEFINED    1                  6,957
G & K SVCS INC                        EQUITY   361268105       214        6,636  SH      DEFINED 6, 7, 8    6636
G A P INC                             EQUITY   364760108        62        4,435  SH      DEFINED    2                   4435
GABELLI ASSET MANAGEMENT, INC.        EQUITY   36239Y102        70        1,614  SH      DEFINED    1                  1,614






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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GABELLI ASSET MGMT INC                EQUITY   36239Y102        66        1,519  SH      DEFINED 6, 7, 8    1519
GABLES RESIDENTIAL TR                 EQUITY   362418105       231        7,804  SH      DEFINED 6, 7, 8    7804
GABLES RESIDENTIAL TR SH BEN I        EQUITY   362418105      2116       71,500  SH      Sole       3      71500
GABLES RESIDENTIAL TRUST              EQUITY   362418105       241        8,127  SH      DEFINED    1                  8,127
Gables Residential Trust              EQUITY   362418105      1036       35,000  SH      DEFINED    4                 35,000
GALEN HOLDINGS - ADR                  EQUITY   363240102      5297      128,575  SH      DEFINED    1                128,575
GALLAGHER ARTHUR J & CO               EQUITY   363576109      3549      102,900  SH      DEFINED 6, 7, 8  102900
GALLAGHER, ARTHUR J & CO              EQUITY   363576109     19477      564,726  SH      DEFINED    1                564,726
GANNETT CO., INC.                     EQUITY   364730101     13840      205,865  SH      DEFINED    1                205,865
GANNETT INC                           EQUITY   364730101        56          830  SH      DEFINED    5        830
GANNETT INC                           EQUITY   364730101     13421      199,630  SH      DEFINED 6, 7, 8  199630
GAP INC                               EQUITY   364760108      4182      300,000  SH      DEFINED    2                 300000
GAP INC DEL                           EQUITY   364760108        38        2,700  SH      DEFINED    5       2700
GAP INC DEL                           EQUITY   364760108      5083      364,620  SH      DEFINED 6, 7, 8  364620
GAP, INC.                             EQUITY   364760108      5366      384,932  SH      DEFINED    1                384,932
GARAN INC                             EQUITY   364802108       347        8,157  SH      DEFINED    1                  8,157
GARAN INC                             EQUITY   364802108        49        1,157  SH      DEFINED 6, 7, 8    1157
GARDNER DENVER INC                    EQUITY   365558105       105        4,687  SH      DEFINED 6, 7, 8    4687
GARDNER DENVER, INC.                  EQUITY   365558105       108        4,850  SH      DEFINED    1                  4,850
GARTNER INC                           EQUITY   366651206      1169      104,400  SH      DEFINED 6, 7, 8  104400
GARTNER INC                           EQUITY   366651107       268       22,967  SH      DEFINED 6, 7, 8   22967
GARTNER INC.                          EQUITY   366651206      1169      104,400  SH      DEFINED    1                104,400
GARTNER INC. CLASS A                  EQUITY   366651107       283       24,173  SH      DEFINED    1                 24,173
Gateway                               EQUITY   367626108       402       50,000  SH      DEFINED    4                 50,000
GATEWAY INC                           EQUITY   367626108         8        1,010  SH      DEFINED    5       1010
GATEWAY INC                           EQUITY   367626108      1102      137,020  SH      DEFINED 6, 7, 8  137020
GATEWAY, INC.                         EQUITY   367626108      1177      146,334  SH      DEFINED    1                146,334
GATX CORP                             EQUITY   361448103      1925       59,200  SH      DEFINED 6, 7, 8   59200
GATX CORP.                            EQUITY   361448103      1937       59,550  SH      DEFINED    1                 59,550
GAYLORD ENTERTAINMENT CO.             EQUITY   367905106       180        7,325  SH      DEFINED    1                  7,325
GAYLORD ENTMT CO NEW                  EQUITY   367905106       172        6,978  SH      DEFINED 6, 7, 8    6978
GBC BANCORP                           EQUITY   361475106        79        2,678  SH      DEFINED    1                  2,678
GBC BANCORP CALIF                     EQUITY   361475106        74        2,515  SH      DEFINED 6, 7, 8    2515
GCI, INC.                             EQUITY   369385109        99       11,634  SH      DEFINED    1                 11,634
GEMSTAR-TV GUIDE INTERNATIONAL        EQUITY   36866W106      7601      274,400  SH      DEFINED    1                274,400
GEMSTAR-TV GUIDE INTL INC             EQUITY   36866W106       270        9,730  SH      DEFINED 6, 7, 8    9730
GENAISSANCE PHARMACEUTICA             EQUITY   36867W105        24        5,177  SH      DEFINED 6, 7, 8    5177
GENAISSANCE PHARMACEUTICALS           EQUITY   36867W105        25        5,306  SH      DEFINED    1                  5,306
GenAmerica Capital I 8.525%           CORPBOND 36867NAA3      3048    3,000,000  PRN     DEFINED    4              3,000,000
GENCORP INC                           EQUITY   368682100       143       10,111  SH      DEFINED 6, 7, 8   10111
GENCORP, INC.                         EQUITY   368682100       149       10,585  SH      DEFINED    1                 10,585
GENE LOGIC INC                        EQUITY   368689105       144        7,661  SH      DEFINED 6, 7, 8    7661
GENE LOGIC, INC.                      EQUITY   368689105       152        8,044  SH      DEFINED    1                  8,044
GENELABS TECHNOLOGIES INC             EQUITY   368706107        21       11,509  SH      DEFINED 6, 7, 8   11509
GENELABS TECHNOLOGIES, INC.           EQUITY   368706107        23       12,210  SH      DEFINED    1                 12,210
GENENCOR INTERNATIONAL INC            EQUITY   368709101        48        3,034  SH      DEFINED    1                  3,034
GENENCOR INTL INC                     EQUITY   368709101        45        2,844  SH      DEFINED 6, 7, 8    2844
GENENTECH INC                         EQUITY   368710406      1664       30,670  SH      DEFINED 6, 7, 8   30670
GENENTECH INC                         EQUITY   368710406       139        2,560  SH      DEFINED    2                   2560
GENENTECH INC                         EQUITY   368710406     23048      424,850  SH      DEFINED    2                 424850






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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GENENTECH, INC.                       EQUITY   368710406      1737       32,010  SH      DEFINED    1                 32,010
GENERAL CABLE CORP DEL NE             EQUITY   369300108       135       10,284  SH      DEFINED 6, 7, 8   10284
GENERAL CABLE CORP.                   EQUITY   369300108       140       10,722  SH      DEFINED    1                 10,722
GENERAL COMMUNICATION CL A            EQUITY   369385109     14578    1,708,980  SH      Sole       3    1701300                7680
GENERAL COMMUNICATION INC             EQUITY   369385109        95       11,080  SH      DEFINED 6, 7, 8   11080
General Dynamics                      EQUITY   369550108      2708       34,000  SH      DEFINED    4                 34,000
GENERAL DYNAMICS CORP                 EQUITY   369550108        50          630  SH      DEFINED    5        630
GENERAL DYNAMICS CORP                 EQUITY   369550108      6797       85,350  SH      DEFINED 6, 7, 8   85350
GENERAL DYNAMICS CORP COM             EQUITY   369550108      3186       40,000  SH      Sole       3      40000
GENERAL DYNAMICS CORP.                EQUITY   369550108      7218       90,634  SH      DEFINED    1                 90,634
GENERAL ELEC CO                       EQUITY   369604103       216        5,400  SH      DEFINED    2                   5400
General Elec Co                       EQUITY   369604103      3407       85,000  SH      DEFINED    4                 85,000
GENERAL ELEC CO                       EQUITY   369604103      1244       31,030  SH      DEFINED    5      31030
GENERAL ELEC CO                       EQUITY   369604103    194966    4,864,424  SH      DEFINED 6, 7, 8 4864424
GENERAL ELEC CO                       EQUITY   369604103     52366    1,306,539  SH      DEFINED    2                1306539
GENERAL ELECTRIC CO.                  EQUITY   369604103    283160    7,064,871  SH      DEFINED    1              7,064,871
GENERAL GROWTH PPTYS                  EQUITY   370021107     27478       63,427  SH      Sole       3     586100              122100
GENERAL GROWTH PROPE                  EQUITY   370021107        17          449  SH      DEFINED    1                    449
GENERAL MILLS, INC.                   EQUITY   370334104      8465      162,755  SH      DEFINED    1                162,755
GENERAL MLS INC                       EQUITY   370334104        59        1,140  SH      DEFINED    5       1140
GENERAL MLS INC                       EQUITY   370334104      8010      154,010  SH      DEFINED 6, 7, 8  154010
General Motors                        CORPBOND 370442AV7      7381    7,500,000  PRN     DEFINED    4              7,500,000
GENERAL MOTORS CORP.                  EQUITY   370442105     13508      277,943  SH      DEFINED    1                277,943
GENERAL MTRS CORP                     EQUITY   370442105        34          700  SH      DEFINED    2                    700
GENERAL MTRS CORP                     EQUITY   370442105        85        1,740  SH      DEFINED    5       1740
GENERAL MTRS CORP                     EQUITY   370442105     12872      264,860  SH      DEFINED 6, 7, 8  264860
GENERAL MTRS CORP                     EQUITY   370442105      8920      349,708  SH      DEFINED    2                 349708
GENESCO INC                           EQUITY   371532102       233       11,213  SH      DEFINED 6, 7, 8   11213
GENESCO, INC.                         EQUITY   371532102       136        6,567  SH      DEFINED    1                  6,567
GENESISINTERMEDIA INC                 EQUITY   37184Y105        23        3,827  SH      DEFINED    1                  3,827
GENESISINTERMEDIA INC                 EQUITY   37184Y105         0        3,378  SH      DEFINED 6, 7, 8    3378
GENLYTE GROUP INC                     EQUITY   372302109       113        3,795  SH      DEFINED 6, 7, 8    3795
GENOME THERAPEUTICS                   EQUITY   372430108        47        6,950  SH      DEFINED    1                  6,950
GENOME THERAPEUTICS CORP              EQUITY   372430108        44        6,530  SH      DEFINED 6, 7, 8    6530
GENSTAR THERAPEUTICS CORP             EQUITY   37248D105         8        3,247  SH      DEFINED    1                  3,247
GENSTAR THERAPEUTICS CORP             EQUITY   37248D105         8        3,247  SH      DEFINED 6, 7, 8    3247
GENTA INC                             EQUITY   37245M207        88        6,196  SH      DEFINED    1                  6,196
GENTA INC                             EQUITY   37245M207      9741      684,546  SH      Sole       3     666946               17600
GENTA INC                             EQUITY   37245M207        84        5,892  SH      DEFINED 6, 7, 8    5892
GENTEK INC                            EQUITY   37245X104        32       18,880  SH      DEFINED 6, 7, 8   18880
GENTEK, INC.                          EQUITY   37245X104         2        1,279  SH      DEFINED    1                  1,279
GENTEX CORP                           EQUITY   371901109      2591       96,935  SH      DEFINED 6, 7, 8   96935
GENTEX CORP.                          EQUITY   371901109      2464       92,193  SH      DEFINED    1                 92,193
GENTIVA HEALTH SERVICES               EQUITY   37247A102       123        5,587  SH      DEFINED    1                  5,587
GENTIVA HEALTH SERVICES I             EQUITY   37247A102       117        5,314  SH      DEFINED 6, 7, 8    5314
GENUINE PARTS CO                      EQUITY   372460105        20          540  SH      DEFINED    5        540
GENUINE PARTS CO                      EQUITY   372460105      2689       73,270  SH      DEFINED 6, 7, 8   73270
GENUINE PARTS CO                      EQUITY   372460105      8095      216,743  SH      DEFINED    2                 216743
GENUINE PARTS CO.                     EQUITY   372460105      2890       78,739  SH      DEFINED    1                 78,739
GENUITY INC                           EQUITY   37248E103        77       48,731  SH      DEFINED    1                 48,731






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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GENUITY INC                           EQUITY   37248E103        71       44,762  SH      DEFINED 6, 7, 8   44762
GENVEC INC                            EQUITY   37246C109       769      155,300  SH      DEFINED    2                 155300
GENZYME CORP                          EQUITY   372917104        40          660  SH      DEFINED    5        660
GENZYME CORP                          EQUITY   372917708        63       11,831  SH      DEFINED 6, 7, 8   11831
GENZYME CORP                          EQUITY   372917104      5729       95,710  SH      DEFINED 6, 7, 8   95710
GENZYME CORP                          EQUITY   372917500        35        4,346  SH      DEFINED 6, 7, 8    4346
GENZYME TRANSGENICS CORP              EQUITY   37246E105        35        6,026  SH      DEFINED    1                  6,026
GENZYME TRANSGENICS CORP              EQUITY   37246E105        34        5,861  SH      DEFINED 6, 7, 8    5861
GENZYME-MOLECULAR ONCOLOGY-           EQUITY   372917104      7424      128,047  SH      DEFINED    1                128,047
GENZYME-MOLECULAR ONCOLOGY- BIOSURGER EQUITY   372917708        65       12,233  SH      DEFINED    1                 12,233
GEORGIA GULF CORP                     EQUITY   373200203       352       19,013  SH      DEFINED 6, 7, 8   19013
GEORGIA GULF CORP                     EQUITY   373200203      7400      400,000  SH      DEFINED    2                 400000
GEORGIA GULF CORP.                    EQUITY   373200203       141        7,602  SH      DEFINED    1                  7,602
GEORGIA PAC CORP                      EQUITY   373298108        58        2,085  SH      DEFINED    2                   2085
GEORGIA PAC CORP                      EQUITY   373298108        20          720  SH      DEFINED    5        720
GEORGIA PAC CORP                      EQUITY   373298108      3178      115,120  SH      DEFINED 6, 7, 8  115120
GEORGIA PAC CORP                      EQUITY   373298108      6229      225,600  SH      DEFINED    2                 225600
Georgia Pacific                       CORPBOND 373298BJ6      4675    5,000,000  PRN     DEFINED    4              5,000,000
Georgia Pacific                       CORPBOND 373398BN7       840    1,000,000  PRN     DEFINED    4              1,000,000
GEORGIA-PACIFIC CORP.                 EQUITY   373298108      3377      122,302  SH      DEFINED    1                122,302
GERBER SCIENTIFIC INC                 EQUITY   373730100        55        5,955  SH      DEFINED 6, 7, 8    5955
GERBER SCIENTIFIC, INC.               EQUITY   373730100        57        6,147  SH      DEFINED    1                  6,147
GERDAU SA-SPON ADR                    EQUITY   373737105       136       14,000  SH      DEFINED    1                 14,000
GERMAN AMERICAN BANCORP               EQUITY   373865104        54        3,306  SH      DEFINED    1                  3,306
GERMAN AMERN BANCORP                  EQUITY   373865104        49        3,039  SH      DEFINED 6, 7, 8    3039
GERON CORP                            EQUITY   374163103        52        5,979  SH      DEFINED    1                  5,979
GERON CORP                            EQUITY   374163103        49        5,594  SH      DEFINED 6, 7, 8    5594
GETTY IMAGES INC                      EQUITY   374276103       404       17,601  SH      DEFINED 6, 7, 8   17601
GETTY IMAGES, INC.                    EQUITY   374276103       244       10,617  SH      DEFINED    1                 10,617
GETTY REALTY CORP.                    EQUITY   374297109      9370      497,108  SH      DEFINED    1                497,108
GETTY RLTY CORP NEW                   EQUITY   374297109        61        3,217  SH      DEFINED 6, 7, 8    3217
GIBRALTAR STEEL CORP.                 EQUITY   37476F103        33        1,890  SH      DEFINED    1                  1,890
GIBRALTAR STL CORP                    EQUITY   37476F103        31        1,744  SH      DEFINED 6, 7, 8    1744
GILEAD SCIENCES INC                   EQUITY   375558103      7897      120,165  SH      DEFINED 6, 7, 8  120165
GILEAD SCIENCES INC                   EQUITY   375558103       204        3,100  SH      DEFINED    2                   3100
GILEAD SCIENCES, INC.                 EQUITY   375558103      7879      119,886  SH      DEFINED    1                119,886
GILLETTE CO                           EQUITY   375766102       110        3,300  SH      DEFINED    5       3300
GILLETTE CO                           EQUITY   375766102     15403      461,180  SH      DEFINED 6, 7, 8  461180
GILLETTE CO.                          EQUITY   375766102     16309      488,307  SH      DEFINED    1                488,307
GLACIER BANCORP INC NEW               EQUITY   37637Q105        90        4,320  SH      DEFINED 6, 7, 8    4320
GLACIER BANCORP, INC.                 EQUITY   37637Q105        94        4,505  SH      DEFINED    1                  4,505
GLADSTONE CAP CORP                    EQUITY   376535100      2427      147,200  SH      DEFINED    2                 147200
GLATFELTER                            EQUITY   377316104       872       55,974  SH      DEFINED 6, 7, 8   55974
GLATFELTER, P.H. CO.                  EQUITY   377316104       875       56,174  SH      DEFINED    1                 56,174
GLAXO PLC                             EQUITY   37733W105        78        1,575  SH      DEFINED    2                   1575
GLAXOSMITHKLINE PLC                   EQUITY   37733W105      1490       29,900  SH      DEFINED 6, 7, 8   29900
GLAXOSMITHKLINE PLC ADS               EQUITY   37733W105      1490       29,900  SH      DEFINED    1                 29,900
GLENBOROUGH REALITY TRUST, INC        EQUITY   37803P105       128        6,620  SH      DEFINED    1                  6,620
GLENBOROUGH RLTY TR INC               EQUITY   37803P105       406       20,940  SH      DEFINED 6, 7, 8   20940
GLIMCHER REALITY TRUST                EQUITY   379302102      2198      116,744  SH      DEFINED    1                116,744






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
Glimcher Realty Trust                 EQUITY   379302102       847       45,000  SH      DEFINED    4                 45,000
GLIMCHER RLTY TR                      EQUITY   379302102       151        8,025  SH      DEFINED 6, 7, 8    8025
GLIMCHER RLTY TR SH BEN INT           EQUITY   379302102      1533       81,400  SH      Sole       3      81400
GLOBAL CROSSING LTD                   EQUITY   G3921A100        23       27,155  SH      DEFINED 6, 7, 8   27155
GLOBAL CROSSING LTD.                  EQUITY   G3921A100        23       27,155  SH      DEFINED    1                 27,155
GLOBAL IMAGING SYSTEMS                EQUITY   37934A100        31        2,048  SH      DEFINED 6, 7, 8    2048
GLOBAL IMAGING SYSTEMS, INC.          EQUITY   37934A100        31        2,048  SH      DEFINED    1                  2,048
GLOBAL INDS LTD                       EQUITY   379336100       239       26,810  SH      DEFINED 6, 7, 8   26810
GLOBAL INDUSTRIES LT                  EQUITY   379336100         4          458  SH      DEFINED    1                    458
GLOBAL PAYMENTS INC.                  EQUITY   37940X102       371       10,771  SH      DEFINED    1                 10,771
GLOBAL PMTS INC                       EQUITY   37940X102       354       10,289  SH      DEFINED 6, 7, 8   10289
GLOBAL POWER EQUIPME                  EQUITY   37941P108         2          101  SH      DEFINED    1                    101
GLOBAL SPORTS INC                     EQUITY   37937A107        75        3,760  SH      DEFINED 6, 7, 8    3760
GLOBAL SPORTS, INC.                   EQUITY   37937A107        81        4,041  SH      DEFINED    1                  4,041
GLOBALSANTAFE CORPORATION             EQUITY   G3930E101      3371      118,189  SH      DEFINED    2                 118189
GOLD BANC CORP INC                    EQUITY   379907108        69        9,695  SH      DEFINED 6, 7, 8    9695
GOLD BANK CORP., INC.                 EQUITY   379907108        73       10,317  SH      DEFINED    1                 10,317
GOLDEN ST BANCORP INC                 EQUITY   381197102      5736      219,360  SH      DEFINED 6, 7, 8  219360
GOLDEN STAE BANCORP, INC.             EQUITY   381197102      5001      191,229  SH      DEFINED    1                191,229
GOLDEN TELECOM INC                    EQUITY   38122G107        35        3,041  SH      DEFINED    1                  3,041
GOLDEN TELECOM INC                    EQUITY   38122G107        35        2,980  SH      DEFINED 6, 7, 8    2980
GOLDEN WEST FINANCIAL CORP.           EQUITY   381317106      4668       79,325  SH      DEFINED    1                 79,325
GOLDEN WEST FINL CORP DEL             EQUITY   381317106        29          490  SH      DEFINED    5        490
GOLDEN WEST FINL CORP DEL             EQUITY   381317106      4391       74,620  SH      DEFINED 6, 7, 8   74620
GOLDMAN SACHS GROUP INC               EQUITY   38141G104     32458      349,950  SH      DEFINED    1                349,950
GOLDMAN SACHS GROUP INC               EQUITY   38141G104       329        3,550  SH      DEFINED    2                   3550
GOODRICH CORP                         EQUITY   382388106         9          320  SH      DEFINED    5        320
GOODRICH CORP                         EQUITY   382388106      1147       43,080  SH      DEFINED 6, 7, 8   43080
GOODRICH CORP.                        EQUITY   382388106      1230       46,188  SH      DEFINED    1                 46,188
GOODYEAR TIRE & RUBBER CO.            EQUITY   382550101      1760       73,901  SH      DEFINED    1                 73,901
GOODYEAR TIRE & RUBR CO               EQUITY   382550101        12          510  SH      DEFINED    5        510
GOODYEAR TIRE & RUBR CO               EQUITY   382550101      1642       68,970  SH      DEFINED 6, 7, 8   68970
GORMAN RUPP CO                        EQUITY   383082104        62        2,307  SH      DEFINED 6, 7, 8    2307
GORMAN RUPP CO COM                    EQUITY   383082104        66        2,469  SH      DEFINED    1                  2,469
GRACE W R & CO DEL NEW                EQUITY   38388F108        79       51,250  SH      DEFINED 6, 7, 8   51250
GRACE, W.R. & CO.                     EQUITY   38388F108        79       51,250  SH      DEFINED    1                 51,250
GRACO INC                             EQUITY   384109104       349        8,935  SH      DEFINED 6, 7, 8    8935
GRACO, INC.                           EQUITY   384109104       368        9,426  SH      DEFINED    1                  9,426
GRAINGER W W INC                      EQUITY   384802104        14          290  SH      DEFINED    5        290
GRAINGER W W INC                      EQUITY   384802104      1896       39,500  SH      DEFINED 6, 7, 8   39500
GRANITE CONSTR INC                    EQUITY   387328107      1436       59,635  SH      DEFINED 6, 7, 8   59635
GRANITE CONSTRUCTION, INC.            EQUITY   387328107      1448       60,145  SH      DEFINED    1                 60,145
GRANT PRIDE INC                       EQUITY   38821G101      1551      134,900  SH      DEFINED    2                 134900
GRANT PRIDECO INC                     EQUITY   38821G101      1538      133,776  SH      DEFINED    1                133,776
GRANT PRIDECO INC                     EQUITY   38821G101       157       13,625  SH      DEFINED    2                  13625
GRANT PRIDECO INC                     EQUITY   38821G101      1528      132,900  SH      DEFINED 6, 7, 8  132900
GRAY COMMUNICATIONS SYS I             EQUITY   389190109        41        2,962  SH      DEFINED 6, 7, 8    2962
GRAY COMMUNICATIONS SYSTEMS           EQUITY   389190109        41        2,962  SH      DEFINED    1                  2,962
GREAT AMERICAN FINANCIAL RES          EQUITY   389915109        35        1,849  SH      DEFINED    1                  1,849






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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GREAT AMERN FINL RES INC              EQUITY   389915109        35        1,849  SH      DEFINED 6, 7, 8    1849
GREAT ATLANTIC & PAC TEA              EQUITY   390064103       148        6,203  SH      DEFINED 6, 7, 8    6203
GREAT ATLANTIC & PACIFIC TEA          EQUITY   390064103       155        6,499  SH      DEFINED    1                  6,499
GREAT LAKES CHEM CORP                 EQUITY   390568103         4          160  SH      DEFINED    5        160
GREAT LAKES CHEM CORP                 EQUITY   390568103       514       21,180  SH      DEFINED 6, 7, 8   21180
GREAT LAKES CHEM CORP.                EQUITY   390568103       551       22,695  SH      DEFINED    1                 22,695
GREAT LAKES REIT INC                  EQUITY   390752103        62        3,884  SH      DEFINED 6, 7, 8    3884
GREAT LAKES REIT, INC.                EQUITY   390752103        65        4,084  SH      DEFINED    1                  4,084
GREAT PLAINS ENERGY INC               EQUITY   391164100      3001       93,441  SH      DEFINED    1                 75,597
GREAT PLAINS ENERGY INC               EQUITY   391164100      1895       75,200  SH      DEFINED 6, 7, 8   75200
GREAT SOUTHERN BANCORP, INC.          EQUITY   390905107        51        1,675  SH      DEFINED    1                  1,675
GREAT SOUTHN BANCORP INC              EQUITY   390905107        51        1,675  SH      DEFINED 6, 7, 8    1675
GREATER BAY BANCORP                   EQUITY   391648102      2176       76,150  SH      DEFINED    1                 76,150
GREATER BAY BANCORP                   EQUITY   391648102      2489       87,077  SH      DEFINED 6, 7, 8   87077
GREEN MOUNTAIN COFFEE INC             EQUITY   393122106        38        1,391  SH      DEFINED    1                  1,391
GREEN MTN COFFEE INC                  EQUITY   393122106        36        1,304  SH      DEFINED 6, 7, 8    1304
GREENPOINT FINANCIAL CORP.            EQUITY   395384100      5937      166,075  SH      DEFINED    1                166,075
GREENPOINT FINL CORP                  EQUITY   395384100      5913      165,402  SH      DEFINED 6, 7, 8  165402
GREIF BROS CORP                       EQUITY   397624107       137        4,147  SH      DEFINED 6, 7, 8    4147
GREIF BROTHERS CORP., CLASS A         EQUITY   397624107       144        4,366  SH      DEFINED    1                  4,366
GREY GLOBAL GROUP INC                 EQUITY   39787M108       151          227  SH      DEFINED    1                    227
GREY GLOBAL GROUP INC                 EQUITY   39787M108       142          213  SH      DEFINED 6, 7, 8     213
GREY WOLF INC                         EQUITY   397888108       122       41,012  SH      DEFINED 6, 7, 8   41012
GREY WOLF INC COM                     EQUITY   397888108      2200      740,700  SH      Sole       3     740700
GREY WOLF, INC.                       EQUITY   397888108       127       42,827  SH      DEFINED    1                 42,827
GRIFFON CORP                          EQUITY   398433102       128        8,526  SH      DEFINED 6, 7, 8    8526
GRIFFON CORP.                         EQUITY   398433102       133        8,856  SH      DEFINED    1                  8,856
GROUP 1 AUTOMOTIVE INC                EQUITY   398905109       133        4,675  SH      DEFINED 6, 7, 8    4675
GROUP 1 AUTOMOTIVE, INC.              EQUITY   398905109       140        4,911  SH      DEFINED    1                  4,911
GRUPO AEROPORTUARIO SUR ADR           EQUITY   40051E202       836       54,300  SH      DEFINED    1                 54,300
GRUPO IUSACELL-ADR V                  EQUITY   40050B100      1445      363,992  SH      DEFINED    1                363,992
Grupo Televisa S.A. GDR (ADR)         EQUITY   40049J206      3720       86,140  SH      DEFINED    1                 86,140
GT GROUP TELECOM INC  CL B            EQUITY   362359408        38       35,000  SH      DEFINED    1                 35,000
GTECH HLDGS CORP                      EQUITY   400518106      3326       73,434  SH      DEFINED 6, 7, 8   73434
GTECH HOLDINGS CORP.                  EQUITY   400518106      1956       43,188  SH      DEFINED    1                 43,188
GUESS INC                             EQUITY   401617105        19        2,526  SH      DEFINED 6, 7, 8    2526
GUESS? INC                            EQUITY   401617105        19        2,549  SH      DEFINED    1                  2,549
GUIDANT CORP                          EQUITY   401698105        47          950  SH      DEFINED    5        950
GUIDANT CORP                          EQUITY   401698105      7313      146,840  SH      DEFINED 6, 7, 8  146840
GUIDANT CORP.                         EQUITY   401698105      7877      158,181  SH      DEFINED    1                158,181
GUILFORD PHARMACEUTICALS              EQUITY   401829106        84        7,041  SH      DEFINED 6, 7, 8    7041
GUILFORD PHARMACEUTICALS INC          EQUITY   401829106        89        7,428  SH      DEFINED    1                  7,428
GUITAR CENTER, INC.                   EQUITY   402040109        69        5,072  SH      DEFINED    1                  5,072
GUITAR CTR MGMT INC                   EQUITY   402040109        66        4,813  SH      DEFINED 6, 7, 8    4813
GULF ISLAND FABRICATION I             EQUITY   402307102        89        7,097  SH      DEFINED 6, 7, 8    7097
GULF ISLAND FABRICATION, INC.         EQUITY   402307102        29        2,351  SH      DEFINED    1                  2,351
GULFMARK OFFSHORE INC                 EQUITY   402629109        37        1,311  SH      DEFINED 6, 7, 8    1311
GULFMARK OFFSHORE, INC.               EQUITY   402629109        41        1,455  SH      DEFINED    1                  1,455
GYMBOREE CORP                         EQUITY   403777105       102        8,552  SH      DEFINED 6, 7, 8    8552






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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GYMBOREE CORP.                        EQUITY   403777105       108        9,093  SH      DEFINED    1                  9,093
H J HEINZ CO.                         EQUITY   423074103      6856      166,736  SH      DEFINED    1                166,736
H POWER CORP                          EQUITY   40427A108        24        7,731  SH      DEFINED    1                  7,731
H POWER CORP                          EQUITY   40427A108        23        7,513  SH      DEFINED 6, 7, 8    7513
H.B. FULLER CO.                       EQUITY   359694106      1264       43,936  SH      DEFINED    1                 43,936
HAEMONETICS CORP                      EQUITY   405024100       193        5,700  SH      DEFINED 6, 7, 8    5700
HAEMONETICS CORP.                     EQUITY   405024100       203        5,974  SH      DEFINED    1                  5,974
HAIN CELESTIAL GROUP INC              EQUITY   405217100       197        7,171  SH      DEFINED    1                  7,171
HAIN CELESTIAL GROUP INC              EQUITY   405217100       188        6,857  SH      DEFINED 6, 7, 8    6857
HALLIBURTON CO                        EQUITY   406216101        18        1,340  SH      DEFINED    5       1340
HALLIBURTON CO                        EQUITY   406216101      3050      232,790  SH      DEFINED 6, 7, 8  232790
HALLIBURTON CO.                       EQUITY   406216101      3182      242,893  SH      DEFINED    1                242,893
HALLIBURTON COMPANY                   EQUITY   406216101        58        4,425  SH      DEFINED    2                   4425
HANCOCK FABRICS INC                   EQUITY   409900107        67        5,093  SH      DEFINED 6, 7, 8    5093
HANCOCK FABRICS, INC.                 EQUITY   409900107        71        5,403  SH      DEFINED    1                  5,403
HANCOCK HLDG CO                       EQUITY   410120109       106        2,454  SH      DEFINED 6, 7, 8    2454
HANCOCK HOLDING CO.                   EQUITY   410120109       110        2,554  SH      DEFINED    1                  2,554
HANCOCK JOHN FINL SVCS IN             EQUITY   41014S106        38          930  SH      DEFINED    5        930
HANCOCK JOHN FINL SVCS IN             EQUITY   41014S106      9805      237,400  SH      DEFINED 6, 7, 8  237400
HANDLEMAN CO DEL                      EQUITY   410252100       119        8,004  SH      DEFINED 6, 7, 8    8004
HANDLEMAN CO.                         EQUITY   410252100       125        8,414  SH      DEFINED    1                  8,414
HANDSPRING INC                        EQUITY   410293104        41        6,062  SH      DEFINED    1                  6,062
HANDSPRING INC                        EQUITY   410293104        37        5,516  SH      DEFINED 6, 7, 8    5516
HANOVER COMPRESSOR CO                 EQUITY   410768105     20486      811,008  SH      Sole       3     797908               13100
HANOVER COMPRESSOR CO                 EQUITY   410768105      1940       76,800  SH      DEFINED 6, 7, 8   76800
HANOVER COMPRESSOR COMPANY            EQUITY   410768105      1963       77,702  SH      DEFINED    1                 77,702
HARBOR FLA BANCSHARES INC             EQUITY   411901101       120        7,069  SH      DEFINED 6, 7, 8    7069
HARBOR FLORIDA BANCSHARES             EQUITY   411901101       126        7,441  SH      DEFINED    1                  7,441
HARLAND JOHN H CO                     EQUITY   412693103       200        9,033  SH      DEFINED 6, 7, 8    9033
HARLAND, JOHN H. CO.                  EQUITY   412693103       208        9,430  SH      DEFINED    1                  9,430
HARLEY DAVIDSON INC                   EQUITY   412822108        52          950  SH      DEFINED    5        950
HARLEY DAVIDSON INC                   EQUITY   412822108      6953      128,020  SH      DEFINED 6, 7, 8  128020
HARLEY DAVIDSON INC                   EQUITY   412822108      2786       51,300  SH      DEFINED    2                  51300
HARLEY-DAVIDSON FUNDING               EQUITY   412822108      7348      135,289  SH      DEFINED    1                135,289
HARLEYSVILLE GROUP INC                EQUITY   412824104       481       20,143  SH      DEFINED 6, 7, 8   20143
HARLEYSVILLE GROUP INC COM            EQUITY   412824104       227        9,500  SH      Sole       3       9500
HARLEYSVILLE GROUP, INC.              EQUITY   412824104       234        9,814  SH      DEFINED    1                  9,814
HARLEYSVILLE NATIONAL CORP.           EQUITY   412850109       141        5,991  SH      DEFINED    1                  5,991
HARLEYSVILLE NATL CORP PA             EQUITY   412850109       136        5,790  SH      DEFINED 6, 7, 8    5790
HARMAN INTL INDS INC                  EQUITY   413086109       537       11,915  SH      DEFINED 6, 7, 8   11915
HARMAN INT'L INDUSTRIES, INC.         EQUITY   413086109       560       12,415  SH      DEFINED    1                 12,415
HARMONIC INC                          EQUITY   413160102       197       16,418  SH      DEFINED 6, 7, 8   16418
HARMONIC INC.                         EQUITY   413160102       206       17,124  SH      DEFINED    1                 17,124
HARRAH'S ENTERTAINMENT, INC.          EQUITY   413619107      1889       51,044  SH      DEFINED    1                 51,044
HARRAHS ENTMT INC                     EQUITY   413619107        13          350  SH      DEFINED    5        350
HARRAHS ENTMT INC                     EQUITY   413619107      1757       47,480  SH      DEFINED 6, 7, 8   47480
HARRIS CORP DEL                       EQUITY   413875105      3112      102,000  SH      DEFINED 6, 7, 8  102000
HARRIS CORP.                          EQUITY   413875105      2467       80,863  SH      DEFINED    1                 80,863
HARSCO CORP                           EQUITY   415864107      2103       61,313  SH      DEFINED 6, 7, 8   61313
HARSCO CORP.                          EQUITY   415864107      2123       61,893  SH      DEFINED    1                 61,893






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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HARTE-HANKS COMMUNICATIONS            EQUITY   416196103      2167       76,923  SH      DEFINED    1                 76,923
HARTE-HANKS INC                       EQUITY   416196103      2158       76,600  SH      DEFINED 6, 7, 8   76600
HARTFORD FINANCIAL SVCS GROUP         EQUITY   416515104      7796      124,086  SH      DEFINED    1                124,086
HARTFORD FINL SVCS GROUP              EQUITY   416515104        48          770  SH      DEFINED    5        770
HARTFORD FINL SVCS GROUP              EQUITY   416515104      7433      118,310  SH      DEFINED 6, 7, 8  118310
HARVARD BIOSCIENCE INC                EQUITY   416906105        21        2,156  SH      DEFINED    1                  2,156
HARVARD BIOSCIENCE INC                EQUITY   416906105        20        1,991  SH      DEFINED 6, 7, 8    1991
HARVARD BIOSCIENCE INC COM            EQUITY   416906105      6170      620,700  SH      Sole       3     620700
HASBRO INC                            EQUITY   418056107         9          540  SH      DEFINED    5        540
HASBRO INC                            EQUITY   418056107      1186       73,070  SH      DEFINED 6, 7, 8   73070
HASBRO, INC.                          EQUITY   418056107      1270       78,245  SH      DEFINED    1                 78,245
HAVERTY FURNITURE COMPANIES           EQUITY   419596101        87        5,267  SH      DEFINED    1                  5,267
HAVERTY FURNITURE INC                 EQUITY   419596101        84        5,083  SH      DEFINED 6, 7, 8    5083
HAWAIIAN ELEC INDUSTRIES              EQUITY   419870100      2075       51,525  SH      DEFINED 6, 7, 8   51525
HAWAIIAN ELECTRIC INDUSTRIES,         EQUITY   419870100      2095       52,014  SH      DEFINED    1                 52,014
HCA Inc                               CORPBOND 197677AJ6      2213    2,500,000  PRN     DEFINED    4              2,500,000
HCA INC                               EQUITY   404119109        62        1,610  SH      DEFINED    5       1610
HCA INC                               EQUITY   404119109      9973      258,780  SH      DEFINED 6, 7, 8  258780
HCA INC.                              EQUITY   404119109     12067      354,283  SH      DEFINED    1                354,283
HCA, Inc                              EQUITY   404119109      1734       45,000  SH      DEFINED    4                 45,000
HCC INS HLDGS INC                     EQUITY   404132102      2111       76,640  SH      DEFINED 6, 7, 8   76640
HCC INSURANCE HOLDINGS, INC.          EQUITY   404132102      2041       74,091  SH      DEFINED    1                 74,091
HEADWATERS INC                        EQUITY   42210P102        81        7,076  SH      DEFINED    1                  7,076
HEADWATERS INC                        EQUITY   42210P102        77        6,745  SH      DEFINED 6, 7, 8    6745
HEALTH CARE PPTY INVS COM             EQUITY   421915109      9889      273,100  SH      Sole       3     209200               63900
HEALTH CARE PPTYS INVEST INC          EQUITY   421915109        15          408  SH      DEFINED    1                    408
HEALTH CARE REIT INC                  EQUITY   42217K106       255       10,478  SH      DEFINED 6, 7, 8   10478
HEALTH CARE REIT INC COM              EQUITY   42217K106      3455      141,900  SH      Sole       3     141900
HEALTH CARE REIT, INC.                EQUITY   42217K106       266       10,918  SH      DEFINED    1                 10,918
HEALTH MANAGEMENT ASSOC.              EQUITY   421933102      2061      112,026  SH      DEFINED    1                112,026
HEALTH MGMT ASSOC INC NEW             EQUITY   421933102        14          770  SH      DEFINED    5        770
HEALTH MGMT ASSOC INC NEW             EQUITY   421933102      1907      103,660  SH      DEFINED 6, 7, 8  103660
HEALTH NET INC                        EQUITY   42222G108      3923      180,100  SH      DEFINED 6, 7, 8  180100
HEALTH NET INC. CLASS A               EQUITY   42222G108      3938      180,810  SH      DEFINED    1                180,810
HEALTHCARE REALTY TRUST, INC.         EQUITY   421946104       382       13,644  SH      DEFINED    1                 13,644
HEALTHCARE RLTY TR                    EQUITY   421946104       367       13,108  SH      DEFINED 6, 7, 8   13108
HEALTHCARE RLTY TR COM                EQUITY   421946104      8299      296,400  SH      Sole       3     250600               45800
HEALTHEXTRAS INC                      EQUITY   422211102       122       21,303  SH      DEFINED    1                 21,303
HEALTHEXTRAS INC                      EQUITY   422211102        19        3,262  SH      DEFINED 6, 7, 8    3262
HEALTHEXTRAS INC                      EQUITY   422211102       103   18041       SH      DEFINED 6, 7, 8   18041
HEALTHSOUTH CORP                      EQUITY   421924101      2640      178,161  SH      DEFINED    1                178,161
HEALTHSOUTH CORP                      EQUITY   421924101        18        1,230  SH      DEFINED    5       1230
HEALTHSOUTH CORP                      EQUITY   421924101      2458      165,880  SH      DEFINED 6, 7, 8  165880
HEALTHSOUTH REHABILITN COM            EQUITY   421924101      9632      649,900  SH      Sole       3     544400              105500
HEARST-ARGYLE TELEVI                  EQUITY   422317107         2           74  SH      DEFINED    1                     74
HEARTLAND EXPRESS INC                 EQUITY   422347104       125        4,502  SH      DEFINED 6, 7, 8    4502
HEARTLAND EXPRESS INC                 EQUITY   422347104      4421      159,200  SH      DEFINED    2                 159200
HEARTLAND EXPRESS, INC.               EQUITY   422347104       131        4,712  SH      DEFINED    1                  4,712
HEICO CORP NEW                        EQUITY   422806109        55        3,617  SH      DEFINED 6, 7, 8    3617






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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HEICO CORP.                           EQUITY   422806109        57        3,763  SH      DEFINED    1                  3,763
HEICO CORP-CL A                       EQUITY   422806208                     14  SH      DEFINED    1                     14
HEIDRICK & STRUGGLES INTL             EQUITY   422819102       101        5,580  SH      DEFINED 6, 7, 8    5580
HEIDRICK & STRUGGLES INT'L            EQUITY   422819102       106        5,852  SH      DEFINED    1                  5,852
HEINZ H J CO                          EQUITY   423074103        45        1,090  SH      DEFINED    5       1090
HEINZ H J CO                          EQUITY   423074103      6511      158,330  SH      DEFINED 6, 7, 8  158330
HELIX TECHNOLOGY CORP                 EQUITY   423319102       146        6,483  SH      DEFINED 6, 7, 8    6483
HELIX TECHNOLOGY CORP.                EQUITY   423319102       153        6,775  SH      DEFINED    1                  6,775
HELMERICH & PAYNE INC                 EQUITY   423452101      4094      122,660  SH      DEFINED 6, 7, 8  122660
HELMERICH & PAYNE, INC.               EQUITY   423452101      4109      123,103  SH      DEFINED    1                123,103
HEMISPHERX BIOPHARMA INC              EQUITY   42366C103        24        5,317  SH      DEFINED 6, 7, 8    5317
HEMISPHERX BIOPHARMA INC.             EQUITY   42366C103        24        5,317  SH      DEFINED    1                  5,317
HENRY JACK & ASSOC INC                EQUITY   426281101      2357      107,900  SH      DEFINED 6, 7, 8  107900
HENRY JACK & ASSOC INC COM            EQUITY   426281101     17814      815,660  SH      Sole       3     804060               11600
HENRY JACK & ASSOCIATES               EQUITY   426281101      2376      108,785  SH      DEFINED    1                108,785
HENRY SCHEIN INC                      EQUITY   806407102      1934       52,219  SH      DEFINED    1                 52,219
HERBALIFE INTERNATIONAL, INC., CLASS  EQUITY   426908208        71        5,001  SH      DEFINED    1                  5,001
HERBALIFE INTL INC                    EQUITY   426908208        69        4,837  SH      DEFINED 6, 7, 8    4837
HERCULES INC                          EQUITY   427056106         3          340  SH      DEFINED    5        340
HERCULES INC                          EQUITY   427056106       459       45,850  SH      DEFINED 6, 7, 8   45850
HERCULES, INC.                        EQUITY   427056106       492       49,218  SH      DEFINED    1                 49,218
HERMAN MILLER, INC.                   EQUITY   600544100      2199       92,959  SH      DEFINED    1                 92,959
HERSHEY FOODS CORP                    EQUITY   427866108        28          420  SH      DEFINED    5        420
HERSHEY FOODS CORP                    EQUITY   427866108      4235       62,560  SH      DEFINED 6, 7, 8   62560
HERSHEY FOODS CORP.                   EQUITY   427866108      4509       66,610  SH      DEFINED    1                 66,610
Hertz Corp                            CORPBOND 428040BJ7      4186    5,000,000  PRN     DEFINED    4              5,000,000
HEWLETT PACKARD CO                    EQUITY   428236103       124        6,060  SH      DEFINED    5       6060
HEWLETT PACKARD CO                    EQUITY   428236103     20403      993,360  SH      DEFINED 6, 7, 8  993360
HEWLETT PACKARD CO.                   EQUITY   428236103     21488    1,046,166  SH      DEFINED    1              1,046,166
HEXCEL CORP NEW                       EQUITY   428291108        22        7,242  SH      DEFINED 6, 7, 8    7242
HEXCEL CORP.                          EQUITY   428291108        23        7,442  SH      DEFINED    1                  7,442
HI / FN INC                           EQUITY   428358105       177       12,219  SH      DEFINED 6, 7, 8   12219
HI/FN, INC.                           EQUITY   428358105        39        2,710  SH      DEFINED    1                  2,710
HIBBETT SPORTING GOODS IN             EQUITY   428565105        32        1,060  SH      DEFINED 6, 7, 8    1060
HIBBETT SPORTING GOODS, INC.          EQUITY   428565105        32        1,060  SH      DEFINED    1                  1,060
HIBERNIA CORP                         EQUITY   428656102      3437      193,200  SH      DEFINED 6, 7, 8  193200
HIBERNIA CORP                         EQUITY   428656102      8297      466,400  SH      DEFINED    2                 466400
HIBERNIA CORP. CLASS A                EQUITY   428656102      3459      194,436  SH      DEFINED    1                194,436
HICKORY TECH CORP                     EQUITY   429060106        70        4,123  SH      DEFINED    1                  4,123
HICKORY TECH CORP                     EQUITY   429060106        64        3,789  SH      DEFINED 6, 7, 8    3789
HIGHWOODS PPTYS INC                   EQUITY   431284108       449       17,294  SH      DEFINED 6, 7, 8   17294
HIGHWOODS PPTYS INC COM               EQUITY   431284108      4897      188,700  SH      Sole       3     170000               18700
HIGHWOODS PROPERTIES, INC.            EQUITY   431284108       467       17,989  SH      DEFINED    1                 17,989
HILB ROGAL & HAMILTON CO              EQUITY   431294107       227        4,047  SH      DEFINED 6, 7, 8    4047
HILB, ROGAL & HAMILTON CO.            EQUITY   431294107       237        4,233  SH      DEFINED    1                  4,233
HILFIGER TOMMY CORP                   EQUITY   G8915Z102        57        4,175  SH      DEFINED 6, 7, 8    4175
HILLENBRAND INDS INC                  EQUITY   431573104      4195       75,900  SH      DEFINED 6, 7, 8   75900
HILLENBRAND INDUSTRIES, INC.          EQUITY   431573104      4216       76,278  SH      DEFINED    1                 76,278
HILTON HOTELS CORP                    EQUITY   432848109      6988      698,891  SH      DEFINED    1                698,891
HILTON HOTELS CORP                    EQUITY   432848109        13        1,150  SH      DEFINED    5       1150






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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HILTON HOTELS CORP                    EQUITY   432848109      3488      319,420  SH      DEFINED 6, 7, 8  319420
HILTON HOTELS CORP COM                EQUITY   432848109      7162      655,900  SH      Sole       3     549900              106000
HISPANIC BROADCASTING                 EQUITY   43357b104     27590    1,081,945  SH      Sole       3    1022545               59400
HISPANIC BROADCASTING COR             EQUITY   43357B104      3358      131,700  SH      DEFINED 6, 7, 8  131700
HISPANIC BROADCASTING CORP. CLASS A   EQUITY   43357B104      3385      132,754  SH      DEFINED    1                132,754
HNC SOFTWARE INC                      EQUITY   40425P107       403       19,580  SH      DEFINED 6, 7, 8   19580
HNC SOFTWARE, INC.                    EQUITY   40425P107       218       10,590  SH      DEFINED    1                 10,590
HOLLINGER INTERNATIONAL, INC.         EQUITY   435569108       955       81,618  SH      DEFINED    1                 81,618
HOLLINGER INTL INC                    EQUITY   435569108       951       81,260  SH      DEFINED 6, 7, 8   81260
HOLLY CORP                            EQUITY   435758305        48        2,500  SH      DEFINED 6, 7, 8    2500
HOLLY CORP.                           EQUITY   435758305        51        2,658  SH      DEFINED    1                  2,658
HOLLYWOOD CASINO CORP                 EQUITY   436132203        30        2,829  SH      DEFINED    1                  2,829
HOLLYWOOD CASINO CORP                 EQUITY   436132203        30        2,829  SH      DEFINED 6, 7, 8    2829
HOLLYWOOD ENTERTAINMENT CORP.         EQUITY   436141105       199       13,932  SH      DEFINED    1                 13,932
HOLLYWOOD ENTMT CORP                  EQUITY   436141105       191       13,343  SH      DEFINED 6, 7, 8   13343
HOLLYWOOD ENTMT CORP                  EQUITY   436141105      2085      145,900  SH      DEFINED    2                 145900
HOLLYWOOD PARK, INC.                  EQUITY   723456109        37        6,084  SH      DEFINED    1                  6,084
HOLOGIC INC                           EQUITY   436440101        56        5,975  SH      DEFINED 6, 7, 8    5975
HOME DEPOT INC                        EQUITY   437076102       737       14,456  SH      DEFINED    2                  14456
HOME DEPOT INC                        EQUITY   437076102      2857       56,000  SH      Sole       3      56000
HOME DEPOT INC                        EQUITY   437076102       373        7,320  SH      DEFINED    5       7320
HOME DEPOT INC                        EQUITY   437076102     58830    1,153,300  SH      DEFINED 6, 7, 8 1153300
HOME DEPOT INC                        EQUITY   437076102     21906      429,444  SH      DEFINED    2                 429444
HOME DEPOT, INC.                      EQUITY   437076102     61698    1,209,529  SH      DEFINED    1              1,209,529
HOME PPTYS N Y INC                    EQUITY   437306103       181        5,717  SH      DEFINED 6, 7, 8    5717
HOME PPTYS N Y INC COM                EQUITY   437306103     12782      404,500  SH      Sole       3     362100               42400
HOME PROPERTIES OF NY, INC.           EQUITY   437306103       189        5,989  SH      DEFINED    1                  5,989
HOMESTORE.COM                         EQUITY   437852106         3          822  SH      DEFINED    1                    822
HON INDS INC                          EQUITY   438092108      1969       71,200  SH      DEFINED 6, 7, 8   71200
HON INDUSTRIES INC.                   EQUITY   438092108      1980       71,623  SH      DEFINED    1                 71,623
HONEYWELL INTERNATIONAL INC.          EQUITY   438516106     14135      417,936  SH      DEFINED    1                417,936
HONEYWELL INTL INC                    EQUITY   438516106        86        2,540  SH      DEFINED    5       2540
HONEYWELL INTL INC                    EQUITY   438516106     11629      343,840  SH      DEFINED 6, 7, 8  343840
HOOPER HOLMES INC                     EQUITY   439104100       483       53,931  SH      DEFINED 6, 7, 8   53931
HOOPER HOLMES, INC.                   EQUITY   439104100       154       17,187  SH      DEFINED    1                 17,187
HORACE MANN EDUCATORS COR             EQUITY   440327104      1327       62,549  SH      DEFINED 6, 7, 8   62549
HORACE MANN EDUCATORS CORP.           EQUITY   440327104      1338       63,065  SH      DEFINED    1                 63,065
HORIZON OFFSHORE INC                  EQUITY   44043J105        31        4,160  SH      DEFINED 6, 7, 8    4160
HORIZON OFFSHORE, INC.                EQUITY   44043J105        35        4,602  SH      DEFINED    1                  4,602
HORIZON PCS INC                       EQUITY   44043U118        80        2,000  SH      DEFINED    2                   2000
HORMEL FOODS CORP                     EQUITY   440452100      4536      168,800  SH      DEFINED 6, 7, 8  168800
HORMEL FOODS CORP.                    EQUITY   440452100      4552      169,398  SH      DEFINED    1                169,398
HOSPITALITY PPTYS TR                  EQUITY   44106M102      2239       75,900  SH      DEFINED 6, 7, 8   75900
HOSPITALITY PROPERTIES TRUST          EQUITY   44106M102      2257       76,505  SH      DEFINED    1                 76,505
HOST MARRIOTT CORP NEW                EQUITY   44107P104       999      111,020  SH      DEFINED 6, 7, 8  111020
HOT TOPIC INC                         EQUITY   441339108       173        5,520  SH      DEFINED    1                  5,520
HOT TOPIC INC                         EQUITY   441339108       232        7,394  SH      DEFINED 6, 7, 8    7394
HOT TOPIC INC COM                     EQUITY   441339108     27707      882,675  SH      Sole       3     864675               18000
HOTEL RESERVATIONS I                  EQUITY   441451101         5           99  SH      DEFINED    1                     99
HOTJOBS COM INC                       EQUITY   441474103        78        7,508  SH      DEFINED 6, 7, 8    7508






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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HOTJOBS.COM LTD                       EQUITY   441474103        82        7,887  SH      DEFINED    1                  7,887
HOUSEHOLD FINANCE CORP.               EQUITY   441815107     15074      260,163  SH      DEFINED    1                260,163
HOUSEHOLD INTL INC                    EQUITY   441815107        83        1,430  SH      DEFINED    5       1430
HOUSEHOLD INTL INC                    EQUITY   441815107     14450      249,390  SH      DEFINED 6, 7, 8  249390
HOUSTON EXPL CO                       EQUITY   442120101        94        2,796  SH      DEFINED 6, 7, 8    2796
HOUSTON EXPLORATION COMPAN            EQUITY   442120101        97        2,891  SH      DEFINED    1                  2,891
HOVNANIAN ENTER, INC. COM PAR $0.01   EQUITY   442487203        96        4,531  SH      DEFINED    1                  4,531
HOVNANIAN ENTERPRISES INC             EQUITY   442487203        91        4,297  SH      DEFINED 6, 7, 8    4297
HRPT PPTYS TR                         EQUITY   40426W101       362       41,844  SH      DEFINED 6, 7, 8   41844
HRPT PROPERTIES TRUST                 EQUITY   40426W101       381       43,941  SH      DEFINED    1                 43,941
HS RESOURCES, INC.                    EQUITY   492386107      2503       45,667  SH      DEFINED    1                 45,667
HSBC America Cap Trust                CORPBOND 40427QAA1      8397    8,000,000  PRN     DEFINED    4              8,000,000
HUBBELL INC                           EQUITY   443510201      2092       71,200  SH      DEFINED 6, 7, 8   71200
HUBBELL INC. CLASS B                  EQUITY   443510201      2103       71,584  SH      DEFINED    1                 71,584
HUDSON CITY BANCORP                   EQUITY   443683107         8          314  SH      DEFINED    1                    314
HUDSON RIV BANCORP INC                EQUITY   444128102       107        4,895  SH      DEFINED 6, 7, 8    4895
HUDSON RIVER BANKCORP.                EQUITY   444128102       107        4,895  SH      DEFINED    1                  4,895
HUDSON UNITED BANCORP                 EQUITY   444165104       383       13,352  SH      DEFINED 6, 7, 8   13352
HUGHES SUPPLY INC                     EQUITY   444482103       235        7,612  SH      DEFINED 6, 7, 8    7612
HUGHES SUPPLY, INC.                   EQUITY   444482103       245        7,950  SH      DEFINED    1                  7,950
HUMAN GENOME SCIENCES INC             EQUITY   444903108        96        2,850  SH      DEFINED 6, 7, 8    2850
HUMAN GENOME SCIENCES INC             EQUITY   444903108      8545      253,400  SH      DEFINED    2                 253400
HUMAN GENOME SCIENCES, INC.           EQUITY   444903108       154        4,570  SH      DEFINED    1                  4,570
HUMANA INC                            EQUITY   444859102         6          530  SH      DEFINED    5        530
HUMANA INC                            EQUITY   444859102       841       71,330  SH      DEFINED 6, 7, 8   71330
HUMANA, INC.                          EQUITY   444859102       904       76,686  SH      DEFINED    1                 76,686
HUNT J B TRANS SVCS INC               EQUITY   445658107      1127       48,590  SH      DEFINED 6, 7, 8   48590
HUNTINGTON BANCSHARES INC             EQUITY   446150104        14          790  SH      DEFINED    5        790
HUNTINGTON BANCSHARES INC             EQUITY   446150104      1826      106,220  SH      DEFINED 6, 7, 8  106220
HUNTINGTON BANCSHARES, INC.           EQUITY   446150104      1961      114,072  SH      DEFINED    1                114,072
HUSDON UNITED BANCORP                 EQUITY   444165104       401       13,982  SH      DEFINED    1                 13,982
HUTCHINSON TECHNOLOGY INC             EQUITY   448407106       188        8,084  SH      DEFINED 6, 7, 8    8084
HUTCHINSON TECHNOLOGY, INC.           EQUITY   448407106       198        8,507  SH      DEFINED    1                  8,507
HYDRIL CO                             EQUITY   448774109        68        3,865  SH      DEFINED 6, 7, 8    3865
HYDRIL COMPANY                        EQUITY   448774109        71        4,009  SH      DEFINED    1                  4,009
HYPERION SOLUTIONS CORP               EQUITY   44914M104       215       10,830  SH      DEFINED    1                 10,830
HYPERION SOLUTIONS CORP               EQUITY   44914M104       205       10,320  SH      DEFINED 6, 7, 8   10320
HYSEQ INC                             EQUITY   449163302        30        3,931  SH      DEFINED    1                  3,931
HYSEQ INC                             EQUITY   449163302        29        3,750  SH      DEFINED 6, 7, 8    3750
I B M                                 EQUITY   459200101       438        3,625  SH      DEFINED    2                   3625
I2 TECHNOLOGIES                       EQUITY   465754109       112       14,171  SH      DEFINED    1                 14,171
I2 TECHNOLOGIES INC                   EQUITY   465754109        80       10,140  SH      DEFINED 6, 7, 8   10140
I2 TECHNOLOGIES INC                   EQUITY   465754109      1650      208,800  SH      DEFINED    2                 208800
IBASIS INC                            EQUITY   450732102        14       10,619  SH      DEFINED    1                 10,619
IBASIS INC                            EQUITY   450732102        33       24,936  SH      DEFINED 6, 7, 8   24936
IBERIABANK CORP                       EQUITY   450828108        50        1,797  SH      DEFINED    1                  1,797
IBERIABANK CORP                       EQUITY   450828108        50        1,797  SH      DEFINED 6, 7, 8    1797
ICI NORTH AMERICA ADR NEW             EQUITY   452704505        38        1,750  SH      DEFINED    1                  1,750
ICN PHARMACEUTICALS INC N             EQUITY   448924100      4519      134,900  SH      DEFINED 6, 7, 8  134900
ICN PHARMACEUTICALS, INC.             EQUITY   448924100      3345       99,851  SH      DEFINED    1                 99,851






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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ICOS CORP                             EQUITY   449295104        67        1,170  SH      DEFINED 6, 7, 8    1170
ICOS CORPORATION                      EQUITY   449295104       101        1,754  SH      DEFINED    1                  1,754
ICT GROUP INC                         EQUITY   44929Y101        14          739  SH      DEFINED    1                    739
ICT GROUP INC                         EQUITY   44929Y101        14          739  SH      DEFINED 6, 7, 8     739
ICU MED INC                           EQUITY   44930G107        75        1,676  SH      DEFINED 6, 7, 8    1676
ICU MEDICAL, INC.                     EQUITY   44930G107        77        1,736  SH      DEFINED    1                  1,736
IDACORP INC                           EQUITY   451107106      1847       45,500  SH      DEFINED 6, 7, 8   45500
IDACORP, INC.                         EQUITY   451107106      1858       45,764  SH      DEFINED    1                 45,764
IDEC PHARMACEUTICALS COM              EQUITY   449370105     12791      185,560  SH      Sole       3     159300               26260
IDEC PHARMACEUTICALS CORP             EQUITY   449370105     13028      189,010  SH      DEFINED 6, 7, 8  189010
IDEC PHARMACEUTICALS CORP             EQUITY   449370105     33224      482,000  SH      DEFINED    2                 482000
IDEC PHARMACEUTICALS CORP.            EQUITY   449370105     13198      191,463  SH      DEFINED    1                191,463
IDENTIX INC                           EQUITY   451906101       147       10,058  SH      DEFINED    1                 10,058
IDENTIX INC                           EQUITY   451906101       138        9,452  SH      DEFINED 6, 7, 8    9452
IDEX CORP                             EQUITY   45167R104       333        9,660  SH      DEFINED 6, 7, 8    9660
IDEX CORP.                            EQUITY   45167R104       349       10,130  SH      DEFINED    1                 10,130
IDEXX LABORATORIES, INC.              EQUITY   45168D104       286       10,025  SH      DEFINED    1                 10,025
IDEXX LABS INC                        EQUITY   45168D104       273        9,590  SH      DEFINED 6, 7, 8    9590
IDT CORP                              EQUITY   448947101       263       13,487  SH      DEFINED 6, 7, 8   13487
IDT CORP.                             EQUITY   448947101       274       14,056  SH      DEFINED    1                 14,056
IDX SYS CORP                          EQUITY   449491109        64        4,917  SH      DEFINED 6, 7, 8    4917
IDX SYSTEMS CORP.                     EQUITY   449491109        67        5,117  SH      DEFINED    1                  5,117
IGEN INC                              EQUITY   449536101       145        3,617  SH      DEFINED 6, 7, 8    3617
IGEN INTERNATIONAL, INC.              EQUITY   449536101       152        3,780  SH      DEFINED    1                  3,780
IHOP CORP                             EQUITY   449623107       171        5,834  SH      DEFINED 6, 7, 8    5834
IHOP CORP.                            EQUITY   449623107       178        6,086  SH      DEFINED    1                  6,086
II VI INC                             EQUITY   902104108        51        2,986  SH      DEFINED 6, 7, 8    2986
II-VI INC                             EQUITY   902104108        53        3,087  SH      DEFINED    1                  3,087
IKON OFFICE SOLUTIONS INC             EQUITY   451713101       533       45,586  SH      DEFINED 6, 7, 8   45586
IKON OFFICE SOLUTIONS INC.            EQUITY   451713101       558       47,701  SH      DEFINED    1                 47,701
ILEX ONCOLOGY INC                     EQUITY   451923106       219        8,111  SH      DEFINED    1                  8,111
ILEX ONCOLOGY INC                     EQUITY   451923106       206        7,604  SH      DEFINED 6, 7, 8    7604
ILLINOIS TOOL WKS INC                 EQUITY   452308109        64          950  SH      DEFINED    5        950
ILLINOIS TOOL WKS INC                 EQUITY   452308109      8725      128,840  SH      DEFINED 6, 7, 8  128840
ILLINOIS TOOL WKS INC COM             EQUITY   452308109      2472       36,500  SH      Sole       3      36500
Illinois Tool Works Inc               EQUITY   452308109      2370       35,000  SH      DEFINED    4                 35,000
ILLINOIS TOOL WORKS, INC.             EQUITY   452308109      9211      136,013  SH      DEFINED    1                136,013
ILLUMINA INC                          EQUITY   452327109        66        5,570  SH      DEFINED    1                  5,570
ILLUMINA INC                          EQUITY   452327109        62        5,314  SH      DEFINED 6, 7, 8    5314
IMAGEX.COM INC                        EQUITY   45244D102       578      791,393  SH      DEFINED    1                791,393
IMAGISTICS INTERNATIONAL              EQUITY   45247T104         0            0  SH      DEFINED    5          0
IMAGISTICS INTL INC                   EQUITY   45247T104         2          166  SH      DEFINED    1                    166
I-MANY INC                            EQUITY   44973Q103       106       11,011  SH      DEFINED    1                 11,011
I-MANY INC                            EQUITY   44973Q103        99       10,298  SH      DEFINED 6, 7, 8   10298
IMATION CORP                          EQUITY   45245A107      1145       53,074  SH      DEFINED 6, 7, 8   53074
IMATION CORP.                         EQUITY   45245A107      1156       53,559  SH      DEFINED    1                 53,559
IMC GLOBAL INC                        EQUITY   449669100      2267      174,406  SH      DEFINED 6, 7, 8  174406
IMC GLOBAL INC                        EQUITY   449669100      3978      306,000  SH      DEFINED    2                 306000
IMC GLOBAL, INC.                      EQUITY   449669100      2289      176,111  SH      DEFINED    1                176,111






