UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2002
Check here if Amendment [ ]; Amendment Number:
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries
Institutional Investment Manager Filing this Report:
Name: AMERICAN INTERNATIONAL GROUP, INC.
Address: 70 Pine Street
New York, New York 10270
Form 13F File Number: 28-219
The Institutional Investment Manager filing this report and the person by whom
it is signed represent that the person signing the report is authorized to
submit it, that all information contained herein is true, correct and complete,
and that it is understood that all required items, statements, schedules,
lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Edward E. Matthews
Title: Senior Vice Chairman -- Investments and Financial Services
Phone: (212) 770-7000
Signature, Place, and Date of Signing:
/s/ Edward E. Matthews New York, New York May 15, 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: 4
Form 13F Information Table Entry Total: 3,618
Form 13F Information Table Value Total: $19,016,116 (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.
File Number 28-219 (Consolidated)
As of 3/31/02
TITLE VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
----------------------------------------------------------------------------------------------------------------------------------
1-800 CONTACTS INC EQUITY 681977104 22 2,109 SH DEFINED 1 2,109
1-800-FLOWERS.COM INC EQUITY 68243Q106 35 2,582 SH DEFINED 1 2,582
1ST SOURCE CORP. EQUITY 336901103 95 4,013 SH DEFINED 1 4,013
21ST CENTURY INSURANCE COMPANY EQUITY 90130N103 966831 53,445,620 SH DEFINED 1 53,445,620
21ST CENTURY INSURANCE COMPANY EQUITY 90130N103 6 315 SH DEFINED 1 315
3 DIMENSIONAL PHARMACEUTICAL EQUITY 88554W104 13 1,943 SH DEFINED 1 1,943
3COM CORP. EQUITY 885535104 2730 446,803 SH DEFINED 1 446,803
3D SYSTEMS CORPORATION EQUITY 88554D205 40 2,535 SH DEFINED 1 2,535
3M EQUITY 88579Y101 2473 21,500 SH DEFINED 4 21,500
3TEC ENERGY CORPORATION EQUITY 88575R308 78 4,583 SH DEFINED 1 4,583
4KIDS ENTERTAINMENT INC EQUITY 350865101 52 2,615 SH DEFINED 1 2,615
7-ELEVEN INC. EQUITY 817826209 80 7,206 SH DEFINED 1 7,206
99 CENTS ONLY STORES EQUITY 65440K106 2822 73,613 SH DEFINED 1 73,613
99 CENTS ONLY STORES COM EQUITY 65440K106 19373 505,299 SH Sole 3 486458 18841
A.G. EDWARDS, INC. EQUITY 281760108 4446 101,087 SH DEFINED 1 101,087
AAIPHARMA INC EQUITY 00252W104 111 3,081 SH DEFINED 1 3,081
AAR CORP. EQUITY 000361105 81 7,485 SH DEFINED 1 7,485
AARON RENTS, INC. EQUITY 002535201 99 4,343 SH DEFINED 1 4,343
ABBOTT LABORATORIES EQUITY 002824100 41226 783,755 SH DEFINED 1 783,755
Abbott Labs EQUITY 002824100 4734 90,000 SH DEFINED 4 90,000
ABBOTT LABS EQUITY 002824100 7565 143,845 SH DEFINED 2 143,845
ABERCROMBIE AND FITCH CO EQUITY 002896207 123 4,000 SH DEFINED 2 4,000
ABERCROMBIE AND FITCH CO. EQUITY 002896207 3870 125,665 SH DEFINED 1 125,665
ABGENIX, INC. EQUITY 00339B107 62 3,298 SH DEFINED 1 3,298
ABIOMED, INC. EQUITY 003654100 50 4,533 SH DEFINED 1 4,533
Abitibi-Consolidated CORPBOND 003924AH0 5150 5,000,000 PRN DEFINED 4 5,000,000
ABM INDUSTRIES, INC. EQUITY 000957100 207 5,644 SH DEFINED 1 5,644
ACACIA RESEARCH CORP. EQUITY 003881109 69 6,086 SH DEFINED 1 6,086
ACADIA REALTY TRUST EQUITY 004239109 41 5,937 SH DEFINED 1 5,937
ACCLAIM ENTERTAINMENT, INC. EQUITY 004325205 79 17,413 SH DEFINED 1 17,413
ACCREDO HEALTH INC COM EQUITY 00437V104 78170 1,364,931 SH Sole 3 1333707 31224
ACCREDO HEALTH INC. EQUITY 00437V104 464 8,109 SH DEFINED 1 8,109
ACE LIMITED EQUITY G0070K103 159 3,830 SH DEFINED 2 3,830
ACE LTD EQUITY G0070K103 4904 117,612 SH DEFINED 1 117,612
ACKERLEY GROUP, INC. EQUITY 004527107 83 4,635 SH DEFINED 1 4,635
ACLARA BIOSCIENCES INC. EQUITY 00461P106 37 11,134 SH DEFINED 1 11,134
ACT MANUFACTURING INC EQUITY 000973107 1 2,885 SH DEFINED 1 2,885
ACTEL CORP. EQUITY 004934105 146 7,071 SH DEFINED 1 7,071
ACTERNA CORP EQUITY 00503U105 4 2,513 SH DEFINED 1 2,513
ACTION PERFORMANCE CO., INC. EQUITY 004933107 226 4,595 SH DEFINED 1 4,595
ACTIVE POWER INC EQUITY 00504W100 52 9,971 SH DEFINED 1 9,971
ACTIVISION, INC. EQUITY 004930202 2356 78,992 SH DEFINED 1 78,992
ACTRADE FINANCIAL TECHNOLOGIES EQUITY 00507P102 36 2,326 SH DEFINED 1 2,326
ACTUATE CORP. EQUITY 00508B102 96 13,269 SH DEFINED 1 13,269
ACTV, INC. EQUITY 00088E104 19 12,499 SH DEFINED 1 12,499
ACUITY BRANDS INC EQUITY 00508Y102 213 12,861 SH DEFINED 1 12,861
TITLE VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
---------------------------------------------------------------------------------------------------------------------------------
ACXIOM CORP. EQUITY 005125109 1895 110,533 SH DEFINED 1 110,533
ADAPTEC, INC. EQUITY 00651F108 440 32,879 SH DEFINED 1 32,879
ADC Telecommunications EQUITY 000886101 407 100,000 SH DEFINED 4 100,000
ADC TELECOMMUNICATIONS, INC EQUITY 000886101 1608 395,046 SH DEFINED 1 395,046
ADE CORP. EQUITY 00089C107 44 2,858 SH DEFINED 1 2,858
ADELPHIA COMMUNICATIONS EQUITY 006848105 20 1,500 SH DEFINED 2 1,500
ADELPHIA BUSINESS SOLUTIONS EQUITY 006847107 2 41,865 SH DEFINED 1 41,865
ADELPHIA COMMUNICATIONS CORP. CLASS A EQUITY 006848105 108 7,233 SH DEFINED 1 7,233
ADMINISTAFF, INC. EQUITY 007094105 192 6,965 SH DEFINED 1 6,965
ADOBE SYS INC EQUITY 00724F101 45 26,600 SH DEFINED 2 26,600
Adobe Systems EQUITY 00724F101 1813 45,000 SH DEFINED 4 45,000
ADOBE SYSTEMS INC. EQUITY 00724F101 5126 127,218 SH DEFINED 1 127,218
ADOLOR CORPORATION EQUITY 00724X102 108 9,682 SH DEFINED 1 9,682
ADTRAN, INC. EQUITY 00738A106 1356 56,181 SH DEFINED 1 56,181
ADVANCED DIGITAL INFO CORP. EQUITY 007525108 249 19,152 SH DEFINED 1 19,152
ADVANCED ENERGY INDUSTRIES EQUITY 007973100 207 5,765 SH DEFINED 1 5,765
ADVANCED FIBRE COMMUNICATIONS EQUITY 00754A105 1996 104,007 SH DEFINED 1 104,007
ADVANCED MARKETING SERV. INC. EQUITY 00753T105 113 4,695 SH DEFINED 1 4,695
ADVANCED MICRO DEVICES INC EQUITY 007903107 294 20,000 SH DEFINED 2 20,000
ADVANCED MICRO DEVICES, INC. EQUITY 007903107 3096 210,503 SH DEFINED 1 210,503
ADVANCED NEUROMOD SYS COM EQUITY 00757t101 1476 44,000 SH Sole 3 44000
ADVANCED TISSUE SCIENCES, INC. EQUITY 00755F103 72 22,765 SH DEFINED 1 22,765
ADVANCEPCS EQUITY 00790K109 41 1,369 SH DEFINED 1 1,369
ADVANCES NEUROMODULATIONS SYS EQUITY 00757T101 70 2,085 SH DEFINED 1 2,085
ADVANTA CORP. EQUITY 007942105 85 6,687 SH DEFINED 1 6,687
ADVENT SOFTWARE INC COM EQUITY 007974108 38804 655,918 SH Sole 3 638129 17789
ADVENT SOFTWARE, INC. EQUITY 007974108 2541 42,943 SH DEFINED 1 42,943
ADVO, INC. EQUITY 007585102 242 5,738 SH DEFINED 1 5,738
AEP INDS INC COM EQUITY 001031103 17 490 SH DEFINED 1 490
AEROFLEX, INC EQUITY 007768104 239 18,591 SH DEFINED 1 18,591
AES DRAX ENERGY LTD EQUITY 00130H105 2173 241,430 SH DEFINED 1 241,430
AETHER SYSTEMS INC. EQUITY 00808V105 30 6,888 SH DEFINED 1 6,888
Aetna CORPBOND 00817YAB4 4927 5,000,000 PRN DEFINED 4 5,000,000
AETNA INC. NEW EQUITY 00817Y108 58 1,500 SH DEFINED 2 1,500
AETNA INC-NEW EQUITY 00817Y108 2608 67,187 SH DEFINED 1 67,187
AFC Capital Trust CORPBOND 00104PAC3 5721 6,000,000 PRN DEFINED 4 6,000,000
AFC ENTERPRISES EQUITY 00104Q107 99 2,948 SH DEFINED 1 2,948
AFFILIATED COMPUTER CL A EQUITY 008190100 103990 1,852,656 SH Sole 3 1761960 85896
AFFILIATED COMPUTER SERVICES CLASS A EQUITY 008190100 9343 166,456 SH DEFINED 1 166,456
AFFILIATED COMPUTER SVCS INC EQUITY 008190100 7179 127,900 SH DEFINED 2 127,900
AFFILIATED MANAGERS CORP EQUITY 008252108 60594 843,572 SH Sole 3 803510 38362
AFFILIATED MANAGERS GROUP EQUITY 008252108 497 6,915 SH DEFINED 1 6,915
AFFYMETRIX INC EQUITY 00826T108 17 572 SH DEFINED 1 572
AFFYMETRIX INC COM EQUITY 00826T108 29101 1,004,171 SH Sole 3 987871 16300
AFLAC, INC. EQUITY 001055102 8063 273,320 SH DEFINED 1 273,320
AFTERMARKET TECHNOLOGY CORP EQUITY 008318107 896 48,000 SH DEFINED 2 48,000
AGCO CORP. EQUITY 001084102 2534 111,052 SH DEFINED 1 111,052
AGERE SYSTEMS INC-A EQUITY 00845V100 32 8,336 SH DEFINED 1 8,336
AGILE SOFTWARE CORP. EQUITY 00846X105 115 9,519 SH DEFINED 1 9,519
AGILENT TECHNOLOGIES INC. EQUITY 00846U101 7432 212,590 SH DEFINED 1 212,590
AGL Cap Trust CORPBOND 001196AC8 873 1,000,000 PRN DEFINED 4 1,000,000
AGL RESOURCES, INC. EQUITY 001204106 2770 117,892 SH DEFINED 1 117,892
Ahmanson Cap Trust I CORPBOND 008682AA4 8579 8,700,000 PRN DEFINED 4 8,700,000
TITLE VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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AIR PRODS & CHEMS INC COM EQUITY 009158106 3564 69,000 SH Sole 3 69000
AIR PRODUCTS AND CHEMICALS INC EQUITY 009158106 5426 105,060 SH DEFINED 1 105,060
AIRBORNE INC. EQUITY 009269101 2038 116,530 SH DEFINED 1 116,530
AIRGAS, INC. EQUITY 009363102 2119 105,437 SH DEFINED 1 105,437
AIRGATE PCS, INC. EQUITY 009367103 99 7,056 SH DEFINED 1 7,056
AIRTRAN HOLDINGS, INC. EQUITY 00949P108 115 18,960 SH DEFINED 1 18,960
AK STEEL CORP. EQUITY 001547108 32577 2,278,090 SH DEFINED 1 2,278,090
AKAMAI TECHNOLOGIES INC. EQUITY 00971T101 746 186,340 SH DEFINED 1 186,340
AKSYS LTD EQUITY 010196103 49 5,559 SH DEFINED 1 5,559
ALABAMA NATIONAL BANCORP EQUITY 010317105 105 2,840 SH DEFINED 1 2,840
ALAMOSA HOLDINGS INC. EQUITY 011589108 108 21,553 SH DEFINED 1 21,553
ALASKA AIR GROUP, INC. EQUITY 011659109 1387 41,656 SH DEFINED 1 41,656
ALASKA COMM. SYS. HLDGS., INC. EQUITY 01167P101 21 2,864 SH DEFINED 1 2,864
ALBANY INTERNATIONAL CORP. CLASS A EQUITY 012348108 1339 44,178 SH DEFINED 1 44,178
ALBANY MOLECULAR EQUITY 012423109 157 6,560 SH DEFINED 1 6,560
ALBEMARLE CORP. EQUITY 012653101 1792 65,012 SH DEFINED 1 65,012
ALBERTO-CULVER CO. CLASS B EQUITY 013068101 1439 26,646 SH DEFINED 1 26,646
ALBERTSONS INC EQUITY 013104104 11 330 SH DEFINED 2 330
ALBERTSON'S, INC. EQUITY 013104104 6216 187,576 SH DEFINED 1 187,576
ALCAN EQUITY 013716105 5764 145,440 SH DEFINED 1 145,440
ALCOA INC EQUITY 013817101 736 19,500 SH DEFINED 2 19,500
ALCOA, INC. EQUITY 013817101 14840 393,210 SH DEFINED 1 393,210
ALCON INC EQUITY H01301102 17,000 SH DEFINED 2 17,000
ALEXANDER & BALDWIN, INC. EQUITY 014482103 1753 63,504 SH DEFINED 1 63,504
ALEXANDER'S, INC. EQUITY 014752109 32 525 SH DEFINED 1 525
ALEXANDRIA REAL ESTATE EQUITIE EQUITY 015271109 207 4,633 SH DEFINED 1 4,633
ALEXION PHARMACEUTICLAS, INC. EQUITY 015351109 117 4,979 SH DEFINED 1 4,979
ALFA CORP. EQUITY 015385107 340 12,181 SH DEFINED 1 12,181
ALICO INC EQUITY 016230104 31 1,077 SH DEFINED 1 1,077
ALIGN TECHNOLOGY INC EQUITY 016255101 17 3,115 SH DEFINED 1 3,115
ALKERMES INC EQUITY 01642T108 25 956 SH DEFINED 1 956
ALLEGHANY CORP EQUITY 017175100 8 44 SH DEFINED 1 44
ALLEGHENY ENERGY, INC. EQUITY 017361106 25727 622,173 SH DEFINED 1 622,173
ALLEGHENY TECHNOLOGIES, INC. EQUITY 01741R102 1339 80,933 SH DEFINED 1 80,933
ALLEGIANCE TELECOM I EQUITY 01747T102 3 1,153 SH DEFINED 1 1,153
ALLEN TELECOM, INC. EQUITY 018091108 53 7,935 SH DEFINED 1 7,935
ALLERGAN, INC. EQUITY 018490102 20183 312,188 SH DEFINED 1 312,188
ALLETE INC. EQUITY 018522102 3099 106,520 SH DEFINED 1 106,520
ALLIANCE DATA SYS CORP COM EQUITY 018581108 32460 1,291,180 SH Sole 3 1266180 25000
ALLIANCE FIBER OPTIC PRODUCT EQUITY 018680108 5 4,557 SH DEFINED 1 4,557
ALLIANCE GAMING CORP EQUITY 01859P609 142 4,667 SH DEFINED 1 4,667
ALLIANCE GAMING CORP COM NEW EQUITY 01859P609 7465 244,500 SH Sole 3 244500
ALLIANCE SEMICONDUCTOR CORP. EQUITY 01877H100 94 8,168 SH DEFINED 1 8,168
ALLIANT CORP EQUITY 018802108 91 3,000 SH DEFINED 2 3,000
ALLIANT ENERGY CORP. EQUITY 018802108 3351 110,884 SH DEFINED 1 110,884
ALLIANT TECHSYSTEMS INC EQUITY 018804104 780 7,650 SH DEFINED 1 7,650
ALLIED CAPITAL CORP EQUITY 01903Q108 33 1,209 SH DEFINED 1 1,209
ALLIED WASTE INDUSTRIES, INC. EQUITY 019589308 1520 116,944 SH DEFINED 1 116,944
ALLMERICA FINANCIAL CORP EQUITY 019754100 3009 67,021 SH DEFINED 1 67,021
ALLOY INC COM EQUITY 019855105 19421 1,292,150 SH Sole 3 1291150 1000
ALLOY ONLINE, INC EQUITY 019855105 59 3,947 SH DEFINED 1 3,947
ALLSCRIPTS HEALTHCARE SOLUTION EQUITY 01988P108 61 9,678 SH DEFINED 1 9,678
ALLSTATE CORP. EQUITY 020002101 14310 378,870 SH DEFINED 1 378,870
TITLE VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (X$100) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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ALLTEL CORP. EQUITY 020039103 9818 176,740 SH DEFINED 1 176,740
ALPHA INDUSTRIES, INC. EQUITY 020753109 210 13,755 SH DEFINED 1 13,755
ALPHARMA INC. CLASS A EQUITY 020813101 135 9,415 SH DEFINED 1 9,415
ALTERA CORP. EQUITY 021441100 4298 196,515 SH DEFINED 1 196,515
AMAZON.COM, INC. EQUITY 023135106 133 9,327 SH DEFINED 1 9,327
AMB PPTY CORP EQUITY 00163T109 8173 297,200 SH Sole 3 241694 55506
AMB PROPERTY CORP EQUITY 00163T109 19 681 SH DEFINED 1 681
AMBAC FINANCIAL GROUP INC. EQUITY 023139108 2860 48,419 SH DEFINED 1 48,419
AMBASSADORS GROUP INC EQUITY 023177108 30 2,177 SH DEFINED 1 2,177
AMBASSADORS INTERNATIONAL EQUITY 023178106 19 2,177 SH DEFINED 1 2,177
AMC ENTERTAINMENT, INC. EQUITY 001669100 79 5,791 SH DEFINED 1 5,791
AMCOL INTERNATIONAL CORP. EQUITY 02341W103 38 6,312 SH DEFINED 1 6,312
AMCORE FINANCIAL, INC. EQUITY 023912108 182 7,722 SH DEFINED 1 7,722
AMERADA HESS CORP EQUITY 023551104 3681 46,380 SH DEFINED 1 46,380
AMERCO, INC. EQUITY 023586100 69 3,975 SH DEFINED 1 3,975
AMEREN CORP. EQUITY 023608102 18597 435,027 SH DEFINED 1 435,027
Ameren Corporation EQUITY 023608102 6413 150,000 SH DEFINED 4 150,000
AMERICA FIRST MORTGAGE INVST EQUITY 023934102 1790 200,000 SH DEFINED 1 200,000
AMERICA MOVIL-SERIES L ADR EQUITY 02364W105 4439 223,490 SH DEFINED 1 223,490
AMERICA ONLINE LATIN AMERICA EQUITY 02365B100 16 6,909 SH DEFINED 1 6,909
AMERICAN AXLE & MFG HOLDINGS EQUITY 024061103 98 3,380 SH DEFINED 1 3,380
AMERICAN AXLE + MFG HLDGS INC EQUITY 024061103 3173 109,400 SH DEFINED 2 109,400
AMERICAN CAP. STRATEGIES, INC. EQUITY 024937104 12599 406,942 SH DEFINED 1 406,942
AMERICAN EAGLE OUTFITTERS EQUITY 02553E106 2258 91,141 SH DEFINED 1 91,141
AMERICAN EAGLE OUTFITTERS INC EQUITY 02553E106 259 68,350 SH DEFINED 2 68,350
AMERICAN ELECTRIC POWER, INC. EQUITY 025537101 6715 145,690 SH DEFINED 1 145,690
American Express EQUITY 025816109 1843 45,000 SH DEFINED 4 45,000
AMERICAN EXPRESS CO EQUITY 025816109 2285 46,497 SH DEFINED 2 46,497
AMERICAN EXPRESS CO. EQUITY 025816109 50976 1,244,530 SH DEFINED 1 1,244,530
AMERICAN FINANCIAL GROUP, INC. EQUITY 025932104 2479 86,320 SH DEFINED 1 86,320
AMERICAN FINANCIAL HLDGS INC. EQUITY 026075101 173 6,485 SH DEFINED 1 6,485
AMERICAN GREETINGS CORP. CLASS A EQUITY 026375105 1048 57,755 SH DEFINED 1 57,755
AMERICAN HEALTHWAYS INC EQUITY 02649V104 95 3,489 SH DEFINED 1 3,489
AMERICAN INTL GRP INC COM EQUITY 026874107 168314 2,333,162 SH DEFINED 1 2,333,162
AMERICAN ITALIAN PASTA CO. CLASS A EQUITY 027070101 238 5,233 SH DEFINED 1 5,233
AMERICAN MANAGEMENT SYSTEMS EQUITY 027352103 242 12,977 SH DEFINED 1 12,977
AMERICAN MEDICAL SYSTEMS HOLDI EQUITY 02744M108 224 9,936 SH DEFINED 1 9,936
AMERICAN NATIONAL IN EQUITY 028591105 10 101 SH DEFINED 1 101
AMERICAN PHYSICIANS CAPITAL IN EQUITY 028884104 66 3,404 SH DEFINED 1 3,404
AMERICAN POWER CONVERSION EQUITY 029066107 1335 90,333 SH DEFINED 1 90,333
AMERICAN REALTY INVESTORS IN EQUITY 029174109 9 1,214 SH DEFINED 1 1,214
American Standard CORPBOND 029717AC9 5050 5,000,000 PRN DEFINED 4 5,000,000
AMERICAN STANDARD COMPANIES EQUITY 029712106 7532 106,466 SH DEFINED 1 106,466
AMERICAN STATES WATER CO. EQUITY 029899101 111 3,142 SH DEFINED 1 3,142
AMERICAN SUPERCONDUCTOR CORP EQUITY 030111108 48 6,371 SH DEFINED 1 6,371
AMERICAN TOWER CORP EQUITY 029912201 12 2,092 SH DEFINED 1 2,092
AMERICAN WATER WORKS CO., INC. EQUITY 030411102 5539 126,470 SH DEFINED 1 126,470
AMERICAN WEST HOLDINGS CORP. CLASS B EQUITY 023657208 59 10,501 SH DEFINED 1 10,501
AMERICAN WOODMARK CORP. EQUITY 030506109 106 1,684 SH DEFINED 1 1,684
AMERICAN WTR WKS INC EQUITY 030411102 486 11,100 SH DEFINED 2 11,100
AMERICREDIT CORP COM EQUITY 03060R101 99934 2,630,533 SH Sole 3 2508071 116462
AMERICREDIT CORP. EQUITY 03060R101 4877 128,373 SH DEFINED 1 128,373
AMERIPATH, INC. EQUITY 03071D109 230 8,596 SH DEFINED 1 8,596
VOTING AUTHORITY
TITLE VALUE SHRS OR SH/ PUT/ INVSTMT OTHR
NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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AMERISOURCEBERGEN CO EQUITY 03073E105 19363 283,495 SH DEFINED 1 283,495
AMERISTAR CASINOS EQUITY 03070Q101 27 1,000 SH DEFINED 1 1,000
AMERITRADE HOLDING C EQUITY 03072H109 12 1,880 SH DEFINED 1 1,880
AMERON, INC. EQUITY 030710107 81 1,125 SH DEFINED 1 1,125
AMERUS GROUP CO. EQUITY 03072M108 500 13,003 SH DEFINED 1 13,003
AMETEK, INC. EQUITY 031100100 1913 51,416 SH DEFINED 1 51,416
AMGEN INC EQUITY 031162100 1774 30,145 SH DEFINED 2 30,145
AMGEN, INC. EQUITY 031162100 29731 498,180 SH DEFINED 1 498,180
AMKOR TECHNOLOGY, INC EQUITY 031652100 39 1,765 SH DEFINED 1 1,765
AMLI RESIDENTIAL PROPERTIES EQUITY 001735109 105 4,156 SH DEFINED 1 4,156
AMPHENOL CORP. CLASS A EQUITY 032095101 486 10,378 SH DEFINED 1 10,378
AMR CORP. EQUITY 001765106 1884 71,349 SH DEFINED 1 71,349
AMSOUTH BANCORPORATION EQUITY 032165102 3700 168,323 SH DEFINED 1 168,323
AMSURG CORP CL A EQUITY 03232P405 16501 606,415 SH Sole 3 606415
AMSURG CORP CL A EQUITY 03232P405 170 6,244 SH DEFINED 1 6,244
AMTRAN, INC. EQUITY 03234G106 14 1,004 SH DEFINED 1 1,004
AMYLIN PHARMACEUTICALS, INC. EQUITY 032346108 177 17,682 SH DEFINED 1 17,682
ANADARKO PETROLEUM CORP. EQUITY 032511107 23029 408,033 SH DEFINED 1 408,033
ANADIGICS, INC. EQUITY 032515108 117 9,451 SH DEFINED 1 9,451
ANALOG DEVICES, INC. EQUITY 032654105 8132 180,550 SH DEFINED 1 180,550
ANALOGIC CORP. EQUITY 032657207 86 2,077 SH DEFINED 1 2,077
ANAREN MICROWAVE, INC EQUITY 032744104 96 6,598 SH DEFINED 1 6,598
ANCHOR BANCORP WISCONSIN, INC. EQUITY 032839102 118 5,884 SH DEFINED 1 5,884
ANDREW CORP. EQUITY 034425108 1041 62,214 SH DEFINED 1 62,214
ANDRX GROUP EQUITY 034553107 6023 158,748 SH DEFINED 1 158,748
ANGLO AMERICAN PLC - UNSP ADR EQUITY 03485P102 898 54,500 SH DEFINED 1 54,500