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
IMCLONE SYS INC                       EQUITY   45245W109        78        1,670  SH      DEFINED 6, 7, 8    1670
IMCLONE SYS INC                       EQUITY   45245W109      1647       35,453  SH      DEFINED    2                  35453
IMCLONE SYSTEMS                       EQUITY   45245W109       117        2,512  SH      DEFINED    1                  2,512
IMMUNE RESPONSE CORP DEL              EQUITY   45252T106        12        8,741  SH      DEFINED 6, 7, 8    8741
IMMUNE RESPONSE CORP. DEL.            EQUITY   45252T106        13        9,341  SH      DEFINED    1                  9,341
IMMUNEX CORP NEW                      EQUITY   452528102        47        1,700  SH      DEFINED    5       1700
IMMUNEX CORP NEW                      EQUITY   452528102      6844      246,980  SH      DEFINED 6, 7, 8  246980
IMMUNEX CORP.                         EQUITY   452528102      7322      264,249  SH      DEFINED    1                264,249
IMMUNOGEN INC                         EQUITY   45253H101       198       11,921  SH      DEFINED    1                 11,921
IMMUNOGEN INC                         EQUITY   45253H101       281       16,930  SH      DEFINED 6, 7, 8   16930
IMMUNOMEDICS INC                      EQUITY   452907108       219       10,802  SH      DEFINED 6, 7, 8   10802
IMMUNOMEDICS, INC.                    EQUITY   452907108       229       11,306  SH      DEFINED    1                 11,306
IMPAC MORTGAGE HOLDINGS INC           EQUITY   45254P102      4250      500,000  SH      DEFINED    1                500,000
IMPATH INC                            EQUITY   45255G101       205        4,602  SH      DEFINED 6, 7, 8    4602
IMPATH INC.                           EQUITY   45255G101       214        4,807  SH      DEFINED    1                  4,807
IMPAX LABORATORIES INC                EQUITY   45256B101        71        5,295  SH      DEFINED    1                  5,295
IMPAX LABORATORIES INC                EQUITY   45256B101        68        5,048  SH      DEFINED 6, 7, 8    5048
IMPCO TECHNOLOGIES INC                EQUITY   45255W106        32        2,547  SH      DEFINED    1                  2,547
IMPCO TECHNOLOGIES INC                EQUITY   45255W106        30        2,331  SH      DEFINED 6, 7, 8    2331
IMPERIAL CHEM INDS PLC                EQUITY   452704505        38        1,750  SH      DEFINED 6, 7, 8    1750
IMPSAT FIBER NETWORKS                 EQUITY   45321T103         1        4,695  SH      DEFINED    1                  4,695
IMPSAT FIBER NETWORKS INC             EQUITY   45321T103         1        4,638  SH      DEFINED 6, 7, 8    4638
IMS HEALTH INC                        EQUITY   449934108        18          920  SH      DEFINED    5        920
IMS HEALTH INC                        EQUITY   449934108      3438      176,200  SH      DEFINED 6, 7, 8  176200
IMS HEALTH, INC.                      EQUITY   449934108      3802      194,892  SH      DEFINED    1                194,892
INAMED CORP                           EQUITY   453235103       139        4,636  SH      DEFINED    1                  4,636
INAMED CORP                           EQUITY   453235103       133        4,424  SH      DEFINED 6, 7, 8    4424
INCO LIMITED                          EQUITY   453258402      1375       81,140  SH      DEFINED    1                 81,140
INCO LTD                              EQUITY   453258402        10          570  SH      DEFINED    5        570
INCO LTD                              EQUITY   453258402      1302       76,850  SH      DEFINED 6, 7, 8   76850
Incyte Genomics                       EQUITY   45337C102       194       10,000  SH      DEFINED    4                 10,000
INCYTE GENOMICS INC                   EQUITY   45337C102      1951       99,753  SH      DEFINED 6, 7, 8   99753
INCYTE GENOMICS, INC.                 EQUITY   45337C102      1960      100,839  SH      DEFINED    1                100,839
INDEPENDENCE CMNTY BK COR             EQUITY   453414104      2057       90,396  SH      DEFINED 6, 7, 8   90396
INDEPENDENCE COMMUNITY BANK           EQUITY   453414104      2078       91,313  SH      DEFINED    1                 91,313
INDEPENDENT BANK CORP MAS             EQUITY   453836108        84        3,926  SH      DEFINED 6, 7, 8    3926
INDEPENDENT BANK CORP MIC             EQUITY   453838104       102        3,685  SH      DEFINED 6, 7, 8    3685
INDEPENDENT BANK CORP.                EQUITY   453838104       197        8,033  SH      DEFINED    1                  8,033
INDEX I-SHARES RUSSELL 2000           EQUITY   464287655       499        5,175  SH      DEFINED    1                  5,175
INDUS INTERNATIONAL INC               EQUITY   45578L100        77       10,490  SH      DEFINED    1                 10,490
INDUS INTL INC                        EQUITY   45578L100        72        9,915  SH      DEFINED 6, 7, 8    9915
INDYMAC BANCORP INC                   EQUITY   456607100      2176       93,055  SH      DEFINED 6, 7, 8   93055
INDYMAC BANCORP, INC.                 EQUITY   456607100      2196       93,919  SH      DEFINED    1                 93,919
INET TECHNOLOGIES INC                 EQUITY   45662V105        29        2,775  SH      DEFINED 6, 7, 8    2775
INET TECHNOLOGY                       EQUITY   45662V105        34        3,209  SH      DEFINED    1                  3,209
INFOCUS CORP                          EQUITY   45665B106      1519       68,971  SH      DEFINED 6, 7, 8   68971
INFOCUS CORPORATION                   EQUITY   45665B106      1308       59,392  SH      DEFINED    1                 59,392
INFOGRAMES INC                        EQUITY   45665T107        31        4,362  SH      DEFINED 6, 7, 8    4362
INFOGRAMES INC.                       EQUITY   45665T107        34        4,725  SH      DEFINED    1                  4,725
INFONET SERVICES COR                  EQUITY   45666T106                    196  SH      DEFINED    1                    196






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
INFORMATICA CORP                      EQUITY   45666Q102        15        1,038  SH      DEFINED    1                  1,038
INFORMATION HLDGS INC                 EQUITY   456727106       331       11,701  SH      DEFINED 6, 7, 8   11701
INFORMATION HOLDINGS INC.             EQUITY   456727106       169        5,973  SH      DEFINED    1                  5,973
INFORMATION RES INC                   EQUITY   456905108        73        8,799  SH      DEFINED 6, 7, 8    8799
INFORMATION RESOURCES, INC.           EQUITY   456905108        76        9,213  SH      DEFINED    1                  9,213
INFOSPACE INC                         EQUITY   45678T102       144       70,090  SH      DEFINED 6, 7, 8   70090
INFOSPACE INC.                        EQUITY   45678T102       151       73,420  SH      DEFINED    1                 73,420
INFOUSA INC NEW                       EQUITY   456818301        59        8,522  SH      DEFINED 6, 7, 8    8522
INFOUSA INC. CLASS B                  EQUITY   456818301        61        8,751  SH      DEFINED    1                  8,751
INGERSOLL-RAND CO                     EQUITY   456866102        22          530  SH      DEFINED    5        530
INGERSOLL-RAND CO                     EQUITY   456866102      3596       86,020  SH      DEFINED 6, 7, 8   86020
INGERSOLL-RAND CO.                    EQUITY   456866102      3814       91,214  SH      DEFINED    1                 91,214
INGLES MARKETS, INC., CLASS A         EQUITY   457030104        39        3,269  SH      DEFINED    1                  3,269
INGLES MKTS INC                       EQUITY   457030104        37        3,098  SH      DEFINED 6, 7, 8    3098
INGRAM MICRO INC. CLASS A             EQUITY   457153104        11          644  SH      DEFINED    1                    644
INHALE THERAPEUTIC S                  EQUITY   457191104         9          495  SH      DEFINED    1                    495
Inhale Therapeutic System             EQUITY   457191104       186       10,000  SH      DEFINED    4                 10,000
INKINE PHARMACEUTICAL CO INC          EQUITY   457214104        16       10,253  SH      DEFINED    1                 10,253
INKINE PHARMACEUTICALS IN             EQUITY   457214104        15        9,675  SH      DEFINED 6, 7, 8    9675
INKTOMI CORP                          EQUITY   457277101       298       44,374  SH      DEFINED 6, 7, 8   44374
INKTOMI CORP.                         EQUITY   457277101       311       46,378  SH      DEFINED    1                 46,378
INNKEEPERS USA TR                     EQUITY   4576J0104       128       13,061  SH      DEFINED 6, 7, 8   13061
INNOVATIVE SOLUTIONS & SU             EQUITY   45769N105        17        2,245  SH      DEFINED 6, 7, 8    2245
INNOVATIVE SOLUTIONS & SUPPORT        EQUITY   45769N105        17        2,245  SH      DEFINED    1                  2,245
INPUT/OUTPUT INC                      EQUITY   457652105       120       14,620  SH      DEFINED 6, 7, 8   14620
INPUT/OUTPUT, INC.                    EQUITY   457652105       127       15,483  SH      DEFINED    1                 15,483
INSIGHT COMMUNICATIO                  EQUITY   45768V108         8          318  SH      DEFINED    1                    318
INSIGHT COMMUNICATIONS IN             EQUITY   45768V108        94        3,900  SH      DEFINED 6, 7, 8    3900
INSIGHT ENTERPRISES INC               EQUITY   45765U103       278       11,302  SH      DEFINED 6, 7, 8   11302
INSIGHT ENTERPRISES, INC.             EQUITY   45765U103       295       12,008  SH      DEFINED    1                 12,008
INSIGNIA FINANCIAL GROUP INC.         EQUITY   45767A105        69        6,400  SH      DEFINED    1                  6,400
INSIGNIA FINL GROUP INC N             EQUITY   45767A105        67        6,158  SH      DEFINED 6, 7, 8    6158
INSITUFORM TECHNOLOGIES I             EQUITY   457667103       174        6,801  SH      DEFINED 6, 7, 8    6801
INSITUFORM TECHNOLOGIES, INC. CLASS A EQUITY   457667103       184        7,196  SH      DEFINED    1                  7,196
INSMED INC                            EQUITY   457669208        38        9,871  SH      DEFINED    1                  9,871
INSMED INC                            EQUITY   457669208        36        9,511  SH      DEFINED 6, 7, 8    9511
INSPIRE PHARMACEUTICALS I             EQUITY   457733103        66        4,658  SH      DEFINED 6, 7, 8    4658
INSPIRE PHARMACEUTICALS INC           EQUITY   457733103        69        4,873  SH      DEFINED    1                  4,873
INSTINET GROUP INC                    EQUITY   457750107      2343      233,100  SH      DEFINED    2                 233100
INSTINET GROUP INCORPORATED           EQUITY   457750107         4          361  SH      DEFINED    1                    361
INSURANCE AUTO AUCTIONS I             EQUITY   457875102        56        3,848  SH      DEFINED 6, 7, 8    3848
INSURANCE AUTO AUCTIONS INC COM       EQUITY   457875102      1508      103,961  SH      DEFINED    1                103,961
Insurance Services Office, Inc        EQUITY   45806@109       279       11,172  SH      DEFINED    4                 11,172
INSWEB CORP                           EQUITY   45809K202        39        9,194  SH      DEFINED    1                  9,194
INTEGRA BANK CORP.                    EQUITY   45814P105       124        5,909  SH      DEFINED    1                  5,909
INTEGRA BK CORP                       EQUITY   45814P105       117        5,588  SH      DEFINED 6, 7, 8    5588
INTEGRA LIFESCIENCES CORP             EQUITY   457985208      9430      358,000  SH      DEFINED    2                 358000
INTEGRA LIFESCIENCES HLDG             EQUITY   457985208       134        5,099  SH      DEFINED 6, 7, 8    5099
INTEGRA LIFESCIENCES HOLDINGS         EQUITY   457985208        93        3,547  SH      DEFINED    1                  3,547
INTEGRAL SYS INC MD                   EQUITY   45810H107        53        2,752  SH      DEFINED 6, 7, 8    2752






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
INTEGRAL SYSTEMS INC/MD               EQUITY   45810H107        55        2,862  SH      DEFINED    1                  2,862
INTEGRATED CIRCUIT SYS IN             EQUITY   45811K208       283       12,542  SH      DEFINED 6, 7, 8   12542
INTEGRATED CIRCUIT SYSTEMS            EQUITY   45811K208       449       19,858  SH      DEFINED    1                 19,858
INTEGRATED DEVICE TECHNOL             EQUITY   458118106      4162      156,540  SH      DEFINED 6, 7, 8  156540
INTEGRATED DEVICE TECHNOLOGY          EQUITY   458118106      5999      225,600  SH      DEFINED    2                 225600
INTEGRATED DEVICE TECHNOLOGY,         EQUITY   458118106      4199      157,907  SH      DEFINED    1                157,907
INTEGRATED ELECTRICAL SERVICES        EQUITY   45811E103        53       10,304  SH      DEFINED    1                 10,304
INTEGRATED ELECTRICAL SVC             EQUITY   45811E103        50        9,814  SH      DEFINED 6, 7, 8    9814
INTEGRATED SILICON SOLUTI             EQUITY   45812P107       104        8,513  SH      DEFINED 6, 7, 8    8513
INTEGRATED SILICON SOLUTION           EQUITY   45812P107       110        8,989  SH      DEFINED    1                  8,989
Intel                                 EQUITY   458140100       755       24,000  SH      DEFINED    4                 24,000
INTEL CORP                            EQUITY   458140100       660       20,980  SH      DEFINED    5      20980
INTEL CORP                            EQUITY   458140100    104966    3,337,560  SH      DEFINED 6, 7, 8 3337560
INTEL CORP                            EQUITY   458140100     25636      815,144  SH      DEFINED    2                 815144
INTEL CORP.                           EQUITY   458140100    138900    4,416,534  SH      DEFINED    1              4,416,534
INTEL INC                             EQUITY   458140100        94        3,000  SH      DEFINED    2                   3000
INTELIDATA TECHNOLOGIES C             EQUITY   45814T107        37       13,238  SH      DEFINED 6, 7, 8   13238
INTELIDATA TECHNOLOGIES CORP.         EQUITY   45814T107        39       13,894  SH      DEFINED    1                 13,894
INTER TEL INC                         EQUITY   458372109       112        5,844  SH      DEFINED 6, 7, 8    5844
INTERACTIVE DATA CORP                 EQUITY   45840J107       174       12,332  SH      DEFINED    1                 12,332
INTERACTIVE DATA CORP                 EQUITY   45840J107       167       11,783  SH      DEFINED 6, 7, 8   11783
INTERACTIVE INTELLIGENCE              EQUITY   45839M103        11        1,539  SH      DEFINED 6, 7, 8    1539
INTERACTIVE INTELLIGENCE INC          EQUITY   45839M103        11        1,577  SH      DEFINED    1                  1,577
INTERCEPT GROUP INC                   EQUITY   45845L107       164        4,002  SH      DEFINED    1                  4,002
INTERCEPT GROUP INC                   EQUITY   45845L107     33549      820,271  SH      Sole       3     799161               21110
INTERCEPT GROUP INC                   EQUITY   45845L107       157        3,837  SH      DEFINED 6, 7, 8    3837
INTERDIGITAL COMMUNICATIO             EQUITY   45866A105       155       15,977  SH      DEFINED 6, 7, 8   15977
INTERDIGITAL COMMUNICATION            EQUITY   45866A105       162       16,704  SH      DEFINED    1                 16,704
INTERFACE INC                         EQUITY   458665106        81       14,439  SH      DEFINED 6, 7, 8   14439
INTERFACE, INC. CLASS A               EQUITY   458665106        84       14,932  SH      DEFINED    1                 14,932
INTERGRAPH CORP                       EQUITY   458683109       198       14,446  SH      DEFINED 6, 7, 8   14446
INTERGRAPH CORP.                      EQUITY   458683109       207       15,066  SH      DEFINED    1                 15,066
INTERLAND INC                         EQUITY   458727104        26       12,281  SH      DEFINED    1                 12,281
INTERLAND INC                         EQUITY   458727104        25       11,969  SH      DEFINED 6, 7, 8   11969
INTERLOGIX INC                        EQUITY   458763109       243        6,278  SH      DEFINED 6, 7, 8    6278
INTERLOGIX INC.                       EQUITY   458763109       253        6,531  SH      DEFINED    1                  6,531
INTERMAGNETICS GEN CORP               EQUITY   458771102       106        4,085  SH      DEFINED 6, 7, 8    4085
INTERMAGNETICS GENERAL CORP.          EQUITY   458771102       110        4,238  SH      DEFINED    1                  4,238
INTERMUNE INC                         EQUITY   45884X103       403        8,183  SH      DEFINED 6, 7, 8    8183
INTERMUNE INC.                        EQUITY   45884X103       425        8,620  SH      DEFINED    1                  8,620
INTERNAP NETWORK SERVICES             EQUITY   45885A102        55       47,463  SH      DEFINED    1                 47,463
INTERNAP NETWORK SVCS COR             EQUITY   45885A102        53       45,523  SH      DEFINED 6, 7, 8   45523
INTERNATIONAL BANCSHARES              EQUITY   459044103       220        5,231  SH      DEFINED 6, 7, 8    5231
INTERNATIONAL BANCSHARES CORP.        EQUITY   459044103       230        5,451  SH      DEFINED    1                  5,451
INTERNATIONAL BUSINESS MA             EQUITY   459200101       651        5,380  SH      DEFINED    5       5380
INTERNATIONAL BUSINESS MA             EQUITY   459200101    105317      870,670  SH      DEFINED 6, 7, 8  870670
INTERNATIONAL BUSINESS MACHS          EQUITY   459200101     46597      385,225  SH      DEFINED    2                 385225
INTERNATIONAL FLAVORS&FRA             EQUITY   459506101         9          300  SH      DEFINED    5        300
INTERNATIONAL FLAVORS&FRA             EQUITY   459506101      1192       40,110  SH      DEFINED 6, 7, 8   40110
INTERNATIONAL GAME TECHNO             EQUITY   459902102        16          230  SH      DEFINED    5        230






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
INTERNATIONAL GAME TECHNO             EQUITY   459902102      2104       30,800  SH      DEFINED 6, 7, 8   30800
INTERNATIONAL GAME TECHNOLOGY         EQUITY   459902102      3055       44,723  SH      DEFINED    1                 44,723
INTERNATIONAL GAME TECHNOLOGY         EQUITY   459902102     10655      156,000  SH      DEFINED    2                 156000
INTERNATIONAL MULTIFOODS              EQUITY   460043102       118        4,956  SH      DEFINED 6, 7, 8    4956
INTERNATIONAL MULTIFOODS CORP.        EQUITY   460043102       126        5,256  SH      DEFINED    1                  5,256
INTERNATIONAL PAPER CO                EQUITY   460146103      7254      267,597  SH      DEFINED    2                 267597
INTERNATIONAL PAPER CO.               EQUITY   460146103      8679      215,099  SH      DEFINED    1                215,099
INTERNATIONAL RECTIFIER C             EQUITY   460254105      2682       76,900  SH      DEFINED 6, 7, 8   76900
INTERNATIONAL RECTIFIER CORP.         EQUITY   460254105      2712       77,743  SH      DEFINED    1                 77,743
INTERNATIONAL SPEEDWAY CO             EQUITY   460335201      2526       64,600  SH      DEFINED 6, 7, 8   64600
INTERNATIONAL SPEEDWAY CORP.          EQUITY   460335201      2536       64,865  SH      DEFINED    1                 64,865
INTERNATIONAL WIRELESS COMN           EQUITY   46058G504        42      423,014  SH      DEFINED    2                 423014
INTERNET CAP GROUP INC                EQUITY   46059C106        74       61,079  SH      DEFINED 6, 7, 8   61079
INTERNET CAPITAL GROUP, INC.          EQUITY   46059C106        77       63,521  SH      DEFINED    1                 63,521
INTERNET SEC SYS INC                  EQUITY   46060X107      1859       58,000  SH      DEFINED 6, 7, 8   58000
INTERNET SEC SYS INC COM              EQUITY   46060X107     15925      496,735  SH      Sole       3     488035                8700
INTERNET SECURITY SY                  EQUITY   46060X107      1877       58,549  SH      DEFINED    1                 58,549
INTERNEURON PHARMACEUTICA             EQUITY   460573108       115       10,377  SH      DEFINED 6, 7, 8   10377
INTERNEURON PHARMACEUTICALS           EQUITY   460573108       120       10,862  SH      DEFINED    1                 10,862
INTERPOOL INC                         EQUITY   46062R108        81        4,194  SH      DEFINED 6, 7, 8    4194
INTERPOOL, INC.                       EQUITY   46062R108        84        4,351  SH      DEFINED    1                  4,351
INTERPUBLIC GROUP CORP                EQUITY   460690100      5125      173,502  SH      DEFINED    1                173,502
INTERPUBLIC GROUP COS INC             EQUITY   460690100        35        1,180  SH      DEFINED    5       1180
INTERPUBLIC GROUP COS INC             EQUITY   460690100      4716      159,640  SH      DEFINED 6, 7, 8  159640
INTERSIL CORP -CL A                   EQUITY   46069S109        46        1,430  SH      DEFINED    1                  1,430
INTERSILL CORP                        EQUITY   46069S109     13639      422,900  SH      Sole       3     370500               52400
INTERSTATE BAKERIES CORP              EQUITY   46072H108      1705       70,519  SH      DEFINED 6, 7, 8   70519
INTERSTATE BAKERIES CORP.             EQUITY   46072H108      1717       71,005  SH      DEFINED    1                 71,005
INTERTAN INC                          EQUITY   461120107        98        7,783  SH      DEFINED 6, 7, 8    7783
INTERTAN INC.                         EQUITY   461120107       101        8,080  SH      DEFINED    1                  8,080
INTER-TEL, INC.                       EQUITY   458372109       116        6,049  SH      DEFINED    1                  6,049
INTERTRUST TECHNOLOGIES C             EQUITY   46113Q109        30       24,439  SH      DEFINED 6, 7, 8   24439
INTERTRUST TECHNOLOGIES CORP.         EQUITY   46113Q109        31       25,574  SH      DEFINED    1                 25,574
INTERVOICE-BRITE INC                  EQUITY   461142101       111        8,639  SH      DEFINED 6, 7, 8    8639
INTERVOICE-BRITE INC.                 EQUITY   461142101       116        9,091  SH      DEFINED    1                  9,091
INTERWOVEN INC                        EQUITY   46114T102        10        1,014  SH      DEFINED    1                  1,014
INTERWOVEN INC                        EQUITY   46114T102       119       12,250  SH      DEFINED 6, 7, 8   12250
INTERWOVEN INC                        EQUITY   46114T102      2433      249,800  SH      DEFINED    2                 249800
INTIMATE BRANDS INC                   EQUITY   461156101        19        1,249  SH      DEFINED    1                  1,249
INTL BUSINESS MACHINES CORP           EQUITY   459200101    137906    1,140,096  SH      DEFINED    1              1,140,096
INTL PAPER CO                         EQUITY   460146103        61        1,510  SH      DEFINED    5       1510
INTL PAPER CO                         EQUITY   460146103      8221      203,750  SH      DEFINED 6, 7, 8  203750
INTL SPECIALTY PRODS INC              EQUITY   460337108        37        4,135  SH      DEFINED 6, 7, 8    4135
INTL SPECIALTY PRODUCTS, INC.         EQUITY   460337108        38        4,235  SH      DEFINED    1                  4,235
INT'L. FLAVORS & FRAGRANCES,          EQUITY   459506101      1278       43,004  SH      DEFINED    1                 43,004
INTRADO INC                           EQUITY   46117A100        96        3,590  SH      DEFINED    1                  3,590
INTRADO INC                           EQUITY   46117A100        91        3,396  SH      DEFINED 6, 7, 8    3396
INTROGEN THERAPEUTICS INC             EQUITY   46119F107       416       75,000  SH      DEFINED    2                  75000
Intuit                                EQUITY   461202103       941       22,000  SH      DEFINED    4                 22,000
INTUIT                                EQUITY   461202103        28          660  SH      DEFINED    5        660






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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INTUIT                                EQUITY   461202103      5041      117,880  SH      DEFINED 6, 7, 8  117880
INTUIT                                EQUITY   461202103      7102      166,100  SH      DEFINED    2                 166100
INTUIT, INC.                          EQUITY   461202103      5349      125,032  SH      DEFINED    1                125,032
INTUITIVE SURGICAL INC                EQUITY   46120E107        92        9,218  SH      DEFINED    1                  9,218
INTUITIVE SURGICAL INC                EQUITY   46120E107        88        8,789  SH      DEFINED 6, 7, 8    8789
INVACARE CORP                         EQUITY   461203101       398       11,809  SH      DEFINED 6, 7, 8   11809
INVACARE CORP.                        EQUITY   461203101       221        6,570  SH      DEFINED    1                  6,570
INVERNESS MED INNOVATIONS             EQUITY   46126P106        27        1,485  SH      DEFINED 6, 7, 8    1485
INVERNESS MEDICAL INNOVATION          EQUITY   46126P106        28        1,557  SH      DEFINED    1                  1,557
INVESTMENT TEC GRP NEW COM            EQUITY   46145F105     33883      867,240  SH      Sole       3     852790               14450
INVESTMENT TECHNOLOGY GROUP           EQUITY   46145F105      2334       59,751  SH      DEFINED    1                 59,751
INVESTMENT TECHNOLOGY GRP             EQUITY   46145F105      2309       59,100  SH      DEFINED 6, 7, 8   59100
INVESTORS FINANCIAL SERVICES          EQUITY   461915100      2590       39,120  SH      DEFINED    1                 39,120
INVESTORS FINL SERVICES C             EQUITY   461915100      2562       38,700  SH      DEFINED 6, 7, 8   38700
INVESTORS REAL ESTATE TR              EQUITY   461730103        66        7,003  SH      DEFINED 6, 7, 8    7003
INVESTORS REAL ESTATE TRUST           EQUITY   461730103        71        7,509  SH      DEFINED    1                  7,509
INVITROGEN CORP                       EQUITY   46185R100       111        1,785  SH      DEFINED    1                  1,785
Invitrogen Corp                       EQUITY   46185R100       929       15,000  SH      DEFINED    4                 15,000
INVITROGEN CORP                       EQUITY   46185R100       318        5,130  SH      DEFINED 6, 7, 8    5130
INVITROGEN CORP COM                   EQUITY   46185r100     67793    1,094,674  SH      Sole       3    1050534               44140
IOMEGA CORP                           EQUITY   462030305       148       17,675  SH      DEFINED    1                 17,675
IOMEGA CORP                           EQUITY   462030305       139       16,680  SH      DEFINED 6, 7, 8   16680
IONICS INC                            EQUITY   462218108       168        5,589  SH      DEFINED 6, 7, 8    5589
IONICS, INC.                          EQUITY   462218108       176        5,871  SH      DEFINED    1                  5,871
IPC Holdings                          EQUITY   G4933P101   346,971   11,722,000  SH      DEFINED    1             11,722,000
IRON MOUNTAIN INC.                    EQUITY   462846106        19          438  SH      DEFINED    1                    438
IRON MTN INC DEL COM                  EQUITY   462846106     87470    1,997,030  SH      Sole       3    1904570               92460
IRT PPTY CO                           EQUITY   450058102       104        9,803  SH      DEFINED 6, 7, 8    9803
IRT PROPERTY CO.                      EQUITY   450058102       107       10,095  SH      DEFINED    1                 10,095
IRWIN FINANCIAL CORP.                 EQUITY   464119106        53        3,126  SH      DEFINED    1                  3,126
IRWIN FINL CORP                       EQUITY   464119106        50        2,926  SH      DEFINED 6, 7, 8    2926
ISHARES MSCI EAFE INDEX FUND          EQUITY   464287465       477        4,000  SH      DEFINED    1                  4,000
ISHARES MSCI MALAYSIA INDX FUND       EQUITY   464286830       312       60,000  SH      DEFINED    1                 60,000
ISHARES MSCI SOUTH KOREA INDX FND     EQUITY   464286772       142        8,000  SH      DEFINED    1                  8,000
ISHARES RUSSELL 2000 VALUE            EQUITY   464287630       218        1,700  SH      DEFINED    1                  1,700
ISHARES RUSSELL MIDCAP GRWTH          EQUITY   464287481       481        6,700  SH      DEFINED    1                  6,700
ISHARES RUSSELL MIDCAP VALUE          EQUITY   464287473       407        5,225  SH      DEFINED    1                  5,225
ISHARES S&P 500/BARRA GROWTH          EQUITY   464287309        74        1,250  SH      DEFINED    1                  1,250
ISHARES S&P 500/BARRA VALUE           EQUITY   464287408       375        6,775  SH      DEFINED    1                  6,775
ISHARES TR                            EQUITY   464287630       218        1,700  SH      DEFINED 6, 7, 8    1700
ISIS PHARMACEUTICALS INC              EQUITY   464330109       532       23,996  SH      DEFINED 6, 7, 8   23996
ISIS PHARMACEUTICALS, INC.            EQUITY   464330109       276       12,429  SH      DEFINED    1                 12,429
ISLE OF CAPRI CASINOS                 EQUITY   464592104        85        6,377  SH      DEFINED    1                  6,377
ISLE OF CAPRI CASINOS INC             EQUITY   464592104        83        6,176  SH      DEFINED 6, 7, 8    6176
ISTAR FINANCIAL INC                   EQUITY   45031U101        16          643  SH      DEFINED    1                    643
I-STAT CORP                           EQUITY   450312103        41        5,139  SH      DEFINED 6, 7, 8    5139
I-STAT CORP.                          EQUITY   450312103        43        5,406  SH      DEFINED    1                  5,406
ITC DELTACOM INC                      EQUITY   45031T104         9       10,584  SH      DEFINED 6, 7, 8   10584
ITC DELTACOM, INC.                    EQUITY   45031T104        10       11,063  SH      DEFINED    1                 11,063
ITRON INC                             EQUITY   465741106       123        4,057  SH      DEFINED 6, 7, 8    4057






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
ITRON, INC.                           EQUITY   465741106       132        4,364  SH      DEFINED    1                  4,364
ITT EDUCATIONAL SERVICES              EQUITY   45068B109       349        9,466  SH      DEFINED 6, 7, 8    9466
ITT EDUCATIONAL SERVICES, INC.        EQUITY   45068B109       264        7,159  SH      DEFINED    1                  7,159
ITT INDS INC IND                      EQUITY   450911102        14          280  SH      DEFINED    5        280
ITT INDS INC IND                      EQUITY   450911102      3491       69,120  SH      DEFINED 6, 7, 8   69120
ITT INDUSTRIAL INC                    EQUITY   450911102      3627       71,814  SH      DEFINED    1                 71,814
ITXC CORP                             EQUITY   45069F109        57        7,956  SH      DEFINED    1                  7,956
ITXC CORP                             EQUITY   45069F109       160       22,201  SH      DEFINED 6, 7, 8   22201
IVAX CORP                             EQUITY   465823102      6261      310,857  SH      DEFINED 6, 7, 8  310857
IVAX CORP.                            EQUITY   465823102      6301      312,845  SH      DEFINED    1                312,845
IVEX PACKAGING CORP DEL               EQUITY   465855104        91        4,800  SH      DEFINED 6, 7, 8    4800
IVEX PACKAGING CORP.                  EQUITY   465855104        96        5,067  SH      DEFINED    1                  5,067
IXIA                                  EQUITY   45071R109       169       13,154  SH      DEFINED    1                 13,154
IXIA                                  EQUITY   45071R109       162       12,586  SH      DEFINED 6, 7, 8   12586
IXYS CORP                             EQUITY   46600W106        23        2,817  SH      DEFINED 6, 7, 8    2817
IXYS CORP.                            EQUITY   46600W106        23        2,873  SH      DEFINED    1                  2,873
J & J SNACK FOODS CORP                EQUITY   466032109        50        2,030  SH      DEFINED    1                  2,030
J & J SNACK FOODS CORP                EQUITY   466032109        46        1,882  SH      DEFINED 6, 7, 8    1882
J D EDWARDS & CO                      EQUITY   281667105       485       29,476  SH      DEFINED 6, 7, 8   29476
J JILL GROUP INC                      EQUITY   466189107        69        3,210  SH      DEFINED    1                  3,210
J JILL GROUP INC                      EQUITY   466189107        66        3,043  SH      DEFINED 6, 7, 8    3043
J P MORGAN CHASE & CO                 EQUITY   46625H100       224        6,170  SH      DEFINED    5       6170
J P MORGAN CHASE & CO                 EQUITY   46625H100     35686      981,730  SH      DEFINED 6, 7, 8  981730
J P MORGAN CHASE + CO                 EQUITY   46625H100     33150      911,960  SH      DEFINED    2                 911960
J.B. HUNT TRANSPORT SERVICES          EQUITY   445658107      1135       48,925  SH      DEFINED    1                 48,925
J.C. PENNEY CO., INC.                 EQUITY   708160106      3241      120,496  SH      DEFINED    1                120,496
J.D. EDWARDS & CO.                    EQUITY   281667105       508       30,861  SH      DEFINED    1                 30,861
J.P. MORGAN CHASE AND CO.             EQUITY   46625H100     58876    1,619,709  SH      DEFINED    1              1,619,709
JABIL CIRCUIT INC                     EQUITY   466313103        14          620  SH      DEFINED    5        620
JABIL CIRCUIT INC                     EQUITY   466313103      1895       83,400  SH      DEFINED 6, 7, 8   83400
JABIL CIRCUT, INC.                    EQUITY   466313103      2045       90,010  SH      DEFINED    1                 90,010
JACK IN THE BOX INC                   EQUITY   466367109       303       11,017  SH      DEFINED 6, 7, 8   11017
JACK IN THE BOX INC.                  EQUITY   466367109       316       11,490  SH      DEFINED    1                 11,490
JACOBS ENGINEERING GROUP, INC.        EQUITY   469814107      2159       32,710  SH      DEFINED    1                 32,710
JACOBS ENGR GROUP INC DEL             EQUITY   469814107      2145       32,500  SH      DEFINED 6, 7, 8   32500
JAKKS PAC INC                         EQUITY   47012E106       208       10,978  SH      DEFINED 6, 7, 8   10978
JAKKS PACIFIC, INC.                   EQUITY   47012E106       117        6,172  SH      DEFINED    1                  6,172
JDA SOFTWARE GROUP INC                EQUITY   46612K108       143        6,391  SH      DEFINED 6, 7, 8    6391
JDA SOFTWARE GROUP, INC.              EQUITY   46612K108       150        6,707  SH      DEFINED    1                  6,707
JDN REALITY CORP.                     EQUITY   465917102       136       11,051  SH      DEFINED    1                 11,051
JDN RLTY CORP                         EQUITY   465917102       130       10,560  SH      DEFINED 6, 7, 8   10560
JDS UNIPHASE CORP                     EQUITY   46612J101      5415      623,847  SH      DEFINED    1                623,847
JDS UNIPHASE CORP                     EQUITY   46612J101        36        4,150  SH      DEFINED    5       4150
JDS UNIPHASE CORP                     EQUITY   46612J101      5173      592,600  SH      DEFINED 6, 7, 8  592600
JDS UNIPHASE CORP                     EQUITY   46612J101      7462      854,800  SH      DEFINED    2                 854800
JEFFERIES GROUP INC NEW               EQUITY   472319102       655       15,473  SH      DEFINED 6, 7, 8   15473
JEFFERIES GROUP, INC.                 EQUITY   472319102       319        7,533  SH      DEFINED    1                  7,533
Jefferson Pilot                       CORPBOND 475068AA0      8353    8,000,000  PRN     DEFINED    4              8,000,000
Jefferson Pilot                       CORPBOND 475529AA1      2566    2,500,000  PRN     DEFINED    4              2,500,000
JEFFERSON PILOT CORP                  EQUITY   475070108        22          470  SH      DEFINED    5        470






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
JEFFERSON PILOT CORP                  EQUITY   475070108      2945       63,650  SH      DEFINED 6, 7, 8   63650
JEFFERSON-PILOT CORP.                 EQUITY   475070108      3165       68,412  SH      DEFINED    1                 68,412
JLG INDS INC                          EQUITY   466210101       149       14,034  SH      DEFINED 6, 7, 8   14034
JLG INDUSTRIES, INC.                  EQUITY   466210101       157       14,708  SH      DEFINED    1                 14,708
JNI CORP                              EQUITY   46622G105        58        6,954  SH      DEFINED    1                  6,954
JNI CORP                              EQUITY   46622G105        54        6,527  SH      DEFINED 6, 7, 8    6527
JOHN HANCOCK FINANCIAL SERVICE        EQUITY   41014S106      9104      220,430  SH      DEFINED    1                220,430
JOHN NUVEEN CO-CL A                   EQUITY   478035108         7          139  SH      DEFINED    1                    139
JOHN WILEY & SONS, INC. CLASS A       EQUITY   968223206       312       13,561  SH      DEFINED    1                 13,561
JOHNSON & JOHNSON                     EQUITY   478160104     98831    1,672,267  SH      DEFINED    1              1,672,267
JOHNSON & JOHNSON                     EQUITY   478160104       567        9,590  SH      DEFINED    5       9590
JOHNSON & JOHNSON                     EQUITY   478160104     94399    1,597,281  SH      DEFINED 6, 7, 8 1597281
JOHNSON + JOHNSON                     EQUITY   478160104     26623      450,477  SH      DEFINED    2                 450477
Johnson and Johnson                   EQUITY   478160104      5615       95,000  SH      DEFINED    4                 95,000
JOHNSON CONTROLS, INC.                EQUITY   478366107      6336       78,468  SH      DEFINED    1                 78,468
JOHNSON CTLS INC                      EQUITY   478366107        22          270  SH      DEFINED    5        270
JOHNSON CTLS INC                      EQUITY   478366107      6113       75,700  SH      DEFINED 6, 7, 8   75700
JONES APPAREL GROUP INC               EQUITY   480074103        13          390  SH      DEFINED    5        390
JONES APPAREL GROUP INC               EQUITY   480074103      1758       53,010  SH      DEFINED 6, 7, 8   53010
JONES APPAREL GROUP, INC.             EQUITY   480074103      1899       57,254  SH      DEFINED    1                 57,254
JONES LANG LASALLE INC                EQUITY   48020Q107       175        9,668  SH      DEFINED 6, 7, 8    9668
JONES LANG LASALLE, INC.              EQUITY   48020Q107       183       10,115  SH      DEFINED    1                 10,115
JOURNAL REGISTER CO                   EQUITY   481138105       180        8,552  SH      DEFINED 6, 7, 8    8552
JOURNAL REGISTER CO.                  EQUITY   481138105       189        8,975  SH      DEFINED    1                  8,975
JP REALITY, INC.                      EQUITY   46624A106        90        3,768  SH      DEFINED    1                  3,768
JP REALTY INC                         EQUITY   46624A106        85        3,559  SH      DEFINED 6, 7, 8    3559
JUNIPER NETWORKS INC                  EQUITY   48203R104      2025      106,880  SH      DEFINED 6, 7, 8  106880
JUNIPER NETWORKS INC                  EQUITY   48203R104      5793      305,700  SH      DEFINED    2                 305700
JUNIPER NETWORKS, INC.                EQUITY   48203R104      2025      106,880  SH      DEFINED    1                106,880
K MART CORP                           EQUITY   482584109         9        1,560  SH      DEFINED    5       1560
K MART CORP                           EQUITY   482584109      1150      210,710  SH      DEFINED 6, 7, 8  210710
K V PHARMACEUTICAL CO                 EQUITY   482740107       216        6,661  SH      DEFINED 6, 7, 8    6661
K V PHARMACEUTICAL CO CL B            EQUITY   482740107       226        6,976  SH      DEFINED    1                  6,976
K.FORCE INC.                          EQUITY   493732101        52        8,208  SH      DEFINED    1                  8,208
K2 INC                                EQUITY   482732104        42        5,768  SH      DEFINED 6, 7, 8    5768
K2, INC.                              EQUITY   482732104        43        6,032  SH      DEFINED    1                  6,032
KADANT INC                            EQUITY   48282T104        61        4,206  SH      DEFINED    1                  4,206
KADANT INC                            EQUITY   48282T104        57        3,949  SH      DEFINED 6, 7, 8    3949
Kafus Environmental Industries        EQUITY   482910106                 75,000  SH      DEFINED    4                 75,000
KAISER ALUMINUM CORP                  EQUITY   483007100        15        9,432  SH      DEFINED 6, 7, 8    9432
KAISER ALUMINUM CORP.                 EQUITY   483007100        15        9,432  SH      DEFINED    1                  9,432
KAMAN CORP                            EQUITY   483548103       113        7,212  SH      DEFINED 6, 7, 8    7212
KAMAN CORP., CLASS A                  EQUITY   483548103       117        7,488  SH      DEFINED    1                  7,488
KANA SOFTWARE INC                     EQUITY   483600300        84        4,321  SH      DEFINED 6, 7, 8    4321
KANA SOFTWARE INC.                    EQUITY   483600300        88        4,507  SH      DEFINED    1                  4,507
KANSAS CITY LIFE INS CO               EQUITY   484836101        73        1,969  SH      DEFINED 6, 7, 8    1969
KANSAS CITY LIFE INSURANCE CO.        EQUITY   484836101        76        2,057  SH      DEFINED    1                  2,057
KANSAS CITY SOUTHERN IND.             EQUITY   485170302       279       19,769  SH      DEFINED    1                 19,769
KANSAS CITY SOUTHN INDS I             EQUITY   485170302       267       18,866  SH      DEFINED 6, 7, 8   18866
KAYDON CORP                           EQUITY   486587108      1024       45,149  SH      DEFINED 6, 7, 8   45149






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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KAYDON CORP.                          EQUITY   486587108      1032       45,493  SH      DEFINED    1                 45,493
KB HOME                               EQUITY   48666K109      1457       36,325  SH      DEFINED    1                 36,325
KB HOME                               EQUITY   48666K109         6          160  SH      DEFINED    5        160
KB HOME                               EQUITY   48666K109      1387       34,578  SH      DEFINED 6, 7, 8   34578
KCS ENERGY INC                        EQUITY   482434206        26        8,258  SH      DEFINED 6, 7, 8    8258
KCS ENERGY, INC.                      EQUITY   482434206        27        8,699  SH      DEFINED    1                  8,699
KEANE INC                             EQUITY   486665102      1932      107,172  SH      DEFINED 6, 7, 8  107172
KEANE, INC.                           EQUITY   486665102      1945      107,876  SH      DEFINED    1                107,876
KEITHLEY INSTRS INC                   EQUITY   487584104        29        1,700  SH      DEFINED 6, 7, 8    1700
KEITHLEY INSTRUMENTS, INC.            EQUITY   487584104        30        1,759  SH      DEFINED    1                  1,759
KELLOGG CO                            EQUITY   487836108        38        1,270  SH      DEFINED    5       1270
KELLOGG CO                            EQUITY   487836108      5172      171,820  SH      DEFINED 6, 7, 8  171820
KELLOGG CO.                           EQUITY   487836108      5540      184,067  SH      DEFINED    1                184,067
KELLWOOD CO                           EQUITY   488044108       176        7,311  SH      DEFINED 6, 7, 8    7311
KELLWOOD CO.                          EQUITY   488044108       185        7,697  SH      DEFINED    1                  7,697
KELLY SERVICES, INC., CLASS A         EQUITY   488152208      1069       48,848  SH      DEFINED    1                 48,848
KELLY SVCS INC                        EQUITY   488152208      1065       48,632  SH      DEFINED 6, 7, 8   48632
KEMET CORP                            EQUITY   488360108      2751      155,002  SH      DEFINED 6, 7, 8  155002
KEMET CORP.                           EQUITY   488360108      2764      155,721  SH      DEFINED    1                155,721
KENDLE INTERNATIONAL INC              EQUITY   48880L107        58        2,896  SH      DEFINED 6, 7, 8    2896
KENDLE INTERNATIONAL, INC.            EQUITY   48880L107        62        3,072  SH      DEFINED    1                  3,072
KENNAMETAL INC                        EQUITY   489170100      1914       47,523  SH      DEFINED 6, 7, 8   47523
KENNAMETAL INC COM                    EQUITY   489170100     35715      886,883  SH      Sole       3     871083               15800
KENNAMETAL, INC.                      EQUITY   489170100      1930       47,918  SH      DEFINED    1                 47,918
KERR MCGEE CORP                       EQUITY   492386107        17          310  SH      DEFINED    5        310
KERR MCGEE CORP                       EQUITY   492386107      2322       42,370  SH      DEFINED 6, 7, 8   42370
KERYX BIOPHARMACEUTICALS              EQUITY   492515101        26        3,533  SH      DEFINED    1                  3,533
KERYX BIOPHARMACEUTICALS              EQUITY   492515101        26        3,533  SH      DEFINED 6, 7, 8    3533
KEY BANK NA                           EQUITY   493267108      4682      192,356  SH      DEFINED    1                192,356
KEY ENERGY SERVICES INC               EQUITY   492914106       261       28,346  SH      DEFINED    1                 28,346
KEY ENERGY SVCS INC                   EQUITY   492914106       250       27,201  SH      DEFINED 6, 7, 8   27201
KEY ENERGY SVCS INC                   EQUITY   492914122       270        5,000  SH      DEFINED    2                   5000
KEY PRODTN INC                        EQUITY   493138101        68        4,013  SH      DEFINED 6, 7, 8    4013
KEY PRODUCTION COMPANY, INC.          EQUITY   493138101        72        4,243  SH      DEFINED    1                  4,243
KEY3MEDIA GROUP INC                   EQUITY   49326R104        46        8,724  SH      DEFINED 6, 7, 8    8724
KEY3MEDIA GROUP, INC.                 EQUITY   49326R104        48        9,010  SH      DEFINED    1                  9,010
KeyCorp Institutional                 CORPBOND 493265AC6      5737    6,000,000  PRN     DEFINED    4              6,000,000
KEYCORP NEW                           EQUITY   493267108        32        1,320  SH      DEFINED    5       1320
KEYCORP NEW                           EQUITY   493267108      4359      179,080  SH      DEFINED 6, 7, 8  179080
KEYNOTE SYS INC                       EQUITY   493308100        67        7,146  SH      DEFINED 6, 7, 8    7146
KEYNOTE SYSTEMS INC                   EQUITY   493308100        70        7,499  SH      DEFINED    1                  7,499
KEYSPAN CORP                          EQUITY   49337W100        15          440  SH      DEFINED    5        440
KEYSPAN CORP                          EQUITY   49337W100      2039       58,840  SH      DEFINED 6, 7, 8   58840
KEYSPAN CORPORATION                   EQUITY   49337W100     12298      354,923  SH      DEFINED    1                354,923
KEYSTONE PPTY TR CORP                 EQUITY   493596100        28        2,152  SH      DEFINED 6, 7, 8    2152
KEYSTONE PROPERTY TRUST               EQUITY   493596100        32        2,435  SH      DEFINED    1                  2,435
KFORCE INC                            EQUITY   493732101        50        7,941  SH      DEFINED 6, 7, 8    7941
KILROY REALTY CORP.                   EQUITY   49427F108       216        8,230  SH      DEFINED    1                  8,230
KILROY RLTY CORP                      EQUITY   49427F108       207        7,894  SH      DEFINED 6, 7, 8    7894
KILROY RLTY CORP COM                  EQUITY   49427F108      9066      345,126  SH      Sole       3     293594               51532






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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KIMBALL INTERNATIONAL, INC. CLASS B   EQUITY   494274103       173       11,430  SH      DEFINED    1                 11,430
KIMBALL INTL INC                      EQUITY   494274103       166       10,980  SH      DEFINED 6, 7, 8   10980
KIMBERLY CLARK CORP                   EQUITY   494368103        98        1,640  SH      DEFINED    5       1640
KIMBERLY CLARK CORP                   EQUITY   494368103     18797      314,330  SH      DEFINED 6, 7, 8  314330
KIMBERLY-CLARK CORP.                  EQUITY   494368103     38428      642,611  SH      DEFINED    1                642,611
KIMCO REALTY                          EQUITY   49446R109        20          627  SH      DEFINED    1                    627
KIMCO REALTY CORP COM                 EQUITY   49446R109     34821    1,065,200  SH      Sole       3     881950              183250
KINDER MORGAN INC KANS                EQUITY   49455P101        19          350  SH      DEFINED    5        350
KINDER MORGAN INC KANS                EQUITY   49455P101      2627       47,180  SH      DEFINED 6, 7, 8   47180
KINDER MORGAN INC.                    EQUITY   49455P101      2818       50,600  SH      DEFINED    1                 50,600
KINDRED HEALTHCARE INC                EQUITY   494580103         4           86  SH      DEFINED    1                     86
KING PHARMACEUTICALS COM              EQUITY   495582108    104299    2,475,648  SH      Sole       3    2374261              101387
KING PHARMACEUTICALS INC              EQUITY   495582108        62        1,460  SH      DEFINED    2                   1460
KING PHARMACEUTICALS INC              EQUITY   495582108        32          770  SH      DEFINED    5        770
KING PHARMACEUTICALS INC              EQUITY   495582108      4825      114,536  SH      DEFINED 6, 7, 8  114536
KING PHARMACEUTICALS, INC.            EQUITY   495582108      5177      122,888  SH      DEFINED    1                122,888
KIRBY CORP                            EQUITY   497266106       165        5,998  SH      DEFINED 6, 7, 8    5998
KIRBY CORP.                           EQUITY   497266106       171        6,225  SH      DEFINED    1                  6,225
KLA TENCOR CORP                       EQUITY   482480100      8564      172,800  SH      DEFINED    2                 172800
KLA-TENCOR CORP                       EQUITY   482480100        29          580  SH      DEFINED    5        580
KLA-TENCOR CORP                       EQUITY   482480100      4134       83,420  SH      DEFINED 6, 7, 8   83420
KLA-TENCOR CORP.                      EQUITY   482480100      4478       90,359  SH      DEFINED    1                 90,359
KMART CORP.                           EQUITY   482584109      1236      226,380  SH      DEFINED    1                226,380
KNIGHT RIDDER INC                     EQUITY   499040103        17          260  SH      DEFINED    5        260
KNIGHT RIDDER INC                     EQUITY   499040103      5362       82,580  SH      DEFINED 6, 7, 8   82580
KNIGHT TRADING GROUP                  EQUITY   499063105        10          883  SH      DEFINED    1                    883
KNIGHT TRANSN INC                     EQUITY   499064103        86        4,577  SH      DEFINED 6, 7, 8    4577
KNIGHT TRANSPORTATION, INC.           EQUITY   499064103        90        4,767  SH      DEFINED    1                  4,767
KNIGHTBRIDGE TANKERS LTD              EQUITY   G5299G106     14479      899,340  SH      DEFINED    1                899,340
KNIGHT-RIDDER, INC.                   EQUITY   499040103      4517       69,565  SH      DEFINED    1                 69,565
KOGER EQUITY INC                      EQUITY   500228101       141        8,623  SH      DEFINED 6, 7, 8    8623
KOGER EQUITY, INC.                    EQUITY   500228101       148        9,101  SH      DEFINED    1                  9,101
KOHLS CORP                            EQUITY   500255104        74        1,050  SH      DEFINED    5       1050
KOHLS CORP                            EQUITY   500255104      9976      141,630  SH      DEFINED 6, 7, 8  141630
KOHLS CORP                            EQUITY   500255104     17875      253,756  SH      DEFINED    2                 253756
KOHLS CORP.                           EQUITY   500255104     26291      373,233  SH      DEFINED    1                373,233
KOOKMIN BANK SPONS ADR                EQUITY   50049M109       916       23,549  SH      DEFINED    1                 23,549
KOPIN CORP                            EQUITY   500600101       445       31,769  SH      DEFINED 6, 7, 8   31769
KOPIN CORP.                           EQUITY   500600101       274       19,569  SH      DEFINED    1                 19,569
KOREA ELEC POWER CORP-SP ADR          EQUITY   500631106       275       30,000  SH      DEFINED    1                 30,000
KOREA FUND INC                        EQUITY   500634100      1154       88,800  SH      DEFINED    1                 88,800
KOREA TELECOM CORP-S                  EQUITY   50063P103       427       21,000  SH      DEFINED    1                 21,000
KORN FERRY INTL                       EQUITY   500643200       605       56,762  SH      DEFINED 6, 7, 8   56762
KORN/FERRY INTERNATIONAL              EQUITY   500643200       610       57,247  SH      DEFINED    1                 57,247
KOS PHARMACEUTICALS INC               EQUITY   500648100        48        1,393  SH      DEFINED 6, 7, 8    1393
KOS PHARMACEUTICALS, INC.             EQUITY   500648100        51        1,469  SH      DEFINED    1                  1,469
KOSAN BIOSCIENCES INC                 EQUITY   50064W107        35        4,345  SH      DEFINED    1                  4,345
KOSAN BIOSCIENCES INC                 EQUITY   50064W107        31        3,904  SH      DEFINED 6, 7, 8    3904
KPMG CONSULTING INC                   EQUITY   48265R109        24        1,422  SH      DEFINED    1                  1,422
KPMG CONSULTING INC                   EQUITY   48265R109       288       17,400  SH      DEFINED 6, 7, 8   17400






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
KRAFT FOODS INC                       EQUITY   50075N104         0            0  SH      DEFINED 6, 7, 8       0
KRAMONT REALTY TRUST                  EQUITY   50075Q107        91        6,256  SH      DEFINED    1                  6,256
KRAMONT RLTY TR                       EQUITY   50075Q107        88        6,054  SH      DEFINED 6, 7, 8    6054
KRISPY KREME DOUGHNU                  EQUITY   501014104        26          596  SH      DEFINED    1                    596
KROGER CO                             EQUITY   501044101        52        2,510  SH      DEFINED    5       2510
KROGER CO                             EQUITY   501044101      7088      339,650  SH      DEFINED 6, 7, 8  339650
KROGER CO.                            EQUITY   501044101      7491      358,929  SH      DEFINED    1                358,929
KROLL INC                             EQUITY   501049100        72        4,788  SH      DEFINED 6, 7, 8    4788
KROLL INC.                            EQUITY   501049100        77        5,108  SH      DEFINED    1                  5,108
KROLL INC.                            EQUITY   501049100     21808    1,444,212  SH      DEFINED    1              1,444,212
KRONOS INC                            EQUITY   501052104       263        5,426  SH      DEFINED 6, 7, 8    5426
KRONOS, INC.                          EQUITY   501052104       276        5,696  SH      DEFINED    1                  5,696
K-SWISS INC                           EQUITY   482686102        70        2,118  SH      DEFINED 6, 7, 8    2118
K-SWISS, INC.                         EQUITY   482686102        75        2,253  SH      DEFINED    1                  2,253
KUBOTA CORP                           EQUITY   501173207        71        1,350  SH      DEFINED 6, 7, 8    1350
KUBOTA CORP SPONS. ADR                EQUITY   501173207        73        1,350  SH      DEFINED    1                  1,350
KULICKE & SOFFA INDS INC              EQUITY   501242101       253       14,770  SH      DEFINED 6, 7, 8   14770
KULICKE & SOFFA INDUSTRIES            EQUITY   501242101       266       15,533  SH      DEFINED    1                 15,533
KULICKE + SOFFA INDS INC              EQUITY   501242101      2502      145,900  SH      DEFINED    2                 145900
L 3 COMMUNICATIONS HLDG CORP          EQUITY   502424104      9090      101,000  SH      DEFINED    2                 101000
L-3 COMMUNICATIONS HLDGS              EQUITY   502424104      5554       61,712  SH      DEFINED 6, 7, 8   61712
L-3 COMMUNICATIONS HOLDINGS,          EQUITY   502424104      5583       62,033  SH      DEFINED    1                 62,033
LA JOLLA PHARMACEUTICAL C             EQUITY   503459109       193       21,542  SH      DEFINED 6, 7, 8   21542
LA JOLLA PHARMACEUTICAL CO            EQUITY   503459109        86        9,602  SH      DEFINED    1                  9,602
LA QUINTA PPTYS INC                   EQUITY   50419Q409       237       41,328  SH      DEFINED 6, 7, 8   41328
LA Z BOY INC                          EQUITY   505336107       339       15,558  SH      DEFINED 6, 7, 8   15558
Lab Corp of America Holdings          EQUITY   50540R409       970       12,000  SH      DEFINED    4                 12,000
LABOR READY INC                       EQUITY   505401208        66       13,003  SH      DEFINED 6, 7, 8   13003
LABOR READY, INC.                     EQUITY   505401208        68       13,323  SH      DEFINED    1                 13,323
LABORATORY CORP OF AMERICA            EQUITY   50540R409     17137      211,960  SH      Sole       3     177100               34860
LABORATORY CRP OF AM                  EQUITY   50540R409        50          616  SH      DEFINED    1                    616
LABRANCHE & CO INC                    EQUITY   505447102      2457       71,300  SH      DEFINED 6, 7, 8   71300
LABRANCHE & CO. INC.                  EQUITY   505447102      2478       71,917  SH      DEFINED    1                 71,917
LACLEDE GAS CO.                       EQUITY   505597104       151        6,307  SH      DEFINED    1                  6,307
LACLEDE GROUP INC                     EQUITY   505597104       145        6,074  SH      DEFINED 6, 7, 8    6074
LADENBURG THALMAN FIN SVC             EQUITY   50575Q102         2        1,869  SH      DEFINED 6, 7, 8    1869
LADENBURG THALMANN FINANCIAL          EQUITY   50575Q102         2        1,967  SH      DEFINED    1                  1,967
LADISH CO., INC.                      EQUITY   505754200        34        3,081  SH      DEFINED    1                  3,081
LADISH INC                            EQUITY   505754200        31        2,869  SH      DEFINED 6, 7, 8    2869
LAFARGE NORTH AMERIC                  EQUITY   505862102         9          252  SH      DEFINED    1                    252
LAKELAND BANCORP INC                  EQUITY   511637100        64        3,929  SH      DEFINED    1                  3,929
LAKELAND BANCORP INC                  EQUITY   511637100        59        3,613  SH      DEFINED 6, 7, 8    3613
LAM RESEARCH CORP                     EQUITY   512807108      3539      152,400  SH      DEFINED 6, 7, 8  152400
LAM RESEARCH CORP.                    EQUITY   512807108      3579      154,154  SH      DEFINED    1                154,154
LAM RESH CORP                         EQUITY   512807108      6541      281,700  SH      DEFINED    2                 281700
LAMAR ADVERTISING CO                  EQUITY   512815101        21          488  SH      DEFINED    1                    488
LAMAR ADVERTISING CO CL A             EQUITY   512815101      1092       25,800  SH      Sole       3                          25800
LAMAR CORP CV                         EQUITY   512815af8      6494    5,860,000  PRN     Sole       3    5181000              679000
LAN CHILE SA SPON ADR                 EQUITY   501723100       140       18,500  SH      DEFINED    1                 18,500






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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LANCASTER COLONY CORP                 EQUITY   513847103      1910       53,791  SH      DEFINED 6, 7, 8   53791
LANCASTER COLONY CORP.                EQUITY   513847103      1923       54,167  SH      DEFINED    1                 54,167
LANCE INC                             EQUITY   514606102       612       42,831  SH      DEFINED 6, 7, 8   42831
LANCE, INC.                           EQUITY   514606102       113        7,930  SH      DEFINED    1                  7,930
LANDAMERICA FINANCIAL GROUP           EQUITY   514936103       180        6,271  SH      DEFINED    1                  6,271
LANDAMERICA FINL GROUP IN             EQUITY   514936103       171        5,967  SH      DEFINED 6, 7, 8    5967
LANDAUER INC                          EQUITY   51476K103        78        2,301  SH      DEFINED 6, 7, 8    2301
LANDAUER, INC.                        EQUITY   51476K103        84        2,488  SH      DEFINED    1                  2,488
LANDRYS RESTAURANTS INC               EQUITY   51508L103        93        4,967  SH      DEFINED 6, 7, 8    4967
LANDRY'S RESTAURANTS INC.             EQUITY   51508L103        98        5,232  SH      DEFINED    1                  5,232
LANDS END INC                         EQUITY   515086106      1981       39,488  SH      DEFINED 6, 7, 8   39488
LAND'S END, INC.                      EQUITY   515086106      1988       39,628  SH      DEFINED    1                 39,628
LANDSTAR SYS INC                      EQUITY   515098101       386        5,326  SH      DEFINED 6, 7, 8    5326
LANDSTAR SYS INC                      EQUITY   515098101      6283       86,650  SH      DEFINED    2                  86650
LANDSTAR SYSTEM, INC.                 EQUITY   515098101       186        2,561  SH      DEFINED    1                  2,561
LANTRONIX INC                         EQUITY   516548104        37        5,920  SH      DEFINED    1                  5,920
LANTRONIX INC                         EQUITY   516548104        36        5,637  SH      DEFINED 6, 7, 8    5637
LARGE SCALE BIOLOGY CORP              EQUITY   517053104        16        3,663  SH      DEFINED    1                  3,663
LARGE SCALE BIOLOGY CORP              EQUITY   517053104        16        3,663  SH      DEFINED 6, 7, 8    3663
LASALLE HOTEL PPTYS                   EQUITY   517942108        46        3,958  SH      DEFINED 6, 7, 8    3958
LASALLE HOTEL PPTYS COM SH BEN        EQUITY   517942108      2998      255,400  SH      Sole       3     218800               36600
LASALLE HOTEL PROPERTIES              EQUITY   517942108        50        4,258  SH      DEFINED    1                  4,258
LATTICE SEMICONDUCTOR COR             EQUITY   518415104      2889      140,425  SH      DEFINED 6, 7, 8  140425
LATTICE SEMICONDUCTOR CORP.           EQUITY   518415104      2758      134,086  SH      DEFINED    1                134,086
LAWSON PRODS INC                      EQUITY   520776105        41        1,574  SH      DEFINED 6, 7, 8    1574
LAWSON PRODUCTS, INC.                 EQUITY   520776105        44        1,684  SH      DEFINED    1                  1,684
LA-Z-BOY CHAIR CO.                    EQUITY   505336107       354       16,229  SH      DEFINED    1                 16,229
LEAP WIRELESS INTL INC                EQUITY   521863100       187        8,938  SH      DEFINED 6, 7, 8    8938
LEAP WIRELESS INTL INC                EQUITY   521863118       370       12,250  SH      DEFINED    2                  12250
LEAP WIRELESS INTL, INC.              EQUITY   521863100       198        9,448  SH      DEFINED    1                  9,448
LEAR CORP                             EQUITY   521865105      3565       93,470  SH      DEFINED    1                 93,470
LEAR CORP                             EQUITY   521865105      4928      129,200  SH      DEFINED 6, 7, 8  129200
LEARNING TREE INTERNATIONAL           EQUITY   522015106       102        3,638  SH      DEFINED    1                  3,638
LEARNING TREE INTL INC                EQUITY   522015106        94        3,368  SH      DEFINED 6, 7, 8    3368
LECROY CORP                           EQUITY   52324W109        45        2,491  SH      DEFINED    1                  2,491
LECROY CORP                           EQUITY   52324W109        43        2,373  SH      DEFINED 6, 7, 8    2373
LEE ENTERPRISES INC                   EQUITY   523768109      2404       66,090  SH      DEFINED 6, 7, 8   66090
LEE ENTERPRISES, INC.                 EQUITY   523768109      2424       66,654  SH      DEFINED    1                 66,654
LEGATO SYS INC                        EQUITY   524651106      1742      134,292  SH      DEFINED 6, 7, 8  134292
LEGATO SYSTEMS, INC.                  EQUITY   524651106      1757      135,455  SH      DEFINED    1                135,455
LEGG MASON INC                        EQUITY   524901105      4043       80,900  SH      DEFINED 6, 7, 8   80900
LEGG MASON, INC.                      EQUITY   524901105      4070       81,442  SH      DEFINED    1                 81,442
LEGGETT & PLATT INC                   EQUITY   524660107        14          610  SH      DEFINED    5        610
LEGGETT & PLATT INC                   EQUITY   524660107      1911       83,100  SH      DEFINED 6, 7, 8   83100
LEGGETT & PLATT, INC.                 EQUITY   524660107      2054       89,316  SH      DEFINED    1                 89,316
LEHMAN BROS HLDGS INC                 EQUITY   524908100        50          750  SH      DEFINED    5        750
LEHMAN BROS HLDGS INC                 EQUITY   524908100     12723      190,465  SH      DEFINED 6, 7, 8  190465
LEHMAN BROTHERS HLDGS INC             EQUITY   524908100     26701      399,720  SH      DEFINED    2                 399720
LEHMAN BROTHERS HOLDINGS, INC.        EQUITY   524908100     13098      196,075  SH      DEFINED    1                196,075
LENNAR CORP                           EQUITY   526057104      4598       98,200  SH      DEFINED 6, 7, 8   98200






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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LENNAR CORP COM                       EQUITY   526057104     53900    1,151,221  SH      Sole       3    1116951               34270
LENNAR CORP.                          EQUITY   526057104      4617       98,606  SH      DEFINED    1                 98,606
LENNOX INTERNATIONAL INC              EQUITY   526107107       141       14,485  SH      DEFINED    1                 14,485
LENNOX INTL INC                       EQUITY   526107107       134       13,795  SH      DEFINED 6, 7, 8   13795
LEUCADIA NATIONAL CORP.               EQUITY   527288104      1948       67,469  SH      DEFINED    1                 67,469
LEUCADIA NATL CORP                    EQUITY   527288104      1940       67,200  SH      DEFINED 6, 7, 8   67200
LEVEL 3 COMMUNICATIONS, INC.          EQUITY   52729N100        17        3,467  SH      DEFINED    1                  3,467
LEXAR MEDIA INC                       EQUITY   52886P104      2574      975,013  SH      DEFINED    1                975,013
LEXAR MEDIA INC                       EQUITY   52886P104        26        9,798  SH      DEFINED 6, 7, 8    9798
LEXENT INC                            EQUITY   52886Q102        34        5,435  SH      DEFINED    1                  5,435
LEXENT INC                            EQUITY   52886Q102        34        5,435  SH      DEFINED 6, 7, 8    5435
LEXICON GENETICS INC                  EQUITY   528872104       113        9,803  SH      DEFINED 6, 7, 8    9803
LEXICON GENETICS INC.                 EQUITY   528872104       118       10,228  SH      DEFINED    1                 10,228
LEXINGTON CORP PPTYS TR               EQUITY   529043101        98        6,291  SH      DEFINED 6, 7, 8    6291
LEXINGTON CORP. PROPERTRIES           EQUITY   529043101       100        6,465  SH      DEFINED    1                  6,465
LEXMARK INTERNATIONAL GROUP           EQUITY   529771107      5432       92,061  SH      DEFINED    1                 92,061
LEXMARK INTL NEW                      EQUITY   529771107        24          410  SH      DEFINED    5        410
LEXMARK INTL NEW                      EQUITY   529771107      5148       87,250  SH      DEFINED 6, 7, 8   87250
LIBBEY INC                            EQUITY   529898108       152        4,657  SH      DEFINED 6, 7, 8    4657
LIBBEY, INC.                          EQUITY   529898108       159        4,862  SH      DEFINED    1                  4,862
LIBERATE TECHNOLOGIES                 EQUITY   530129105       366       31,892  SH      DEFINED 6, 7, 8   31892
LIBERATE TECHNOLOGIES, INC.           EQUITY   530129105       383       33,366  SH      DEFINED    1                 33,366
LIBERTY CORP S C                      EQUITY   530370105       222        5,388  SH      DEFINED 6, 7, 8    5388
LIBERTY CORP.                         EQUITY   530370105       230        5,579  SH      DEFINED    1                  5,579
LIBERTY DIGITAL INC                   EQUITY   530436104        21        6,111  SH      DEFINED 6, 7, 8    6111
LIBERTY DIGITAL INC CL A              EQUITY   530436104        22        6,478  SH      DEFINED    1                  6,478
LIBERTY LIVEWIRE CORP                 EQUITY   530709104        12        1,659  SH      DEFINED    1                  1,659
LIBERTY LIVEWIRE CORP                 EQUITY   530709104        12        1,659  SH      DEFINED 6, 7, 8    1659
LIBERTY MEDIA CORP NEW                EQUITY   530718105      8703      621,650  SH      DEFINED    2                 621650
LIBERTY MEDIA MEDIA CORP A            EQUITY   530718105       158       11,320  SH      DEFINED    2                  11320
LIBERTY PPTY TR SH BEN INT            EQUITY   531172104       970       32,500  SH      Sole       3                          32500
LIBERTY PROPERTY TRUST                EQUITY   531172104      7552      252,990  SH      DEFINED    1                252,990
LIFEPOINT HOSPITALS HLDG              EQUITY   53219L109      2019       59,303  SH      DEFINED    1                 59,303
LIFEPOINT HOSPITALS INC               EQUITY   53219L109      2283       67,070  SH      DEFINED 6, 7, 8   67070
LIGAND PHARMACEUTICALS IN             EQUITY   53220K207       438       24,464  SH      DEFINED 6, 7, 8   24464
LIGAND PHARMACEUTICALS, INC., CLASS B EQUITY   53220K207       217       12,096  SH      DEFINED    1                 12,096
LIGHTBRIDGE INC                       EQUITY   532226107        93        7,646  SH      DEFINED    1                  7,646
LIGHTBRIDGE INC                       EQUITY   532226107        89        7,305  SH      DEFINED 6, 7, 8    7305
LIGHTPATH TECHNOLOGIES IN             EQUITY   532257102        22        6,103  SH      DEFINED 6, 7, 8    6103
LIGHTPATH TECHNOLOGIES INC            EQUITY   532257102        23        6,408  SH      DEFINED    1                  6,408
LILLY ELI & CO                        EQUITY   532457108       276        3,510  SH      DEFINED    5       3510
LILLY ELI & CO                        EQUITY   532457108     44920      571,930  SH      DEFINED 6, 7, 8  571930
LILLY ELI + CO                        EQUITY   532457108      2356       30,000  SH      DEFINED    2                  30000
LIMITED INC                           EQUITY   532716107        20        1,340  SH      DEFINED    5       1340
LIMITED INC                           EQUITY   532716107      2668      181,230  SH      DEFINED 6, 7, 8  181230
LIMITED, INC.                         EQUITY   532716107      2857      194,083  SH      DEFINED    1                194,083
LINCARE HLDGS INC                     EQUITY   532791100      3747      130,800  SH      DEFINED 6, 7, 8  130800
LINCARE HOLDINGS, INC.                EQUITY   532791100      3785      132,119  SH      DEFINED    1                132,119
LINCOLN ELEC HLDGS INC                EQUITY   533900106       238        9,734  SH      DEFINED 6, 7, 8    9734






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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LINCOLN ELECTRIC HOLDINGS, INC        EQUITY   533900106       250       10,244  SH      DEFINED    1                 10,244
LINCOLN NATIONAL CORP.                EQUITY   534187109      5844      120,312  SH      DEFINED    1                120,312
LINCOLN NATL CORP IND                 EQUITY   534187109        40          830  SH      DEFINED    2                    830
LINCOLN NATL CORP IND                 EQUITY   534187109        29          590  SH      DEFINED    5        590
LINCOLN NATL CORP IND                 EQUITY   534187109      5550      114,270  SH      DEFINED 6, 7, 8  114270
LINDSAY MANUFACTURING CO.             EQUITY   535555106        59        3,031  SH      DEFINED    1                  3,031
LINDSAY MFG CO                        EQUITY   535555106        55        2,861  SH      DEFINED 6, 7, 8    2861
LINEAR TECHNOLOGY CORP                EQUITY   535678106        39          990  SH      DEFINED    5        990
LINEAR TECHNOLOGY CORP                EQUITY   535678106      5596      143,330  SH      DEFINED 6, 7, 8  143330
LINEAR TECHNOLOGY CORP.               EQUITY   535678106      5892      150,934  SH      DEFINED    1                150,934
LINENS N THINGS INC                   EQUITY   535679104       263       10,322  SH      DEFINED 6, 7, 8   10322
LINENS 'N THINGS, INC.                EQUITY   535679104       278       10,897  SH      DEFINED    1                 10,897
LIQUI BOX CORP                        EQUITY   536314107        33          794  SH      DEFINED 6, 7, 8     794
LIQUI-BOX CORP.                       EQUITY   536314107        33          794  SH      DEFINED    1                    794
LITHIA MOTORS, INC.                   EQUITY   536797103        46        2,227  SH      DEFINED    1                  2,227
LITHIA MTRS INC                       EQUITY   536797103        42        2,046  SH      DEFINED 6, 7, 8    2046
LITTELFUSE INC                        EQUITY   537008104       142        5,417  SH      DEFINED 6, 7, 8    5417
LITTELFUSE, INC.                      EQUITY   537008104       148        5,643  SH      DEFINED    1                  5,643
LIZ CLAIBORNE INC                     EQUITY   539320101         8          160  SH      DEFINED    5        160
LIZ CLAIBORNE INC                     EQUITY   539320101      1105       22,210  SH      DEFINED 6, 7, 8   22210
LIZ CLAIBORNE, INC.                   EQUITY   539320101      1187       23,864  SH      DEFINED    1                 23,864
LNR PPTY CORP                         EQUITY   501940100       223        7,149  SH      DEFINED 6, 7, 8    7149
LNR PROPERTY CORP.                    EQUITY   501940100       232        7,428  SH      DEFINED    1                  7,428
LOCAL FINANCIAL CORP.                 EQUITY   539553107        90        6,443  SH      DEFINED    1                  6,443
LOCAL FINL CORP                       EQUITY   539553107       316       22,592  SH      DEFINED 6, 7, 8   22592
LOCKHEED MARTIN CORP                  EQUITY   539830109        64        1,380  SH      DEFINED    5       1380
LOCKHEED MARTIN CORP                  EQUITY   539830109      9425      201,950  SH      DEFINED 6, 7, 8  201950
LOCKHEED MARTIN CORP.                 EQUITY   539830109      9909      212,324  SH      DEFINED    1                212,324
LODGENET ENTERTAINMENT CORP.          EQUITY   540211109        53        3,082  SH      DEFINED    1                  3,082
LODGENET ENTMT CORP                   EQUITY   540211109        49        2,868  SH      DEFINED 6, 7, 8    2868
LOEWS CORP                            EQUITY   540424108        33          600  SH      DEFINED    5        600
LOEWS CORP                            EQUITY   540424108      4483       80,950  SH      DEFINED 6, 7, 8   80950
LOEWS CORP.                           EQUITY   540424108      4733       85,469  SH      DEFINED    1                 85,469
LO-JACK CORPORATION                   EQUITY   539451104      1308      240,000  SH      DEFINED    1                240,000
LONE STAR STEAKHOUSE & SALOON         EQUITY   542307103        90        6,062  SH      DEFINED    1                  6,062
LONE STAR STEAKHOUSE SALO             EQUITY   542307103        85        5,759  SH      DEFINED 6, 7, 8    5759
LONE STAR TECHNOLOGIES IN             EQUITY   542312103       126        7,153  SH      DEFINED 6, 7, 8    7153
LONE STAR TECHNOLOGIES, INC.          EQUITY   542312103       131        7,446  SH      DEFINED    1                  7,446
LONGS DRUG STORES CORP                EQUITY   543162101      1304       55,775  SH      DEFINED 6, 7, 8   55775
LONGS DRUG STORES CORP.               EQUITY   543162101      1314       56,186  SH      DEFINED    1                 56,186
LONGVIEW FIBRE CO                     EQUITY   543213102       927       78,521  SH      DEFINED 6, 7, 8   78521
LONGVIEW FIBRE CO.                    EQUITY   543213102       938       79,434  SH      DEFINED    1                 79,434
LOUDCLOUD INC                         EQUITY   545735102        31        7,225  SH      DEFINED    1                  7,225
LOUDCLOUD INC                         EQUITY   545735102        31        7,225  SH      DEFINED 6, 7, 8    7225
LOUISIANA PAC CORP                    EQUITY   546347105         3          330  SH      DEFINED    5        330
LOUISIANA PAC CORP                    EQUITY   546347105       656       77,776  SH      DEFINED 6, 7, 8   77776
LOUISIANA PACIFIC CORP.               EQUITY   546347105       689       81,620  SH      DEFINED    1                 81,620
LOWE'S COMPANIES, INC.                EQUITY   548661107     34616      745,875  SH      DEFINED    1                745,875
LOWES COS INC                         EQUITY   548661107       112        2,420  SH      DEFINED    5       2420
LOWES COS INC                         EQUITY   548661107     16715      360,170  SH      DEFINED 6, 7, 8  360170






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
LOWES COS INC COM                     EQUITY   548661107      3249       70,000  SH      Sole       3      70000
LSI INDS INC                          EQUITY   50216C108        76        4,368  SH      DEFINED 6, 7, 8    4368
LSI INDUSTRIES, INC.                  EQUITY   50216C108        79        4,557  SH      DEFINED    1                  4,557
LSI LOGIC CORP                        EQUITY   502161102        18        1,150  SH      DEFINED    5       1150
LSI LOGIC CORP                        EQUITY   502161102      2707      171,540  SH      DEFINED 6, 7, 8  171540
LSI LOGIC CORP.                       EQUITY   502161102      2896      183,497  SH      DEFINED    1                183,497
LTX CORP                              EQUITY   502392103      1639       78,286  SH      DEFINED 6, 7, 8   78286
LTX CORP.                             EQUITY   502392103      1540       73,538  SH      DEFINED    1                 73,538
LUBRIZOL CORP                         EQUITY   549271104      2179       62,100  SH      DEFINED 6, 7, 8   62100
LUBRIZOL CORP COM                     EQUITY   549271104     27785      791,834  SH      Sole       3     778034               13800
LUBRIZOL CORP.                        EQUITY   549271104      2191       62,451  SH      DEFINED    1                 62,451
LUBYS INC                             EQUITY   549282101        41        7,208  SH      DEFINED 6, 7, 8    7208
LUBY'S, INC.                          EQUITY   549282101        43        7,461  SH      DEFINED    1                  7,461
LUCENT TECHNOLOGIES INC               EQUITY   549463107     17149    2,722,089  SH      DEFINED    1              2,722,089
LUCENT TECHNOLOGIES INC               EQUITY   549463107        67       10,670  SH      DEFINED    5      10670
LUCENT TECHNOLOGIES INC               EQUITY   549463107      9886    1,571,702  SH      DEFINED 6, 7, 8 1571702
LUFKIN INDS INC                       EQUITY   549764108        47        1,767  SH      DEFINED 6, 7, 8    1767
LUFKIN INDS INC COM                   EQUITY   549764108        51        1,894  SH      DEFINED    1                  1,894
Lumbermens Mutual                     CORPBOND 550060AC1      5672    6,875,000  PRN     DEFINED    4              6,875,000
LUMINENT INC                          EQUITY   55027R103         7        3,699  SH      DEFINED 6, 7, 8    3699
LUMINEX CORP                          EQUITY   55027E102        81        4,774  SH      DEFINED    1                  4,774
LUMINEX CORP DEL                      EQUITY   55027E102        78        4,591  SH      DEFINED 6, 7, 8    4591
LUXOTTICA GROUP SPA-SPON ADR          EQUITY   55068R202      5322      322,940  SH      DEFINED    1                322,940
LYDALL INC DEL                        EQUITY   550819106        48        4,779  SH      DEFINED 6, 7, 8    4779
LYDALL, INC.                          EQUITY   550819106        50        5,030  SH      DEFINED    1                  5,030
LYNCH INTERACTIVE CORP                EQUITY   551146103        47          678  SH      DEFINED    1                    678
LYNCH INTERACTIVE CORP                EQUITY   551146103        43          620  SH      DEFINED 6, 7, 8     620
LYONDELL CHEMICAL CO                  EQUITY   552078107      2046      142,800  SH      DEFINED 6, 7, 8  142800
LYONDELL CHEMICAL CO.                 EQUITY   552078107      2058      143,643  SH      DEFINED    1                143,643
M & T BK CORP                         EQUITY   55261F104      8363      114,800  SH      DEFINED 6, 7, 8  114800
M D C HLDGS INC                       EQUITY   552676108       223        5,889  SH      DEFINED 6, 7, 8    5889
M&T BANK CORP.                        EQUITY   55261F104      8411      115,450  SH      DEFINED    1                115,450
M.D.C. HOLDINGS, INC.                 EQUITY   552676108       231        6,124  SH      DEFINED    1                  6,124
M/I SCHOTTENSTEIN HOMES I             EQUITY   55305B101        94        1,891  SH      DEFINED 6, 7, 8    1891
M/I SCHOTTENSTEIN HOMES INC           EQUITY   55305B101        99        1,994  SH      DEFINED    1                  1,994
MACDERMID INC                         EQUITY   554273102       115        6,785  SH      DEFINED 6, 7, 8    6785
MACDERMID, INC.                       EQUITY   554273102       119        7,008  SH      DEFINED    1                  7,008
MACERICH CO                           EQUITY   554382101       268       10,061  SH      DEFINED 6, 7, 8   10061
MACERICH CO COM                       EQUITY   554382101       266       10,000  SH      Sole       3      10000
MACERICH CO.                          EQUITY   554382101       278       10,458  SH      DEFINED    1                 10,458
MACK-CALI REALTY CORP                 EQUITY   554489104      8788      283,303  SH      DEFINED    1                283,303
MACROCHEM CORP DEL                    EQUITY   555903103        20        6,651  SH      DEFINED 6, 7, 8    6651
MACROCHEM CORP.                       EQUITY   555903103        21        7,018  SH      DEFINED    1                  7,018
MACROMEDIA INC                        EQUITY   556100105      1554       87,285  SH      DEFINED 6, 7, 8   87285
MACROMEDIA, INC.                      EQUITY   556100105      1568       88,093  SH      DEFINED    1                 88,093
MACROVISION CORP                      EQUITY   555904101      2188       62,117  SH      DEFINED    1                 62,117
MACROVISION CORP                      EQUITY   555904101      2170       61,600  SH      DEFINED 6, 7, 8   61600
MADDEN STEVEN LTD                     EQUITY   556269108        35        2,523  SH      DEFINED 6, 7, 8    2523
MADISON GAS & ELEC CO                 EQUITY   557497104       135        5,093  SH      DEFINED 6, 7, 8    5093
MADISON GAS & ELECTRIC CO.            EQUITY   557497104       140        5,308  SH      DEFINED    1                  5,308






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
MAF BANCORP INC                       EQUITY   55261R108       175        5,918  SH      DEFINED 6, 7, 8    5918
MAF BANCORP, INC.                     EQUITY   55261R108       182        6,158  SH      DEFINED    1                  6,158
MAGELLAN HEALTH SERVICES, INC.        EQUITY   559079108        45        7,117  SH      DEFINED    1                  7,117
MAGELLAN HEALTH SVCS INC              EQUITY   559079108        44        6,862  SH      DEFINED 6, 7, 8    6862
MAGNA ENTERTAINMENT CL A              EQUITY   559211107        52        7,380  SH      DEFINED    1                  7,380
MAGNA ENTMT CORP                      EQUITY   559211107        48        6,909  SH      DEFINED 6, 7, 8    6909
MAGNATEK, INC.                        EQUITY   559424106        61        6,769  SH      DEFINED    1                  6,769
MAGNETEK INC                          EQUITY   559424106        59        6,543  SH      DEFINED 6, 7, 8    6543
MAGNUM HUNTER RES INC                 EQUITY   55972F203        69        8,303  SH      DEFINED 6, 7, 8    8303
MAGNUM HUNTER RESOURCES INC           EQUITY   55972F203        74        8,911  SH      DEFINED    1                  8,911
MAHANAGAR TELE NIGAM-ADR              EQUITY   559778402       412       68,500  SH      DEFINED    1                 68,500
MAIL-WELL INC                         EQUITY   560321200        40        9,796  SH      DEFINED 6, 7, 8    9796
MAIL-WELL, INC.                       EQUITY   560321200        42       10,123  SH      DEFINED    1                 10,123
MAIN STR BKS INC NEW                  EQUITY   56034R102        45        2,752  SH      DEFINED 6, 7, 8    2752
MAIN STREET BANKS INC                 EQUITY   56034R102        48        2,922  SH      DEFINED    1                  2,922
MAKITA CORP                           EQUITY   560877300        16        3,000  SH      DEFINED 6, 7, 8    3000
MAKITA CORP. SPONS. ADR               EQUITY   560877300        16        3,000  SH      DEFINED    1                  3,000
MALAYSIA FUND INC                     EQUITY   560905101        39       10,000  SH      DEFINED    1                 10,000
MANAGEMENT NETWORK GROUP              EQUITY   561693102        18        2,583  SH      DEFINED 6, 7, 8    2583
MANAGEMENT NETWORK GROUP INC          EQUITY   561693102        18        2,583  SH      DEFINED    1                  2,583
MANDALAY RESORT GROUP                 EQUITY   562567107      1853       86,609  SH      DEFINED    1                 86,609
MANDALAY RESORT GROUP                 EQUITY   562567107      1840       86,000  SH      DEFINED 6, 7, 8   86000
MANHATTAN ASSOCIATES, INC.            EQUITY   562750109       124        4,260  SH      DEFINED    1                  4,260
MANHATTAN ASSOCS INC                  EQUITY   562750109       119        4,086  SH      DEFINED 6, 7, 8    4086
MANITOWOC CO., INC.                   EQUITY   563571108       243        7,816  SH      DEFINED    1                  7,816
MANITOWOC INC                         EQUITY   563571108       233        7,501  SH      DEFINED 6, 7, 8    7501
MANOR CARE INC NEW                    EQUITY   564055101         8          320  SH      DEFINED    5        320
MANOR CARE INC NEW                    EQUITY   564055101      1026       43,290  SH      DEFINED 6, 7, 8   43290
MANOR CARE, INC.                      EQUITY   564055101      1103       46,539  SH      DEFINED    1                 46,539
MANPOWER INC                          EQUITY   56418H100      5291      156,960  SH      DEFINED 6, 7, 8  156960
MANPOWER, INC.                        EQUITY   56418H100      4173      123,794  SH      DEFINED    1                123,794
MANUFACTURED HOME CMNT COM            EQUITY   564682102      7603      243,600  SH      Sole       3     205900               37700
MANUFACTURED HOME CMNTYS              EQUITY   564682102       126        4,053  SH      DEFINED 6, 7, 8    4053
MANUFACTURED HOME COMMUNITIES         EQUITY   564682102       133        4,252  SH      DEFINED    1                  4,252
MANUFACTURERS SERVICES LTD            EQUITY   565005105        27        4,357  SH      DEFINED    1                  4,357
MANUFACTURERS SVCS LTD                EQUITY   565005105        27        4,357  SH      DEFINED 6, 7, 8    4357
MANUGISTICS GROUP IN                  EQUITY   565011103        12          583  SH      DEFINED    1                    583
MAPINFO CORP                          EQUITY   565105103        60        3,813  SH      DEFINED 6, 7, 8    3813
MAPINFO CORP COM                      EQUITY   565105103        65        4,134  SH      DEFINED    1                  4,134
MARCUS CORP                           EQUITY   566330106        82        5,812  SH      DEFINED    1                  5,812
MARCUS CORP                           EQUITY   566330106        79        5,612  SH      DEFINED 6, 7, 8    5612
MARKEL CORP                           EQUITY   570535104        10           55  SH      DEFINED    1                     55
MARRIOTT INTERNATIONAL, INC.          EQUITY   571903202      4445      109,341  SH      DEFINED    1                109,341
MARRIOTT INTL INC NEW                 EQUITY   571903202        30          750  SH      DEFINED    5        750
MARRIOTT INTL INC NEW                 EQUITY   571903202      4143      101,920  SH      DEFINED 6, 7, 8  101920
MARSH & MCLENNAN COMPANIES INC        EQUITY   571748102     13199      122,834  SH      DEFINED    1                122,834
MARSH & MCLENNAN COS INC              EQUITY   571748102        92          860  SH      DEFINED    5        860
MARSH & MCLENNAN COS INC              EQUITY   571748102     12480      116,150  SH      DEFINED 6, 7, 8  116150
MARSH + MCLENNAN COS INC              EQUITY   571748102      7016       65,300  SH      DEFINED    2                  65300
MARSHALL & ILSLEY CORP                EQUITY   571834100      8112      128,200  SH      DEFINED 6, 7, 8  128200






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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MARSHALL & ILSLEY CORP.               EQUITY   571834100      8164      129,019  SH      DEFINED    1                129,019
MARTEK BIOSCIENCES CORP               EQUITY   572901106        96        4,417  SH      DEFINED 6, 7, 8    4417
MARTEK BIOSCIENCES CORP.              EQUITY   572901106       101        4,624  SH      DEFINED    1                  4,624
MARTHA STEWART LIVING INC             EQUITY   573083102      5993      364,300  SH      DEFINED    2                 364300
MARTHA STEWART LIVING OMN             EQUITY   573083102        40        2,436  SH      DEFINED 6, 7, 8    2436
MARTHA STEWART LIVING-CL A            EQUITY   573083102        41        2,516  SH      DEFINED    1                  2,516
MARTIN MARIETTA MATERIALS             EQUITY   573284106      2763       59,287  SH      DEFINED    1                 59,287
MARTIN MARIETTA MATLS INC             EQUITY   573284106      2745       58,900  SH      DEFINED 6, 7, 8   58900
MARVELL TECHNOLOGY GROUP LTD          EQUITY   G5876H105      6089      170,000  SH      DEFINED    2                 170000
MASCO CORP                            EQUITY   574599106        35        1,430  SH      DEFINED    5       1430
MASCO CORP                            EQUITY   574599106      4754      194,030  SH      DEFINED 6, 7, 8  194030
MASCO CORP.                           EQUITY   574599106     21561      880,037  SH      DEFINED    1                880,037
MASSEY ENERGY COMPANY                 EQUITY   576206106        12          574  SH      DEFINED    1                    574
MASTEC INC                            EQUITY   576323109        47        6,714  SH      DEFINED 6, 7, 8    6714
MASTEC, INC.                          EQUITY   576323109        50        7,166  SH      DEFINED    1                  7,166
MATRIX PHARMACEUTICAL INC             EQUITY   576844104        12        7,419  SH      DEFINED 6, 7, 8    7419
MATRIX PHARMACEUTICALS, INC.          EQUITY   576844104        12        7,638  SH      DEFINED    1                  7,638
MATRIXONE INC                         EQUITY   57685P304       141       10,872  SH      DEFINED    1                 10,872
MATRIXONE INC                         EQUITY   57685P304        22   1750        SH      DEFINED  6, 7      1750
MATRIXONE INC                         EQUITY   57685P304       278       21,366  SH      DEFINED 6, 7, 8   21366
MATRIXONE INC                         EQUITY   57685P304      3875      298,300  SH      DEFINED    2                 298300
MATTEL INC                            EQUITY   577081102        23        1,350  SH      DEFINED    5       1350
MATTEL INC                            EQUITY   577081102       113   6562        SH      DEFINED  6, 7      6562
MATTEL INC                            EQUITY   577081102      5467      317,840  SH      DEFINED 6, 7, 8  317840
MATTEL, INC.                          EQUITY   577081102      5816      338,117  SH      DEFINED    1                338,117
MATTHEWS INTERNATIONAL CORP. CLASS A  EQUITY   577128101       224        9,096  SH      DEFINED    1                  9,096
MATTHEWS INTL CORP                    EQUITY   577128101       213        8,668  SH      DEFINED 6, 7, 8    8668
MATTSON TECHNOLOGY INC                EQUITY   577223100        79        8,995  SH      DEFINED 6, 7, 8    8995
MATTSON TECHNOLOGY, INC.              EQUITY   577223100        85        9,604  SH      DEFINED    1                  9,604
MAUI LAND & PINEAPPLE CO              EQUITY   577345101        16          657  SH      DEFINED    1                    657
MAUI LD & PINEAPPLE INC               EQUITY   577345101        16          657  SH      DEFINED 6, 7, 8     657
MAVERICK TUBE CORP                    EQUITY   577914104       126        9,743  SH      DEFINED 6, 7, 8    9743
MAVERICK TUBE CORP.                   EQUITY   577914104       132       10,190  SH      DEFINED    1                 10,190
MAXIM INTEGRATED PRODS IN             EQUITY   57772K101        53        1,010  SH      DEFINED    5       1010
MAXIM INTEGRATED PRODS IN             EQUITY   57772K101      8487      161,640  SH      DEFINED 6, 7, 8  161640
MAXIM INTEGRATED PRODUCTS INC.        EQUITY   57772K101      8894      169,385  SH      DEFINED    1                169,385
MAXIM PHARMACEUTICALS INC             EQUITY   57772M107        52        7,474  SH      DEFINED 6, 7, 8    7474
MAXIM PHARMACEUTICALS INC.            EQUITY   57772M107        53        7,709  SH      DEFINED    1                  7,709
MAXIMUS INC                           EQUITY   577933104       150        3,557  SH      DEFINED 6, 7, 8    3557
MAXIMUS INC COM                       EQUITY   577933104     52097    1,238,643  SH      Sole       3    1220283               18360
MAXIMUS, INC.                         EQUITY   577933104       157        3,744  SH      DEFINED    1                  3,744
MAXTOR CORP                           EQUITY   577729205         9        1,430  SH      DEFINED    1                  1,430
MAXWELL TECHNOLOGIES INC              EQUITY   577767106        32        3,225  SH      DEFINED 6, 7, 8    3225
MAXWELL TECHNOLOGIES, INC.            EQUITY   577767106        33        3,392  SH      DEFINED    1                  3,392
MAXYGEN                               EQUITY   577776107       155        8,837  SH      DEFINED    1                  8,837
MAXYGEN INC                           EQUITY   577776107       261       14,861  SH      DEFINED 6, 7, 8   14861
MAY DEPARTMENT STORES CO.             EQUITY   577778103      9740      263,399  SH      DEFINED    1                263,399
MAY DEPT STORES CO                    EQUITY   577778103        35          940  SH      DEFINED    5        940
MAY DEPT STORES CO                    EQUITY   577778103     10497      283,850  SH      DEFINED 6, 7, 8  283850
MAY DEPT STORES CO                    EQUITY   577778103      6092      164,735  SH      DEFINED    2                 164735






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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MAYTAG CORP                           EQUITY   578592107         7          240  SH      DEFINED    5        240
MAYTAG CORP                           EQUITY   578592107      1007       32,440  SH      DEFINED 6, 7, 8   32440
MAYTAG CORP.                          EQUITY   578592107      1090       35,116  SH      DEFINED    1                 35,116
MB FINANCIAL INC                      EQUITY   55264U108        48        1,779  SH      DEFINED    1                  1,779
MB FINANCIAL INC NEW                  EQUITY   55264U108         1           20  SH      DEFINED 6, 7, 8      20
MBIA INC                              EQUITY   55262C100        25          460  SH      DEFINED    5        460
MBIA INC                              EQUITY   55262C100      4195       78,230  SH      DEFINED 6, 7, 8   78230
MBIA, INC                             EQUITY   55262C100      3617       67,440  SH      DEFINED    1                 67,440
MBNA Capital                          CORPBOND 55263BAA9      5649    6,000,000  PRN     DEFINED    4              6,000,000
MBNA CORP                             EQUITY   55262L100        94        2,660  SH      DEFINED    5       2660
MBNA CORP                             EQUITY   55262L100     14480      411,362  SH      DEFINED 6, 7, 8  411362
MBNA CORP.                            EQUITY   55262L100     15186      431,408  SH      DEFINED    1                431,408
MCAFEE COM CORP                       EQUITY   579062100        52        1,535  SH      DEFINED 6, 7, 8    1535
MCAFEE.COM CORP.                      EQUITY   579062100        57        1,671  SH      DEFINED    1                  1,671
MCCLATCHY COMPANY-CL                  EQUITY   579489105        10          213  SH      DEFINED    1                    213
MCCORMICK & CO INC                    EQUITY   579780206      3525       84,000  SH      DEFINED 6, 7, 8   84000
MCCORMICK & CO., INC.                 EQUITY   579780206      3555       84,708  SH      DEFINED    1                 84,708
MCDATA CORP                           EQUITY   580031201      3344      136,500  SH      DEFINED 6, 7, 8  136500
MCDATA CORP CL A                      EQUITY   580031201         6          233  SH      DEFINED    2                    233
MCDATA CORP-CL A                      EQUITY   580031201      3351      136,756  SH      DEFINED    1                136,756
MCDATA CORPORATION                    EQUITY   580031102      5908      240,350  SH      DEFINED    2                 240350
MCDERMOTT INTERNATIONAL, INC.         EQUITY   580037109       338       27,549  SH      DEFINED    1                 27,549
MCDERMOTT INTL INC                    EQUITY   580037109         2          190  SH      DEFINED    5        190
MCDERMOTT INTL INC                    EQUITY   580037109       320       26,100  SH      DEFINED 6, 7, 8   26100
McDonalds Corp                        EQUITY   580135101      1257       47,500  SH      DEFINED    4                 47,500
MCDONALDS CORP                        EQUITY   580135101       106        4,020  SH      DEFINED    5       4020
MCDONALDS CORP                        EQUITY   580135101     14386      543,500  SH      DEFINED 6, 7, 8  543500
MCDONALD'S CORP.                      EQUITY   580135101     15187      573,756  SH      DEFINED    1                573,756
MCG CAPITAL CORP                      EQUITY   58047P107     34616    1,944,720  SH      DEFINED    1              1,944,720
MCGRATH RENTCORP                      EQUITY   580589109        77        2,042  SH      DEFINED    1                  2,042
MCGRATH RENTCORP                      EQUITY   580589109        73        1,942  SH      DEFINED 6, 7, 8    1942
MCGRAW HILL COS INC                   EQUITY   580645109        37          600  SH      DEFINED    5        600
MCGRAW HILL COS INC                   EQUITY   580645109      6236      102,260  SH      DEFINED 6, 7, 8  102260
MCGRAW-HILL, INC.                     EQUITY   580645109      6549      107,401  SH      DEFINED    1                107,401
MCKESSON CORP                         EQUITY   58155Q103        33          890  SH      DEFINED    5        890
MCKESSON CORP                         EQUITY   58155Q103      4524      120,960  SH      DEFINED 6, 7, 8  120960
MCKESSON CORP.                        EQUITY   58155Q103      4875      130,348  SH      DEFINED    1                130,348
MCLEODUSA, INC. CLASS A               EQUITY   582266102         1        2,904  SH      DEFINED    1                  2,904
MCMORAN EXPLORATION CO                EQUITY   582411104        25        4,264  SH      DEFINED    1                  4,264
MCMORAN EXPLORATION CO                EQUITY   582411104        24        4,131  SH      DEFINED 6, 7, 8    4131
MCSI INC                              EQUITY   55270M108        83        3,535  SH      DEFINED    1                  3,535
MCSI INC                              EQUITY   55270M108       141        6,014  SH      DEFINED 6, 7, 8    6014
MDU RES GROUP INC                     EQUITY   552690109      2365       84,000  SH      DEFINED 6, 7, 8   84000
MDU RESOURCES GROUP, INC.             EQUITY   552690109      2381       84,568  SH      DEFINED    1                 84,568
Mead Corp                             CORPBOND 582834AH0      3796    4,000,000  PRN     DEFINED    4              4,000,000
Mead Corp                             CORPBOND 582834AK3      5198    6,000,000  PRN     DEFINED    4              6,000,000
MEAD CORP                             EQUITY   582834107        10          310  SH      DEFINED    5        310
MEAD CORP                             EQUITY   582834107      1296       41,960  SH      DEFINED 6, 7, 8   41960
MEAD CORP.                            EQUITY   582834107      1392       45,062  SH      DEFINED    1                 45,062
MEADE INSTRUMENTS CORP                EQUITY   583062104        47       13,045  SH      DEFINED 6, 7, 8   13045






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
MEASUREMENT SPECIALTIES I             EQUITY   583421102        26        2,757  SH      DEFINED 6, 7, 8    2757
MEASUREMENT SPECIALTIES INC           EQUITY   583421102        26        2,757  SH      DEFINED    1                  2,757
MECHANICAL TECHNOLOGY INC             EQUITY   583538103        16        5,770  SH      DEFINED    1                  5,770
MECHANICAL TECHNOLOGY INC             EQUITY   583538103        15        5,431  SH      DEFINED 6, 7, 8    5431
MEDALLION FINANCIAL CORP.             EQUITY   583928106        35        4,396  SH      DEFINED    1                  4,396
MEDALLION FINL CORP                   EQUITY   583928106        33        4,167  SH      DEFINED 6, 7, 8    4167
MEDAREX INC                           EQUITY   583916101        18          999  SH      DEFINED    1                    999
MEDAREX INC                           EQUITY   583916101       175        9,765  SH      DEFINED 6, 7, 8    9765
MEDAREX INC                           EQUITY   583916101      3592      200,000  SH      DEFINED    2                 200000
MED-DESIGN CORP                       EQUITY   583926100        46        2,356  SH      DEFINED    1                  2,356
MED-DESIGN CORP                       EQUITY   583926100        42        2,140  SH      DEFINED 6, 7, 8    2140
MEDFORD BANCORP INC                   EQUITY   584131106        40        1,909  SH      DEFINED    1                  1,909
MEDFORD BANCORP INC                   EQUITY   584131106        40        1,909  SH      DEFINED 6, 7, 8    1909
MEDIA GEN INC                         EQUITY   584404107      1587       31,854  SH      DEFINED 6, 7, 8   31854
MEDIA GENERAL, INC. CLASS A           EQUITY   584404107      1597       32,046  SH      DEFINED    1                 32,046
MEDIACOM COMMUNICATI                  EQUITY   58446K105         6          331  SH      DEFINED    1                    331
MEDICINES CO                          EQUITY   584688105        74        6,409  SH      DEFINED 6, 7, 8    6409
MEDICINES COMPANY                     EQUITY   584688105        77        6,682  SH      DEFINED    1                  6,682
MEDICIS PHARMACEUTIC                  EQUITY   584690309        24          367  SH      DEFINED    1                    367
MEDICIS PHARMACEUTICAL CL A NE        EQUITY   584690309     94045    1,456,032  SH      Sole       3    1429372               26660
MEDIMMUNE INC                         EQUITY   584699102        31          670  SH      DEFINED    5        670
MEDIMMUNE INC                         EQUITY   584699102      4431       95,600  SH      DEFINED 6, 7, 8   95600
MEDIMMUNE INC                         EQUITY   584699102      5224      112,700  SH      DEFINED    2                 112700
MEDIMMUNE, INC.                       EQUITY   584699102      4802      103,606  SH      DEFINED    1                103,606
MEDIS TECHNOLOGIES LTD                EQUITY   58500P107        18        2,493  SH      DEFINED    1                  2,493
MEDIS TECHNOLOGIES LTD                EQUITY   58500P107        18        2,493  SH      DEFINED 6, 7, 8    2493
MEDQUIST INC                          EQUITY   584949101        86        2,954  SH      DEFINED 6, 7, 8    2954
MEDQUIST, INC.                        EQUITY   584949101        91        3,121  SH      DEFINED    1                  3,121
MEDTRONIC INC                         EQUITY   585055106       194        3,780  SH      DEFINED    5       3780
MEDTRONIC INC                         EQUITY   585055106     26213      511,870  SH      DEFINED 6, 7, 8  511870
MEDTRONIC INC                         EQUITY   585055106      4793       93,600  SH      DEFINED    2                  93600
MEDTRONIC, INC.                       EQUITY   585055106     32317      631,075  SH      DEFINED    1                631,075
MEEMIC HLDGS INC                      EQUITY   585135106         7          338  SH      DEFINED 6, 7, 8     338
MEEMIC HOLDINGS INC                   EQUITY   585135106         7          338  SH      DEFINED    1                    338
MELLON FINANCIAL CORPORATION          EQUITY   58551A108     10535      280,039  SH      DEFINED    1                280,039
MELLON FINL CORP                      EQUITY   58551A108        55        1,460  SH      DEFINED    5       1460
MELLON FINL CORP                      EQUITY   58551A108     10113      268,810  SH      DEFINED 6, 7, 8  268810
MELLON FINL CORP                      EQUITY   58551A108      4887      129,900  SH      DEFINED    2                 129900
MEMBERWORKS INC                       EQUITY   586002107        39        2,778  SH      DEFINED 6, 7, 8    2778
MEMBERWORKS INCORPORATED              EQUITY   586002107        41        2,936  SH      DEFINED    1                  2,936
MEMC ELECTR MATLS INC                 EQUITY   552715104        47       13,222  SH      DEFINED 6, 7, 8   13222
MEMC ELECTRONIC MATERIALS, INC        EQUITY   552715104        48       13,617  SH      DEFINED    1                 13,617
MENS WEARHOUSE INC                    EQUITY   587118100       191        9,229  SH      DEFINED 6, 7, 8    9229
MENS WEARHOUSE, INC.                  EQUITY   587118100       202        9,763  SH      DEFINED    1                  9,763
MENTOR CORP MINN                      EQUITY   587188103       177        6,208  SH      DEFINED 6, 7, 8    6208
MENTOR CORP.                          EQUITY   587188103       188        6,570  SH      DEFINED    1                  6,570
MENTOR GRAPHICS CORP                  EQUITY   587200106      1846       78,300  SH      DEFINED 6, 7, 8   78300
MENTOR GRAPHICS CORP COM              EQUITY   587200106     38791    1,645,765  SH      Sole       3    1577065               68700
MENTOR GRAPHICS CORP.                 EQUITY   587200106      1865       79,128  SH      DEFINED    1                 79,128
MERCANTILE BANKSHARES COR             EQUITY   587405101      3650       84,800  SH      DEFINED 6, 7, 8   84800






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
MERCANTILE BANKSHARES CORP.           EQUITY   587405101      3690       85,735  SH      DEFINED    1                 85,735
MERCK & CO INC                        EQUITY   589331107       439        7,460  SH      DEFINED    2                   7460
MERCK & CO INC                        EQUITY   589331107       418        7,110  SH      DEFINED    5       7110
MERCK & CO INC                        EQUITY   589331107     66296    1,127,480  SH      DEFINED 6, 7, 8 1127480
MERCK & CO., INC.                     EQUITY   589331107     69538    1,182,624  SH      DEFINED    1              1,182,624
MERCK + CO INC                        EQUITY   589331107     14488      246,400  SH      DEFINED    2                 246400
Merck and Co Inc                      EQUITY   589331107      3346       56,900  SH      DEFINED    4                 56,900
MERCURY COMPUTER SYS                  EQUITY   589378108       322        8,240  SH      DEFINED 6, 7, 8    8240
MERCURY COMPUTER SYSTEMS INC          EQUITY   589378108       218        5,569  SH      DEFINED    1                  5,569
MERCURY GENERAL CORP                  EQUITY   589400100        10          235  SH      DEFINED    1                    235
MERCURY INTERACTIVE CORP              EQUITY   589405109         9          260  SH      DEFINED    5        260
MERCURY INTERACTIVE CORP              EQUITY   589405109      1256       36,970  SH      DEFINED 6, 7, 8   36970
MERCURY INTERACTIVE CORP              EQUITY   589405109       355       10,450  SH      DEFINED    2                  10450
MERCURY INTERACTIVE CORP.             EQUITY   589405109      1356       39,916  SH      DEFINED    1                 39,916
MERCURY INTERACTIVE CP COM            EQUITY   589405109     65682    1,932,950  SH      Sole       3    1853180               79770
MEREDITH CORP                         EQUITY   589433101       796       22,315  SH      DEFINED    1                 22,315
MEREDITH CORP                         EQUITY   589433101         5          150  SH      DEFINED    5        150
MEREDITH CORP                         EQUITY   589433101       987       27,680  SH      DEFINED 6, 7, 8   27680
MERIDIAN RESOURCE CORP                EQUITY   58977Q109        40        9,952  SH      DEFINED    1                  9,952
MERIDIAN RESOURCE CORP                EQUITY   58977Q109        39        9,722  SH      DEFINED 6, 7, 8    9722
MERISTAR HOSPITALITY CORP             EQUITY   58984Y103       173       12,156  SH      DEFINED 6, 7, 8   12156
MERISTAR HOSPITALITY CORP.            EQUITY   58984Y103       180       12,676  SH      DEFINED    1                 12,676
MERITAGE CORP                         EQUITY   59001A102        47          916  SH      DEFINED 6, 7, 8     916
MERITAGE CORPORATION                  EQUITY   59001A102        50          983  SH      DEFINED    1                    983
MERIX CORP                            EQUITY   590049102        66        3,816  SH      DEFINED 6, 7, 8    3816
MERIX CORPORATION                     EQUITY   590049102        69        4,023  SH      DEFINED    1                  4,023
MERRILL LYNCH & CO INC                EQUITY   590188108       138        2,650  SH      DEFINED    5       2650
MERRILL LYNCH & CO INC                EQUITY   590188108     18652      357,860  SH      DEFINED 6, 7, 8  357860
MERRILL LYNCH & CO., INC.             EQUITY   590188108     19690      377,787  SH      DEFINED    1                377,787
MERRILL LYNCH + CO INC                EQUITY   590188108     13021      249,825  SH      DEFINED    2                 249825
MESA AIR GROUP INC                    EQUITY   590479101        64        8,537  SH      DEFINED 6, 7, 8    8537
MESA AIR GROUP INC                    EQUITY   590479101      2030      270,000  SH      DEFINED    2                 270000
MESA AIRLINES, INC.                   EQUITY   590479101        68        8,999  SH      DEFINED    1                  8,999
MESABA HLDGS INC                      EQUITY   59066B102        22        3,135  SH      DEFINED 6, 7, 8    3135
MESABA HOLDINGS, INC.                 EQUITY   59066B102        24        3,303  SH      DEFINED    1                  3,303
MESTEK INC                            EQUITY   590829107        20          839  SH      DEFINED 6, 7, 8     839
MESTEK, INC.                          EQUITY   590829107        20          839  SH      DEFINED    1                    839
METAL MGMT INC                        EQUITY   591097209       594      320,857  SH      DEFINED    2                 320857
METASOLV INC                          EQUITY   59139P104        60        7,653  SH      DEFINED 6, 7, 8    7653
METASOLV INC.                         EQUITY   59139P104        64        8,135  SH      DEFINED    1                  8,135
METAWAVE COMMUNICATIONS C             EQUITY   591409107        37       11,781  SH      DEFINED 6, 7, 8   11781
METAWAVE COMMUNICATIONS CORP.         EQUITY   591409107        39       12,408  SH      DEFINED    1                 12,408
METHODE ELECTRONICS, INC., CLASS A    EQUITY   591520200        91       11,353  SH      DEFINED    1                 11,353
METHODE ELECTRS INC                   EQUITY   591520200        87       10,846  SH      DEFINED 6, 7, 8   10846
METLIFE INC                           EQUITY   59156R108        72        2,270  SH      DEFINED    5       2270
METLIFE INC                           EQUITY   59156R108      9710      306,490  SH      DEFINED 6, 7, 8  306490
METLIFE, INC.                         EQUITY   59156R108     10250      323,563  SH      DEFINED    1                323,563
METRIS COMPANIES INC                  EQUITY   591598107      2005       77,987  SH      DEFINED    1                 77,987
METRIS COS INC                        EQUITY   591598107      2322       90,300  SH      DEFINED 6, 7, 8   90300






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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METRIS COS INC COM                    EQUITY   591598107     89840    3,494,353  SH      Sole       3    3344899              149454
METRO GOLDWYN MAYER INC               EQUITY   591610100      1550       70,760  SH      DEFINED 6, 7, 8   70760
METRO ONE TELECOMMUNICATI             EQUITY   59163F105       157        5,195  SH      DEFINED 6, 7, 8    5195
METRO ONE TELECOMMUNICATIONS          EQUITY   59163F105       164        5,421  SH      DEFINED    1                  5,421
METRO ONE TELECOMMUNICATIONS          EQUITY   59163F105     13192      436,093  SH      Sole       3     428093                8000
METRO-GOLDWYN-MAYER                   EQUITY   591610100      1560       71,218  SH      DEFINED    1                 71,218
METROMEDIA FIBER NETWORK, INC.        EQUITY   591689104         1        3,030  SH      DEFINED    1                  3,030
METROMEDIA INTERNATIONAL GROUP        EQUITY   591695101        20       24,738  SH      DEFINED    1                 24,738
METROMEDIA INTL GROUP INC             EQUITY   591695101        19       23,452  SH      DEFINED 6, 7, 8   23452
METTLER-TOLEDO INTERNATIONAL          EQUITY   592688105        22          426  SH      DEFINED    1                    426
MGI PHARMA INC                        EQUITY   552880106        96        6,301  SH      DEFINED    1                  6,301
MGI PHARMA INC                        EQUITY   552880106        92        6,030  SH      DEFINED 6, 7, 8    6030
MGIC INVESTMENT CORP.                 EQUITY   552848103      2999       48,598  SH      DEFINED    1                 48,598
MGIC INVT CORP WIS                    EQUITY   552848103        21          340  SH      DEFINED    5        340
MGIC INVT CORP WIS                    EQUITY   552848103      2798       45,330  SH      DEFINED 6, 7, 8   45330
MGM GRAND INC                         EQUITY   552953101        18          632  SH      DEFINED    1                    632
MICHAELS STORES INC                   EQUITY   594087108       638       19,358  SH      DEFINED 6, 7, 8   19358
MICHAELS STORES INC                   EQUITY   594087108      6102      185,200  SH      DEFINED    2                 185200
MICHAELS STORES INC COM               EQUITY   594087108     13569      411,800  SH      Sole       3     361000               50800
MICHAELS STORES, INC.                 EQUITY   594087108       671       20,352  SH      DEFINED    1                 20,352
MICREL INC                            EQUITY   594793101      2959      112,800  SH      DEFINED 6, 7, 8  112800
MICREL, INC.                          EQUITY   594793101      2980      113,626  SH      DEFINED    1                113,626
MICRO GENERAL CORP                    EQUITY   594838302        43        3,164  SH      DEFINED    1                  3,164
MICRO GENERAL CORP                    EQUITY   594838302        41        2,980  SH      DEFINED 6, 7, 8    2980
MICROCHIP TECHNOLOGY INC              EQUITY   595017104      6372      164,480  SH      DEFINED 6, 7, 8  164480
MICROCHIP TECHNOLOGY, INC.            EQUITY   595017104      6441      166,258  SH      DEFINED    1                166,258
MICROFINANCIAL INC                    EQUITY   595072109        21        2,023  SH      DEFINED    1                  2,023
MICROFINANCIAL INC                    EQUITY   595072109        21        2,023  SH      DEFINED 6, 7, 8    2023
MICROMUSE INC                         EQUITY   595094103        18        1,175  SH      DEFINED    1                  1,175
MICROMUSE INC                         EQUITY   595094103        61        4,050  SH      DEFINED 6, 7, 8    4050
MICRON TECHNOLOGY INC                 EQUITY   595112103        58        1,870  SH      DEFINED    5       1870
MICRON TECHNOLOGY INC                 EQUITY   595112103      8649      279,010  SH      DEFINED 6, 7, 8  279010
MICRON TECHNOLOGY, INC.               EQUITY   595112103     20542      662,652  SH      DEFINED    1                662,652
MICROS SYS INC                        EQUITY   594901100       136        5,409  SH      DEFINED 6, 7, 8    5409
MICROS SYSTEMS, INC.                  EQUITY   594901100       145        5,758  SH      DEFINED    1                  5,758
MICROSEMI CORP                        EQUITY   595137100       240        8,074  SH      DEFINED 6, 7, 8    8074
MICROSEMI CORP.                       EQUITY   595137100       251        8,442  SH      DEFINED    1                  8,442
MICROSOFT CORP                        EQUITY   594918104       180        2,713  SH      DEFINED    2                   2713
Microsoft Corp                        EQUITY   594918104      1756       26,500  SH      DEFINED    4                 26,500
MICROSOFT CORP                        EQUITY   594918104      1115       16,830  SH      DEFINED    5      16830
MICROSOFT CORP                        EQUITY   594918104    177772    2,682,540  SH      DEFINED 6, 7, 8 2682540
MICROSOFT CORP                        EQUITY   594918104     73795    1,113,550  SH      DEFINED    2                1113550
MICROSOFT CORP COM                    EQUITY   594918104      3445       52,000  SH      Sole       3      52000
MICROSOFT CORP.                       EQUITY   594918104    239325    3,612,451  SH      DEFINED    1              3,612,451
MICROSTRATEGY INC                     EQUITY   594972101        36        9,316  SH      DEFINED 6, 7, 8    9316
MICROSTRATEGY, INC.                   EQUITY   594972101        39       10,029  SH      DEFINED    1                 10,029
MICROTUNE INC                         EQUITY   59514P109       168        7,145  SH      DEFINED    1                  7,145
MICROTUNE INC DEL                     EQUITY   59514P109       161        6,849  SH      DEFINED 6, 7, 8    6849
MICROTUNE INC DEL                     EQUITY   59514P109      5630      240,000  SH      DEFINED    2                 240000
MICROVISION INC WASH                  EQUITY   594960106        41        2,849  SH      DEFINED 6, 7, 8    2849






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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MICROVISION INC.                      EQUITY   594960106        42        2,940  SH      DEFINED    1                  2,940
MID AMER BANCORP                      EQUITY   595915109        93        2,808  SH      DEFINED 6, 7, 8    2808
MID ATLANTIC MED SERVICES, INC        EQUITY   59523C107       327       14,404  SH      DEFINED    1                 14,404
MID ATLANTIC MED SVCS INC             EQUITY   59523C107       312       13,761  SH      DEFINED 6, 7, 8   13761
MID ATLANTIC REALTY TRUST             EQUITY   595232109        66        4,226  SH      DEFINED    1                  4,226
MID STATE BANCSHARES                  EQUITY   595440108       118        7,236  SH      DEFINED    1                  7,236
MID-AMER APT CMNTYS INC               EQUITY   59522J103       119        4,536  SH      DEFINED 6, 7, 8    4536
MID-AMERICA APT. COMMUNITIES          EQUITY   59522J103       125        4,762  SH      DEFINED    1                  4,762
MIDAMERICA BANCORP                    EQUITY   595915109        99        2,989  SH      DEFINED    1                  2,989
MIDAS GROUP INC                       EQUITY   595626102        55        4,756  SH      DEFINED 6, 7, 8    4756
MIDAS, INC.                           EQUITY   595626102        57        4,922  SH      DEFINED    1                  4,922
MID-ATLANTIC RLTY TR                  EQUITY   595232109        66        4,226  SH      DEFINED 6, 7, 8    4226
MIDCAP SPDR TR                        EQUITY   595635103      3634       39,200  SH      DEFINED 6, 7, 8   39200
MIDDLESEX WATER CO                    EQUITY   596680108        55        1,611  SH      DEFINED    1                  1,611
MIDDLESEX WATER CO                    EQUITY   596680108        51        1,491  SH      DEFINED 6, 7, 8    1491
MIDLAND CO                            EQUITY   597486109        55        1,251  SH      DEFINED 6, 7, 8    1251
MIDLAND CO COM                        EQUITY   597486109        59        1,338  SH      DEFINED    1                  1,338
MID-STATE BANCSHARES                  EQUITY   595440108       114        6,998  SH      DEFINED 6, 7, 8    6998
MIDWAY GAMES INC                      EQUITY   598148104       119        7,898  SH      DEFINED 6, 7, 8    7898
MIDWAY GAMES INC                      EQUITY   598148104      1337       89,100  SH      DEFINED    2                  89100
MIDWAY GAMES INC.                     EQUITY   598148104       124        8,284  SH      DEFINED    1                  8,284
MIDWEST BANC HOLDINGS INC             EQUITY   598251106        35        1,664  SH      DEFINED 6, 7, 8    1664
MIDWEST BANC HOLDINGS INC.            EQUITY   598251106        35        1,664  SH      DEFINED    1                  1,664
MIDWEST EXPRESS HLDGS INC             EQUITY   597911106        59        4,055  SH      DEFINED 6, 7, 8    4055
MIDWEST EXPRESS HOLDINGS, INC.        EQUITY   597911106        61        4,155  SH      DEFINED    1                  4,155
MILACRON INC                          EQUITY   598709103        80        5,059  SH      DEFINED 6, 7, 8    5059
MILACRON, INC.                        EQUITY   598709103        85        5,361  SH      DEFINED    1                  5,361
MILLENNIUM CELL INC                   EQUITY   60038B105        26        5,017  SH      DEFINED    1                  5,017
MILLENNIUM CELL INC                   EQUITY   60038B105        25        4,723  SH      DEFINED 6, 7, 8    4723
MILLENNIUM CHEMICALS INC              EQUITY   599903101       256       20,347  SH      DEFINED 6, 7, 8   20347
MILLENNIUM CHEMICALS INC.             EQUITY   599903101       269       21,313  SH      DEFINED    1                 21,313
MILLENNIUM PHARMACEUTICAL             EQUITY   599902103      6725      274,370  SH      DEFINED 6, 7, 8  274370
MILLENNIUM PHARMACEUTICALS, IN        EQUITY   599902103      6798      277,376  SH      DEFINED    1                277,376
MILLER HERMAN INC                     EQUITY   600544100      2174       91,900  SH      DEFINED 6, 7, 8   91900
MILLIPORE CORP                        EQUITY   601073109         9          150  SH      DEFINED    5        150
MILLIPORE CORP                        EQUITY   601073109      1499       24,700  SH      DEFINED 6, 7, 8   24700
MILLIPORE CORP.                       EQUITY   601073109      1330       21,910  SH      DEFINED    1                 21,910
MILLS CORP                            EQUITY   601148109       136        5,121  SH      DEFINED 6, 7, 8    5121
MILLS CORP COM                        EQUITY   601148109      1631       61,600  SH      Sole       3      61600
MILLS CORP.                           EQUITY   601148109       140        5,276  SH      DEFINED    1                  5,276
MINAS BUENAVENTURA-SPON ADR           EQUITY   204448104       431       20,800  SH      DEFINED    1                 20,800
MINE SAFETY APPLIANCES CO             EQUITY   602720104       111        2,767  SH      DEFINED 6, 7, 8    2767
MINE SAFETY APPLIANCES CO.            EQUITY   602720104       116        2,900  SH      DEFINED    1                  2,900
MINERALS TECHNOLOGIES INC             EQUITY   603158106      1614       34,599  SH      DEFINED 6, 7, 8   34599
MINERALS TECHNOLOGIES, INC.           EQUITY   603158106      1413       30,296  SH      DEFINED    1                 30,296
Minnesota Mining & Mfg Co             EQUITY   604059105      2542       21,500  SH      DEFINED    4                 21,500
MINNESOTA MINING & MFG. CO.           EQUITY   604059105     20710      175,197  SH      DEFINED    1                175,197
MINNESOTA MNG & MFG CO                EQUITY   604059105       145        1,230  SH      DEFINED    5       1230
MINNESOTA MNG & MFG CO                EQUITY   604059105     19597      165,780  SH      DEFINED 6, 7, 8  165780
MINNESOTA MNG + MFG CO                EQUITY   604059105     25640      216,900  SH      DEFINED    2                 216900






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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MIPS TECHNOLOGIES INC                 EQUITY   604567107       103       11,890  SH      DEFINED    1                 11,890
MIPS TECHNOLOGIES INC                 EQUITY   604567107        97       11,194  SH      DEFINED 6, 7, 8   11194
MIPS TECHNOLOGIES INC                 EQUITY   604567206       378       47,400  SH      DEFINED 6, 7, 8   47400
MIPS TECHNOLOGIES INC CL B            EQUITY   604567206       378       47,400  SH      DEFINED    1                 47,400
MIRANT CORP                           EQUITY   604675108        20        1,250  SH      DEFINED    5       1250
MIRANT CORP                           EQUITY   604675108      4668      291,360  SH      DEFINED 6, 7, 8  291360
MIRANT CORP                           EQUITY   604675108      5621      350,900  SH      DEFINED    2                 350900
MIRANT CORP.                          EQUITY   604675108      4857      303,206  SH      DEFINED    1                303,206
MIRAVANT MED TECHNOLOGIES             EQUITY   604690107        38        3,970  SH      DEFINED 6, 7, 8    3970
MIRAVANT MEDICAL TECHNOLOGIES         EQUITY   604690107        39        4,103  SH      DEFINED    1                  4,103
MISSION WEST PPTYS INC                EQUITY   605203108        59        4,675  SH      DEFINED 6, 7, 8    4675
MISSION WEST PROPERTIES               EQUITY   605203108        64        4,993  SH      DEFINED    1                  4,993
MISSISSIPPI VALLEY BANCSHARES,        EQUITY   605720101        72        1,833  SH      DEFINED    1                  1,833
MISSISSIPPI VY BANCSHARES             EQUITY   605720101        69        1,751  SH      DEFINED 6, 7, 8    1751
MITCHELL ENERGY & DE                  EQUITY   606592202        15          284  SH      DEFINED    1                    284
MKS INSTRUMENT INC                    EQUITY   55306N104       160        5,922  SH      DEFINED 6, 7, 8    5922
MKS INSTRUMENTS, INC.                 EQUITY   55306N104       171        6,318  SH      DEFINED    1                  6,318
MMO2 PLC                              EQUITY   55309W101        36        2,879  SH      DEFINED 6, 7, 8    2879
MOBILE MINI                           EQUITY   60740F105     39780    1,016,877  SH      Sole       3    1006377               10500
MOBILE MINI INC                       EQUITY   60740F105       147        3,756  SH      DEFINED 6, 7, 8    3756
MOBILE MINI INC                       EQUITY   60740F105       865       22,100  SH      DEFINED    2                  22100
MOBILE MINI INC.                      EQUITY   60740F105       154        3,946  SH      DEFINED    1                  3,946
MODINE MANUFACTURING CO.              EQUITY   607828100      1157       49,587  SH      DEFINED    1                 49,587
MODINE MFG CO                         EQUITY   607828100      1148       49,201  SH      DEFINED 6, 7, 8   49201
MODIS PROFESSIONAL SERVICES           EQUITY   607830106      1066      149,329  SH      DEFINED    1                149,329
MODIS PROFESSIONAL SVCS I             EQUITY   607830106      1058      148,126  SH      DEFINED 6, 7, 8  148126
MOHAWK INDS INC                       EQUITY   608190104      3507       63,900  SH      DEFINED 6, 7, 8   63900
MOHAWK INDS INC COM                   EQUITY   608190104     79404    1,446,858  SH      Sole       3    1405698               41160
MOHAWK INDUSTRIES, INC.               EQUITY   608190104      3525       64,236  SH      DEFINED    1                 64,236
MOLDFLOW CORP                         EQUITY   608507109        17        1,213  SH      DEFINED 6, 7, 8    1213
MOLDFLOW CORPORATION                  EQUITY   608507109        17        1,213  SH      DEFINED    1                  1,213
MOLECULAR DEVICES CORP                EQUITY   60851C107        94        4,522  SH      DEFINED 6, 7, 8    4522
MOLECULAR DEVICES CORP.               EQUITY   60851C107       101        4,842  SH      DEFINED    1                  4,842
MOLEX INC                             EQUITY   608554101        19          610  SH      DEFINED    5        610
MOLEX INC                             EQUITY   608554101      2630       84,970  SH      DEFINED 6, 7, 8   84970
MOLEX, INC.                           EQUITY   608554101      2817       91,013  SH      DEFINED    1                 91,013
MONACO COACH CORP                     EQUITY   60886R103       164        7,508  SH      DEFINED    1                  7,508
MONACO COACH CORP                     EQUITY   60886R103       156        7,144  SH      DEFINED 6, 7, 8    7144
MONDAVI ROBERT CORP                   EQUITY   609200100       247        6,498  SH      DEFINED 6, 7, 8    6498
MONDAVI, ROBERT CORP. CLASS A         EQUITY   609200100       107        2,823  SH      DEFINED    1                  2,823
MONSANTO CO                           EQUITY   61166W101         9          276  SH      DEFINED    1                    276
MONTANA POWER CO                      EQUITY   612085100       910      158,224  SH      DEFINED 6, 7, 8  158224
MONTANA POWER CO.                     EQUITY   612085100       919      159,904  SH      DEFINED    1                159,904
MONY GROUP INC                        EQUITY   615337102      1998       57,800  SH      DEFINED 6, 7, 8   57800
MONY GROUP, INC.                      EQUITY   615337102      2013       58,223  SH      DEFINED    1                 58,223
MOODYS CORP                           EQUITY   615369105        20          490  SH      DEFINED    5        490
MOODYS CORP                           EQUITY   615369105      2631       66,000  SH      DEFINED 6, 7, 8   66000
MOODY'S CORP.                         EQUITY   615369105      2855       71,637  SH      DEFINED    1                 71,637
MOOG INC                              EQUITY   615394202        86        3,957  SH      DEFINED 6, 7, 8    3957
MOOG INC.                             EQUITY   615394202        93        4,283  SH      DEFINED    1                  4,283