Anheuser Busch CORPBOND 035229AX1 1993 2,000,000 PRN DEFINED 4 2,000,000
Anheuser Busch EQUITY 035229103 2610 50,000 SH DEFINED 4 50,000
ANHEUSER BUSCH COS INC EQUITY 035229103 131 2,500 SH DEFINED 2 2,500
ANHEUSER-BUSCH COMPANIES, INC. EQUITY 035229103 43673 836,650 SH DEFINED 1 836,650
ANHEUSER-BUSCH COS EQUITY 035229103 58 1,120 SH DEFINED 2 1,120
ANIXTER INTERNATIONALL, INC. EQUITY 035290105 245 8,268 SH DEFINED 1 8,268
ANN TAYLOR STORES CORP. EQUITY 036115103 331 7,660 SH DEFINED 1 7,660
ANNALY MTG MGMT INC EQUITY 035710409 12996 765,376 SH DEFINED 1 765,376
ANNTAYLOR STORES CORP COM EQUITY 036115103 25020 578,900 SH Sole 3 568500 10400
ANSOFT CORP EQUITY 036384105 35 1,923 SH DEFINED 1 1,923
ANSWERTHINK INC EQUITY 036916104 78 12,028 SH DEFINED 1 12,028
ANSYS INC EQUITY 03662Q105 122 4,492 SH DEFINED 1 4,492
ANTEON INTL CORP COM EQUITY 03674E108 10096 485,400 SH Sole 3 484300 1100
ANTHEM INC COM EQUITY 03674B104 13098 227,520 SH Sole 3 181800 43020
ANTHRACITE CAPITAL INC. EQUITY 037023108 5024 436,850 SH DEFINED 1 436,850
ANTIGENICS INC. EQUITY 037032109 62 4,464 SH DEFINED 1 4,464
AOL Time Warner EQUITY 00184A105 993 42,000 SH DEFINED 4 42,000
AOL TIME WARNER INC EQUITY 00184A105 1719 93,017 SH DEFINED 2 93,017
AOL TIME WARNER INC. EQUITY 00184A105 57489 2,430,814 SH DEFINED 1 2,430,814
AON Capital Trust CORPBOND 037388AE5 7705 8,000,000 PRN DEFINED 4 8,000,000
AON CORP. EQUITY 037389103 4343 124,074 SH DEFINED 1 124,074
APAC TELESERVICES, INC. EQUITY 00185E106 24 7,631 SH DEFINED 1 7,631
APACHE CORP EQUITY 037411105 737 12,967 SH DEFINED 2 12,967
APACHE CORP. EQUITY 037411105 3615 63,555 SH DEFINED 1 63,555
APARTMENT INVT & MGMT CL A EQUITY 03748R101 22812 471,600 SH Sole 3 384546 87054
APARTMENT INVT & MGMT CO - A EQUITY 03748R101 32 655 SH DEFINED 1 655
APEX MORTGAGE CAPITAL INC EQUITY 037564101 3477 300,000 SH DEFINED 1 300,000
TITLE VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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APHTON CORP. EQUITY 03759P101 56 4,702 SH DEFINED 1 4,702
APOGEE ENTERPRISES, INC. EQUITY 037598109 107 8,799 SH DEFINED 1 8,799
APOGENT TECHNOLOGIES EQUITY 03760A101 3333 135,032 SH DEFINED 1 135,032
APOLLO GROUP INC EQUITY 037604105 1339 25,000 SH DEFINED 2 25,000
APOLLO GROUP INC CL A EQUITY 037604105 21160 395,148 SH Sole 3 339100 52348
APOLLO GROUP, INC. CLASS A EQUITY 037604105 7981 149,043 SH DEFINED 1 149,043
APPLE COMPUTER, INC. EQUITY 037833100 4175 176,368 SH DEFINED 1 176,368
APPLEBEES INTERNATIONAL, INC. EQUITY 037899101 377 10,397 SH DEFINED 1 10,397
APPLERA CORP APPLIED BIOSYSTEM EQUITY 038020103 2283 102,149 SH DEFINED 1 102,149
APPLICA INC. EQUITY 03815A106 47 5,437 SH DEFINED 1 5,437
APPLIED INDUSTRIAL TECH., INC. EQUITY 03820C105 102 5,314 SH DEFINED 1 5,314
APPLIED INNOVATION, INC. EQUITY 037916103 12 2,722 SH DEFINED 1 2,722
APPLIED MATERIALS, INC. EQUITY 038222105 33235 612,410 SH DEFINED 1 612,410
APPLIED MICRO CIRCUITS CORP. EQUITY 03822W109 1191 148,841 SH DEFINED 1 148,841
APPLIED MOLECULAR EVOLUTION EQUITY 03823E108 43 5,039 SH DEFINED 1 5,039
APRIA HEALTHCARE GROUP, INC. EQUITY 037933108 1989 81,170 SH DEFINED 1 81,170
APTARGROUP, INC. EQUITY 038336103 353 10,085 SH DEFINED 1 10,085
ARAID PHARAMACEUTICLAS, INC. EQUITY 04033A100 47 8,847 SH DEFINED 1 8,847
ARAMARK CORP EQUITY 038521100 53 2,000 SH DEFINED 2 2,000
ARBITRON, INC. EQUITY 03875Q108 307 9,082 SH DEFINED 1 9,082
ARCH CHEMICALS, INC. EQUITY 03937R102 138 6,276 SH DEFINED 1 6,276
ARCH COAL, INC. EQUITY 039380100 1416 66,236 SH DEFINED 1 66,236
ARCHER DANIELS MIDLAND CO. EQUITY 039483102 4213 302,431 SH DEFINED 1 302,431
ARCHSTONE COMMUNITIES TRUST EQUITY 039583109 49 1,847 SH DEFINED 1 1,847
ARCHSTONE SMITH TR COM EQUITY 039583109 33761 1,260,208 SH Sole 3 1025079 235129
ARCTIC CAT, INC. EQUITY 039670104 100 4,960 SH DEFINED 1 4,960
ARDEN GROUP INC EQUITY 039762109 30 442 SH DEFINED 1 442
ARDEN REALTY INC. EQUITY 039793104 16 571 SH DEFINED 1 571
ARDEN RLTY GROUP INC COM EQUITY 039793104 25503 898,000 SH Sole 3 743641 154359
ARENA PHARMACEUTICALS INC EQUITY 040047102 56 5,628 SH DEFINED 1 5,628
ARGONAUT GROUP, INC. EQUITY 040157109 142 6,712 SH DEFINED 1 6,712
ARGOSY GAMING CO. EQUITY 040228108 258 7,026 SH DEFINED 1 7,026
ARIBA, INC. EQUITY 04033V104 128 28,364 SH DEFINED 1 28,364
ARKANSAS BEST CORP EQUITY 040790107 1698 61,100 SH DEFINED 2 61,100
ARKANSAS BEST CORP. EQUITY 040790107 178 6,414 SH DEFINED 1 6,414
ARMOR HOLDINGS, INC. EQUITY 042260109 181 6,689 SH DEFINED 1 6,689
ARMSTRONG HOLDINGS, INC. EQUITY 042384107 37 11,957 SH DEFINED 1 11,957
ARQULE, INC. EQUITY 04269E107 76 5,994 SH DEFINED 1 5,994
ARRAY BIOPHARMA INC EQUITY 04269X105 3665 283,000 SH Sole 3 283000
ARRAY BIOPHARMA INC EQUITY 04269X105 60 4,640 SH DEFINED 1 4,640
ARRIS GROUP INC EQUITY 04269Q100 147 15,766 SH DEFINED 1 15,766
Arrow Electronics CORPBOND 042735AR1 986 1,000,000 PRN DEFINED 4 1,000,000
ARROW ELECTRONICS INC EQUITY 042735100 4394 157,083 SH DEFINED 1 157,083
ARROW FINANCIAL CORP EQUITY 042744102 57 1,969 SH DEFINED 1 1,969
ARROW INTERNATIONAL, INC. EQUITY 042764100 166 3,511 SH DEFINED 1 3,511
ART TECHNOLOGY GROUP, INC. EQUITY 04289L107 35 16,920 SH DEFINED 1 16,920
ARTESYN TECHNOLOGIES, INC. EQUITY 043127109 99 10,583 SH DEFINED 1 10,583
ARTHROCARE CORP. EQUITY 043136100 113 6,302 SH DEFINED 1 6,302
Arthur J Gallagher EQUITY 363576109 1639 50,000 SH DEFINED 4 50,000
ARTISAN COMPONENTS INC. EQUITY 042923102 68 4,067 SH DEFINED 1 4,067
Arvin Industries Inc. CORPBOND 043339AJ9 2818 3,000,000 PRN DEFINED 4 3,000,000
ARVINMERITOR, INC EQUITY 043353101 2983 104,494 SH DEFINED 1 104,494
ASCENTIAL SOFTWARE CORP. EQUITY 04362P108 1566 406,836 SH DEFINED 1 406,836
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
----------------------------------------------------------------------------------------------------------------------------------
ASHLAND OIL, INC. EQUITY 044204105 5892 129,457 SH DEFINED 1 129,457
ASIA GLOBAL CROSSING LTD-A COMMON EQUITY G05330108 11 50,000 SH DEFINED 1 50,000
ASIAINFO HOLDINGS INC. EQUITY 04518A104 111 8,404 SH DEFINED 1 8,404
ASPECT COMMUNICATIONS INC. EQUITY 04523Q102 63 16,152 SH DEFINED 1 16,152
ASPECT MEDICAL SYSTEMS, INC. EQUITY 045235108 35 3,904 SH DEFINED 1 3,904
ASPEN TECHNOLOGY, INC. EQUITY 045327103 225 9,821 SH DEFINED 1 9,821
ASSOCIATED BANC-CORP. EQUITY 045487105 3166 83,248 SH DEFINED 1 83,248
ASSOCIATED ESTATES REALTY EQUITY 045604105 51 5,020 SH DEFINED 1 5,020
ASTEC INDS INC COM EQUITY 046224101 84 4,790 SH DEFINED 1 4,790
ASTORIA FINANCIAL CORP. EQUITY 046265104 3395 116,854 SH DEFINED 1 116,854
ASTROPOWER INC EQUITY 04644A101 160 3,836 SH DEFINED 1 3,836
ASTROPOWER INC COM EQUITY 04644A101 31929 764,583 SH Sole 3 746590 17993
ASYST TECHNOLOGIES, INC. EQUITY 04648X107 200 10,984 SH DEFINED 1 10,984
AT + T CORP EQUITY 001957109 1068 68,467 SH DEFINED 2 68,467
AT + T WIRELESS EQUITY 00209A106 9 1,055 SH DEFINED 2 1,055
AT&T CORPBOND 001957BA6 4854 5,000,000 PRN DEFINED 4 5,000,000
AT&T EQUITY 001957109 27283 1,737,740 SH DEFINED 1 1,737,740
AT&T LATIN AMERICA-CL A EQUITY 04649A106 20 13,463 SH DEFINED 1 13,463
AT&T WIRELESS (USD) EQUITY 00209A106 16895 1,887,745 SH DEFINED 1 1,887,745
ATLANTIC COAST AIRLINES HLDG. EQUITY 048396105 298 12,440 SH DEFINED 1 12,440
ATLANTIC COAST AIRLINES HLDGS EQUITY 048396105 3070 118,300 SH DEFINED 2 118,300
ATLAS AIR WORLDWIDE HLDGS INC. EQUITY 049164106 701 53,215 SH DEFINED 1 53,215
ATMEL CORP EQUITY 049513104 907 89,400 SH DEFINED 2 89,400
ATMEL CORP. EQUITY 049513104 6079 599,490 SH DEFINED 1 599,490
ATMI INC EQUITY 00207R101 1127 46,800 SH DEFINED 2 46,800
ATMOS ENERGY CORP. EQUITY 049560105 301 12,772 SH DEFINED 1 12,772
ATP OIL & GAS CORP EQUITY 00208J108 8 1,876 SH DEFINED 1 1,876
ATRIX LABS INC EQUITY 04962L101 137 6,003 SH DEFINED 1 6,003
ATS MEDICA, INC. EQUITY 002083103 14 6,908 SH DEFINED 1 6,908
ATWOOD OCEANICS, INC. EQUITY 050095108 131 2,861 SH DEFINED 1 2,861
AUDIOVOX COPR. EQUITY 050757103 39 5,425 SH DEFINED 1 5,425
AUGUST TECHNOLOGY CORP. EQUITY 05106U105 25 1,686 SH DEFINED 1 1,686
AURORA FOODS, INC. EQUITY 05164B106 32 7,555 SH DEFINED 1 7,555
AUSPEX SYSTEMS, INC. EQUITY 052116100 18 14,154 SH DEFINED 1 14,154
AUTODESK, INC. EQUITY 052769106 1180 25,273 SH DEFINED 1 25,273
AUTOLIV, INC. EQUITY 052800109 23 965 SH DEFINED 1 965
AUTOMATIC DATA PROCESSING INC. EQUITY 053015103 18717 321,210 SH DEFINED 1 321,210
AUTONATION INC EQUITY 05329W102 34 2,467 SH DEFINED 1 2,467
AUTOZONE, INC. EQUITY 053332102 3398 49,350 SH DEFINED 1 49,350
AVALONBAY COMM EQUITY 053484101 20135 404,311 SH Sole 3 340399 63912
AVALONBAY COMMUNITIE EQUITY 053484101 31 615 SH DEFINED 1 615
AVANEX CORP EQUITY 05348W109 37 9,266 SH DEFINED 1 9,266
AVANIR PHARMACEUTICALS EQUITY 05348P104 52 18,062 SH DEFINED 1 18,062
AVANT IMMUNOTHERAPEUTICS INC EQUITY 053491106 33 18,817 SH DEFINED 1 18,817
AVANT! CORP. EQUITY 053487104 237 11,822 SH DEFINED 1 11,822
AVATAR HOLDINGS, INC. EQUITY 053494100 42 1,557 SH DEFINED 1 1,557
AVAYA INC EQUITY 053499109 4 567 SH DEFINED 2 567
AVAYA INC. EQUITY 053499109 1239 167,865 SH DEFINED 1 167,865
AVERY DENNISON CORP. EQUITY 053611109 3103 50,836 SH DEFINED 1 50,836
AVI BIOPHARMA INC EQUITY 002346104 38 4,720 SH DEFINED 1 4,720
AVIALL, INC. EQUITY 05366B102 52 5,760 SH DEFINED 1 5,760
AVICI SYSTEMS INC EQUITY 05367L109 30 15,598 SH DEFINED 1 15,598
AVID TECHNOLOGY, INC. EQUITY 05367P100 99 7,152 SH DEFINED 1 7,152
TITLE CUSIP 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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AVIGEN, INC. EQUITY 053690103 69 6,219 SH DEFINED 1 6,219
AVISTA CORP EQUITY 05379B107 230 14,807 SH DEFINED 1 14,807
AVNET, INC. EQUITY 053807103 4298 158,833 SH DEFINED 1 158,833
AVOCENT CORPORATION EQUITY 053893103 1875 69,985 SH DEFINED 1 69,985
AVON PRODUCTS, INC. EQUITY 054303102 7595 139,821 SH DEFINED 1 139,821
AVX CORP EQUITY 002444107 280 13,390 SH DEFINED 1 13,390
AWARE INC EQUITY 05453N100 45 7,044 SH DEFINED 1 7,044
AXCAN PHARMA INC COM EQUITY 054923107 2711 215,000 SH Sole 3 215000
AXCELIS TECHNOLOGIES INC EQUITY 054540109 21 1,447 SH DEFINED 1 1,447
AXT INC. EQUITY 00246W103 63 5,914 SH DEFINED 1 5,914
AZTAR CORP. EQUITY 054802103 233 10,643 SH DEFINED 1 10,643
B I S Y S GROUP INC EQUITY 055472104 136273 3,865,898 SH Sole 3 3678852 179646
BAKER HUGHES INC. EQUITY 057224107 2104 55,000 SH Sole 3 55000
BAKER HUGHES, INC. EQUITY 057224107 9925 259,490 SH DEFINED 1 259,490
BALDOR ELECTRIC CO. EQUITY 057741100 166 7,332 SH DEFINED 1 7,332
BALDWIN & LYONS, INC., CLASS B EQUITY 057755209 49 1,975 SH DEFINED 1 1,975
BALL CORP. EQUITY 058498106 1977 41,858 SH DEFINED 1 41,858
BALLY TOTAL FITNESS HLDG COR COM EQUITY 05873K108 182 8,281 SH DEFINED 1 8,281
BANCFIRST CORP. EQUITY 05945F103 49 1,265 SH DEFINED 1 1,265
BANCO DE CHILE-ADR EQUITY 059520106 689 37,599 SH DEFINED 1 37,599
BANCO ITAU SA- ADR EQUITY 059602201 285 7,100 SH DEFINED 1 7,100
BANCORPSOUTH, INC. EQUITY 059692103 499 25,323 SH DEFINED 1 25,323
BANDAG, INC. EQUITY 059815100 1112 29,522 SH DEFINED 1 29,522
BANK AMER CORP EQUITY 060505104 4228 158,500 SH DEFINED 2 158,500
BANK ATLANTIC BANCORP CLASS A EQUITY 065908501 134 10,303 SH DEFINED 1 10,303
BANK MUTUAL CORP EQUITY 063748107 59 3,452 SH DEFINED 1 3,452
BANK OF AMERICA CORP EQUITY 060505104 54477 800,890 SH DEFINED 1 800,890
BANK OF GRANITE CORP. EQUITY 062401104 79 3,444 SH DEFINED 1 3,444
BANK OF NEW YORK CO., INC. EQUITY 064057102 46609 1,109,200 SH DEFINED 1 1,109,200
BANK UNITED CORP-CPR WI EQUITY 065416117 67 514,728 SH DEFINED 1 514,728
BANKNORTH GROUP INC. EQUITY 06646R107 5070 192,404 SH DEFINED 1 192,404
BANKONE CORP. EQUITY 06423A103 24895 595,870 SH DEFINED 1 595,870
BANKUNITED FINANCIAL CORP CLASS A EQUITY 06652B103 88 5,882 SH DEFINED 1 5,882
BANNER CORPORATION EQUITY 06652V109 72 3,291 SH DEFINED 1 3,291
BANTA CORP. EQUITY 066821109 1382 38,688 SH DEFINED 1 38,688
BARNES & NOBLE, INC. EQUITY 067774109 8545 275,750 SH DEFINED 1 275,750
BARNES + NOBLE INC EQUITY 067774109 400 12,900 SH DEFINED 2 12,900
BARNES GROUP, INC. EQUITY 067806109 124 5,068 SH DEFINED 1 5,068
Barnett Capital I CORPBOND 068056AE0 4877 5,000,000 PRN DEFINED 4 5,000,000
BARR LABORATORIES, INC EQUITY 068306109 4740 72,015 SH DEFINED 1 72,015
BARRA, INC. EQUITY 068313105 225 3,710 SH DEFINED 1 3,710
Barrett Resources Corp CORPBOND 068480AA0 5196 5,000,000 PRN DEFINED 4 5,000,000
BARRICK GOLD CORP. EQUITY 067901108 4509 242,930 SH DEFINED 1 242,930
BASSETT FURNITURE INDUSTRIES EQUITY 070203104 65 3,169 SH DEFINED 1 3,169
BAUSCH & LOMB, INC. EQUITY 071707103 1104 24,772 SH DEFINED 1 24,772
BAXTER INTERNATIONAL EQUITY 071813109 270 4,550 SH DEFINED 2 4,550
BAXTER INTERNATIONAL INC. EQUITY 071813109 22053 370,510 SH DEFINED 1 370,510
BAY VIEW CAPITAL CORP. EQUITY 07262L101 133 19,471 SH DEFINED 1 19,471
BBT CORP. EQUITY 054937107 8541 224,108 SH DEFINED 1 224,108
BE AEROSPACE, INC. EQUITY 073302101 90 9,080 SH DEFINED 1 9,080
BEA SYSTEMS, INC. EQUITY 073325102 134 9,770 SH DEFINED 1 9,770
BEACON POWER CORP EQUITY 073677106 5 10,283 SH DEFINED 1 10,283
VOTING AUTHORITY
TITLE VALUE SHRS OR SH/ PUT/ INVSTMT OTHR ----------------
NAME OF ISSUER CLASS CUSIP (X$1000 PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
-------------- ----- ----- ------- ------- --- ---- ------- ---- ---- ------ ----
BEAR STEARNS COS EQUITY 073902108 4854 77,359 SH DEFINED 1 77,359
BEASLEY BROADCAST GROUP, INC. EQUITY 074014101 35 2,373 SH DEFINED 1 2,373
BEAZER HOMES USA INC COM EQUITY 07556Q105 6119 78,900 SH Sole 3 78900
BEAZER HOMES USA, INC. EQUITY 07556Q105 208 2,686 SH DEFINED 1 2,686
BEBE STORES, INC. EQUITY 075571109 24 1,158 SH DEFINED 1 1,158
BECKMAN COULTER, INC. EQUITY 075811109 3977 77,864 SH DEFINED 1 77,864
BECTON, DICKINSON AND CO. EQUITY 075887109 4624 122,590 SH DEFINED 1 122,590
BED BATH & BEYOND INC COM EQUITY 075896100 19899 589,588 SH Sole 3 513500 70688
BED BATH & BEYOND, INC. EQUITY 075896100 4930 146,066 SH DEFINED 1 146,066
BEDFORD PRPTY INVESTORS, INC. EQUITY 076446301 117 4,561 SH DEFINED 1 4,561
BEI TECHNOLOGIES INC EQUITY 05538P104 63 3,326 SH DEFINED 1 3,326
BEL FUSE INC. CLASS B EQUITY 077347300 66 2,682 SH DEFINED 1 2,682
BELDEN, INC. EQUITY 077459105 182 7,653 SH DEFINED 1 7,653
BELL MICROPRODUCTS INC EQUITY 078137106 48 4,572 SH DEFINED 1 4,572
BELLSOUTH CORP. EQUITY 079860102 36791 998,120 SH DEFINED 1 998,120
Bellsouth Tel CORPBOND 079867AA5 10281 10,000,000 PRN DEFINED 4 10,000,000
BELO CORP. EQUITY 080555105 3236 139,172 SH DEFINED 1 139,172
BEMIS CO., INC. EQUITY 081437105 1322 24,320 SH DEFINED 1 24,320
BENCHMARK ELECTRONICS, INC. EQUITY 08160H101 171 6,118 SH DEFINED 1 6,118
BERKSHIRE HATHAWAY INC DEL CL EQUITY 084670207 29 12 SH DEFINED 2 12
BERRY PETROLEUM CO. CLASS A EQUITY 085789105 81 5,253 SH DEFINED 1 5,253
BEST BUY CO INC EQUITY 086516101 1362 17,200 SH DEFINED 2 17,200
BEST BUY CO., INC. EQUITY 086516101 8264 104,347 SH DEFINED 1 104,347
BETHLEHEM STEEL CORP. EQUITY 087509105 18 40,546 SH DEFINED 1 40,546
BEVERLY ENTERPRISES, INC. EQUITY 087851309 218 30,214 SH DEFINED 1 30,214
BIG LOTS INC. EQUITY 089302103 833 59,287 SH DEFINED 1 59,287
BIOGEN, INC. EQUITY 090597105 5649 115,144 SH DEFINED 1 115,144
BIOMARIN PHARMACEUTICA COM EQUITY 09061G101 951 90,800 SH Sole 3 90800
BIOMARIN PHARMACEUTICAL INC. EQUITY 09061G101 88 8,401 SH DEFINED 1 8,401
BIOMET, INC. EQUITY 090613100 3679 135,952 SH DEFINED 1 135,952
BIOPURE CORP. EQUITY 09065H105 52 4,872 SH DEFINED 1 4,872
BIO-RAD LABORATORIES, INC., CLASS A EQUITY 090572207 194 5,160 SH DEFINED 1 5,160
BIOSITE INC. EQUITY 090945106 95 3,849 SH DEFINED 1 3,849
BIOSPHERE MEDICAL INC EQUITY 09066V103 8 1,139 SH DEFINED 1 1,139
BIO-TECHNOLOGY GENERAL CORP. EQUITY 090578105 89 18,132 SH DEFINED 1 18,132
BIOVAIL CORP EQUITY 09067J109 101323 2,027,278 SH Sole 3 1933954 88524
BISYS GROUP, INC. EQUITY 055472104 5324 151,041 SH DEFINED 1 151,041
BJ SERVICES CO. EQUITY 055482103 11480 333,045 SH DEFINED 1 333,045
BJ SVCS CO EQUITY 055482103 1417 41,100 SH DEFINED 2 41,100
BJS WHOLESALE CLUB INC COM EQUITY 05548J106 12900 288,600 SH Sole 3 250000 35900
BJ'S WHOLESALE CLUB INC. EQUITY 05548J106 5483 122,673 SH DEFINED 1 122,673
BJS WHSL CLUB INC EQUITY 05548J106 4233 1,500 SH DEFINED 2 1,500
BKF CAPITAL GROUP INC EQUITY 05548G102 53 1,788 SH DEFINED 1 1,788
BLACK & DECKER CORP. EQUITY 091797100 1724 37,034 SH DEFINED 1 37,034
BLACK BOX CORP. EQUITY 091826107 301 6,210 SH DEFINED 1 6,210
BLACK HILLS CORP. EQUITY 092113109 1124 33,576 SH DEFINED 1 33,576
BLACKROCK INC EQUITY 09247X101 9 207 SH DEFINED 1 207
BLOCK FINANCIAL CORP EQUITY 093671105 3818 85,890 SH DEFINED 1 85,890
BLOCKBUSTER INC -CLA EQUITY 093679108 8 334 SH DEFINED 1 334
BLUE MARTINI SOFTWARE INC EQUITY 095698106 13 8,999 SH DEFINED 1 8,999
BLYTH INC. EQUITY 09643P108 1840 69,369 SH DEFINED 1 69,369
BMC INDUSTRIES, INC. EQUITY 055607105 14 8,380 SH DEFINED 1 8,380
BMC SOFTWARE, INC. EQUITY 055921100 2290 117,728 SH DEFINED 1 117,728
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VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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BOB EVANS FARMS, INC. EQUITY 096761101 1546 54,794 SH DEFINED 1 54,794
BOCA RESORTS INC -CL A EQUITY 09688T106 115 8,912 SH DEFINED 1 8,912
BOEING CO EQUITY 097023105 88 1,810 SH DEFINED 2 1,810
BOEING CO EQUITY 097023105 673 14,100 SH DEFINED 2 14,100
BOEING CO. EQUITY 097023105 18637 386,250 SH DEFINED 1 386,250
BOISE CASCADE CORP. EQUITY 097383103 967 26,675 SH DEFINED 1 26,675
BOK FINANCIAL CORP. EQUITY 05561Q201 123 3,624 SH DEFINED 1 3,624
BONE CARE INTERNATIONAL, INC. EQUITY 098072101 41 2,967 SH DEFINED 1 2,967
BORDERS GROUP INC COM EQUITY 099709107 34748 1,453,300 SH Sole 3 1426900 26400
BORDERS GROUP, INC. EQUITY 099709107 2470 103,303 SH DEFINED 1 103,303
BORG WARNER INC EQUITY 099724106 3567 56,693 SH DEFINED 1 56,693
BORLAND SOFTWARE CORP. EQUITY 099849101 209 16,043 SH DEFINED 1 16,043
BORON LEPORE & ASSOCIATES, INC EQUITY 10001P102 30 2,455 SH DEFINED 1 2,455