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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MORGAN STANLEY DEAN WITTE             EQUITY   617446448       192        3,430  SH      DEFINED    5       3430
MORGAN STANLEY DEAN WITTE             EQUITY   617446448     26497      473,680  SH      DEFINED 6, 7, 8  473680
MORGAN STANLEY DEAN WITTER & C        EQUITY   617446448     27942      499,492  SH      DEFINED    1                499,492
MORGAN STANLEY DEAN WITTER & C REPO   EQUITY   568427108                     60  SH      DEFINED    1                     60
MORGAN STANLEY DEAN WITTER+CO         EQUITY   617446448     16877      301,700  SH      DEFINED    2                 301700
MORGAN STANLEY DN WTTR DISCVR         EQUITY   617446448       820       14,655  SH      DEFINED    2                  14655
MORGAN STANLEY INDIA INVT FUND        EQUITY   61745C105       282       32,623  SH      DEFINED    1                 32,623
MOTOROLA INC                          EQUITY   620076109       105        6,960  SH      DEFINED    5       6960
MOTOROLA INC                          EQUITY   620076109     16911    1,125,915  SH      DEFINED 6, 7, 8 1125915
MOTOROLA INC                          EQUITY   620076109      9734      648,100  SH      DEFINED    2                 648100
MOTOROLA, INC.                        EQUITY   620076109     17795    1,184,753  SH      DEFINED    1              1,184,753
MOVADO GROUP INC                      EQUITY   624580106        60        3,111  SH      DEFINED 6, 7, 8    3111
MOVADO GROUP, INC.                    EQUITY   624580106        63        3,260  SH      DEFINED    1                  3,260
MOVIE GALLERY INC                     EQUITY   624581104        57        2,342  SH      DEFINED 6, 7, 8    2342
MOVIE GALLERY, INC.                   EQUITY   624581104        60        2,463  SH      DEFINED    1                  2,463
MRO SOFTWARE                          EQUITY   55347W105       115        4,934  SH      DEFINED    1                  4,934
MRO SOFTWARE INC                      EQUITY   55347W105       112        4,771  SH      DEFINED 6, 7, 8    4771
MRV COMMUNICATIONS INC                EQUITY   553477100        94       22,232  SH      DEFINED 6, 7, 8   22232
MRV COMMUNICATIONS, INC.              EQUITY   553477100       105       24,790  SH      DEFINED    1                 24,790
MSC INDL DIRECT INC                   EQUITY   553530106       223       11,315  SH      DEFINED 6, 7, 8   11315
MSC INDUSTRIAL DIRECT CO.             EQUITY   553530106       235       11,890  SH      DEFINED    1                 11,890
MSC SOFTWARE CORP                     EQUITY   553531104        84        5,385  SH      DEFINED 6, 7, 8    5385
MSC SOFTWARE CORPORATION              EQUITY   553531104        91        5,860  SH      DEFINED    1                  5,860
MTR GAMING GROUP INC                  EQUITY   553769100        93        5,787  SH      DEFINED    1                  5,787
MTR GAMING GROUP INC                  EQUITY   553769100        88        5,509  SH      DEFINED 6, 7, 8    5509
MTS SYS CORP                          EQUITY   553777103        68        6,707  SH      DEFINED 6, 7, 8    6707
MTS SYSTEMS CORP.                     EQUITY   553777103        70        6,934  SH      DEFINED    1                  6,934
MUELLER INDS INC                      EQUITY   624756102       312        9,374  SH      DEFINED 6, 7, 8    9374
MUELLER INDUSTRIES, INC.              EQUITY   624756102       325        9,773  SH      DEFINED    1                  9,773
MULTEX COM INC                        EQUITY   625367107        35        7,824  SH      DEFINED 6, 7, 8    7824
MULTEX.COM, INC.                      EQUITY   625367107        36        8,090  SH      DEFINED    1                  8,090
MURPHY OIL CORP                       EQUITY   626717102      4631       55,100  SH      DEFINED 6, 7, 8   55100
MURPHY OIL CORP.                      EQUITY   626717102      4667       55,537  SH      DEFINED    1                 55,537
MYERS INDS INC                        EQUITY   628464109        72        5,282  SH      DEFINED 6, 7, 8    5282
MYERS INDUSTRIES, INC.                EQUITY   628464109        75        5,484  SH      DEFINED    1                  5,484
MYKROLIS CORP                         EQUITY   62852P103        45        2,825  SH      DEFINED 6, 7, 8    2825
MYLAN LABORATORIES INC.               EQUITY   628530107      5769      153,844  SH      DEFINED    1                153,844
MYLAN LABS INC                        EQUITY   628530107      5723      152,600  SH      DEFINED 6, 7, 8  152600
MYRIAD GENETICS INC                   EQUITY   62855J104        19          361  SH      DEFINED    1                    361
MYRIAD GENETICS INC                   EQUITY   62855J104      4669       88,700  SH      DEFINED    2                  88700
NABI INC                              EQUITY   628716102       113       10,930  SH      DEFINED 6, 7, 8   10930
NABI, INC.                            EQUITY   628716102       117       11,385  SH      DEFINED    1                 11,385
NABORS INDS INC                       EQUITY   629568106        15          440  SH      DEFINED    5        440
NABORS INDS INC                       EQUITY   629568106      2045       59,560  SH      DEFINED 6, 7, 8   59560
NABORS INDS INC COM                   EQUITY   629568106      6104      177,800  SH      Sole       3     149000               28800
NABORS INDUSTRIES INC                 EQUITY   629568106     30145      878,100  SH      DEFINED    2                 878100
NABORS INDUSTRIES, INC.               EQUITY   629568106      2216       64,541  SH      DEFINED    1                 64,541
NACCO INDS INC                        EQUITY   629579103       118        2,077  SH      DEFINED 6, 7, 8    2077
NACCO INDUSTRIES, INC. CLASS A        EQUITY   629579103       122        2,150  SH      DEFINED    1                  2,150
NANOGEN INC                           EQUITY   630075109        22        3,839  SH      DEFINED 6, 7, 8    3839






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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NANOGEN INC.                          EQUITY   630075109        24        4,124  SH      DEFINED    1                  4,124
NANOMETRICS INC                       EQUITY   630077105        41        2,105  SH      DEFINED 6, 7, 8    2105
NANOMETRICS INC.                      EQUITY   630077105        43        2,222  SH      DEFINED    1                  2,222
NANOPHASE TCHNOLOGIES COR             EQUITY   630079101        19        3,289  SH      DEFINED 6, 7, 8    3289
NANOPHASE TECHNOLOGIES CORP           EQUITY   630079101        19        3,289  SH      DEFINED    1                  3,289
NAPRO BIOTHERAPEUTICS INC             EQUITY   630795102        83        7,237  SH      DEFINED    1                  7,237
NAPRO BIOTHERAPUTICS INC              EQUITY   630795102        79        6,959  SH      DEFINED 6, 7, 8    6959
NASDAQ 100 TR                         EQUITY   631100104     16319      419,400  SH      DEFINED    2                 419400
NASH FINCH CO                         EQUITY   631158102       108        3,468  SH      DEFINED 6, 7, 8    3468
NASHFINCH CO.                         EQUITY   631158102       114        3,662  SH      DEFINED    1                  3,662
NASSDA CORP.                          EQUITY   63172M101       337       15,000  SH      Sole       3      15000
NATCO GROUP INC                       EQUITY   63227W203        19        2,758  SH      DEFINED    1                  2,758
NATCO GROUP INC                       EQUITY   63227W203        19        2,758  SH      DEFINED 6, 7, 8    2758
NATIONAL  AUSTRALIA BK SP ADR         EQUITY   632525408       539        6,619  SH      DEFINED    1                  6,619
NATIONAL AUSTRALIA BK LTD             EQUITY   632525408       539        6,619  SH      DEFINED 6, 7, 8    6619
NATIONAL BEVERAGE CORP                EQUITY   635017106        13        1,135  SH      DEFINED 6, 7, 8    1135
NATIONAL BEVERAGE CORP.               EQUITY   635017106        13        1,135  SH      DEFINED    1                  1,135
NATIONAL CITY CORP                    EQUITY   635405103        55        1,890  SH      DEFINED    5       1890
NATIONAL CITY CORP                    EQUITY   635405103      8370      286,240  SH      DEFINED 6, 7, 8  286240
NATIONAL CITY CORP                    EQUITY   635405103     20202      690,900  SH      DEFINED    2                 690900
NATIONAL CITY CORP.                   EQUITY   635405103      8787      300,503  SH      DEFINED    1                300,503
NATIONAL COMMERCE BANCORP.            EQUITY   63545P104      6296      248,851  SH      DEFINED    1                248,851
NATIONAL COMMERCE FINL CO             EQUITY   63545P104      6254      247,200  SH      DEFINED 6, 7, 8  247200
NATIONAL DATA CORP.                   EQUITY   639480102       355       10,282  SH      DEFINED    1                 10,282
NATIONAL EQUIPMENT SERVICES           EQUITY   635847106       150       75,000  SH      DEFINED    1                 75,000
NATIONAL FUEL GAS CO N J              EQUITY   636180101      3644      147,550  SH      DEFINED 6, 7, 8  147550
NATIONAL FUEL GAS CO.                 EQUITY   636180101      3661      148,231  SH      DEFINED    1                148,231
NATIONAL GOLF PPTYS INC               EQUITY   63623G109        25        2,863  SH      DEFINED 6, 7, 8    2863
NATIONAL GOLF PROPERTIES, INC.        EQUITY   63623G109        27        3,075  SH      DEFINED    1                  3,075
NATIONAL HEALTH INVESTORS, INC        EQUITY   63633D104       106        7,163  SH      DEFINED    1                  7,163
NATIONAL HEALTH INVS INC              EQUITY   63633D104        99        6,675  SH      DEFINED 6, 7, 8    6675
NATIONAL HEALTHCARE CORP              EQUITY   635906100        38        2,479  SH      DEFINED    1                  2,479
NATIONAL HEALTHCARE CORP              EQUITY   635906100        35        2,309  SH      DEFINED 6, 7, 8    2309
NATIONAL INSTRS CORP                  EQUITY   636518102      2326       62,100  SH      DEFINED 6, 7, 8   62100
NATIONAL INSTRUMENTS CORP.            EQUITY   636518102      2339       62,439  SH      DEFINED    1                 62,439
NATIONAL PENN BANCSHARES              EQUITY   637138108       125        5,679  SH      DEFINED 6, 7, 8    5679
NATIONAL PENN BANCSHARES, INC.        EQUITY   637138108       130        5,902  SH      DEFINED    1                  5,902
NATIONAL PRESTO INDS INC              EQUITY   637215104        42        1,506  SH      DEFINED 6, 7, 8    1506
NATIONAL PRESTO INDUSTRIES            EQUITY   637215104        45        1,628  SH      DEFINED    1                  1,628
NATIONAL PROCESSING INC               EQUITY   637229105        68        2,106  SH      DEFINED    1                  2,106
NATIONAL PROCESSING INC               EQUITY   637229105        64        1,977  SH      DEFINED 6, 7, 8    1977
NATIONAL SEMICONDUCTOR CO             EQUITY   637640103        17          550  SH      DEFINED    5        550
NATIONAL SEMICONDUCTOR CO             EQUITY   637640103      3492      113,410  SH      DEFINED 6, 7, 8  113410
NATIONAL SEMICONDUCTOR CORP.          EQUITY   637640103      3671      119,243  SH      DEFINED    1                119,243
NATIONAL SERVICE INDUSTRIES,          EQUITY   637657206        33       16,460  SH      DEFINED    1                 16,460
NATIONAL SVC INDS INC                 EQUITY   637657107        32       15,935  SH      DEFINED 6, 7, 8   15935
NATIONAL WESTERN LIFE INS. CO. CLASS  EQUITY   638522102        80          718  SH      DEFINED    1                    718
NATIONAL WESTN LIFE INS C             EQUITY   638522102        77          693  SH      DEFINED 6, 7, 8     693
NATIONAL-OILWELL INC                  EQUITY   637071101      2092      101,500  SH      DEFINED 6, 7, 8  101500






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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NATIONAL-OILWELL INC COM              EQUITY   637071101     26682    1,294,632  SH      Sole       3    1271732               22900
NATIONAL-OILWELL, INC.                EQUITY   637071101     20316      985,753  SH      DEFINED    1                985,753
NATIONWIDE FINANCIAL                  EQUITY   638612101         6          145  SH      DEFINED    1                    145
NATIONWIDE HEALTH PPTYS I             EQUITY   638620104       284       15,184  SH      DEFINED 6, 7, 8   15184
NATIONWIDE HEALTH PROPERTIES          EQUITY   638620104       295       15,805  SH      DEFINED    1                 15,805
NATURES SUNSHINE PRODUCTS             EQUITY   639027101        41        3,466  SH      DEFINED 6, 7, 8    3466
NATURES SUNSHINE PRODUCTS, INC        EQUITY   639027101        44        3,717  SH      DEFINED    1                  3,717
NAUTICA ENTERPRISES INC               EQUITY   639089101       101        7,907  SH      DEFINED 6, 7, 8    7907
NAUTICA ENTERPRISES, INC.             EQUITY   639089101       107        8,338  SH      DEFINED    1                  8,338
NAVIGANT CONSULTING CO.               EQUITY   63935N107        73       13,323  SH      DEFINED    1                 13,323
NAVIGANT CONSULTING INC               EQUITY   63935N107        71       12,924  SH      DEFINED 6, 7, 8   12924
NAVIGANT INTERNATIONAL, INC.          EQUITY   63935R108        51        4,475  SH      DEFINED    1                  4,475
NAVIGANT INTL INC                     EQUITY   63935R108        49        4,247  SH      DEFINED 6, 7, 8    4247
NAVISTAR INTERNATIONAL CORP.          EQUITY   63934E108      1064       26,941  SH      DEFINED    1                 26,941
NAVISTAR INTL CORP NEW                EQUITY   63934E108         8          190  SH      DEFINED    5        190
NAVISTAR INTL CORP NEW                EQUITY   63934E108       990       25,070  SH      DEFINED 6, 7, 8   25070
NBC CAP CORP                          EQUITY   628729105        50        1,627  SH      DEFINED 6, 7, 8    1627
NBC CAPITAL CORP                      EQUITY   628729105        50        1,627  SH      DEFINED    1                  1,627
NBT BANCORP INC                       EQUITY   628778102       115        7,912  SH      DEFINED 6, 7, 8    7912
NBT BANCORP, INC.                     EQUITY   628778102       121        8,341  SH      DEFINED    1                  8,341
NBTY INC                              EQUITY   628782104       152       12,999  SH      DEFINED 6, 7, 8   12999
NBTY, INC.                            EQUITY   628782104       159       13,552  SH      DEFINED    1                 13,552
NCH CORP                              EQUITY   628850109        36          699  SH      DEFINED 6, 7, 8     699
NCH CORP.                             EQUITY   628850109        36          699  SH      DEFINED    1                    699
NCI BUILDING SYS INC                  EQUITY   628852105        91        5,141  SH      DEFINED 6, 7, 8    5141
NCI BUILDING SYSTEMS, INC.            EQUITY   628852105        96        5,406  SH      DEFINED    1                  5,406
NCO GROUP INC                         EQUITY   628858102       843       36,811  SH      DEFINED 6, 7, 8   36811
NCO GROUP, INC.                       EQUITY   628858102       849       37,066  SH      DEFINED    1                 37,066
NCR CORP NEW                          EQUITY   62886E108        11          300  SH      DEFINED    5        300
NCR CORP NEW                          EQUITY   62886E108      1513       41,040  SH      DEFINED 6, 7, 8   41040
NCR CORP.                             EQUITY   62886E108      1626       44,107  SH      DEFINED    1                 44,107
NDCHEALTH CORP                        EQUITY   639480102       492       14,245  SH      DEFINED 6, 7, 8   14245
NEIMAN MARCUS GROUP INC               EQUITY   640204202      1799       57,900  SH      DEFINED 6, 7, 8   57900
NEIMAN MARCUS GROUP INC CL A          EQUITY   640204202      1808       58,178  SH      DEFINED    1                 58,178
NEON COMMUNICATIONS INC               EQUITY   640506101         6        2,384  SH      DEFINED 6, 7, 8    2384
NEON COMMUNICATIONS INC.              EQUITY   640506101         7        2,425  SH      DEFINED    1                  2,425
NEOPHARM INC                          EQUITY   640919106        84        3,347  SH      DEFINED    1                  3,347
NEOPHARM INC                          EQUITY   640919106        81        3,242  SH      DEFINED 6, 7, 8    3242
NEOSE TECHNOLOGIES INC                EQUITY   640522108       122        3,335  SH      DEFINED 6, 7, 8    3335
NEOSE TECHNOLOGIES, INC.              EQUITY   640522108       128        3,497  SH      DEFINED    1                  3,497
NET.BANK INC                          EQUITY   640933107        86        8,244  SH      DEFINED    1                  8,244
NET2PHONE                             EQUITY   64108N106        37        5,555  SH      DEFINED 6, 7, 8    5555
NET2PHONE, INC.                       EQUITY   64108N106        40        5,865  SH      DEFINED    1                  5,865
NETBANK INC                           EQUITY   640933107       242       23,074  SH      DEFINED 6, 7, 8   23074
NETEGRITY INC                         EQUITY   64110P107       323       16,693  SH      DEFINED 6, 7, 8   16693
NETEGRITY, INC.                       EQUITY   64110P107       137        7,090  SH      DEFINED    1                  7,090
NETIQ CORP                            EQUITY   64115P102       602       17,065  SH      DEFINED 6, 7, 8   17065
NETIQ CORP.                           EQUITY   64115P102       453       12,840  SH      DEFINED    1                 12,840
NETRATINGS INC                        EQUITY   64116M108        36        2,292  SH      DEFINED    1                  2,292
NETRATINGS INC                        EQUITY   64116M108        36        2,292  SH      DEFINED 6, 7, 8    2292






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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NETRO CORP                            EQUITY   64114R109        42       11,403  SH      DEFINED    1                 11,403
NETRO CORP                            EQUITY   64114R109        40       10,794  SH      DEFINED 6, 7, 8   10794
NETSCOUT SYS INC                      EQUITY   64115T104        39        4,926  SH      DEFINED 6, 7, 8    4926
NETSCOUT SYSTEMS INC                  EQUITY   64115T104        40        5,107  SH      DEFINED    1                  5,107
NETSCREEN TECHNOLOGIES COM            EQUITY   64117V107       443       20,000  SH      Sole       3      20000
NETSCREEN TECHNOLOGIES INS            EQUITY   64117V107        33        1,500  SH      DEFINED    2                   1500
NETWORK APPLIANCE INC                 EQUITY   64120L104        23        1,040  SH      DEFINED    5       1040
NETWORK APPLIANCE INC                 EQUITY   64120L104      3231      147,740  SH      DEFINED 6, 7, 8  147740
NETWORK APPLIANCE INC                 EQUITY   64120L104     12140      555,100  SH      DEFINED    2                 555100
NETWORK APPLIANCE, INC.               EQUITY   64120L104      3492      159,672  SH      DEFINED    1                159,672
NETWORK PLUS CORP                     EQUITY   64122D506         6        5,495  SH      DEFINED 6, 7, 8    5495
NETWORK PLUS CORP.                    EQUITY   64122D506         7        5,650  SH      DEFINED    1                  5,650
NETWORKS ASSOCIATES, INC.             EQUITY   640938106      4387      169,700  SH      DEFINED    1                169,700
NETWORKS ASSOCS INC                   EQUITY   640938106      4348      168,200  SH      DEFINED 6, 7, 8  168200
NETWORKS ASSOCS INC                   EQUITY   640938106      6977      269,900  SH      DEFINED    2                 269900
NEUBERGER BERMAN INC                  EQUITY   641234109      3787       86,259  SH      DEFINED    1                 86,259
NEUBERGER BERMAN INC                  EQUITY   641234109      3753       85,500  SH      DEFINED 6, 7, 8   85500
NEUROCRINE BIOSCIENCES COM            EQUITY   64125C109     26466      515,814  SH      Sole       3     507514                8300
NEUROCRINE BIOSCIENCES IN             EQUITY   64125C109       810       15,790  SH      DEFINED 6, 7, 8   15790
NEUROCRINE BIOSCIENCES, INC.          EQUITY   64125C109        29        7,149  SH      DEFINED    1                  7,149
NEUROGEN CORP                         EQUITY   64124E106        62        3,532  SH      DEFINED 6, 7, 8    3532
NEUROGEN CORP.                        EQUITY   64124E106        64        3,672  SH      DEFINED    1                  3,672
NEW CENTURY FINANCIAL COR             EQUITY   64352D101        42        3,123  SH      DEFINED 6, 7, 8    3123
NEW CENTURY FINANCIAL CORP            EQUITY   64352D101        46        3,423  SH      DEFINED    1                  3,423
NEW ENGLAND BUSINESS SERVICE          EQUITY   643872104        72        3,757  SH      DEFINED    1                  3,757
NEW ENGLAND BUSINESS SVC              EQUITY   643872104        69        3,627  SH      DEFINED 6, 7, 8    3627
NEW FOCUS INC                         EQUITY   644383101        57       14,971  SH      DEFINED 6, 7, 8   14971
NEW HORIZONS WORLDWIDE IN             EQUITY   645526104        23        2,007  SH      DEFINED 6, 7, 8    2007
NEW HORIZONS WORLDWIDE INC            EQUITY   645526104        23        2,007  SH      DEFINED    1                  2,007
NEW JERSEY RES                        EQUITY   646025106       268        5,717  SH      DEFINED 6, 7, 8    5717
NEW JERSEY RESOURCES CORP.            EQUITY   646025106       282        6,029  SH      DEFINED    1                  6,029
NEW PLAN EXCEL REALTY TRUST           EQUITY   648053106     13524      709,936  SH      DEFINED    1                709,936
NEW PLAN EXCEL RLTY TR IN             EQUITY   648053106      2021      106,100  SH      DEFINED 6, 7, 8  106100
NEW YORK CMNTY BANCORP IN             EQUITY   649445103      3395      148,437  SH      DEFINED 6, 7, 8  148437
NEW YORK COMMUNITY BANCORP INC        EQUITY   649445103      3422      149,637  SH      DEFINED    1                149,637
NEW YORK TIMES CO                     EQUITY   650111107        20          470  SH      DEFINED    5        470
NEW YORK TIMES CO                     EQUITY   650111107      2771       64,060  SH      DEFINED 6, 7, 8   64060
NEW YORK TIMES CO. CLASS  A           EQUITY   650111107      2982       68,942  SH      DEFINED    1                 68,942
NEWELL RUBBERMAID INC                 EQUITY   651229106        23          830  SH      DEFINED    5        830
NEWELL RUBBERMAID INC                 EQUITY   651229106      3109      112,770  SH      DEFINED 6, 7, 8  112770
NEWELL RUBBERMAID INC                 EQUITY   651229106      6432      233,315  SH      DEFINED    2                 233315
NEWELL RUBBERMAID, INC.               EQUITY   651229106      3338      121,066  SH      DEFINED    1                121,066
NEWFIELD EXPLORATION                  EQUITY   651290108        16          462  SH      DEFINED    1                    462
NEWFOCUS, INC.                        EQUITY   644383101        61       15,898  SH      DEFINED    1                 15,898
NEWMARK HOMES CORP                    EQUITY   651578106        10          727  SH      DEFINED    1                    727
NEWMARK HOMES CORP                    EQUITY   651578106        10          727  SH      DEFINED 6, 7, 8     727
Newmont Mining                        CORPBOND 651639AD8      4099    4,000,000  PRN     DEFINED    4              4,000,000
NEWMONT MINING CORP                   EQUITY   651639106        12          610  SH      DEFINED    5        610
NEWMONT MINING CORP                   EQUITY   651639106      1584       82,890  SH      DEFINED 6, 7, 8   82890
NEWMONT MINING CORP.                  EQUITY   651639106      1709       89,425  SH      DEFINED    1                 89,425






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
NEWPARK RES INC                       EQUITY   651718504       151       19,080  SH      DEFINED 6, 7, 8   19080
NEWPARK RESOURCES, INC.               EQUITY   651718504       157       19,863  SH      DEFINED    1                 19,863
NEWPORT CORP                          EQUITY   651824104      1059       54,952  SH      DEFINED    1                 54,952
NEWPORT CORP                          EQUITY   651824104      1050       54,441  SH      DEFINED 6, 7, 8   54441
NEWPOWER HLDGS INC                    EQUITY   652463100        10       14,030  SH      DEFINED 6, 7, 8   14030
NEWPOWER HOLDINGS INC                 EQUITY   652463100        11       14,665  SH      DEFINED    1                 14,665
NEWS CORP LTD                         EQUITY   652487703       414       13,000  SH      DEFINED 6, 7, 8   13000
NEWS CORP LTD                         EQUITY   652487802         0            1  SH      DEFINED 6, 7, 8       1
NEWS CORP., LTD. SPON-ADR             EQUITY   652487703       414       13,000  SH      DEFINED    1                 13,000
NEXT CARD, INC.                       EQUITY   65332K107         6       10,726  SH      DEFINED    1                 10,726
NEXT LEVEL COMM INC                   EQUITY   65333U104        20        5,995  SH      DEFINED 6, 7, 8    5995
NEXT LEVEL COMMUNICATION              EQUITY   65333U104        22        6,441  SH      DEFINED    1                  6,441
NEXTCARD INC                          EQUITY   65332K107         5       10,229  SH      DEFINED 6, 7, 8   10229
NEXTEL COMMUNICATIONS INC             EQUITY   65332V103        27        2,500  SH      DEFINED    5       2500
NEXTEL COMMUNICATIONS INC             EQUITY   65332V103      4158      379,386  SH      DEFINED 6, 7, 8  379386
NEXTEL COMMUNICATIONS INC             EQUITY   65332V103      7841      487,268  SH      DEFINED    2                 487268
NEXTEL COMMUNICATIONS, INC.  CLASS A  EQUITY   65332V103      4368      398,550  SH      DEFINED    1                398,550
NEXTEL PARTNERS INC                   EQUITY   65333F107       603       50,255  SH      DEFINED    1                 50,255
NIAGARA MOHAWK HLDGS INC              EQUITY   653520106         9          500  SH      DEFINED    5        500
NIAGARA MOHAWK HLDGS INC              EQUITY   653520106      1201       67,750  SH      DEFINED 6, 7, 8   67750
NIAGARA MOHAWK HOLDINGS, INC.         EQUITY   653520106      1288       72,638  SH      DEFINED    1                 72,638
NICOR INC                             EQUITY   654086107         6          140  SH      DEFINED    5        140
NICOR INC                             EQUITY   654086107       792       19,030  SH      DEFINED 6, 7, 8   19030
NICOR, INC.                           EQUITY   654086107       851       20,434  SH      DEFINED    1                 20,434
NIKE INC                              EQUITY   654106103        47          840  SH      DEFINED    5        840
NIKE INC                              EQUITY   654106103      6388      113,590  SH      DEFINED 6, 7, 8  113590
NIKE INC CLASS B                      EQUITY   654106103       209        3,725  SH      DEFINED    2                   3725
NIKE, INC. CLASS  B                   EQUITY   654106103      6779      120,537  SH      DEFINED    1                120,537
NISOURCE INC                          EQUITY   65473P105        15          650  SH      DEFINED    5        650
NISOURCE INC                          EQUITY   65473P105      2015       87,390  SH      DEFINED 6, 7, 8   87390
NISOURCE, INC.                        EQUITY   65473P105      2165       93,903  SH      DEFINED    1                 93,903
NITCHES INC                           EQUITY   65476M109       423       74,500  SH      DEFINED    1                 74,500
NL INDS INC                           EQUITY   629156407        46        3,014  SH      DEFINED 6, 7, 8    3014
NL INDUSTRIES, INC.                   EQUITY   629156407        49        3,214  SH      DEFINED    1                  3,214
NMS COMMUNICATIONS CORP               EQUITY   629248105        54       11,130  SH      DEFINED 6, 7, 8   11130
NMS COMMUNUCATIONS CORP.              EQUITY   629248105        57       11,727  SH      DEFINED    1                 11,727
NN INC                                EQUITY   629337106        37        3,306  SH      DEFINED    1                  3,306
NN INC                                EQUITY   629337106        37        3,306  SH      DEFINED 6, 7, 8    3306
NOBLE AFFILIATES INC                  EQUITY   654894104     16670      472,378  SH      Sole       3     458278               14100
NOBLE AFFILIATES INC                  EQUITY   654894104      2424       68,700  SH      DEFINED 6, 7, 8   68700
NOBLE AFFILIATES, INC.                EQUITY   654894104      2440       69,141  SH      DEFINED    1                 69,141
NOBLE DRILLING CORP                   EQUITY   655042109        14          410  SH      DEFINED    5        410
NOBLE DRILLING CORP                   EQUITY   655042109      2243       65,880  SH      DEFINED 6, 7, 8   65880
NOBLE DRILLING CORP.                  EQUITY   655042109      2410       70,792  SH      DEFINED    1                 70,792
NOKIA CORP                            EQUITY   654902204         0            0  SH      DEFINED 6, 7, 8       0
NOKIA CORP                            EQUITY   654902204     10149      413,725  SH      DEFINED    2                 413725
NOKIA CORP A ADR                      EQUITY   654902204        67        2,735  SH      DEFINED    2                   2735
NOKIA CORP SPON-ADR                   EQUITY   654902204      4147      169,060  SH      DEFINED    1                169,060
NORDIC AMER TANKER SHIPPING           EQUITY   G65773106      3201      231,100  SH      DEFINED    1                231,100






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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NORDSON CORP                          EQUITY   655663102      1249       47,290  SH      DEFINED 6, 7, 8   47290
NORDSON CORP.                         EQUITY   655663102      1257       47,588  SH      DEFINED    1                 47,588
NORDSTROM INC                         EQUITY   655664100         8          420  SH      DEFINED    5        420
NORDSTROM INC                         EQUITY   655664100      1149       56,800  SH      DEFINED 6, 7, 8   56800
NORDSTROM, INC.                       EQUITY   655664100      1229       60,761  SH      DEFINED    1                 60,761
NORFOLK SOUTHERN CORP                 EQUITY   655844108        22        1,210  SH      DEFINED    5       1210
NORFOLK SOUTHERN CORP                 EQUITY   655844108      2988      163,020  SH      DEFINED 6, 7, 8  163020
NORFOLK SOUTHERN CORP.                EQUITY   655844108      3210      175,101  SH      DEFINED    1                175,101
NORTEK INC                            EQUITY   656559101        76        2,711  SH      DEFINED 6, 7, 8    2711
NORTEK, INC.                          EQUITY   656559101        79        2,844  SH      DEFINED    1                  2,844
NORTEL NETWORKS CORP                  EQUITY   656568102        27        3,600  SH      DEFINED    2                   3600
NORTEL NETWORKS CORP NEW              EQUITY   656568102        75       10,000  SH      DEFINED    5      10000
NORTEL NETWORKS CORP NEW              EQUITY   656568102     11448    1,526,390  SH      DEFINED 6, 7, 8 1526390
NORTEL NETWORKS CORP.                 EQUITY   656568102     11981    1,606,028  SH      DEFINED    1              1,606,028
NORTH AMERICAN SCIENTIFIC             EQUITY   65715D100        29        2,147  SH      DEFINED    1                  2,147
NORTH AMERN SCIENTIFIC IN             EQUITY   65715D100        27        2,036  SH      DEFINED 6, 7, 8    2036
NORTH FORK BANCORPORATION             EQUITY   659424105      6683      208,900  SH      DEFINED 6, 7, 8  208900
NORTH FORK BANCORPORATION INC.        EQUITY   659424105      6349      198,460  SH      DEFINED    1                198,460
NORTH PITTSBURGH SYS INC              EQUITY   661562108        87        4,703  SH      DEFINED 6, 7, 8    4703
NORTH PITTSBURGH SYSTEMS              EQUITY   661562108        90        4,890  SH      DEFINED    1                  4,890
NORTHEAST UTILITIES                   EQUITY   664397106      3022      171,406  SH      DEFINED    1                171,406
NORTHEAST UTILS                       EQUITY   664397106      3002      170,300  SH      DEFINED 6, 7, 8  170300
NORTHERN TR CORP                      EQUITY   665859104        42          690  SH      DEFINED    5        690
NORTHERN TR CORP                      EQUITY   665859104      5657       93,940  SH      DEFINED 6, 7, 8   93940
NORTHERN TRUST CORP                   EQUITY   665859104      6544      108,675  SH      DEFINED    2                 108675
NORTHERN TRUST CORP.                  EQUITY   665859104      5977       99,260  SH      DEFINED    1                 99,260
NORTHFIELD LABORATORIES, INC.         EQUITY   666135108        27        3,174  SH      DEFINED    1                  3,174
NORTHFIELD LABS INC                   EQUITY   666135108        26        3,002  SH      DEFINED 6, 7, 8    3002
NORTHROP GRUMMAN CORP                 EQUITY   666807102        35          350  SH      DEFINED    5        350
NORTHROP GRUMMAN CORP                 EQUITY   666807102      5511       54,670  SH      DEFINED 6, 7, 8   54670
NORTHROP GRUMMAN CORP                 EQUITY   666807102      4305       42,700  SH      DEFINED    2                  42700
NORTHROP GRUMMAN CORP.                EQUITY   666807102      5853       58,055  SH      DEFINED    1                 58,055
NORTHWEST AIRLINES CORP CL-A          EQUITY   667280101      4717      300,468  SH      DEFINED    1                300,468
NORTHWEST BANCORP INC PA              EQUITY   667328108        45        3,905  SH      DEFINED 6, 7, 8    3905
NORTHWEST BANCORP INC.                EQUITY   667328108        48        4,154  SH      DEFINED    1                  4,154
NORTHWEST NAT GAS CO                  EQUITY   667655104       206        8,074  SH      DEFINED 6, 7, 8    8074
NORTHWEST NATURAL GAS CO.             EQUITY   667655104       231        9,065  SH      DEFINED    1                  9,065
NORTHWESTERN CORP                     EQUITY   668074107       418       19,854  SH      DEFINED 6, 7, 8   19854
NORTHWESTERN CORP.                    EQUITY   668074107       190        9,025  SH      DEFINED    1                  9,025
NOVADIGM INC                          EQUITY   669937104        39        4,077  SH      DEFINED    1                  4,077
NOVADIGM INC                          EQUITY   669937104        37        3,924  SH      DEFINED 6, 7, 8    3924
NOVATEL WIRELESS INC                  EQUITY   66987M109         9        7,764  SH      DEFINED    1                  7,764
NOVATEL WIRELESS INC                  EQUITY   66987M109         9        7,764  SH      DEFINED 6, 7, 8    7764
NOVAVAX INC                           EQUITY   670002104        63        4,441  SH      DEFINED    1                  4,441
NOVAVAX INC                           EQUITY   670002104        59        4,165  SH      DEFINED 6, 7, 8    4165
NOVAVAX INC                           EQUITY   670002104      2115      150,000  SH      DEFINED    2                 150000
NOVELL INC                            EQUITY   670006105         5        1,130  SH      DEFINED    5       1130
NOVELL INC                            EQUITY   670006105      1227      267,290  SH      DEFINED 6, 7, 8  267290
NOVELL, INC .                         EQUITY   670006105      1290      281,027  SH      DEFINED    1                281,027
NOVELLUS SYS INC                      EQUITY   670008101        18          450  SH      DEFINED    5        450






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
NOVELLUS SYS INC                      EQUITY   670008101      2519       63,850  SH      DEFINED 6, 7, 8   63850
NOVELLUS SYS INC                      EQUITY   670008101      4367      110,700  SH      DEFINED    2                 110700
NOVELLUS SYSTEMS, INC.                EQUITY   670008101      2724       69,046  SH      DEFINED    1                 69,046
NOVEN PHARMACEUTICALS INC             EQUITY   670009109       114        6,439  SH      DEFINED 6, 7, 8    6439
NOVEN PHARMACEUTICALS, INC.           EQUITY   670009109       119        6,709  SH      DEFINED    1                  6,709
NOVOSTE CORP                          EQUITY   67010C100        37        4,263  SH      DEFINED 6, 7, 8    4263
NOVOSTE CORPORATION                   EQUITY   67010C100        40        4,566  SH      DEFINED    1                  4,566
NPS  PHARMACEUTICALS INC.             EQUITY   62936P103       320        8,356  SH      DEFINED    1                  8,356
NPS PHARMACEUTICALS INC               EQUITY   62936P103       303        7,906  SH      DEFINED 6, 7, 8    7906
NRG ENERGY INC                        EQUITY   629377102         9          573  SH      DEFINED    1                    573
NS GROUP INC                          EQUITY   628916108        42        5,592  SH      DEFINED 6, 7, 8    5592
NS GROUP, INC.                        EQUITY   628916108        44        5,856  SH      DEFINED    1                  5,856
NSTAR                                 EQUITY   67019E107      2893       64,500  SH      DEFINED 6, 7, 8   64500
NTELOS INC                            EQUITY   67019U101        81        5,239  SH      DEFINED 6, 7, 8    5239
NTELOS INC.                           EQUITY   67019U101        84        5,425  SH      DEFINED    1                  5,425
NTL INCORPORATED                      EQUITY   629407107         1        1,229  SH      DEFINED    1                  1,229
NU HORIZONS ELEC CORP                 EQUITY   669908105        51        4,982  SH      DEFINED    1                  4,982
NU HORIZONS ELECTRS CORP              EQUITY   669908105        48        4,690  SH      DEFINED 6, 7, 8    4690
NU SKIN ENTERPRISES INC               EQUITY   67018T105       122       13,900  SH      DEFINED 6, 7, 8   13900
NU SKIN ENTERPRISES, INC. CLASS A     EQUITY   67018T105       127       14,508  SH      DEFINED    1                 14,508
NUANCE COMMUNICATIONS INC             EQUITY   669967101        70        7,675  SH      DEFINED 6, 7, 8    7675
NUANCE COMMUNICATIONS, INC.           EQUITY   669967101        73        8,019  SH      DEFINED    1                  8,019
NUCOR CORP                            EQUITY   670346105        13          240  SH      DEFINED    5        240
NUCOR CORP                            EQUITY   670346105      1740       32,850  SH      DEFINED 6, 7, 8   32850
NUCOR CORP.                           EQUITY   670346105      1869       35,292  SH      DEFINED    1                 35,292
NUEVO ENERGY CO                       EQUITY   670509108        70        4,695  SH      DEFINED 6, 7, 8    4695
NUEVO ENERGY CO.                      EQUITY   670509108        74        4,953  SH      DEFINED    1                  4,953
NUI CORP                              EQUITY   629431107       105        4,418  SH      DEFINED 6, 7, 8    4418
NUI CORPORATION                       EQUITY   629431107       111        4,666  SH      DEFINED    1                  4,666
NUMERICAL TECHNOLOGIES IN             EQUITY   67053T101       195        5,540  SH      DEFINED 6, 7, 8    5540
NUMERICAL TECHNOLOGIES, INC.          EQUITY   67053T101       205        5,832  SH      DEFINED    1                  5,832
NVIDIA CORP                           EQUITY   67066G104      4647       69,457  SH      DEFINED    1                 69,457
NVIDIA CORP                           EQUITY   67066G104        30          450  SH      DEFINED    5        450
NVIDIA CORP                           EQUITY   67066G104      4321       64,590  SH      DEFINED 6, 7, 8   64590
NVR INC                               EQUITY   62944T105       359        1,759  SH      DEFINED 6, 7, 8    1759
NVR, INC.                             EQUITY   62944T105       375        1,836  SH      DEFINED    1                  1,836
NYFIX INC                             EQUITY   670712108       147        7,319  SH      DEFINED    1                  7,319
NYFIX INC                             EQUITY   670712108       140        7,009  SH      DEFINED 6, 7, 8    7009
NYMAGIC INC                           EQUITY   629484106        17        1,041  SH      DEFINED 6, 7, 8    1041
NYMAGIC, INC.                         EQUITY   629484106        17        1,041  SH      DEFINED    1                  1,041
O CHARLEYS INC                        EQUITY   670823103       320       17,265  SH      DEFINED 6, 7, 8   17265
O CHARLEYS INC COM                    EQUITY   670823103      3552      191,900  SH      Sole       3     191900
O REILLY AUTOMOTIVE INC               EQUITY   686091109       397       10,872  SH      DEFINED 6, 7, 8   10872
OAK TECHNOLOGY INC                    EQUITY   671802106       189       13,733  SH      DEFINED 6, 7, 8   13733
OAK TECHNOLOGY, INC.                  EQUITY   671802106       200       14,527  SH      DEFINED    1                 14,527
OAKLEY INC                            EQUITY   673662102      3845      236,500  SH      DEFINED    2                 236500
OAKLEY INC.                           EQUITY   673662102         5          288  SH      DEFINED    1                    288
OCCIDENTAL PETE CORP DEL              EQUITY   674599105        31        1,170  SH      DEFINED    5       1170
OCCIDENTAL PETE CORP DEL              EQUITY   674599105      4669      176,000  SH      DEFINED 6, 7, 8  176000
OCCIDENTAL PETROLEUM CORP.            EQUITY   674599105      4980      187,697  SH      DEFINED    1                187,697






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
OCEAN ENERGY INC DEL                  EQUITY   67481E106      4606      239,900  SH      DEFINED 6, 7, 8  239900
OCEAN ENERGY INC TEX                  EQUITY   6.748E+110     6269      326,500  SH      DEFINED    2                 326500
OCEAN ENERGY INC TEX COM              EQUITY   67481E106     17446      908,670  SH      Sole       3     777600              131070
OCEAN ENERGY, INC.                    EQUITY   67481E106      4043      210,566  SH      DEFINED    1                210,566
OCEANEERING INTERNATIONAL, INC        EQUITY   675232102       160        7,247  SH      DEFINED    1                  7,247
OCEANEERING INTL INC                  EQUITY   675232102       152        6,874  SH      DEFINED 6, 7, 8    6874
OCEANFIRST FINANCIAL CORP             EQUITY   675234108        64        2,663  SH      DEFINED    1                  2,663
OCEANFIRST FINL CORP                  EQUITY   675234108        61        2,513  SH      DEFINED 6, 7, 8    2513
O'CHARLEY'S INC.                      EQUITY   670823103        99        5,328  SH      DEFINED    1                  5,328
OCTEL CORP                            EQUITY   675727101        57        3,162  SH      DEFINED 6, 7, 8    3162
OCTEL CORP.                           EQUITY   675727101        60        3,347  SH      DEFINED    1                  3,347
OCULAR SCIENCES INC                   EQUITY   675744106       114        4,900  SH      DEFINED 6, 7, 8    4900
OCULAR SCIENCES, INC.                 EQUITY   675744106       120        5,144  SH      DEFINED    1                  5,144
OCWEN FINANCIAL CORP.                 EQUITY   675746101       106       12,446  SH      DEFINED    1                 12,446
OCWEN FINL CORP                       EQUITY   675746101       432       50,929  SH      DEFINED 6, 7, 8   50929
OFFICE DEPOT INC                      EQUITY   676220106        18          960  SH      DEFINED    5        960
OFFICE DEPOT INC                      EQUITY   676220106      2406      129,760  SH      DEFINED 6, 7, 8  129760
OFFICE DEPOT, INC.                    EQUITY   676220106      2583      139,347  SH      DEFINED    1                139,347
OFFICEMAX INC                         EQUITY   67622M108       155       34,341  SH      DEFINED 6, 7, 8   34341
OFFICEMAX, INC.                       EQUITY   67622M108       162       35,896  SH      DEFINED    1                 35,896
OFFSHORE LOGISTICS INC                EQUITY   676255102        96        5,387  SH      DEFINED 6, 7, 8    5387
OFFSHORE LOGISTICS INC                EQUITY   676255102      2081      117,200  SH      DEFINED    2                 117200
OFFSHORE LOGISTICS, INC.              EQUITY   676255102       100        5,639  SH      DEFINED    1                  5,639
OGE ENERGY CORP                       EQUITY   670837103      3203      138,780  SH      DEFINED 6, 7, 8  138780
OGE ENERGY CORP.                      EQUITY   670837103      3218      139,417  SH      DEFINED    1                139,417
OGLEBAY NORTON CO                     EQUITY   677007106        14          873  SH      DEFINED    1                    873
OGLEBAY NORTON CO                     EQUITY   677007106        14          873  SH      DEFINED 6, 7, 8     873
OHIO CAS CORP                         EQUITY   677240103      1460       90,979  SH      DEFINED 6, 7, 8   90979
OHIO CASUALTY CORP.                   EQUITY   677240103      1475       91,928  SH      DEFINED    1                 91,928
OIL STATES INTERNATIONAL INC          EQUITY   678026105        27        2,961  SH      DEFINED    1                  2,961
OIL STS INTL INC                      EQUITY   678026105        27        2,961  SH      DEFINED 6, 7, 8    2961
OLD NATL BANCORP                      EQUITY   680033107        11          422  SH      DEFINED    1                    422
OLD REP INTL CORP                     EQUITY   680223104      5325      190,120  SH      DEFINED 6, 7, 8  190120
OLD REPUBLIC INTL CORP.               EQUITY   680223104      5351      191,045  SH      DEFINED    1                191,045
OLD SECOND BANCORP INC                EQUITY   680277100        75        1,901  SH      DEFINED    1                  1,901
OLD SECOND BANCORP INC IL             EQUITY   680277100        73        1,845  SH      DEFINED 6, 7, 8    1845
OLIN CORP                             EQUITY   680665205      1487       92,116  SH      DEFINED 6, 7, 8   92116
OLIN CORP.                            EQUITY   680665205      1269       78,639  SH      DEFINED    1                 78,639
OM GROUP INC                          EQUITY   670872100        15          231  SH      DEFINED    1                    231
OM GROUP INC                          EQUITY   670872100       463        7,000  SH      DEFINED 6, 7, 8    7000
OMEGA FINANCIAL CORP.                 EQUITY   682092101        89        2,774  SH      DEFINED    1                  2,774
OMEGA FINL CORP                       EQUITY   682092101        85        2,653  SH      DEFINED 6, 7, 8    2653
OMNICARE INC                          EQUITY   681904108      4228      169,950  SH      DEFINED 6, 7, 8  169950
OMNICARE, INC.                        EQUITY   681904108      2841      114,208  SH      DEFINED    1                114,208
OMNICELL INC                          EQUITY   68213N109      3535      397,200  SH      DEFINED    2                 397200
OMNICOM GROUP                         EQUITY   681919106       190        2,125  SH      DEFINED    2                   2125
OMNICOM GROUP INC                     EQUITY   681919106        52          580  SH      DEFINED    5        580
OMNICOM GROUP INC                     EQUITY   681919106      9289      103,966  SH      DEFINED 6, 7, 8  103966
OMNICOM GROUP, INC.                   EQUITY   681919106      9687      108,421  SH      DEFINED    1                108,421






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
OMNOVA SOLUTIONS                      EQUITY   682129101        92       13,586  SH      DEFINED    1                 13,586
OMNOVA SOLUTIONS INC                  EQUITY   682129101        87       12,732  SH      DEFINED 6, 7, 8   12732
ON ASSIGNMENT INC                     EQUITY   682159108       477       20,785  SH      DEFINED 6, 7, 8   20785
ON ASSIGNMENT, INC.                   EQUITY   682159108       147        6,417  SH      DEFINED    1                  6,417
ON COMMAND CORP                       EQUITY   682160106         5        1,762  SH      DEFINED 6, 7, 8    1762
ON COMMAND CORP.                      EQUITY   682160106         6        1,862  SH      DEFINED    1                  1,862
ON SEMICONDUCTOR CORP                 EQUITY   682189105        20        9,512  SH      DEFINED 6, 7, 8    9512
ON SEMICONDUCTOR CORPORATION          EQUITY   682189105        22       10,475  SH      DEFINED    1                 10,475
ONEIDA LTD                            EQUITY   682505102        58        4,514  SH      DEFINED 6, 7, 8    4514
ONEIDA LTD.                           EQUITY   682505102        60        4,647  SH      DEFINED    1                  4,647
ONEOK INC NEW                         EQUITY   682680103      1874      105,058  SH      DEFINED 6, 7, 8  105058
ONEOK, INC.                           EQUITY   682680103      1890      105,959  SH      DEFINED    1                105,959
ONI SYSTEMS CORP                      EQUITY   68273F103         6          934  SH      DEFINED    1                    934
ONYX PHARMACEUTICALS INC              EQUITY   683399109        28        5,522  SH      DEFINED    1                  5,522
ONYX PHARMACEUTICALS INC              EQUITY   683399109        27        5,227  SH      DEFINED 6, 7, 8    5227
ONYX SOFTWARE CORP                    EQUITY   683402101        37        9,458  SH      DEFINED 6, 7, 8    9458
ONYX SOFTWARE CORP.                   EQUITY   683402101        39        9,943  SH      DEFINED    1                  9,943
OPENWAVE SYS INC                      EQUITY   683718100       443       45,207  SH      DEFINED 6, 7, 8   45207
OPENWAVE SYS INC                      EQUITY   683718100      1117      114,100  SH      DEFINED    2                 114100
OPENWAVE SYSTEMS INC.                 EQUITY   683718100       459       46,894  SH      DEFINED    1                 46,894
OPLINK COMMUNICATIONS INC             EQUITY   68375Q106        66       34,951  SH      DEFINED    1                 34,951
OPLINK COMMUNICATIONS INC             EQUITY   68375Q106        63       33,398  SH      DEFINED 6, 7, 8   33398
OPNET TECHNOLOGIES                    EQUITY   683757108        38        2,632  SH      DEFINED    1                  2,632
OPNET TECHNOLOGIES INC                EQUITY   683757108        35        2,463  SH      DEFINED 6, 7, 8    2463
OPTICAL CABLE CORP                    EQUITY   683827109         1          671  SH      DEFINED 6, 7, 8     671
OPTICAL CABLE CORP.                   EQUITY   683827109         1          728  SH      DEFINED    1                    728
OPTICAL COMMUNICATION PRO             EQUITY   68382T101         5        1,360  SH      DEFINED 6, 7, 8    1360
OPTICAL COMMUNICATION PROD            EQUITY   68382T101         6        1,491  SH      DEFINED    1                  1,491
OPTIMAL ROBOTICS CORP                 EQUITY   68388R208       239        6,735  SH      DEFINED 6, 7, 8    6735
OPTION CARE INC                       EQUITY   683948103        44        2,261  SH      DEFINED    1                  2,261
OPTION CARE INC                       EQUITY   683948103        42        2,132  SH      DEFINED 6, 7, 8    2132
OPTION CARE INC COM                   EQUITY   683948103      3499      179,000  SH      Sole       3     179000
Oracle                                EQUITY   68389X105      1781      129,000  SH      DEFINED    4                129,000
ORACLE CORP                           EQUITY   68389X105       240       17,380  SH      DEFINED    5      17380
ORACLE CORP                           EQUITY   68389X105     37900    2,744,360  SH      DEFINED 6, 7, 8 2744360
ORACLE CORP                           EQUITY   68389X105       771       55,825  SH      DEFINED    2                  55825
ORACLE CORP.                          EQUITY   68389X105     49295    3,569,496  SH      DEFINED    1              3,569,496
ORASURE TECHNOLOGIES INC              EQUITY   68554V108        95        7,842  SH      DEFINED    1                  7,842
ORASURE TECHNOLOGIES INC              EQUITY   68554V108        91        7,452  SH      DEFINED 6, 7, 8    7452
ORBITAL SCIENCES CORP                 EQUITY   685564106        45       10,895  SH      DEFINED 6, 7, 8   10895
ORBITAL SCIENCES CORP.                EQUITY   685564106        46       11,162  SH      DEFINED    1                 11,162
ORCHID BIOSCIENCES INC                EQUITY   68571P100        63       11,430  SH      DEFINED 6, 7, 8   11430
ORCHID BIOSCIENCES, INC.              EQUITY   68571P100        67       12,214  SH      DEFINED    1                 12,214
OREGON STEEL MILLS, INC.              EQUITY   686079104        43        8,591  SH      DEFINED    1                  8,591
OREGON STL MLS INC                    EQUITY   686079104        41        8,193  SH      DEFINED 6, 7, 8    8193
O'REILLY AUTOMOTIVE, INC.             EQUITY   686091109       415       11,375  SH      DEFINED    1                 11,375
ORGANOGENESIS INC                     EQUITY   685906109        42        8,689  SH      DEFINED 6, 7, 8    8689
ORGANOGENESIS, INC.                   EQUITY   685906109        43        8,986  SH      DEFINED    1                  8,986
ORIENTAL FINANCIAL GROUP              EQUITY   68618W100        59        3,171  SH      DEFINED    1                  3,171
ORIENTAL FINL GROUP INC               EQUITY   68618W100        57        3,071  SH      DEFINED 6, 7, 8    3071






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
ORION POWER HOLDINGS                  EQUITY   686286105         9          360  SH      DEFINED    1                    360
ORTHODONTIC CENTERS OF AMERICA        EQUITY   68750P103       515       16,894  SH      DEFINED    1                 16,894
ORTHODONTIC CTRS AMER INC             EQUITY   68750P103       500       16,400  SH      DEFINED 6, 7, 8   16400
OSCA INC                              EQUITY   687836106        45        2,167  SH      DEFINED    1                  2,167
OSCA INC                              EQUITY   687836106        42        2,016  SH      DEFINED 6, 7, 8    2016
OSHKOSH B GOSH INC                    EQUITY   688222207       117        2,791  SH      DEFINED 6, 7, 8    2791
OSHKOSH B'GOSH, INC. CLASS A          EQUITY   688222207       121        2,891  SH      DEFINED    1                  2,891
OSHKOSH TRUCK CORP                    EQUITY   688239201       476        9,773  SH      DEFINED 6, 7, 8    9773
OSHKOSH TRUCK CORP CL B               EQUITY   688239201       271        5,549  SH      DEFINED    1                  5,549
OSI PHARMACEUTICALS                   EQUITY   671040103        23          502  SH      DEFINED    1                    502
OSI PHARMACEUTICALS INC               EQUITY   671040103       169        3,685  SH      DEFINED 6, 7, 8    3685
OSMONICS INC                          EQUITY   688350107        51        3,629  SH      DEFINED    1                  3,629
OSMONICS INC                          EQUITY   688350107        48        3,391  SH      DEFINED 6, 7, 8    3391
OTG SOFTWARE INC                      EQUITY   671059103        49        4,877  SH      DEFINED    1                  4,877
OTG SOFTWARE INC                      EQUITY   671059103        46        4,579  SH      DEFINED 6, 7, 8    4579
OTTER TAIL CORP                       EQUITY   689648103       219        7,521  SH      DEFINED 6, 7, 8    7521
OTTER TAIL POWER CO.                  EQUITY   689648103       229        7,862  SH      DEFINED    1                  7,862
OUTBACK STEAKHOUSE INC                EQUITY   689899102      3185       93,000  SH      DEFINED 6, 7, 8   93000
OUTBACK STEAKHOUSE INC.               EQUITY   689899102      3206       93,615  SH      DEFINED    1                 93,615
OVERSEAS SHIPHOLDING GROU             EQUITY   690368105      1136       50,492  SH      DEFINED 6, 7, 8   50492
OVERSEAS SHIPHOLDING GROUP            EQUITY   690368105      1144       50,853  SH      DEFINED    1                 50,853
OVERTURE SERVICES INC                 EQUITY   69039R100       207        5,841  SH      DEFINED    1                  5,841
OVERTURE SVCS INC                     EQUITY   69039R100       198        5,589  SH      DEFINED 6, 7, 8    5589
OWENS & MINOR INC NEW                 EQUITY   690732102       186       10,036  SH      DEFINED 6, 7, 8   10036
OWENS & MINOR, INC.                   EQUITY   690732102       196       10,621  SH      DEFINED    1                 10,621
OWENS ILL INC                         EQUITY   690768403       470       47,079  SH      DEFINED 6, 7, 8   47079
OWENS-ILLINOIS, INC.                  EQUITY   690768403       490       49,054  SH      DEFINED    1                 49,054
OXFORD HEALTH PLANS INC               EQUITY   691471106      4897      162,470  SH      DEFINED 6, 7, 8  162470
OXFORD HEALTH PLANS, INC.             EQUITY   691471106      4935      163,731  SH      DEFINED    1                163,731
OXFORD INDS INC                       EQUITY   691497309        45        1,919  SH      DEFINED 6, 7, 8    1919
OXFORD INDS INC.                      EQUITY   691497309        45        1,919  SH      DEFINED    1                  1,919
P C CONNECTION                        EQUITY   69318J100        28        1,877  SH      DEFINED 6, 7, 8    1877
P F CHANGS CHINA BISTRO I             EQUITY   69333Y108       125        2,633  SH      DEFINED 6, 7, 8    2633
P G & E CORP.                         EQUITY   69331C108      3384      175,863  SH      DEFINED    1                175,863
P. F. CHANGS CHINA BISTRO INC.        EQUITY   69333Y108       129        2,730  SH      DEFINED    1                  2,730
PACCAR INC                            EQUITY   693718108        16          240  SH      DEFINED    5        240
PACCAR INC                            EQUITY   693718108      2255       34,370  SH      DEFINED 6, 7, 8   34370
PACCAR, INC                           EQUITY   693718108      2406       36,666  SH      DEFINED    1                 36,666
PACIFIC CAP BANCORP NEW               EQUITY   69404P101       225        8,082  SH      DEFINED 6, 7, 8    8082
PACIFIC CAPITAL BANCORP               EQUITY   69404P101       234        8,438  SH      DEFINED    1                  8,438
PACIFIC CENTURY FINL CORP             EQUITY   694058108      2432       93,919  SH      DEFINED    1                 93,919
PACIFIC CENTY FINL CORP               EQUITY   694058108      2416       93,300  SH      DEFINED 6, 7, 8   93300
PACIFIC NORTHWEST BANCORP             EQUITY   69466M103        94        4,587  SH      DEFINED    1                  4,587
PACIFIC NORTHWEST BANCORP             EQUITY   69466M103        91        4,438  SH      DEFINED 6, 7, 8    4438
PACIFIC SUNWEAR CALIF INC             EQUITY   694873100       170        8,336  SH      DEFINED 6, 7, 8    8336
PACIFIC SUNWEAR OF CALIFORNIA         EQUITY   694873100       177        8,662  SH      DEFINED    1                  8,662
PACIFICARE HEALTH SYS DEL             EQUITY   695112102       815       50,947  SH      DEFINED 6, 7, 8   50947
PACIFICARE HEALTH SYSTEMS INC CLASS A EQUITY   695112102       822       51,405  SH      DEFINED    1                 51,405
PACKAGING CORP AMER                   EQUITY   695156109      2537      139,800  SH      DEFINED 6, 7, 8  139800
PACKAGING CORP OF AMERICA             EQUITY   695156109      2338      128,794  SH      DEFINED    1                128,794






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
PACKETEER INC                         EQUITY   695210104        46        6,271  SH      DEFINED 6, 7, 8    6271
PACKETEER, INC                        EQUITY   695210104        48        6,579  SH      DEFINED    1                  6,579
PACTIV CORP                           EQUITY   695257105         9          500  SH      DEFINED    5        500
PACTIV CORP                           EQUITY   695257105      1195       67,340  SH      DEFINED 6, 7, 8   67340
PACTIV CORPORATION                    EQUITY   695257105      1284       72,326  SH      DEFINED    1                 72,326
PAIN THERAPEUTICS INC                 EQUITY   69562K100        45        4,961  SH      DEFINED    1                  4,961
PAIN THERAPEUTICS INC                 EQUITY   69562K100        41        4,519  SH      DEFINED 6, 7, 8    4519
PALL CORP                             EQUITY   696429307      1336       55,508  SH      DEFINED    1                 55,508
PALL CORP                             EQUITY   696429307         9          380  SH      DEFINED    5        380
PALL CORP                             EQUITY   696429307      2208       91,780  SH      DEFINED 6, 7, 8   91780
PALM HARBOR HOMES                     EQUITY   696639103       123        5,152  SH      DEFINED 6, 7, 8    5152
PALM HARBOR HOMES, INC                EQUITY   696639103       130        5,420  SH      DEFINED    1                  5,420
PALM INC                              EQUITY   696642107         7        1,780  SH      DEFINED    5       1780
PALM INC                              EQUITY   696642107       932      240,180  SH      DEFINED 6, 7, 8  240180
PALM, INC                             EQUITY   696642107      1010      260,286  SH      DEFINED    1                260,286
PAN PACIFIC RETAIL COM                EQUITY   69806L104     11109      386,800  SH      Sole       3     328800               58000
PAN PACIFIC RETAIL PPTYS              EQUITY   69806L104       221        7,685  SH      DEFINED 6, 7, 8    7685
PAN PACIFIC RETAIL PROPERTIES         EQUITY   69806L104       230        7,993  SH      DEFINED    1                  7,993
PANAMSAT CORP                         EQUITY   697933109       105        4,780  SH      DEFINED    1                  4,780
PANAMSAT CORP NEW                     EQUITY   697933109        99        4,520  SH      DEFINED 6, 7, 8    4520
PANERA BREAD CO                       EQUITY   69840W108       145        2,787  SH      DEFINED 6, 7, 8    2787
PANERA BREAD COMPANY CL A             EQUITY   69840W108       153        2,934  SH      DEFINED    1                  2,934
PAPA JOHNS INTERNATIONAL, INC         EQUITY   698813102       885       32,191  SH      DEFINED    1                 32,191
PAPA JOHNS INTL INC                   EQUITY   698813102       877       31,926  SH      DEFINED 6, 7, 8   31926
PARADIGM GENETICS INC                 EQUITY   69900R106        29        5,085  SH      DEFINED    1                  5,085
PARADIGM GENETICS INC                 EQUITY   69900R106        28        4,965  SH      DEFINED 6, 7, 8    4965
PARAMETRIC TECHNOLOGY COR             EQUITY   699173100         6          820  SH      DEFINED    5        820
PARAMETRIC TECHNOLOGY COR             EQUITY   699173100       867      111,030  SH      DEFINED 6, 7, 8  111030
PARAMETRIC TECHNOLOGY CORP.           EQUITY   699173100       943      120,765  SH      DEFINED    1                120,765
PAREXEL INTERNATIONAL CORP.           EQUITY   699462107       119        8,308  SH      DEFINED    1                  8,308
PAREXEL INTL CORP                     EQUITY   699462107       114        7,970  SH      DEFINED 6, 7, 8    7970
PARK ELECTROCHEMICAL CORP             EQUITY   700416209       141        5,335  SH      DEFINED 6, 7, 8    5335
PARK ELECTROCHEMICAL CORP.            EQUITY   700416209       147        5,570  SH      DEFINED    1                  5,570
PARK NATIONAL CORP.                   EQUITY   700658107       331        3,570  SH      DEFINED    1                  3,570
PARK NATL CORP                        EQUITY   700658107       315        3,395  SH      DEFINED 6, 7, 8    3395
PARK PL ENTMT CORP                    EQUITY   700690100      3356      366,000  SH      DEFINED 6, 7, 8  366000
PARKER DRILLING CO                    EQUITY   701081101       102       27,738  SH      DEFINED 6, 7, 8   27738
PARKER DRILLING CO.                   EQUITY   701081101       106       28,665  SH      DEFINED    1                 28,665
PARKER HANNIFIN CORP                  EQUITY   701094104        17          370  SH      DEFINED    5        370
PARKER HANNIFIN CORP                  EQUITY   701094104      2402       52,330  SH      DEFINED 6, 7, 8   52330
PARKER HANNIFIN CORP.                 EQUITY   701094104      2444       53,245  SH      DEFINED    1                 53,245
PARKERVISION INC                      EQUITY   701354102        51        2,410  SH      DEFINED 6, 7, 8    2410
PARKERVISION, INC                     EQUITY   701354102        52        2,493  SH      DEFINED    1                  2,493
PARKWAY PPTYS INC                     EQUITY   70159Q104        90        2,705  SH      DEFINED 6, 7, 8    2705
PARKWAY PPTYS INC COM                 EQUITY   70159Q104       515       15,500  SH      Sole       3                          15500
PARKWAY PROPERTIES, INC.              EQUITY   70159Q104        93        2,805  SH      DEFINED    1                  2,805
PATHMARK STORES INC                   EQUITY   70322A101       245        9,954  SH      DEFINED    1                  9,954
PATHMARK STORES INC NEW               EQUITY   70322A101       234        9,501  SH      DEFINED 6, 7, 8    9501
PATINA OIL & GAS CORP                 EQUITY   703224105       156        5,670  SH      DEFINED    1                  5,670
PATINA OIL & GAS CORP                 EQUITY   703224105       150        5,469  SH      DEFINED 6, 7, 8    5469