BOSTON BEER, INC. CLASS A EQUITY 100557107 44 2,927 SH DEFINED 1 2,927
BOSTON COMMUNICATIONS GROUP EQUITY 100582105 41 4,711 SH DEFINED 1 4,711
BOSTON EDISON EQUITY 67019E107 3048 67,223 SH DEFINED 1 67,223
BOSTON PRIVATE FINANCIAL HOLDI EQUITY 101119105 105 3,941 SH DEFINED 1 3,941
BOSTON PROPERTIES INC EQUITY 101121101 28 703 SH DEFINED 1 703
BOSTON PROPERTIES INC COM EQUITY 101121101 34105 864,500 SH Sole 3 704111 160389
BOSTON SCIENTIFIC CORP EQUITY 101137107 1034 41,200 SH DEFINED 2 41,200
BOSTON SCIENTIFIC CORP. EQUITY 101137107 4659 185,679 SH DEFINED 1 185,679
BOWATER, INC. EQUITY 102183100 3446 69,206 SH DEFINED 1 69,206
BOWNE & CO., INC. EQUITY 103043105 145 10,311 SH DEFINED 1 10,311
BOYD GAMING CORP. EQUITY 103304101 139 9,221 SH DEFINED 1 9,221
BOYDS COLLECTION, LTD. EQUITY 103354106 107 16,375 SH DEFINED 1 16,375
BOYKIN LODGING CO. EQUITY 103430104 50 5,355 SH DEFINED 1 5,355
BP AMOCO PLC SPON ADR EQUITY 055622104 392 7,526 SH DEFINED 2 7,526
BP P.L.C. EQUITY 55622104 1062 20,000 SH DEFINED 4 20,000
BRADY CORP. EQUITY 104674106 203 5,584 SH DEFINED 1 5,584
BRANDYWINE REALTY TRUST EQUITY 105368203 186 7,797 SH DEFINED 1 7,797
BRASIL DISTR PAO ACU-SP ADR EQUITY 20440T201 808 35,600 SH DEFINED 1 35,600
BRAUN CONSULTING, INC. EQUITY 105651103 12 2,889 SH DEFINED 1 2,889
BRE PROPERTIES INC CL A EQUITY 05564E106 13690 421,100 SH Sole 3 342938 78162
BRE PROPERTIES, INC., CLASS A EQUITY 05564E106 462 14,201 SH DEFINED 1 14,201
BRIGGS & STRATTON CORP. EQUITY 109043109 309 6,727 SH DEFINED 1 6,727
BRIGHT HORIZON FAMILY COM EQUITY 109195107 41500 1,408,156 SH Sole 3 1400856 7300
BRIGHT HORIZONS FAM. SOLUTIONS EQUITY 109195107 103 3,478 SH DEFINED 1 3,478
BRIGHTPOINT, INC. EQUITY 109473108 16 17,385 SH DEFINED 1 17,385
BRINKER INTERNATIONAL, INC. EQUITY 109641100 3995 123,264 SH DEFINED 1 123,264
BRINKER INTL INC EQUITY 109641100 18633 574,926 SH Sole 3 496000 73426
BRIO TECHNOLOGY EQUITY 109704106 17 6,054 SH DEFINED 1 6,054
BRISTOL MYERS SQUIBB CO EQUITY 110122108 546 18,000 SH DEFINED 2 18,000
BRISTOL MYERS SQUIBB CO. EQUITY 110122108 55170 1,362,560 SH DEFINED 1 1,362,560
BRITESMILE INC COM EQUITY 110415106 2204 410,500 SH Sole 3 410500
BRITESMILE, INC. EQUITY 110415106 24 4,459 SH DEFINED 1 4,459
BROADCOM CORP. EQUITY 111320107 4582 127,635 SH DEFINED 1 127,635
BROADVISION INC. EQUITY 111412102 6 3,224 SH DEFINED 1 3,224
BROADWING INC. EQUITY 111620100 1937 277,156 SH DEFINED 1 277,156
BROCADE COMMUNICATION EQUITY 111621108 325 12,047 SH DEFINED 1 12,047
BROCADE COMMUNICATIONS SYS INC EQUITY 111621108 675 25,000 SH DEFINED 2 25,000
BROOKLINE BANCORP, INC. EQUITY 113739106 62 3,660 SH DEFINED 1 3,660
TITLE VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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BROOKS AUTOMATION, INC. EQUITY 11434A100 282 6,206 SH DEFINED 1 6,206
BROWN & BROWN INC EQUITY 115236101 13710 436,622 SH DEFINED 1 436,622
BROWN SHOE COMANY, INC. EQUITY 115736100 100 5,128 SH DEFINED 1 5,128
BROWN, TOM INC. EQUITY 115660201 282 10,342 SH DEFINED 1 10,342
BROWN-FORMAN CORP CLASS B EQUITY 115637209 2271 31,210 SH DEFINED 1 31,210
BRUCKER DALTRONICS INC EQUITY 116795105 136 14,248 SH DEFINED 1 14,248
BRUNSWICK CORP. EQUITY 117043109 1106 40,475 SH DEFINED 1 40,475
BRUSH ENGINEERED MATERIALS EQUITY 117421107 66 5,171 SH DEFINED 1 5,171
BSB BANCORP, INC. EQUITY 055652101 81 2,710 SH DEFINED 1 2,710
BSQUARE CORP. EQUITY 11776U102 17 4,664 SH DEFINED 1 4,664
BUCA INC EQUITY 117769109 545 30,000 SH DEFINED 2 30,000
BUCA, INC. EQUITY 117769109 70 3,842 SH DEFINED 1 3,842
BUCKEYE TECHNOLOGIES INC EQUITY 118255108 69 6,742 SH DEFINED 1 6,742
BUCKLE, INC. EQUITY 118440106 48 1,963 SH DEFINED 1 1,963
BUILDING MATERIAL HOLDING CORP EQUITY 120113105 58 4,038 SH DEFINED 1 4,038
BURLINGTON COAT FACTORY WHSE EQUITY 121579106 107 5,552 SH DEFINED 1 5,552
BURLINGTON NORTHERN SANTA FE EQUITY 12189T104 6984 231,520 SH DEFINED 1 231,520
BURLINGTON NORTHN SANTA FE EQUITY 12189T104 742 96,300 SH DEFINED 2 96,300
BURLINGTON RESOURCES, INC. EQUITY 122014103 3844 95,882 SH DEFINED 1 95,882
BURNHAM PACIFIC PROPERTIES EQUITY 12232C108 12 7,304 SH DEFINED 1 7,304
BUSH INDUSTRIES, INC. EQUITY 123164105 33 2,581 SH DEFINED 1 2,581
BUSINESS OBJECTS S A EQUITY 12328X107 1681 26,100 SH DEFINED 2 26,100
BUTLER MANUFACTURING CO. EQUITY 123655102 43 1,586 SH DEFINED 1 1,586
C & D TECHNOLOGIES, INC. EQUITY 124661109 171 8,128 SH DEFINED 1 8,128
C COR NET CORP COM EQUITY 125010108 17509 972,700 SH Sole 3 968400 4300
C. H. ROBINSON WORLDWIDE, INC. EQUITY 12541W100 3601 107,171 SH DEFINED 1 107,171
C. R. BARD, INC. EQUITY 067383109 1490 25,229 SH DEFINED 1 25,229
CABLE & WIRELESS PLC ADR EQUITY 126830207 6 720 SH DEFINED 2 720
CABLE + WIRELESS PUB LTD CO EQUITY 126830207 25 2,500 SH DEFINED 2 2,500
CABLE DESIGN TECHNOLOGIES CORP EQUITY 126924109 183 13,738 SH DEFINED 1 13,738
CABLEVISION SYS CORP EQUITY 12686C844 12 491 SH DEFINED 1 491
CABOT CORP. EQUITY 127055101 2904 78,813 SH DEFINED 1 78,813
CABOT MICROELECTRONICS CORP EQUITY 12709P103 2081 30,759 SH DEFINED 1 30,759
CABOT OIL & GAS CORP., CLASS A EQUITY 127097103 227 9,164 SH DEFINED 1 9,164
CACHEFLOW INC EQUITY 126946102 7 6,772 SH DEFINED 1 6,772
CACI INTERNATIONAL EQUITY 127190304 206 5,861 SH DEFINED 1 5,861
CADENCE DESIGN SYS INC COM EQUITY 127387108 13763 608,700 SH Sole 3 531100 72100
CADENCE DESIGN SYSTEMS, INC. EQUITY 127387108 7961 352,083 SH DEFINED 1 352,083
CADIZ INC. EQUITY 127537108 95 10,598 SH DEFINED 1 10,598
CAKTRONICS INC EQUITY 234264109 34 4,299 SH DEFINED 1 4,299
CAL DIVE INTERNATIONAL, INC. EQUITY 127914109 252 10,140 SH DEFINED 1 10,140
CALGON CARBON CORP. EQUITY 129603106 87 10,341 SH DEFINED 1 10,341
CALIFORNIA PIZZA KITCHEN INC EQUITY 13054D109 117 4,659 SH DEFINED 1 4,659
CALIFORNIA WATER SERVICE GROUP EQUITY 130788102 112 4,383 SH DEFINED 1 4,383
CALIPER TECHNOLOGIES CORP EQUITY 130876105 86 6,667 SH DEFINED 1 6,667
CALLAWAY GOLF CO. EQUITY 131193104 1902 98,809 SH DEFINED 1 98,809
CALLON PETROLEUM CO. EQUITY 13123X102 21 2,710 SH DEFINED 1 2,710
CALPINE CORP. EQUITY 131347106 7742 609,580 SH DEFINED 1 609,580
CAMBREX CORP. EQUITY 132011107 293 6,966 SH DEFINED 1 6,966
CAMDEN POPERTY TRUST EQUITY 133131102 436 11,155 SH DEFINED 1 11,155
CAMDEN PPTY TR SH BEN INT EQUITY 133131102 21860 558,800 SH Sole 3 464052 94748
CAMINUS CORP. EQUITY 133766105 65 2,895 SH DEFINED 1 2,895
CAMPBELL SOUP CO. EQUITY 134429109 4963 185,200 SH DEFINED 1 185,200
TITLE VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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CAPITAL AUTOMOTIVE REIT EQUITY 139733109 132 5,755 SH DEFINED 1 5,755
CAPITAL CITY BANK GROUP, INC. EQUITY 139674105 56 2,081 SH DEFINED 1 2,081
CAPITAL ONE FINANCIAL CORP. EQUITY 14040H105 18759 293,795 SH DEFINED 1 293,795
CAPITAL ONE FINL CORP COM EQUITY 14040H105 15862 248,430 SH Sole 3 212600 32430
CAPITOL FEDERAL FINANCIAL EQUITY 14057C106 199 8,780 SH DEFINED 1 8,780
CAPSTEAD MORTGAGE CORP. EQUITY 14067E506 53 2,725 SH DEFINED 1 2,725
CAPSTONE TURBINE COR EQUITY 14067D102 29 8,966 SH DEFINED 1 8,966
CARAUSTAR INDUSTRIES, INC. EQUITY 140909102 84 8,061 SH DEFINED 1 8,061
CARBO CERAMICS INC EQUITY 140781105 91 2,222 SH DEFINED 1 2,222
CARDINAL HEALTH INC EQUITY 14149Y108 16255 229,300 SH DEFINED 1 229,300
CARDIODYNAMICS INTERNATIONAL EQUITY 141597104 38 9,054 SH DEFINED 1 9,054
CARECENTRIC INC. EQUITY 14166Y106 647 SH DEFINED 1 647
CAREER ED CORP EQUITY 141665109 360 9,100 SH DEFINED 2 9,100
CAREER EDUCATION CORP EQUITY 141665109 515 12,998 SH DEFINED 1 12,998
CAREMARK RX INC EQUITY 141705103 10542 540,625 SH DEFINED 1 540,625
CAREMARK RX INC EQUITY 141705103 1191 61,100 SH DEFINED 2 61,100
CARLISLE COS INC. EQUITY 142339100 2078 47,523 SH DEFINED 1 47,523
CARNIVAL CORP EQUITY 143658102 947 29,000 SH DEFINED 2 29,000
CARNIVAL CORP. CLASS A EQUITY 143658102 10679 327,070 SH DEFINED 1 327,070
CARPENTER TECHNOLOGY CORP. EQUITY 144285103 982 33,938 SH DEFINED 1 33,938
CARRAMERICA REALTY C EQUITY 144418100 18 567 SH DEFINED 1 567
CARRAMERICA REALTY CORPORATION EQUITY 144418100 27562 877,500 SH Sole 3 718284 159216
CARREKER CORP EQUITY 144433109 46 5,325 SH DEFINED 1 5,325
CARRIER ACCESS CORP. EQUITY 144460102 10 3,300 SH DEFINED 1 3,300
CASCADE NAT GAS CORP COM EQUITY 147339105 73 3,442 SH DEFINED 1 3,442
CASELLA WASTE SYSTEMS, INC. EQUITY 147448104 66 5,571 SH DEFINED 1 5,571
CASEYS GENERAL STORES, INC. EQUITY 147528103 166 12,311 SH DEFINED 1 12,311
CASH AMERICA INTERNATIONAL EQUITY 14754D100 61 6,905 SH DEFINED 1 6,905
CASTLE A. M. & CO. EQUITY 148411101 22 2,015 SH DEFINED 1 2,015
CATALINA MARKETING CORP. EQUITY 148867104 2549 69,831 SH DEFINED 1 69,831
CATALYTICA ENERGY SYSTEMS EQUITY 148884109 18 5,404 SH DEFINED 1 5,404
CATAPULT COMM CORP EQUITY 149016107 37 1,473 SH DEFINED 1 1,473
CATELLUS DEVELOPMENT EQUITY 149111106 19 980 SH DEFINED 1 980
CATELLUS DEVELOPMENT CORP EQUITY 149111106 12416 631,200 SH Sole 3 504185 127015
Caterpillar EQUITY 149123101 1137 20,000 SH DEFINED 4 20,000
CATERPILLAR INC EQUITY 149123101 1541 27,100 SH DEFINED 2 27,100
CATERPILLAR, INC. EQUITY 149123101 8841 155,520 SH DEFINED 1 155,520
CATHAY BANCORP INC. EQUITY 149150104 173 2,401 SH DEFINED 1 2,401
CATO CORP. CLASS A EQUITY 149205106 96 4,308 SH DEFINED 1 4,308
CBL & ASSOC PPTYS INC COM EQUITY 124830100 16873 477,300 SH Sole 3 388651 88649
CBL & ASSOCIATES PROPERTIES EQUITY 124830100 7296 206,395 SH DEFINED 1 206,395
CBRL GROUP, INC. EQUITY 12489V106 2484 87,237 SH DEFINED 1 87,237
CCBT FINANCIAL COMPANIES INC EQUITY 12500Q102 72 2,680 SH DEFINED 1 2,680
CCC INFORMATION SERVICES EQUITY 12487Q109 29 3,145 SH DEFINED 1 3,145
C-COR ELECTRONICS, INC. EQUITY 125010108 200 11,100 SH DEFINED 1 11,100
CDI CORP. EQUITY 125071100 83 3,623 SH DEFINED 1 3,623
CDW COMPUTER CENTERS, INC. EQUITY 125129106 5738 113,994 SH DEFINED 1 113,994
CEC ENTERTAINMENT, INC. EQUITY 125137109 401 8,676 SH DEFINED 1 8,676
CELERA GENOMICS GROU EQUITY 038020202 14 667 SH DEFINED 1 667
CELERITEK, INC. EQUITY 150926103 39 3,768 SH DEFINED 1 3,768
CELGENE CORP EQUITY 151020104 28 1,121 SH DEFINED 1 1,121
CELGENE CORP EQUITY 151020104 99 4,000 SH DEFINED 2 4,000
CELL GENESYS, INC. EQUITY 150921104 183 10,778 SH DEFINED 1 10,778
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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CELL PATHWAYS, INC EQUITY 15114R101 35 8,420 SH DEFINED 1 8,420
CELL THERAPEUTICS, INC. EQUITY 150934107 261 10,510 SH DEFINED 1 10,510
CEMIG SA - SPONS ADR EQUITY 204409601 1147 73,500 SH DEFINED 1 73,500
CENDANT CORP EQUITY 151313103 1289 67,200 SH DEFINED 2 67200
CENDANT CORP. EQUITY 151313103 10262 534,500 SH DEFINED 1 534,500
CENTENE CORP. EQUITY 15135B101 827 36,100 SH Sole 3 36100
CENTENNIAL BANCORP EQUITY 15133T104 54 6,756 SH DEFINED 1 6,756
CENTENNIAL CELLULAR CORP. EQUITY 15133V208 9 2,453 SH DEFINED 1 2,453
CENTERPOINT PPTYS TRUST EQUITY 151895109 11605 214,700 SH Sole 3 175238 39462
CENTERPOINT PROPERTIES CORP. EQUITY 151895109 383 7,081 SH DEFINED 1 7,081
CENTEX CONSTRUCTION PRODUCTION EQUITY 15231R109 81 2,033 SH DEFINED 1 2,033
CENTEX CORP COM EQUITY 152312104 43060 829,200 SH Sole 3 787100 38700
CENTEX CORP. EQUITY 152312104 1496 28,809 SH DEFINED 1 28,809
CENTILLIUM COMMUNICATIONS EQUITY 152319109 96 7,933 SH DEFINED 1 7,933
CENTRA SOFTWARE INC EQUITY 15234X103 32 6,721 SH DEFINED 1 6,721
CENTRAL COAST BANCORP EQUITY 153145107 45 2,274 SH DEFINED 1 2,274
CENTRAL PARKING CORP. EQUITY 154785109 122 5,320 SH DEFINED 1 5,320
CENTRAL VT PUB SVC CORP COM EQUITY 155771108 64 3,603 SH DEFINED 1 3,603
CENTURY ALUMINUM CO. EQUITY 156431108 63 3,894 SH DEFINED 1 3,894
CENTURY BUSINESS SERVICES EQUITY 156490104 85 24,467 SH DEFINED 1 24,467
CENTURYTEL, INC. EQUITY 156700106 2214 65,124 SH DEFINED 1 65,124
CEPHALON INC EQUITY 156708109 118 1,876 SH DEFINED 1 1,876
CERIDIAN CORP EQUITY 156779100 4365 197,965 SH DEFINED 1 197,965
CERNER CORP EQUITY 156782104 17 357 SH DEFINED 1 357
CERTEGY INC EQUITY 156880106 3473 87,490 SH DEFINED 1 87,490
CERTEGY INC COM EQUITY 156880106 64144 1,615,707 SH Sole 3 1551563 61144
CERUS CORP. EQUITY 157085101 190 3,546 SH DEFINED 1 3,546
CFS BANCORP, INC. EQUITY 12525D102 58 4,253 SH DEFINED 1 4,253
CH ENERGY GROUP INC. EQUITY 12541M102 249 5,252 SH DEFINED 1 5,252
CHAMPION ENTERPRISES INC EQUITY 158496109 421 52,600 SH DEFINED 2 52,600
CHAMPION ENTERPRISES, INC. EQUITY 158496109 120 15,006 SH DEFINED 1 15,006
Champion International CORPBOND 158525AV7 4758 5,000,000 PRN DEFINED 4 5,000,000
CHAMPIONSHIP AUTO RACING TEAMS EQUITY 158711101 51 3,640 SH DEFINED 1 3,640
CHARLES RIV LABORATORIES INTL EQUITY 159864107 304 9,800 SH DEFINED 2 9,800
CHARLES RIVER LABORATORIES EQUITY 159864107 405 13,076 SH DEFINED 1 13,076
CHARLES SCHWAB CORP. EQUITY 808513105 8113 619,790 SH DEFINED 1 619,790
CHARLOTTE RUSSE HOLDING INC EQUITY 161048103 168 6,490 SH DEFINED 1 6,490
CHARMING SHOPPES, INC. EQUITY 161133103 260 32,804 SH DEFINED 1 32,804
CHARTER COMMUNICATIONS INC CLASS A EQUITY 16117M107 103 9,137 SH DEFINED 1 9,137
CHARTER MUNICIPAL MORTGAGE ACC EQUITY 160908109 169 10,710 SH DEFINED 1 10,710
CHARTER ONE FINANCIAL INC. EQUITY 160903100 3242 103,829 SH DEFINED 1 103,829
CHARTER ONE FIN'L EQUITY 160903100 32961 1,055,769 SH Sole 3 976745 75924
CHATEAU COMMUNITIES, INC. EQUITY 161726104 9161 318,865 SH DEFINED 1 318,865
CHECK POINT SOFTWARE EQUITY M22465104 SH DEFINED 2
CHECK POINT SOFTWARE TECH EQUITY M22465104 612 20,125 SH DEFINED 1 20,125
CHECKFREE HOLDINGS CORP. EQUITY 162813109 1506 98,248 SH DEFINED 1 98,248
CHECKPOINT SYSTEMS, INC. EQUITY 162825103 147 9,190 SH DEFINED 1 9,190
CHEESECAKE FACTORY EQUITY 163072101 436 11,820 SH DEFINED 1 11,820
CHEESECAKE FACTORY INC COM EQUITY 163072101 29507 799,652 SH Sole 3 784403 15249
CHELSEA PPTY GROUP INC COM EQUITY 163421100 6652 123,100 SH Sole 3 100265 22835
CHELSEA PROPERTY GROUP INC. EQUITY 163421100 262 4,855 SH DEFINED 1 4,855
CHEMED CORP. EQUITY 163596109 103 2,751 SH DEFINED 1 2,751
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VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -----------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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CHEMFIRST, INC. EQUITY 16361A106 88 3,307 SH DEFINED 1 3,307
CHEMICAL FINANCIAL CORP. EQUITY 163731102 210 7,002 SH DEFINED 1 7,002
CHESAPEAKE CORP. EQUITY 165159104 128 4,722 SH DEFINED 1 4,722
CHESAPEAKE ENERGY CORP. EQUITY 165167107 338 43,674 SH DEFINED 1 43,674
CHEVRONTEXACO CORP EQUITY 166764100 43783 485,020 SH DEFINED 1 485,020
ChevronTexaco Corp EQUITY 166764100 1805 20,000 SH DEFINED 4 20,000
CHEVRONTEXACO CORP EQUITY 166764100 2321 25,787 SH DEFINED 2 25,787
CHICOS'S FAS INC. EQUITY 168615102 353 10,481 SH DEFINED 1 10,481
CHILDREN'S PLACE, INC. EQUITY 168905107 109 3,314 SH DEFINED 1 3,314
CHILES OFFSHORE INC EQUITY 16888M104 59 2,544 SH DEFINED 1 2,544
CHINA MOBILE HK LTD - SPON ADR EQUITY 16941M109 2029 131,300 SH DEFINED 1 131,300
CHIPPAC INC EQUITY 169657103 97 9,896 SH DEFINED 1 9,896
CHIRON CORP. EQUITY 170040109 4316 94,057 SH DEFINED 1 94,057
CHITTENDEN CORP. EQUITY 170228100 273 9,371 SH DEFINED 1 9,371
CHOICE HOTELS INTL INC. EQUITY 169905106 251 10,419 SH DEFINED 1 472075 10,419
CHOICE ONE COMMUNICATIONS INC. EQUITY 17038P104 5 3,124 SH DEFINED 1 3,124
CHOICEPOINT INC COM EQUITY 170388102 27727 481,375 SH Sole 3 393800 9300
CHOICEPOINT INC. EQUITY 170388102 4604 79,934 SH DEFINED 1 79,934
CHOLESTECH CORP COM EQUITY 170393102 7037 393,800 SH Sole 3
CHORDIANT SOFTWARE INC EQUITY 170404107 66 9,011 SH DEFINED 1 9,011
CHRISTOPHER & BANKS CORPORATIO EQUITY 171046105 225 6,847 SH DEFINED 1 6,847
CHUBB CORP. EQUITY 171232101 7113 97,300 SH DEFINED 1 97,300
CHURCH & DWIGHT CO., INC. EQUITY 171340102 1785 60,593 SH DEFINED 1 60,593
CHURCHILL DOWNS, INC. EQUITY 171484108 31 851 SH DEFINED 1 851
CIA ANONIMA TELEF DE VEN-ADR (CANTV) EQUITY 204421101 242 17,500 SH DEFINED 1 17,500
CIA TELECOM CHILE-SPONS ADR EQUITY 204449300 363 20,700 SH DEFINED 1 20,700
CIBER, INC. EQUITY 17163B102 145 15,820 SH DEFINED 1 15,820
CIENA CORP. EQUITY 171779101 1432 159,060 SH DEFINED 1 159,060
CIGNA CORP. EQUITY 125509109 11835 116,728 SH DEFINED 1 116,728
CIMA LABS EQUITY 171796105 122 4,587 SH DEFINED 1 4,587
CINCINNATI FINANCIAL CORP. EQUITY 172062101 3248 74,391 SH DEFINED 1 191100 74,391
CINERGY CORP. EQUITY 172474108 2777 77,679 SH DEFINED 1 77,679
CINTAS CORP EQUITY 172908105 10810 216,800 SH Sole 3 2360
CINTAS CORP. EQUITY 172908105 4179 83,814 SH DEFINED 1 83,814
CIPHERGEN BIOSYSTEMS INC EQUITY 17252Y104 31 5,184 SH DEFINED 1 5,184
CIRCOR INTERNATIONAL, INC. EQUITY 17273K109 56 2,681 SH DEFINED 1 2,681
CIRCUIT CITY STORES, INC. EQUITY 172737108 1739 96,416 SH DEFINED 1 96,416
CIRCUIT CITY STORES, INC. CARMAX EQUITY 172737306 292 11,287 SH DEFINED 1 11,287
CIRRUS LOGIC, INC. EQUITY 172755100 2146 113,749 SH DEFINED 1 113,749
CISCO SYS INC EQUITY 17275R102 834 88,195 SH DEFINED 2 88,195
Cisco Systems EQUITY 17275R102 1092 64,500 SH DEFINED 4 64,500
CISCO SYSTEMS, INC. EQUITY 17275R102 81387 4,807,240 SH DEFINED 1 4,807,240
CIT Capital Trust I CORPBOND 125563AC0 4080 5,000,000 PRN DEFINED 4 5,000,000
CITIGROUP INC EQUITY 172967101 195351 3,944,896 SH DEFINED 1 3,944,896
CITIGROUP INC. EQUITY 172967101 10988 225,221 SH DEFINED 2 225,221
CITIZENS BANKING CORP. EQUITY 174420109 460 14,155 SH DEFINED 1 14,155
CITIZENS COMMUNICATIONS INC EQUITY 17453B101 1398 130,080 SH DEFINED 1 130,080
CITIZENS INC EQUITY 174740100 65 6,050 SH DEFINED 1 6,050
CITRIX SYSTEMS, INC. EQUITY 177376100 1677 97,045 SH DEFINED 1 97,045
CITY HOLDING CO. EQUITY 177835105 81 5,260 SH DEFINED 1 5,260
CITY NATIONAL CORP. EQUITY 178566105 3203 60,879 SH DEFINED 1 60,879
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VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR ---------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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CITYBANK EQUITY 17770A109 74 2,970 SH DEFINED 1 2,970
CK WITCO CORP EQUITY 227116100 2189 177,280 SH DEFINED 1 177,280