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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PATTERSON DENTAL CO                   EQUITY   703412106      3364       82,200  SH      DEFINED 6, 7, 8   82200
PATTERSON DENTAL CO                   EQUITY   703412106      5235      127,900  SH      DEFINED    2                 127900
PATTERSON DENTAL CO.                  EQUITY   703412106      3392       82,864  SH      DEFINED    1                 82,864
PATTERSON UTI ENERGY INC              EQUITY   703481101      2163       92,800  SH      DEFINED 6, 7, 8   92800
PATTERSON UTI ENERGY INC              EQUITY   703481101      4280      183,600  SH      DEFINED    2                 183600
PATTERSON-UTI ENERGY INC              EQUITY   703481101      2187       93,828  SH      DEFINED    1                 93,828
PAXAR CORP                            EQUITY   704227107       745       52,486  SH      DEFINED 6, 7, 8   52486
PAXAR CORP.                           EQUITY   704227107       755       53,172  SH      DEFINED    1                 53,172
PAXSON COMMUNICATIONS COR             EQUITY   704231109        95        9,061  SH      DEFINED 6, 7, 8    9061
PAXSON COMMUNICATIONS CORP.           EQUITY   704231109        98        9,366  SH      DEFINED    1                  9,366
PAYCHEX INC                           EQUITY   704326107     57963    1,663,203  SH      Sole       3    1580044               83159
PAYCHEX INC                           EQUITY   704326107        41        1,170  SH      DEFINED    5       1170
PAYCHEX INC                           EQUITY   704326107      6984      199,310  SH      DEFINED 6, 7, 8  199310
PAYCHEX INC                           EQUITY   704326107      6983      199,300  SH      DEFINED    2                 199300
PAYCHEX, INC.                         EQUITY   704326107      7259      208,300  SH      DEFINED    1                208,300
PAYLESS SHOESOURCE INC                EQUITY   704379106      2589       46,100  SH      DEFINED 6, 7, 8   46100
PAYLESS SHOESOURCE, INC.              EQUITY   704379106      1534       27,321  SH      DEFINED    1                 27,321
PC CONNECTION INC                     EQUITY   69318J100        29        1,933  SH      DEFINED    1                  1,933
PC-TEL  INC.                          EQUITY   69325Q105        45        4,636  SH      DEFINED    1                  4,636
PC-TEL INC                            EQUITY   69325Q105        42        4,372  SH      DEFINED 6, 7, 8    4372
PDI INC                               EQUITY   69329V100       136        6,087  SH      DEFINED 6, 7, 8    6087
PEABODY ENERGY CORP                   EQUITY   704549104         3          118  SH      DEFINED    1                    118
PEC SOLUTIONS INC                     EQUITY   705107100        19          506  SH      DEFINED    1                    506
PEC SOLUTIONS INC                     EQUITY   705107100        16          438  SH      DEFINED 6, 7, 8     438
PECO II INC                           EQUITY   705221109        28        4,733  SH      DEFINED    1                  4,733
PECO II INC                           EQUITY   705221109        25        4,198  SH      DEFINED 6, 7, 8    4198
PEDIATRIX MED GROUP                   EQUITY   705324101       222        6,539  SH      DEFINED 6, 7, 8    6539
PEDIATRIX MEDICAL GROUP               EQUITY   705324101       232        6,834  SH      DEFINED    1                  6,834
PEGASUS COMMUNICATIONS CO             EQUITY   705904100       134       12,874  SH      DEFINED 6, 7, 8   12874
PEGASUS SATELLITE                     EQUITY   705904100       141       13,540  SH      DEFINED    1                 13,540
PEGASUS SOLUTIONS INC                 EQUITY   705906105       108        7,593  SH      DEFINED 6, 7, 8    7593
PEGASUS SOLUTIONS INC.                EQUITY   705906105       113        7,952  SH      DEFINED    1                  7,952
PEMSTAR INC                           EQUITY   706552106        76        6,307  SH      DEFINED    1                  6,307
PEMSTAR INC                           EQUITY   706552106        73        6,044  SH      DEFINED 6, 7, 8    6044
PENN ENGINERRING & MFG CORP           EQUITY   707389300        65        3,908  SH      DEFINED    1                  3,908
PENN ENGR & MFG CORP                  EQUITY   707389300        62        3,728  SH      DEFINED 6, 7, 8    3728
PENN NATIONAL GAMING, INC.            EQUITY   707569109        81        2,656  SH      DEFINED    1                  2,656
PENN NATL GAMING INC                  EQUITY   707569109        76        2,514  SH      DEFINED 6, 7, 8    2514
PENN VA CORP                          EQUITY   707882106        87        2,537  SH      DEFINED 6, 7, 8    2537
PENN VIRGINIA CORPORATION             EQUITY   707882106        91        2,675  SH      DEFINED    1                  2,675
PENNEY J C INC                        EQUITY   708160106        22          820  SH      DEFINED    5        820
PENNEY J C INC                        EQUITY   708160106      3000      111,540  SH      DEFINED 6, 7, 8  111540
PENNFED FINANCIAL SVCS INC            EQUITY   708167101        47        1,884  SH      DEFINED    1                  1,884
PENNFED FINL SVCS INC                 EQUITY   708167101        47        1,884  SH      DEFINED 6, 7, 8    1884
PENNSYLVANIA REAL ESTATE INV.         EQUITY   709102107        97        4,193  SH      DEFINED    1                  4,193
PENNSYLVANIA RL ESTATE IN             EQUITY   709102107        94        4,031  SH      DEFINED 6, 7, 8    4031
PENNZOIL QUAKER ST CO                 EQUITY   709323109      2831      195,900  SH      DEFINED    2                 195900
PENNZOIL-QUAKER STATE CO.             EQUITY   709323109      1781      123,230  SH      DEFINED    1                123,230
PENNZOIL-QUAKER STATE COM             EQUITY   709323109      1764      122,101  SH      DEFINED 6, 7, 8  122101
PENTAIR INC                           EQUITY   709631105      2406       65,900  SH      DEFINED 6, 7, 8   65900






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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PENTAIR INC.                          EQUITY   709631105      2190       59,983  SH      DEFINED    1                 59,983
PENTON MEDIA INC                      EQUITY   709668107        50        7,997  SH      DEFINED    1                  7,997
PENTON MEDIA INC                      EQUITY   709668107        47        7,476  SH      DEFINED 6, 7, 8    7476
PENWEST PHARMACEUTICALS C             EQUITY   709754105        77        3,852  SH      DEFINED 6, 7, 8    3852
PENWEST PHARMACEUTICALS CO            EQUITY   709754105        81        4,051  SH      DEFINED    1                  4,051
PEOPLES BANK                          EQUITY   710198102         3          148  SH      DEFINED    1                    148
PEOPLES ENERGY CORP                   EQUITY   711030106         4          110  SH      DEFINED    5        110
PEOPLES ENERGY CORP                   EQUITY   711030106      1465       38,613  SH      DEFINED 6, 7, 8   38613
PEOPLES ENERGY CORP.                  EQUITY   711030106     12379      326,377  SH      DEFINED    1                326,377
PEOPLES HLDG CO                       EQUITY   711148106        70        1,899  SH      DEFINED 6, 7, 8    1899
PEOPLES HOLDING COMPANY               EQUITY   711148106        74        1,990  SH      DEFINED    1                  1,990
PEOPLESOFT INC                        EQUITY   712713106        38          950  SH      DEFINED    5        950
PEOPLESOFT INC                        EQUITY   712713106      5532      137,600  SH      DEFINED 6, 7, 8  137600
PEOPLESOFT INC                        EQUITY   712713106     11960      297,500  SH      DEFINED    2                 297500
PEOPLESOFT, INC.                      EQUITY   712713106      5824      144,870  SH      DEFINED    1                144,870
PEP BOYS MANNY MOE & JACK             EQUITY   713278109       250       14,588  SH      DEFINED 6, 7, 8   14588
PEP BOYS-MANNY, MOE & JACK            EQUITY   713278109       261       15,238  SH      DEFINED    1                 15,238
PEPSI BOTTLING                        EQUITY   713409100      3033      129,048  SH      DEFINED    1                129,048
PEPSI BOTTLING GROUP INC              EQUITY   713409100        21          890  SH      DEFINED    5        890
PEPSI BOTTLING GROUP INC              EQUITY   713409100      2821      120,040  SH      DEFINED 6, 7, 8  120040
PEPSIAMERICAS INC                     EQUITY   71343P200      2621      189,907  SH      DEFINED    1                189,907
PEPSIAMERICAS INC                     EQUITY   71343P200      2612      189,300  SH      DEFINED 6, 7, 8  189300
PEPSICO INC                           EQUITY   713448108       266        5,470  SH      DEFINED    5       5470
PEPSICO INC                           EQUITY   713448108     43984      903,352  SH      DEFINED 6, 7, 8  903352
PEPSICO INC                           EQUITY   713448108      6075      124,775  SH      DEFINED    2                 124775
PEPSICO, INC.                         EQUITY   713448108     46128      947,376  SH      DEFINED    1                947,376
PEPSI-GEMEX S.A.- SPONS GDR           EQUITY   713435105       829      124,100  SH      DEFINED    1                124,100
PEREGRINE PHARMACEUTICALS             EQUITY   713661106       100       29,206  SH      DEFINED 6, 7, 8   29206
PEREGRINE PHARMACEUTICALS INC         EQUITY   713661106       105       30,575  SH      DEFINED    1                 30,575
PEREGRINE SYSTEMS INC                 EQUITY   71366Q101        82        5,540  SH      DEFINED 6, 7, 8    5540
PEREGRINE SYSTEMS, INC.               EQUITY   71366Q101        33        2,200  SH      DEFINED    1                  2,200
PEREZ COMPANC SA- SPON ADR            EQUITY   71367B103       555       44,400  SH      DEFINED    1                 44,400
PERFORMANCE FOOD GROUP CO             EQUITY   713755106       590       16,775  SH      DEFINED 6, 7, 8   16775
PERFORMANCE FOOD GROUP CO.            EQUITY   713755106       462       13,150  SH      DEFINED    1                 13,150
PERFORMANCE TECHNOLOGIES              EQUITY   71376K102        37        2,814  SH      DEFINED 6, 7, 8    2814
PERFORMANCE TECHNOLOGIES INC          EQUITY   71376K102        42        3,134  SH      DEFINED    1                  3,134
PERICOM SEMICONDUCTOR COR             EQUITY   713831105        97        6,688  SH      DEFINED 6, 7, 8    6688
PERICOM SEMICONDUCTOR CORP            EQUITY   713831105       101        6,987  SH      DEFINED    1                  6,987
PERINI CORP                           EQUITY   713839108     32965    4,709,357  SH      DEFINED    1              4,709,357
PERINI CORP                           EQUITY   713839108        24        3,475  SH      DEFINED 6, 7, 8    3475
PERKINELMER INC                       EQUITY   714046109        14          390  SH      DEFINED    5        390
PERKINELMER INC                       EQUITY   714046109      3621      103,411  SH      DEFINED 6, 7, 8  103411
PERKINELMER INC.                      EQUITY   714046109      3779      107,920  SH      DEFINED    1                107,920
PEROT SYS CORP                        EQUITY   714265105       362       17,708  SH      DEFINED 6, 7, 8   17708
PEROT SYSTEM CORP.                    EQUITY   714265105       379       18,562  SH      DEFINED    1                 18,562
PERRIGO CO                            EQUITY   714290103      1263      106,889  SH      DEFINED 6, 7, 8  106889
PERRIGO CO.                           EQUITY   714290103      1275      107,864  SH      DEFINED    1                107,864
PER-SE TECHNOLOGIES                   EQUITY   713569309       100        9,338  SH      DEFINED    1                  9,338
PER-SE TECHNOLOGIES INC               EQUITY   713569309         4    377        SH      DEFINED  6, 7       377
PER-SE TECHNOLOGIES INC               EQUITY   713569309        92        8,592  SH      DEFINED 6, 7, 8    8592






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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PETROLEO BRASILEIRO S.A. - ADR        EQUITY   71654V101      1729       77,800  SH      DEFINED    1                 77,800
PETROLEO BRASILEIRO S.A. ADR          EQUITY   71654V408       997       42,800  SH      DEFINED    1                 42,800
PETROQUEST ENERGY INC                 EQUITY   716748108        37        6,861  SH      DEFINED    1                  6,861
PETROQUEST ENERGY INC                 EQUITY   716748108        34        6,447  SH      DEFINED 6, 7, 8    6447
PETSMART INC                          EQUITY   716768106       297       30,135  SH      DEFINED 6, 7, 8   30135
PETSMART, INC                         EQUITY   716768106       313       31,783  SH      DEFINED    1                 31,783
PF CHANGS CHINA BISTRO COM            EQUITY   69333Y108     10695      226,100  SH      Sole       3     226100
PFF BANCORP INC                       EQUITY   69331W104       102        3,705  SH      DEFINED 6, 7, 8    3705
PFF BANCORP, INC.                     EQUITY   69331W104       109        3,942  SH      DEFINED    1                  3,942
PFIZER INC                            EQUITY   717081103      1183       29,696  SH      DEFINED    2                  29696
PFIZER INC                            EQUITY   717081103       783       19,650  SH      DEFINED    5      19650
PFIZER INC                            EQUITY   717081103    123751    3,105,411  SH      DEFINED 6, 7, 8 3105411
PFIZER INC                            EQUITY   717081103     31536      791,365  SH      DEFINED    2                 791365
PFIZER, INC.                          EQUITY   717081103    176750    4,435,379  SH      DEFINED    1              4,435,379
PG&E CORP                             EQUITY   69331C108        23        1,210  SH      DEFINED    5       1210
PG&E CORP                             EQUITY   69331C108      3150      163,730  SH      DEFINED 6, 7, 8  163730
PHARMACEUTICAL PRODUCT DEVELOPMENT    EQUITY   717124101        15          453  SH      DEFINED    1                    453
PHARMACEUTICAL RES INC                EQUITY   717125108       173        5,112  SH      DEFINED 6, 7, 8    5112
PHARMACEUTICAL RES INC COM            EQUITY   717125108       181        5,346  SH      DEFINED    1                  5,346
PHARMACIA CORP                        EQUITY   71713U102       172        4,030  SH      DEFINED    5       4030
PHARMACIA CORP                        EQUITY   71713U102     24534      575,230  SH      DEFINED 6, 7, 8  575230
PHARMACIA CORP                        EQUITY   71713U102     12093      283,539  SH      DEFINED    2                 283539
PHARMACIA CORPORATION                 EQUITY   71713U102     42871    1,005,180  SH      DEFINED    1              1,005,180
PHARMACOPEIA INC                      EQUITY   71713B104        93        6,664  SH      DEFINED    1                  6,664
PHARMACOPEIA INC                      EQUITY   71713B104        88        6,350  SH      DEFINED 6, 7, 8    6350
PHARMACYCLICS INC                     EQUITY   716933106        48        4,786  SH      DEFINED 6, 7, 8    4786
PHARMACYCLICS INC.                    EQUITY   716933106        50        5,000  SH      DEFINED    1                  5,000
PHARMOS CORP                          EQUITY   717139208        39       16,630  SH      DEFINED    1                 16,630
PHARMOS CORP                          EQUITY   717139208        37       15,827  SH      DEFINED 6, 7, 8   15827
Phelps Dodge                          CORPBOND 717265AK8      2939    3,000,000  PRN     DEFINED    4              3,000,000
PHELPS DODGE CORP                     EQUITY   717265102         8          250  SH      DEFINED    5        250
PHELPS DODGE CORP                     EQUITY   717265102      1078       33,260  SH      DEFINED 6, 7, 8   33260
PHELPS DODGE CORP.                    EQUITY   717265102      1158       35,732  SH      DEFINED    1                 35,732
PHILADELPHIA CONS HLDG CO             EQUITY   717528103       118        3,129  SH      DEFINED 6, 7, 8    3129
PHILADELPHIA CONS. HLDG. CO.          EQUITY   717528103       125        3,324  SH      DEFINED    1                  3,324
PHILADELPHIA SUBN CORP                EQUITY   718009608       395       17,523  SH      DEFINED 6, 7, 8   17523
PHILADELPHIA SUBURBAN CORP.           EQUITY   718009608       412       18,278  SH      DEFINED    1                 18,278
PHILIP MORRIS COMPANIES, INC.         EQUITY   718154107     80081    1,746,595  SH      DEFINED    1              1,746,595
PHILIP MORRIS COS INC                 EQUITY   718154107       310        6,770  SH      DEFINED    5       6770
PHILIP MORRIS COS INC                 EQUITY   718154107     44295      966,090  SH      DEFINED 6, 7, 8  966090
PHILIP MORRIS COS INC                 EQUITY   718154107     12053      262,885  SH      DEFINED    2                 262885
PHILLIPINES LONG DISTANCE TELE ADR    EQUITY   718252604       206       25,000  SH      DEFINED    1                 25,000
PHILLIPS PETE CO                      EQUITY   718507106        72        1,190  SH      DEFINED    5       1190
PHILLIPS PETE CO                      EQUITY   718507106     10315      171,180  SH      DEFINED 6, 7, 8  171180
PHILLIPS PETROLEUM CO.                EQUITY   718507106     10856      180,149  SH      DEFINED    1                180,149
PHILLIPS VAN HEUSEN CORP              EQUITY   718592108        80        7,294  SH      DEFINED 6, 7, 8    7294
PHILLIPS-VAN HEUSEN CORP.             EQUITY   718592108        82        7,525  SH      DEFINED    1                  7,525
PHOENIX COS INC NEW                   EQUITY   71902E109      1025       55,400  SH      DEFINED 6, 7, 8   55400
PHOENIX TECHNOLOGIES, LTD.            EQUITY   719153108        89        7,611  SH      DEFINED    1                  7,611
PHOENIX TECHNOLOGY LTD                EQUITY   719153108        85        7,275  SH      DEFINED 6, 7, 8    7275






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
PHOTON DYNAMICS                       EQUITY   719364101       178        3,897  SH      DEFINED    1                  3,897
PHOTON DYNAMICS INC                   EQUITY   719364101       169        3,712  SH      DEFINED 6, 7, 8    3712
PHOTRONICS INC                        EQUITY   719405102       485       15,482  SH      DEFINED 6, 7, 8   15482
PHOTRONICS INC.                       EQUITY   719405102       250        7,969  SH      DEFINED    1                  7,969
PICO HLDGS INC                        EQUITY   693366205        43        3,437  SH      DEFINED 6, 7, 8    3437
PICO HOLDINGS INC                     EQUITY   693366205        44        3,537  SH      DEFINED    1                  3,537
PIEDMONT NAT GAS INC                  EQUITY   720186105       350        9,789  SH      DEFINED 6, 7, 8    9789
PIEDMONT NATURAL GAS CO., INC.        EQUITY   720186105       370       10,348  SH      DEFINED    1                 10,348
PIER 1 IMPORTS INC                    EQUITY   720279108       512       29,521  SH      DEFINED 6, 7, 8   29521
PIER 1 IMPORTS, INC.                  EQUITY   720279108       537       30,992  SH      DEFINED    1                 30,992
PILGRIMS PRIDE CORP                   EQUITY   721467108        65        4,826  SH      DEFINED 6, 7, 8    4826
PILGRIMS PRIDE CORP.                  EQUITY   721467108        67        4,980  SH      DEFINED    1                  4,980
PINNACLE ENTMT INC                    EQUITY   723456109        36        5,929  SH      DEFINED 6, 7, 8    5929
PINNACLE HLDGS INC                    EQUITY   72346N101         4       12,806  SH      DEFINED 6, 7, 8   12806
PINNACLE HOLDINGS, INC.               EQUITY   72346N101         5       13,495  SH      DEFINED    1                 13,495
PINNACLE PARTNER                      EQUITY   873168108      5578      118,307  SH      DEFINED    1                118,307
PINNACLE SYS INC                      EQUITY   723481107       136       17,141  SH      DEFINED 6, 7, 8   17141
PINNACLE SYSTEMS, INC.                EQUITY   723481107       142       17,883  SH      DEFINED    1                 17,883
PINNACLE WEST CAP CORP                EQUITY   723484101        11          270  SH      DEFINED    5        270
PINNACLE WEST CAP CORP                EQUITY   723484101      2148       51,320  SH      DEFINED 6, 7, 8   51320
PINNACLE WEST CAPITAL CORP.           EQUITY   723484101      1609       38,443  SH      DEFINED    1                 38,443
PIONEER NAT RES CO                    EQUITY   723787107      2490      129,300  SH      DEFINED 6, 7, 8  129300
PIONEER NATURAL RESOURCES CORP        EQUITY   723787107      2505      130,065  SH      DEFINED    1                130,065
PIONEER STD ELECTRS INC               EQUITY   723877106       113        8,886  SH      DEFINED 6, 7, 8    8886
PIONEER-STANDARD ELECTRONICS          EQUITY   723877106       118        9,314  SH      DEFINED    1                  9,314
PITNEY BOWES INC                      EQUITY   724479100        29          760  SH      DEFINED    5        760
PITNEY BOWES INC                      EQUITY   724479100      4944      131,450  SH      DEFINED 6, 7, 8  131450
PITNEY BOWES INC                      EQUITY   724479100      6125      162,857  SH      DEFINED    2                 162857
PITNEY BOWES, INC.                    EQUITY   724479100      4178      111,084  SH      DEFINED    1                111,084
PITT DESMOINES INC                    EQUITY   724508106        45        1,438  SH      DEFINED 6, 7, 8    1438
PITT-DES MOINES, INC.                 EQUITY   724508106        48        1,548  SH      DEFINED    1                  1,548
PITTSTON BRINK'S GROUP                EQUITY   725701106      1840       83,262  SH      DEFINED    1                 83,262
PITTSTON CO                           EQUITY   725701106      1824       82,542  SH      DEFINED 6, 7, 8   82542
PIXAR INC                             EQUITY   725811103         8          213  SH      DEFINED    1                    213
PIXELWORKS INC                        EQUITY   72581M107       105        6,547  SH      DEFINED    1                  6,547
PIXELWORKS INC                        EQUITY   72581M107       101        6,277  SH      DEFINED 6, 7, 8    6277
PLACER DOME INC                       EQUITY   725906101        11        1,030  SH      DEFINED    5       1030
PLACER DOME INC                       EQUITY   725906101      1515      138,870  SH      DEFINED 6, 7, 8  138870
PLACER DOME INC.                      EQUITY   725906101      1599      146,604  SH      DEFINED    1                146,604
PLAINS RES INC                        EQUITY   726540503       170        6,890  SH      DEFINED 6, 7, 8    6890
PLAINS RESOURCES, INC.                EQUITY   726540503       177        7,192  SH      DEFINED    1                  7,192
PLANAR SYS INC                        EQUITY   726900103        63        3,009  SH      DEFINED 6, 7, 8    3009
PLANAR SYSTEMS, INC.                  EQUITY   726900103        67        3,163  SH      DEFINED    1                  3,163
PLANTRONICS INC NEW                   EQUITY   727493108      1717       66,958  SH      DEFINED 6, 7, 8   66958
PLANTRONICS, INC.                     EQUITY   727493108      1729       67,429  SH      DEFINED    1                 67,429
PLATO LEARNING INC                    EQUITY   72764Y100        70        4,214  SH      DEFINED    1                  4,214
PLATO LEARNING INC                    EQUITY   72764Y100        67        4,019  SH      DEFINED 6, 7, 8    4019
PLAYBOY ENTERPRISES INC               EQUITY   728117300        68        4,017  SH      DEFINED 6, 7, 8    4017
PLAYBOY ENTERPRISES, INC.             EQUITY   728117300        72        4,263  SH      DEFINED    1                  4,263
PLAYTEX PRODS INC                     EQUITY   72813P100        84        8,566  SH      DEFINED 6, 7, 8    8566






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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PLAYTEX PRODUCTS, INC.                EQUITY   72813P100        88        8,982  SH      DEFINED    1                  8,982
PLEXUS CORP                           EQUITY   729132100      1824       68,665  SH      DEFINED 6, 7, 8   68665
PLEXUS CORP.                          EQUITY   729132100      1680       63,241  SH      DEFINED    1                 63,241
PLUG POWER INC                        EQUITY   72919P103         1          127  SH      DEFINED    1                    127
PLUM CREEK TIMBER CO COM              EQUITY   729251108      9928      350,200  SH      Sole       3     297500               52700
PLUM CREEK TIMBER CO INC              EQUITY   729251108        47        1,666  SH      DEFINED    1                  1,666
PLX TECHNOLOGY INC                    EQUITY   693417107        62        4,891  SH      DEFINED 6, 7, 8    4891
PLX TECHNOLOGY, INC.                  EQUITY   693417107        66        5,195  SH      DEFINED    1                  5,195
PMA CAP CORP                          EQUITY   693419202       103        5,320  SH      DEFINED 6, 7, 8    5320
PMA CAPITAL CORP.                     EQUITY   693419202       106        5,501  SH      DEFINED    1                  5,501
PMC-SIERRA INC                        EQUITY   69344F106        11          520  SH      DEFINED    5        520
PMC-SIERRA INC                        EQUITY   69344F106      1571       73,880  SH      DEFINED 6, 7, 8   73880
PMC-SIERRA, INC.                      EQUITY   69344F106      1704       80,133  SH      DEFINED    1                 80,133
PMI GROUP INC                         EQUITY   69344M101      4600       68,650  SH      DEFINED 6, 7, 8   68650
PMI GROUP INC COM                     EQUITY   69344M101     48242      719,920  SH      Sole       3     705420               14500
PMI GROUP, INC.                       EQUITY   69344M101      4627       69,054  SH      DEFINED    1                 69,054
PNC FINANCIAL SERVICES                EQUITY   693475105      7992      142,205  SH      DEFINED    1                142,205
PNC FINL SVCS GROUP INC               EQUITY   693475105        50          890  SH      DEFINED    5        890
PNC FINL SVCS GROUP INC               EQUITY   693475105      7616      135,520  SH      DEFINED 6, 7, 8  135520
PNC FINL SVCS GROUP INC               EQUITY   693475105      7806      138,900  SH      DEFINED    2                 138900
PNC Funding Corp                      CORPBOND 69347CAA8      4945    5,000,000  PRN     DEFINED    4              5,000,000
POGO PRODUCING CO                     EQUITY   730448107        13          513  SH      DEFINED    1                    513
POGO PRODUCING CO COM                 EQUITY   730448107     35302    1,343,796  SH      Sole       3    1320126               23670
POHANG IRON AND STEEL COMPANY ADR     EQUITY   730450103       460       20,000  SH      DEFINED    1                 20,000
POLARIS INDS INC                      EQUITY   731068102       401        6,943  SH      DEFINED 6, 7, 8    6943
POLARIS INDUSTRIES, INC.              EQUITY   731068102       418        7,235  SH      DEFINED    1                  7,235
POLO RALPH LAUREN CO                  EQUITY   731572103        12          454  SH      DEFINED    1                    454
POLYCOM INC                           EQUITY   73172K104      3930      114,245  SH      DEFINED 6, 7, 8  114245
POLYCOM INC COM                       EQUITY   73172K104     26418      775,400  SH      Sole       3     700900               74500
POLYCOM, INC.                         EQUITY   73172K104      3771      110,683  SH      DEFINED    1                110,683
POLYMEDICA CORP                       EQUITY   731738100        58        3,506  SH      DEFINED    1                  3,506
POLYMEDICA CORP                       EQUITY   731738100        55        3,331  SH      DEFINED 6, 7, 8    3331
POLYONE CORP                          EQUITY   73179P106       244       24,879  SH      DEFINED 6, 7, 8   24879
POLYONE CORPORATION                   EQUITY   73179P106       257       26,213  SH      DEFINED    1                 26,213
POMEROY COMPUTER RES                  EQUITY   731822102        43        3,206  SH      DEFINED 6, 7, 8    3206
POMEROY COMPUTER RESOURCES            EQUITY   731822102        46        3,441  SH      DEFINED    1                  3,441
POPE & TALBOT INC                     EQUITY   732827100        72        5,018  SH      DEFINED 6, 7, 8    5018
POPE & TALBOT, INC.                   EQUITY   732827100        75        5,298  SH      DEFINED    1                  5,298
POPULAR INC                           EQUITY   733174106        31        1,061  SH      DEFINED    1                  1,061
PORT FINANCIAL CORPORATION            EQUITY   734119100        61        2,323  SH      DEFINED    1                  2,323
PORT FINL CORP                        EQUITY   734119100        56        2,143  SH      DEFINED 6, 7, 8    2143
PORTAL SOFTWARE                       EQUITY   736126103        61       29,472  SH      DEFINED    1                 29,472
PORTAL SOFTWARE INC                   EQUITY   736126103        59       28,255  SH      DEFINED 6, 7, 8   28255
POSSIS MEDICAL INC                    EQUITY   737407106        89        5,122  SH      DEFINED    1                  5,122
POSSIS MEDICAL INC                    EQUITY   737407106        85        4,851  SH      DEFINED 6, 7, 8    4851
POST PPTYS INC                        EQUITY   737464107       440       12,384  SH      DEFINED 6, 7, 8   12384
POST PROPERTIES, INC.                 EQUITY   737464107     10716      301,775  SH      DEFINED    1                301,775
POTLATCH CORP                         EQUITY   737628107      1274       43,464  SH      DEFINED 6, 7, 8   43464
POTLATCH CORP.                        EQUITY   737628107      1288       43,913  SH      DEFINED    1                 43,913
Potomac Edison                        CORPBOND 737662BB1      8240    8,000,000  PRN     DEFINED    4              8,000,000






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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POTOMAC ELEC PWR CO                   EQUITY   737679100      3961      175,500  SH      DEFINED 6, 7, 8  175500
POTOMAC ELECTRIC POWER CO.            EQUITY   737679100      3979      176,298  SH      DEFINED    1                176,298
POWELL INDS INC                       EQUITY   739128106        34        1,813  SH      DEFINED 6, 7, 8    1813
POWELL INDUSTRIES INC                 EQUITY   739128106        36        1,925  SH      DEFINED    1                  1,925
POWER INTEGRATIONS INC                EQUITY   739276103       384       16,802  SH      DEFINED 6, 7, 8   16802
POWER INTEGRATIONS, INC.              EQUITY   739276103       179        7,857  SH      DEFINED    1                  7,857
POWER-ONE , INC.                      EQUITY   739308104       374       35,883  SH      DEFINED    1                 35,883
POWER-ONE INC                         EQUITY   739308104         3          250  SH      DEFINED    5        250
POWER-ONE INC                         EQUITY   739308104       488       46,845  SH      DEFINED 6, 7, 8   46845
POWERWAVE TECHNOLOGIES IN             EQUITY   739363109      1652       95,604  SH      DEFINED 6, 7, 8   95604
POWERWAVE TECHNOLOGIES INC            EQUITY   739363109      1667       96,462  SH      DEFINED    1                 96,462
POZEN INC                             EQUITY   73941U102        29        5,597  SH      DEFINED 6, 7, 8    5597
POZEN INC.                            EQUITY   73941U102        30        5,798  SH      DEFINED    1                  5,798
PPG INDS INC                          EQUITY   693506107        27          530  SH      DEFINED    5        530
PPG INDS INC                          EQUITY   693506107      5057       97,770  SH      DEFINED 6, 7, 8   97770
PPG INDUSTRIES, INC.                  EQUITY   693506107      5331      103,082  SH      DEFINED    1                103,082
PPL CORP                              EQUITY   69351T106        16          460  SH      DEFINED    5        460
PPL CORP                              EQUITY   69351T106      2855       81,910  SH      DEFINED 6, 7, 8   81910
PPL CORPORATION                       EQUITY   69351T106      3015       86,502  SH      DEFINED    1                 86,502
PRAECIS PHARMACEUTICALS I             EQUITY   739421105        85       14,636  SH      DEFINED 6, 7, 8   14636
PRAECIS PHARMACEUTICALS INC           EQUITY   739421105        91       15,599  SH      DEFINED    1                 15,599
PRAXAIR INC                           EQUITY   74005P104        28          500  SH      DEFINED    5        500
PRAXAIR INC                           EQUITY   74005P104      6026      109,060  SH      DEFINED 6, 7, 8  109060
PRAXAIR INC                           EQUITY   74005P104      4221       76,400  SH      DEFINED    2                  76400
PRAXAIR, INC.                         EQUITY   74005P104      6304      114,106  SH      DEFINED    1                114,106
PRE PAID LEGAL SVCS INC               EQUITY   740065107        97        4,419  SH      DEFINED 6, 7, 8    4419
PRECISE SOFTWARE SOLUTION             EQUITY   M41450103       296       14,308  SH      DEFINED 6, 7, 8   14308
PRECISION CASTPARTS CORP              EQUITY   740189105      1768       62,600  SH      DEFINED 6, 7, 8   62600
PRECISION CASTPARTS CORP.             EQUITY   740189105      1781       63,041  SH      DEFINED    1                 63,041
PRENTISS PPTYS TR                     EQUITY   740706106       275       10,008  SH      DEFINED 6, 7, 8   10008
PRENTISS PROPERTIES TRUST             EQUITY   740706106       287       10,471  SH      DEFINED    1                 10,471
PREPAID LEGAL SERVICES, INC.          EQUITY   740065107       102        4,642  SH      DEFINED    1                  4,642
PRESIDENTIAL LIFE CORP                EQUITY   740884101       143        6,967  SH      DEFINED 6, 7, 8    6967
PRESIDENTIAL LIFE CORP.               EQUITY   740884101       149        7,240  SH      DEFINED    1                  7,240
PRESSTEK INC                          EQUITY   741113104        85        9,269  SH      DEFINED    1                  9,269
PRESSTEK INC                          EQUITY   741113104        81        8,806  SH      DEFINED 6, 7, 8    8806
PRI AUTOMATION INC                    EQUITY   69357H106       212       10,351  SH      DEFINED 6, 7, 8   10351
PRI AUTOMATION INC.                   EQUITY   69357H106       148        7,250  SH      DEFINED    1                  7,250
PRICE COMMUNICATIONS CO.              EQUITY   741437305      1839       96,328  SH      DEFINED    1                 96,328
PRICE COMMUNICATIONS CORP             EQUITY   741437305      1824       95,573  SH      DEFINED 6, 7, 8   95573
PRICE LEGACY CORP PFD                 EQUITY   74144P205        89        5,900  SH      DEFINED    1                  5,900
PRICE T ROWE GROUP INC                EQUITY   74144T108        14          390  SH      DEFINED    5        390
PRICE T ROWE GROUP INC                EQUITY   74144T108      1813       52,190  SH      DEFINED 6, 7, 8   52190
PRICELINE COM INC                     EQUITY   741503106       173       29,643  SH      DEFINED 6, 7, 8   29643
PRICELINE.COM INC.                    EQUITY   741503106       180       30,945  SH      DEFINED    1                 30,945
PRICESMART INC                        EQUITY   741511109        41        1,180  SH      DEFINED 6, 7, 8    1180
PRICESMART, INC.                      EQUITY   741511109        44        1,249  SH      DEFINED    1                  1,249
PRIDE INTERNATIONAL                   EQUITY   74153Q102      2456      162,672  SH      DEFINED    1                162,672
PRIDE INTL INC DEL                    EQUITY   74153Q102      2624      173,775  SH      DEFINED 6, 7, 8  173775
PRIMA ENERGY CORP                     EQUITY   741901201        64        2,958  SH      DEFINED    1                  2,958






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                           
PRIMA ENERGY CORP                     EQUITY   741901201        61        2,785  SH      DEFINED 6, 7, 8    2785
PRIME GROUP REALTY TRUST              EQUITY   74158J103        19        2,082  SH      DEFINED    1                 2,082
PRIME GROUP REALTY TRUST              EQUITY   74158J103        17        1,846  SH      DEFINED 6, 7, 8    1846
PRIME HOSPITALITY CORP                EQUITY   741917108       159       14,357  SH      DEFINED 6, 7, 8   14357
PRIME HOSPITALITY CORP.               EQUITY   741917108       165       14,943  SH      DEFINED    1                14,943
PRIMEDIA INC                          EQUITY   74157K853        20        3,153  SH      DEFINED    1                 3,153
PRINCETON REVIEW INC                  EQUITY   742352107      3686      481,800  SH      DEFINED    2                481800
PRINCIPAL FINANCIAL GROUP             EQUITY   74251V102       696       29,000  SH      DEFINED 6, 7, 8   29000
PRIORITY HEALTHCARE                   EQUITY   74264T102         8          231  SH      DEFINED    1                   231
PRIORITY HEALTHCARE CORP              EQUITY   74264T102       242        6,865  SH      DEFINED 6, 7, 8    6865
PRIORITY HEALTHCARE CORP              EQUITY   74264T102      1760       50,000  SH      DEFINED    2                 50000
PRIVATE MEDIA GROUP INC               EQUITY   74266R104        41        4,190  SH      DEFINED    1                 4,190
PRIVATE MEDIA GROUP INC               EQUITY   74266R104        40        4,062  SH      DEFINED 6, 7, 8    4062
PRIZE ENERGY CORP                     EQUITY   74267L106        29        1,253  SH      DEFINED    1                 1,253
PRIZE ENERGY CORP                     EQUITY   74267L106        29        1,253  SH      DEFINED 6, 7, 8    1253
PROASSURANCE CORP                     EQUITY   74267C106       129        7,330  SH      DEFINED 6, 7, 8    7330
PROASSURANCE CORPORATION              EQUITY   74267C106       133        7,581  SH      DEFINED    1                 7,581
PROBUSINESS SERVICES INC              EQUITY   742674104        94        5,008  SH      DEFINED 6, 7, 8    5008
PROBUSINESS SERVICES INC.             EQUITY   742674104        99        5,288  SH      DEFINED    1                 5,288
PROCTER & GAMBLE CO                   EQUITY   742718109       320        4,050  SH      DEFINED    5       4050
PROCTER & GAMBLE CO                   EQUITY   742718109     52174      659,340  SH      DEFINED 6, 7, 8  659340
PROCTER & GAMBLE CO.                  EQUITY   742718109     54721      691,536  SH      DEFINED    1               691,536
PROCTER + GAMBLE CO                   EQUITY   742718109      4843       61,200  SH      DEFINED    2                 61200
PROFESSIONAL DETAILING, INC.          EQUITY   69329V100        51        2,290  SH      DEFINED    1                 2,290
PROFIT RECOVERY GROUP INT             EQUITY   743168106        94       11,535  SH      DEFINED 6, 7, 8   11535
PROGENICS PHARMACEUTICALS             EQUITY   743187106        44        2,391  SH      DEFINED    1                 2,391
PROGENICS PHARMACEUTICALS             EQUITY   743187106        42        2,259  SH      DEFINED 6, 7, 8    2259
Progress Energy                       EQUITY   743263105      7880      175,000  SH      DEFINED    4               175,000
PROGRESS ENERGY INC                   EQUITY   743263105        31          680  SH      DEFINED    5        680
PROGRESS ENERGY INC                   EQUITY   743263105      4166       92,510  SH      DEFINED 6, 7, 8   92510
PROGRESS ENERGY INC.                  EQUITY   743263105      4489       99,689  SH      DEFINED    1                99,689
PROGRESS SOFTWARE CORP                EQUITY   743312100       145        8,384  SH      DEFINED 6, 7, 8    8384
PROGRESS SOFTWARE CORP.               EQUITY   743312100       153        8,837  SH      DEFINED    1                 8,837
PROGRESSIVE CORP OHIO                 EQUITY   743315103        34          230  SH      DEFINED    5        230
PROGRESSIVE CORP OHIO                 EQUITY   743315103      4630       31,010  SH      DEFINED 6, 7, 8   31010
PROGRESSIVE CORP.                     EQUITY   743315103      4962       33,234  SH      DEFINED    1                33,234
PROLOGIS TR SH BEN INT                EQUITY   743410102     22843    1,061,960  SH      Sole       3     873590              188370
PROLOGIS TRUST                        EQUITY   743410102        21          961  SH      DEFINED    1                   961
PROMISTAR FINANCIAL CORP.             EQUITY   74342Y107       125        5,098  SH      DEFINED    1                 5,098
PROMISTAR FINL CORP                   EQUITY   74342Y107       118        4,811  SH      DEFINED 6, 7, 8    4811
PROQUEST CO.                          EQUITY   74346P102       149        4,397  SH      DEFINED    1                 4,397
PROQUEST COMPANY                      EQUITY   74346P102       142        4,180  SH      DEFINED 6, 7, 8    4180
PROSPERITY BANCSHARES INC             EQUITY   743606105        45        1,665  SH      DEFINED    1                 1,665
PROSPERITY BANCSHARES INC             EQUITY   743606105        45        1,665  SH      DEFINED 6, 7, 8    1665
PROTECTION ONE ALARM                  CORPBOND 743659AL8     7,960    9,045,000  PRN     DEFINED    1                       9,05,000
PROTECTIVE LIFE CORP                  EQUITY   743674103      2410       83,300  SH      DEFINED 6, 7, 8   83300
PROTECTIVE LIFE CORP COM              EQUITY   743674103      2424       83,804  SH      DEFINED    1                83,804
PROTEIN DESIGN LABS COM               EQUITY   74369L103     21927      668,508  SH      Sole       3     656908               11600
PROTEIN DESIGN LABS INC               EQUITY   74369L103      3582      108,790  SH      DEFINED 6, 7, 8  108790






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
PROTEIN DESIGN LABS, INC.             EQUITY   74369L103      3608      109,992  SH      DEFINED    1                109,992
PROTON ENERGY SYS INC                 EQUITY   74371K101        83       10,058  SH      DEFINED 6, 7, 8   10058
PROTON ENERGY SYSTEMS                 EQUITY   74371K101        87       10,512  SH      DEFINED    1                 10,512
PROVIDENT BANCORP INC                 EQUITY   743835100        29          997  SH      DEFINED    1                    997
PROVIDENT BANCORP INC MON             EQUITY   743835100        29          997  SH      DEFINED 6, 7, 8     997
PROVIDENT BANKSHARES CORP             EQUITY   743859100       201        8,277  SH      DEFINED 6, 7, 8    8277
PROVIDENT BANKSHARES CORP.            EQUITY   743859100       210        8,646  SH      DEFINED    1                  8,646
PROVIDENT FINANCIAL GROUP             EQUITY   743866105      1579       60,100  SH      DEFINED    1                 60,100
PROVIDENT FINL GROUP INC              EQUITY   743866105      1572       59,800  SH      DEFINED 6, 7, 8   59800
Providian Capital                     CORPBOND 743973AA7       871    4,000,000  PRN     DEFINED    4              4,000,000
PROVIDIAN FINANCIAL CORP.             EQUITY   74406A102       482      135,831  SH      DEFINED    1                135,831
PROVIDIAN FINL CORP                   EQUITY   74406A102         3          890  SH      DEFINED    5        890
PROVIDIAN FINL CORP                   EQUITY   74406A102       458      129,140  SH      DEFINED 6, 7, 8  129140
PROVINCE HEALTHCARE CO                EQUITY   743977100       599       19,398  SH      DEFINED 6, 7, 8   19398
PROVINCE HEALTHCARE CO.               EQUITY   743977100       294        9,527  SH      DEFINED    1                  9,527
PROXIM INC                            EQUITY   744284100        78        7,840  SH      DEFINED 6, 7, 8    7840
PROXIM, INC.                          EQUITY   744284100        81        8,213  SH      DEFINED    1                  8,213
PRUDENTIAL CORP. PLC ADR              EQUITY   74435K204       395       16,850  SH      DEFINED    1                 16,850
PRUDENTIAL FINANCIAL INC              EQUITY   744320102    121162    3,650,550  SH      DEFINED    1              3,650,550
PRUDENTIAL PLC                        EQUITY   74435K204       387       16,850  SH      DEFINED 6, 7, 8   16850
PS BUSINESS PARKS, INC.               EQUITY   69360J107       118        3,751  SH      DEFINED    1                  3,751
PS BUSINESS PKS INC CA COM            EQUITY   69360J107      9601      304,800  SH      Sole       3     259300               45500
PS BUSINESS PKS INC CALIF             EQUITY   69360J107       112        3,567  SH      DEFINED 6, 7, 8    3567
PSEG ENERGY HOLDINGS                  EQUITY   744573106      3975       94,207  SH      DEFINED    1                 94,207
PSS WORLD MED INC                     EQUITY   69366A100       186       22,841  SH      DEFINED 6, 7, 8   22841
PSS WORLD MEDICAL, INC                EQUITY   69366A100       196       24,062  SH      DEFINED    1                 24,062
PUBLIC STORAGE INC                    EQUITY   74460D109        23          694  SH      DEFINED    1                    694
PUBLIC SVC CO N MEX                   EQUITY   744499104      1679       60,066  SH      DEFINED 6, 7, 8   60066
PUBLIC SVC ENTERPRISE GRO             EQUITY   744573106        27          650  SH      DEFINED    5        650
PUBLIC SVC ENTERPRISE GRO             EQUITY   744573106      3700       87,700  SH      DEFINED 6, 7, 8   87700
Public Svc Enterprise Group           EQUITY   744573106      5063      120,000  SH      DEFINED    4                120,000
PUGET ENEGY INC.                      EQUITY   745310102      2995      136,808  SH      DEFINED    1                136,808
PUGET ENERGY INC NEW                  EQUITY   745310102      2978      136,060  SH      DEFINED 6, 7, 8  136060
PULITZER INC                          EQUITY   745769109       135        2,650  SH      DEFINED 6, 7, 8    2650
PULITZER INC.                         EQUITY   745769109       143        2,797  SH      DEFINED    1                  2,797
PULTE HOMES INC                       EQUITY   745867101         8          180  SH      DEFINED    5        180
PULTE HOMES INC                       EQUITY   745867101      2511       56,220  SH      DEFINED 6, 7, 8   56220
PULTE HOMES INC.                      EQUITY   745867101      2590       57,971  SH      DEFINED    1                 57,971
PUMA TECHNOLOGY INC                   EQUITY   745887109        29       11,325  SH      DEFINED    1                 11,325
PUMATECH INC                          EQUITY   745887109        28       10,983  SH      DEFINED 6, 7, 8   10983
PURE RES INC                          EQUITY   74622E102        78        3,864  SH      DEFINED 6, 7, 8    3864
PURE RESOURCES INC                    EQUITY   74622E102        83        4,129  SH      DEFINED    1                  4,129
PYR ENERGY CORP                       EQUITY   693677106         8        4,097  SH      DEFINED    1                  4,097
PYR ENERGY CORP                       EQUITY   693677106         8        4,097  SH      DEFINED 6, 7, 8    4097
QLOGIC CORP                           EQUITY   747277101        13          290  SH      DEFINED    5        290
QLOGIC CORP                           EQUITY   747277101      1839       41,310  SH      DEFINED 6, 7, 8   41310
QLOGIC CORP                           EQUITY   747277101      4990      112,100  SH      DEFINED    2                 112100
QLOGIC CORP COM                       EQUITY   747277101      7059      158,600  SH      Sole       3     134800               23800
QLOGIC CORP.                          EQUITY   747277101      1990       44,719  SH      DEFINED    1                 44,719
QRS CORP                              EQUITY   74726X105        58        4,115  SH      DEFINED 6, 7, 8    4115






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
QRS CORP.                             EQUITY   74726X105        61        4,329  SH      DEFINED    1                  4,329
QUAKER CHEM CORP                      EQUITY   747316107        50        2,434  SH      DEFINED 6, 7, 8    2434
QUAKER CHEM CORP COM                  EQUITY   747316107        50        2,434  SH      DEFINED    1                  2,434
QUAKER CITY BANCORP INC               EQUITY   74731K106        40        1,336  SH      DEFINED    1                  1,336
QUAKER CITY BANCORP INC               EQUITY   74731K106        36        1,222  SH      DEFINED 6, 7, 8    1222
QUAKER FABRIC CORP NEW                EQUITY   747399103        30        3,668  SH      DEFINED 6, 7, 8    3668
QUAKER FABRIC CORP.                   EQUITY   747399103        32        3,909  SH      DEFINED    1                  3,909
QUALCOMM INC                          EQUITY   747525103       121        2,390  SH      DEFINED    5       2390
QUALCOMM INC                          EQUITY   747525103     20237      400,740  SH      DEFINED 6, 7, 8  400740
QUALCOMM INC                          EQUITY   747525103     33329      659,975  SH      DEFINED    2                 659975
QUALCOMM, INC.                        EQUITY   747525103     32272      639,048  SH      DEFINED    1                639,048
QUANEX CORP                           EQUITY   747620102       122        4,306  SH      DEFINED 6, 7, 8    4306
QUANEX CORP.                          EQUITY   747620102       126        4,458  SH      DEFINED    1                  4,458
QUANTA SERVICES, INC.                 EQUITY   74762E102      1562      101,214  SH      DEFINED    1                101,214
QUANTA SVCS INC                       EQUITY   74762E102      1559      101,045  SH      DEFINED 6, 7, 8  101045
QUANTUM CORP                          EQUITY   747906204      1860      188,800  SH      DEFINED 6, 7, 8  188800
QUANTUM CORP DLT & STORAGE            EQUITY   747906204      1872      190,045  SH      DEFINED    1                190,045
Quest Diagnostics                     EQUITY   74834L100      2216       30,900  SH      DEFINED    4                 30,900
QUEST DIAGNOSTICS INC                 EQUITY   74834L100      8326      116,100  SH      DEFINED 6, 7, 8  116100
QUEST DIAGNOSTICS, INC.               EQUITY   74834L100      8454      117,888  SH      DEFINED    1                117,888
QUEST SOFTWARE INC                    EQUITY   74834T103         8          379  SH      DEFINED    1                    379
QUESTAR CORP                          EQUITY   748356102      4031      160,900  SH      DEFINED 6, 7, 8  160900
QUESTAR CORP.                         EQUITY   748356102      4072      162,548  SH      DEFINED    1                162,548
QUICKSILVER RESOURCES INC             EQUITY   74837R104        47        2,449  SH      DEFINED    1                  2,449
QUICKSILVER RESOURCES INC             EQUITY   74837R104        44        2,285  SH      DEFINED 6, 7, 8    2285
QUICKSILVER, INC.                     EQUITY   74838C106       113        6,586  SH      DEFINED    1                  6,586
QUIKSILVER INC                        EQUITY   74838C106       109        6,314  SH      DEFINED 6, 7, 8    6314
QUINTILES TRANSNATIONAL C             EQUITY   748767100         6          370  SH      DEFINED    5        370
QUINTILES TRANSNATIONAL C             EQUITY   748767100       813       50,550  SH      DEFINED 6, 7, 8   50550
QUINTILES TRANSNATIONAL CORP.         EQUITY   748767100       873       54,376  SH      DEFINED    1                 54,376
QUIXOTE CORP                          EQUITY   749056107        36        1,914  SH      DEFINED    1                  1,914
QUIXOTE CORP                          EQUITY   749056107        34        1,788  SH      DEFINED 6, 7, 8    1788
QUOVADX INC                           EQUITY   74913K106       125       13,711  SH      DEFINED 6, 7, 8   13711
QWEST COMMUNICATIONS INTL             EQUITY   749121109        73        5,200  SH      DEFINED    5       5200
QWEST COMMUNICATIONS INTL             EQUITY   749121109     10409      736,640  SH      DEFINED 6, 7, 8  736640
QWEST COMMUNICATIONS INTL.            EQUITY   749121109     16445    1,163,803  SH      DEFINED    1              1,163,803
R & B FALCON CORP.                    EQUITY   G90078109      4812      142,281  SH      DEFINED    1                142,281
R & G FINANCIAL CORP                  EQUITY   749136107        53        3,077  SH      DEFINED 6, 7, 8    3077
R G S ENERGY GROUP INC                EQUITY   74956K104       418       11,110  SH      DEFINED 6, 7, 8   11110
R H DONNELLEY CORP                    EQUITY   74955W307       261        8,991  SH      DEFINED 6, 7, 8    8991
R&G FINANCIAL CO.                     EQUITY   749136107        54        3,177  SH      DEFINED    1                  3,177
R. R. DONNELLEY AND SONS CO.          EQUITY   257867101      1542       51,938  SH      DEFINED    1                 51,938
R.H. DONNELLEY CORP.                  EQUITY   74955W307       273        9,383  SH      DEFINED    1                  9,383
R.O.C. TAIWAN FUND                    EQUITY   749651105      1625      342,000  SH      DEFINED    1                342,000
RADIAN GROUP INC                      EQUITY   750236101      6507      151,500  SH      DEFINED 6, 7, 8  151500
RADIAN GROUP INC COM                  EQUITY   750236101     90317    2,102,850  SH      Sole       3    2002750              100100
RADIAN GROUP, INC.                    EQUITY   750236101      4918      114,514  SH      DEFINED    1                114,514
RADIANT SYSTEMS INC                   EQUITY   75025N102        50        4,362  SH      DEFINED 6, 7, 8    4362
RADIANT SYSTEMS, INC.                 EQUITY   75025N102        52        4,527  SH      DEFINED    1                  4,527
RADIO ONE INC -CL D                   EQUITY   75040P405         8          463  SH      DEFINED    1                    463






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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RADIO ONE INC CL D NON VTG            EQUITY   75040P405     49298    2,737,264  SH      Sole       3    2684164               53100
RADIOSHACK CORP                       EQUITY   750438103        17          560  SH      DEFINED    5        560
RADIOSHACK CORP                       EQUITY   750438103      2282       75,830  SH      DEFINED 6, 7, 8   75830
RADIOSHACK CORP.                      EQUITY   750438103      2483       82,481  SH      DEFINED    1                 82,481
RADISYS CORP                          EQUITY   750459109        89        4,536  SH      DEFINED 6, 7, 8    4536
RADISYS CORP.                         EQUITY   750459109        96        4,908  SH      DEFINED    1                  4,908
RAILAMERICA INC                       EQUITY   750753105        94        6,525  SH      DEFINED    1                  6,525
RAILAMERICA INC                       EQUITY   750753105        90        6,232  SH      DEFINED 6, 7, 8    6232
RAILWORKS CORP                        EQUITY   750789109        73      471,100  SH      DEFINED    2                 471100
RAINBOW TECHNOLOGIES INC              EQUITY   750862104        58        7,787  SH      DEFINED    1                  7,787
RAINBOW TECHNOLOGIES INC              EQUITY   750862104        54        7,347  SH      DEFINED 6, 7, 8    7347
RALCORP HLDGS INC NEW                 EQUITY   751028101       218        9,610  SH      DEFINED 6, 7, 8    9610
RALCORP HOLDINGS, INC.                EQUITY   751028101       227       10,018  SH      DEFINED    1                 10,018
RAMBUS INC DEL                        EQUITY   750917106       189       23,709  SH      DEFINED 6, 7, 8   23709
RAMBUS INC.                           EQUITY   750917106       198       24,825  SH      DEFINED    1                 24,825
RANGE RES CORP                        EQUITY   75281A109        71       15,496  SH      DEFINED 6, 7, 8   15496
RANGE RESOURCES CORP                  EQUITY   75281A109        73       16,074  SH      DEFINED    1                 16,074
RARE HOSPITALITY INTERNATIONAL        EQUITY   753820109       147        6,506  SH      DEFINED    1                  6,506
RARE HOSPITALITY INTL INC             EQUITY   753820109       139        6,161  SH      DEFINED 6, 7, 8    6161
RATIONAL SOFTWARE CORP                EQUITY   75409P202      4689      240,440  SH      DEFINED 6, 7, 8  240440
RATIONALE SOFTWARE CORP               EQUITY   75409P202      4740      243,057  SH      DEFINED    1                243,057
RAYMOND JAMES FINANCIAL I             EQUITY   754730109       425       11,977  SH      DEFINED 6, 7, 8   11977
RAYMOND JAMES FINANCIAL, INC.         EQUITY   754730109       445       12,525  SH      DEFINED    1                 12,525
RAYONIER INC                          EQUITY   754907103      4422       87,624  SH      DEFINED 6, 7, 8   87624
RAYONIER, INC.                        EQUITY   754907103      4440       87,969  SH      DEFINED    1                 87,969
RAYOVAC CORP                          EQUITY   755081106       104        5,920  SH      DEFINED 6, 7, 8    5920
RAYOVAC CORP.                         EQUITY   755081106       108        6,148  SH      DEFINED    1                  6,148
RAYTHEON CO                           EQUITY   755111507        40        1,220  SH      DEFINED    5       1220
RAYTHEON CO                           EQUITY   755111507      5366      165,270  SH      DEFINED 6, 7, 8  165270
RAYTHEON CO.                          EQUITY   755111507      6721      206,994  SH      DEFINED    1                206,994
RCN CORP                              EQUITY   749361101        31       10,422  SH      DEFINED 6, 7, 8   10422
RCN CORP.                             EQUITY   749361101        32       10,940  SH      DEFINED    1                 10,940
READERS DIGEST ASSN INC               EQUITY   755267101      3947      171,000  SH      DEFINED 6, 7, 8  171000
READER'S DIGEST ASSOC., INC. CLASS A  EQUITY   755267101      2824      122,365  SH      DEFINED    1                122,365
READ-RITE CORP                        EQUITY   755246105       226       34,205  SH      DEFINED 6, 7, 8   34205
READ-RITE CORP.                       EQUITY   755246105       236       35,735  SH      DEFINED    1                 35,735
REAL NETWORKS INC                     EQUITY   75605L104      1461      246,000  SH      DEFINED    2                 246000
REALNETWORKS, INC.                    EQUITY   75605L104         6        1,004  SH      DEFINED    1                  1,004
REALTY INCOME CORP                    EQUITY   756109104       307       10,433  SH      DEFINED 6, 7, 8   10433
REALTY INCOME CORP COM                EQUITY   756109104      3869      131,600  SH      Sole       3     131600
REALTY INCOME CORP.                   EQUITY   756109104       320       10,889  SH      DEFINED    1                 10,889
RECKSON ASSOC REALTY CORP.            EQUITY   75621K106       284       12,170  SH      DEFINED    1                 12,170
RECKSON ASSOC REALTY CORP-B           EQUITY   75621K304      8849      346,900  SH      DEFINED    1                346,900
RECKSON ASSOCS RLTY CL B              EQUITY   75621K304      3390      132,900  SH      Sole       3     132900
RECKSON ASSOCS RLTY COM               EQUITY   75621K106     21823      934,200  SH      Sole       3     800000              134200
RECKSON ASSOCS RLTY CORP              EQUITY   75621K106       272       11,649  SH      DEFINED 6, 7, 8   11649
RECOTON CORP                          EQUITY   756268108        42        3,091  SH      DEFINED 6, 7, 8    3091
RECOTON CORP.                         EQUITY   756268108        44        3,263  SH      DEFINED    1                  3,263
RED HAT INC                           EQUITY   756577102        56        7,832  SH      DEFINED 6, 7, 8    7832
RED HAT, INC.                         EQUITY   756577102        60        8,458  SH      DEFINED    1                  8,458






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
REDBACK NETWORKS INC                  EQUITY   757209101         6        1,476  SH      DEFINED    1                  1,476
REDWOOD TR INC                        EQUITY   758075402        49        2,035  SH      DEFINED 6, 7, 8    2035
REDWOOD TRUST, INC.                   EQUITY   758075402        49        2,035  SH      DEFINED    1                  2,035
Reebok International                  EQUITY   758110100       530       20,000  SH      DEFINED    4                 20,000
REEBOK INTERNATIONAL, LTD.            EQUITY   758110100       706       26,638  SH      DEFINED    1                 26,638
REEBOK INTL LTD                       EQUITY   758110100         5          180  SH      DEFINED    5        180
REEBOK INTL LTD                       EQUITY   758110100       719       27,145  SH      DEFINED 6, 7, 8   27145
REGAL BELOIT CORP                     EQUITY   758750103       134        6,133  SH      DEFINED 6, 7, 8    6133
REGAL-BELOIT CORP.                    EQUITY   758750103       139        6,369  SH      DEFINED    1                  6,369
REGENCY CENTERS CORPORATION           EQUITY   758849103       217        7,833  SH      DEFINED    1                  7,833
REGENCY CTRS CORP                     EQUITY   758849103       207        7,463  SH      DEFINED 6, 7, 8    7463
REGENCY CTRS CORP COM                 EQUITY   758849103     14655      528,100  SH      Sole       3     474200               53900
REGENERATION TECH INC DEL             EQUITY   75886N100        40        3,909  SH      DEFINED 6, 7, 8    3909
REGENERATION TECHNOLOGIES             EQUITY   75886N100        42        4,159  SH      DEFINED    1                  4,159
REGENERON PHARMACEUTICALS             EQUITY   75886F107       212        7,512  SH      DEFINED 6, 7, 8    7512
REGENERON PHARMACEUTICALS INC.        EQUITY   75886F107       221        7,861  SH      DEFINED    1                  7,861
REGENT COMMUNICATIONS INC             EQUITY   758865109        37        5,524  SH      DEFINED 6, 7, 8    5524
REGENT COMMUNICATIONS, INC            EQUITY   758865109        38        5,692  SH      DEFINED    1                  5,692
REGIONS FINANCIAL CORP.               EQUITY   758940100      3093      103,319  SH      DEFINED    1                103,319
REGIONS FINL CORP                     EQUITY   758940100        21          710  SH      DEFINED    5        710
REGIONS FINL CORP                     EQUITY   758940100      2890       96,190  SH      DEFINED 6, 7, 8   96190
REGIS CORP MINN                       EQUITY   758932107       454       17,598  SH      DEFINED 6, 7, 8   17598
REGIS CORP.                           EQUITY   758932107       308       11,934  SH      DEFINED    1                 11,934
REGISTER COM INC                      EQUITY   75914G101        65        5,683  SH      DEFINED 6, 7, 8    5683
REGISTER.COM                          EQUITY   75914G101        69        5,970  SH      DEFINED    1                  5,970
REHAB CARE GROUP                      EQUITY   759148109       140        4,737  SH      DEFINED    1                  4,737
REHABCARE GROUP INC                   EQUITY   759148109       229        7,728  SH      DEFINED 6, 7, 8    7728
REINSURANCE GROUP OF                  EQUITY   759351109         3           85  SH      DEFINED    1                     85
RELIANCE STEEL & ALUMINIUM CO.        EQUITY   759509102       209        7,964  SH      DEFINED    1                  7,964
RELIANCE STEEL & ALUMINUM             EQUITY   759509102       396       15,085  SH      DEFINED 6, 7, 8   15085
RELIANT ENERGY INC                    EQUITY   75952J108        25          930  SH      DEFINED    5        930
RELIANT ENERGY INC                    EQUITY   75952J108      3741      141,080  SH      DEFINED 6, 7, 8  141080
RELIANT ENERGY, INC.                  EQUITY   75952J108      3927      148,095  SH      DEFINED    1                148,095
RELIANT RESOURCES INC                 EQUITY   75952B105         7          415  SH      DEFINED    1                    415
REMEC INC                             EQUITY   759543101       144       14,419  SH      DEFINED 6, 7, 8   14419
REMEC, INC.                           EQUITY   759543101       150       15,007  SH      DEFINED    1                 15,007
REMINGTON OIL & GAS CORP              EQUITY   759594302        90        5,192  SH      DEFINED    1                  5,192
REMINGTON OIL & GAS CORP              EQUITY   759594302        84        4,829  SH      DEFINED 6, 7, 8    4829
RENAISSANCE LEARNING INC              EQUITY   75968L105        68        2,231  SH      DEFINED 6, 7, 8    2231
RENAISSANCE LEARNING, INC.            EQUITY   75968L105        71        2,341  SH      DEFINED    1                  2,341
Renaissancere                         CORPBOND 759936AC1      4327    5,000,000  PRN     DEFINED    4              5,000,000
RENAL CARE GROUP INC                  EQUITY   759930100       446       13,909  SH      DEFINED 6, 7, 8   13909
RENAL CARE GROUP, INC.                EQUITY   759930100       468       14,582  SH      DEFINED    1                 14,582
RENT A CTR INC NEW                    EQUITY   76009N100        70        2,075  SH      DEFINED 6, 7, 8    2075
RENT WAY INC                          EQUITY   76009U104        47        7,779  SH      DEFINED 6, 7, 8    7779
RENT-A-CENTER INC                     EQUITY   76009N100        72        2,145  SH      DEFINED    1                  2,145
RENT-WAY, INC.                        EQUITY   76009U104        49        8,178  SH      DEFINED    1                  8,178
REPSOL S A SPONSORED ADR              EQUITY   76026T205       153       10,500  SH      DEFINED    1                 10,500
REPSOL YPF S A                        EQUITY   76026T205       153       10,500  SH      DEFINED 6, 7, 8   10500
REPUBLIC BANCORP INC                  EQUITY   760282103       217       15,665  SH      DEFINED 6, 7, 8   15665






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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REPUBLIC BANCORP KY                   EQUITY   760281204        31        2,297  SH      DEFINED 6, 7, 8    2297
REPUBLIC BANCORP, INC.                EQUITY   760281204       259       18,792  SH      DEFINED    1                 18,792
REPUBLIC BANCSHARES INC               EQUITY   759929102        20        1,534  SH      DEFINED 6, 7, 8    1534
REPUBLIC BANCSHARES, INC.             EQUITY   759929102        20        1,534  SH      DEFINED    1                  1,534
REPUBLIC SERVICES IN                  EQUITY   760759100      4131      206,851  SH      DEFINED    1                206,851
REPUBLIC SVCS INC                     EQUITY   760759100      4104      205,500  SH      DEFINED 6, 7, 8  205500
REPUBLIC SVCS INC                     EQUITY   760759100      8210      411,100  SH      DEFINED    2                 411100
RESEARCH FRONTIERS                    EQUITY   760911107        50        2,976  SH      DEFINED    1                  2,976
RESEARCH FRONTIERS INC                EQUITY   760911107        47        2,807  SH      DEFINED 6, 7, 8    2807
RESMED INC                            EQUITY   761152107        24          444  SH      DEFINED    1                    444
RESORTQUEST INTL INC                  EQUITY   761183102        26        5,362  SH      DEFINED    1                  5,362
RESORTQUEST INTL INC                  EQUITY   761183102        69       14,400  SH      DEFINED 6, 7, 8   14400
RESOURCE AMERICA INC                  EQUITY   761195205        46        4,940  SH      DEFINED 6, 7, 8    4940
RESOURCE AMERICA, INC.                EQUITY   761195205        49        5,221  SH      DEFINED    1                  5,221
RESOURCES CONNECTION INC              EQUITY   76122Q105        52        1,973  SH      DEFINED    1                  1,973
RESOURCES CONNECTION INC              EQUITY   76122Q105        51        1,925  SH      DEFINED 6, 7, 8    1925
RESPIRONICS INC                       EQUITY   761230101       303        8,748  SH      DEFINED 6, 7, 8    8748
RESPIRONICS INC.                      EQUITY   761230101       318        9,170  SH      DEFINED    1                  9,170
RETEK INC                             EQUITY   76128Q109      2095       70,130  SH      DEFINED 6, 7, 8   70130
RETEK INC                             EQUITY   76128Q109      4821      161,400  SH      DEFINED    2                 161400
RETEK INC COM                         EQUITY   76128Q109     26474      886,323  SH      Sole       3     870823               15500
RETEK INC.                            EQUITY   76128Q109      1870       62,616  SH      DEFINED    1                 62,616
REVLON INC                            EQUITY   761525500        16        2,360  SH      DEFINED 6, 7, 8    2360
REVLON, INC.-CL A                     EQUITY   761525500        16        2,360  SH      DEFINED    1                  2,360
REYNOLDS & REYNOLDS CO                EQUITY   761695105      2112       87,100  SH      DEFINED 6, 7, 8   87100
REYNOLDS AND REYNOLDS CO., CLASS A    EQUITY   761695105      2122       87,502  SH      DEFINED    1                 87,502
REYNOLDS R J TOB HLDGS IN             EQUITY   76182K105      6840      121,500  SH      DEFINED 6, 7, 8  121500
RF MICRO DEVICES INC                  EQUITY   749941100      4009      208,456  SH      DEFINED    1                208,456
RF MICRODEVICES INC                   EQUITY   749941100      3976      206,750  SH      DEFINED 6, 7, 8  206750
RF MONOLITHICS INC                    EQUITY   74955F106        16   4973        SH      DEFINED  6, 7      4973
RF MONOLITHICS INC COM(OXFORD PTNRS L EQUITY   74955F106        16        4,973  SH      DEFINED    1                  4,973
RFS HOTEL INVESTORS, INC.             EQUITY   74955J108        95        8,345  SH      DEFINED    1                  8,345
RFS HOTEL INVS INC                    EQUITY   74955J108        92        8,112  SH      DEFINED 6, 7, 8    8112
RGS ENERGY GROUP, INC.                EQUITY   74956K104       436       11,588  SH      DEFINED    1                 11,588
RIBOZYME PHARMACEUTICALS              EQUITY   762567105        15        3,331  SH      DEFINED 6, 7, 8    3331
RIBOZYME PHARMACEUTICALS INC          EQUITY   762567105        16        3,547  SH      DEFINED    1                  3,547
RICHARDSON ELEC LTD                   EQUITY   763165107        19        1,562  SH      DEFINED    1                  1,562
RICHARDSON ELECTRS LTD                EQUITY   763165107        19        1,562  SH      DEFINED 6, 7, 8    1562
RIGEL PHARMACEUTICALS INC             EQUITY   766559108        37        7,953  SH      DEFINED    1                  7,953
RIGEL PHARMACEUTICALS INC             EQUITY   766559108        35        7,599  SH      DEFINED 6, 7, 8    7599
RIGGS NATIONAL CORP.                  EQUITY   766570105        60        4,324  SH      DEFINED    1                  4,324
RIGGS NATL CORP WASH DC               EQUITY   766570105        57        4,087  SH      DEFINED 6, 7, 8    4087
RIGHT MANAGEMENT CONSULTANTS          EQUITY   766573109        50        2,909  SH      DEFINED    1                  2,909
RIGHT MGMT CONSULTANTS IN             EQUITY   766573109        47        2,730  SH      DEFINED 6, 7, 8    2730
RIGHTCHOICE MANAGED CARE              EQUITY   76657T102        88        1,261  SH      DEFINED    1                  1,261
RIGHTCHOICE MANAGED CARE              EQUITY   76657T102        82        1,168  SH      DEFINED 6, 7, 8    1168
RITE AID CORP                         EQUITY   767754104        24        4,703  SH      DEFINED    1                  4,703
RIVERSTONE NETWORKS COM               EQUITY   769320102     47876    2,884,118  SH      Sole       3    2833148               50970
RIVERSTONE NETWORKS INC               EQUITY   769320102        25        1,515  SH      DEFINED    1                  1,515
RIVERSTONE NETWORKS INC               EQUITY   769320102      2158      130,000  SH      DEFINED    2                 130000