CLAIRE'S STORES, INC. EQUITY 179584107 1450 74,447 SH DEFINED 1 74,447
CLARCOR, INC. EQUITY 179895107 221 6,902 SH DEFINED 1 6,902
CLARENT CORP EQUITY 180461105 3 8,929 SH DEFINED 1 8,929
CLARK/BARDES INC EQUITY 180668105 94 3,264 SH DEFINED 1 3,264
CLAYTON HOMES INC EQUITY 184190106 637 38,000 SH DEFINED 2 38,000
CLAYTON HOMES, INC. EQUITY 184190106 2914 173,961 SH DEFINED 1 173,961
CLAYTON WILLIAMS ENERGY, INC. EQUITY 969490101 18 1,412 SH DEFINED 1 1,412
CLEAR CHANNEL COMMUNICATIONS EQUITY 184502102 37917 737,542 SH DEFINED 1 737,542
CLEAR CHANNEL COMMUN EQUITY 184502102 10948 213,115 SH DEFINED 2 213,115
CLECO CORP EQUITY 12561W105 1662 69,545 SH DEFINED 1 69,545
CLEVELAND-CLIFFS, INC. EQUITY 185896107 65 2,970 SH DEFINED 1 2,970
CLICK COMMERCE INC EQUITY 18681D109 7 5,579 SH DEFINED 1 5,579
CLOROX CO EQUITY 189054109 10 215 SH DEFINED 2 215
CLOROX CO. EQUITY 189054109 4659 106,784 SH DEFINED 1 106,784
CLOSURE MEDICAL CORP. EQUITY 189093107 33 1,661 SH DEFINED 1 1,661
CMGI INC. EQUITY 125750109 4 2,895 SH DEFINED 1 2,895
CMS ENERGY CORP. EQUITY 125896100 1389 61,375 SH DEFINED 1 61,375
CNA FINANCIAL CORP EQUITY 126117100 9 287 SH DEFINED 1 287
CNA SURETY CORP. EQUITY 12612L108 72 4,762 SH DEFINED 1 4,762
CNET NETWORKS INC. EQUITY 12613R104 8 1,386 SH DEFINED 1 1,386
CNF INC. EQUITY 12612W104 2041 61,882 SH DEFINED 1 61,882
COACH INC EQUITY 189754104 12841 253,215 SH DEFINED 1 253,215
COACH INC EQUITY 189754104 2936 57,900 SH DEFINED 2 57,900
COACH INC COM EQUITY 189754104 254 5,000 SH Sole 3 5000
COACHMEN INDUSTRIES, INC. EQUITY 189873102 72 4,436 SH DEFINED 1 4,436
COASTAL BANCORP INC EQUITY 19041P105 45 1,306 SH DEFINED 1 1,306
COBALT CORP EQUITY 19074W100 25 2,835 SH DEFINED 1 2,835
COBIZ INC EQUITY 190897108 36 2,248 SH DEFINED 1 2,248
COCA COLA CO EQUITY 191216100 1254 24,000 SH DEFINED 2 24,000
COCA COLA ENTERPRISES, INC. EQUITY 191219104 8714 464,015 SH DEFINED 1 464,015
COCA-COLA BOTTLING CO. EQUITY 191098102 15 296 SH DEFINED 1 296
COCA-COLA CO. EQUITY 191216100 92313 1,766,420 SH DEFINED 1 1,766,420
COCA-COLA FEMSA S.A.-SP ADR EQUITY 191241108 2110 77,400 SH DEFINED 1 77,400
COGNEX CORP. EQUITY 192422103 290 9,970 SH DEFINED 1 9,970
COGNIZANT TECH SOLUTION EQUITY 192446102 101 2,388 SH DEFINED 1 2,388
COHERENT, INC. EQUITY 192479103 301 8,880 SH DEFINED 1 8,880
COHU, INC. EQUITY 192576106 182 6,375 SH DEFINED 1 6,375
COINSTAR INC COM EQUITY 19259P300 5633 167,200 SH Sole 3 167200
COINSTAR, INC EQUITY 19259P300 223 6,629 SH DEFINED 1 6,629
COLDWATER CREEK, INC. EQUITY 193068103 21 1,186 SH DEFINED 1 1,186
COLE NATIONAL CORP. CLASS A EQUITY 193290103 59 3,098 SH DEFINED 1 3,098
COLE, K. PRODUCTIONS, INC. CLASS A EQUITY 193294105 46 2,291 SH DEFINED 1 2,291
Colgate EQUITY 194162103 3286 57,500 SH DEFINED 4 57,500
COLGATE-PALMOLIVE CO. EQUITY 194162103 17400 304,470 SH DEFINED 1 304,470
COLLAGENEX EQUITY 19419B100 85 7,756 SH DEFINED 1 7,756
COLLINS & AIKMAN CORP. EQUITY 194830105 246 36,690 SH DEFINED 1 36,690
COLONIAL BANCGROUP, INC. EQUITY 195493309 2695 180,659 SH DEFINED 1 180,659
COLONIAL PROPERTIES TRUST EQUITY 195872106 156 4,542 SH DEFINED 1 4,542
COLUMBIA BANKING SYSTEM, INC EQUITY 197236102 53 3,958 SH DEFINED 1 3,958
COLUMBIA LABORATORIES, INC. EQUITY 197779101 40 8,050 SH DEFINED 1 8,050
TITLE VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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COLUMBIA SPORTSWEAR EQUITY 198516106 5 151 SH DEFINED 1 151
COMCAST CORP EQUITY 200300200 563 17,700 SH DEFINED 2 17,700
COMCAST CORP. CLASS A SPECIAL EQUITY 200300200 15851 498,450 SH DEFINED 1 498,450
COMDISCO, INC. EQUITY 200336105 11 33,074 SH DEFINED 1 33,074
COMERICA, INC. EQUITY 200340107 5220 83,421 SH DEFINED 1 83,421
COMMERCE BANCORP INC EQUITY 200519106 3764 83,823 SH DEFINED 1 83,823
COMMERCE BANCSHARES EQUITY 200525103 29 646 SH DEFINED 1 646
COMMERCE GROUP, INC. EQUITY 200641108 298 7,689 SH DEFINED 1 7,689
COMMERCE ONE, INC. EQUITY 200693109 139 88,825 SH DEFINED 1 88,825
COMMERCIAL FEDERAL CORP. EQUITY 201647104 388 14,429 SH DEFINED 1 14,429
COMMERCIAL METALS CO. EQUITY 201723103 151 3,588 SH DEFINED 1 3,588
COMMERCIAL NET LEASE REALTY EQUITY 202218103 152 10,871 SH DEFINED 1 10,871
COMMONWEALTH BANCORP, INC. EQUITY 20268X102 64 2,583 SH DEFINED 1 2,583
COMMONWEALTH EDISON EQUITY 30161N101 7802 147,290 SH DEFINED 1 147,290
COMMONWEALTH TELEPHONE ENT. EQUITY 203349105 131 3,426 SH DEFINED 1 3,426
COMMSCOPE INC. EQUITY 203372107 1405 80,725 SH DEFINED 1 80,725
COMMUNITY BANK SYSTEM, INC. EQUITY 203607106 107 3,552 SH DEFINED 1 3,552
COMMUNITY BANKS INC EQUITY 203628102 64 2,301 SH DEFINED 1 2,301
COMMUNITY FIRST BANKSHARES EQUITY 203902101 291 11,242 SH DEFINED 1 11,242
COMMUNITY HEALTH SYS EQUITY 203668108 15 668 SH DEFINED 1 668
COMMUNITY TRUST BANCORP EQUITY 204149108 81 3,165 SH DEFINED 1 3,165
COMPANHIA DE BEBIDAS-PR ADR EQUITY 20441W203 2329 119,400 SH DEFINED 1 119,400
COMPAQ COMPUTER CORP EQUITY 204493100 4 4,460 SH DEFINED 2 4,460
COMPAQ COMPUTER CORP. EQUITY 204493100 8788 840,930 SH DEFINED 1 840,930
COMPASS BANCSHARES, INC. EQUITY 20449H109 4988 161,569 SH DEFINED 1 161,569
COMPUCREDIT CORPORATION EQUITY 20478N100 20 3,492 SH DEFINED 1 3,492
COMPUTER ASSOCIATES INT'L. EQUITY 204912109 7135 325,970 SH DEFINED 1 325,970
COMPUTER NETWORK TECHNOLOGY EQUITY 204925101 124 9,346 SH DEFINED 1 9,346
Computer Sciences EQUITY 205363104 1015 20,000 SH DEFINED 4 20,000
COMPUTER SCIENCES CORP. EQUITY 205363104 4310 84,924 SH DEFINED 1 84,924
COMPUTERIZED THERMAL IMAGING EQUITY 20557C108 21 20,313 SH DEFINED 1 20,313
COMPUWARE CORP. EQUITY 205638109 2314 179,255 SH DEFINED 1 179,255
COMPX INTERNATIONAL INC. EQUITY 20563P101 14 1,129 SH DEFINED 1 1,129
COMSTOCK RESOURCES, INC. EQUITY 205768203 54 7,008 SH DEFINED 1 7,008
COMVERSE TECHNOLOGY, INC. EQUITY 205862402 1186 93,598 SH DEFINED 1 93,598
CONAGRA, INC. EQUITY 205887102 7950 327,826 SH DEFINED 1 327,826
CONCEPTUS INC EQUITY 206016107 67 3,089 SH DEFINED 1 3,089
CONCEPTUS INC EQUITY 206016107 431 20,000 SH DEFINED 2 20,000
CONCORD CAMERA CORP. EQUITY 206156101 67 7,420 SH DEFINED 1 7,420
CONCORD EFS INC EQUITY 206197105 8252 248,190 SH DEFINED 1 248,190
CONCORD EFS INC EQUITY 206197105 1636 49,200 SH DEFINED 2 49,200
CONCORD EFS INC COM EQUITY 206197105 28308 851,380 SH Sole 3 712100 129080
CONCURRENT COMPUTER EQUITY 206710204 157 18,930 SH DEFINED 1 18,930
CONCURRENT COMPUTR NEW COM EQUITY 206710204 37234 4,480,655 SH Sole 3 4402255 78400
CONECTIV EQUITY 206829103 2797 112,374 SH DEFINED 1 112,374
CONESTOGA ENTERPRISES INC EQUITY 207015108 76 2,513 SH DEFINED 1 2,513
CONEXANT SYS INC EQUITY 207142100 723 60,000 SH DEFINED 2 60,000
CONEXANT SYSTEMS INC. EQUITY 207142100 1520 126,158 SH DEFINED 1 126,158
CONMED CORP. EQUITY 207410101 184 7,371 SH DEFINED 1 7,371
CONNECTICUT BANCSHARES INC EQUITY 207540105 96 3,499 SH DEFINED 1 3,499
CONNECTICUT WATER SVC INC EQUITY 207797101 65 2,373 SH DEFINED 1 2,373
CONNETICS CORP EQUITY 208192104 91 9,352 SH DEFINED 1 9,352
CONOCO INC EQUITY 208251504 38239 1,310,460 SH DEFINED 1 1,310,460
VOTING AUTHORITY
TITLE VALUE SHRS OR SH/ PUT/ INVSTMT OTHR
NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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CONSECO, INC. EQUITY 208464107 576 159,219 SH DEFINED 1 159,219
CONSOL ENERGY INC EQUITY 20854P109 8 306 SH DEFINED 1 306
CONSOLIDATED EDISON, INC. EQUITY 209115104 4135 98,672 SH DEFINED 1 98,672
CONSOLIDATED FREIGHTWAYS CORP. EQUITY 209232107 28 5,251 SH DEFINED 1 5,251
CONSOLIDATED GRAPHICS, INC. EQUITY 209341106 63 3,158 SH DEFINED 1 3,158
CONSTELLATION 3D INC EQUITY 210379103 2 4,877 SH DEFINED 1 4,877
CONSTELLATION BRANDS EQUITY 21036P108 19 343 SH DEFINED 1 343
CONSTELLATION BRANDS INC EQUITY 21036P108 105 34,800 SH DEFINED 2 34,800
CONSTELLATION ENERGY GROUP INC EQUITY 210371100 2333 75,638 SH DEFINED 1 75,638
CONTINENTAL AIRLS INC COM CL B EQUITY 210795308 34 1,189 SH DEFINED 1 1,189
CONVERA CORP. EQUITY 211919105 19 5,522 SH DEFINED 1 5,522
CONVERGYS CORP EQUITY 212485106 2486 84,072 SH DEFINED 1 84,072
COOPER CAMERON CORP. EQUITY 216640102 4212 82,411 SH DEFINED 1 82,411
COOPER COMPANIES, INC. EQUITY 216648402 209 4,405 SH DEFINED 1 4,405
COOPER INDUSTRIES, INC. EQUITY 216669101 1862 44,379 SH DEFINED 1 44,379
COOPER TIRE & RUBBER CO EQUITY 216831107 1133 52,335 SH DEFINED 1 52,335
COORS ADOLPH CLASS B EQUITY 217016104 1198 17,757 SH DEFINED 1 17,757
COORSTEK INC EQUITY 217020106 99 2,585 SH DEFINED 1 2,585
COPART INC COM EQUITY 217204106 37750 2,104,231 SH Sole 3 2044406 59825
COPART, INC. EQUITY 217204106 2385 132,966 SH DEFINED 1 132,966
COPPER MOUNTAIN NETWORKS, INC. EQUITY 217510106 17 17,702 SH DEFINED 1 17,702
CORILLIAN CORP EQUITY 218725109 20 6,066 SH DEFINED 1 6,066
CORINTHIAN COLLEGES INC EQUITY 218868107 124 2,450 SH DEFINED 1 2,450
CORIXA CORP. EQUITY 21887F100 79 12,797 SH DEFINED 1 12,797
CORN PRODUCTS INTERNATIONAL EQUITY 219023108 354 10,996 SH DEFINED 1 10,996
CORNERSTONE REALITY INCOME EQUITY 21922V102 165 14,762 SH DEFINED 1 14,762
CORNING, INC. EQUITY 219350105 3959 519,520 SH DEFINED 1 519,520
CORP EXEC BOARD CO. EQUITY 21988R102 406 10,835 SH DEFINED 1 10,835
CORPORATE EXEC BRD CO COM EQUITY 21988R102 51640 1,376,673 SH Sole 3 1343779 32894
CORPORATE OFFICE PROPERTIES TR EQUITY 22002T108 36 2,766 SH DEFINED 1 2,766
CORRECTIONS CORP OF AMER 12% B CONV P EQUITY 22025Y308 34 1,742 SH DEFINED 1 1,742
CORRECTIONS CORP. OF AMERICA EQUITY 22025Y407 102 7,827 SH DEFINED 1 7,827
CORUS BANKSHARES, INC. EQUITY 220873103 134 2,823 SH DEFINED 1 2,823
CORVAS INTERNATIONAL INC EQUITY 221005101 49 8,555 SH DEFINED 1 8,555
CORVEL CORP. EQUITY 221006109 61 2,044 SH DEFINED 1 2,044
CORVIS CORP EQUITY 221009103 5 3,798 SH DEFINED 1 3,798
COSINE COMMUNICATIONS INC EQUITY 221222102 31 26,610 SH DEFINED 1 26,610
COST PLUS, INC. EQUITY 221485105 183 6,691 SH DEFINED 1 6,691
COSTAR GROUP, INC. EQUITY 22160N109 91 3,985 SH DEFINED 1 3,985
COSTCO WHOLESALE CORPORATION EQUITY 22160K105 14629 367,385 SH DEFINED 1 367,385
COUNTRYWIDE CREDIT IND INC EQUITY 222372104 2548 56,930 SH DEFINED 1 56,930
COURTYARD BY MARRIOTT II EQUITY 44107P104 1260 105,411 SH DEFINED 1 105,411
COUSINS PROPERTIES, INC. EQUITY 222795106 290 11,146 SH DEFINED 1 11,146
COVANCE INC. EQUITY 222816100 1912 94,301 SH DEFINED 1 94,301
COVANSYS CORP. EQUITY 22281W103 42 5,580 SH DEFINED 1 5,580
COVANTA ENERGY CORP. EQUITY 22281N103 11 15,507 SH DEFINED 1 15,507
COVENANT TRANSPORT INC CLASS A EQUITY 22284P105 33 2,235 SH DEFINED 1 2,235
COVENTRY HEALTH CARE, INC. EQUITY 222862104 531 20,409 SH DEFINED 1 20,409
COX COMMUNICATIONS, INC. CLASS A EQUITY 224044107 25784 685,010 SH DEFINED 1 685,010
COX RADIO INC-CL A EQUITY 224051102 16 555 SH DEFINED 1 555
CPB, INC. EQUITY 125903104 74 2,163 SH DEFINED 1 2,163
CPI CORP. EQUITY 125902106 35 2,107 SH DEFINED 1 2,107
CRANE CO. EQUITY 224399105 875 32,010 SH DEFINED 1 32,010
TITLE VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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CRAWFORD & CO. CLASS B EQUITY 224633107 146 10,802 SH DEFINED 1 10,802
CREDENCE SYSTEMS CORP. EQUITY 225302108 2059 93,782 SH DEFINED 1 93,782
Credicorp Limited Com Stk USD 5 EQUITY G2519Y108 425 42,621 SH DEFINED 1 42,621
CREDIT ACCEPTANCE CORP. EQUITY 225310101 44 4,033 SH DEFINED 1 4,033
CREE INC EQUITY 225447101 1259 92,375 SH DEFINED 1 92,375
CRESCENT REAL ESTATE COM EQUITY 225756105 2404 123,900 SH Sole 3 110000 13900
CRESCENT REAL ESTATE EQUITIES, INC. EQUITY 225756105 17 879 SH DEFINED 1 879
CRESTLINE CAPITAL CORP. EQUITY 226153104 140 4,152 SH DEFINED 1 4,152
CROSSMANN COMMUNITIES EQUITY 22764E109 93 2,062 SH DEFINED 1 2,062
CROSSROADS SYSTEMS EQUITY 22765D100 21 5,964 SH DEFINED 1 5,964
CROWN AMERICAN REALTY TRUST EQUITY 228186102 64 6,574 SH DEFINED 1 6,574
CROWN CASTLE INTERNATIONAL EQUITY 228227104 15 2,322 SH DEFINED 1 2,322
CROWN CORK & SEAL CO., INC. EQUITY 228255105 332 37,085 SH DEFINED 1 37,085
CROWN MEDIA HOLDINGS-CLASS A EQUITY 228411104 66 5,348 SH DEFINED 1 5,348
CRYOLIFE INC. EQUITY 228903100 102 4,880 SH DEFINED 1 4,880
CSC HOLDINGS, INC. CLASS A EQUITY 12686C109 239 7,016 SH DEFINED 1 7,016
CSG SYSTEMS INTERNATIONAL, INC EQUITY 126349109 1919 67,395 SH DEFINED 1 67,395
CSK AUTO CORP EQUITY 125965103 73 7,690 SH DEFINED 1 7,690
CSS INDUSTRIES, INC. EQUITY 125906107 39 1,207 SH DEFINED 1 1,207
CSX CORP. EQUITY 126408103 27364 718,016 SH DEFINED 1 718,016
CT COMMUNICATION EQUITY 126426402 72 4,809 SH DEFINED 1 4,809
CTS CORP. EQUITY 126501105 148 9,113 SH DEFINED 1 9,113
CUBIC CORP. EQUITY 229669106 104 1,584 SH DEFINED 1 1,584
CUBIST PHARMA INC EQUITY 229678107 154 8,338 SH DEFINED 1 8,338
CULLEN/FROST BANKERS EQUITY 229899109 18 507 SH DEFINED 1 507
CUMMINS INC. EQUITY 231021106 895 18,945 SH DEFINED 1 18,945
CUMULUS MEDIA, INC. EQUITY 231082108 164 9,144 SH DEFINED 1 9,144
CUNO, INC. EQUITY 126583103 175 4,717 SH DEFINED 1 4,717
CURAGEN CORP EQUITY 23126R101 10 605 SH DEFINED 1 605
CURAGEN CORP EQUITY 23126R101 754 2,000 SH DEFINED 2 2,000
CURIS INC. EQUITY 231269101 21 10,046 SH DEFINED 1 10,046
CURTISS-WRIGHT CORP. EQUITY 231561101 209 3,140 SH DEFINED 1 3,140
CV THERAPEUTICS, INC. EQUITY 126667104 250 6,895 SH DEFINED 1 6,895
CVB FINANCIAL CORP EQUITY 126600105 163 8,104 SH DEFINED 1 8,104
CVS Corp EQUITY 126650100 1545 45,000 SH DEFINED 4 45,000
CVS CORP. EQUITY 126650100 7146 208,150 SH DEFINED 1 208,150
CYBERONICS EQUITY 23251P102 96 6,032 SH DEFINED 1 6,032
CYGNUS, INC. EQUITY 232560102 40 10,231 SH DEFINED 1 10,231
CYMER INC COM EQUITY 232572107 37166 748,400 SH Sole 3 735300 13100
CYMER, INC. EQUITY 232572107 474 9,552 SH DEFINED 1 9,552
CYPRESS SEMICONDUCTOR CORP EQUITY 232806109 690 30,000 SH DEFINED 2 30,000
CYPRESS SEMICONDUCTOR CORP. EQUITY 232806109 3513 152,730 SH DEFINED 1 152,730
CYTEC INDUSTRIES, INC. EQUITY 232820100 1894 62,260 SH DEFINED 1 62,260
CYTOGEN CORP. EQUITY 232824102 53 24,719 SH DEFINED 1 24,719
CYTYC CORP EQUITY 232946103 538 20,000 SH DEFINED 2 20,000
CYTYC CORPORATION EQUITY 232946103 4256 158,094 SH DEFINED 1 158,094
D R HORTON INC COM EQUITY 23331A109 21874 580,206 SH Sole 3 494502 79704
D.R. HORTON INC EQUITY 23331A109 4731 125,483 SH DEFINED 1 125,483
DAISYTEK INTERNATIONAL CORP. EQUITY 234053106 78 4,924 SH DEFINED 1 4,924
DANA CORP EQUITY 235811106 1548 72,115 SH DEFINED 1 72,115
DANAHER CORP DEL COM EQUITY 235851102 20922 294,600 SH Sole 3 259800 32000
DANAHER CORP. EQUITY 235851102 4884 68,771 SH DEFINED 1 68,771
DARDEN RESTAURANTS, INC. EQUITY 237194105 2209 54,432 SH DEFINED 1 54,432
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VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR ------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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DATASCOPE CORP. EQUITY 238113104 105 3,576 SH DEFINED 1 3,576
DATASTREAM SYSTEMS EQUITY 238124101 45 4,967 SH DEFINED 1 4,967
DAVITA INC EQUITY 23918K108 29 1,132 SH DEFINED 1 1,132
DDI CORP EQUITY 233162106 110 12,928 SH DEFINED 1 12,928
DEAN FOODS CO EQUITY 242370104 6334 83,644 SH DEFINED 1 83,644
DEB SHOPS, INC EQUITY 242728103 34 1,264 SH DEFINED 1 1,264
DECODE GENETICS, INC EQUITY 243586104 54 9,519 SH DEFINED 1 9,519
DEERE & CO. EQUITY 244199105 5015 110,105 SH DEFINED 1 110,105
DEERE & CO. EQUITY 244199105 973 21,475 SH DEFINED 2 21,475
DEL MONTE EQUITY 24522P103 76 7,767 SH DEFINED 1 7,767
DELIA'S CORP EQUITY 24688Q101 62 9,688 SH DEFINED 1 9,688
DELL COMPUTER CORP EQUITY 247025109 8635 330,700 SH DEFINED 2 330,700
DELL COMPUTER CORP. EQUITY 247025109 40856 1,564,780 SH DEFINED 1 1,564,780
DELPHI CORP EQUITY 247126105 4356 272,433 SH DEFINED 1 272,433
DELPHI FINANCIAL GROUP, INC., CLASS A EQUITY 247131105 160 4,068 SH DEFINED 1 4,068
DELTA & PINE LAND CO. EQUITY 247357106 194 10,209 SH DEFINED 1 10,209
DELTA AIR LINES, INC. EQUITY 247361108 1864 56,956 SH DEFINED 1 56,956
Delta Airlines CORPBOND 247361YF9 4822 5,000,000 PRN DEFINED 4 5,000,000
DELTAGEN INC EQUITY 24783R103 25 3,646 SH DEFINED 1 3,646
DELTIC TIMBER CORP. EQUITY 247850100 93 3,087 SH DEFINED 1 3,087
DELUXE CORP. EQUITY 248019101 1417 30,639 SH DEFINED 1 30,639
DENBURY RESOURCES INC EQUITY 247916208 50 5,927 SH DEFINED 1 5,927
DENDREON CORP EQUITY 24823Q107 30 4,794 SH DEFINED 1 4,794
DENDRITE INTERNATIONAL, INC. EQUITY 248239105 98 9,121 SH DEFINED 1 9,121
DENTSPLY INTERNATIONAL INC. EQUITY 249030107 3662 98,813 SH DEFINED 1 98,813
DENTSPLY INTL INC NEW EQUITY 249030107 2452 66,150 SH DEFINED 2 66,150
DEVELOPERS DIVERS RLTY COM EQUITY 251591103 22210 1,057,600 SH Sole 3 876934 180666
DEVELOPERS DIVERSIFIED REALTY EQUITY 251591103 341 16,221 SH DEFINED 1 16,221
DEVON ENERGY CORP. EQUITY 25179M103 3418 70,810 SH DEFINED 1 70,810
DEVON ENERGY CORP. EQUITY 25179M103 25 500 SH DEFINED 2 500
DEVRY INC DEL COM EQUITY 251893103 18484 613,470 SH Sole 3 586270 26000
DEVRY, INC. EQUITY 251893103 2671 88,647 SH DEFINED 1 88,647
DIAGEO PLC EQUITY 25243Q205 3066 25,000 SH DEFINED 2 25,000
DIAGNOSTIC PRODUCTS CORP. EQUITY 252450101 288 6,658 SH DEFINED 1 6,658
DIAL CORP. EQUITY 25247D101 2682 148,834 SH DEFINED 1 148,834
DIAMOND OFFSHORE DRILLING EQUITY 25271C102 22 709 SH DEFINED 1 709
DIAMONDCLUSTER INT'L INC CL A EQUITY 25278P106 110 8,526 SH DEFINED 1 8,526
DIANON SYSTEMS INC EQUITY 252826102 178 2,736 SH DEFINED 1 2,736
DIEBOLD, INC. EQUITY 253651103 3688 90,519 SH DEFINED 1 90,519
DIGENE CORP EQUITY 253752109 123 3,450 SH DEFINED 1 3,450
DIGEX, INC. EQUITY 253756100 8 6,811 SH DEFINED 1 6,811
DIGIMARC CORP EQUITY 253807101 62 3,143 SH DEFINED 1 3,143
DIGITAL GENERATION SYSTEMS EQUITY 253921100 13 11,021 SH DEFINED 1 11,021
DIGITAL INSIGHT EQUITY 25385P106 222 8,062 SH DEFINED 1 8,062
DIGITAL LIGHTWAVE INC EQUITY 253855100 25 3,988 SH DEFINED 1 3,988
DIGITAL THINK INC EQUITY 25388M100 16 6,939 SH DEFINED 1 6,939
DIGITAS INC EQUITY 25388K104 15 2,745 SH DEFINED 1 2,745
DILLARDS, INC. CLASS A EQUITY 254067101 1369 57,365 SH DEFINED 1 57,365
DIME COMMUNITY BANCSHARES EQUITY 253922108 132 4,291 SH DEFINED 1 4,291