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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RIVIANA FOODS                         EQUITY   769536103        34        1,943  SH      DEFINED    1                  1,943
RIVIANA FOODS INC                     EQUITY   769536103        33        1,843  SH      DEFINED 6, 7, 8    1843
RIVIERA HOLDINGS CORP                 EQUITY   769627100      2120      500,000  SH      DEFINED    1                500,000
RJ Reynolds                           EQUITY   76182K105       282        5,000  SH      DEFINED    4                  5,000
RJ REYNOLDS TOBACCO HOLDINGS          EQUITY   76182K105     17321      307,661  SH      DEFINED    1                307,661
RLI CORP                              EQUITY   749607107        96        2,126  SH      DEFINED 6, 7, 8    2126
RLI CORP.                             EQUITY   749607107       100        2,232  SH      DEFINED    1                  2,232
ROADWAY CORP                          EQUITY   769742107       140        3,804  SH      DEFINED 6, 7, 8    3804
ROADWAY CORP.                         EQUITY   769742107       147        4,010  SH      DEFINED    1                  4,010
ROANOKE ELEC STL CORP                 EQUITY   769841107        48        3,507  SH      DEFINED 6, 7, 8    3507
ROANOKE ELECTRIC STEEL CORP           EQUITY   769841107        51        3,680  SH      DEFINED    1                  3,680
ROBBINS & MYERS INC                   EQUITY   770196103        59        2,524  SH      DEFINED 6, 7, 8    2524
ROBBINS & MYERS, INC.                 EQUITY   770196103        62        2,635  SH      DEFINED    1                  2,635
ROBERT HALF INTERNATIONAL INC.        EQUITY   770323103      2147       80,413  SH      DEFINED    1                 80,413
ROBERT HALF INTL INC                  EQUITY   770323103        15          550  SH      DEFINED    5        550
ROBERT HALF INTL INC                  EQUITY   770323103      1981       74,190  SH      DEFINED 6, 7, 8   74190
ROCK-TENN CO                          EQUITY   772739207        54        3,739  SH      DEFINED 6, 7, 8    3739
ROCK-TENN CO., CLASS A                EQUITY   772739207        55        3,839  SH      DEFINED    1                  3,839
ROCKWELL COLLINS INC                  EQUITY   774341101        11          570  SH      DEFINED    5        570
ROCKWELL COLLINS INC                  EQUITY   774341101      1515       77,670  SH      DEFINED 6, 7, 8   77670
ROCKWELL INTERNATIONAL CORP.          EQUITY   773903109      2863      160,327  SH      DEFINED    1                160,327
ROCKWELL INTL CORP NEW                EQUITY   773903109        10          570  SH      DEFINED    5        570
ROCKWELL INTL CORP NEW                EQUITY   773903109      2763      154,710  SH      DEFINED 6, 7, 8  154710
ROGERS CORP                           EQUITY   775133101       136        4,489  SH      DEFINED 6, 7, 8    4489
ROGERS CORP.                          EQUITY   775133101       142        4,674  SH      DEFINED    1                  4,674
ROHM & HAAS CO                        EQUITY   775371107        24          690  SH      DEFINED    5        690
ROHM & HAAS CO                        EQUITY   775371107      3229       93,230  SH      DEFINED 6, 7, 8   93230
ROHM + HAAS CO                        EQUITY   775371107      5123      147,937  SH      DEFINED    2                 147937
ROHM AND HAAS CO.                     EQUITY   775371107      3450       99,632  SH      DEFINED    1                 99,632
ROHN INDS INC                         EQUITY   775381106        10        4,837  SH      DEFINED 6, 7, 8    4837
ROHN INDUSTRIES, INC.                 EQUITY   775381106        11        5,240  SH      DEFINED    1                  5,240
ROLLINS INC                           EQUITY   775711104       815       40,742  SH      DEFINED 6, 7, 8   40742
ROLLINS, INC.                         EQUITY   775711104       818       40,911  SH      DEFINED    1                 40,911
ROPER INDS INC NEW                    EQUITY   776696106       662       13,378  SH      DEFINED 6, 7, 8   13378
ROPER INDS INC NEW COM                EQUITY   776696106     31303      632,382  SH      Sole       3     621582               10800
ROPER INDUSTRIES, INC.                EQUITY   776696106       444        8,977  SH      DEFINED    1                  8,977
ROSLYN BANCORP INC                    EQUITY   778162107      1871      106,900  SH      DEFINED 6, 7, 8  106900
ROSLYN BANCORP, INC.                  EQUITY   778162107      1883      107,600  SH      DEFINED    1                107,600
ROSS STORES INC                       EQUITY   778296103      3279      102,200  SH      DEFINED 6, 7, 8  102200
ROSS STORES INC                       EQUITY   778296103      4680      145,900  SH      DEFINED    2                 145900
ROSS STORES, INC.                     EQUITY   778296103      3298      102,817  SH      DEFINED    1                102,817
ROUSE CO                              EQUITY   779273101        14          474  SH      DEFINED    1                    474
ROWAN COMPANIES, INC.                 EQUITY   779382100      1232       63,626  SH      DEFINED    1                 63,626
ROWAN COS INC                         EQUITY   779382100         6          290  SH      DEFINED    5        290
ROWAN COS INC                         EQUITY   779382100      1166       60,200  SH      DEFINED 6, 7, 8   60200
ROXIO INC                             EQUITY   780008108        86        5,223  SH      DEFINED    1                  5,223
ROXIO INC                             EQUITY   780008108        82        4,969  SH      DEFINED 6, 7, 8    4969
Royal & Sun Alliance                  CORPBOND 78004VAB9      8041    7,564,000  PRN     DEFINED    4              7,564,000
ROYAL BANCSHARES OF PENN-A            EQUITY   780081105        23        1,153  SH      DEFINED    1                  1,153






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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ROYAL BANCSHARES PA INC               EQUITY   780081105        23        1,153  SH      DEFINED 6, 7, 8    1153
Royal Caribbean                       CORPBOND 780153AG7      1407    2,000,000  PRN     DEFINED    4              2,000,000
Royal Caribbean                       CORPBOND 780153AH5      1069    1,375,000  PRN     DEFINED    4              1,375,000
Royal Caribbean                       CORPBOND 780153AL6      2723    3,500,000  PRN     DEFINED    4              3,500,000
ROYAL CARIBBEAN CRUISES LTD           EQUITY   V7780T103        11          685  SH      DEFINED    2                    685
ROYAL CARIBBEAN CRUISES LTD           EQUITY   V7780T103      2158      133,200  SH      DEFINED    2                 133200
ROYAL DUTCH PETE CO                   EQUITY   780257804       325        6,640  SH      DEFINED    5       6640
ROYAL DUTCH PETE CO                   EQUITY   780257804     45004      918,080  SH      DEFINED 6, 7, 8  918080
ROYAL DUTCH PETE CO                   EQUITY   780257804      1000       20,392  SH      DEFINED 6, 7, 8   20392
ROYAL DUTCH PETROLEUM CO. NY REG SH P EQUITY   780257804     48455      988,470  SH      DEFINED    1                988,470
RPC                                   EQUITY   749660106        56        3,182  SH      DEFINED    1                  3,182
RPC INC                               EQUITY   749660106        54        3,082  SH      DEFINED 6, 7, 8    3082
RPM INC OHIO                          EQUITY   749685103      2264      156,581  SH      DEFINED 6, 7, 8  156581
RPM INC OHIO COM                      EQUITY   749685103     16927    1,170,577  SH      Sole       3    1151477               19100
RPM, INC.                             EQUITY   749685103      2287      158,193  SH      DEFINED    1                158,193
RSA SEC INC                           EQUITY   749719100      1191       68,200  SH      DEFINED 6, 7, 8   68200
RSA SECURITY INC.                     EQUITY   749719100      1200       68,707  SH      DEFINED    1                 68,707
RTI INTERNATIONAL METALS, INC.        EQUITY   74973W107        69        6,920  SH      DEFINED    1                  6,920
RTI INTL METALS INC                   EQUITY   74973W107        67        6,717  SH      DEFINED 6, 7, 8    6717
RUBY TUESDAY INC                      EQUITY   781182100       376       18,250  SH      DEFINED 6, 7, 8   18250
RUBY TUESDAY, INC.                    EQUITY   781182100       397       19,256  SH      DEFINED    1                 19,256
RUDDICK CORP                          EQUITY   781258108      1055       65,953  SH      DEFINED 6, 7, 8   65953
RUDDICK CORP.                         EQUITY   781258108      1061       66,348  SH      DEFINED    1                 66,348
RUDOLPH TECHNOLOGIES INC              EQUITY   781270103        94        2,746  SH      DEFINED 6, 7, 8    2746
RUDOLPH TECHNOLOGIES INC              EQUITY   781270103      5007      145,900  SH      DEFINED    2                 145900
RUDOLPH TECHNOLOGIES INC.             EQUITY   781270103        98        2,849  SH      DEFINED    1                  2,849
RURAL CELLULAR                        EQUITY   781904107      4638       56,314  SH      DEFINED    1                  2,161
RURAL CELLULAR CORP                   EQUITY   781904107        45        2,001  SH      DEFINED 6, 7, 8    2001
RUSS BERRIE & CO                      EQUITY   782233100        89        2,962  SH      DEFINED 6, 7, 8    2962
RUSS BERRIE AND CO., INC.             EQUITY   782233100        93        3,103  SH      DEFINED    1                  3,103
RUSSELL CORP                          EQUITY   782352108       112        7,471  SH      DEFINED 6, 7, 8    7471
RUSSELL CORP.                         EQUITY   782352108       118        7,874  SH      DEFINED    1                  7,874
RYANS FAMILY STEAK HOUSE              EQUITY   783519101       212        9,782  SH      DEFINED 6, 7, 8    9782
RYAN'S FAMILY STEAK HOUSES            EQUITY   783519101       220       10,180  SH      DEFINED    1                 10,180
RYDER SYS INC                         EQUITY   783549108         4          190  SH      DEFINED    5        190
RYDER SYS INC                         EQUITY   783549108       944       42,638  SH      DEFINED 6, 7, 8   42638
RYDER SYSTEM, INC.                    EQUITY   783549108       995       44,929  SH      DEFINED    1                 44,929
RYERSON TULL INC NEW                  EQUITY   78375P107        79        7,170  SH      DEFINED 6, 7, 8    7170
RYERSON TULL, INC.                    EQUITY   78375P107        84        7,676  SH      DEFINED    1                  7,676
RYLAND GROUP                          EQUITY   783764103       331        4,522  SH      DEFINED    1                  4,522
RYLAND GROUP INC                      EQUITY   783764103       317        4,332  SH      DEFINED 6, 7, 8    4332
RYLAND GROUP INC COM                  EQUITY   783764103     21894      299,100  SH      Sole       3     299100
S & P 500 FUTURE                      EQUITY   84749R100        44        1,603  SH      DEFINED    1                  1,603
S & T BANCORP INC                     EQUITY   783859101       181        7,441  SH      DEFINED 6, 7, 8    7441
S J W CORP COM                        EQUITY   784305104        60          699  SH      DEFINED    1                    699
S Y BANCORP INC                       EQUITY   785060104        53        1,590  SH      DEFINED 6, 7, 8    1590
S&T BANCORP, INC.                     EQUITY   783859101       190        7,828  SH      DEFINED    1                  7,828
S.Y. BANCORP INC                      EQUITY   785060104        56        1,679  SH      DEFINED    1                  1,679
S1 CORPORATION                        EQUITY   78463B101       303       18,706  SH      DEFINED    1                 18,706
S1 CORPORATION                        EQUITY   78463B101       290       17,898  SH      DEFINED 6, 7, 8   17898






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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SABA SOFTWARE INC                     EQUITY   784932105        40        7,712  SH      DEFINED    1                  7,712
SABA SOFTWARE INC                     EQUITY   784932105       196       37,499  SH      DEFINED 6, 7, 8   37499
SABRE HLDGS CORP                      EQUITY   785905100        18          420  SH      DEFINED    5        420
SABRE HLDGS CORP                      EQUITY   785905100      4016       94,833  SH      DEFINED 6, 7, 8   94833
SABRE HOLDINGS CORP.                  EQUITY   785905100      3332       78,685  SH      DEFINED    1                 78,685
Safeco Capital I                      CORPBOND 786427AC8      6744    7,500,000  PRN     DEFINED    4              7,500,000
SAFECO CORP                           EQUITY   786429100        12          400  SH      DEFINED    5        400
SAFECO CORP                           EQUITY   786429100      1683       54,030  SH      DEFINED 6, 7, 8   54030
SAFECO CORP.                          EQUITY   786429100      1807       58,022  SH      DEFINED    1                 58,022
SAFEGUARD SCIENTIFICS INC             EQUITY   786449108       132       37,789  SH      DEFINED 6, 7, 8   37789
SAFEGUARD SCIENTIFICS, INC.           EQUITY   786449108       140       39,872  SH      DEFINED    1                 39,872
SAFENET INC                           EQUITY   78645R107        77        4,078  SH      DEFINED 6, 7, 8    4078
SAFEWAY INC                           EQUITY   786514208     27522      659,204  SH      DEFINED    1                659,204
SAFEWAY INC                           EQUITY   786514208        66        1,570  SH      DEFINED    5       1570
SAFEWAY INC                           EQUITY   786514208     12703      304,260  SH      DEFINED 6, 7, 8  304260
SAGA COMMUNICATIONS                   EQUITY   786598102        58        2,804  SH      DEFINED 6, 7, 8    2804
SAGA COMMUNICATIONS, INC. CLASS A     EQUITY   786598102        61        2,931  SH      DEFINED    1                  2,931
SAGE INC                              EQUITY   786632109       123        3,323  SH      DEFINED 6, 7, 8    3323
SAGE INC.                             EQUITY   786632109       131        3,525  SH      DEFINED    1                  3,525
SAKS INC                              EQUITY   79377W108      1612      172,600  SH      DEFINED 6, 7, 8  172600
SAKS INC.                             EQUITY   79377W108      1622      173,650  SH      DEFINED    1                173,650
SALEM COMMUNICATION- CLASS A          EQUITY   794093104        62        2,698  SH      DEFINED    1                  2,698
SALEM COMMUNICATIONS CORP             EQUITY   794093104        58        2,532  SH      DEFINED 6, 7, 8    2532
SALIX PHARMACEUTICALS ORD             EQUITY   795435106      6381      315,100  SH      Sole       3     315100
SALTON INC                            EQUITY   795757103        35        1,866  SH      DEFINED 6, 7, 8    1866
SALTON, INC.                          EQUITY   795757103        38        1,995  SH      DEFINED    1                  1,995
SAN PAOLO-IMI S P A                   EQUITY   799175104        80        3,660  SH      DEFINED 6, 7, 8    3660
SAN PAOLO-IMI SPA SPONSORED ADR       EQUITY   799175104        80        3,660  SH      DEFINED    1                  3,660
SANCHEZ COMPUTER ASSOCIATES           EQUITY   799702105        34        3,941  SH      DEFINED    1                  3,941
SANCHEZ COMPUTER ASSOCS I             EQUITY   799702105        33        3,830  SH      DEFINED 6, 7, 8    3830
SANDERSON FARMS INC                   EQUITY   800013104        32        1,519  SH      DEFINED 6, 7, 8    1519
SANDERSON FARMS, INC.                 EQUITY   800013104        32        1,519  SH      DEFINED    1                  1,519
SANDISK CORP                          EQUITY   80004C101      1222       84,850  SH      DEFINED 6, 7, 8   84850
SANDISK CORP.                         EQUITY   80004C101      1204       83,622  SH      DEFINED    1                 83,622
SANDY SPRING BANCORP INC              EQUITY   800363103       140        4,409  SH      DEFINED 6, 7, 8    4409
SANDY SPRING BANCORP, INC.            EQUITY   800363103       146        4,581  SH      DEFINED    1                  4,581
SANGAMO BIOSCIENCES INC               EQUITY   800677106        31        3,321  SH      DEFINED    1                  3,321
SANGAMO BIOSCIENCES INC               EQUITY   800677106        29        3,115  SH      DEFINED 6, 7, 8    3115
SANGSTAT MED CORP                     EQUITY   801003104       104        5,305  SH      DEFINED 6, 7, 8    5305
SANGSTAT MEDICAL CORP.                EQUITY   801003104       109        5,565  SH      DEFINED    1                  5,565
SANMINA - SCI CORP                    EQUITY   800907107      5000      251,262  SH      DEFINED    1                251,262
SANMINA SCI CORP                      EQUITY   800907107        32        1,630  SH      DEFINED    5       1630
SANMINA SCI CORP                      EQUITY   800907107      4631      232,700  SH      DEFINED 6, 7, 8  232700
SANTANDER BANCORP                     EQUITY   802809103        54        2,758  SH      DEFINED    1                  2,758
SANTANDER BANCORP                     EQUITY   802809103        50        2,552  SH      DEFINED 6, 7, 8    2552
SANYO ELEC LTD                        EQUITY   803038306        82        3,400  SH      DEFINED 6, 7, 8    3400
SANYO ELECTRIC CO JPY50               EQUITY   803038306        82        3,400  SH      DEFINED    1                  3,400
SAPIENT CORP                          EQUITY   803062108         3          400  SH      DEFINED    5        400
SAPIENT CORP                          EQUITY   803062108       589       76,328  SH      DEFINED 6, 7, 8   76328
SAPIENT CORP.                         EQUITY   803062108       620       80,355  SH      DEFINED    1                 80,355






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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SARA LEE CORP                         EQUITY   803111103        54        2,450  SH      DEFINED    5       2450
SARA LEE CORP                         EQUITY   803111103      9253      416,220  SH      DEFINED 6, 7, 8  416220
SARA LEE CORP.                        EQUITY   803111103      9671      435,027  SH      DEFINED    1                435,027
SATCON TECHNOLOGY CORP                EQUITY   803893106        15        2,877  SH      DEFINED 6, 7, 8    2877
SATCON TECHNOLOGY GROUP               EQUITY   803893106        16        3,071  SH      DEFINED    1                  3,071
SAUER-DANFOSS INC                     EQUITY   804137107        26        3,228  SH      DEFINED 6, 7, 8    3228
SAUER-DANFOSS INC.                    EQUITY   804137107        27        3,396  SH      DEFINED    1                  3,396
SAUL CENTERS, INC.                    EQUITY   804395101        77        3,604  SH      DEFINED    1                  3,604
SAUL CTRS INC                         EQUITY   804395101        71        3,332  SH      DEFINED 6, 7, 8    3332
SBA COMMUNICATIONS CORP               EQUITY   78388J106       145       11,125  SH      DEFINED 6, 7, 8   11125
SBA COMMUNICATIONS CORPORATION        EQUITY   78388J106       151       11,631  SH      DEFINED    1                 11,631
SBA COMMUNICATIONS CRP COM            EQUITY   78388J106     58255    4,474,308  SH      Sole       3    4401708               72600
SBC COMMUNICATIONS INC                EQUITY   78387G103       412       10,510  SH      DEFINED    5      10510
SBC COMMUNICATIONS INC                EQUITY   78387G103     68423    1,746,826  SH      DEFINED 6, 7, 8 1746826
SBC COMMUNICATIONS INC                EQUITY   78387G103      7723      197,178  SH      DEFINED    2                 197178
SBC COMMUNICATIONS, INC.              EQUITY   78387G103     84150    2,148,328  SH      DEFINED    1              2,148,328
SBS TECHNOLOGIES INC                  EQUITY   78387P103        67        4,571  SH      DEFINED    1                  4,571
SBS TECHNOLOGIES INC                  EQUITY   78387P103        63        4,355  SH      DEFINED 6, 7, 8    4355
SCANA CORP                            EQUITY   80589M102      3568      128,203  SH      DEFINED    1                128,203
SCANA CORP NEW                        EQUITY   80589M102      3543      127,300  SH      DEFINED 6, 7, 8  127300
SCANSOURCE INC                        EQUITY   806037107        82        1,725  SH      DEFINED    1                  1,725
SCANSOURCE INC                        EQUITY   806037107        78        1,639  SH      DEFINED 6, 7, 8    1639
SCHAWK INC                            EQUITY   806373106        28        2,545  SH      DEFINED 6, 7, 8    2545
SCHAWK, INC.                          EQUITY   806373106        28        2,545  SH      DEFINED    1                  2,545
SCHEIN HENRY INC                      EQUITY   806407102      1922       51,900  SH      DEFINED 6, 7, 8   51900
SCHERING PLOUGH CORP                  EQUITY   806605101        27          750  SH      DEFINED    2                    750
SCHERING PLOUGH CORP                  EQUITY   806605101       164        4,580  SH      DEFINED    5       4580
SCHERING PLOUGH CORP                  EQUITY   806605101     26625      743,510  SH      DEFINED 6, 7, 8  743510
SCHERING PLOUGH CORP                  EQUITY   806605101     10815      302,000  SH      DEFINED    2                 302000
SCHERING-PLOUGH CORP.                 EQUITY   806605101     37257    1,040,398  SH      DEFINED    1              1,040,398
SCHLUMBERGER                          EQUITY   806857108       118        2,150  SH      DEFINED    2                   2150
SCHLUMBERGER LTD                      EQUITY   806857108        99        1,800  SH      DEFINED    5       1800
SCHLUMBERGER LTD                      EQUITY   806857108     15034      273,590  SH      DEFINED 6, 7, 8  273590
SCHLUMBERGER, LTD.                    EQUITY   806857108     15779      287,151  SH      DEFINED    1                287,151
SCHOLASTIC CORP                       EQUITY   807066105      2579       51,238  SH      DEFINED 6, 7, 8   51238
SCHOLASTIC CORP.                      EQUITY   807066105      2597       51,602  SH      DEFINED    1                 51,602
SCHOOL SPECIALTY INC                  EQUITY   807863105       215        9,395  SH      DEFINED 6, 7, 8    9395
SCHOOL SPECIALTY, INC.                EQUITY   807863105       114        4,975  SH      DEFINED    1                  4,975
SCHULER HOMES INC                     EQUITY   808188106       192        9,656  SH      DEFINED 6, 7, 8    9656
SCHULER HOMES INC COM                 EQUITY   808188106       201       10,107  SH      DEFINED    1                 10,107
SCHULMAN A INC                        EQUITY   808194104       613       44,879  SH      DEFINED 6, 7, 8   44879
SCHULMAN, A. INC.                     EQUITY   808194104       619       45,363  SH      DEFINED    1                 45,363
SCHWAB CHARLES CORP                   EQUITY   808513105     14208      918,400  SH      DEFINED    2                 918400
SCHWAB CHARLES CORP NEW               EQUITY   808513105        66        4,270  SH      DEFINED    5       4270
SCHWAB CHARLES CORP NEW               EQUITY   808513105      8940      577,880  SH      DEFINED 6, 7, 8  577880
SCHWEITZER-MAUDUIT INC.               EQUITY   808541106       117        4,934  SH      DEFINED    1                  4,934
SCHWEITZER-MAUDUIT INTL I             EQUITY   808541106       113        4,765  SH      DEFINED 6, 7, 8    4765
SCICLONE PHARMACEUTICALS              EQUITY   80862K104        27        9,154  SH      DEFINED 6, 7, 8    9154
SCICLONE PHARMACEUTICALS, INC.        EQUITY   80862K104        29        9,505  SH      DEFINED    1                  9,505
SCIENTIFIC ATLANTA INC                EQUITY   808655104        12          490  SH      DEFINED    5        490






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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SCIENTIFIC ATLANTA INC                EQUITY   808655104      2073       86,610  SH      DEFINED 6, 7, 8   86610
SCIENTIFIC GAMES CORP                 EQUITY   80874P109        40        4,584  SH      DEFINED 6, 7, 8    4584
SCIENTIFIC GAMES CORP A               EQUITY   80874P109        40        4,584  SH      DEFINED    1                  4,584
SCIENTIFIC-ATLANTA, INC.              EQUITY   808655104      2212       92,381  SH      DEFINED    1                 92,381
SCIOS INC                             EQUITY   808905103       310       13,033  SH      DEFINED 6, 7, 8   13033
SCIOS INC                             EQUITY   808905103      2377      100,000  SH      DEFINED    2                 100000
SCIOS NOVA INC.                       EQUITY   808905103       326       13,702  SH      DEFINED    1                 13,702
SCM MICROSYSTEMS INC                  EQUITY   784018103        72        4,928  SH      DEFINED 6, 7, 8    4928
SCM MICROSYSTEMS, INC.                EQUITY   784018103        75        5,118  SH      DEFINED    1                  5,118
SCOTTISH ANNUITY&LIFE ORD             EQUITY   G7885T104     10081      521,000  SH      Sole       3     521000
SCOTTS CO                             EQUITY   810186106       227        4,773  SH      DEFINED 6, 7, 8    4773
SCOTTS CO.                            EQUITY   810186106       238        5,003  SH      DEFINED    1                  5,003
SCP POOL CORP                         EQUITY   784028102       155        5,642  SH      DEFINED 6, 7, 8    5642
SCP POOL CORPORATION                  EQUITY   784028102       163        5,954  SH      DEFINED    1                  5,954
SCPIE HLDGS INC                       EQUITY   78402P104        83        2,831  SH      DEFINED 6, 7, 8    2831
SCPIE HOLDINGS, INC.                  EQUITY   78402P104        86        2,931  SH      DEFINED    1                  2,931
SCRIPPS CO                            EQUITY   811054204      1337       20,263  SH      DEFINED    1                 20,263
SCRIPPS E W CO OHIO                   EQUITY   811054204      1319       19,980  SH      DEFINED 6, 7, 8   19980
SEABOARD CORP                         EQUITY   811543107        35          114  SH      DEFINED 6, 7, 8     114
SEABOARD CORP.                        EQUITY   811543107        35          114  SH      DEFINED    1                    114
SEACHANGE INTERNATIONAL, INC.         EQUITY   811699107       177        5,202  SH      DEFINED    1                  5,202
SEACHANGE INTL INC                    EQUITY   811699107       169        4,954  SH      DEFINED 6, 7, 8    4954
SEACHANGE INTL INC COM                EQUITY   811699107      8257      242,000  SH      Sole       3     242000
SEACOAST BKG CORP FLA                 EQUITY   811707108        54        1,164  SH      DEFINED 6, 7, 8    1164
SEACOAST FINANCIAL SERVICES CO        EQUITY   81170Q106       142        8,276  SH      DEFINED    1                  8,276
SEACOAST FINL SVCS CORP               EQUITY   81170Q106       136        7,959  SH      DEFINED 6, 7, 8    7959
SEACOR SMIT INC                       EQUITY   811904101       488       10,521  SH      DEFINED 6, 7, 8   10521
SEACOR SMIT, INC.                     EQUITY   811904101       263        5,669  SH      DEFINED    1                  5,669
SEACOST BANKING CORP FLA A            EQUITY   811707108        54        1,164  SH      DEFINED    1                  1,164
SEALED AIR CORP                       EQUITY   81211K100      1570       38,466  SH      DEFINED    1                 38,466
SEALED AIR CORP NEW                   EQUITY   81211K100        11          260  SH      DEFINED    5        260
SEALED AIR CORP NEW                   EQUITY   81211K100      1445       35,410  SH      DEFINED 6, 7, 8   35410
SEARS ROEBUCK & CO                    EQUITY   812387108     10492      220,243  SH      DEFINED    1                220,243
SEARS ROEBUCK & CO                    EQUITY   812387108        48        1,010  SH      DEFINED    5       1010
SEARS ROEBUCK & CO                    EQUITY   812387108     10131      212,648  SH      DEFINED 6, 7, 8  212648
SEARS ROEBUCK & CO COM                EQUITY   812387108      3811       80,000  SH      Sole       3      80000
SEATTLE GENETICS INC                  EQUITY   812578102        11        1,996  SH      DEFINED 6, 7, 8    1996
SEATTLE GENETICS INC WA               EQUITY   812578102        11        1,996  SH      DEFINED    1                  1,996
SECOND BANCORP INC                    EQUITY   813114105        61        2,806  SH      DEFINED 6, 7, 8    2806
SECOND BANCORP, INC.                  EQUITY   813114105        65        3,010  SH      DEFINED    1                  3,010
SECURE COMPUTING CORP                 EQUITY   813705100       177        8,598  SH      DEFINED    1                  8,598
SECURE COMPUTING CORP                 EQUITY   813705100       167        8,118  SH      DEFINED 6, 7, 8    8118
SECURE COMPUTING CORP COM             EQUITY   813705100      4948      240,800  SH      Sole       3     240800
SECURITY CAP GROUP INC                EQUITY   81413P105       248   196         SH      DEFINED    6        196
SECURITY CAP GRP INC COM CL A         EQUITY   81413P105       248          196  SH      DEFINED    1                    196
SECURITY CAPITAL GRO                  EQUITY   81413P204        13          512  SH      DEFINED    1                    512
SEEBEYOND TECHNOLOGIES CO             EQUITY   815704101        78        8,059  SH      DEFINED 6, 7, 8    8059
SEEBEYOND TECHNOLOGY CORP.            EQUITY   815704101        85        8,714  SH      DEFINED    1                  8,714
SEI INVESTMENTS CO                    EQUITY   784117103      5918      131,200  SH      DEFINED 6, 7, 8  131200
SEI INVESTMENTS CO.                   EQUITY   784117103      5958      132,088  SH      DEFINED    1                132,088






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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SEITEL INC                            EQUITY   816074306        87        6,408  SH      DEFINED 6, 7, 8    6408
SEITEL, INC.                          EQUITY   816074306        90        6,608  SH      DEFINED    1                  6,608
SELECT MEDICAL CORP                   EQUITY   816196109        46        2,833  SH      DEFINED    1                  2,833
SELECT MEDICAL CORP                   EQUITY   816196109        43        2,682  SH      DEFINED 6, 7, 8    2682
SELECT MEDICAL CORP COM               EQUITY   816196109     10050      625,000  SH      Sole       3     625000
SELECTICA INC                         EQUITY   816288104        34        5,681  SH      DEFINED    1                  5,681
SELECTICA INC                         EQUITY   816288104        33        5,503  SH      DEFINED 6, 7, 8    5503
SELECTIVE INS GROUP INC               EQUITY   816300107       178        8,169  SH      DEFINED 6, 7, 8    8169
SELECTIVE INSURANCE GROUP, INC        EQUITY   816300107       184        8,479  SH      DEFINED    1                  8,479
SEMCO ENERGY INC                      EQUITY   78412D109        62        5,807  SH      DEFINED 6, 7, 8    5807
SEMCO ENERGY, INC.                    EQUITY   78412D109        65        6,027  SH      DEFINED    1                  6,027
SEMITOOL INC                          EQUITY   816909105        51        4,425  SH      DEFINED 6, 7, 8    4425
SEMITOOL, INC.                        EQUITY   816909105        53        4,599  SH      DEFINED    1                  4,599
SEMPRA ENERGY                         EQUITY   816851109      3477      114,324  SH      DEFINED    1                 94,114
SEMPRA ENERGY                         EQUITY   816851109        16          650  SH      DEFINED    5        650
SEMPRA ENERGY                         EQUITY   816851109      2151       87,600  SH      DEFINED 6, 7, 8   87600
SEMTECH CORP                          EQUITY   816850101      3048       85,400  SH      DEFINED 6, 7, 8   85400
SEMTECH CORP.                         EQUITY   816850101      3078       86,231  SH      DEFINED    1                 86,231
SENIOR HOUSING PROP TRUST             EQUITY   81721M109      2507      180,196  SH      DEFINED    1                180,196
SENIOR HOUSING PROP TRUST             EQUITY   81721M109      6157      442,600  SH      Sole       3     374200               68400
SENIOR HSG PPTYS TR                   EQUITY   81721M109        95        6,831  SH      DEFINED 6, 7, 8    6831
SENSIENT TECHNOLOGIES COR             EQUITY   81725T100      1512       72,653  SH      DEFINED 6, 7, 8   72653
SENSIENT TECHNOLOGIES CORP.           EQUITY   81725T100      1525       73,297  SH      DEFINED    1                 73,297
SEPRACOR INC                          EQUITY   817315104      5504       96,460  SH      DEFINED 6, 7, 8   96460
SEPRACOR, INC.                        EQUITY   817315104      5563       97,493  SH      DEFINED    1                 97,493
SEQUA CORP CLASS A                    EQUITY   817320104       654       13,757  SH      DEFINED    1                 13,757
SEQUA CORPORATION                     EQUITY   817320104       651       13,709  SH      DEFINED 6, 7, 8   13709
SEQUENOM INC                          EQUITY   817337108        58        5,428  SH      DEFINED 6, 7, 8    5428
SEQUENOM, INC.                        EQUITY   817337108        65        6,107  SH      DEFINED    1                  6,107
SERENA SOFTWARE INC                   EQUITY   817492101        98        4,507  SH      DEFINED 6, 7, 8    4507
SERENA SOFTWARE, INC.                 EQUITY   817492101       102        4,703  SH      DEFINED    1                  4,703
SEROLOGICALS CORP                     EQUITY   817523103       175        8,144  SH      DEFINED 6, 7, 8    8144
SEROLOGICALS CORP.                    EQUITY   817523103       118        5,489  SH      DEFINED    1                  5,489
SERONO SA                             EQUITY   81752M101      5714      257,500  SH      DEFINED    2                 257500
SERVICE CORP INTERNATIONAL            EQUITY   817565104        12        2,306  SH      DEFINED    1                  2,306
SERVICEMASTER COMPAN                  EQUITY   81760N109        32        2,312  SH      DEFINED    1                  2,312
SFBC INTL INC COM                     EQUITY   784121105      2050      100,000  SH      Sole       3     100000
SHAW GROUP INC                        EQUITY   820280105        12          506  SH      DEFINED    1                    506
SHERWIN WILLIAMS CO                   EQUITY   824348106        13          480  SH      DEFINED    5        480
SHERWIN WILLIAMS CO                   EQUITY   824348106      3151      114,590  SH      DEFINED 6, 7, 8  114590
SHERWIN WILLIAMS CO                   EQUITY   824348106      5659      205,792  SH      DEFINED    2                 205792
SHERWIN-WILLIAMS CO.                  EQUITY   824348106      1925       70,007  SH      DEFINED    1                 70,007
SHOPKO STORES INC                     EQUITY   824911101        82        8,663  SH      DEFINED 6, 7, 8    8663
SHOPKO STORES, INC.                   EQUITY   824911101        85        8,963  SH      DEFINED    1                  8,963
SHUFFLE MASTER INC                    EQUITY   825549108        81        5,192  SH      DEFINED 6, 7, 8    5192
SHUFFLE MASTER, INC.                  EQUITY   825549108        87        5,547  SH      DEFINED    1                  5,547
SHURGARD STORAGE CENTERS, INC. CLASS  EQUITY   82567D104       322       10,066  SH      DEFINED    1                 10,066
SHURGARD STORAGE CTRS INC             EQUITY   82567D104       308        9,619  SH      DEFINED 6, 7, 8    9619
SICOR INC                             EQUITY   825846108        14          894  SH      DEFINED    1                    894
SIDERCA S.A.I.C  ADR                  EQUITY   825863103       313       20,900  SH      DEFINED    1                 20,900






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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SIEBEL SYS INC                        EQUITY   826170102        41        1,450  SH      DEFINED    5       1450
SIEBEL SYS INC                        EQUITY   826170102      5808      207,590  SH      DEFINED 6, 7, 8  207590
SIEBEL SYS INC                        EQUITY   826170102     29315    1,047,725  SH      DEFINED    2                1047725
SIEBEL SYSTEMS, INC.                  EQUITY   826170102      6119      218,697  SH      DEFINED    1                218,697
SIERRA HEALTH SERVICES, INC.          EQUITY   826322109        67        8,216  SH      DEFINED    1                  8,216
SIERRA HEALTH SVCS INC                EQUITY   826322109        63        7,768  SH      DEFINED 6, 7, 8    7768
SIERRA PAC RES NEW                    EQUITY   826428104      3517      233,719  SH      DEFINED 6, 7, 8  233719
SIERRA PAC RES NEW                    EQUITY   826428104      2483      165,000  SH      DEFINED    2                 165000
SIERRA PACIFIC RESOURCES              EQUITY   826428104      2670      177,417  SH      DEFINED    1                177,417
SIGMA ALDRICH CORP                    EQUITY   826552101         9          230  SH      DEFINED    5        230
SIGMA ALDRICH CORP                    EQUITY   826552101      2828       71,770  SH      DEFINED 6, 7, 8   71770
SIGMA ALDRICH CORP.                   EQUITY   826552101      2921       74,116  SH      DEFINED    1                 74,116
SIGNALSOFT CORP                       EQUITY   82668M102        26        5,876  SH      DEFINED    1                  5,876
SIGNALSOFT CORP                       EQUITY   82668M102        25        5,614  SH      DEFINED 6, 7, 8    5614
SILGAN HOLDINGS INC                   EQUITY   827048109        82        3,130  SH      DEFINED 6, 7, 8    3130
SILGAN HOLDINGS, INC.                 EQUITY   827048109        86        3,302  SH      DEFINED    1                  3,302
SILICON GRAPHICS INC                  EQUITY   827056102       130       61,982  SH      DEFINED 6, 7, 8   61982
SILICON GRAPHICS, INC.                EQUITY   827056102       135       64,432  SH      DEFINED    1                 64,432
SILICON IMAGE  INC                    EQUITY   82705T102        62       16,507  SH      DEFINED    1                 16,507
SILICON IMAGE INC                     EQUITY   82705T102       109       29,086  SH      DEFINED 6, 7, 8   29086
SILICON LABORATORIES INC              EQUITY   826919102        90        2,660  SH      DEFINED    1                  2,660
SILICON LABORATORIES INC              EQUITY   826919102        84        2,495  SH      DEFINED 6, 7, 8    2495
SILICON STORAGE TECHNOLOG             EQUITY   827057100       254       26,317  SH      DEFINED 6, 7, 8   26317
SILICON STORAGE TECHNOLOGY            EQUITY   827057100       222       22,996  SH      DEFINED    1                 22,996
SILICON VALLEY BANCSHARES             EQUITY   827064106      2303       86,159  SH      DEFINED    1                 86,159
SILICON VY BANCSHARES                 EQUITY   827064106      2288       85,590  SH      DEFINED 6, 7, 8   85590
SILICONIX INC                         EQUITY   827079203        46        1,681  SH      DEFINED 6, 7, 8    1681
SILICONIX, INC.                       EQUITY   827079203        47        1,719  SH      DEFINED    1                  1,719
SIMMONS 1ST NATL CORP                 EQUITY   828730200        74        2,310  SH      DEFINED 6, 7, 8    2310
SIMMONS FIRST NATIONAL CORP.          EQUITY   828730200        78        2,418  SH      DEFINED    1                  2,418
SIMON PPTY GROUP                      EQUITY   828806109     37007    1,261,750  SH      Sole       3    1097150              164600
SIMON PROPERTY GROUP INC              EQUITY   828806109        31        1,071  SH      DEFINED    1                  1,071
SIMPLEX SOLUTIONS INC                 EQUITY   828854109        22        1,324  SH      DEFINED    1                  1,324
SIMPLEX SOLUTIONS INC                 EQUITY   828854109       107        6,307  SH      DEFINED 6, 7, 8    6307
SIMPSON MANUFACTURING CO              EQUITY   829073105       123        2,142  SH      DEFINED 6, 7, 8    2142
SIMPSON MANUFACTURING CO.             EQUITY   829073105       128        2,232  SH      DEFINED    1                  2,232
SINCLAIR BROADCAST GROUP              EQUITY   829226109        74        7,822  SH      DEFINED 6, 7, 8    7822
SINCLAIR BROADCAST GROUP, INC.        EQUITY   829226109        78        8,251  SH      DEFINED    1                  8,251
SIPEX CORP                            EQUITY   829909100        98        7,655  SH      DEFINED 6, 7, 8    7655
SIPEX CORP.                           EQUITY   829909100       102        7,917  SH      DEFINED    1                  7,917
SIRENZA MICRODEVICES INC              EQUITY   82966T106        18        2,894  SH      DEFINED 6, 7, 8    2894
SIRIUS SATELLITE RADIO IN             EQUITY   82966U103       158       13,604  SH      DEFINED 6, 7, 8   13604
SIRIUS SATELLITE RADIO INC.           EQUITY   82966U103       166       14,304  SH      DEFINED    1                 14,304
SITEL CORP                            EQUITY   82980K107        43       18,018  SH      DEFINED 6, 7, 8   18018
SITEL CORP.                           EQUITY   82980K107        45       18,572  SH      DEFINED    1                 18,572
SIX FLAGS INC                         EQUITY   83001P109      1892      123,025  SH      DEFINED 6, 7, 8  123025
SIX FLAGS, INC                        EQUITY   83001P109      1739      113,047  SH      DEFINED    1                113,047
SJW CORP                              EQUITY   784305104        55          645  SH      DEFINED 6, 7, 8     645
SK TELECOM CO LTD-ADR                 EQUITY   78440P108       411       19,000  SH      DEFINED    1                 19,000
SKECHERS U S A INC                    EQUITY   830566105       152       10,384  SH      DEFINED 6, 7, 8   10384






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
SKECHERS USA INC. CL-A                EQUITY   830566105        73        4,992  SH      DEFINED    1                  4,992
SKILLSOFT CORP                        EQUITY   83066P101        38        1,473  SH      DEFINED 6, 7, 8    1473
SKILLSOFT CORP COM                    EQUITY   83066P101     21728      838,284  SH      Sole       3     825884               12400
SKILLSOFT CORPORATION                 EQUITY   83066P101        40        1,540  SH      DEFINED    1                  1,540
SKY FINANCIAL GROUP                   EQUITY   83080P103        11          564  SH      DEFINED    1                    564
SKYLINE CORP                          EQUITY   830830105        65        2,005  SH      DEFINED 6, 7, 8    2005
SKYLINE CORP.                         EQUITY   830830105        68        2,105  SH      DEFINED    1                  2,105
SKYWEST INC                           EQUITY   830879102        16          630  SH      DEFINED    1                    630
SKYWEST INC                           EQUITY   830879102      5456      214,400  SH      DEFINED    2                 214400
SL GREEN REALTY CORP.                 EQUITY   78440X101       266        8,675  SH      DEFINED    1                  8,675
SL GREEN RLTY CORP                    EQUITY   78440X101       463       15,064  SH      DEFINED 6, 7, 8   15064
SL GREEN RLTY CORP COM                EQUITY   78440X101      8660      282,000  SH      Sole       3     239700               42300
SLI INC                               EQUITY   78442T108        20        7,645  SH      DEFINED 6, 7, 8    7645
SLI, INC                              EQUITY   78442T108        20        7,831  SH      DEFINED    1                  7,831
SMART & FINAL INC                     EQUITY   831683107        39        3,782  SH      DEFINED 6, 7, 8    3782
SMART & FINAL, INC.,                  EQUITY   831683107        41        3,945  SH      DEFINED    1                  3,945
SMARTFORCE PUB LTD CO                 EQUITY   83170A206       316       12,750  SH      DEFINED 6, 7, 8   12750
SMITH A O                             EQUITY   831865209        62        3,205  SH      DEFINED 6, 7, 8    3205
SMITH INTERNATIONAL, INC.             EQUITY   832110100      3253       60,662  SH      DEFINED    1                 60,662
SMITH INTL INC                        EQUITY   832110100      3217       60,000  SH      DEFINED 6, 7, 8   60000
SMITH, A.O. CORP.                     EQUITY   831865209        67        3,422  SH      DEFINED    1                  3,422
SMITHFIELD FOODS INC                  EQUITY   832248108      3008      136,470  SH      DEFINED    1                136,470
SMITHFIELD FOODS INC                  EQUITY   832248108      2989      135,600  SH      DEFINED 6, 7, 8  135600
SMUCKER J M CO                        EQUITY   832696306      1259       35,583  SH      DEFINED 6, 7, 8   35583
SMUCKER, J.M. CO.                     EQUITY   832696306      1268       35,826  SH      DEFINED    1                 35,826
SMURFIT-STONE CONTAINER C             EQUITY   832727101       245       15,360  SH      DEFINED 6, 7, 8   15360
SMURFIT-STONE CONTAINER CORP.         EQUITY   832727101     21257    1,331,065  SH      DEFINED    1              1,331,065
SNAP ON INC                           EQUITY   833034101         6          180  SH      DEFINED    5        180
SNAP ON INC                           EQUITY   833034101       823       24,460  SH      DEFINED 6, 7, 8   24460
SNAP-ON, INC.                         EQUITY   833034101       883       26,238  SH      DEFINED    1                 26,238
SOC QUIMICA Y MINERA CHIL-SPON ADR    EQUITY   833635105       707       30,330  SH      DEFINED    1                 30,330
SOLA INTERNATIONAL, INC.              EQUITY   834092108       149        7,665  SH      DEFINED    1                  7,665
SOLA INTL INC                         EQUITY   834092108       141        7,261  SH      DEFINED 6, 7, 8    7261
SOLECTRON CORP                        EQUITY   834182107        29        2,570  SH      DEFINED    5       2570
SOLECTRON CORP                        EQUITY   834182107      3914      347,010  SH      DEFINED 6, 7, 8  347010
SOLECTRON CORP                        EQUITY   834182107      1960      173,800  SH      DEFINED    2                 173800
SOLECTRON CORP.                       EQUITY   834182107      4132      366,334  SH      DEFINED    1                366,334
SOLUTIA INC                           EQUITY   834376105      1775      126,600  SH      DEFINED 6, 7, 8  126600
SOLUTIA, INC.                         EQUITY   834376105      1790      127,656  SH      DEFINED    1                127,656
SOMERA COMMUNICATION                  EQUITY   834458101        64        8,486  SH      DEFINED 6, 7, 8    8486
SOMERA COMMUNICATIONS INC             EQUITY   834458101        66        8,778  SH      DEFINED    1                  8,778
SONG NETWORKS HLDG AKTIR ADR          EQUITY   83544Q101       169      140,901  SH      DEFINED    1                140,901
SONIC AUTOMOTIVE INC                  EQUITY   83545G102       181        7,715  SH      DEFINED    1                  7,715
SONIC AUTOMOTIVE INC                  EQUITY   83545G102       173        7,391  SH      DEFINED 6, 7, 8    7391
SONIC CORP                            EQUITY   835451105       358        9,956  SH      DEFINED 6, 7, 8    9956
SONIC CORP COM                        EQUITY   835451105     17239      478,869  SH      Sole       3     471969                6900
SONIC CORP.                           EQUITY   835451105       228        6,328  SH      DEFINED    1                  6,328
SONICBLUE INC                         EQUITY   83546Q109       112       27,788  SH      DEFINED    1                 27,788
SONICBLUE INC                         EQUITY   83546Q109       108       26,635  SH      DEFINED 6, 7, 8   26635
SONICWALL INC                         EQUITY   835470105       254       13,063  SH      DEFINED    1                 13,063






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
SONICWALL INC                         EQUITY   835470105       431       22,154  SH      DEFINED 6, 7, 8   22154
SONOCO PRODS CO                       EQUITY   835495102      3086      116,100  SH      DEFINED 6, 7, 8  116100
SONOCO PRODUCTS CO.                   EQUITY   835495102      3106      116,844  SH      DEFINED    1                116,844
SONOSIGHT, INC.                       EQUITY   83568G104        85        3,299  SH      DEFINED    1                  3,299
SONOSITE INC                          EQUITY   83568G104        81        3,143  SH      DEFINED 6, 7, 8    3143
SONUS NETWORKS INC                    EQUITY   835916107         9        1,880  SH      DEFINED    1                  1,880
SORRENTO NETWORKS                     EQUITY   83586Q100        15        4,250  SH      DEFINED    1                  4,250
SORRENTO NETWORKS CORP                EQUITY   83586Q100        15        4,045  SH      DEFINED 6, 7, 8    4045
SOTHEBYS HLDGS INC                    EQUITY   835898107      1333       80,278  SH      DEFINED 6, 7, 8   80278
SOTHEBY'S HOLDINGS, INC. CLASS A      EQUITY   835898107      1339       80,616  SH      DEFINED    1                 80,616
SOUNDVIEW TECHNOLOGY GROU             EQUITY   83611Q109        40       17,089  SH      DEFINED 6, 7, 8   17089
SOUNDVIEW TECHNOLOGY GROUP            EQUITY   83611Q109        42       17,971  SH      DEFINED    1                 17,971
SOUTH FINANCIAL GROUP INC.            EQUITY   837841105       254       14,294  SH      DEFINED    1                 14,294
SOUTH FINL GROUP INC                  EQUITY   837841105       243       13,708  SH      DEFINED 6, 7, 8   13708
SOUTH JERSEY INDS INC                 EQUITY   838518108       123        3,778  SH      DEFINED 6, 7, 8    3778
SOUTH JERSEY INDUSTRIES, INC.         EQUITY   838518108       128        3,925  SH      DEFINED    1                  3,925
SOUTHERN CO                           EQUITY   842587107     27025    1,066,088  SH      DEFINED    1              1,066,088
SOUTHERN CO                           EQUITY   842587107        55        2,170  SH      DEFINED    5       2170
SOUTHERN CO                           EQUITY   842587107      7450      293,900  SH      DEFINED 6, 7, 8  293900
SOUTHERN PERU COPPER CORP             EQUITY   843611104        54        4,526  SH      DEFINED 6, 7, 8    4526
SOUTHERN PERU COPPER CORP.            EQUITY   843611104        58        4,867  SH      DEFINED    1                  4,867
SOUTHERN UN CO NEW                    EQUITY   844030106       206       10,912  SH      DEFINED 6, 7, 8   10912
SOUTHERN UNION CO.                    EQUITY   844030106       214       11,363  SH      DEFINED    1                 11,363
SOUTHTRUST CORP                       EQUITY   844730101        26        1,070  SH      DEFINED    5       1070
SOUTHTRUST CORP                       EQUITY   844730101      4660      188,900  SH      DEFINED 6, 7, 8  188900
SOUTHTRUST CORP.                      EQUITY   844730101      3840      155,649  SH      DEFINED    1                155,649
SOUTHWEST AIRLINES CO.                EQUITY   844741108      6645      359,590  SH      DEFINED    1                359,590
SOUTHWEST AIRLS CO                    EQUITY   844741108        44        2,390  SH      DEFINED    5       2390
SOUTHWEST AIRLS CO                    EQUITY   844741108      6312      341,580  SH      DEFINED 6, 7, 8  341580
SOUTHWEST AIRLS CO                    EQUITY   844741108      7551      408,600  SH      DEFINED    2                 408600
SOUTHWEST BANCORPORATION              EQUITY   84476R109       382       12,635  SH      DEFINED 6, 7, 8   12635
SOUTHWEST BANCORPORATION OF TX        EQUITY   84476R109       248        8,202  SH      DEFINED    1                  8,202
SOUTHWEST GAS CORP                    EQUITY   844895102       219        9,789  SH      DEFINED    1                  9,789
SOUTHWEST GAS CORP                    EQUITY   844895102       209        9,364  SH      DEFINED 6, 7, 8    9364
Southwestern Elec                     CORPBOND 845437AT9      4768    5,000,000  PRN     DEFINED    4              5,000,000
SOUTHWESTERN ENERGY CO                EQUITY   845467109        76        7,284  SH      DEFINED 6, 7, 8    7284
SOUTHWESTERN ENERGY CO.               EQUITY   845467109        78        7,544  SH      DEFINED    1                  7,544
SOVEREIGN BANCORP INC                 EQUITY   845905108      3674      300,200  SH      DEFINED 6, 7, 8  300200
SOVEREIGN BANCORP, INC.               EQUITY   845905108      3698      302,123  SH      DEFINED    1                302,123
SOVRAN SELF STORAGE INC               EQUITY   84610H108       123        3,952  SH      DEFINED 6, 7, 8    3952
SOVRAN SELF STORAGE, INC.             EQUITY   84610H108       128        4,109  SH      DEFINED    1                  4,109
SPANISH BROADCASTING SYS              EQUITY   846425882       111       11,222  SH      DEFINED 6, 7, 8   11222
SPANISH BROADCASTING SYS, INC. CLASS  EQUITY   846425882       117       11,785  SH      DEFINED    1                 11,785
SPARTAN STORES INC                    EQUITY   846822104        80        6,663  SH      DEFINED    1                  6,663
SPARTAN STORES INC                    EQUITY   846822104        76        6,352  SH      DEFINED 6, 7, 8    6352
SPARTECH CORP                         EQUITY   847220209        88        4,287  SH      DEFINED 6, 7, 8    4287
SPARTECH CORP.                        EQUITY   847220209        93        4,513  SH      DEFINED    1                  4,513
SPECIALTY LABORATORIES  I             EQUITY   84749R100        42        1,520  SH      DEFINED 6, 7, 8    1520
SPECTRALINK CORP                      EQUITY   847580107        77        4,510  SH      DEFINED    1                  4,510
SPECTRALINK CORP                      EQUITY   847580107        73        4,264  SH      DEFINED 6, 7, 8    4264






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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SPECTRASITE HLDGS INC                 EQUITY   84760T100        73       20,438  SH      DEFINED 6, 7, 8   20438
SPECTRASITE HOLDINGS, INC.            EQUITY   84760T100        76       21,136  SH      DEFINED    1                 21,136
SPECTRIAN CORP                        EQUITY   847608106        41        3,721  SH      DEFINED 6, 7, 8    3721
SPECTRIAN CORP.                       EQUITY   847608106        43        3,920  SH      DEFINED    1                  3,920
SPEECHWORKS INTERNATIONAL             EQUITY   84764M101        82        7,262  SH      DEFINED    1                  7,262
SPEECHWORKS INTL INC                  EQUITY   84764M101        78        6,937  SH      DEFINED 6, 7, 8    6937
SPEECHWORKS INTL INC COM              EQUITY   84764M101      7425      660,000  SH      Sole       3     660000
SPEEDWAY MOTORSPORTS                  EQUITY   847788106       103        4,064  SH      DEFINED    1                  4,064
SPEEDWAY MOTORSPORTS INC              EQUITY   847788106        99        3,919  SH      DEFINED 6, 7, 8    3919
SPHERION CORP                         EQUITY   848420105       165       16,880  SH      DEFINED 6, 7, 8   16880
SPHERION CORPORATION                  EQUITY   848420105       171       17,549  SH      DEFINED    1                 17,549
SPIEGEL INC                           EQUITY   848457107        21        4,517  SH      DEFINED 6, 7, 8    4517
SPIEGEL, INC. CLASS A                 EQUITY   848457107        21        4,682  SH      DEFINED    1                  4,682
SPINNAKER EXPL CO                     EQUITY   84855W109       586       14,240  SH      DEFINED 6, 7, 8   14240
SPINNAKER EXPL CO COM                 EQUITY   84855W109      6952      168,900  SH      Sole       3     168900
SPINNAKER EXPLORATION CO              EQUITY   84855W109       239        5,807  SH      DEFINED    1                  5,807
SPORTS RESORTS INTL INC               EQUITY   84918U108        58        7,484  SH      DEFINED    1                  7,484
SPORTS RESORTS INTL INC               EQUITY   84918U108        54        6,990  SH      DEFINED 6, 7, 8    6990
SPRINT CORP                           EQUITY   852061100        56        2,770  SH      DEFINED    5       2770
SPRINT CORP                           EQUITY   852061506        75        3,080  SH      DEFINED    5       3080
SPRINT CORP                           EQUITY   852061100      8348      415,750  SH      DEFINED 6, 7, 8  415750
SPRINT CORP                           EQUITY   852061506     11876      486,528  SH      DEFINED 6, 7, 8  486528
SPRINT CORP                           EQUITY   852061100      3867      192,600  SH      DEFINED    2                 192600
SPRINT CORP. FON GROUP                EQUITY   852061100      8768      436,629  SH      DEFINED    1                436,629
SPRINT CORP. PCS GROUP                EQUITY   852061506     27869    1,141,686  SH      DEFINED    1              1,141,686
SPS TECHNOLOGIES INC                  EQUITY   784626103       107        3,077  SH      DEFINED 6, 7, 8    3077
SPS TECHNOLOGIES, INC.                EQUITY   784626103       111        3,188  SH      DEFINED    1                  3,188
SPSS INC                              EQUITY   78462K102        54        3,030  SH      DEFINED 6, 7, 8    3030
SPSS, INC.                            EQUITY   78462K102        56        3,132  SH      DEFINED    1                  3,132
SPX CORP                              EQUITY   784635104      8426       61,550  SH      DEFINED 6, 7, 8   61550
SPX CORP                              EQUITY   784635104     11595       84,700  SH      DEFINED    2                  84700
SPX CORP.                             EQUITY   784635104     23221      169,621  SH      DEFINED    1                169,621
SRI/SURGICAL EXPRESS INC              EQUITY   78464W104        10          614  SH      DEFINED    1                    614
SRI/SURGICAL EXPRESS INC              EQUITY   78464W104         9          550  SH      DEFINED 6, 7, 8     550
ST FRANCIS CAP CORP                   EQUITY   789374105        55        2,374  SH      DEFINED 6, 7, 8    2374
ST FRANCIS CAPITAL CORP.              EQUITY   789374105        55        2,374  SH      DEFINED    1                  2,374
ST JUDE MED INC                       EQUITY   790849103        21          270  SH      DEFINED    5        270
ST JUDE MED INC                       EQUITY   790849103      5793       74,600  SH      DEFINED 6, 7, 8   74600
ST JUDE MED INC                       EQUITY   790849103      9450      121,700  SH      DEFINED    2                 121700
ST JUDE MEDICAL, INC.                 EQUITY   790849103      6040       77,789  SH      DEFINED    1                 77,789
ST MARY LD & EXPL CO                  EQUITY   792228108       178        8,400  SH      DEFINED 6, 7, 8    8400
ST PAUL COS INC                       EQUITY   792860108        29          650  SH      DEFINED    5        650
ST PAUL COS INC                       EQUITY   792860108      4599      104,600  SH      DEFINED 6, 7, 8  104600
ST. MARY LAND & EXPLORATION           EQUITY   792228108       186        8,781  SH      DEFINED    1                  8,781
ST. PAUL COMPANIES, INC.              EQUITY   792860108      4143       94,214  SH      DEFINED    1                 94,214
STAAR SURGICAL CO                     EQUITY   852312305        26        6,825  SH      DEFINED 6, 7, 8    6825
STAMPS COM INC                        EQUITY   852857101        40       11,266  SH      DEFINED 6, 7, 8   11266
STAMPS.COM INC                        EQUITY   852857101        43       11,886  SH      DEFINED    1                 11,886
STANCORP FINANCIAL GROUP, INC.        EQUITY   852891100      2201       46,590  SH      DEFINED    1                 46,590
STANCORP FINL GROUP INC               EQUITY   852891100      2180       46,132  SH      DEFINED 6, 7, 8   46132






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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STANDARD & POOR'S DEPOSITARY SPDR     EQUITY   78462F103      3898       34,104  SH      DEFINED    1                 34,104
STANDARD COML CORP                    EQUITY   853258101        54        3,273  SH      DEFINED 6, 7, 8    3273
STANDARD COML CORP. COM               EQUITY   853258101        57        3,465  SH      DEFINED    1                  3,465
STANDARD MICROSYSTEMS COR             EQUITY   853626109        73        4,693  SH      DEFINED 6, 7, 8    4693
STANDARD MICROSYSTEMS CORP.           EQUITY   853626109        75        4,853  SH      DEFINED    1                  4,853
STANDARD MOTOR PRODUCTS, INC.         EQUITY   853666105        32        2,298  SH      DEFINED    1                  2,298
STANDARD MTR PRODS INC                EQUITY   853666105        32        2,298  SH      DEFINED 6, 7, 8    2298
STANDARD PAC CORP NEW                 EQUITY   85375C101       204        8,378  SH      DEFINED 6, 7, 8    8378
STANDARD PACIFIC CORP.                EQUITY   85375C101       213        8,776  SH      DEFINED    1                  8,776
STANDARD REGISTER CO                  EQUITY   853887107        79        4,245  SH      DEFINED 6, 7, 8    4245
STANDARD REGISTER CO.                 EQUITY   853887107        80        4,329  SH      DEFINED    1                  4,329
STANDEX INTERNATIONAL CORP.           EQUITY   854231107        79        3,650  SH      DEFINED    1                  3,650
STANDEX INTL CORP                     EQUITY   854231107        77        3,523  SH      DEFINED 6, 7, 8    3523
STANFORD MICRODEVICES INC             EQUITY   82966T106        18        2,933  SH      DEFINED    1                  2,933
STANLEY FURNITURE CO INC              EQUITY   854305208        42        1,762  SH      DEFINED    1                  1,762
STANLEY FURNITURE INC                 EQUITY   854305208        39        1,620  SH      DEFINED 6, 7, 8    1620
STANLEY WKS                           EQUITY   854616109        13          270  SH      DEFINED    5        270
STANLEY WKS                           EQUITY   854616109      2148       46,120  SH      DEFINED 6, 7, 8   46120
STANLEY WORKS                         EQUITY   854616109      2287       49,101  SH      DEFINED    1                 49,101
STAPLES INC                           EQUITY   855030102        27        1,440  SH      DEFINED    5       1440
STAPLES INC                           EQUITY   855030102      3779      202,080  SH      DEFINED 6, 7, 8  202080
STAPLES, INC.                         EQUITY   855030102      4084      218,373  SH      DEFINED    1                218,373
STAR SCIENTIFIC INC                   EQUITY   85517P101        15        5,762  SH      DEFINED    1                  5,762
STAR SCIENTIFIC INC                   EQUITY   85517P101        15        5,762  SH      DEFINED 6, 7, 8    5762
STARBASE CORP                         EQUITY   854910205        14       20,700  SH      DEFINED    1                 20,700
STARBASE CORP                         EQUITY   854910205        13       19,681  SH      DEFINED 6, 7, 8   19681
STARBUCKS CORP                        EQUITY   855244109        23        1,190  SH      DEFINED    5       1190
STARBUCKS CORP                        EQUITY   855244109      3297      173,050  SH      DEFINED 6, 7, 8  173050
STARBUCKS CORP.                       EQUITY   855244109      3566      187,173  SH      DEFINED    1                187,173
STARMEDIA NETWORK INC                 EQUITY   855546107         0       12,135  SH      DEFINED 6, 7, 8   12135
STARMEDIA NETWORK, INC.               EQUITY   855546107         5       12,444  SH      DEFINED    1                 12,444
STARTEK INC                           EQUITY   85569C107        48        2,513  SH      DEFINED    1                  2,513
STARTEK INC                           EQUITY   85569C107        43        2,287  SH      DEFINED 6, 7, 8    2287
STARWOOD HOTELS & RESORTS  WW         EQUITY   85590A203      2684       89,917  SH      DEFINED    1                 89,917
STARWOOD HOTELS&RESORTS W             EQUITY   85590A203        19          620  SH      DEFINED    5        620
STARWOOD HOTELS&RESORTS W             EQUITY   85590A203      3090      103,510  SH      DEFINED 6, 7, 8  103510
STATE AUTO FINANCIAL CORP.            EQUITY   855707105        69        4,256  SH      DEFINED    1                  4,256
STATE AUTO FINL CORP                  EQUITY   855707105        65        3,993  SH      DEFINED 6, 7, 8    3993
STATE STR CORP                        EQUITY   857477103        53        1,020  SH      DEFINED    5       1020
STATE STR CORP                        EQUITY   857477103      7186      137,540  SH      DEFINED 6, 7, 8  137540
STATE STREET CORP.                    EQUITY   857477103      7594      145,347  SH      DEFINED    1                145,347
STATEN IS BANCORP INC                 EQUITY   857550107       285       17,450  SH      DEFINED 6, 7, 8   17450
STATEN ISLAND BANCORP, INC.           EQUITY   857550107       300       18,384  SH      DEFINED    1                 18,384
STATION CASINOS INC                   EQUITY   857689103       278       24,887  SH      DEFINED 6, 7, 8   24887
STATION CASINOS, INC.                 EQUITY   857689103       133       11,919  SH      DEFINED    1                 11,919
STEAK N SHAKE CO                      EQUITY   857873103        78        7,095  SH      DEFINED 6, 7, 8    7095
STEEL DYNAMICS INC                    EQUITY   858119100        91        7,818  SH      DEFINED 6, 7, 8    7818
STEEL DYNAMICS, INC.                  EQUITY   858119100        94        8,129  SH      DEFINED    1                  8,129
STEELCASE INC-CL A                    EQUITY   858155203         9          583  SH      DEFINED    1                    583
STEIN MART INC                        EQUITY   858375108        61        7,276  SH      DEFINED 6, 7, 8    7276