DIMON, INC. EQUITY 254394109 89 12,947 SH DEFINED 1 12,947
DIONEX CORP. EQUITY 254546104 147 6,049 SH DEFINED 1 6,049
DIRECT FOCUS EQUITY 254931108 352 9,239 SH DEFINED 1 9,239
TITLE VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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DISTRIBUCION Y SERVICIO ADR EQUITY 254753106 1902 132,050 SH DEFINED 1 132,050
DITECH COMMUNICATIONS CORP EQUITY 25500M103 33 7,462 SH DEFINED 1 7,462
DIVERSA CORP EQUITY 255064107 192 15,108 SH DEFINED 1 15,108
DIVINE INC EQUITY 255402109 37 73,834 SH DEFINED 1 73,834
DMC STRATEX NETWORKS INC EQUITY 23322L106 139 25,557 SH DEFINED 1 25,557
DOBSON COMMUNICATIONS EQUITY 256069105 23 7,255 SH DEFINED 1 7,255
DOCENT INC EQUITY 25608L106 20 11,437 SH DEFINED 1 11,437
DOCUMENTUM INC EQUITY 256159104 1876 73,700 SH DEFINED 2 73,700
DOCUMENTUM, INC. EQUITY 256159104 303 11,920 SH DEFINED 1 11,920
DOLE FOOD CO., INC. EQUITY 256605106 2583 83,307 SH DEFINED 1 83,307
DOLLAR GENERAL CORP. EQUITY 256669102 2547 156,443 SH DEFINED 1 156,443
DOLLAR THRIFTY AUTOMOTIVE EQUITY 256743105 148 7,009 SH DEFINED 1 7,009
DOLLAR TREE STORES INC. EQUITY 256747106 23843 726,691 SH DEFINED 1 726,691
DOMINION RESOURCES EQUITY 25746U109 143 2,210 SH DEFINED 2 2,210
DOMINION RESOURCES, INC. EQUITY 25746U109 7940 121,850 SH DEFINED 1 121,850
DONALDSON CO INC EQUITY 257651109 1464 36,400 SH DEFINED 2 36,400
DONALDSON CO., INC. EQUITY 257651109 2720 67,641 SH DEFINED 1 67,641
DORAL FINANCIAL CORP. EQUITY 25811P100 394 11,604 SH DEFINED 1 11,604
DORAL FINL CORP COM EQUITY 25811P100 22085 650,510 SH Sole 3 639410 11100
DOUBLECLICK INC EQUITY 258609304 20 1,700 SH DEFINED 1 1,700
DOVER CORP. EQUITY 260003108 5292 129,077 SH DEFINED 1 129,077
DOVER DOWNS ENTERTAINMENT EQUITY 260086103 82 5,050 SH DEFINED 1 5,050
Dow Chemical EQUITY 260543103 1309 40,000 SH DEFINED 4 40,000
DOW CHEMICAL CO. EQUITY 260543103 13710 419,000 SH DEFINED 1 419,000
DOW JONES & CO., INC. EQUITY 260561105 2562 44,006 SH DEFINED 1 44,006
DOWNEY FINANCIAL CORP. EQUITY 261018105 282 6,175 SH DEFINED 1 6,175
DPL, INC. EQUITY 233293109 4097 160,347 SH DEFINED 1 160,347
DQE INC EQUITY 23329J104 8018 376,250 SH DEFINED 1 376,250
DRESS BARN, INC. EQUITY 261570105 128 4,323 SH DEFINED 1 4,323
DREYER'S GRAND ICE CREAM, INC. EQUITY 261878102 2035 49,417 SH DEFINED 1 49,417
DRILL QUIP EQUITY 262037104 50 1,937 SH DEFINED 1 1,937
DRS TECHNOLOGIES INC EQUITY 23330X100 205 4,950 SH DEFINED 1 4,950
DSP GROUP, INC. COM EQUITY 23332B106 842 41,117 SH DEFINED 1 41,117
DST SYSTEMS INC EQUITY 233326107 7582 152,258 SH DEFINED 1 152,258
DTE ENERGY CO. EQUITY 233331107 17899 393,394 SH DEFINED 1 393,394
DTE Energy Company EQUITY 233331107 6143 135,000 SH DEFINED 4 135,000
DU PONT E I DE NEMOURS + CO EQUITY 263534109 1084 23,000 SH DEFINED 2 23,000
DUANE READE, INC. EQUITY 263578106 277 8,165 SH DEFINED 1 8,165
DUKE ENERGY CORP. EQUITY 264399106 14111 373,300 SH DEFINED 1 373,300
DUKE REALTY EQUITY 264411505 33 1,288 SH DEFINED 1 1,288
DUKE REALTY CORP COM NEW EQUITY 264411505 19375 745,194 SH Sole 3 620724 124470
DUN & BRADSTREET CORP NEW WI EQUITY 26483E100 3760 93,974 SH DEFINED 1 93,974
DUPONT PHOTOMASKS EQUITY 26613X101 78 1,494 SH DEFINED 1 1,494
DURA AUTOMOTIVE SYSTEM EQUITY 265903104 82 4,285 SH DEFINED 1 4,285
DURASWITCH INDUSTRIES INC EQUITY 266905207 11 1,452 SH DEFINED 1 1,452
DURATEK INC EQUITY 26658Q102 1121 225,000 SH DEFINED 1 225,000
DURECT CORPORATION EQUITY 266605104 46 5,920 SH DEFINED 1 5,920
DUSA PHARAMACEUTICALS INC EQUITY 266898105 17 4,314 SH DEFINED 1 4,314
DVI, INC. EQUITY 233343102 70 3,812 SH DEFINED 1 3,812
DYAX CORP EQUITY 26746E103 22 6,003 SH DEFINED 1 6,003
DYCOM INDUSTRIES, INC. EQUITY 267475101 1098 73,460 SH DEFINED 1 73,460
DYNACQ INTERNATIONAL INC EQUITY 267919306 21 1,353 SH DEFINED 1 1,353
DYNEGY INC. EQUITY 26816Q101 4601 158,650 SH DEFINED 1 158,650
-------------------------------------------------------------------------------------------------------------------------------
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -----------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
-------------------------------------------------------------------------------------------------------------------------------
E*TRADE GROUP, INC. EQUITY 269246104 4447 472,094 SH DEFINED 1 472,094
E.I. DU PONT DE NEMOURS AND CO EQUITY 263534109 22325 473,490 SH DEFINED 1 473,490
E.PIHPANY, INC. EQUITY 26881V100 146 19,331 SH DEFINED 1 19,331
EARTHLINK INC EQUITY 270321102 491 48,336 SH DEFINED 1 48,336
EARTHSHELL CORP. EQUITY 27032B100 22 14,922 SH DEFINED 1 14,922
EAST WEST BANCORP EQUITY 27579R104 213 7,285 SH DEFINED 1 7,285
EASTGROUP PROPERTIES, INC. EQUITY 277276101 128 4,955 SH DEFINED 1 4,955
EASTMAN CHEMICAL CO. EQUITY 277432100 27971 573,293 SH DEFINED 1 573,293
Eastman Chemical Company EQUITY 277432100 1220 25,000 SH DEFINED 4 25,000
EASTMAN KODAK CO. EQUITY 277461109 4122 132,240 SH DEFINED 1 132,240
EATON CORP. EQUITY 278058102 2608 32,202 SH DEFINED 1 32,202
EATON VANCE CORP. EQUITY 278265103 4331 108,418 SH DEFINED 1 108,418
EBAY, INC. EQUITY 278642103 305 5,390 SH DEFINED 1 5,390
ECHELON EQUITY 27874N105 131 7,251 SH DEFINED 1 7,251
ECHOSTAR COMMUNICATIONS CORP N EQUITY 278762109 2039 72,000 SH DEFINED 2 72,000
ECHOSTAR COMMUNICATIONS CORP. CLASS A EQUITY 278762109 185 6,540 SH DEFINED 1 6,540
ECLIPSYS CORP. EQUITY 278856109 226 13,795 SH DEFINED 1 13,795
ECOLAB, INC. EQUITY 278865100 2757 60,291 SH DEFINED 1 60,291
EDEN BIOSCIENCE CORPORATION EQUITY 279445100 15 6,203 SH DEFINED 1 6,203
EDISON INTERNATIONAL INC EQUITY 281020107 2520 150,432 SH DEFINED 1 150,432
EDISON SCHOOLS INC EQUITY 281033100 113 8,119 SH DEFINED 1 8,119
EDO CORP EQUITY 281347104 84 3,121 SH DEFINED 1 3,121
EDUCATION MANAGEMENT CORP. EQUITY 28139T101 2143 50,828 SH DEFINED 1 50,828
EDUCATION MGMT CORP COM EQUITY 28139T101 44717 1,060,402 SH Sole 3 1045502 14900
EDWARDS J D + CO EQUITY 281667105 9767 541,400 SH DEFINED 2 541,400
EDWARDS LIFESCIENCES CP EQUITY 28176E108 2595 92,833 SH DEFINED 1 92,833
EEX CORP. EQUITY 26842V207 20 9,753 SH DEFINED 1 9,753
EFUNDS CORP EQUITY 28224R101 232 14,434 SH DEFINED 1 14,434
EGL INC. EQUITY 268484102 1122 70,811 SH DEFINED 1 70,811
EL PASO CORP EQUITY 28336L109 29926 679,670 SH DEFINED 1 679,670
EL PASO CORP. EQUITY 28336L109 273 28,311 SH DEFINED 2 28,311
EL PASO ELECTRIC CO. EQUITY 283677854 245 15,682 SH DEFINED 1 15,682
El Paso Energy Partners EQUITY 28368B102 937 25,000 SH DEFINED 4 25,000
ELAN CORP PLC - B WARRANTS EQUITY 284131802 206 200,000 SH DEFINED 1 200,000
ELANTEC SEMICONDUCTOR INC EQUITY 284155108 305 7,128 SH DEFINED 1 7,128
ELCOR CORP. EQUITY 284443108 133 5,994 SH DEFINED 1 5,994
ELECTRO RENT CORP. EQUITY 285218103 62 4,493 SH DEFINED 1 4,493
ELECTRO SCIENTIFIC INDUSTRIES, EQUITY 285229100 310 8,462 SH DEFINED 1 8,462
ELECTROGLAS, INC. EQUITY 285324109 111 6,563 SH DEFINED 1 6,563
ELECTRONIC ARTS EQUITY 285512109 10879 178,926 SH DEFINED 1 178,926
ELECTRONIC ARTS INC COM EQUITY 285512109 1216 20,000 SH Sole 3 20000
ELECTRONIC DATA SYS NW COM EQUITY 285661104 3595 62,000 SH Sole 3 62000
ELECTRONIC DATA SYSTEMS CORP. EQUITY 285661104 15144 261,140 SH DEFINED 1 261,140
ELECTRONICS BOUTIQUE HLDGS. CO EQUITY 286045109 108 3,120 SH DEFINED 1 3,120
ELECTRONICS BOUTQ HLDG COM EQUITY 286045109 21115 611,500 SH Sole 3 611500
ELECTRONICS FOR IMAGING, INC. EQUITY 286082102 306 16,739 SH DEFINED 1 16,739
ELI LILLY AND CO. EQUITY 532457108 42356 555,850 SH DEFINED 1 555,850
ELIZABETH ARDEN INC EQUITY 28660G106 36 3,049 SH DEFINED 1 3,049
EMBARCADERO TECHNOLOGIES INC EQUITY 290787100 38 2,811 SH DEFINED 1 2,811
EMC Corp / Mass EQUITY 268648102 656 55,000 SH DEFINED 4 55,000
EMC CORP. EQUITY 268648102 13458 1,129,051 SH DEFINED 1 1,129,051
------------------------------------------------------------------------------------------------------------------------------
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------
EMC CORP. EQUITY 268648102 78 8,790 SH DEFINED 2 8,790
EMCOR GROUP, INC. EQUITY 29084Q100 193 3,333 SH DEFINED 1 3,333
EMCORE CORPORATION EQUITY 290846104 67 7,005 SH DEFINED 1 7,005
EMERSON ELEC CO EQUITY 291011104 2870 50,000 SH DEFINED 4 50,000
EMERSON ELECTRIC EQUITY 291011104 43 750 SH DEFINED 2 750
EMERSON ELECTRIC CO. EQUITY 291011104 13318 232,060 SH DEFINED 1 232,060
EMEX CORP EQUITY 291206100 14 4,201 SH DEFINED 1 4,201
EMISPHERE TECHNOLOGIES INC EQUITY 291345106 81 4,766 SH DEFINED 1 4,766
EMMIS COMMUNICATIONS CORP. CLASS A EQUITY 291525103 1738 64,990 SH DEFINED 1 64,990
EMMIS COMMUNICTNS CORP CL A EQUITY 291525103 44396 1,660,300 SH Sole 3 1631000 29300
EMPIRE DISTRICT ELECTRIC CO. EQUITY 291641108 129 6,042 SH DEFINED 1 6,042
EMPRESA NACIONAL DE ELEC ADR EQUITY 29244T101 641 68,200 SH DEFINED 1 68,200
EMULEX CORP EQUITY 292475209 33444 1,015,600 SH Sole 3 939500 70700
EMULEX CORP EQUITY 292475209 40 1,205 SH DEFINED 1 1,205
EMULEX CORP EQUITY 292475209 1647 50,000 SH DEFINED 2 50,000
ENCOMPASS SERVICES CORP. EQUITY 29255U104 35 19,818 SH DEFINED 1 19,818
ENCORE ACQUISITION CO EQUITY 29255W100 33 2,230 SH DEFINED 1 2,230
ENCORE WIRE CORP EQUITY 292562105 67 4,070 SH DEFINED 1 4,070
ENDO PHARMACEUTICALS EQUITY 29264F205 65 6,444 SH DEFINED 1 6,444
ENDOCARE INC EQUITY 29264P104 80 4,047 SH DEFINED 1 4,047
ENDOCARE INC COM EQUITY 29264P104 23061 1,170,039 SH Sole 3 1155539 14500
ENERGEN CORP. EQUITY 29265N108 231 8,734 SH DEFINED 1 8,734
ENERGIZER HOLDINGS INC EQUITY 29266R108 2750 115,804 SH DEFINED 1 115,804
ENERGY CONVERSION DEVICES, INC EQUITY 292659109 92 4,438 SH DEFINED 1 4,438
ENERGY EAST CORP EQUITY 29266M109 3220 148,049 SH DEFINED 1 148,049
ENERGY PARTNERS LTD EQUITY 29270U105 55 6,848 SH DEFINED 1 6,848
ENERSIS S.A.-ADR EQUITY 29274F1049 332 13,500 SH DEFINED 1 13,500
ENGAGE TECHNOLOGIES, INC. EQUITY 292827102 3 13,585 SH DEFINED 1 13,585
ENGELHARD CORP EQUITY 292845104 47 1,500 SH DEFINED 2 1,500
ENGELHARD CORP COM EQUITY 292845104 21892 705,522 SH Sole 3 613500 86422
ENGELHARD CORP. EQUITY 292845104 1938 62,444 SH DEFINED 1 62,444
ENGINEERED SUPPORT SYSTEMS EQUITY 292866100 99 2,133 SH DEFINED 1 2,133
ENSCO INTERNATIONAL, INC. EQUITY 26874Q100 5159 171,156 SH DEFINED 1 171,156
ENSCO INTL INC EQUITY 26874Q100 719 100,200 SH DEFINED 2 100,200
ENSCO INTL INC COM EQUITY 26874Q100 9374 311,000 SH Sole 3 274100 33300
ENTEGRIS INC EQUITY 29362U104 197 12,185 SH DEFINED 1 12,185
ENTERASYS NETWORKS INC EQUITY 293637104 1061 250,767 SH DEFINED 1 250,767
ENTERCOM COMM CORP CL A EQUITY 293639100 22634 412,500 SH Sole 3 404800 7700
ENTERCOM COMMUNICATIONS CORP. EQUITY 293639100 3383 61,663 SH DEFINED 1 61,663
ENTERGY ARKANSAS INC EQUITY 29364G103 4419 101,799 SH DEFINED 1 101,799
ENTERTAINMENT PROPERTIES TRUST EQUITY 29380T105 104 4,610 SH DEFINED 1 4,610
ENTRADE INC EQUITY 29382L993 1104 19,200 SH DEFINED 2 19,200
ENTRAVISION COMMUNIC EQUITY 29382R107 7 464 SH DEFINED 1 464
ENTREMED, INC. EQUITY 29382F103 36 4,744 SH DEFINED 1 4,744
ENTRUST TECHNOLOGIES INC. EQUITY 293848107 75 14,786 SH DEFINED 1 14,786
ENZO BIOCHEM, INC. EQUITY 294100102 145 7,136 SH DEFINED 1 7,136
ENZON INC EQUITY 293904108 28 635 SH DEFINED 1 635
EOG RESOURCES INC EQUITY 26875P101 2242 55,268 SH DEFINED 1 55,268
EPIQ SYSTEMS INC EQUITY 26882D109 49 3,052 SH DEFINED 1 3,052
EQUIFAX, INC. EQUITY 294429105 2224 74,376 SH DEFINED 1 74,376
EQUITABLE RESOURCES, INC. EQUITY 294549100 2821 81,031 SH DEFINED 1 81,031
EQUITY INNS, INC. EQUITY 294703103 92 11,469 SH DEFINED 1 11,469
EQUITY OFFICE PPTYS TR COM EQUITY 294741103 63948 2,132,319 SH Sole 3 1745158 387161
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VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
EQUITY OFFICE PROPERTIES TRUST EQUITY 294741103 25147 838,515 SH DEFINED 1 838,515
EQUITY ONE COM EQUITY 294752100 6252 464,800 SH Sole 3 391900 72900
EQUITY ONE INC EQUITY 294752100 11 853 SH DEFINED 1 853
EQUITY RESIDENT PPTYS SH BEN I EQUITY 29476L107 27812 967,700 SH Sole 3 787107 180593
EQUITY RESIDENTIAL PROPS TR EQUITY 29476L107 3595 125,071 SH DEFINED 1 125,071
ERICSSON LMTEL CO.-ADR SERIES B EQUITY 294821400 106 25,430 SH DEFINED 1 25,430
ERIE INDEMNITY COMPA EQUITY 29530P102 8 191 SH DEFINED 1 191
ESCO ELECTRONICS CORP EQUITY 296315104 130 3,344 SH DEFINED 1 3,344
ESPEED INC EQUITY 296643109 52 4,910 SH DEFINED 1 4,910
ESPERION THERAPEUTICS COM EQUITY 29664R106 2161 354,800 SH Sole 3 354800
ESPERION THERAPEUTICS INC (USD) EQUITY 29664R106 43 7,097 SH DEFINED 1 7,097
ESS TECHNOLOGY INC COM EQUITY 269151106 15982 770,600 SH Sole 3 757300 13300
ESS TECHNOLOGY, INC. EQUITY 269151106 188 9,072 SH DEFINED 1 9,072
ESSEX PROPERTY TRUST, INC. EQUITY 297178105 2746 52,623 SH DEFINED 1 52,623
ESTEE LAUDER COMPANIES-CL A EQUITY 518439104 50 1,457 SH DEFINED 1 1,457
ESTERLINE TECHNOLOGIES CORP. EQUITY 297425100 132 6,464 SH DEFINED 1 6,464
ETHAN ALLEN INTERIOR EQUITY 297602104 11 302 SH DEFINED 1 302
EVEREST RE GROUP LTD COM EQUITY G3223R108 61243 883,226 SH Sole 3 827282 53044
EVEREST RE GROUP, LTD EQUITY G3223R108 4465 64,400 SH DEFINED 1 64,400
EVERGREEN RES INC COM NO PAR EQUITY 299900308 3157 75,700 SH Sole 3 75700
EVERGREEN RESOURCES, INC. EQUITY 299900308 216 5,168 SH DEFINED 1 5,168
EXACT SCIENCES CORP (USD) EQUITY 30063P105 12 1,246 SH DEFINED 1 1,246
EXAR CORP. EQUITY 300645108 244 11,878 SH DEFINED 1 11,878
EXCEL TECHNOLOGY EQUITY 30067T103 58 2,630 SH DEFINED 1 2,630
EXE TECHNOLOGIES INC (USD) EQUITY 301504106 21 9,673 SH DEFINED 1 9,673
EXELIXIS, INC. EQUITY 30161Q104 150 10,872 SH DEFINED 1 10,872
EXIDE TECHNOLOGIES EQUITY 302051107 2 8,037 SH DEFINED 1 8,037
EXPEDIA INC -CL A EQUITY 302125109 9 134 SH DEFINED 1 134
EXPEDITORS INTERNATIONAL OF WA EQUITY 302130109 4001 65,596 SH DEFINED 1 65,596
EXPRESS SCRIPTS, INC. EQUITY 302182100 7089 123,086 SH DEFINED 1 123,086
EXTENDED STAY AMERICA INC EQUITY 30224P101 2057 118,203 SH DEFINED 1 118,203
EXTENSITY, INC. EQUITY 302255104 8 4,643 SH DEFINED 1 4,643
EXTREME NETWORK INC EQUITY 30226D106 16 1,506 SH DEFINED 1 1,506
EXULT INC EQUITY 302284104 13 1,207 SH DEFINED 1 1,207
EXULT INC DEL COM EQUITY 302284104 14483 1,327,500 SH Sole 3 1327500
EXXON MOBIL CORP. EQUITY 30231G102 154290 3,520,182 SH DEFINED 1 3,520,182
EXXON MOBIL CORP. EQUITY 30231G102 1938 39,724 SH DEFINED 2 39,724
F&M BANCORP/FREDERICK EQUITY 302367107 91 3,384 SH DEFINED 1 3,384
F5 NETWORKS INC EQUITY 315616102 136 5,840 SH DEFINED 1 5,840
FACTORY 2-U STORES, INC. EQUITY 303072102 52 3,994 SH DEFINED 1 3,994
FACTSET RESEARCH SYSTEMS, INC. EQUITY 303075105 259 6,427 SH DEFINED 1 6,427
FAIR ISSAC & CO., INC. EQUITY 303250104 353 5,561 SH DEFINED 1 5,561
FAIRCHILD CORP. CLASS A EQUITY 303698104 10 3,951 SH DEFINED 1 3,951
FAIRCHILD SEMICONDUCTOR CORP. EQUITY 303726103 4521 158,087 SH DEFINED 1 158,087
FALCONSTOR SOFTWARE INC EQUITY 306137100 88 13,929 SH DEFINED 1 13,929
FAMILY DLR STORES INC EQUITY 307000109 251 7,500 SH DEFINED 2 7,500
FAMILY DOLLAR STORES, INC. EQUITY 307000109 2685 80,135 SH DEFINED 1 80,135
FARMER BROS. CO. EQUITY 307675108 80 264 SH DEFINED 1 264
FARMERS CAPITAL BANK CORP EQUITY 309562106 76 2,155 SH DEFINED 1 2,155
FASTENAL CO. EQUITY 311900104 3625 48,131 SH DEFINED 1 48,131
FBL FINANCIAL GROUP, INC., CLASS A EQUITY 30239F106 68 3,627 SH DEFINED 1 3,627
FBR ASSET INVESTMENT CORP EQUITY 30241E303 5440 200,000 SH DEFINED 1 200,000
TITLE VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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FEDDERS CORP EQUITY 313135105 24 7,557 SH DEFINED 1 7,557
FEDERAL AGRIC MTG CORP EQUITY 313148306 113 2,548 SH DEFINED 1 2,548
FEDERAL NATIONAL MORTGAGE ASSO EQUITY 313586109 41035 513,710 SH DEFINED 1 513,710
FEDERAL REALTY INVESTMENT TR. EQUITY 313747206 287 11,195 SH DEFINED 1 11,195
FEDERAL SIGNAL CORP. EQUITY 313855108 1675 70,617 SH DEFINED 1 70,617
FEDERAL-MOGUL CORP. EQUITY 313549107 18 21,734 SH DEFINED 1 21,734
FEDERATED DEPT STORES INC DEL EQUITY 31410H101 627 50,600 SH DEFINED 2 50,600
FEDERATED DEPT STORES, INC. EQUITY 31410H101 3630 88,850 SH DEFINED 1 88,850
FEDERATED INVESTORS EQUITY 314211103 38 1,168 SH DEFINED 1 1,168
FEDEX CORP COM EQUITY 31428X106 3486 60,000 SH Sole 3 60000
FEDEX CORPORATION EQUITY 31428X106 7847 135,060 SH DEFINED 1 135,060
FEI COMPANY EQUITY 30241L109 1599 44,981 SH DEFINED 1 44,981
FELCOR LODGING TRUST, INC. EQUITY 31430F101 198 9,339 SH DEFINED 1 9,339
FERRO CORP. EQUITY 315405100 1495 51,916 SH DEFINED 1 51,916
FHLMC CORPBOND 3129247M9 8775 9,000,000 PRN DEFINED 4 9,000,000
FHLMC CORPBOND 312924WR0 3903 4,000,000 PRN DEFINED 4 4,000,000
FHLMC CORPBOND 312924RL9 3297 3,400,000 PRN DEFINED 4 3,400,000
FIBERCORE INC EQUITY 31563B109 16 10,072 SH DEFINED 1 10,072
FIDELITY BANKSHARES INC EQUITY 31604Q107 88 4,910 SH DEFINED 1 4,910
FIDELITY NATIONAL FINANCIAL EQUITY 316326107 2862 108,545 SH DEFINED 1 108,545
FIFTH THIRD BANCORP EQUITY 316773100 18089 268,069 SH DEFINED 1 268,069
FILENET CORP. EQUITY 316869106 187 10,966 SH DEFINED 1 10,966
FINANCIAL FED CORP COM EQUITY 317492106 11615 354,000 SH Sole 3 354000
FINANCIAL FEDERAL CORP. EQUITY 317492106 109 3,312 SH DEFINED 1 3,312
FINCANCIAL INSTITUTIONS INC EQUITY 317585404 75 2,571 SH DEFINED 1 2,571
FINISAR COM EQUITY 31787A101 15580 2,023,353 SH Sole 3 1986539 36814
FINISAR CORPORATION EQUITY 31787A101 14 1,864 SH DEFINED 1 1,864
FINISH LINE, INC. EQUITY 317923100 99 5,345 SH DEFINED 1 5,345
FINOVA GROUP, INC. EQUITY 317928109 5 16,154 SH DEFINED 1 16,154
FIRST AMERICAN CAP TRUST CLASS A EQUITY 318522307 452 21,258 SH DEFINED 1 21,258
FIRST BANCORP NORTH CAROLINA EQUITY 318910106 49 2,128 SH DEFINED 1 2,128
FIRST BANCORP/PUERTO RICO EQUITY 318672102 189 6,556 SH DEFINED 1 6,556
FIRST BANKS AMERICA INC EQUITY 31928N103 11 259 SH DEFINED 1 259
FIRST BUSEY CORP EQUITY 319383105 60 2,794 SH DEFINED 1 2,794
FIRST CHARTER CORP. EQUITY 319439105 182 9,722 SH DEFINED 1 9,722
FIRST CITIZENS BANCSHARES, INC CLASS EQUITY 31946M103 194 1,880 SH DEFINED 1 1,880
FIRST COMMONWEALTH FINANCIAL EQUITY 319829107 241 18,194 SH DEFINED 1 18,194
FIRST COMMUNITY BANCSHARES INC EQUITY 31983A103 83 2,743 SH DEFINED 1 2,743
FIRST CONSULTING GROUP, INC. EQUITY 31986R103 53 5,314 SH DEFINED 1 5,314
FIRST DATA CORP EQUITY 319963104 4014 46,000 SH DEFINED 2 46,000
FIRST DATA CORP COM EQUITY 319963104 2705 31,000 SH Sole 3 31000
FIRST DATA CORP. EQUITY 319963104 19858 227,600 SH DEFINED 1 227,600
FIRST ESSEX BANCORP INC EQUITY 320103104 62 2,035 SH DEFINED 1 2,035
FIRST FEDERAL CAPITAL CORP. EQUITY 319960100 98 5,173 SH DEFINED 1 5,173
FIRST FINANCIAL BANCORP EQUITY 320209109 177 11,228 SH DEFINED 1 11,228
FIRST FINANCIAL BANKSHARES EQUITY 32020R109 112 3,364 SH DEFINED 1 3,364
FIRST FINANCIAL CORP. EQUITY 320218100 93 2,136 SH DEFINED 1 2,136
FIRST FINANCIAL HOLDINGS, INC. EQUITY 320239106 113 4,178 SH DEFINED 1 4,178
FIRST HEALTH GROUP CORP. EQUITY 320960107 3053 126,514 SH DEFINED 1 126,514
FIRST HORIZON PHARMACE COM EQUITY 32051K106 7664 342,749 SH Sole 3 342749
FIRST HORIZON PHARMACEUTICAL EQUITY 32051K106 76 3,390 SH DEFINED 1 3,390
FIRST INDIANA CORP. EQUITY 32054R108 70 3,616 SH DEFINED 1 3,616
FIRST INDUSTRIAL REALITY TRUST EQUITY 32054K103 418 12,202 SH DEFINED 1 12,202
---------------
TITLE CUSIP 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 INDUSTRIAL RLTY COM EQUITY 32054K103 16553 483,300 SH Sole 3 403857 79443
FIRST MERCHANTS CORP. EQUITY 320817109 92 3,492 SH DEFINED 1 3,492
FIRST MIDWEST BANCORP, INC. EQUITY 320867104 441 15,182 SH DEFINED 1 15,182
FIRST NIAGARA FINANCIAL GRP EQUITY 33582U100 53 3,041 SH DEFINED 1 3,041
FIRST PLACE FINANCIAL CORP EQUITY 33610T109 78 4,658 SH DEFINED 1 4,658
FIRST REPUBLIC BANK EQUITY 336158100 94 3,300 SH DEFINED 1 3,300
FIRST SENTINEL BANCORP INC EQUITY 33640T103 106 8,109 SH DEFINED 1 8,109
FIRST TENNESSEE NATIONAL CORP. EQUITY 337162101 5624 160,448 SH DEFINED 1 160,448
First Union CORPBOND 337363AE5 3040 3,000,000 PRN DEFINED 4 3,000,000
FIRST VIRGINIA BANKS, INC. EQUITY 337477103 3248 60,571 SH DEFINED 1 60,571
FIRSTENERGY CORP. EQUITY 337932107 4749 137,343 SH DEFINED 1 137,343
FIRSTFED FINANCIAL CORP. EQUITY 337907109 141 5,384 SH DEFINED 1 5,384
FIRSTMERIT CORP. EQUITY 337915102 3094 107,469 SH DEFINED 1 107,469
FIRSTSERVICE CORP SUB VTG SH EQUITY 33761N109 6379 288,000 SH Sole 3 288000
FISERV INC COM EQUITY 337738108 33574 730,027 SH Sole 3 633560 90967
FISERV, INC. EQUITY 337738108 4389 95,426 SH DEFINED 1 95,426
FISHER COMMUNICATIONS INC EQUITY 337756209 58 1,276 SH DEFINED 1 1,276
FISHER SCIENTIFIC INT'L., INC. EQUITY 338032204 473 16,818 SH DEFINED 1 16,818
FLAGSTAR BANCORP, INC. EQUITY 337930101 50 2,147 SH DEFINED 1 2,147
FLEETBOSTON FINANCIAL CORP. EQUITY 339030108 18557 530,190 SH DEFINED 1 530,190
FLEETBOSTON FINL CORP EQUITY 339030108 1383 39,500 SH DEFINED 2 39,500
FLEETWOOD ENTERPRISES, INC. EQUITY 339099103 118 10,887 SH DEFINED 1 10,887
FLEMING COMPANIES, INC EQUITY 339130106 290 12,966 SH DEFINED 1 12,966
FLEXTRONICS INTERNATIONAL EQUITY Y2573F102 36 2,000 SH DEFINED 2 2,000
FLEXTRONICS INTERNATIONAL LTD EQUITY Y2573F102 266 14,570 SH DEFINED 1 15
FLIR SYSTEMS INC (USD) EQUITY 302445101 176 3,690 SH DEFINED 1 3,690
FLORIDA EAST COAST INDUSTRIES EQUITY 340632108 200 7,073 SH DEFINED 1 7,073
FLORIDA ROCK INDUSTRIES, INC. EQUITY 341140101 233 5,853 SH DEFINED 1 5,853
FLOW INTERNATIONAL CORP EQUITY 343468104 40 4,097 SH DEFINED 1 4,097
FLOWERS FOODS INC EQUITY 343498101 201 7,889 SH DEFINED 1 7,889
FLOWSERVE CORP. EQUITY 34354P105 2225 69,497 SH DEFINED 1 69,497
FLUOR CORP EQUITY 343412102 1660 40,695 SH DEFINED 1 40,695
FLUSHING FINANCIAL CORP EQUITY 343873105 55 3,284 SH DEFINED 1 3,284
FMC CORP. EQUITY 302491303 1659 39,565 SH DEFINED 1 39,565
FMC TECHNOLOGIES INC EQUITY 30249U101 1639 82,260 SH DEFINED 1 82,260
FMCNT CORPBOND 312925ET3 6999 7,000,000 PRN DEFINED 4 7,000,000
FNB CORP. EQUITY 302520101 380 12,985 SH DEFINED 1 12,985
FNMA CORPBOND 3136F1LX6 4938 5,000,000 PRN DEFINED 4 5,000,000
FNMA CORPBOND 31359MMA8 2961 3,000,000 PRN DEFINED 4 3,000,000
FNMA CORPBOND 31364FPJ4 2380 2,500,000 PRN DEFINED 4 2,500,000
FOAMEX INTERNATIONAL, INC. EQUITY 344123104 50 5,117 SH DEFINED 1 5,117
FOCAL COMMUNICATION CORP EQUITY 344155205 2 386 SH DEFINED 1 386
FOMENTO ECONOMICO MEX-SP ADR EQUITY 344419106 957 20,300 SH DEFINED 1 20,300
FOOT LOCKER INC EQUITY 344849104 23 1,408 SH DEFINED 1 1,408
FOOT LOCKER INC EQUITY 344849104 301 18,600 SH DEFINED 2 18,600
FOOT LOCKER INC COM EQUITY 344849104 58377 3,607,948 SH Sole 3 3395564 200384
FOOTSTAR, INC. EQUITY 344912100 189 6,201 SH DEFINED 1 6,201
FORD MOTOR CO. EQUITY 345370860 13737 833,050 SH DEFINED 1 833,050
FORD MOTOR CO. EQUITY 345370860 7726 468,751 SH DEFINED 2 468,751
FOREST CITY ENTERPRISES, INC. CLASS A EQUITY 345550107 317 8,352 SH DEFINED 1 8,352
FOREST LABORATORIES, INC. EQUITY 345838106 6638 81,245 SH DEFINED 1 81,245
FOREST LABS INC EQUITY 345838106 507 6,200 SH DEFINED 2 6,200
TITLE VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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FOREST OIL CORP EQUITY 346091705 1752 59,146 SH DEFINED 1 59,146
FORRESTER RESEARCH, INC. EQUITY 346563109 80 4,182 SH DEFINED 1 4,182
FORTUNE BRANDS, INC. EQUITY 349631101 3773 76,425 SH DEFINED 1 76,425
FORWARD AIR CORP EQUITY 349853101 152 4,789 SH DEFINED 1 4,789
FOSSIL, INC. EQUITY 349882100 106 4,004 SH DEFINED 1 4,004
FOUNDRY NETWORKS INC EQUITY 35063R100 9 1,274 SH DEFINED 1 1,274
FOURTHSTAGE TECHNOLOGIES INC EQUITY 35112T107 3 111,112 SH DEFINED 1 111,112
FOX ENTMT GROUP INC EQUITY 35138T107 780 28,285 SH DEFINED 2 28,285
FPL GROUP, INC. EQUITY 302571104 4957 83,234 SH DEFINED 1 83,234
FRANKLIN ELECTRIC CO., INC. EQUITY 353514102 132 2,600 SH DEFINED 1 2,600
FRANKLIN RES INC EQUITY 354613101 210 5,000 SH DEFINED 2 5,000
FRANKLIN RESOURCES, INC. EQUITY 354613101 5142 122,658 SH DEFINED 1 122,658
FREDDIE MAC EQUITY 313400301 25524 402,780 SH DEFINED 1 402,780
FRED'S INC. EQUITY 356108100 208 5,788 SH DEFINED 1 5,788
FREEMARKETS INC EQUITY 356602102 212 9,211 SH DEFINED 1 9,211
FREEPORT-MCMORAN COPPER & GOLD CLASS EQUITY 35671D857 1292 73,346 SH DEFINED 1 73,346
FREMONT GENERAL CORP. EQUITY 357288109 109 17,787 SH DEFINED 1 17,787
FRIEDMAN BILLINGS RAMSEY-A EQUITY 358433100 49 6,946 SH DEFINED 1 6,946
FRIEDMAN'S, INC., CLASS A EQUITY 358438109 46 4,316 SH DEFINED 1 4,316
FRONTIER AIRLINES, INC. EQUITY 359065109 163 8,874 SH DEFINED 1 8,874
FRONTIER FINANCIAL CORP. EQUITY 35907K105 142 5,343 SH DEFINED 1 5,343
FRONTIER OIL CORP. EQUITY 35914P105 171 7,957 SH DEFINED 1 7,957
FRONTLINE CAPITAL GROUP EQUITY 35921N101 9,447 SH DEFINED 1 9,447
FSI INTERNATIONAL, INC. EQUITY 302633102 91 8,126 SH DEFINED 1 8,126
FTD.COM INC (USD) EQUITY 30265F103 14 2,562 SH DEFINED 1 2,562
FTI CONSULTING INC EQUITY 302941109 141 4,542 SH DEFINED 1 4,542
FUELCELL ENERGY INC EQUITY 35952H106 162 10,256 SH DEFINED 1 10,256
FULTON FIN CORP EQUITY 360271100 20 814 SH DEFINED 1 814
FURNITURE BRANDS INTERNATIONAL EQUITY 360921100 3074 84,346 SH DEFINED 1 84,346
FURNITURE BRANDS INTL COM EQUITY 360921100 52773 1,447,815 SH Sole 3 1422815 25000
FUTURELINK CORP EQUITY 36114Q307 15 30,000 SH DEFINED 2 30,000
G & K SERVICES, INC. CLASS A EQUITY 361268105 240 6,430 SH DEFINED 1 6,430
GABELLI ASSET MANAGEMENT, INC. EQUITY 36239Y102 66 1,651 SH DEFINED 1 1,651
GABLES RESIDENTIAL TR SH BEN I EQUITY 362418105 2344 75,500 SH Sole 3 67055 8445
GABLES RESIDENTIAL TRUST EQUITY 362418105 235 7,567 SH DEFINED 1 7,567
GALEN HOLDINGS - ADR EQUITY 363240102 1347 39,385 SH DEFINED 1 39,385
GALLAGHER, ARTHUR J & CO EQUITY 363576109 18632 568,565 SH DEFINED 1 568,565
GANNETT CO., INC. EQUITY 364730101 13124 172,460 SH DEFINED 1 172,460
GAP INC EQUITY 364760108 1655 110,135 SH DEFINED 2 110,135
GAP, INC. EQUITY 364760108 5887 391,440 SH DEFINED 1 391,440
GARAN INC EQUITY 364802108 54 1,005 SH DEFINED 1 1,005
GARDNER DENVER, INC. EQUITY 365558105 112 4,551 SH DEFINED 1 4,551
GARTNER INC. EQUITY 366651206 1383 106,400 SH DEFINED 1 106,400
GARTNER INC. CLASS A EQUITY 366651107 317 24,582 SH DEFINED 1 24,582
GATEWAY, INC. EQUITY 367626108 939 148,560 SH DEFINED 1 148,560
GATX CORP. EQUITY 361448103 1959 61,607 SH DEFINED 1 61,607
GAYLORD ENTERTAINMENT CO. EQUITY 367905106 181 6,798 SH DEFINED 1 6,798
GBC BANCORP EQUITY 361475106 81 2,436 SH DEFINED 1 2,436
GCI, INC. EQUITY 369385109 105 12,102 SH DEFINED 1 12,102
GEMSTAR-TV GUIDE INTERNATIONAL EQUITY 36866W106 187 12,650 SH DEFINED 1 12,650
GENAISSANCE PHARMACEUTICALS EQUITY 36867W105 17 5,639 SH DEFINED 1 5,639
GenAmerica Capital I 8.525% CORPBOND 36867NAA3 2942 3,000,000 PRN DEFINED 4 3,000,000
GENCORP, INC. EQUITY 368682100 154 9,784 SH DEFINED 1 9,784
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VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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GENE LOGIC, INC. EQUITY 368689105 162 8,319 SH DEFINED 1 8,319
GENELABS TECHNOLOGIES, INC. EQUITY 368706107 22 12,688 SH DEFINED 1 12,688
GENENCOR INTERNATIONAL INC EQUITY 368709101 35 3,074 SH DEFINED 1 3,074
GENENTECH INC EQUITY 368710406 1072 22,160 SH DEFINED 2 22,160
GENENTECH, INC. EQUITY 368710406 1363 27,010 SH DEFINED 1 27,010
GENERAL CABLE CORP. EQUITY 369300108 146 10,222 SH DEFINED 1 10,222
GENERAL COMMUNICATION CL A EQUITY 369385109 17076 1,962,772 SH Sole 3 1926500 36272
General Dynamics EQUITY 369550108 3194 34,000 SH DEFINED 4 34,000
GENERAL DYNAMICS CORP COM EQUITY 369550108 3758 40,000 SH Sole 3 40000
GENERAL DYNAMICS CORP. EQUITY 369550108 8772 93,365 SH DEFINED 1 93,365
General Elec Co EQUITY 369604103 3183 85,000 SH DEFINED 4 85,000
GENERAL ELECTRIC EQUITY 369604103 2350 63,700 SH DEFINED 2 63,700
GENERAL ELECTRIC CO. EQUITY 369604103 251819 6,724,145 SH DEFINED 1 6,724,145
GENERAL GROWTH PPTYS EQUITY 370021107 30427 688,400 SH Sole 3 567727 120673
GENERAL GROWTH PROPE EQUITY 370021107 26 599 SH DEFINED 1 599
GENERAL MILLS, INC. EQUITY 370334104 46008 941,830 SH DEFINED 1 941,830
General Motors CORPBOND 370442AV7 7473 7,500,000 PRN DEFINED 4 7,500,000
GENERAL MOTORS CORP. EQUITY 370442105 15179 251,100 SH DEFINED 1 251,100
GENERAL MTRS CORP EQUITY 370442105 1281 42,400 SH DEFINED 2 42,400
GENESCO, INC. EQUITY 371532102 187 6,787 SH DEFINED 1 6,787
GENESIS HEALTH VENTURES EQUITY 37183F115 119 56,182 SH DEFINED 1 56
GENESIS HEALTH VENTURES INC EQUITY 37183F107 609 33,467 SH DEFINED 1 33,467
GENESIS MICROCHIP INC EQUITY 37184C103 56 2,164 SH DEFINED 1 2,164
GENESIS MICROCHIP INC DEL EQUITY 37184C103 140 5,000 SH DEFINED 2 5,000
GENOME THERAPEUTICS EQUITY 372430108 40 7,090 SH DEFINED 1 7,090
GENSTAR THERAPEUTICS CORP EQUITY 37248D105 4 3,650 SH DEFINED 1 3,650
GENTA INC EQUITY 37245M207 10158 605,746 SH Sole 3 588146 17600
GENTA INC EQUITY 37245M207 129 7,721 SH DEFINED 1 7,721
GENTEK, INC. EQUITY 37245X104 1,272 SH DEFINED 1 1,272
GENTEX CORP. EQUITY 371901109 2830 95,515 SH DEFINED 1 95,515
GENTIVA HEALTH SERVICES EQUITY 37247A102 157 6,343 SH DEFINED 1 6,343
GENUINE PARTS CO. EQUITY 372460105 2967 80,679 SH DEFINED 1 80,679
GENUITY INC EQUITY 37248E103 48 54,755 SH DEFINED 1 54,755
GENVEC INC EQUITY 37246C109 900 10,200 SH DEFINED 2 10,200
GENZYME CORP EQUITY 372917708 2 303 SH DEFINED 2 303
GENZYME TRANSGENICS CORP EQUITY 37246E105 21 6,372 SH DEFINED 1 6,372
GENZYME-MOLECULAR ONCOLOGY- EQUITY 372917104 4649 110,521 SH DEFINED 1 110,521
GENZYME-MOLECULAR ONCOLOGY-BIOSURGER EQUITY 372917708 78 11,465 SH DEFINED 1 11,465
GEORGIA GULF CORP EQUITY 373200203 687 25,600 SH DEFINED 2 25,600
GEORGIA GULF CORP. EQUITY 373200203 202 7,519 SH DEFINED 1 7,519
Georgia Pacific CORPBOND 373298BJ6 4245 5,000,000 PRN DEFINED 4 5,000,000
Georgia Pacific CORPBOND 373398BN7 815 1,000,000 PRN DEFINED 4 1,000,000
GEORGIA-PACIFIC CORP. EQUITY 373298108 3199 106,815 SH DEFINED 1 106,815
GERBER SCIENTIFIC, INC. EQUITY 373730100 42 5,775 SH DEFINED 1 5,775
GERDAU SA-SPON ADR EQUITY 373737105 464 37,400 SH DEFINED 1 37,400
GERMAN AMERICAN BANCORP EQUITY 373865104 49 2,939 SH DEFINED 1 2,939
GERON CORP EQUITY 374163103 51 6,724 SH DEFINED 1 6,724
GETTY IMAGES, INC. EQUITY 374276103 318 10,620 SH DEFINED 1 10,620
GETTY REALTY CORP. EQUITY 374297109 6044 321,479 SH DEFINED 1 321,479
GIBRALTAR STEEL CORP. EQUITY 37476F103 37 1,701 SH DEFINED 1 1,701
GILEAD SCIENCES, INC. EQUITY 375558103 9033 250,974 SH DEFINED 1 250,974
GILLETTE CO EQUITY 375766102 196 19,500 SH DEFINED 2 19,500
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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GILLETTE CO. EQUITY 375766102 16377 481,540 SH DEFINED 1 481,540
GLACIER BANCORP, INC. EQUITY 37637Q105 99 4,349 SH DEFINED 1 4,349
GLADSTONE CAP CORP EQUITY 376535100 1450 11,000 SH DEFINED 2 11,000
GLATFELTER, P.H. CO. EQUITY 377316104 1029 57,355 SH DEFINED 1 57,355
GLAXOSMITHKLINE PLC EQUITY 37733W105 145 3,075 SH DEFINED 2 3,075
GLENBOROUGH REALITY TRUST, INC EQUITY 37803P105 3355 156,027 SH DEFINED 1 156,027
GLIMCHER REALITY TRUST EQUITY 379302102 5416 291,963 SH DEFINED 1 291,963
Glimcher Realty Trust EQUITY 379302102 835 45,000 SH DEFINED 4 45,000
GLIMCHER RLTY TR SH BEN INT EQUITY 379302102 4754 256,300 SH Sole 3 227500 28800
GLOBAL IMAGING SYSTEMS, INC. EQUITY 37934A100 39 2,127 SH DEFINED 1 2,127
GLOBAL INDUSTRIES LT EQUITY 379336100 6 624 SH DEFINED 1 624
GLOBAL PAYMENTS INC. EQUITY 37940X102 401 10,937 SH DEFINED 1 10,937
GLOBAL POWER EQUIPME EQUITY 37941P108 1 87 SH DEFINED 1 87
GLOBAL SPORTS, INC. EQUITY 37937A107 73 4,266 SH DEFINED 1 4,266
GLOBALSANTAFE CORPORATION EQUITY G3930E101 5187 88,201 SH DEFINED 2 88,201
GLOBESPAN VIRATA INC EQUITY 37957V106 489 32,757 SH DEFINED 1 32,757
GOLD BANK CORP., INC. EQUITY 379907108 82 9,163 SH DEFINED 1 9,163
GOLDEN STAE BANCORP, INC. EQUITY 381197102 5703 192,070 SH DEFINED 1 192,070
GOLDEN TELECOM INC EQUITY 38122G107 80 5,177 SH DEFINED 1 5,177
GOLDEN WEST FINANCIAL CORP. EQUITY 381317106 4602 72,476 SH DEFINED 1 72,476
GOLDMAN SACHS GROUP INC EQUITY 38141G104 33558 371,830 SH DEFINED 1 371,830
GOODRICH CORP. EQUITY 382388106 1488 47,031 SH DEFINED 1 47,031
GOODYEAR TIRE & RUBBER CO. EQUITY 382550101 1920 75,104 SH DEFINED 1 75,104
GORMAN RUPP CO COM EQUITY 383082104 61 2,283 SH DEFINED 1 2,283
GRACE, W.R. & CO. EQUITY 38388F108 113 51,350 SH DEFINED 1 51,350
GRACO INC COM EQUITY 384109104 8407 205,800 SH Sole 3 202200 3600
GRACO, INC. EQUITY 384109104 395 9,678 SH DEFINED 1 9,678
GRANITE CONSTRUCTION, INC. EQUITY 387328107 1512 61,426 SH DEFINED 1 61,426
GRANT PRIDE INC EQUITY 38821G101 948 90,255 SH DEFINED 2 90,255
GRANT PRIDECO INC EQUITY 38821G101 1896 138,588 SH DEFINED 1 138,588
GRAY COMMUNICATIONS SYSTEMS EQUITY 389190109 46 2,868 SH DEFINED 1 2,868
GREAT AMERICAN FINANCIAL RES EQUITY 389915109 33 1,830 SH DEFINED 1 1,830
GREAT ATLANTIC & PACIFIC TEA EQUITY 390064103 167 6,002 SH DEFINED 1 6,002
GREAT LAKES CHEM CORP. EQUITY 390568103 740 26,252 SH DEFINED 1 26,252
GREAT LAKES REIT, INC. EQUITY 390752103 1525 90,036 SH DEFINED 1 90,036
GREAT PLAINS ENERGY INC EQUITY 391164100 8091 305,200 SH DEFINED 1 293,162
GREAT SOUTHERN BANCORP, INC. EQUITY 390905107 56 1,770 SH DEFINED 1 1,770
GREATER BAY BANCORP EQUITY 391648102 2674 78,380 SH DEFINED 1 78,380
GREEN MOUNTAIN COFFEE INC EQUITY 393122106 30 1,425 SH DEFINED 1 1,425
Greenpoint Cap Trust CORPBOND 39538PAC7 6848 7,405,000 PRN DEFINED 4 7,405,000
GREENPOINT FINANCIAL CORP. EQUITY 395384100 6884 157,540 SH DEFINED 1 157,540
GREIF BROTHERS CORP., CLASS A EQUITY 397624107 144 4,022 SH DEFINED 1 4,022
GREY GLOBAL GROUP INC EQUITY 39787M108 155 227 SH DEFINED 1 227
GREY WOLF, INC. EQUITY 397888108 176 44,430 SH DEFINED 1 44,430
GRIFFON CORP. EQUITY 398433102 139 8,291 SH DEFINED 1 8,291
GROUP 1 AUTOMOTIVE, INC. EQUITY 398905109 191 4,897 SH DEFINED 1 4,897
GRUPO AEROPORTUARIO SUR ADR EQUITY 40051E202 332 22,000 SH DEFINED 1 22,000
GRUPO IUSACELL-ADR V EQUITY 40050B100 482 133,992 SH DEFINED 1 133,992
Grupo Televisa S.A. GDR (ADR) EQUITY 40049J206 5303 109,310 SH DEFINED 1 109,310
GT GROUP TELECOM INC CL B EQUITY 362359408 13 35,000 SH DEFINED 1 35,000
GTECH HOLDINGS CORP. EQUITY 400518106 2164 44,395 SH DEFINED 1 44,395
TITLE VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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GUESS? INC EQUITY 401617105 19 2,489 SH DEFINED 1 2,489
GUIDANT CORP. EQUITY 401698105 11758 271,428 SH DEFINED 1 271,428
GUILFORD PHARMACEUTICALS INC EQUITY 401829106 54 7,631 SH DEFINED 1 7,631
GUITAR CENTER, INC. EQUITY 402040109 91 5,220 SH DEFINED 1 5,220
GULF ISLAND FABRICATION, INC. EQUITY 402307102 36 2,376 SH DEFINED 1 2,376
GULFMARK OFFSHORE, INC. EQUITY 402629109 51 1,411 SH DEFINED 1 1,411
GYMBOREE CORP EQUITY 403777105 1368 98,300 SH DEFINED 2 98,300
GYMBOREE CORP. EQUITY 403777105 131 8,901 SH DEFINED 1 8,901
H J HEINZ CO. EQUITY 423074103 6997 168,600 SH DEFINED 1 168,600
H POWER CORP EQUITY 40427A108 20 7,782 SH DEFINED 1 7,782
H.B. FULLER CO. EQUITY 359694106 1330 44,405 SH DEFINED 1 44,405
HAEMONETICS CORP. EQUITY 405024100 198 6,234 SH DEFINED 1 6,234
HAIN CELESTIAL GROUP INC EQUITY 405217100 160 7,210 SH DEFINED 1 7,210
HALLIBURTON CO. EQUITY 406216101 4243 248,560 SH DEFINED 1 248,560
Halliburton Company EQUITY 406216101 1536 90,000 SH DEFINED 4 90,000
HALLIBURTON COMPANY EQUITY 406216101 68 4,373 SH DEFINED 2 4,373
HANARO TELECOM INC-SPONS ADR EQUITY 409649209 19 3,500 SH DEFINED 1 3,500
HANCOCK FABRICS, INC. EQUITY 409900107 92 5,087 SH DEFINED 1 5,087
HANCOCK HOLDING CO. EQUITY 410120109 126 2,348 SH DEFINED 1 2,348
HANDLEMAN CO. EQUITY 410252100 79 7,722 SH DEFINED 1 7,722
HANDSPRING INC EQUITY 410293104 31 6,610 SH DEFINED 1 6,610
HANOVER COMPRESSOR COMPANY EQUITY 410768105 1450 80,575 SH DEFINED 1 80,575
HARBOR FLORIDA BANCSHARES EQUITY 411901101 129 6,730 SH DEFINED 1 6,730
HARLAND, JOHN H. CO. EQUITY 412693103 263 9,040 SH DEFINED 1 9,040
HARLEY-DAVIDSON FUNDING EQUITY 412822108 9428 171,010 SH DEFINED 1 171,010
HARLEYSVILLE GROUP, INC. EQUITY 412824104 242 9,152 SH DEFINED 1 9,152
HARLEYSVILLE NATIONAL CORP. EQUITY 412850109 132 5,689 SH DEFINED 1 5,689
HARMAN INT'L INDUSTRIES, INC. EQUITY 413086109 492 9,962 SH DEFINED 1 9,962