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
STEIN MART, INC.                      EQUITY   858375108        63        7,534  SH      DEFINED    1                  7,534
STEINWAY MUSICAL INSTRS I             EQUITY   858495104        33        1,973  SH      DEFINED 6, 7, 8    1973
STEINWAY MUSICAL INSTRUMENTS          EQUITY   858495104     29950    1,803,104  SH      DEFINED    1              1,803,104
STELLENT INC                          EQUITY   85856W105       172        5,821  SH      DEFINED    1                  5,821
STELLENT INC                          EQUITY   85856W105       160        5,409  SH      DEFINED 6, 7, 8    5409
STEPAN CO                             EQUITY   858586100        49        2,021  SH      DEFINED 6, 7, 8    2021
STEPAN CO.                            EQUITY   858586100        53        2,198  SH      DEFINED    1                  2,198
STERICYCLE INC                        EQUITY   858912108       295        4,848  SH      DEFINED 6, 7, 8    4848
STERICYCLE INC COM                    EQUITY   858912108     34328      563,856  SH      Sole       3     553856               10000
STERICYCLE, INC.                      EQUITY   858912108       253        4,150  SH      DEFINED    1                  4,150
STERIS CORP                           EQUITY   859152100      2112      115,612  SH      DEFINED 6, 7, 8  115612
STERIS CORP COM                       EQUITY   859152100      1909      104,472  SH      DEFINED    1                104,472
STERLING BANCORP                      EQUITY   859158107        81        2,768  SH      DEFINED    1                  2,768
STERLING BANCORP                      EQUITY   859158107        79        2,699  SH      DEFINED 6, 7, 8    2699
STERLING BANCSHARES INC               EQUITY   858907108       127       10,182  SH      DEFINED 6, 7, 8   10182
STERLING BANCSHARES, INC.             EQUITY   858907108       134       10,705  SH      DEFINED    1                 10,705
STERLING FINANCIAL CORP               EQUITY   859317109        90        3,713  SH      DEFINED    1                  3,713
STERLING FINL CORP                    EQUITY   859317109        86        3,522  SH      DEFINED 6, 7, 8    3522
STEVEN MADDEN, LTD.                   EQUITY   556269108        38        2,679  SH      DEFINED    1                  2,679
STEWART & STEVENSON SERVICES          EQUITY   860342104       800       42,523  SH      DEFINED    1                 42,523
STEWART & STEVENSON SVCS              EQUITY   860342104       794       42,198  SH      DEFINED 6, 7, 8   42198
STEWART ENTERPRISES INC               EQUITY   860370105       185       30,915  SH      DEFINED 6, 7, 8   30915
STEWART ENTERPRISES, INC.             EQUITY   860370105       193       32,152  SH      DEFINED    1                 32,152
STEWART INFORMATION SERVICES COM      EQUITY   860372101        81        4,124  SH      DEFINED    1                  4,124
STEWART INFORMATION SVCS              EQUITY   860372101        78        3,967  SH      DEFINED 6, 7, 8    3967
STILLWATER MINING CO.                 EQUITY   86074Q102       217       11,728  SH      DEFINED    1                 11,728
STILLWATER MNG CO                     EQUITY   86074Q102       206       11,138  SH      DEFINED 6, 7, 8   11138
STILLWELL FINANCIAL INC               EQUITY   860831106      2740      100,653  SH      DEFINED    1                100,653
STILWELL FINL INC                     EQUITY   860831106        19          690  SH      DEFINED    5        690
STILWELL FINL INC                     EQUITY   860831106      2549       93,630  SH      DEFINED 6, 7, 8   93630
STONE ENERGY CORP                     EQUITY   861642106       735       18,617  SH      DEFINED 6, 7, 8   18617
STONE ENERGY CORP.                    EQUITY   861642106       573       14,507  SH      DEFINED    1                 14,507
STONERIDGE INC                        EQUITY   86183P102        36        3,975  SH      DEFINED 6, 7, 8    3975
STONERIDGE, INC.                      EQUITY   86183P102        37        4,075  SH      DEFINED    1                  4,075
STORAGE TECHNOLOGY CORP               EQUITY   862111200      2633      127,400  SH      DEFINED 6, 7, 8  127400
STORAGE TECHNOLOGY CORP.              EQUITY   862111200      2652      128,299  SH      DEFINED    1                128,299
STORAGE USA INC                       EQUITY   861907103       209        4,976  SH      DEFINED 6, 7, 8    4976
STORAGE USA, INC.                     EQUITY   861907103      1127       26,771  SH      DEFINED    1                 26,771
STORAGENETWORKS INC                   EQUITY   86211E103         4          688  SH      DEFINED    1                    688
STRATOS LIGHTWAVE INC                 EQUITY   863100103       252       41,015  SH      DEFINED 6, 7, 8   41015
STRATOS LIGHTWAVE INC.                EQUITY   863100103       120       19,445  SH      DEFINED    1                 19,445
STRAYER ED INC                        EQUITY   863236105        81        1,669  SH      DEFINED 6, 7, 8    1669
STRAYER EDUCATION, INC                EQUITY   863236105        86        1,772  SH      DEFINED    1                  1,772
STRIDE RITE CORP                      EQUITY   863314100        88       13,451  SH      DEFINED 6, 7, 8   13451
STRIDE RITE CORP.                     EQUITY   863314100        93       14,222  SH      DEFINED    1                 14,222
Stryker                               EQUITY   863667101      2335       40,000  SH      DEFINED    4                 40,000
STRYKER CORP                          EQUITY   863667101        36          610  SH      DEFINED    5        610
STRYKER CORP                          EQUITY   863667101      4851       83,100  SH      DEFINED 6, 7, 8   83100
STRYKER CORP.                         EQUITY   863667101      5232       89,640  SH      DEFINED    1                 89,640






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
STUDENT LN CORP                       EQUITY   863902102        93        1,159  SH      DEFINED 6, 7, 8    1159
STUDENT LOAN CORP.                    EQUITY   863902102        98        1,214  SH      DEFINED    1                  1,214
STURM RUGER & CO INC                  EQUITY   864159108        76        6,307  SH      DEFINED 6, 7, 8    6307
STURM, RUGER & CO., INC.              EQUITY   864159108        79        6,557  SH      DEFINED    1                  6,557
SUFFOLK BANCORP                       EQUITY   864739107        98        1,802  SH      DEFINED    1                  1,802
SUFFOLK BANCORP                       EQUITY   864739107        93        1,701  SH      DEFINED 6, 7, 8    1701
SUIZA FOODS CORP                      EQUITY   865077101      5614       82,312  SH      DEFINED 6, 7, 8   82312
SUMMIT PPTYS INC                      EQUITY   866239106       202        8,073  SH      DEFINED 6, 7, 8    8073
SUMMIT PROPERTIES, INC.               EQUITY   866239106       212        8,456  SH      DEFINED    1                  8,456
SUN COMMUNITIES INC                   EQUITY   866674104       179        4,800  SH      DEFINED 6, 7, 8    4800
SUN COMMUNITIES, INC.                 EQUITY   866674104       186        5,002  SH      DEFINED    1                  5,002
Sun Microsystems                      EQUITY   866810104      1046       85,000  SH      DEFINED    4                 85,000
SUN MICROSYSTEMS INC                  EQUITY   866810104       125       10,130  SH      DEFINED    5      10130
SUN MICROSYSTEMS INC                  EQUITY   866810104     20114    1,630,000  SH      DEFINED 6, 7, 8 1630000
SUN MICROSYSTEMS INC                  EQUITY   866810104      6264      509,300  SH      DEFINED    2                 509300
SUN MICROSYSTEMS, INC.                EQUITY   866810104     21006    1,707,784  SH      DEFINED    1              1,707,784
SUNGARD DATA SYS INC                  EQUITY   867363103    135829    4,695,076  SH      Sole       3    4498116              196960
SUNGARD DATA SYS INC                  EQUITY   867363103      9822      339,500  SH      DEFINED 6, 7, 8  339500
SUNGARD DATA SYSTEMS, INC.            EQUITY   867363103      9929      343,197  SH      DEFINED    1                343,197
SUNOCO INC                            EQUITY   86764P109         9          250  SH      DEFINED    5        250
SUNOCO INC                            EQUITY   86764P109      1242       33,260  SH      DEFINED 6, 7, 8   33260
SUNOCO, INC.                          EQUITY   86764P109      1335       35,754  SH      DEFINED    1                 35,754
SUNRISE ASSISTED LIVING I             EQUITY   86768K106       159        5,453  SH      DEFINED 6, 7, 8    5453
SUNRISE ASSISTED LIVING, INC.         EQUITY   86768K106       165        5,667  SH      DEFINED    1                  5,667
SUNRISE TELECOM INC                   EQUITY   86769Y105        22        5,466  SH      DEFINED    1                  5,466
SUNRISE TELECOM INC                   EQUITY   86769Y105        22        5,466  SH      DEFINED 6, 7, 8    5466
SUNTRUST BANKS, INC.                  EQUITY   867914103     12027      191,818  SH      DEFINED    1                191,818
SUNTRUST BKS INC                      EQUITY   867914103        56          900  SH      DEFINED    5        900
SUNTRUST BKS INC                      EQUITY   867914103     11601      185,021  SH      DEFINED 6, 7, 8  185021
SUPERGEN INC                          EQUITY   868059106        69        4,826  SH      DEFINED 6, 7, 8    4826
SUPERGEN, INC.                        EQUITY   868059106        73        5,093  SH      DEFINED    1                  5,093
SUPERIOR ENERGY SERVICES, INC.        EQUITY   868157108       112       12,959  SH      DEFINED    1                 12,959
SUPERIOR ENERGY SVCS INC              EQUITY   868157108       108       12,533  SH      DEFINED 6, 7, 8   12533
SUPERIOR INDS INTL INC                EQUITY   868168105      1501       37,284  SH      DEFINED 6, 7, 8   37284
SUPERIOR INDUSTRIES INTL, INC.        EQUITY   868168105      1515       37,632  SH      DEFINED    1                 37,632
SUPERIOR TR I                         EQUITY   86836P202         3          711  SH      DEFINED 6, 7, 8     711
SUPERIOR TRUST I                      EQUITY   86836P202         3          711  SH      DEFINED    1                      1
SUPERTEX INC                          EQUITY   868532102        45        2,566  SH      DEFINED    1                  2,566
SUPERTEX INC                          EQUITY   868532102        43        2,484  SH      DEFINED 6, 7, 8    2484
SUPERVALU INC                         EQUITY   868536103         9          420  SH      DEFINED    5        420
SUPERVALU INC                         EQUITY   868536103      1734       78,390  SH      DEFINED 6, 7, 8   78390
Supervalu Inc.                        CORPBOND 868536AJ2      1954    2,000,000  PRN     DEFINED    4              2,000,000
SUPERVALU, INC.                       EQUITY   868536103      1825       82,503  SH      DEFINED    1                 82,503
SUPPORT COM INC                       EQUITY   868587106        40        6,348  SH      DEFINED 6, 7, 8    6348
SUPPORT.COM, INC.                     EQUITY   868587106        43        6,815  SH      DEFINED    1                  6,815
SUREBEAM CORP                         EQUITY   86866R102        22        2,062  SH      DEFINED 6, 7, 8    2062
SUREBEAM CORP CL A                    EQUITY   86866R102        24        2,262  SH      DEFINED    1                  2,262
SURMODICS INC                         EQUITY   868873100       143        3,920  SH      DEFINED    1                  3,920
SURMODICS INC                         EQUITY   868873100       137        3,757  SH      DEFINED 6, 7, 8    3757
SUSQUEHANNA BANCSHARES IN             EQUITY   869099101       263       12,629  SH      DEFINED 6, 7, 8   12629






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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SUSQUEHANNA BANCSHARES, INC.          EQUITY   869099101       275       13,191  SH      DEFINED    1                 13,191
SWIFT ENERGY CO                       EQUITY   870738101       139        6,904  SH      DEFINED 6, 7, 8    6904
SWIFT ENERGY CO.                      EQUITY   870738101       144        7,151  SH      DEFINED    1                  7,151
SWIFT TRANSN CO                       EQUITY   870756103      2600      120,867  SH      DEFINED 6, 7, 8  120867
SWIFT TRANSPORTATION CO., INC.        EQUITY   870756103      2616      121,639  SH      DEFINED    1                121,639
SWS GROUP INC                         EQUITY   78503N107       117        4,601  SH      DEFINED    1                  4,601
SWS GROUP INC                         EQUITY   78503N107       572       22,490  SH      DEFINED 6, 7, 8   22490
SYBASE INC                            EQUITY   871130100      2709      171,920  SH      DEFINED 6, 7, 8  171920
SYBASE, INC.                          EQUITY   871130100      2730      173,241  SH      DEFINED    1                173,241
SYBRON DENTAL SPECIALTIES             EQUITY   871142105       263       12,172  SH      DEFINED 6, 7, 8   12172
SYBRON DENTAL SPECIALTIES INC.        EQUITY   871142105       274       12,682  SH      DEFINED    1                 12,682
SYCAMORE NETWORKS, INC                EQUITY   871206108         6        1,196  SH      DEFINED    1                  1,196
SYKES ENTERPRISES INC                 EQUITY   871237103       523       55,955  SH      DEFINED 6, 7, 8   55955
SYKES ENTERPRISES, INC.               EQUITY   871237103       526       56,313  SH      DEFINED    1                 56,313
SYLVAN LEARNING SYS INC               EQUITY   871399101      1240       56,166  SH      DEFINED 6, 7, 8   56166
SYLVAN LEARNING SYSTEMS, INC.         EQUITY   871399101      1250       56,652  SH      DEFINED    1                 56,652
SYMANTEC CORP                         EQUITY   871503108      7086      106,830  SH      DEFINED 6, 7, 8  106830
SYMANTEC CORP.                        EQUITY   871503108      7148      107,771  SH      DEFINED    1                107,771
SYMBOL TECHNOLOGIES INC               EQUITY   871508107        11          710  SH      DEFINED    5        710
SYMBOL TECHNOLOGIES INC               EQUITY   871508107      1534       96,600  SH      DEFINED 6, 7, 8   96600
SYMBOL TECHNOLOGIES INC               EQUITY   871508107      4828      304,000  SH      DEFINED    2                 304000
SYMBOL TECHNOLOGIES, INC.             EQUITY   871508107      7826      492,803  SH      DEFINED    1                492,803
SYMMETRICOM INC                       EQUITY   871543104        51        6,728  SH      DEFINED 6, 7, 8    6728
SYMMETRICOM, INC.                     EQUITY   871543104        55        7,274  SH      DEFINED    1                  7,274
SYMX TECHNOLOGIES INC.                EQUITY   87155S108       163        7,683  SH      DEFINED    1                  7,683
SYMYX TECHNOLOGIES                    EQUITY   87155S108       551       25,935  SH      DEFINED 6, 7, 8   25935
SYNCOR INTERNATIONAL                  EQUITY   87157J106       169        5,893  SH      DEFINED    1                  5,893
SYNCOR INTL CORP DEL                  EQUITY   87157J106       160        5,586  SH      DEFINED 6, 7, 8    5586
SYNGENTA AG                           EQUITY   87160A100        14        1,354  SH      DEFINED 6, 7, 8    1354
SYNGENTA AG ADR                       EQUITY   87160A100        14        1,354  SH      DEFINED    1                  1,354
SYNOPSYS INC                          EQUITY   871607107      4332       73,340  SH      DEFINED 6, 7, 8   73340
SYNOPSYS INC                          EQUITY   871607107      8612      145,800  SH      DEFINED    2                 145800
SYNOPSYS INC.                         EQUITY   871607107      4378       74,119  SH      DEFINED    1                 74,119
SYNOVUS FINANCIAL CORP.               EQUITY   87161C105      3333      133,069  SH      DEFINED    1                133,069
SYNOVUS FINL CORP                     EQUITY   87161C105        23          910  SH      DEFINED    5        910
SYNOVUS FINL CORP                     EQUITY   87161C105      3086      123,210  SH      DEFINED 6, 7, 8  123210
SYNPLICITY INC                        EQUITY   87160Y108        44        3,277  SH      DEFINED    1                  3,277
SYNPLICITY INC                        EQUITY   87160Y108        42        3,107  SH      DEFINED 6, 7, 8    3107
SYNTEL INC                            EQUITY   87162H103        19        1,433  SH      DEFINED 6, 7, 8    1433
SYNTEL, INC.                          EQUITY   87162H103        19        1,433  SH      DEFINED    1                  1,433
SYNTROLEUM CORP                       EQUITY   871630109        44        6,185  SH      DEFINED 6, 7, 8    6185
SYNTROLEUM CORPORATION                EQUITY   871630109        47        6,589  SH      DEFINED    1                  6,589
SYSCO CORP                            EQUITY   871829107        55        2,080  SH      DEFINED    5       2080
SYSCO CORP                            EQUITY   871829107      7900      301,300  SH      DEFINED 6, 7, 8  301300
SYSCO CORP.                           EQUITY   871829107      8502      324,259  SH      DEFINED    1                324,259
SYSTEMS & COMPUTER TECHNO             EQUITY   871873105        99        9,598  SH      DEFINED 6, 7, 8    9598
SYSTEMS & COMPUTER TECHNOLOGY         EQUITY   871873105       104       10,091  SH      DEFINED    1                 10,091
T ROWE PRICE GROUP INC.               EQUITY   74144T108      1941       55,894  SH      DEFINED    1                 55,894
TAIWAN FUND                           EQUITY   874036106       990       84,250  SH      DEFINED    1                 84,250
TAIWAN SEMICONDUCTOR-SP ADR           EQUITY   874039100       481       28,000  SH      DEFINED    1                 28,000






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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TAKE-TWO INTERACTIVE SOFT             EQUITY   874054109       170       10,530  SH      DEFINED 6, 7, 8   10530
TAKE-TWO INTERACTIVE SOFTWARE         EQUITY   874054109       178       11,009  SH      DEFINED    1                 11,009
TALBOTS INC                           EQUITY   874161102        11          290  SH      DEFINED    1                    290
TALBOTS INC                           EQUITY   874161102        55        1,525  SH      DEFINED 6, 7, 8    1525
TALBOTS INC                           EQUITY   874161102      2809       77,500  SH      DEFINED    2                  77500
TALISMAN ENERGY INC                   EQUITY   87425E103       700       18,500  SH      DEFINED 6, 7, 8   18500
TALX CORP                             EQUITY   874918105        90        3,593  SH      DEFINED    1                  3,593
TALX CORP                             EQUITY   874918105     14450      578,450  SH      Sole       3     578450
TALX CORP                             EQUITY   874918105        84        3,361  SH      DEFINED 6, 7, 8    3361
TANGER FACTORY OUTLET CTR             EQUITY   875465106        34        1,646  SH      DEFINED 6, 7, 8    1646
TANGER FACTORY OUTLET CTRS            EQUITY   875465106        38        1,813  SH      DEFINED    1                  1,813
TANOX INC                             EQUITY   87588Q109       132        7,150  SH      DEFINED    1                  7,150
TANOX INC                             EQUITY   87588Q109       126        6,825  SH      DEFINED 6, 7, 8    6825
TARGET CORP                           EQUITY   87612E106       116        2,820  SH      DEFINED    5       2820
TARGET CORP                           EQUITY   87612E106     17984      438,090  SH      DEFINED 6, 7, 8  438090
TARGET CORP                           EQUITY   8.7612E+110   16157      393,600  SH      DEFINED    2                 393600
TARGET CORPORATION                    EQUITY   87612E106     18873      459,759  SH      DEFINED    1                459,759
TARGETED GENETICS CORP                EQUITY   87612M108        30       10,911  SH      DEFINED    1                 10,911
TARGETED GENETICS CORP                EQUITY   87612M108        29       10,581  SH      DEFINED 6, 7, 8   10581
TARO PHARMACEUTICAL INDS              EQUITY   M8737E108       171        4,275  SH      DEFINED 6, 7, 8    4275
TAUBMAN CENTERS, INC.                 EQUITY   876664103       146        9,800  SH      DEFINED    1                  9,800
TAUBMAN CTRS INC                      EQUITY   876664103       140        9,454  SH      DEFINED 6, 7, 8    9454
TBC CORP                              EQUITY   872180104        74        5,555  SH      DEFINED 6, 7, 8    5555
TBC CORP.                             EQUITY   872180104        79        5,869  SH      DEFINED    1                  5,869
TCF FINANCIAL CORP.                   EQUITY   872275102      4510       93,997  SH      DEFINED    1                 93,997
TCF FINL CORP                         EQUITY   872275102      4745       98,900  SH      DEFINED 6, 7, 8   98900
TECH DATA CORP                        EQUITY   878237106      2900       67,000  SH      DEFINED 6, 7, 8   67000
TECH DATA CORP.                       EQUITY   878237106      2921       67,484  SH      DEFINED    1                 67,484
TECHE CORP.                           EQUITY   878377100       463       12,561  SH      DEFINED    1                 12,561
TECHNE CORP                           EQUITY   878377100       439       11,911  SH      DEFINED 6, 7, 8   11911
TECHNITROL INC                        EQUITY   878555101       244        8,850  SH      DEFINED 6, 7, 8    8850
TECHNITROL, INC.                      EQUITY   878555101       256        9,251  SH      DEFINED    1                  9,251
TECO ENERGY INC                       EQUITY   872375100        12          440  SH      DEFINED    5        440
TECO ENERGY INC                       EQUITY   872375100      2439       92,950  SH      DEFINED 6, 7, 8   92950
TECO ENERGY, INC.                     EQUITY   872375100      1666       63,478  SH      DEFINED    1                 63,478
TECUMSEH PRODS CO                     EQUITY   878895200      1387       27,399  SH      DEFINED 6, 7, 8   27399
TECUMSEH PRODUCTS CO. CLASS A         EQUITY   878895200      1398       27,619  SH      DEFINED    1                 27,619
TEEKAY SHIPPING MARSHALL              EQUITY   Y8564W103      1140       32,700  SH      DEFINED 6, 7, 8   32700
TEJON RANCH CO DEL                    EQUITY   879080109        48        2,019  SH      DEFINED 6, 7, 8    2019
TEJON RANCH CO.                       EQUITY   879080109        51        2,138  SH      DEFINED    1                  2,138
TEKELEC                               EQUITY   879101103        14          746  SH      DEFINED    1                    746
TEKTRONIX INC                         EQUITY   879131100         7          290  SH      DEFINED    5        290
TEKTRONIX INC                         EQUITY   879131100      1003       38,890  SH      DEFINED 6, 7, 8   38890
TEKTRONIX, INC.                       EQUITY   879131100      1077       41,784  SH      DEFINED    1                 41,784
TELE CENTRO OESTE CELULAR  S.A. ADR   EQUITY   87923P105       988      141,200  SH      DEFINED    1                141,200
TELECOM CORP NEW ZEALAND              EQUITY   879278208        44        2,600  SH      DEFINED 6, 7, 8    2600
TELECOM CORP NEW ZEALAND LTD SPONS AD EQUITY   879278208        44        2,600  SH      DEFINED    1                  2,600
TELECORP PCS INC-CL                   EQUITY   879300101         6          517  SH      DEFINED    1                    517
TELEDYNE TECHNOLOGIES INC             EQUITY   879360105       148        9,113  SH      DEFINED 6, 7, 8    9113
TELEDYNE TECHOLOGIES INC              EQUITY   879360105       156        9,555  SH      DEFINED    1                  9,555






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
TELEFLEX INC                          EQUITY   879369106      2233       47,200  SH      DEFINED 6, 7, 8   47200
TELEFLEX INC.                         EQUITY   879369106      2244       47,434  SH      DEFINED    1                 47,434
TELEFONICA S A                        EQUITY   879382208       200        5,000  SH      DEFINED 6, 7, 8    5000
TELEFONICA S.A. SPON ADR              EQUITY   879382208       200        5,000  SH      DEFINED    1                  5,000
TELEFONOS DE MEXICO CL L-TELMEX       EQUITY   879403780      6648      189,830  SH      DEFINED    1                189,830
TELEKOMUNIKASI INDONESIA - SP ADR     EQUITY   715684106       186       32,000  SH      DEFINED    1                 32,000
TELEPHONE & DATA SYS INC              EQUITY   879433100      6381       71,100  SH      DEFINED 6, 7, 8   71100
TELEPHONE AND DATA SYSTEMS            EQUITY   879433100      6430       71,639  SH      DEFINED    1                 71,639
TELESP CELULAR PARTICIPACOES SA ADR   EQUITY   87952L108      2094      226,100  SH      DEFINED    1                226,100
TELETECH HOLDINGS                     EQUITY   879939106       155       10,840  SH      DEFINED    1                 10,840
TELETECH HOLDINGS INC                 EQUITY   879939106       148       10,356  SH      DEFINED 6, 7, 8   10356
TELIK INC                             EQUITY   87959M109        84        6,244  SH      DEFINED    1                  6,244
TELIK INC                             EQUITY   87959M109        80        5,943  SH      DEFINED 6, 7, 8    5943
TELIK INC                             EQUITY   87959M109       675       50,000  SH      DEFINED    2                  50000
TELLABS INC                           EQUITY   879664100        19        1,280  SH      DEFINED    5       1280
TELLABS INC                           EQUITY   879664100      2954      196,510  SH      DEFINED 6, 7, 8  196510
TELLABS, INC.                         EQUITY   879664100      3084      206,166  SH      DEFINED    1                206,166
TELLIUM INC                           EQUITY   87967E107         1          109  SH      DEFINED    1                    109
TEMPLE INLAND INC                     EQUITY   879868107         9          150  SH      DEFINED    5        150
TEMPLE INLAND INC                     EQUITY   879868107      1185       20,880  SH      DEFINED 6, 7, 8   20880
TEMPLE INLAND INC                     EQUITY   879868107      2315       40,800  SH      DEFINED    2                  40800
TEMPLE-INLAND INC.                    EQUITY   879868107      1273       22,433  SH      DEFINED    1                 22,433
TENET HEALTHCARE CORP                 EQUITY   88033G100        60        1,020  SH      DEFINED    5       1020
TENET HEALTHCARE CORP                 EQUITY   88033G100      9888      168,400  SH      DEFINED 6, 7, 8  168400
TENET HEALTHCARE CORP.                EQUITY   88033G100     10338      176,064  SH      DEFINED    1                176,064
TENNANT CO                            EQUITY   880345103        97        2,625  SH      DEFINED 6, 7, 8    2625
TENNANT CO.                           EQUITY   880345103       102        2,752  SH      DEFINED    1                  2,752
TERADYNE INC                          EQUITY   880770102        17          570  SH      DEFINED    5        570
TERADYNE INC                          EQUITY   880770102      2455       81,440  SH      DEFINED 6, 7, 8   81440
TERADYNE, INC.                        EQUITY   880770102      2657       88,161  SH      DEFINED    1                 88,161
TERAYON COMMUNICATION                 EQUITY   880775101       169       20,481  SH      DEFINED    1                 20,481
TERAYON COMMUNICATION SYS             EQUITY   880775101       162       19,638  SH      DEFINED 6, 7, 8   19638
TEREX CORP NEW                        EQUITY   880779103       152        8,645  SH      DEFINED 6, 7, 8    8645
TEREX CORP.                           EQUITY   880779103       161        9,151  SH      DEFINED    1                  9,151
TEREX CORP. APPRECIATION RTS          EQUITY   880779137        37        2,000  SH      DEFINED    1                  2,000
TERRA INDS INC                        EQUITY   880915103        44       12,466  SH      DEFINED 6, 7, 8   12466
TERRA INDUSTRIES, INC.                EQUITY   880915103        44       12,466  SH      DEFINED    1                 12,466
TERREMARK WORLDWIDE INC               EQUITY   881448104        26       45,676  SH      DEFINED    1                 45,676
TERREMARK WORLDWIDE INC               EQUITY   881448104        25       43,081  SH      DEFINED 6, 7, 8   43081
TESORO PETE CORP                      EQUITY   881609101       149       11,388  SH      DEFINED 6, 7, 8   11388
TESORO PETROLEUM CORP.                EQUITY   881609101       155       11,790  SH      DEFINED    1                 11,790
TETRA TECH INC NEW                    EQUITY   88162G103       279       14,021  SH      DEFINED 6, 7, 8   14021
TETRA TECH INC NEW COM                EQUITY   88162G103     28232    1,417,963  SH      Sole       3    1392458               25505
TETRA TECH, INC.                      EQUITY   88162G103       293       14,706  SH      DEFINED    1                 14,706
TETRA TECHNOLOGIES INC DE             EQUITY   88162F105        74        3,550  SH      DEFINED 6, 7, 8    3550
TETRA TECHNOLOGIES, INC.              EQUITY   88162F105        79        3,753  SH      DEFINED    1                  3,753
TEVA PHARMACEUTICAL ADR               EQUITY   881624209       585        9,500  SH      DEFINED    1                  9,500
TEVA PHARMACEUTICAL INDS ADR          EQUITY   881624209       101        1,640  SH      DEFINED    2                   1640
TEVA PHARMACEUTICAL INDS LTD          EQUITY   881624209      6952      112,800  SH      DEFINED    2                 112800
TEXAS BIOTECH CORP                    EQUITY   88221T104        86       13,167  SH      DEFINED    1                 13,167






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
TEXAS BIOTECHNOLOGY CORP              EQUITY   88221T104        81       12,536  SH      DEFINED 6, 7, 8   12536
TEXAS INDS INC                        EQUITY   882491103       414       11,232  SH      DEFINED 6, 7, 8   11232
TEXAS INDUSTRIES, INC.                EQUITY   882491103       260        7,057  SH      DEFINED    1                  7,057
TEXAS INSTRS INC                      EQUITY   882508104       151        5,410  SH      DEFINED    5       5410
TEXAS INSTRS INC                      EQUITY   882508104     23808      850,300  SH      DEFINED 6, 7, 8  850300
TEXAS INSTRS INC                      EQUITY   882508104     17735      633,400  SH      DEFINED    2                 633400
TEXAS INSTRUMENTS, INC.               EQUITY   882508104     40439    1,444,249  SH      DEFINED    1              1,444,249
TEXAS REGIONAL BANCSHARES, INC CLASS  EQUITY   882673106       160        4,218  SH      DEFINED    1                  4,218
TEXAS REGL BANCSHARES INC             EQUITY   882673106       372        9,833  SH      DEFINED 6, 7, 8    9833
TEXTRON FINANACIAL CORP               EQUITY   883203101      2654       64,023  SH      DEFINED    1                 64,023
TEXTRON INC                           EQUITY   833203101        11          255  SH      DEFINED    2                    255
TEXTRON INC                           EQUITY   883203101        18          440  SH      DEFINED    5        440
TEXTRON INC                           EQUITY   883203101      2478       59,760  SH      DEFINED 6, 7, 8   59760
TEXTRON INC                           EQUITY   883203101      4783      115,540  SH      DEFINED    2                 115540
THAI FUND                             EQUITY   882904105        50       15,000  SH      DEFINED    1                 15,000
THE 3DO CO.                           EQUITY   88553W105        24       11,414  SH      DEFINED    1                 11,414
THE ADVISORY BOARD COMPANY            EQUITY   00762W107       969       35,000  SH      Sole       3      35000
THE GENLYTE GROUP, INC.               EQUITY   372302109       117        3,935  SH      DEFINED    1                  3,935
THE PROFIT RECOVERY GROUP INTL        EQUITY   743168106        98       12,040  SH      DEFINED    1                 12,040
THE ST JOE COMPANY                    EQUITY   790148100         8          272  SH      DEFINED    1                    272
THE STEAK N SHAKE COMPANY             EQUITY   857873103        81        7,343  SH      DEFINED    1                  7,343
THE TITAN CORPORATION                 EQUITY   888266103      2537      101,703  SH      DEFINED    1                101,703
THE YANKEE CANDLE CO.                 EQUITY   984757104       103        4,552  SH      DEFINED    1                  4,552
THERAGENICS CORP                      EQUITY   883375107        84        8,518  SH      DEFINED 6, 7, 8    8518
THERAGENICS CORP.                     EQUITY   883375107        89        8,986  SH      DEFINED    1                  8,986
THERMA-WAVE INC                       EQUITY   88343A108       186       12,446  SH      DEFINED 6, 7, 8   12446
THERMA-WAVE INC.                      EQUITY   88343A108        72        4,841  SH      DEFINED    1                  4,841
THERMO ELECTRON CORP                  EQUITY   883556102        13          560  SH      DEFINED    5        560
THERMO ELECTRON CORP                  EQUITY   883556102      1795       75,210  SH      DEFINED 6, 7, 8   75210
THERMO ELECTRON CORP.                 EQUITY   883556102      1930       80,870  SH      DEFINED    1                 80,870
THIRD WAVE TECHNOLOGIES               EQUITY   88428W108        16        2,130  SH      DEFINED    1                  2,130
THIRD WAVE TECHNOLOGIES I             EQUITY   88428W108        16        2,130  SH      DEFINED 6, 7, 8    2130
THOMAS & BETTS CORP                   EQUITY   884315102         4          180  SH      DEFINED    5        180
THOMAS & BETTS CORP                   EQUITY   884315102       915       43,247  SH      DEFINED 6, 7, 8   43247
THOMAS & BETTS CORP.                  EQUITY   884315102       960       45,371  SH      DEFINED    1                 45,371
THOMAS INDS INC                       EQUITY   884425109       121        4,823  SH      DEFINED 6, 7, 8    4823
THOMAS INDUSTRIES, INC.               EQUITY   884425109       127        5,072  SH      DEFINED    1                  5,072
THOR INDS INC                         EQUITY   885160101        76        2,039  SH      DEFINED 6, 7, 8    2039
THOR INDUSTRIES, INC.                 EQUITY   885160101        79        2,121  SH      DEFINED    1                  2,121
THORATEC CORP                         EQUITY   885175307       174       10,218  SH      DEFINED 6, 7, 8   10218
THORATEC LABORATORIES CORP.           EQUITY   885175307       182       10,683  SH      DEFINED    1                 10,683
THORNBURG MORTGAGE INC.               EQUITY   885218107     12387      628,771  SH      DEFINED    1                628,771
THORNBURG MTG INC                     EQUITY   885218107       174        8,817  SH      DEFINED 6, 7, 8    8817
THQ INC                               EQUITY   872443403       319        6,583  SH      DEFINED    1                  6,583
THQ INC                               EQUITY   872443403       377        7,777  SH      DEFINED 6, 7, 8    7777
THREE FIVE SYS INC                    EQUITY   88554L108       103        6,490  SH      DEFINED 6, 7, 8    6490
THREE-FIVE SYS INC COM                EQUITY   88554L108       107        6,735  SH      DEFINED    1                  6,735
TIBCO SOFTWARE INC                    EQUITY   88632Q103         9          575  SH      DEFINED    1                    575
TICKETMASTER ONLINE-CITY B            EQUITY   88633P203         5          276  SH      DEFINED    1                    276
TIDEWATER INC                         EQUITY   886423102      8382      247,250  SH      DEFINED 6, 7, 8  247250






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
TIDEWATER, INC.                       EQUITY   886423102      8399      247,756  SH      DEFINED    1                247,756
TIER TECHNOLOGIES INC                 EQUITY   88650Q100       173        8,003  SH      DEFINED 6, 7, 8    8003
TIER TECHNOLOGIES INC CL B            EQUITY   88650Q100      3989      185,000  SH      Sole       3     185000
TIFFANY & CO NEW                      EQUITY   886547108        14          460  SH      DEFINED    5        460
TIFFANY & CO NEW                      EQUITY   886547108      1945       61,810  SH      DEFINED 6, 7, 8   61810
TIFFANY & CO.                         EQUITY   886547108      2116       67,230  SH      DEFINED    1                 67,230
TIMBERLAND CO                         EQUITY   887100105      1750       47,200  SH      DEFINED 6, 7, 8   47200
TIMBERLAND COMPANY                    EQUITY   887100105      1759       47,432  SH      DEFINED    1                 47,432
TIME WARNER TELECOM                   EQUITY   887319101        12          667  SH      DEFINED    1                    667
TIMKEN CO                             EQUITY   887389104       258       15,936  SH      DEFINED 6, 7, 8   15936
TIMKEN CO.                            EQUITY   887389104       270       16,712  SH      DEFINED    1                 16,712
TITAN CORP                            EQUITY   888266103      2514      100,754  SH      DEFINED 6, 7, 8  100754
TITAN PHARMACEUTICALS INC             EQUITY   888314101        73        7,412  SH      DEFINED    1                  7,412
TITAN PHARMACEUTICALS INC             EQUITY   888314101        70        7,092  SH      DEFINED 6, 7, 8    7092
TITANIUM METALS CORP                  EQUITY   888339108        25        6,210  SH      DEFINED 6, 7, 8    6210
TITANIUM METALS CORP.                 EQUITY   888339108        27        6,730  SH      DEFINED    1                  6,730
TIVO INC                              EQUITY   888706108        36        5,434  SH      DEFINED    1                  5,434
TIVO INC                              EQUITY   888706108        34        5,129  SH      DEFINED 6, 7, 8    5129
TJX COMPANIES, INC.                   EQUITY   872540109      8054      202,048  SH      DEFINED    1                202,048
TJX COS INC NEW                       EQUITY   872540109        34          850  SH      DEFINED    5        850
TJX COS INC NEW                       EQUITY   872540109      7646      191,830  SH      DEFINED 6, 7, 8  191830
TMP WORLDWIDE INC                     EQUITY   872941109        15          350  SH      DEFINED    5        350
TMP WORLDWIDE INC                     EQUITY   872941109      2121       49,430  SH      DEFINED 6, 7, 8   49430
TMP WORLDWIDE INC.                    EQUITY   872941109      2282       53,185  SH      DEFINED    1                 53,185
TOLL BROTHERS INC                     EQUITY   889478103       316        7,193  SH      DEFINED 6, 7, 8    7193
TOLL BROTHERS INC COM                 EQUITY   889478103     20247      461,197  SH      Sole       3     447397               13800
TOLL BROTHERS, INC.                   EQUITY   889478103       329        7,504  SH      DEFINED    1                  7,504
TOLLGRADE COMMUNICATIONS              EQUITY   889542106       122        3,653  SH      DEFINED 6, 7, 8    3653
TOLLGRADE COMMUNICATIONS INC          EQUITY   889542106       128        3,843  SH      DEFINED    1                  3,843
TOMPKINS TRUSTCO INC                  EQUITY   890110109        89        2,217  SH      DEFINED    1                  2,217
TOMPKINSTRUSTCO INC                   EQUITY   890110109        83        2,056  SH      DEFINED 6, 7, 8    2056
TOO INC                               EQUITY   890333107       256        9,319  SH      DEFINED    1                  9,319
TOO INC                               EQUITY   890333107       245        8,916  SH      DEFINED 6, 7, 8    8916
TOO INC                               EQUITY   890333107      3314      120,500  SH      DEFINED    2                 120500
TOO INC COM                           EQUITY   890333107     25418      924,290  SH      Sole       3     905130               19160
TOOTSIE ROLL INDS INC                 EQUITY   890516107      2396       61,300  SH      DEFINED 6, 7, 8   61300
TOOTSIE ROLL INDUSTRIES, INC.         EQUITY   890516107      2402       61,471  SH      DEFINED    1                 61,471
TOPPS CO. INC.                        EQUITY   890786106       139       11,480  SH      DEFINED    1                 11,480
TOPPS INC                             EQUITY   890786106       132       10,898  SH      DEFINED 6, 7, 8   10898
TORCHMARK CORP                        EQUITY   891027104        15          390  SH      DEFINED    5        390
TORCHMARK CORP                        EQUITY   891027104      4061      103,260  SH      DEFINED 6, 7, 8  103260
TORCHMARK CORP.                       EQUITY   891027104      4215      107,168  SH      DEFINED    1                107,168
TORO CO                               EQUITY   891092108       181        4,028  SH      DEFINED 6, 7, 8    4028
TORO CO.                              EQUITY   891092108       189        4,207  SH      DEFINED    1                  4,207
TOTAL SYSTEM SERVICE                  EQUITY   891906109         9          443  SH      DEFINED    1                    443
TOWER AUTOMOTIVE INC                  EQUITY   891707101       110       12,214  SH      DEFINED 6, 7, 8   12214
TOWER AUTOMOTIVE, INC.                EQUITY   891707101       116       12,801  SH      DEFINED    1                 12,801
TOWN & COUNTRY TRUST                  EQUITY   892081100        90        4,312  SH      DEFINED    1                  4,312
TOWN & CTRY TR                        EQUITY   892081100        85        4,069  SH      DEFINED 6, 7, 8    4069
TOYS R US INC                         EQUITY   892335100        13          620  SH      DEFINED    5        620






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
TOYS R US INC                         EQUITY   892335100      3847      185,500  SH      DEFINED 6, 7, 8  185500
TOYS R US INC.                        EQUITY   892335100      3976      191,719  SH      DEFINED    1                191,719
TRADESTATION GROUP INC                EQUITY   89267P105         9        5,754  SH      DEFINED    1                  5,754
TRADESTATION GROUP INC                EQUITY   89267P105         9        5,754  SH      DEFINED 6, 7, 8    5754
TRAMMELL CROW CO                      EQUITY   89288R106        86        7,366  SH      DEFINED 6, 7, 8    7366
TRAMMELL CROW CO.                     EQUITY   89288R106        90        7,663  SH      DEFINED    1                  7,663
TRANS WORLD ENTERTAINMENT CORP        EQUITY   89336Q100        67        8,825  SH      DEFINED    1                  8,825
TRANS WORLD ENTMT CORP                EQUITY   89336Q100        65        8,514  SH      DEFINED 6, 7, 8    8514
TRANSACTION SYS ARCHITECT             EQUITY   893416107       684       55,786  SH      DEFINED 6, 7, 8   55786
TRANSACTION SYSTEMS ARCHITECTS CLASS  EQUITY   893416107       690       56,304  SH      DEFINED    1                 56,304
TRANSATLANTIC HOLDINGS INC            EQUITY   893521104 2,845,946   31,274,130  SH      DEFINED    1             31,274,130
TRANSGENOMIC INC                      EQUITY   89365K206        39        3,561  SH      DEFINED    1                  3,561
TRANSGENOMIC INC                      EQUITY   89365K206       132       12,033  SH      DEFINED 6, 7, 8   12033
TRANSKARYOTIC THERAPIES I             EQUITY   893735100       278        6,488  SH      DEFINED 6, 7, 8    6488
TRANSKARYOTIC THERAPIES INC           EQUITY   893735100      8928      208,600  SH      DEFINED    2                 208600
TRANSKARYOTIC THERAPIES, INC.         EQUITY   893735100       295        6,890  SH      DEFINED    1                  6,890
TRANSMETA CORP                        EQUITY   89376R109         2          925  SH      DEFINED    1                    925
TRANSMONTAIGNE INC                    EQUITY   893934109       845      155,100  SH      Sole       3     155100
TRANSMONTAIGNE INC                    EQUITY   893934109        27        4,950  SH      DEFINED 6, 7, 8    4950
TRANSMONTAIGNE, INC.                  EQUITY   893934109        28        5,050  SH      DEFINED    1                  5,050
TRANSOCEAN SEDCO FOREX IN             EQUITY   G90078109        34        1,000  SH      DEFINED    5       1000
TRANSOCEAN SEDCO FOREX IN             EQUITY   G90078109      4558      134,770  SH      DEFINED 6, 7, 8  134770
TRANSOCEAN SEDCO FOREX INC            EQUITY   G90078109        14          410  SH      DEFINED    2                    410
TRANSWITCH CORP                       EQUITY   894065101       610      135,588  SH      DEFINED 6, 7, 8  135588
TRANSWITCH CORP.                      EQUITY   894065101       617      137,007  SH      DEFINED    1                137,007
TRAVELOCITY.COM INC                   EQUITY   893953109         4          126  SH      DEFINED    1                    126
TRC COS INC                           EQUITY   872625108        81        1,612  SH      DEFINED    1                  1,612
TRC COS INC                           EQUITY   872625108        76        1,526  SH      DEFINED 6, 7, 8    1526
TREDEGAR CORP                         EQUITY   894650100        97        5,081  SH      DEFINED 6, 7, 8    5081
TREDEGAR CORP.                        EQUITY   894650100       102        5,375  SH      DEFINED    1                  5,375
TREMONT CORP                          EQUITY   894745207        12          399  SH      DEFINED 6, 7, 8     399
TREMONT CORP.                         EQUITY   894745207        12          399  SH      DEFINED    1                    399
TRENDWEST RESORTS INC                 EQUITY   894917103        52        2,063  SH      DEFINED 6, 7, 8    2063
TRENDWEST RESORTS, INC.               EQUITY   894917103        56        2,217  SH      DEFINED    1                  2,217
TREX COMPANY, INC.                    EQUITY   89531P105        34        1,802  SH      DEFINED    1                  1,802
TREX INC                              EQUITY   89531P105        33        1,752  SH      DEFINED 6, 7, 8    1752
TRIAD GTY INC                         EQUITY   895925105        72        1,987  SH      DEFINED 6, 7, 8    1987
TRIAD GTY INC COM                     EQUITY   895925105     11255      310,300  SH      Sole       3     310300
TRIAD GUARANTY, INC.                  EQUITY   895925105        77        2,121  SH      DEFINED    1                  2,121
TRIAD HOSPITALS INC                   EQUITY   89579K109      2568       87,500  SH      DEFINED 6, 7, 8   87500
TRIAD HOSPITALS INC COM               EQUITY   89579K109     48533    1,653,588  SH      Sole       3    1625088               28500
TRIAD HOSPITALS, INC.                 EQUITY   89579K109      2587       88,156  SH      DEFINED    1                 88,156
TRIANGLE PHARMACEUTICALS              EQUITY   89589H104        40       10,086  SH      DEFINED 6, 7, 8   10086
TRIANGLE PHARMACEUTICALS, INC.        EQUITY   89589H104        43       10,630  SH      DEFINED    1                 10,630
TRIARC COMPANIES INC. CLASS A         EQUITY   895927101        89        3,681  SH      DEFINED    1                  3,681
TRIARC COS INC                        EQUITY   895927101        85        3,490  SH      DEFINED 6, 7, 8    3490
TRIBUNE CO NEW                        EQUITY   896047107        35          930  SH      DEFINED    5        930
TRIBUNE CO NEW                        EQUITY   896047107      4715      125,970  SH      DEFINED 6, 7, 8  125970
TRIBUNE CO.                           EQUITY   896047107      4977      132,980  SH      DEFINED    1                132,980
TRICO MARINE SERVICES INC             EQUITY   896106101        59        7,863  SH      DEFINED 6, 7, 8    7863






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
TRICO MARINE SERVICES, INC.           EQUITY   896106101        61        8,085  SH      DEFINED    1                  8,085
TRICON GLOBAL RESTAURANTS             EQUITY   895953107        23          460  SH      DEFINED    5        460
TRICON GLOBAL RESTAURANTS             EQUITY   895953107      3779       76,810  SH      DEFINED 6, 7, 8   76810
TRICON GLOBAL RESTAURANTS INC         EQUITY   895953107      2770       56,300  SH      DEFINED    2                  56300
TRICON GLOBAL RESTURANTS INC          EQUITY   895953107      3658       74,349  SH      DEFINED    1                 74,349
TRIGON HEALTHCARE INC                 EQUITY   89618L100      3014       43,400  SH      DEFINED 6, 7, 8   43400
TRIGON HEALTHCARE INC                 EQUITY   89618L100      3271       47,100  SH      DEFINED    2                  47100
TRIGON HEALTHCARE, INC.               EQUITY   89618L100      3035       43,694  SH      DEFINED    1                 43,694
TRIKON TECHNOLOGIES INC               EQUITY   896187408        40        3,393  SH      DEFINED    1                  3,393
TRIKON TECHNOLOGIES INC               EQUITY   896187408        38        3,199  SH      DEFINED 6, 7, 8    3199
TRIMBLE NAVIGATION LTD                EQUITY   896239100       116        7,148  SH      DEFINED 6, 7, 8    7148
TRIMBLE NAVIGATION LTD.               EQUITY   896239100       121        7,480  SH      DEFINED    1                  7,480
TRIMERIS INC                          EQUITY   896263100       239        5,306  SH      DEFINED    1                  5,306
TRIMERIS INC                          EQUITY   896263100       397        8,817  SH      DEFINED 6, 7, 8    8817
TRINITY INDS INC                      EQUITY   896522109      1774       65,295  SH      DEFINED 6, 7, 8   65295
TRINITY INDUSTRIES, INC.              EQUITY   896522109      1789       65,843  SH      DEFINED    1                 65,843
TRIPATH IMAGIN INC                    EQUITY   896942109        57        7,533  SH      DEFINED    1                  7,533
TRIPATH IMAGING INC                   EQUITY   896942109        54        7,176  SH      DEFINED 6, 7, 8    7176
TRIPATH TECHNOLOGY                    EQUITY   89672P104         8        4,397  SH      DEFINED    1                  4,397
TRIPATH TECHNOLOGY INC                EQUITY   89672P104         8        4,397  SH      DEFINED 6, 7, 8    4397
TRIQUINT SEMICONDUCTOR IN             EQUITY   89674K103      2492      203,291  SH      DEFINED 6, 7, 8  203291
TRIQUINT SEMICONDUCTOR INC            EQUITY   89674K103      3958      322,800  SH      DEFINED    2                 322800
TRIQUINT SEMICONDUCTOR, INC.          EQUITY   89674K103      2422      197,517  SH      DEFINED    1                197,517
TRITON PCS HOLDINGS                   EQUITY   89677M106        16          544  SH      DEFINED    1                    544
TRIUMPH GROUP INC NEW                 EQUITY   896818101       161        4,955  SH      DEFINED 6, 7, 8    4955
TRIUMPH GROUP, INC.                   EQUITY   896818101       170        5,246  SH      DEFINED    1                  5,246
TRIZETTO GROUP INC                    EQUITY   896882107        89        6,812  SH      DEFINED    1                  6,812
TRIZETTO GROUP INC                    EQUITY   896882107        84        6,383  SH      DEFINED 6, 7, 8    6383
TROPICAL SPORTSWEAR INTL              EQUITY   89708P102        27        1,429  SH      DEFINED 6, 7, 8    1429
TROPICAL SPORTSWEAR INT'L             EQUITY   89708P102        27        1,429  SH      DEFINED    1                  1,429
TROY FINANCIAL CORP                   EQUITY   897329108        32        1,292  SH      DEFINED    1                  1,292
TROY FINL CORP                        EQUITY   897329108        32        1,292  SH      DEFINED 6, 7, 8    1292
TRUST CO NJ JERSEY CITY N             EQUITY   898304100       149        5,932  SH      DEFINED 6, 7, 8    5932
TRUST CO. OF NEW JERSEY               EQUITY   898304100       159        6,298  SH      DEFINED    1                  6,298
TRUSTCO BANK CORP. NY                 EQUITY   898349105       268       21,310  SH      DEFINED    1                 21,310
TRUSTCO BK CORP N Y                   EQUITY   898349105       257       20,447  SH      DEFINED 6, 7, 8   20447
TRUSTMARK CORP                        EQUITY   898402102       497       20,500  SH      DEFINED 6, 7, 8   20500
TRUSTMARK CORP.                       EQUITY   898402102       505       20,834  SH      DEFINED    1                 20,834
TRW INC                               EQUITY   872649108        15          400  SH      DEFINED    5        400
TRW INC                               EQUITY   872649108      1979       53,420  SH      DEFINED 6, 7, 8   53420
TRW INC.                              EQUITY   872649108      2119       57,210  SH      DEFINED    1                 57,210
TTM TECHNOLOGIES  INC                 EQUITY   87305R109        33        3,265  SH      DEFINED 6, 7, 8    3265
TTM TECHONOLOGIES                     EQUITY   87305R109        37        3,691  SH      DEFINED    1                  3,691
TUBOS DE ACERO DE MEX-SP ADR          EQUITY   898592506      1433      160,300  SH      DEFINED    1                160,300
TUESDAY MORNING CORP                  EQUITY   899035505        46        2,526  SH      DEFINED 6, 7, 8    2526
TUESDAY MORNING CORPORATION           EQUITY   899035505        48        2,626  SH      DEFINED    1                  2,626
TULARIK INC                           EQUITY   899165104       140        5,841  SH      DEFINED    1                  5,841
TULARIK INC                           EQUITY   899165104       132        5,509  SH      DEFINED 6, 7, 8    5509
TUMBLEWEED COMMUNICATIONS             EQUITY   899690101       115       19,325  SH      DEFINED 6, 7, 8   19325
TUPPERWARE CORP                       EQUITY   899896104         3          180  SH      DEFINED    5        180






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
TUPPERWARE CORP                       EQUITY   899896104      1475       76,609  SH      DEFINED 6, 7, 8   76609
TUPPERWARE CORP.                      EQUITY   899896104      1516       78,752  SH      DEFINED    1                 78,752
TURKCELL ILETISIM HIZMET-ADR          EQUITY   900111204       205       10,000  SH      DEFINED    1                 10,000
TURNSTONE SYSTEMS INC                 EQUITY   900423104        37        9,242  SH      DEFINED    1                  9,242
TURNSTONE SYSTEMS INC                 EQUITY   900423104        35        8,741  SH      DEFINED 6, 7, 8    8741
TV AZTECA S.A.-SPONS ADR              EQUITY   901145102      1744      256,800  SH      DEFINED    1                256,800
TWEETER HOME ENTERTAINMENT            EQUITY   901167106       169        5,828  SH      DEFINED    1                  5,828
TWEETER HOME ENTMT GROUP              EQUITY   901167106       161        5,546  SH      DEFINED 6, 7, 8    5546
TXU CORP                              EQUITY   873168108        39          830  SH      DEFINED    5        830
TXU CORP                              EQUITY   873168108      5284      112,060  SH      DEFINED 6, 7, 8  112060
TXU Corporation                       EQUITY   873168108      7073      150,000  SH      DEFINED    4                150,000
TYCO INTERNATIONAL, LTD.              EQUITY   902124106    111354    1,890,555  SH      DEFINED    1              1,890,555
TYCO INTL LTD                         EQUITY   902124106         6          100  SH      DEFINED    2                    100
TYCO INTL LTD                         EQUITY   902124106     62291    1,057,568  SH      DEFINED    2                1057568
TYCO INTL LTD NEW                     EQUITY   902124106       368        6,240  SH      DEFINED    5       6240
TYCO INTL LTD NEW                     EQUITY   902124106     59930    1,017,477  SH      DEFINED 6, 7, 8 1017477
TYSON FOODS INC                       EQUITY   902494103      4900      424,200  SH      DEFINED 6, 7, 8  424200
TYSON FOODS, INC. CLASS A             EQUITY   902494103      4921      426,049  SH      DEFINED    1                426,049
U S B HLDG INC                        EQUITY   902910108        60        3,533  SH      DEFINED 6, 7, 8    3533
U S CONCRETE INC                      EQUITY   90333L102        39        5,952  SH      DEFINED 6, 7, 8    5952
U S G CORP                            EQUITY   903293405        68       11,878  SH      DEFINED 6, 7, 8   11878
U S INDS INC NEW                      EQUITY   912080108        61       23,869  SH      DEFINED 6, 7, 8   23869
U S PHYSICAL THERAPY INC              EQUITY   90337L108        21        1,278  SH      DEFINED 6, 7, 8    1278
U S RESTAURANT PPTYS INC              EQUITY   902971100        84        5,762  SH      DEFINED 6, 7, 8    5762
U.S. BANCORP, INC.                    EQUITY   902973304     44981    2,149,108  SH      DEFINED    1              2,149,108
U.S. RESTAURANT PROPERTIES INC        EQUITY   902971100        90        6,159  SH      DEFINED    1                  6,159
U.S.B. HOLDING CO., INC.              EQUITY   902910108        61        3,638  SH      DEFINED    1                  3,638
UAL CORP                              EQUITY   902549500         6          454  SH      DEFINED    1                    454
UAXS GLOBAL HOLDINGS INC              EQUITY   91336M105        62       13,165  SH      DEFINED    1                 13,165
UBIQUITEL INC                         EQUITY   903474302       129       17,381  SH      DEFINED    1                 17,381
UBIQUITEL INC                         EQUITY   903474302       124       16,708  SH      DEFINED 6, 7, 8   16708
UCAR INTERNATIONAL, INC.              EQUITY   90262K109       919       85,931  SH      DEFINED    1                 85,931
UCAR INTL INC                         EQUITY   90262K109       910       85,050  SH      DEFINED 6, 7, 8   85050
UCBH HOLDINGS INC                     EQUITY   90262T308       165        5,796  SH      DEFINED    1                  5,796
UCBH HOLDINGS INC                     EQUITY   90262T308       157        5,522  SH      DEFINED 6, 7, 8    5522
UGI CORP NEW                          EQUITY   902681105       258        8,549  SH      DEFINED 6, 7, 8    8549
UGI CORP.                             EQUITY   902681105       268        8,878  SH      DEFINED    1                  8,878
UGLY DUCKLING HLDGS INC               EQUITY   903512101       475      137,644  SH      DEFINED    1                137,644
UICI                                  EQUITY   902737105       173       12,817  SH      DEFINED    1                 12,817
UICI                                  EQUITY   902737105       166       12,305  SH      DEFINED 6, 7, 8   12305
UIL HLDG CORP                         EQUITY   902748102       205        3,988  SH      DEFINED 6, 7, 8    3988
UIL HOLDINGS CORP.                    EQUITY   902748102       216        4,208  SH      DEFINED    1                  4,208
ULTICOM INC                           EQUITY   903844108        28        2,775  SH      DEFINED    1                  2,775
ULTICOM INC                           EQUITY   903844108        33        3,265  SH      DEFINED 6, 7, 8    3265
ULTIMATE ELECTRONIS, INC.             EQUITY   903849107        79        2,621  SH      DEFINED    1                  2,621
ULTIMATE ELECTRS INC                  EQUITY   903849107        75        2,490  SH      DEFINED 6, 7, 8    2490
ULTRAMAR DIAMOND SHAMROCK             EQUITY   904000106      5458      110,300  SH      DEFINED 6, 7, 8  110300
ULTRAMAR DIAMOND SHAMROCK CORP        EQUITY   904000106      4495       90,845  SH      DEFINED    1                 90,845
ULTRATECH STEPPER INC                 EQUITY   904034105       108        6,512  SH      DEFINED 6, 7, 8    6512






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
ULTRATECH STEPPER, INC.               EQUITY   904034105       114        6,877  SH      DEFINED    1                  6,877
UMB FINANCIAL CORP.                   EQUITY   902788108       231        5,782  SH      DEFINED    1                  5,782
UMB FINL CORP                         EQUITY   902788108       221        5,521  SH      DEFINED 6, 7, 8    5521
UMPQUA HLDGS CORP                     EQUITY   904214103        61        4,535  SH      DEFINED 6, 7, 8    4535
UMPQUA HOLDINGS CORP                  EQUITY   904214103        66        4,855  SH      DEFINED    1                  4,855
UNB CORP OHIO                         EQUITY   903056109        63        3,396  SH      DEFINED    1                  3,396
UNB CORP OHIO                         EQUITY   903056109        60        3,233  SH      DEFINED 6, 7, 8    3233
UNIFI INC                             EQUITY   904677101       592       81,644  SH      DEFINED 6, 7, 8   81644
UNIFI, INC.                           EQUITY   904677101       597       82,390  SH      DEFINED    1                 82,390
UNIFIRST CORP MASS                    EQUITY   904708104        58        2,578  SH      DEFINED 6, 7, 8    2578
UNIFIRST CORP.                        EQUITY   904708104        62        2,733  SH      DEFINED    1                  2,733
UNILAB CORP NEW                       EQUITY   904763208       229        9,143  SH      DEFINED 6, 7, 8    9143
UNILAB CORP NEW COM NEW               EQUITY   904763208      7633      304,090  SH      Sole       3     296790                7300
UNILEVER N V                          EQUITY   904784709       103        1,790  SH      DEFINED    5       1790
UNILEVER N V                          EQUITY   904784709     13925      241,710  SH      DEFINED 6, 7, 8  241710
UNILEVER N V                          EQUITY   904784709       532        9,242  SH      DEFINED 6, 7, 8    9242
UNILEVER NV NY SHARES                 EQUITY   904784709     15248      264,675  SH      DEFINED    1                264,675
Union Electric                        CORPBOND 906548BT8      4642    5,000,000  PRN     DEFINED    4              5,000,000
UNION PAC CORP                        EQUITY   907818108        44          780  SH      DEFINED    5        780
UNION PAC CORP                        EQUITY   907818108      8105      142,200  SH      DEFINED 6, 7, 8  142200
UNION PACIFIC CORP.                   EQUITY   907818108      8439      148,050  SH      DEFINED    1                148,050
UNION PLANTERS CORP                   EQUITY   908068109      4928      109,206  SH      DEFINED    1                109,206
UNION PLANTERS CORP                   EQUITY   908068109        19          430  SH      DEFINED    5        430
UNION PLANTERS CORP                   EQUITY   908068109      4734      104,900  SH      DEFINED 6, 7, 8  104900
UNIONBANCAL CORP                      EQUITY   908906100        16          412  SH      DEFINED    1                    412
UNIROYAL TECHNOLOGY CORP              EQUITY   909163107        14        4,455  SH      DEFINED 6, 7, 8    4455
UNIROYAL TECHNOLOGY CORP.             EQUITY   909163107        15        4,631  SH      DEFINED    1                  4,631
UNISOURCE ENERGY CORP                 EQUITY   909205106       410       22,554  SH      DEFINED 6, 7, 8   22554
UNISOURCE ENERGY CORP.                EQUITY   909205106       190       10,455  SH      DEFINED    1                 10,455
UNISYS CORP                           EQUITY   909214108        13        1,000  SH      DEFINED    5       1000
UNISYS CORP                           EQUITY   909214108      1691      134,880  SH      DEFINED 6, 7, 8  134880
UNISYS CORP.                          EQUITY   909214108      1818      145,009  SH      DEFINED    1                145,009
UNIT CORP                             EQUITY   909218109       133       10,338  SH      DEFINED 6, 7, 8   10338
UNIT CORP.                            EQUITY   909218109       139       10,782  SH      DEFINED    1                 10,782
UNITED AUTO GROUP INC                 EQUITY   909440109        44        1,706  SH      DEFINED 6, 7, 8    1706
UNITED AUTO GROUP, INC.               EQUITY   909440109        46        1,794  SH      DEFINED    1                  1,794
UNITED BANKSHARES INC WES             EQUITY   909907107       365       12,637  SH      DEFINED 6, 7, 8   12637
UNITED BANKSHARES INC. WV             EQUITY   909907107       381       13,210  SH      DEFINED    1                 13,210
UNITED BK SWITZERLAND                 CORPBOND 909992000      2000    2,000,000  PRN     DEFINED    2                2000000
UNITED CMNTY FINL CORP OH             EQUITY   909839102        75       10,432  SH      DEFINED 6, 7, 8   10432
UNITED COMMUNITY FINANCIAL CO         EQUITY   909839102        78       10,809  SH      DEFINED    1                 10,809
UNITED DOMINION REALTY TR             EQUITY   910197102       467       32,399  SH      DEFINED 6, 7, 8   32399
UNITED DOMINION REALTY TRUST          EQUITY   910197102      3729      258,965  SH      DEFINED    1                258,965
UNITED DOMINION RLTYTR COM            EQUITY   910197102     17916    1,244,200  SH      Sole       3    1098500              145700
UNITED FIRE & CAS CO                  EQUITY   910331107        58        2,027  SH      DEFINED 6, 7, 8    2027
UNITED FIRE & CASUALTY CO.            EQUITY   910331107        61        2,130  SH      DEFINED    1                  2,130
UNITED HEALTHCARE CORP                EQUITY   91324P102      9857      139,285  SH      DEFINED    1                139,285
UNITED INDL CORP                      EQUITY   910671106        68        4,086  SH      DEFINED 6, 7, 8    4086
UNITED INDUSTRIAL CORP                EQUITY   910671106        74        4,398  SH      DEFINED    1                  4,398
UNITED NAT FOODS INC                  EQUITY   911163103        66        2,643  SH      DEFINED 6, 7, 8    2643