HARMONIC INC COM EQUITY 413160102 23024 1,984,800 SH Sole 3 1953600 31200
HARMONIC INC. EQUITY 413160102 201 17,316 SH DEFINED 1 17,316
HARRAH'S ENTERTAINMENT, INC. EQUITY 413619107 2298 51,913 SH DEFINED 1 51,913
HARRIS CORP. EQUITY 413875105 3009 83,798 SH DEFINED 1 83,798
HARSCO CORP. EQUITY 415864107 2452 62,637 SH DEFINED 1 62,637
HARTE-HANKS COMMUNICATIONS EQUITY 416196103 2519 79,612 SH DEFINED 1 79,612
HARTFORD FINANCIAL SVCS GROUP EQUITY 416515104 8551 125,530 SH DEFINED 1 125,530
HARVARD BIOSCIENCE INC EQUITY 416906105 19 2,148 SH DEFINED 1 2,148
HARVARD BIOSCIENCE INC COM EQUITY 416906105 4847 551,400 SH Sole 3 551400
HASBRO, INC. EQUITY 418056107 1257 79,436 SH DEFINED 1 79,436
HAVERTY FURNITURE COMPANIES EQUITY 419596101 85 4,966 SH DEFINED 1 4,966
HAWAIIAN ELECTRIC INDUSTRIES, EQUITY 419870100 2360 53,617 SH DEFINED 1 53,617
HCA Inc CORPBOND 197677AJ6 2209 2,500,000 PRN DEFINED 4 2,500,000
HCA INC. EQUITY 404119109 14362 361,632 SH DEFINED 1 361,632
HCC INSURANCE HOLDINGS, INC. EQUITY 404132102 2147 76,818 SH DEFINED 1 76,818
HDFC BANK LTD-ADR EQUITY 40415F101 818 53,300 SH DEFINED 1 53,300
HEADWATERS INC EQUITY 42210P102 116 7,583 SH DEFINED 1 7,583
HEALTH CARE PPTY INVS COM EQUITY 421915109 9992 246,400 SH Sole 3 199068 47332
HEALTH CARE PPTYS INVEST INC EQUITY 421915109 21 520 SH DEFINED 1 520
HEALTH CARE REIT, INC. EQUITY 42217K106 283 10,149 SH DEFINED 1 10,149
HEALTH MANAGEMENT ASSOC. EQUITY 421933102 2335 112,640 SH DEFINED 1 112,640
HEALTH NET INC. CLASS A EQUITY 42222G108 4289 156,300 SH DEFINED 1 156,300
HEALTHCARE REALTY TRUST, INC. EQUITY 421946104 392 12,905 SH DEFINED 1 12,905
HEALTHCARE RLTY TR COM EQUITY 421946104 9029 297,400 SH Sole 3 237801 59599
HEALTHEXTRAS INC EQUITY 422211102 60 21,906 SH DEFINED 1 21,906
TITLE CUSIP 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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HEALTHSOUTH CORP EQUITY 421924101 2601 181,268 SH DEFINED 1 181,268
HEARST-ARGYLE TELEVI EQUITY 422317107 4 166 SH DEFINED 1 166
HEARTLAND EXPRESS INC EQUITY 422347104 2636 68,530 SH DEFINED 2 68,530
HEARTLAND EXPRESS, INC. EQUITY 422347104 150 7,519 SH DEFINED 1 7,519
HEICO CORP. EQUITY 422806109 55 3,516 SH DEFINED 1 3,516
HEIDRICK & STRUGGLES INT'L EQUITY 422819102 117 5,610 SH DEFINED 1 5,610
HELIX TECHNOLOGY CORP. EQUITY 423319102 178 7,041 SH DEFINED 1 7,041
HELMERICH & PAYNE, INC. EQUITY 423452101 4592 114,542 SH DEFINED 1 114,542
HEMISPHERX BIOPHARMA INC. EQUITY 42366C103 23 5,680 SH DEFINED 1 5,680
HENRY JACK & ASSOC INC COM EQUITY 426281101 32251 1,454,066 SH Sole 3 1393760 57406
HENRY JACK & ASSOCIATES EQUITY 426281101 2512 113,259 SH DEFINED 1 113,259
HENRY SCHEIN INC EQUITY 806407102 2381 54,060 SH DEFINED 1 54,060
HERBALIFE INTERNATIONAL, INC., CLASS EQUITY 426908208 69 4,694 SH DEFINED 1 4,694
HERCULES, INC. EQUITY 427056106 681 51,149 SH DEFINED 1 51,149
HERMAN MILLER, INC. EQUITY 600544100 2291 96,325 SH DEFINED 1 96,325
HERSHEY FOODS CORP. EQUITY 427866108 4620 67,402 SH DEFINED 1 67,402
Hertz Corp CORPBOND 428040BJ7 3975 5,000,000 PRN DEFINED 4 5,000,000
Hewlett Packard CORPBOND 428236AE3 4880 5,000,000 PRN DEFINED 4 5,000,000
HEWLETT PACKARD CO. EQUITY 428236103 18199 1,014,410 SH DEFINED 1 1,014,410
HEXCEL CORP. EQUITY 428291108 30 7,441 SH DEFINED 1 7,441
HI/FN, INC. EQUITY 428358105 29 2,496 SH DEFINED 1 2,496
HIBBETT SPORTING GOODS, INC. EQUITY 428565105 41 1,730 SH DEFINED 1 1,730
HIBERNIA CORP EQUITY 428656102 1808 138,000 SH DEFINED 2 138,000
HIBERNIA CORP. CLASS A EQUITY 428656102 3850 201,568 SH DEFINED 1 201,568
HICKORY TECH CORP EQUITY 429060106 66 4,040 SH DEFINED 1 4,040
HIGHWOODS PPTYS INC COM EQUITY 431284108 4590 163,400 SH Sole 3 145000 18400
HIGHWOODS PROPERTIES, INC. EQUITY 431284108 462 16,458 SH DEFINED 1 16,458
HILB, ROGAL & HAMILTON CO. EQUITY 431294107 275 8,799 SH DEFINED 1 8,799
HILFIGER TOMMY CORP ORD EQUITY G8915Z102 29463 2,053,200 SH Sole 3 2016000 37200
HILLENBRAND INDUSTRIES, INC. EQUITY 431573104 4884 79,243 SH DEFINED 1 79,243
HILTON HOTELS CORP EQUITY 432848109 8366 685,092 SH DEFINED 1 685,092
HILTON HOTELS CORP COM EQUITY 432848109 12444 870,200 SH Sole 3 695854 174346
HISPANIC BROADCASTING EQUITY 43357b104 71389 2,451,545 SH Sole 3 2346545 99400
HISPANIC BROADCASTING CORP. CLASS A EQUITY 43357B104 4007 137,596 SH DEFINED 1 137,596
HNC SOFTWARE, INC. EQUITY 40425P107 185 10,993 SH DEFINED 1 10,993
HOLLINGER INTERNATIONAL, INC. EQUITY 435569108 5 375 SH DEFINED 1 375
HOLLY CORP. EQUITY 435758305 49 2,639 SH DEFINED 1 2,639
HOLLYWOOD CASINO CORP EQUITY 436132203 51 3,110 SH DEFINED 1 3,110
HOLLYWOOD ENTERTAINMENT CORP. EQUITY 436141105 226 13,424 SH DEFINED 1 13,424
HOLLYWOOD PARK, INC. EQUITY 723456109 46 5,689 SH DEFINED 1 5,689
HOME DEPOT, INC. EQUITY 437076102 9904 55,158 SH DEFINED 2 55,158
HOME DEPOT, INC. EQUITY 437076102 57061 1,173,850 SH DEFINED 1 1,173,850
HOME PPTYS N Y INC COM EQUITY 437306103 14176 411,500 SH Sole 3 345720 65780
HOME PROPERTIES OF NY, INC. EQUITY 437306103 193 5,605 SH DEFINED 1 5,605
HOMESTORE.COM EQUITY 437852106 3 1,138 SH DEFINED 1 1,138
HON INDUSTRIES INC. EQUITY 438092108 2110 74,278 SH DEFINED 1 74,278
HONEYWELL INTERNATIONAL INC. EQUITY 438516106 14270 372,870 SH DEFINED 1 372,870
HOOPER HOLMES, INC. EQUITY 439104100 185 17,675 SH DEFINED 1 17,675
HORACE MANN EDUCATORS CORP. EQUITY 440327104 1438 63,874 SH DEFINED 1 63,874
HORIZON OFFSHORE, INC. EQUITY 44043J105 54 4,561 SH DEFINED 1 4,561
HORMEL FOODS CORP. EQUITY 440452100 4790 175,136 SH DEFINED 1 175,136
TITLE VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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HOSPITALITY PPTYS TR COM SH BE EQUITY 44106M102 4717 137,400 SH Sole 3 122000 15400
HOSPITALITY PROPERTIES TRUST EQUITY 44106M102 3794 110,516 SH DEFINED 1 110,516
HOST MARRIOTT CORP COM EQUITY 44107p104 18066 1,511,800 SH Sole 3 1239850 271950
HOST MARRIOTT CORP NEW EQUITY 44107P104 285 63,900 SH DEFINED 2 63,900
HOT TOPIC INC EQUITY 441339108 177 8,467 SH DEFINED 1 8,467
HOT TOPIC INC COM EQUITY 441339108 28214 1,349,960 SH Sole 3 1322960 27000
HOTEL RESERVATIONS I EQUITY 441451101 7 113 SH DEFINED 1 113
HOUSEHOLD FINANCE CORP. EQUITY 441815107 14102 248,280 SH DEFINED 1 248,280
HOUSEHOLD INTL INC EQUITY 441815107 426 160,000 SH DEFINED 2 160,000
HOUSTON EXPLORATION COMPAN EQUITY 442120101 94 3,043 SH DEFINED 1 3,043
HOVNANIAN ENTER, INC. COM PAR
$0.01 EQUITY 442487203 111 4,166 SH DEFINED 1 4,166
HOVNANIAN ENTERPRISES CL A EQUITY 442487203 5568 209,400 SH Sole 3 209400
HRPT PROPERTIES TRUST EQUITY 40426W101 361 40,138 SH DEFINED 1 40,138
HS RESOURCES, INC. EQUITY 492386107 3183 50,652 SH DEFINED 1 50,652
HSBC America Cap Trust CORPBOND 40427QAA1 8139 8,000,000 PRN DEFINED 4 8,000,000
HUBBELL INC. CLASS B EQUITY 443510201 2440 74,177 SH DEFINED 1 74,177
HUDSON CITY BANCORP EQUITY 443683107 13 407 SH DEFINED 1 407
HUDSON RIVER BANKCORP. EQUITY 444128102 114 4,737 SH DEFINED 1 4,737
HUGHES SUPPLY, INC. EQUITY 444482103 286 7,337 SH DEFINED 1 7,337
HUMAN GENOME SCIENCES, INC. EQUITY 444903108 114 5,239 SH DEFINED 1 5,239
Humana Inc. EQUITY 444859102 541 40,000 SH DEFINED 4 40,000
HUMANA, INC. EQUITY 444859102 1053 77,863 SH DEFINED 1 77,863
HUNT J B TRANS SVCS INC EQUITY 445658107 8841 15,000 SH DEFINED 2 15,000
HUNTINGTON BANCSHARES, INC. EQUITY 446150104 2286 116,326 SH DEFINED 1 116,326
HUSDON UNITED BANCORP EQUITY 444165104 457 14,374 SH DEFINED 1 14,374
HUTCHINSON TECHNOLOGY, INC. EQUITY 448407106 170 7,861 SH DEFINED 1 7,861
HYDRIL COMPANY EQUITY 448774109 98 4,006 SH DEFINED 1 4,006
HYPERION SOLUTIONS CORP EQUITY 44914M104 275 10,196 SH DEFINED 1 10,196
HYSEQ INC EQUITY 449163302 22 4,064 SH DEFINED 1 4,064
I2 TECHNOLOGIES EQUITY 465754109 81 16,030 SH DEFINED 1 16,030
I2 TECHNOLOGIES INC EQUITY 465754109 3421 24,400 SH DEFINED 2 24,400
IBASIS INC EQUITY 450732102 9 10,310 SH DEFINED 1 10,310
IBERIABANK CORP EQUITY 450828108 57 1,650 SH DEFINED 1 1,650
IBM EQUITY 459200101 274 3,600 SH DEFINED 2 3,600
ICN PHARMACEUTICALS, INC. EQUITY 448924100 3287 103,516 SH DEFINED 1 103,516
Icon Plc - Sponsored ADR EQUITY 45103T107 1870 55,000 SH DEFINED 1 55,000
ICOS CORPORATION EQUITY 449295104 97 2,114 SH DEFINED 1 2,114
ICT GROUP INC EQUITY 44929Y101 20 810 SH DEFINED 1 810
ICU MEDICAL, INC. EQUITY 44930G107 100 2,741 SH DEFINED 1 2,741
IDACORP, INC. EQUITY 451107106 1922 47,469 SH DEFINED 1 47,469
IDEC PHARMACEUTICALS CORP EQUITY 449370105 89 137,500 SH DEFINED 2 137,500
IDEC PHARMACEUTICALS CORP. EQUITY 449370105 12777 198,709 SH DEFINED 1 198,709
IDENTIX INC EQUITY 451906101 92 10,320 SH DEFINED 1 10,320
IDEX CORP. EQUITY 45167R104 353 9,553 SH DEFINED 1 9,553
IDEXX LABORATORIES, INC. EQUITY 45168D104 281 10,456 SH DEFINED 1 10,456
IDT CORP. EQUITY 448947101 267 13,232 SH DEFINED 1 13,232
IDX SYSTEMS CORP. EQUITY 449491109 92 5,212 SH DEFINED 1 5,212
IGEN INTERNATIONAL, INC. EQUITY 449536101 150 3,958 SH DEFINED 1 3,958
IHOP CORP. EQUITY 449623107 192 5,686 SH DEFINED 1 5,686
II-VI INC EQUITY 902104108 49 3,234 SH DEFINED 1 3,234
IKON OFFICE SOLUTIONS INC. EQUITY 451713101 518 44,166 SH DEFINED 1 44,166
ILEX ONCOLOGY INC EQUITY 451923106 169 9,804 SH DEFINED 1 9,804
ILLINOIS TOOL WKS INC COM EQUITY 452308109 3364 46,500 SH Sole 3 46500
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VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR ----------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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Illinois Tool Works Inc EQUITY 452308109 2532 35,000 SH DEFINED 4 35,000
ILLINOIS TOOL WORKS, INC. EQUITY 452308109 9968 137,770 SH DEFINED 1 137,770
ILLUMINA INC EQUITY 452327109 55 5,772 SH DEFINED 1 5,772
IMAGEX.COM INC EQUITY 45244D102 633 791,393 SH DEFINED 1 791,393
IMAGISTICS INTL INC EQUITY 45247T104 3 217 SH DEFINED 1 217
I-MANY INC EQUITY 44973Q103 57 11,502 SH DEFINED 1 11,502
IMATION CORP. EQUITY 45245A107 1437 54,167 SH DEFINED 1 54,167
IMC GLOBAL INC EQUITY 449669100 475 7,500 SH DEFINED 2 7,500
IMC GLOBAL, INC. EQUITY 449669100 2629 178,225 SH DEFINED 1 178,225
IMCLONE SYSTEMS EQUITY 45245W109 71 2,893 SH DEFINED 1 2,893
IMMUNE RESPONSE CORP. DEL. EQUITY 45252T106 8 9,600 SH DEFINED 1 9,600
IMMUNEX CORP NEW EQUITY 452528102 563 15,000 SH DEFINED 2 15,000
IMMUNEX CORP. EQUITY 452528102 22877 756,030 SH DEFINED 1 756,030
IMMUNOGEN INC EQUITY 45253H101 137 12,350 SH DEFINED 1 12,350
IMMUNOMEDICS, INC. EQUITY 452907108 222 11,707 SH DEFINED 1 11,707
IMPATH INC. EQUITY 45255G101 206 5,008 SH DEFINED 1 5,008
IMPAX LABORATORIES INC EQUITY 45256B101 38 5,522 SH DEFINED 1 5,522
IMPCO TECHNOLOGIES INC EQUITY 45255W106 33 2,530 SH DEFINED 1 2,530
IMPSAT FIBER NETWORKS EQUITY 45321T103 4,836 SH DEFINED 1 4,836
IMS HEALTH, INC. EQUITY 449934108 4250 189,293 SH DEFINED 1 189,293
INAMED CORP EQUITY 453235103 150 4,566 SH DEFINED 1 4,566
INCO LIMITED EQUITY 453258402 1608 82,170 SH DEFINED 1 82,170
Incyte Genomics EQUITY 45337C102 238 20,000 SH DEFINED 4 20,000
INCYTE GENOMICS, INC. EQUITY 45337C102 1240 104,172 SH DEFINED 1 104,172
INDEPENDENCE COMMUNITY BANK EQUITY 453414104 2594 92,211 SH DEFINED 1 92,211
INDEPENDENT BANK CORP. EQUITY 453838104 206 7,548 SH DEFINED 1 7,548
INDEX I-SHARES RUSSELL 2000 EQUITY 464287655 480 4,800 SH DEFINED 1 4,800
INDUS INTERNATIONAL INC EQUITY 45578L100 50 9,645 SH DEFINED 1 9,645
INDYMAC BANCORP, INC. EQUITY 456607100 2338 94,645 SH DEFINED 1 94,645
INET TECHNOLOGY EQUITY 45662V105 29 3,053 SH DEFINED 1 3,053
INFOCUS CORPORATION EQUITY 45665B106 1115 61,247 SH DEFINED 1 61,247
INFOGRAMES INC. EQUITY 45665T107 28 4,557 SH DEFINED 1 4,557
INFONET SERVICES COR EQUITY 45666T106 1 452 SH DEFINED 1 452
INFORMATICA CORP EQUITY 45666Q102 7 974 SH DEFINED 1 974
INFORMATION HOLDINGS INC. EQUITY 456727106 175 6,081 SH DEFINED 1 6,081
INFORMATION RESOURCES, INC. EQUITY 456905108 78 8,526 SH DEFINED 1 8,526
INFOSPACE INC. EQUITY 45678T102 115 75,933 SH DEFINED 1 75,933
INFOUSA INC. CLASS B EQUITY 456818301 64 8,425 SH DEFINED 1 8,425
INGERSOLL-RAND CO CL A EQUITY G4776G101 4315 86,267 SH DEFINED 1 86,267
INGLES MARKETS, INC., CLASS A EQUITY 457030104 750 64,128 SH DEFINED 1 64,128
INGRAM MICRO INC. CLASS A EQUITY 457153104 13 766 SH DEFINED 1 766
INHALE THERAPEUTIC S EQUITY 457191104 7 663 SH DEFINED 1 663
Inhale Therapeutic System EQUITY 457191104 211 20,000 SH DEFINED 4 20,000
INKINE PHARMACEUTICAL CO INC EQUITY 457214104 20 10,747 SH DEFINED 1 10,747
INKTOMI CORP. EQUITY 457277101 135 38,995 SH DEFINED 1 38,995
INNKEEPERS USA TRUST EQUITY 4576J0104 82 7,183 SH DEFINED 1 7,183
INNOVATIVE SOLUTIONS & SUPPORT EQUITY 45769N105 25 2,524 SH DEFINED 1 2,524
INPUT/OUTPUT, INC. EQUITY 457652105 129 14,171 SH DEFINED 1 14,171
INRANGE TECHNOLOGIES CL B EQUITY 45769V206 1 109 SH DEFINED 1 109
INSIGHT COMMUNICATIO EQUITY 45768V108 8 378 SH DEFINED 1 378
INSIGHT ENTERPRISES, INC. EQUITY 45765U103 278 12,268 SH DEFINED 1 12,268
INSIGNIA FINANCIAL GROUP INC. EQUITY 45767A105 69 6,060 SH DEFINED 1 6,060
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VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR --------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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INSITUFORM TECHNOLOGIES, INC. CLASS A EQUITY 457667103 184 7,282 SH DEFINED 1 7,282
INSMED INC EQUITY 457669208 29 10,243 SH DEFINED 1 10,243
INSPIRE PHARMACEUTICALS INC EQUITY 457733103 10 5,046 SH DEFINED 1 5,046
INSTINET GROUP INCORPORATED EQUITY 457750107 3 397 SH DEFINED 1 397
INSURANCE AUTO AUCTIONS INC COM EQUITY 457875102 411 24,576 SH DEFINED 1 24,576
Insurance Services Office, Inc EQUITY 45806@109 279 11,172 SH DEFINED 4 11,172
INSWEB CORP EQUITY 45809K202 47 9,194 SH DEFINED 1 9,194
INTEGRA BANK CORP. EQUITY 45814P105 105 5,370 SH DEFINED 1 5,370
INTEGRA LIFESCIENCES CORP EQUITY 457985208 2846 20,000 SH DEFINED 2 20,000
INTEGRA LIFESCIENCES HOLDINGS EQUITY 457985208 104 3,692 SH DEFINED 1 3,692
INTEGRAL SYSTEMS INC/MD EQUITY 45810H107 57 2,817 SH DEFINED 1 2,817
INTEGRATED CIRCUIT SYSTEMS EQUITY 45811K208 176 8,643 SH DEFINED 1 8,643
INTEGRATED DEVICE TECHNOLOGY, EQUITY 458118106 4498 135,323 SH DEFINED 1 135,323
INTEGRATED ELECTRICAL SERVICES EQUITY 45811E103 47 9,349 SH DEFINED 1 9,349
INTEGRATED SILICON SOLUTION EQUITY 45812P107 107 8,293 SH DEFINED 1 8,293
Intel EQUITY 458140100 730 24,000 SH DEFINED 4 24,000
INTEL CORP. EQUITY 458140100 137487 4,521,120 SH DEFINED 1 4,521,120
INTEL CORP. EQUITY 458140100 2230 94,860 SH DEFINED 2 94,860
INTELIDATA TECHNOLOGIES CORP. EQUITY 45814T107 23 15,216 SH DEFINED 1 15,216
INTERACTIVE DATA CORP EQUITY 45840J107 196 11,187 SH DEFINED 1 11,187
INTERACTIVE INTELLIGENCE INC EQUITY 45839M103 9 1,714 SH DEFINED 1 1,714
INTERCEPT INC EQUITY 45845L107 156 4,314 SH DEFINED 1 4,314
INTERCEPT INC COM EQUITY 45845L107 28820 795,039 SH Sole 3 760061 34978
INTERDIGITAL COMMUNICATION EQUITY 45866A105 166 17,331 SH DEFINED 1 17,331
INTERFACE, INC. CLASS A EQUITY 458665106 89 13,985 SH DEFINED 1 13,985
INTERGRAPH CORP. EQUITY 458683109 272 15,473 SH DEFINED 1 15,473
INTERLAND INC EQUITY 458727104 43 16,854 SH DEFINED 1 16,854
INTERMAGNETICS GENERAL CORP. EQUITY 458771102 118 4,342 SH DEFINED 1 4,342
INTERMUNE INC. EQUITY 45884X103 266 8,831 SH DEFINED 1 8,831
INTERNAP NETWORK SERVICES EQUITY 45885A102 36 47,081 SH DEFINED 1 47,081
INTERNATIONAL BANCSHARES CORP. EQUITY 459044103 226 5,112 SH DEFINED 1 5,112
INTERNATIONAL BUSINESS MACHINES EQUITY 459200101 1719 26,000 SH DEFINED 2 26,000
INTERNATIONAL GAME TECHNOLOGY EQUITY 459902102 2608 41,844 SH DEFINED 1 41,844
INTERNATIONAL GAME TECHNOLOGY EQUITY 459902102 753 21,200 SH DEFINED 2 21,200
INTERNATIONAL MULTIFOODS CORP. EQUITY 460043102 114 4,810 SH DEFINED 1 4,810
INTERNATIONAL PAPER CO EQUITY 460146103 2474 17,500 SH DEFINED 2 17,500
INTERNATIONAL PAPER CO. EQUITY 460146103 9371 217,870 SH DEFINED 1 217,870
International Rectifier EQUITY 460254105 454 10,000 SH DEFINED 4 10,000
INTERNATIONAL RECTIFIER CORP. EQUITY 460254105 3662 80,640 SH DEFINED 1 80,640
INTERNATIONAL SPEEDWAY CORP. EQUITY 460335201 3067 67,101 SH DEFINED 1 67,101
INTERNET CAPITAL GROUP, INC. EQUITY 46059C106 38 59,707 SH DEFINED 1 59,707
INTERNET SECURITY SY EQUITY 46060X107 1386 60,672 SH DEFINED 1 60,672
INTERNEURON PHARMACEUTICALS EQUITY 460573108 99 11,293 SH DEFINED 1 11,293
INTERPOOL, INC. EQUITY 46062R108 76 4,058 SH DEFINED 1 4,058
INTERPUBLIC GROUP CORP EQUITY 460690100 6099 177,919 SH DEFINED 1 177,919
INTERSIL CORP -CL A EQUITY 46069S109 43 1,534 SH DEFINED 1 1,534
INTERSILL CORP EQUITY 46069S109 29673 1,046,678 SH Sole 3 958200 81878
INTERSTATE BAKERIES CORP. EQUITY 46072H108 1754 72,440 SH DEFINED 1 72,440
INTERTAN INC. EQUITY 461120107 90 7,972 SH DEFINED 1 7,972
INTER-TEL, INC. EQUITY 458372109 105 5,668 SH DEFINED 1 5,668
INTERTRUST TECHNOLOGIES CORP. EQUITY 46113Q109 30 23,669 SH DEFINED 1 23,669
TITLE VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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INTERVOICE-BRITE INC. EQUITY 461142101 60 9,359 SH DEFINED 1 9,359
INTERWOVEN INC EQUITY 46114T102 7 1,321 SH DEFINED 1 1,321
INTERWOVEN INC EQUITY 46114T102 634 23,200 SH DEFINED 2 23,200
INTL BUSINESS MACHINES CORP EQUITY 459200101 133123 1,280,025 SH DEFINED 1 1,280,025
INTL SPECIALTY PRODUCTS, INC. EQUITY 460337108 38 3,994 SH DEFINED 1 3,994
INT'L. FLAVORS & FRAGRANCES, EQUITY 459506101 1526 43,636 SH DEFINED 1 43,636
INTRADO INC EQUITY 46117A100 81 3,721 SH DEFINED 1 3,721
Intuit EQUITY 461202103 844 22,000 SH DEFINED 4 22,000
INTUIT EQUITY 461202103 123 64,500 SH DEFINED 2 64,500
INTUIT, INC. EQUITY 461202103 4936 128,682 SH DEFINED 1 128,682
INTUITIVE SURGICAL INC EQUITY 46120E107 90 9,598 SH DEFINED 1 9,598
INVACARE CORP. EQUITY 461203101 243 6,462 SH DEFINED 1 6,462
INVESTMENT TEC GRP NEW COM EQUITY 46145F105 43117 817,540 SH Sole 3 803090 14450
INVESTMENT TECHNOLOGY GROUP EQUITY 46145F105 3260 61,822 SH DEFINED 1 61,822
INVESTORS FINANCIAL SERVICES EQUITY 461915100 3101 40,774 SH DEFINED 1 40,774