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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UNITED NATIONAL BANCORP               EQUITY   910909100       118        4,911  SH      DEFINED    1                  4,911
UNITED NATL BANCORP N J               EQUITY   910909100       114        4,738  SH      DEFINED 6, 7, 8    4738
UNITED NATURAL FOODS, INC.            EQUITY   911163103        70        2,809  SH      DEFINED    1                  2,809
UNITED PARCEL SERVICE CLASS -B        EQUITY   911312106      7968      146,200  SH      DEFINED    1                146,200
UNITED PARCEL SERVICE INC             EQUITY   911312106       273        5,000  SH      DEFINED 6, 7, 8    5000
UNITED PARCEL SVC INC CL B            EQUITY   911312106        68        1,250  SH      DEFINED    2                   1250
UNITED RENTALS INC                    EQUITY   911363109      2020       89,000  SH      DEFINED 6, 7, 8   89000
UNITED RENTALS, INC.                  EQUITY   911363109      2027       89,309  SH      DEFINED    1                 89,309
UNITED STATIONERS INC                 EQUITY   913004107       677       20,129  SH      DEFINED 6, 7, 8   20129
UNITED STATIONERS, INC.               EQUITY   913004107       357       10,613  SH      DEFINED    1                 10,613
UNITED SURGICAL PRTNRS COM            EQUITY   913016309     18331      866,700  SH      Sole       3     866700
UNITED TECHNOLOGIES CORP              EQUITY   913017109        94        1,460  SH      DEFINED    5       1460
UNITED TECHNOLOGIES CORP              EQUITY   913017109     13580      210,120  SH      DEFINED 6, 7, 8  210120
UNITED TECHNOLOGIES CORP              EQUITY   913017109      1932       29,900  SH      DEFINED    2                  29900
UNITED TECHNOLOGIES CORP.             EQUITY   913017109     14292      221,142  SH      DEFINED    1                221,142
UNITED THERAPEUTICS CORP              EQUITY   91307C102        45        4,329  SH      DEFINED 6, 7, 8    4329
UNITED THERAPEUTICS CORP.             EQUITY   91307C102        48        4,564  SH      DEFINED    1                  4,564
UNITEDGLOBALCOM                       EQUITY   913247508       111       22,200  SH      DEFINED 6, 7, 8   22200
UNITEDGLOBALCOM INC. CLASS A          EQUITY   913247508       115       22,993  SH      DEFINED    1                 22,993
UNITEDHEALTH GROUP INC                EQUITY   91324P102       260        3,680  SH      DEFINED    2                   3680
UNITEDHEALTH GROUP INC                EQUITY   91324P102        69          970  SH      DEFINED    5        970
UNITEDHEALTH GROUP INC                EQUITY   91324P102      9328      131,810  SH      DEFINED 6, 7, 8  131810
UNITRIN INC                           EQUITY   913275103      3233       81,800  SH      DEFINED 6, 7, 8   81800
UNITRIN, INC.                         EQUITY   913275103      3249       82,201  SH      DEFINED    1                 82,201
UNIVERSAL ACCESS GLOBAL H             EQUITY   91336M105        59       12,541  SH      DEFINED 6, 7, 8   12541
UNIVERSAL AMER FINANCIAL CORP         EQUITY   913377107       103       15,117  SH      DEFINED    1                 15,117
UNIVERSAL AMERN FINL CORP             EQUITY   913377107        95       14,046  SH      DEFINED 6, 7, 8   14046
UNIVERSAL COMPRESSION COM             EQUITY   913431102      8838      299,700  SH      Sole       3     299700
UNIVERSAL COMPRESSION HLD             EQUITY   913431102        91        3,097  SH      DEFINED 6, 7, 8    3097
UNIVERSAL COMPRESSION HLDGS           EQUITY   913431102        98        3,331  SH      DEFINED    1                  3,331
UNIVERSAL CORP VA                     EQUITY   913456109      1491       40,954  SH      DEFINED 6, 7, 8   40954
UNIVERSAL CORP.                       EQUITY   913456109      1505       41,332  SH      DEFINED    1                 41,332
UNIVERSAL DISPLAY CORP                EQUITY   91347P105        39        4,293  SH      DEFINED 6, 7, 8    4293
UNIVERSAL DISPLAY CORP.               EQUITY   91347P105        40        4,422  SH      DEFINED    1                  4,422
UNIVERSAL ELECTRONICS INC.            EQUITY   913483103        73        4,250  SH      DEFINED    1                  4,250
UNIVERSAL ELECTRS INC                 EQUITY   913483103        69        4,023  SH      DEFINED 6, 7, 8    4023
UNIVERSAL FOREST PRODUCTS, INC        EQUITY   913543104        82        3,908  SH      DEFINED    1                  3,908
UNIVERSAL FST PRODS INC               EQUITY   913543104        79        3,783  SH      DEFINED 6, 7, 8    3783
UNIVERSAL HEALTH REALTY INCOME        EQUITY   91359E105        93        3,968  SH      DEFINED    1                  3,968
UNIVERSAL HEALTH RLTY INC             EQUITY   91359E105        88        3,738  SH      DEFINED 6, 7, 8    3738
UNIVERSAL HEALTH SERVICES - B         EQUITY   913903100      3155       73,739  SH      DEFINED    1                 73,739
UNIVERSAL HLTH SVCS INC               EQUITY   913903100      3131       73,200  SH      DEFINED 6, 7, 8   73200
UNIVISION COMMUNICATIONS              EQUITY   914906102        27          660  SH      DEFINED    5        660
UNIVISION COMMUNICATIONS              EQUITY   914906102      3594       88,830  SH      DEFINED 6, 7, 8   88830
UNIVISION COMMUNICATIONS, INC.        EQUITY   914906102      3886       96,053  SH      DEFINED    1                 96,053
UNOCAL CORP                           EQUITY   915289102        27          760  SH      DEFINED    5        760
UNOCAL CORP                           EQUITY   915289102      3721      103,150  SH      DEFINED 6, 7, 8  103150
UNOCAL CORP.                          EQUITY   915289102      3996      110,790  SH      DEFINED    1                110,790
UNOVA INC                             EQUITY   91529B106        83       14,327  SH      DEFINED 6, 7, 8   14327






                                      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
------------------------------------------------------------------------------------------------------------------------------------
                                                                                             
UNOVA, INC.                           EQUITY   91529B106        87       15,062  SH      DEFINED    1                 15,062
UNUMPROVIDENT CORP                    EQUITY   91529Y106        20          760  SH      DEFINED    5        760
UNUMPROVIDENT CORP                    EQUITY   91529Y106      2713      102,330  SH      DEFINED 6, 7, 8  102330
UNUMPROVIDENT CORP.                   EQUITY   91529Y106      2910      109,761  SH      DEFINED    1                109,761
URBAN OUTFITTERS INC                  EQUITY   917047102        50        2,062  SH      DEFINED 6, 7, 8    2062
URBAN OUTFITTERS, INC.                EQUITY   917047102        50        2,062  SH      DEFINED    1                  2,062
UROLOGIX INC                          EQUITY   917273104        68        3,385  SH      DEFINED    1                  3,385
UROLOGIX INC                          EQUITY   917273104        64        3,215  SH      DEFINED 6, 7, 8    3215
URS CORP NEW                          EQUITY   903236107       116        4,216  SH      DEFINED 6, 7, 8    4216
URS CORP.                             EQUITY   903236107       120        4,370  SH      DEFINED    1                  4,370
US AIRWAYS GROUP INC                  EQUITY   911905107         1          210  SH      DEFINED    5        210
US AIRWAYS GROUP INC                  EQUITY   911905107       182       28,760  SH      DEFINED 6, 7, 8   28760
US AIRWAYS GROUP, INC.                EQUITY   911905107       196       30,898  SH      DEFINED    1                 30,898
US BANCORP DEL                        EQUITY   902973304       128        6,100  SH      DEFINED    5       6100
US BANCORP DEL                        EQUITY   902973304     17265      824,910  SH      DEFINED 6, 7, 8  824910
US CELLULAR                           EQUITY   911684108        13          286  SH      DEFINED    1                    286
US CONCRETE INC                       EQUITY   90333L102        42        6,416  SH      DEFINED    1                  6,416
US ONCOLOGY INC                       EQUITY   90338W103       230       30,438  SH      DEFINED 6, 7, 8   30438
US ONCOLOGY, INC.                     EQUITY   90338W103       239       31,668  SH      DEFINED    1                 31,668
US PHYSICAL THERAPY INC               EQUITY   90337L108        23        1,395  SH      DEFINED    1                  1,395
US UNWIRED INC                        EQUITY   90338R104        98        9,612  SH      DEFINED    1                  9,612
US UNWIRED INC                        EQUITY   90338R104        93        9,170  SH      DEFINED 6, 7, 8    9170
USA ED INC                            EQUITY   90390U102        41          490  SH      DEFINED    5        490
USA ED INC                            EQUITY   90390U102      5571       66,310  SH      DEFINED 6, 7, 8   66310
USA ED INC                            EQUITY   90390U102      9654      114,900  SH      DEFINED    2                 114900
USA EDUCATION INC                     EQUITY   90390U102     16969      201,965  SH      DEFINED    1                201,965
USA NETWORKS INC                      EQUITY   902984103       883       32,330  SH      DEFINED 6, 7, 8   32330
USA NETWORKS, INC.                    EQUITY   902984103       252        9,237  SH      DEFINED    1                  9,237
USEC INC                              EQUITY   90333E108       186       26,031  SH      DEFINED 6, 7, 8   26031
USEC, INC                             EQUITY   90333E108       194       27,056  SH      DEFINED    1                 27,056
USFREIGHTWAYS CORP                    EQUITY   916906100       265        8,454  SH      DEFINED 6, 7, 8    8454
USFREIGHTWAYS CORP.                   EQUITY   916906100       277        8,818  SH      DEFINED    1                  8,818
USG CORP.                             EQUITY   903293405        72       12,584  SH      DEFINED    1                 12,584
USINOR SA                             EQUITY   912080108        63       24,681  SH      DEFINED    1                 24,681
USINTERNETWORKING INC                 EQUITY   917311805         3       14,433  SH      DEFINED 6, 7, 8   14433
USINTERNETWORKING, INC.               EQUITY   917311805         3       14,433  SH      DEFINED    1                 14,433
USLIFE INCOME FD INC                  EQUITY   917324105        65         8400  SH      DEFINED    6       8400
USLIFE INCOME FUND                    EQUITY   917324105        67        8,400  SH      DEFINED    1                  8,400
UST INC                               EQUITY   902911106        18          520  SH      DEFINED    5        520
UST INC                               EQUITY   902911106      2447       69,900  SH      DEFINED 6, 7, 8   69900
UST INC                               EQUITY   902911106      6600      188,563  SH      DEFINED    2                 188563
UST INC.                              EQUITY   902911106      2647       75,621  SH      DEFINED    1                 75,621
USX MARATHON GROUP                    EQUITY   902905827        29          970  SH      DEFINED    5        970
USX MARATHON GROUP                    EQUITY   902905827      4949      164,980  SH      DEFINED 6, 7, 8  164980
USX-MARATHON GROUP                    EQUITY   90337T101      5221      196,063  SH      DEFINED    1                196,063
USX-U S STL                           EQUITY   90337T101         5          280  SH      DEFINED    5        280
USX-U S STL                           EQUITY   90337T101       955       52,760  SH      DEFINED 6, 7, 8   52760
UTILICORP UNITED, INC.                EQUITY   918005109      3565      141,647  SH      DEFINED    1                141,647
UTILICORP UTD INC                     EQUITY   918005109      3539      140,600  SH      DEFINED 6, 7, 8  140600
UTSTARCOM INC                         EQUITY   918076100         9          303  SH      DEFINED    1                    303






                                      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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V F CORP                              EQUITY   918204108        14          350  SH      DEFINED    5        350
V F CORP                              EQUITY   918204108      2609       66,870  SH      DEFINED 6, 7, 8   66870
V. F. CORP.                           EQUITY   918204108      2738       70,175  SH      DEFINED    1                 70,175
VA LINUX SYSTEMS INC                  EQUITY   91819B105        25       10,316  SH      DEFINED    1                 10,316
VA SOFTWARE CORP                      EQUITY   91819B105        24        9,724  SH      DEFINED 6, 7, 8    9724
VAIL RESORTS INC                      EQUITY   91879Q109        45        2,562  SH      DEFINED 6, 7, 8    2562
VAIL RESORTS, INC.                    EQUITY   91879Q109        48        2,724  SH      DEFINED    1                  2,724
VALANCE TECHNOLOGY, INC               EQUITY   918914102        33        9,764  SH      DEFINED    1                  9,764
VALASSIS COMMUNICATIONS I             EQUITY   918866104      3655      102,600  SH      DEFINED 6, 7, 8  102600
VALASSIS COMMUNICATIONS, INC.         EQUITY   918866104      2332       65,479  SH      DEFINED    1                 65,479
VALENCE TECHNOLOGY INC                EQUITY   918914102        31        9,305  SH      DEFINED 6, 7, 8    9305
VALENTIS INC                          EQUITY   91913E104        27        8,596  SH      DEFINED 6, 7, 8    8596
VALENTIS, INC.                        EQUITY   91913E104        28        9,151  SH      DEFINED    1                  9,151
VALERO ENERGY CORP NEW                EQUITY   91913Y100      2806       73,600  SH      DEFINED 6, 7, 8   73600
VALERO ENERGY CORP NEW COM            EQUITY   91913Y100     39947    1,047,933  SH      Sole       3     993793               54140
VALERO ENERGY CORP.                   EQUITY   91913Y100      2822       74,025  SH      DEFINED    1                 74,025
VALLEY NATIONAL BANC                  EQUITY   919794107        20          610  SH      DEFINED    1                    610
VALMONT INDS INC                      EQUITY   920253101        62        4,320  SH      DEFINED 6, 7, 8    4320
VALMONT INDUSTRIES, INC.              EQUITY   920253101        65        4,473  SH      DEFINED    1                  4,473
VALSPAR CORP                          EQUITY   920355104      2384       60,200  SH      DEFINED 6, 7, 8   60200
VALSPAR CORP.                         EQUITY   920355104      2400       60,612  SH      DEFINED    1                 60,612
VALUE CITY DEPT STORES IN             EQUITY   920387107        24        5,024  SH      DEFINED 6, 7, 8    5024
VALUE CITY DEPT. STORES, INC.         EQUITY   920387107        24        5,157  SH      DEFINED    1                  5,157
VALUE LINE INC                        EQUITY   920437100        23          467  SH      DEFINED 6, 7, 8     467
VALUE LINE, INC.                      EQUITY   920437100        23          467  SH      DEFINED    1                    467
VALUEVISION INTERNATIONAL CLASS A     EQUITY   92047K107       139        7,093  SH      DEFINED    1                  7,093
VALUEVISION INTL INC                  EQUITY   92047K107       133        6,771  SH      DEFINED 6, 7, 8    6771
VANS INC                              EQUITY   921930103       155       12,168  SH      DEFINED 6, 7, 8   12168
VANS, INC.                            EQUITY   921930103        62        4,869  SH      DEFINED    1                  4,869
VARCO INTERNATIONAL                   EQUITY   922122106      1760      117,500  SH      DEFINED    1                117,500
VARCO INTL INC DEL                    EQUITY   922122106      1745      116,500  SH      DEFINED 6, 7, 8  116500
VARIAN INC                            EQUITY   922206107       290        8,940  SH      DEFINED 6, 7, 8    8940
VARIAN MEDICAL SYSTEMS INC            EQUITY   92220P105        32          445  SH      DEFINED    1                    445
VARIAN SEMICONDUCTOR EQUI             EQUITY   922207105       323        9,336  SH      DEFINED 6, 7, 8    9336
VARIAN SEMICONDUCTOR EQUIP INC        EQUITY   922207105      9225      266,700  SH      DEFINED    2                 266700
VARIAN SEMICONDUCTOR EQUIPMENT        EQUITY   922207105       341        9,857  SH      DEFINED    1                  9,857
VARIAN, INC.                          EQUITY   922206107       307        9,457  SH      DEFINED    1                  9,457
VASOMEDICAL INC                       EQUITY   922321104        61       16,443  SH      DEFINED 6, 7, 8   16443
VASOMEDICAL, INC.                     EQUITY   922321104        63       17,063  SH      DEFINED    1                 17,063
VASTERA INC                           EQUITY   92239N109        92        5,546  SH      DEFINED    1                  5,546
VASTERA INC                           EQUITY   92239N109        88        5,288  SH      DEFINED 6, 7, 8    5288
VAXGEN INC                            EQUITY   922390208        27        2,366  SH      DEFINED 6, 7, 8    2366
VAXGEN, INC.                          EQUITY   922390208        29        2,507  SH      DEFINED    1                  2,507
VCA ANTECH INC                        EQUITY   918194101      4242      350,000  SH      Sole       3     350000
VECTOR GROUP LTD                      EQUITY   92240M108       176        5,371  SH      DEFINED 6, 7, 8    5371
VECTOR GROUP LTD.                     EQUITY   92240M108       186        5,652  SH      DEFINED    1                  5,652
VECTREN CORP                          EQUITY   92240G101      1985       82,772  SH      DEFINED    1                 82,772
VECTREN CORP                          EQUITY   92240G101      1974       82,300  SH      DEFINED 6, 7, 8   82300
VEECO INSTRS INC DEL                  EQUITY   922417100       341        9,448  SH      DEFINED 6, 7, 8    9448
VEECO INSTRUMENTS, INC.               EQUITY   922417100       271        7,518  SH      DEFINED    1                  7,518






                                      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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VENTANA MED SYS INC                   EQUITY   92276H106        79        3,486  SH      DEFINED 6, 7, 8    3486
VENTANA MEDICAL SYSTEMS, INC.         EQUITY   92276H106        82        3,636  SH      DEFINED    1                  3,636
VENTAS INC                            EQUITY   92276F100       308       26,809  SH      DEFINED 6, 7, 8   26809
VENTAS, INC.                          EQUITY   92276F100       211       18,355  SH      DEFINED    1                 18,355
VENTIV HEALTH                         EQUITY   922793104        17        4,762  SH      DEFINED    1                  4,762
VENTIV HEALTH INC                     EQUITY   922793104        17        4,524  SH      DEFINED 6, 7, 8    4524
VERISIGN                              EQUITY   92343E102      9665      254,077  SH      Sole       3     248683                5394
VERISIGN INC                          EQUITY   92343E102       442       11,622  SH      DEFINED 6, 7, 8   11622
VERISIGN, INC.                        EQUITY   92343E102       559       14,686  SH      DEFINED    1                 14,686
VERITAS DGC INC                       EQUITY   92343P107       164        8,881  SH      DEFINED 6, 7, 8    8881
VERITAS DGC, INC.                     EQUITY   92343P107       175        9,450  SH      DEFINED    1                  9,450
VERITAS SOFTWARE CO                   EQUITY   923436109        56        1,250  SH      DEFINED    5       1250
VERITAS SOFTWARE CO                   EQUITY   923436109      9475      211,399  SH      DEFINED 6, 7, 8  211399
VERITAS SOFTWARE CORP                 EQUITY   923436109     27169      606,043  SH      DEFINED    2                 606043
VERITAS SOFTWARE CORP.                EQUITY   923436109      9908      221,018  SH      DEFINED    1                221,018
VERITY INC                            EQUITY   92343C106       169        8,323  SH      DEFINED 6, 7, 8    8323
VERITY INC COM                        EQUITY   92343C106       176        8,703  SH      DEFINED    1                  8,703
VERIZON COMMUNICATIONS                EQUITY   92343V104     88892    1,872,979  SH      DEFINED    1              1,872,979
VERIZON COMMUNICATIONS                EQUITY   92343V104       402        8,480  SH      DEFINED    5       8480
VERIZON COMMUNICATIONS                EQUITY   92343V104     64390    1,356,717  SH      DEFINED 6, 7, 8 1356717
VERIZON COMMUNICATIONS                EQUITY   92343V104      4154       87,518  SH      DEFINED    2                  87518
VERSICOR INC                          EQUITY   925314106        86        4,234  SH      DEFINED    1                  4,234
VERSICOR INC                          EQUITY   925314106        82        4,008  SH      DEFINED 6, 7, 8    4008
VERTEX PHARMACEUTICALS IN             EQUITY   92532F100      2238       91,000  SH      DEFINED 6, 7, 8   91000
VERTEX PHARMACEUTICALS, INC.          EQUITY   92532F100      2262       91,972  SH      DEFINED    1                 91,972
VERTICALNET INC                       EQUITY   92532L107        29       20,624  SH      DEFINED 6, 7, 8   20624
VERTICALNET, INC.                     EQUITY   92532L107        31       21,834  SH      DEFINED    1                 21,834
VESTA INS GROUP INC                   EQUITY   925391104        85       10,630  SH      DEFINED 6, 7, 8   10630
VESTA INSURANCE GROUP, INC.           EQUITY   925391104        89       11,182  SH      DEFINED    1                 11,182
VI TECHNOLOGIES INC                   EQUITY   917920100        11        1,608  SH      DEFINED    1                  1,608
VI TECHNOLOGIES INC                   EQUITY   917920100        10        1,468  SH      DEFINED 6, 7, 8    1468
VIACOM INC                            EQUITY   9255243308      169        3,822  SH      DEFINED    2                   3822
VIACOM INC                            EQUITY   925524308       245        5,540  SH      DEFINED    5       5540
VIACOM INC                            EQUITY   925524308     36816      833,888  SH      DEFINED 6, 7, 8  833888
VIACOM INC                            EQUITY   925524308     14455      327,400  SH      DEFINED    2                 327400
VIACOM, INC. CLASS B                  EQUITY   925524308     38659      875,627  SH      DEFINED    1                875,627
VIAD CORP                             EQUITY   92552R109      3680      155,400  SH      DEFINED 6, 7, 8  155400
VIAD CORP.                            EQUITY   92552R109      2567      108,386  SH      DEFINED    1                108,386
VIASAT INC                            EQUITY   92552V100        62        3,981  SH      DEFINED 6, 7, 8    3981
VIASAT, INC.                          EQUITY   92552V100        65        4,195  SH      DEFINED    1                  4,195
VIASYS HEALTHCARE INC                 EQUITY   92553Q209        10          486  SH      DEFINED    1                    486
VIASYS HEALTHCARE INC                 EQUITY   92553Q209         0            1  SH      DEFINED    5          1
VIASYS HEALTHCARE INC                 EQUITY   92553Q209         0            1  SH      DEFINED 6, 7, 8       1
VIASYSTEMS GROUP INC                  EQUITY   92553H100        10       15,448  SH      DEFINED 6, 7, 8   15448
VIASYSTEMS GROUP, INC.                EQUITY   92553H100        10       15,777  SH      DEFINED    1                 15,777
VICAL INC                             EQUITY   925602104        70        5,757  SH      DEFINED 6, 7, 8    5757
VICAL INC.                            EQUITY   925602104        73        5,975  SH      DEFINED    1                  5,975
VICOR CORP                            EQUITY   925815102       105        6,508  SH      DEFINED 6, 7, 8    6508
VICOR CORP.                           EQUITY   925815102       113        6,952  SH      DEFINED    1                  6,952
VIDAMED INC                           EQUITY   926530106        85       10,866  SH      DEFINED    1                 10,866






                                      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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VIDAMED INC                           EQUITY   926530106        81       10,326  SH      DEFINED 6, 7, 8   10326
VIEWPOINT CORP                        EQUITY   92672P108        76       11,203  SH      DEFINED 6, 7, 8   11203
VIEWPOINT CORP.                       EQUITY   92672P108        79       11,646  SH      DEFINED    1                 11,646
VIGNETTE CORPORATION                  EQUITY   926734104        13        2,332  SH      DEFINED    1                  2,332
VINTAGE PETE INC                      EQUITY   927460105       216       14,963  SH      DEFINED 6, 7, 8   14963
VINTAGE PETROLEUM, INC.               EQUITY   927460105       227       15,697  SH      DEFINED    1                 15,697
VION PHARMACEUTICALS INC              EQUITY   927624106        35        7,917  SH      DEFINED    1                  7,917
VION PHARMACEUTICALS INC              EQUITY   927624106        33        7,575  SH      DEFINED 6, 7, 8    7575
VIRAGE LOGIC CORP                     EQUITY   92763R104        48        2,474  SH      DEFINED 6, 7, 8    2474
VIRAGE LOGIC CORPORATION              EQUITY   92763R104        50        2,622  SH      DEFINED    1                  2,622
VIROPHARMA INC                        EQUITY   928241108       117        5,084  SH      DEFINED 6, 7, 8    5084
VIROPHARMA INC.                       EQUITY   928241108       122        5,297  SH      DEFINED    1                  5,297
VISHAY INTERTECHNOLOGY IN             EQUITY   928298108      5379      275,846  SH      DEFINED 6, 7, 8  275846
VISHAY INTERTECHNOLOGY, INC.          EQUITY   928298108      4820      247,163  SH      DEFINED    1                247,163
VISTEON CORP                          EQUITY   92839U107         6          410  SH      DEFINED    5        410
VISTEON CORP                          EQUITY   92839U107      1342       89,260  SH      DEFINED 6, 7, 8   89260
VISTEON CORP                          EQUITY   92839U107        38        2,500  SH      DEFINED    2                   2500
VISTEON CORP.                         EQUITY   92839U107       891       59,214  SH      DEFINED    1                 59,214
VISUAL NETWORKING, INC.               EQUITY   928444108        41        8,887  SH      DEFINED    1                  8,887
VISUAL NETWORKS INC                   EQUITY   928444108        39        8,443  SH      DEFINED 6, 7, 8    8443
VISX INC DEL                          EQUITY   92844S105      1075       81,160  SH      DEFINED 6, 7, 8   81160
VISX, INC.                            EQUITY   92844S105      1087       82,001  SH      DEFINED    1                 82,001
VITAL SIGNS INC                       EQUITY   928469105        52        1,492  SH      DEFINED 6, 7, 8    1492
VITAL SIGNS, INC.                     EQUITY   928469105        54        1,555  SH      DEFINED    1                  1,555
VITESSE SEMICONDUCTOR COR             EQUITY   928497106         7          600  SH      DEFINED    5        600
VITESSE SEMICONDUCTOR COR             EQUITY   928497106      1061       85,160  SH      DEFINED 6, 7, 8   85160
VITESSE SEMICONDUCTOR CORP            EQUITY   928497106      3840      308,900  SH      DEFINED    2                 308900
VITESSE SEMICONDUCTOR CORP.           EQUITY   928497106      1145       92,101  SH      DEFINED    1                 92,101
VITRIA TECHNOLOGY                     EQUITY   92849Q104       129       20,252  SH      DEFINED 6, 7, 8   20252
VITRIA TECHNOLOGY, INC.               EQUITY   92849Q104       135       21,163  SH      DEFINED    1                 21,163
VODAFONE GROUP PLC NEW                EQUITY   92857W100      1053       41,000  SH      DEFINED 6, 7, 8   41000
VODAFONE GROUP PLC -SP ADR            EQUITY   92857W100      1053       41,000  SH      DEFINED    1                 41,000
VOLT INFORMATION SCIENCES             EQUITY   928703107        44        2,569  SH      DEFINED 6, 7, 8    2569
VOLT INFORMATION SCIENCES INC.        EQUITY   928703107        45        2,639  SH      DEFINED    1                  2,639
VORNADO                               EQUITY   929042109      5020      120,664  SH      DEFINED    1                120,664
VORNADO RLTY TR                       EQUITY   929042109       520       12,500  SH      DEFINED 6, 7, 8   12500
VORNADO RLTY TR SH BEN INT            EQUITY   929042109     33708      810,300  SH      Sole       3     680000              130300
VOTORANTIM CELULOSE - SPON ADR        EQUITY   92906P106      1557       88,200  SH      DEFINED    1                 88,200
VULCAN MATERIALS CO.                  EQUITY   929160109      2208       46,051  SH      DEFINED    1                 46,051
VULCAN MATLS CO                       EQUITY   929160109        15          320  SH      DEFINED    5        320
VULCAN MATLS CO                       EQUITY   929160109      2890       60,280  SH      DEFINED 6, 7, 8   60280
W HLDG CO INC                         EQUITY   929251106       142        8,747  SH      DEFINED 6, 7, 8    8747
W HOLDING COMPANY INC.                EQUITY   929251106       150        9,230  SH      DEFINED    1                  9,230
W. R. BERKLEY CORP.                   EQUITY   084423102       345        6,426  SH      DEFINED    1                  6,426
W. W. GRAINGER, INC.                  EQUITY   384802104      2030       42,282  SH      DEFINED    1                 42,282
WABASH NATIONAL CORP.                 EQUITY   929566107        59        7,610  SH      DEFINED    1                  7,610
WABASH NATL CORP                      EQUITY   929566107        58        7,401  SH      DEFINED 6, 7, 8    7401
WABTEC                                EQUITY   929740108        97        7,869  SH      DEFINED    1                  7,869
WABTEC CORP                           EQUITY   929740108        92        7,469  SH      DEFINED 6, 7, 8    7469
WACHOVIA CORP                         EQUITY   929903102     19677      627,452  SH      DEFINED    1                627,452






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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WACHOVIA CORP 2ND NEW                 EQUITY   929903102       133        4,250  SH      DEFINED    5       4250
WACHOVIA CORP 2ND NEW                 EQUITY   929903102     18672      595,420  SH      DEFINED 6, 7, 8  595420
WACKENHUT CORP                        EQUITY   929794105        67        2,702  SH      DEFINED 6, 7, 8    2702
WACKENHUT CORP. CL A                  EQUITY   929794105        72        2,902  SH      DEFINED    1                  2,902
WACKENHUT CORRECTIONS COR             EQUITY   929798106        34        2,433  SH      DEFINED 6, 7, 8    2433
WACKENHUT CORRECTIONS CORP.           EQUITY   929798106        34        2,433  SH      DEFINED    1                  2,433
WADDELL & REED FINANCIAL, INC.        EQUITY   930059100      3163       98,244  SH      DEFINED    1                 98,244
WADDELL & REED FINL INC               EQUITY   930059100      3133       97,300  SH      DEFINED 6, 7, 8   97300
WAL MART STORES INC                   EQUITY   931142103        93        1,620  SH      DEFINED    2                   1620
WAL MART STORES INC                   EQUITY   931142103       802       13,930  SH      DEFINED    5      13930
WAL MART STORES INC                   EQUITY   931142103    124537    2,163,970  SH      DEFINED 6, 7, 8 2163970
WAL MART STORES INC                   EQUITY   931142103     46581      809,400  SH      DEFINED    2                 809400
Walgreen Co                           EQUITY   931422109      3029       90,000  SH      DEFINED    4                 90,000
WALGREEN CO                           EQUITY   931422109       107        3,190  SH      DEFINED    5       3190
WALGREEN CO                           EQUITY   931422109     17185      510,540  SH      DEFINED 6, 7, 8  510540
WALGREEN CO.                          EQUITY   931422109     18009      535,017  SH      DEFINED    1                535,017
WALLACE COMPUTER SERVICES             EQUITY   932270101      1178       62,045  SH      DEFINED 6, 7, 8   62045
WALLACE COMPUTER SERVICES INC.        EQUITY   932270101      1188       62,534  SH      DEFINED    1                 62,534
WAL-MART STORES, INC.                 EQUITY   931142103    144849    2,516,920  SH      DEFINED    1              2,516,920
WALT DISNEY                           EQUITY   254687106     22257    1,074,171  SH      DEFINED    1              1,074,171
WALTER IND                            EQUITY   93317Q105         9          807  SH      DEFINED    1                    807
WALTER INDS INC                       EQUITY   93317Q105       101        8,946  SH      DEFINED 6, 7, 8    8946
WALTER INDUSTRIES, INC.               EQUITY   93317Q105       116       10,266  SH      DEFINED    1                 10,266
WASHINGTON FED INC COM                EQUITY   938824109     19037      738,430  SH      Sole       3     738430
WASHINGTON FEDERAL I                  EQUITY   938824109        12          462  SH      DEFINED    1                    462
WASHINGTON MUT INC                    EQUITY   939322103        90        2,740  SH      DEFINED    5       2740
WASHINGTON MUT INC                    EQUITY   939322103     16509      504,854  SH      DEFINED 6, 7, 8  504854
Washington Mutual                     CORPBOND 939318AA9      1500    1,500,000  PRN     DEFINED    4              1,500,000
WASHINGTON MUTUAL INC                 EQUITY   939322103     22531      689,017  SH      DEFINED    1                689,017
WASHINGTON POST CO                    EQUITY   939640108      6148       11,600  SH      DEFINED 6, 7, 8   11600
WASHINGTON POST CO. CLASS B           EQUITY   939640108      6163       11,628  SH      DEFINED    1                 11,628
WASHINGTON REAL ESTATE IN             EQUITY   939653101       274       11,015  SH      DEFINED 6, 7, 8   11015
WASHINGTON REAL ESTATE INV.           EQUITY   939653101       289       11,593  SH      DEFINED    1                 11,593
WASHINGTON TR BANCORP                 EQUITY   940610108        66        3,461  SH      DEFINED 6, 7, 8    3461
WASHINGTON TRUST BANCORP, INC.        EQUITY   940610108        69        3,637  SH      DEFINED    1                  3,637
WASTE CONNECTIONS                     EQUITY   941053100        49        1,575  SH      DEFINED    2                   1575
WASTE CONNECTIONS INC                 EQUITY   941053100       497       16,046  SH      DEFINED 6, 7, 8   16046
WASTE CONNECTIONS INC                 EQUITY   941053100     10729      346,200  SH      DEFINED    2                 346200
WASTE CONNECTIONS, INC.               EQUITY   941053100       256        8,268  SH      DEFINED    1                  8,268
WASTE MANAGEMENT INC                  EQUITY   94106L109        56        1,760  SH      DEFINED    2                   1760
WASTE MANAGEMENT, INC.                EQUITY   94106L109      8942      280,222  SH      DEFINED    1                280,222
WASTE MGMT INC DEL                    EQUITY   94106L109        63        1,960  SH      DEFINED    5       1960
WASTE MGMT INC DEL                    EQUITY   94106L109      9868      309,250  SH      DEFINED 6, 7, 8  309250
WASTE MGMT INC DEL                    EQUITY   94106L109     23406      733,500  SH      DEFINED    2                 733500
WATCHGUARD TECH. INC.                 EQUITY   941105108        44        6,783  SH      DEFINED    1                  6,783
WATCHGUARD TECHNOLOGIES I             EQUITY   941105108        42        6,459  SH      DEFINED 6, 7, 8    6459
Waters Corp                           EQUITY   941848103      1550       40,000  SH      DEFINED    4                 40,000
WATERS CORP                           EQUITY   941848103      6157      158,900  SH      DEFINED 6, 7, 8  158900
WATERS CORP.                          EQUITY   941848103      2328       60,079  SH      DEFINED    1                 60,079
WATSCO INC                            EQUITY   942622200        77        5,435  SH      DEFINED 6, 7, 8    5435






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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WATSCO, INC.                          EQUITY   942622200        82        5,782  SH      DEFINED    1                  5,782
WATSON PHARMACEUTICALS IN             EQUITY   942683103        10          330  SH      DEFINED    5        330
WATSON PHARMACEUTICALS IN             EQUITY   942683103      1413       45,030  SH      DEFINED 6, 7, 8   45030
WATSON PHARMACEUTICALS, INC           EQUITY   942683103      7783      247,930  SH      DEFINED    1                247,930
WATSON WYATT & CO HLDGS               EQUITY   942712100        61        2,809  SH      DEFINED 6, 7, 8    2809
WATSON WYATT & CO HOLDINGS            EQUITY   942712100        65        2,963  SH      DEFINED    1                  2,963
WATTS INDS INC                        EQUITY   942749102        74        4,937  SH      DEFINED 6, 7, 8    4937
WATTS INDUSTRIES, INC., CLASS A       EQUITY   942749102        76        5,070  SH      DEFINED    1                  5,070
WAUSAU-MOSINEE PAPER CORP             EQUITY   943315101       938       77,483  SH      DEFINED 6, 7, 8   77483
WAUSAU-MOSINEE PAPER CORP.            EQUITY   943315101       945       78,089  SH      DEFINED    1                 78,089
WAVE SYSTEMS CORP                     EQUITY   943526103        32       14,399  SH      DEFINED 6, 7, 8   14399
WAVE SYSTEMS CORP.                    EQUITY   943526103        33       14,916  SH      DEFINED    1                 14,916
WAYPOINT FINANCIAL CORP.              EQUITY   946756103       178       11,777  SH      DEFINED    1                 11,777
WAYPOINT FINL CORP                    EQUITY   946756103       169       11,223  SH      DEFINED 6, 7, 8   11223
WD-40 CO                              EQUITY   929236107       176        6,619  SH      DEFINED 6, 7, 8    6619
WD-40 CO.                             EQUITY   929236107       128        4,796  SH      DEFINED    1                  4,796
WEATHERFORD INTERNATIONAL INC.        EQUITY   947074100      5248      140,856  SH      DEFINED    1                140,856
WEATHERFORD INTL INC                  EQUITY   947074100      5198      139,500  SH      DEFINED 6, 7, 8  139500
WEATHERFORD INTL INC NEW              EQUITY   947074100      2675       71,800  SH      DEFINED    2                  71800
WEBEX COMMUNICATIONS INC (USD)        EQUITY   94767L109       139        5,580  SH      DEFINED    1                  5,580
WEBEX INC                             EQUITY   94767L109       133        5,343  SH      DEFINED 6, 7, 8    5343
WEBMD CORPORATION                     EQUITY   94769M105        17        2,361  SH      DEFINED    1                  2,361
WEBMETHODS INC                        EQUITY   94768C108       119        7,104  SH      DEFINED    1                  7,104
WEBMETHODS INC                        EQUITY   94768C108       114        6,789  SH      DEFINED 6, 7, 8    6789
WEBSENSE INC                          EQUITY   947684106       164        5,120  SH      DEFINED    1                  5,120
WEBSENSE INC                          EQUITY   947684106     28852      899,661  SH      Sole       3     887161               12500
WEBSENSE INC                          EQUITY   947684106       156        4,877  SH      DEFINED 6, 7, 8    4877
WEBSTER FINANCIAL CORP.               EQUITY   947890109      1901       60,293  SH      DEFINED    1                 60,293
WEBSTER FINL CORP CONN                EQUITY   947890109      1889       59,900  SH      DEFINED 6, 7, 8   59900
WEIGHT WATCHERS INTL INC              EQUITY   948626106       229        6,775  SH      DEFINED 6, 7, 8    6775
WEINGARTEN REALTY INVESTORS           EQUITY   948741103       455        9,489  SH      DEFINED    1                  9,489
WEINGARTEN RLTY INVS                  EQUITY   948741103       435        9,066  SH      DEFINED 6, 7, 8    9066
WEINGARTEN RLTY INVS SH BEN IN        EQUITY   948741103      3542       73,800  SH      Sole       3      63000               10800
WEIS MARKETS INC                      EQUITY   948849104         2           71  SH      DEFINED    1                     71
WELLMAN INC                           EQUITY   949702104       374       24,172  SH      DEFINED 6, 7, 8   24172
WELLMAN, INC.                         EQUITY   949702104       139        8,982  SH      DEFINED    1                  8,982
WELLPOINT HEALTH NETWORK              EQUITY   94973H108        23          200  SH      DEFINED    5        200
WELLPOINT HEALTH NETWORK              EQUITY   94973H108      3146       26,920  SH      DEFINED 6, 7, 8   26920
WELLPOINT HEALTH NETWORKS INC.        EQUITY   94973H108      3388       28,992  SH      DEFINED    1                 28,992
WELLS FARGO & CO NEW                  EQUITY   949746101       230        5,300  SH      DEFINED    5       5300
WELLS FARGO & CO NEW                  EQUITY   949746101     34176      786,560  SH      DEFINED 6, 7, 8  786560
WELLS FARGO + CO NEW                  EQUITY   949746101      4310       99,200  SH      DEFINED    2                  99200
WELLS FARGO CO.                       EQUITY   949746101     35927      826,467  SH      DEFINED    1                826,467
WENDY'S INTERNATIONAL, INC.           EQUITY   950590109      2430       83,306  SH      DEFINED    1                 83,306
WENDYS INTL INC                       EQUITY   950590109        10          330  SH      DEFINED    5        330
WENDYS INTL INC                       EQUITY   950590109      2337       80,130  SH      DEFINED 6, 7, 8   80130
WERNER ENTERPRISES INC                EQUITY   950755108       220        9,051  SH      DEFINED 6, 7, 8    9051
WERNER ENTERPRISES INC                EQUITY   950755108      2245       92,400  SH      DEFINED    2                  92400
WERNER ENTERPRISES, INC.              EQUITY   950755108       230        9,471  SH      DEFINED    1                  9,471
WESBANCO INC                          EQUITY   950810101       122        5,773  SH      DEFINED 6, 7, 8    5773






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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WESBANCO, INC.                        EQUITY   950810101       126        5,968  SH      DEFINED    1                  5,968
WESCO FINANCIAL CORP                  EQUITY   950817106         2            6  SH      DEFINED    1                      6
WESCO INTERNATIONAL, INC.             EQUITY   95082P105        29        5,766  SH      DEFINED    1                  5,766
WESCO INTL INC                        EQUITY   95082P105        28        5,584  SH      DEFINED 6, 7, 8    5584
WEST COAST BANCORP                    EQUITY   952145100        78        5,576  SH      DEFINED    1                  5,576
WEST COAST BANCORP ORE NE             EQUITY   952145100        73        5,251  SH      DEFINED 6, 7, 8    5251
WEST CORPORATION                      EQUITY   952355105         5          187  SH      DEFINED    1                    187
WEST PHARMACEUTICAL SERVICES          EQUITY   955306105        89        3,335  SH      DEFINED    1                  3,335
WEST PHARMACEUTICAL SVSC              EQUITY   955306105        86        3,215  SH      DEFINED 6, 7, 8    3215
WESTAMERICA BANCORPORATIO             EQUITY   957090103      3327       84,084  SH      DEFINED 6, 7, 8   84084
WESTAMERICA BANKCORPORATION           EQUITY   957090103      3345       84,526  SH      DEFINED    1                 84,526
WESTCORP                              EQUITY   957907108        68        3,621  SH      DEFINED    1                  3,621
WESTCORP INC                          EQUITY   957907108        65        3,465  SH      DEFINED 6, 7, 8    3465
WESTERN DIGITAL CORP                  EQUITY   958102105       353       56,226  SH      DEFINED 6, 7, 8   56226
WESTERN DIGITIAL CORP.                EQUITY   958102105       368       58,702  SH      DEFINED    1                 58,702
WESTERN GAS RES INC                   EQUITY   958259103      1536       47,520  SH      DEFINED 6, 7, 8   47520
WESTERN GAS RESOURCES, INC.           EQUITY   958259103      1483       45,871  SH      DEFINED    1                 45,871
WESTERN MULTIPLEX CORP                EQUITY   95874P107        81       15,023  SH      DEFINED 6, 7, 8   15023
WESTERN MULTIPLEX CORP CL A           EQUITY   95874P107        84       15,602  SH      DEFINED    1                 15,602
WESTERN RES INC                       EQUITY   959425109      1465       85,200  SH      DEFINED 6, 7, 8   85200
WESTERN RESOURCES INC                 EQUITY   959425109      1474       85,686  SH      DEFINED    1                 85,686
WESTERN WIRELESS CORP. CLASS A        EQUITY   95988E204        20          696  SH      DEFINED    1                    696
WESTPAC BKG CORP                      EQUITY   961214301       376        9,300  SH      DEFINED 6, 7, 8    9300
WESTPAC BKG CORP SPON ADR             EQUITY   961214301       376        9,300  SH      DEFINED    1                  9,300
WESTPOINT STEVENS INC                 EQUITY   961238102        18        7,400  SH      DEFINED 6, 7, 8    7400
WESTPOINT STEVENS INC. CLASS A        EQUITY   961238102        19        7,649  SH      DEFINED    1                  7,649
WESTPORT RES CORP NEW                 EQUITY   961418100       296       17,080  SH      DEFINED 6, 7, 8   17080
WESTPORT RESOURSES                    EQUITY   961418100       161        9,306  SH      DEFINED    1                  9,306
WESTVACO CORP                         EQUITY   961548104         9          320  SH      DEFINED    5        320
WESTVACO CORP                         EQUITY   961548104      1232       43,290  SH      DEFINED 6, 7, 8   43290
WESTVACO CORP.                        EQUITY   961548104      1320       46,383  SH      DEFINED    1                 46,383
WESTWOOD ONE INC                      EQUITY   961815107      4483      149,200  SH      DEFINED 6, 7, 8  149200
WESTWOOD ONE INC                      EQUITY   961815107      7317      243,500  SH      DEFINED    2                 243500
WESTWOOD ONE, INC.                    EQUITY   961815107      3932      130,843  SH      DEFINED    1                130,843
WET SEAL INC                          EQUITY   961840105        94        4,012  SH      DEFINED 6, 7, 8    4012
WET SEAL, INC.                        EQUITY   961840105        98        4,154  SH      DEFINED    1                  4,154
WEYERHAEUSER CO                       EQUITY   962166104        37          680  SH      DEFINED    5        680
WEYERHAEUSER CO                       EQUITY   962166104      4948       91,490  SH      DEFINED 6, 7, 8   91490
WEYERHAEUSER CO.                      EQUITY   962166104      5224       96,590  SH      DEFINED    1                 96,590
WFS FINANCIAL, INC.                   EQUITY   92923B106        77        3,190  SH      DEFINED    1                  3,190
WFS FINL INC                          EQUITY   92923B106        73        3,053  SH      DEFINED 6, 7, 8    3053
WGL HLDGS INC                         EQUITY   92924F106      2166       74,504  SH      DEFINED 6, 7, 8   74504
WGL HOLDINGS INC.                     EQUITY   92924F106      2189       75,301  SH      DEFINED    1                 75,301
W-H ENERGY SERVICES INC               EQUITY   92925E108       126        6,617  SH      DEFINED    1                  6,617
W-H ENERGY SVCS INC                   EQUITY   92925E108       168        8,835  SH      DEFINED 6, 7, 8    8835
WHIRLPOOL CORP                        EQUITY   963320106        15          210  SH      DEFINED    5        210
WHIRLPOOL CORP                        EQUITY   963320106      2831       38,600  SH      DEFINED 6, 7, 8   38600
WHIRLPOOL CORP.                       EQUITY   963320106      2978       40,617  SH      DEFINED    1                 40,617
WHITNEY HLDG CORP                     EQUITY   966612103       372        8,483  SH      DEFINED 6, 7, 8    8483
WHITNEY HOLDING CORP.                 EQUITY   966612103       387        8,836  SH      DEFINED    1                  8,836






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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WHOLE FOODS MARKET I                  EQUITY   966837106        30          687  SH      DEFINED    1                    687
WILD OATS MARKETS INC                 EQUITY   96808B107        51        5,113  SH      DEFINED 6, 7, 8    5113
WILD OATS MARKETS, INC.               EQUITY   96808B107        54        5,398  SH      DEFINED    1                  5,398
WILEY JOHN & SONS INC                 EQUITY   968223206       299       12,965  SH      DEFINED 6, 7, 8   12965
WILLAMETTE INDS INC                   EQUITY   969133107        18          340  SH      DEFINED    5        340
WILLAMETTE INDS INC                   EQUITY   969133107      2421       46,460  SH      DEFINED 6, 7, 8   46460
WILLAMETTE INDUSTRIES, INC.           EQUITY   969133107      2598       49,847  SH      DEFINED    1                 49,847
WILLIAMS CLAYTON ENERGY I             EQUITY   969490101        17        1,294  SH      DEFINED 6, 7, 8    1294
WILLIAMS COMMUNICATIONS GRP           EQUITY   969455104        11        4,814  SH      DEFINED    1                  4,814
WILLIAMS COMPANIES, INC.              EQUITY   969457100     10106      396,009  SH      DEFINED    1                396,009
WILLIAMS COS INC DEL                  EQUITY   969457100        41        1,610  SH      DEFINED    5       1610
WILLIAMS COS INC DEL                  EQUITY   969457100      5560      217,870  SH      DEFINED 6, 7, 8  217870
WILLIAMS SONOMA INC                   EQUITY   969904101      2973       69,300  SH      DEFINED 6, 7, 8   69300
WILLIAMS SONOMA INC                   EQUITY   969904101      3085       71,900  SH      DEFINED    2                  71900
WILLIAMS SONOMA INC COM               EQUITY   969904101     65215    1,520,158  SH      Sole       3    1445888               74270
WILLIAMS-SONOMA, INC.                 EQUITY   969904101      3000       69,922  SH      DEFINED    1                 69,922
WILLIS GROUP HOLDINGS LTD             EQUITY   G96655108       374       15,900  SH      DEFINED 6, 7, 8   15900
WILMINGTON TRUST CORP                 EQUITY   971807102      2530       39,957  SH      DEFINED    1                 39,957
WILMINGTON TRUST CORP                 EQUITY   971807102      2513       39,700  SH      DEFINED 6, 7, 8   39700
Wilson Greatbatch Tech                EQUITY   972232102       159        4,400  SH      DEFINED    4                  4,400
WILSON GREATBATCH TECH INC            EQUITY   972232102      4512      125,000  SH      Sole       3     125000
WILSON GREATBATCH TECHNOL             EQUITY   972232102        96        2,667  SH      DEFINED 6, 7, 8    2667
WILSON GREATBATCH TECHNOLOGIES        EQUITY   972232102       104        2,880  SH      DEFINED    1                  2,880
WILSONS THE LEATHER EXPER             EQUITY   972463103        37        3,235  SH      DEFINED 6, 7, 8    3235
WILSONS THE LEATHER EXPERTS           EQUITY   972463103        40        3,528  SH      DEFINED    1                  3,528
WIND RIVER SYSTEMS INC                EQUITY   973149107      1691       94,400  SH      DEFINED 6, 7, 8   94400
WIND RIVER SYSTEMS INC.               EQUITY   973149107      1708       95,375  SH      DEFINED    1                 95,375
WINN DIXIE STORES INC                 EQUITY   974280109         6          440  SH      DEFINED    5        440
WINN DIXIE STORES INC                 EQUITY   974280109       847       59,460  SH      DEFINED 6, 7, 8   59460
WINN-DIXIE STORES, INC.               EQUITY   974280109       906       63,544  SH      DEFINED    1                 63,544
WINNEBAGO INDS INC                    EQUITY   974637100       148        4,004  SH      DEFINED 6, 7, 8    4004
WINNEBAGO INDUSTRIES, INC.            EQUITY   974637100       155        4,200  SH      DEFINED    1                  4,200
WINSTON HOTELS INC                    EQUITY   97563A102        35        4,466  SH      DEFINED    1                  4,466
WINSTON HOTELS INC                    EQUITY   97563A102        35        4,466  SH      DEFINED 6, 7, 8    4466
WINTRUST FINANCIAL CORP               EQUITY   97650W108        76        2,485  SH      DEFINED    1                  2,485
WINTRUST FINANCIAL CORP               EQUITY   97650W108        71        2,334  SH      DEFINED 6, 7, 8    2334
WIRELESS FACILITIES INC               EQUITY   97653A103        46        6,852  SH      DEFINED 6, 7, 8    6852
WIRELESS FACILITIES INC.              EQUITY   97653A103        49        7,218  SH      DEFINED    1                  7,218
WISCONSIN ENERGY CORP                 EQUITY   976657106      3192      141,500  SH      DEFINED 6, 7, 8  141500
WISCONSIN ENERGY CORP.                EQUITY   976657106      3211      142,353  SH      DEFINED    1                142,353
WITNESS SYS INC                       EQUITY   977424100       252       18,888  SH      DEFINED 6, 7, 8   18888
WITNESS SYS INC COM                   EQUITY   977424100     15463    1,160,900  SH      Sole       3    1160900
WITNESS SYSTEMS INC                   EQUITY   977424100        50        3,732  SH      DEFINED    1                  3,732
WJ COMMUNICATIONS INC                 EQUITY   929284107        16        4,266  SH      DEFINED    1                  4,266
WJ COMMUNICATIONS INC                 EQUITY   929284107        16        4,266  SH      DEFINED 6, 7, 8    4266
WM. WRIGLEY JR. CO.                   EQUITY   982526105      5250      102,200  SH      DEFINED    1                102,200
WMS INDS INC                          EQUITY   929297109       349       17,431  SH      DEFINED 6, 7, 8   17431
WMS INDUSTRIES INC.                   EQUITY   929297109       122        6,110  SH      DEFINED    1                  6,110
WOLVERINE TUBE INC                    EQUITY   978093102        28        2,478  SH      DEFINED 6, 7, 8    2478
WOLVERINE TUBE, INC.                  EQUITY   978093102        29        2,545  SH      DEFINED    1                  2,545






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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WOLVERINE WORLD WIDE COM              EQUITY   978097103     10321      685,788  SH      Sole       3     670188               15600
WOLVERINE WORLD WIDE INC              EQUITY   978097103       201       13,353  SH      DEFINED 6, 7, 8   13353
WOLVERINE WORLD WIDE, INC.            EQUITY   978097103       208       13,838  SH      DEFINED    1                 13,838
WOODHEAD INDS INC                     EQUITY   979438108        53        3,314  SH      DEFINED 6, 7, 8    3314
WOODHEAD INDS INC COM                 EQUITY   979438108        56        3,535  SH      DEFINED    1                  3,535
WOODWARD GOVERNOR CO                  EQUITY   980745103       148        2,537  SH      DEFINED 6, 7, 8    2537
WOODWARD GOVERNOR CO.                 EQUITY   980745103       155        2,655  SH      DEFINED    1                  2,655
WORDLCOM INC-WORLDCOM GROUP           EQUITY   98157D106     60050    4,451,648  SH      DEFINED    1              4,451,648
WORLD ACCEP CORP DEL                  EQUITY   981419104        25        3,482  SH      DEFINED 6, 7, 8    3482
WORLD ACCEPTANCE CORP.                EQUITY   981419104        25        3,482  SH      DEFINED    1                  3,482
WORLD WRESTLING FED ENTMNT            EQUITY   98156Q108        48        3,678  SH      DEFINED    1                  3,678
WORLD WRESTLING FEDN ENTM             EQUITY   98156Q108        47        3,572  SH      DEFINED 6, 7, 8    3572
Worldcom Inc                          CORPBOND 98157DAJ5      2057    2,000,000  PRN     DEFINED    4              2,000,000
WORLDCOM INC GA NEW                   EQUITY   98157D106       130        9,220  SH      DEFINED    5       9220
WORLDCOM INC GA NEW                   EQUITY   98157D304         0            1  SH      DEFINED 6, 7, 8       1
WORLDCOM INC GA NEW                   EQUITY   98157D106     21763    1,545,645  SH      DEFINED 6, 7, 8 1545645
WORLDCOM INC/WORLDCOM GRP             EQUITY   98157D106      9103      646,500  SH      DEFINED    2                 646500
WORTHINGTON INDS INC                  EQUITY   981811102         4          270  SH      DEFINED    5        270
WORTHINGTON INDS INC                  EQUITY   981811102       821       57,799  SH      DEFINED 6, 7, 8   57799
WORTHINGTON INDUSTRIES, INC.          EQUITY   981811102       865       60,922  SH      DEFINED    1                 60,922
WPS RESOURCES CORP                    EQUITY   92931B106       337        9,209  SH      DEFINED 6, 7, 8    9209
WPS RESOURCES CORP.                   EQUITY   92931B106       352        9,635  SH      DEFINED    1                  9,635
WRIGLEY WM JR CO                      EQUITY   982526105        36          700  SH      DEFINED    5        700
WRIGLEY WM JR CO                      EQUITY   982526105      4894       95,270  SH      DEFINED 6, 7, 8   95270
WSFS FINANCIAL CORP                   EQUITY   929328102        46        2,669  SH      DEFINED    1                  2,669
WSFS FINL CORP                        EQUITY   929328102        46        2,669  SH      DEFINED 6, 7, 8    2669
WYNDHAM INTERNATIONAL, INC.           EQUITY   983101106       140      250,423  SH      DEFINED    1                250,423
WYNDHAM INTL INC                      EQUITY   983101106        27       48,031  SH      DEFINED 6, 7, 8   48031
XANSER CORP                           EQUITY   98389J103        19        9,442  SH      DEFINED 6, 7, 8    9442
XANSER CORP.                          EQUITY   98389J103        19        9,442  SH      DEFINED    1                  9,442
XCEL ENERGY INC                       EQUITY   98389B100        30        1,080  SH      DEFINED    5       1080
XCEL ENERGY INC                       EQUITY   98389B100      4054      146,130  SH      DEFINED 6, 7, 8  146130
XCEL STATES POWER-MINES               EQUITY   98389B100     17232      621,210  SH      DEFINED    1                621,210
Xerox  Capital I                      CORPBOND 984119AC1      4103    7,295,000  PRN     DEFINED    4              7,295,000
XEROX CORP                            EQUITY   984121103        23        2,250  SH      DEFINED    5       2250
XEROX CORP                            EQUITY   984121103      3172      304,440  SH      DEFINED 6, 7, 8  304440
XEROX CORP.                           EQUITY   984121103      3407      326,971  SH      DEFINED    1                326,971
XICOR INC                             EQUITY   984903104        73        6,599  SH      DEFINED    1                  6,599
XICOR INC                             EQUITY   984903104        69        6,260  SH      DEFINED 6, 7, 8    6260
XILINX INC                            EQUITY   983919101        41        1,040  SH      DEFINED    5       1040
XILINX INC                            EQUITY   983919101      5902      151,140  SH      DEFINED 6, 7, 8  151140
XILINX INC                            EQUITY   983919101      8882      227,450  SH      DEFINED    2                 227450
XILINX, INC.                          EQUITY   983919101      6215      159,152  SH      DEFINED    1                159,152
XL CAP LTD                            EQUITY   G98255105        38          420  SH      DEFINED    5        420
XL CAP LTD                            EQUITY   G98255105      5635       61,680  SH      DEFINED 6, 7, 8   61680
XL CAPITAL LTD                        EQUITY   G98255105      5409       59,210  SH      DEFINED    1                 59,210
XM SATELLITE RADIO HLDGS              EQUITY   983759101        74        4,046  SH      DEFINED 6, 7, 8    4046
XM SATELLITE RADIO HLDGS INC          EQUITY   983759101      7087      386,000  SH      DEFINED    2                 386000
XM SATTELLITE RADIO HOLDINGS          EQUITY   983759101        80        4,357  SH      DEFINED    1                  4,357
XO COMMUNICATIONS INC                 EQUITY   983764101         8       84,959  SH      DEFINED 6, 7, 8   84959






                                      TITLE      CUSIP       VALUE     SHRS OR  SH/ PUT/ INVSTMT   OTHR            VOTING AUTHORITY
NAME OF ISSUER                        CLASS                (X$1000)    PRN AMT  PRN CALL DSCRETN   MGRS     SOLE      SHARED    NONE
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XOMA LTD                              EQUITY   G9825R107       153       15,571  SH      DEFINED 6, 7, 8   15571
X-RITE INC                            EQUITY   983857103        42        4,944  SH      DEFINED 6, 7, 8    4944
X-RITE, INC.                          EQUITY   983857103        44        5,125  SH      DEFINED    1                  5,125
XTO ENERGY CORP                       EQUITY   98385X106       663       37,900  SH      DEFINED 6, 7, 8   37900
XTO ENERGY INC                        EQUITY   98385X106        25        1,409  SH      DEFINED    1                  1,409
XYBERNAUT CORP                        EQUITY   984149104        32       13,247  SH      DEFINED 6, 7, 8   13247
XYBERNAUT CORP.                       EQUITY   984149104        33       13,970  SH      DEFINED    1                 13,970
YAHOO INC                             EQUITY   984332106        53        3,005  SH      DEFINED    2                   3005
YAHOO INC                             EQUITY   984332106        32        1,780  SH      DEFINED    5       1780
YAHOO INC                             EQUITY   984332106      4382      247,020  SH      DEFINED 6, 7, 8  247020
YAHOO INC                             EQUITY   984332106     11281      635,900  SH      DEFINED    2                 635900
YAHOO!, INC.                          EQUITY   984332106      4706      265,259  SH      DEFINED    1                265,259
YANKEE CANDLE INC                     EQUITY   984757104        98        4,315  SH      DEFINED 6, 7, 8    4315
YANKEE CANDLE INC                     EQUITY   984757104      5919      261,200  SH      DEFINED    2                 261200
YELLOW CORP                           EQUITY   985509108       197        7,844  SH      DEFINED 6, 7, 8    7844
YELLOW CORP.                          EQUITY   985509108       206        8,205  SH      DEFINED    1                  8,205
YORK INTERNATIONAL CORP.              EQUITY   986670107      2296       60,220  SH      DEFINED    1                 60,220
YORK INTL CORP NEW                    EQUITY   986670107      2276       59,694  SH      DEFINED 6, 7, 8   59694
YOUNG BROADCASTING INC                EQUITY   987434107        81        4,532  SH      DEFINED 6, 7, 8    4532
YOUNG BROADCASTING, INC. CLASS A      EQUITY   987434107        86        4,777  SH      DEFINED    1                  4,777
ZALE CORP NEW                         EQUITY   988858106       446       10,655  SH      DEFINED 6, 7, 8   10655
ZALE CORP.                            EQUITY   988858106       465       11,115  SH      DEFINED    1                 11,115
ZEBRA TECHNOLOGIES CORP               EQUITY   989207105       655       11,808  SH      DEFINED 6, 7, 8   11808
ZENITH NATIONAL INSURANCE CORP        EQUITY   989390109        77        2,755  SH      DEFINED    1                  2,755
ZENITH NATL INS CORP                  EQUITY   989390109        74        2,639  SH      DEFINED 6, 7, 8    2639
ZIMMER HLDGS INC                      EQUITY   98956P102        19          610  SH      DEFINED    5        610
ZIMMER HLDGS INC                      EQUITY   98956P102      3109      101,795  SH      DEFINED 6, 7, 8  101795
ZIMMER HOLDINGS INC                   EQUITY   98956P102      3264      106,867  SH      DEFINED    1                106,867
ZIONS BANCORPORATION                  EQUITY   989701107      2193       41,704  SH      DEFINED    1                 41,704
ZIONS BANCORPORATION                  EQUITY   989701107        15          290  SH      DEFINED    5        290
ZIONS BANCORPORATION                  EQUITY   989701107      2416       45,950  SH      DEFINED 6, 7, 8   45950
Zions Inst                            CORPBOND 989718AC5      6704    7,000,000  PRN     DEFINED    4              7,000,000
ZIXIT CORP                            EQUITY   98974P100        20        3,905  SH      DEFINED 6, 7, 8    3905
ZIXIT CORP.                           EQUITY   98974P100        21        4,185  SH      DEFINED    1                  4,185
ZOLL MED CORP                         EQUITY   989922109       103        2,646  SH      DEFINED 6, 7, 8    2646
ZOLL MEDICAL CORP.                    EQUITY   989922109       108        2,786  SH      DEFINED    1                  2,786
ZOMAX INC MINN                        EQUITY   989929104        72        8,956  SH      DEFINED 6, 7, 8    8956
ZOMAX INCORPORATED                    EQUITY   989929104        75        9,390  SH      DEFINED    1                  9,390
ZORAN CORP                            EQUITY   98975F101       186        5,685  SH      DEFINED 6, 7, 8    5685
ZORAN CORP.                           EQUITY   98975F101       193        5,916  SH      DEFINED    1                  5,916
Zurich Capital                        CORPBOND 989819AA5      1983    2,000,000  PRN     DEFINED    4              2,000,000
ZYGO CORP                             EQUITY   989855101        67        4,196  SH      DEFINED 6, 7, 8    4196
ZYGO CORP.                            EQUITY   989855101        71        4,467  SH      DEFINED    1                  4,467