INVESTORS REAL ESTATE TRUST EQUITY 461730103 69 6,850 SH DEFINED 1 6,850
Invitrogen Corp EQUITY 46185R100 515 15,000 SH DEFINED 4 15,000
INVITROGEN CORP EQUITY 46185R100 72 2,097 SH DEFINED 1 2,097
IOMEGA CORP EQUITY 462030305 144 16,228 SH DEFINED 1 16,228
IONICS, INC. EQUITY 462218108 174 5,439 SH DEFINED 1 5,439
IPC Holdings EQUITY G4933P101 381434 11,722,000 SH DEFINED 1 11,722,000
IRON MOUNTAIN INC. EQUITY 462846106 23 727 SH DEFINED 1 727
IRON MTN INC DEL COM EQUITY 462846106 94409 2,976,309 SH Sole 3 2825879 142930
IRT PROPERTY CO. EQUITY 450058102 110 9,496 SH DEFINED 1 9,496
IRWIN FINANCIAL CORP. EQUITY 464119106 54 2,861 SH DEFINED 1 2,861
IRWIN FINL CORP COM EQUITY 464119106 9355 500,000 SH Sole 3 500000
ISHARES RUSSELL MIDCAP GRWTH EQUITY 464287481 409 5,800 SH DEFINED 1 5,800
ISHARES RUSSELL MIDCAP VALUE EQUITY 464287473 778 9,325 SH DEFINED 1 9,325
ISHARES S&P 500/BARRA GROWTH EQUITY 464287309 336 5,700 SH DEFINED 1 5,700
ISHARES S&P 500/BARRA VALUE EQUITY 464287408 839 15,000 SH DEFINED 1 15,000
ISIS PHARMACEUTICALS, INC. EQUITY 464330109 207 12,875 SH DEFINED 1 12,875
ISLE OF CAPRI CASINOS EQUITY 464592104 111 5,999 SH DEFINED 1 5,999
ISTAR FINANCIAL INC EQUITY 45031U101 25 855 SH DEFINED 1 855
I-STAT CORP. EQUITY 450312103 41 5,576 SH DEFINED 1 5,576
ITC/\DELTACOM, INC. EQUITY 45031T104 4 11,123 SH DEFINED 1 11,123
ITRON, INC. EQUITY 465741106 133 4,473 SH DEFINED 1 4,473
ITT EDUCATIONAL SERVICES, INC. EQUITY 45068B109 332 7,367 SH DEFINED 1 7,367
ITT INDUSTRIAL INC EQUITY 450911102 2567 40,718 SH DEFINED 1 40,718
ITXC CORP EQUITY 45069F109 45 7,393 SH DEFINED 1 7,393
IVAX CORP. EQUITY 465823102 4678 291,462 SH DEFINED 1 291,462
IVEX PACKAGING CORP. EQUITY 465855104 114 4,965 SH DEFINED 1 4,965
IXIA EQUITY 45071R109 113 13,262 SH DEFINED 1 13,262
IXYS CORP. EQUITY 46600W106 36 3,108 SH DEFINED 1 3,108
J & J SNACK FOODS CORP EQUITY 466032109 69 1,835 SH DEFINED 1 1,835
J JILL GROUP INC EQUITY 466189107 95 3,326 SH DEFINED 1 3,326
J P MORGAN CHASE + CO EQUITY 46625H100 934 28,500 SH DEFINED 2 28,500
J.B. HUNT TRANSPORT SERVICES EQUITY 445658107 1422 50,030 SH DEFINED 1 50,030
J.C. PENNEY CO., INC. EQUITY 708160106 2536 122,471 SH DEFINED 1 122,471
J.D. EDWARDS & CO. EQUITY 281667105 564 31,248 SH DEFINED 1 31,248
J.P. MORGAN CHASE & CO. EQUITY 46625H100 143 4,060 SH DEFINED 2 4,060
J.P. MORGAN CHASE AND CO. EQUITY 46625H100 36700 1,029,450 SH DEFINED 1 1,029,450
JABIL CIRCUT, INC. EQUITY 466313103 2149 91,344 SH DEFINED 1 91,344
JACK IN THE BOX INC. EQUITY 466367109 343 11,553 SH DEFINED 1 11,553
TITLE CUSIP 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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JACOBS ENGINEERING GROUP, INC. EQUITY 469814107 2426 34,032 SH DEFINED 1 34,032
JAKKS PACIFIC, INC. EQUITY 47012E106 131 5,751 SH DEFINED 1 5,751
JDA SOFTWARE GROUP, INC. EQUITY 46612K108 215 6,732 SH DEFINED 1 6,732
JDN REALITY CORP. EQUITY 465917102 1319 103,225 SH DEFINED 1 103,225
JDS UNIPHASE CORP EQUITY 46612J101 3839 651,780 SH DEFINED 1 651,780
JEFFERIES GROUP, INC. EQUITY 472319102 349 7,240 SH DEFINED 1 7,240
Jefferson Pilot CORPBOND 475068AA0 8211 8,000,000 PRN DEFINED 4 8,000,000
Jefferson Pilot CORPBOND 475529AA1 2522 2,500,000 PRN DEFINED 4 2,500,000
JEFFERSON-PILOT CORP. EQUITY 475070108 3483 69,546 SH DEFINED 1 69,546
JLG INDUSTRIES, INC. EQUITY 466210101 194 13,121 SH DEFINED 1 13,121
JNI CORP EQUITY 46622G105 49 6,876 SH DEFINED 1 6,876
JOHN HANCOCK FINANCIAL SERVICE EQUITY 41014S106 8526 223,260 SH DEFINED 1 223,260
JOHN NUVEEN CO-CL A EQUITY 478035108 6 112 SH DEFINED 1 112
JOHN WILEY & SONS, INC. CLASS A EQUITY 968223206 369 14,070 SH DEFINED 1 14,070
JOHNSON & JOHNSON EQUITY 478160104 97459 1,500,521 SH DEFINED 1 1,500,521
JOHNSON & JOHNSON EQUITY 478160104 1885 54,872 SH DEFINED 2 54,872
Johnson and Johnson EQUITY 478160104 5196 80,000 SH DEFINED 4 80,000
JOHNSON CONTROLS, INC. EQUITY 478366107 6303 71,373 SH DEFINED 1 71,373
JONES APPAREL GROUP, INC. EQUITY 480074103 34091 975,408 SH DEFINED 1 975,408
JONES LANG LASALLE, INC. EQUITY 48020Q107 208 9,371 SH DEFINED 1 9,371
JOURNAL REGISTER CO. EQUITY 481138105 174 8,215 SH DEFINED 1 8,215
JP REALITY, INC. EQUITY 46624A106 93 3,460 SH DEFINED 1 3,460
JUNIPER NETWORKS, INC. EQUITY 48203R104 163 12,880 SH DEFINED 1 12,880
K V PHARMACEUTICAL CO CL B EQUITY 482740107 237 7,250 SH DEFINED 1 7,250
K.FORCE INC. EQUITY 493732101 39 7,478 SH DEFINED 1 7,478
K2, INC. EQUITY 482732104 36 5,586 SH DEFINED 1 5,586
KADANT INC EQUITY 48282T104 54 3,807 SH DEFINED 1 3,807
Kafus Environmental Industries EQUITY 482910106 75,000 SH DEFINED 4 75,000
KAISER ALUMINUM CORP. EQUITY 483007100 3 9,348 SH DEFINED 1 9,348
KAMAN CORP., CLASS A EQUITY 483548103 118 6,960 SH DEFINED 1 6,960
KANA SOFTWARE INC. EQUITY 483600300 88 4,912 SH DEFINED 1 4,912
KANSAS CITY LIFE INSURANCE CO. EQUITY 484836101 74 1,916 SH DEFINED 1 1,916
KANSAS CITY SOUTHERN IND. EQUITY 485170302 292 18,348 SH DEFINED 1 18,348
KAYDON CORP. EQUITY 486587108 1248 46,229 SH DEFINED 1 46,229
KB HOME EQUITY 48666K109 1547 35,642 SH DEFINED 1 35,642
KCS ENERGY, INC. EQUITY 482434206 28 9,103 SH DEFINED 1 9,103
KEANE, INC. EQUITY 486665102 1902 111,560 SH DEFINED 1 111,560
KEITHLEY INSTRUMENTS, INC. EQUITY 487584104 40 1,831 SH DEFINED 1 1,831
KELLOGG CO. EQUITY 487836108 6263 186,556 SH DEFINED 1 186,556
KELLWOOD CO. EQUITY 488044108 172 7,084 SH DEFINED 1 7,084
KELLY SERVICES, INC., CLASS A EQUITY 488152208 1413 50,067 SH DEFINED 1 50,067
KEMET CORP. EQUITY 488360108 2902 149,795 SH DEFINED 1 149,795
KENDLE INTERNATIONAL, INC. EQUITY 48880L107 57 3,041 SH DEFINED 1 3,041
KENNAMETAL INC COM EQUITY 489170100 33657 832,483 SH Sole 3 817183 15300
KENNAMETAL, INC. EQUITY 489170100 1970 48,714 SH DEFINED 1 48,714
KERR-MCGEE EQUITY 492386107 64 1,000 SH DEFINED 2 1,000
KERYX BIOPHARMACEUTICALS EQUITY 492515101 21 3,898 SH DEFINED 1 3,898
KEY BANK NA EQUITY 493267108 5211 195,545 SH DEFINED 1 195,545
KEY ENERGY SERVICES INC EQUITY 492914106 317 29,563 SH DEFINED 1 29,563
KEY PRODUCTION COMPANY, INC. EQUITY 493138101 82 4,353 SH DEFINED 1 4,353
KEY3MEDIA GROUP, INC. EQUITY 49326R104 44 9,518 SH DEFINED 1 9,518
KeyCorp Institutional CORPBOND 493265AC6 5785 6,000,000 PRN DEFINED 4 6,000,000
TITLE VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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KEYNOTE SYSTEMS INC EQUITY 493308100 71 7,353 SH DEFINED 1 7,353
KEYSPAN CORPORATION EQUITY 49337W100 2334 64,144 SH DEFINED 1 64,144
KEYSTONE PROPERTY TRUST EQUITY 493596100 35 2,502 SH DEFINED 1 2,502
KILROY REALTY CORP. EQUITY 49427F108 217 7,677 SH DEFINED 1 7,677
KIMBALL INTERNATIONAL, INC.
CLASS B EQUITY 494274103 171 10,462 SH DEFINED 1 10,462
KIMBERLY-CLARK CORP. EQUITY 494368103 30124 465,950 SH DEFINED 1 465,950
KIMCO REALTY EQUITY 49446R109 79 2,402 SH DEFINED 1 2,402
KIMCO REALTY CORP COM EQUITY 49446R109 29497 902,050 SH Sole 3 733923 168127
Kinder Morgan Energy Partners EQUITY 494550106 2145 65,000 SH DEFINED 4 65,000
KINDER MORGAN INC. EQUITY 49455P101 2760 56,991 SH DEFINED 1 56,991
KING PHARMACEUTICALS COM EQUITY 495582108 65092 1,859,243 SH Sole 3 1768121 86822
KING PHARMACEUTICALS, INC. EQUITY 495582108 4424 126,368 SH DEFINED 1 126,368
KING PHARMACEUTIVALS INC EQUITY 495582108 42 1,460 SH DEFINED 2 1,460
KIRBY CORP. EQUITY 497266106 173 5,785 SH DEFINED 1 5,785
KLA-TENCOR CORP. EQUITY 482480100 6206 93,324 SH DEFINED 1 93,324
KMART CORP. EQUITY 482584109 8 4,914 SH DEFINED 1 4,914
KNIGHT TRADING GROUP EQUITY 499063105 8 1,139 SH DEFINED 1 1,139
KNIGHT TRANSPORTATION, INC. EQUITY 499064103 111 5,266 SH DEFINED 1 5,266
KNIGHTBRIDGE TANKERS LTD EQUITY G5299G106 22317 1,228,920 SH DEFINED 1 1,228,920
KNIGHT-RIDDER, INC. EQUITY 499040103 2685 39,085 SH DEFINED 1 39,085
KOGER EQUITY, INC. EQUITY 500228101 1616 90,411 SH DEFINED 1 90,411
KOHLS CORP EQUITY 500255104 510 24,500 SH DEFINED 2 24,500
KOHLS CORP. EQUITY 500255104 30586 429,880 SH DEFINED 1 429,880
KOOKMIN BANK SPONS ADR EQUITY 50049M109 1295 30,748 SH DEFINED 1 30,748
KOPIN CORP. EQUITY 500600101 186 20,370 SH DEFINED 1 20,370
Korea Electric Power Corp.
Kepco Sp A EQUITY 5006311063 974 59,500 SH DEFINED 1 59,500
KOREA FUND INC EQUITY 500634100 357 20,200 SH DEFINED 1 20,200
KORN/FERRY INTERNATIONAL EQUITY 500643200 590 59,260 SH DEFINED 1 59,260
KOS PHARMACEUTICALS, INC. EQUITY 500648100 42 1,509 SH DEFINED 1 1,509
KOSAN BIOSCIENCES INC EQUITY 50064W107 33 4,267 SH DEFINED 1 4,267
KPMG CONSULTING INC EQUITY 48265R109 29 1,459 SH DEFINED 1 1,459
Kraft Foods Inc CORPBOND 50075NAA2 3060 3,170,000 PRN DEFINED 4 3,170,000
KRAMONT REALTY TRUST EQUITY 50075Q107 80 5,872 SH DEFINED 1 5,872
KRISPY KREME DOUGHNU EQUITY 501014104 25 617 SH DEFINED 1 617
KROGER CO. EQUITY 501044101 8045 363,050 SH DEFINED 1 363,050
KROLL INC. EQUITY 501049100 24046 1,444,212 SH DEFINED 1 1,444,212
KROLL INC. EQUITY 501049100 78 4,680 SH DEFINED 1 4,680
KRONOS, INC. EQUITY 501052104 287 6,112 SH DEFINED 1 6,112
K-SWISS, INC. EQUITY 482686102 82 1,949 SH DEFINED 1 1,949
KULICKE & SOFFA INDUSTRIES EQUITY 501242101 318 15,264 SH DEFINED 1 15,264
L 3 COMMUNICATIONS HLDG CORP EQUITY 502424104 440 16,300 SH DEFINED 2 16,300
L-3 COMMUNICATIONS HOLDINGS, EQUITY 502424104 5559 49,634 SH DEFINED 1 49,634
LA JOLLA PHARMACEUTICAL CO EQUITY 503459109 73 9,919 SH DEFINED 1 9,919
LA QUINTA PROPERTIES-PAIRED EQUITY 50419U202 289 40,399 SH DEFINED 1 40,399
LA Z BOY INC COM EQUITY 505336107 14576 531,000 SH Sole 3 521200 9800
Lab Corp of America Holdings EQUITY 50540R409 1150 12,000 SH DEFINED 4 12,000
LABOR READY, INC. EQUITY 505401208 98 12,616 SH DEFINED 1 12,616
LABORATORY CORP OF AMERICA EQUITY 50540R409 18859 196,732 SH Sole 3 166500 28532
LABORATORY CRP OF AM EQUITY 50540R409 68 712 SH DEFINED 1 712
LABRANCHE & CO. INC. EQUITY 505447102 2312 74,447 SH DEFINED 1 74,447
LACLEDE GAS CO. EQUITY 505597104 137 5,879 SH DEFINED 1 5,879
LADISH CO., INC. EQUITY 505754200 32 2,849 SH DEFINED 1 2,849
LAFARGE NORTH AMERIC EQUITY 505862102 13 306 SH DEFINED 1 306
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
------------------------------------------------------------------------------------------------------------------------------------
LAKELAND BANCORP INC EQUITY 511637100 64 3,599 SH DEFINED 1 3,599
LAM RESEARCH CORP. EQUITY 512807108 4694 160,079 SH DEFINED 1 160,079
LAM RESH CORP EQUITY 512807108 1745 15,000 SH DEFINED 2 15,000
LAMAR ADVERTISING CO EQUITY 512815101 24 581 SH DEFINED 1 581
LAMAR ADVERTISING CO CL A EQUITY 512815101 1129 27,800 SH Sole 3 27800
LAMAR CORP CV EQUITY 512815af8 9916 9,255,000 PRN Sole 3 8424000 679000
LAN CHILE SA SPON ADR EQUITY 501723100 120 18,500 SH DEFINED 1 18,500
LANCASTER COLONY CORP. EQUITY 513847103 2038 55,011 SH DEFINED 1 55,011
LANCE, INC. EQUITY 514606102 106 7,390 SH DEFINED 1 7,390
LANDAMERICA FINANCIAL GROUP EQUITY 514936103 200 5,784 SH DEFINED 1 5,784
LANDAUER, INC. EQUITY 51476K103 94 2,489 SH DEFINED 1 2,489
LANDRY'S RESTAURANTS INC. EQUITY 51508L103 111 4,845 SH DEFINED 1 4,845
LAND'S END, INC. EQUITY 515086106 1837 40,938 SH DEFINED 1 40,938
LANDSTAR SYSTEM, INC. EQUITY 515098101 233 2,515 SH DEFINED 1 2,515
LANTRONIX INC EQUITY 516548104 16 6,114 SH DEFINED 1 6,114
LARGE SCALE BIOLOGY CORP EQUITY 517053104 13 3,993 SH DEFINED 1 3,993
LASALLE HOTEL PPTYS COM SH BEN EQUITY 517942108 5929 366,000 SH Sole 3 301837 64163
LASALLE HOTEL PROPERTIES EQUITY 517942108 62 3,825 SH DEFINED 1 3,825
LATTICE SEMICONDUCTOR CORP. EQUITY 518415104 2434 138,836 SH DEFINED 1 138,836
LAWSON PRODUCTS, INC. EQUITY 520776105 44 1,518 SH DEFINED 1 1,518
LA-Z-BOY CHAIR CO. EQUITY 505336107 413 15,037 SH DEFINED 1 15,037
LEAP WIRELESS INTL, INC. EQUITY 521863100 82 9,745 SH DEFINED 1 9,745
LEAR CORP EQUITY 521865105 3870 81,294 SH DEFINED 1 81,294
LEARNING TREE INTERNATIONAL EQUITY 522015106 87 3,597 SH DEFINED 1 3,597
LECROY CORP EQUITY 52324W109 45 2,575 SH DEFINED 1 2,575
LEE ENTERPRISES, INC. EQUITY 523768109 2555 69,237 SH DEFINED 1 69,237
LEGATO SYSTEMS, INC. EQUITY 524651106 1265 140,346 SH DEFINED 1 140,346
LEGG MASON, INC. EQUITY 524901105 4492 84,631 SH DEFINED 1 84,631
LEGGETT & PLATT, INC. EQUITY 524660107 2252 90,797 SH DEFINED 1 90,797
LEHMAN BROTHERS HLDGS INC EQUITY 524908100 1146 27,000 SH DEFINED 2 27,000
LEHMAN BROTHERS HOLDINGS, INC. EQUITY 524908100 8038 124,350 SH DEFINED 1 124,350
LENNAR CORP COM EQUITY 526057104 36190 685,938 SH Sole 3 659351 26587
LENNAR CORP. EQUITY 526057104 5374 101,864 SH DEFINED 1 101,864
LENNOX INTERNATIONAL INC EQUITY 526107107 178 13,450 SH DEFINED 1 13,450
LEUCADIA NATIONAL CORP. EQUITY 527288104 2501 69,952 SH DEFINED 1 69,952
LEVEL 3 COMMUNICATIONS, INC. EQUITY 52729N100 13 3,768 SH DEFINED 1 3,768
LEXAR MEDIA INC EQUITY 52886P104 2634 975,389 SH DEFINED 1 975,389
LEXENT INC EQUITY 52886Q102 19 5,985 SH DEFINED 1 5,985
LEXICON GENETICS INC. EQUITY 528872104 100 10,574 SH DEFINED 1 10,574
LEXINGTON CORP. PROPERTRIES EQUITY 529043101 99 6,211 SH DEFINED 1 6,211
LEXMARK INTERNATIONAL GROUP EQUITY 529771107 4203 73,504 SH DEFINED 1 73,504
LIBBEY, INC. EQUITY 529898108 184 4,768 SH DEFINED 1 4,768
LIBERATE TECHNOLOGIES, INC. EQUITY 530129105 196 32,912 SH DEFINED 1 32,912
LIBERTY CORP. EQUITY 530370105 209 5,248 SH DEFINED 1 5,248
LIBERTY LIVEWIRE CORP EQUITY 530709104 10 1,770 SH DEFINED 1 1,770
LIBERTY MEDIA CORP NEW EQUITY 530718105 369 110,745 SH DEFINED 2 110,745
LIBERTY MEDIA CORP-A EQUITY 530718105 21 1,661 SH DEFINED 1 1,661
LIBERTY PROPERTY TRUST EQUITY 531172104 23 724 SH DEFINED 1 724
LIFEPOINT HOSPITALS HLDG EQUITY 53219L109 2278 61,623 SH DEFINED 1 61,623
LIGAND PHARMACEUTICALS, INC., CLASS B EQUITY 53220K207 247 12,503 SH DEFINED 1 12,503
LIGHTBRIDGE INC EQUITY 532226107 91 7,805 SH DEFINED 1 7,805
LIGHTPATH TECHNOLOGIES INC EQUITY 532257102 9 6,032 SH DEFINED 1 6,032
TITLE VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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LILLY (ELI) EQUITY 532457108 143 1,875 SH DEFINED 2 1,875
LIMITED INC EQUITY 532716107 153 8,000 SH DEFINED 2 8,000
LIMITED, INC. EQUITY 532716107 4430 247,476 SH DEFINED 1 247,476
LINCARE HOLDINGS, INC. EQUITY 532791100 3710 136,784 SH DEFINED 1 136,784
LINCOLN ELECTRIC HOLDINGS, INC EQUITY 533900106 280 9,800 SH DEFINED 1 9,800
LINCOLN NATIONAL CORP. EQUITY 534187109 6172 121,673 SH DEFINED 1 121,673
LINCOLN NATL CORP IND EQUITY 530718105 115 11,320 SH DEFINED 2 11,320
LINDSAY MANUFACTURING CO. EQUITY 535555106 75 3,091 SH DEFINED 1 3,091
LINEAR TECHNOLOGY CORP. EQUITY 535678106 6843 154,750 SH DEFINED 1 154,750
LINENS N THINGS INC EQUITY 535679104 9184 5,000 SH DEFINED 2 5,000
LINENS 'N THINGS, INC. EQUITY 535679104 342 11,199 SH DEFINED 1 11,199
LIQUI-BOX CORP. EQUITY 536314107 52 785 SH DEFINED 1 785
LITHIA MOTORS, INC. EQUITY 536797103 49 1,985 SH DEFINED 1 1,985
LITTELFUSE, INC. EQUITY 537008104 141 5,706 SH DEFINED 1 5,706
LIZ CLAIBORNE, INC. EQUITY 539320101 1380 48,657 SH DEFINED 1 48,657
LNR PROPERTY CORP. EQUITY 501940100 243 6,926 SH DEFINED 1 6,926
LOCAL FINANCIAL CORP. EQUITY 539553107 93 5,896 SH DEFINED 1 5,896
LOCKHEED MARTIN CORP EQUITY 539830109 703 159,500 SH DEFINED 2 159,500
LOCKHEED MARTIN CORP. EQUITY 539830109 11559 200,740 SH DEFINED 1 200,740
LODGENET ENTERTAINMENT CORP. EQUITY 540211109 49 2,878 SH DEFINED 1 2,878
LOEWS CORP. EQUITY 540424108 5271 89,973 SH DEFINED 1 89,973
LO-JACK CORPORATION EQUITY 539451104 1267 240,000 SH DEFINED 1 240,000
LONE STAR STEAKHOUSE & SALOON EQUITY 542307103 117 5,577 SH DEFINED 1 5,577
LONE STAR TECHNOLOGIES, INC. EQUITY 542312103 179 7,845 SH DEFINED 1 7,845
LONGS DRUG STORES CORP. EQUITY 543162101 1593 57,176 SH DEFINED 1 57,176
LONGVIEW FIBRE CO. EQUITY 543213102 825 80,101 SH DEFINED 1 80,101
LOUDCLOUD INC EQUITY 545735102 18 7,690 SH DEFINED 1 7,690
LOUISIANA PACIFIC CORP. EQUITY 546347105 928 86,411 SH DEFINED 1 86,411
LOWE'S COMPANIES, INC. EQUITY 548661107 28118 646,530 SH DEFINED 1 646,530
LOWES COS INC COM EQUITY 548661107 3044 70,000 SH Sole 3 70000
LSI INDUSTRIES, INC. EQUITY 50216C108 87 4,409 SH DEFINED 1 4,409
LSI LOGIC CORP EQUITY 502161102 1826 30,000 SH DEFINED 2 30,000
LSI LOGIC CORP. EQUITY 502161102 3219 189,376 SH DEFINED 1 189,376
LTX CORP. EQUITY 502392103 2069 76,108 SH DEFINED 1 76,108
LUBRIZOL CORP COM EQUITY 549271104 57840 1,662,534 SH Sole 3 1632334 30200
LUBRIZOL CORP. EQUITY 549271104 2255 64,804 SH DEFINED 1 64,804
LUBY'S, INC. EQUITY 549282101 47 6,984 SH DEFINED 1 6,984
LUCENT TECHNOLOGIES EQUITY 549463107 8 1,600 SH DEFINED 2 1,600
LUCENT TECHNOLOGIES INC EQUITY 549463107 12647 2,673,772 SH DEFINED 1 2,673,772
LUFKIN INDS INC COM EQUITY 549764108 47 1,745 SH DEFINED 1 1,745
Lumbermens Mutual CORPBOND 550060AC1 5542 6,875,000 PRN DEFINED 4 6,875,000
LUMINEX CORP EQUITY 55027E102 63 5,028 SH DEFINED 1 5,028
LYDALL, INC. EQUITY 550819106 66 4,652 SH DEFINED 1 4,652
LYNCH INTERACTIVE CORP EQUITY 551146103 29 663 SH DEFINED 1 663
LYONDELL CHEMICAL CO. EQUITY 552078107 5929 356,948 SH DEFINED 1 356,948
M&T BANK CORP. EQUITY 55261F104 9452 117,606 SH DEFINED 1 117,606
M.D.C. HOLDINGS, INC. EQUITY 552676108 245 5,675 SH DEFINED 1 5,675
M/I SCHOTTENSTEIN HOMES INC EQUITY 55305B101 101 1,789 SH DEFINED 1 1,789
MACDERMID, INC. EQUITY 554273102 143 6,615 SH DEFINED 1 6,615
MACERICH CO COM EQUITY 554382101 301 10,000 SH Sole 3 10000
MACERICH CO. EQUITY 554382101 294 9,743 SH DEFINED 1 9,743
MACK-CALI REALTY CORP EQUITY 554489104 3011 86,823 SH DEFINED 1 86,823
MACROCHEM CORP. EQUITY 555903103 23 7,145 SH DEFINED 1 7,145
TITLE VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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MACROMEDIA, INC. EQUITY 556100105 1881 92,134 SH DEFINED 1 92,134
MACROVISION CORP EQUITY 555904101 1714 64,311 SH DEFINED 1 64,311
MADISON GAS & ELECTRIC CO. EQUITY 557497104 142 5,003 SH DEFINED 1 5,003
MAF BANCORP, INC. EQUITY 55261R108 202 5,727 SH DEFINED 1 5,727
MAGELLAN HEALTH SERVICES, INC. EQUITY 559079108 42 7,434 SH DEFINED 1 7,434
MAGNA ENTERTAINMENT CL A EQUITY 559211107 58 7,111 SH DEFINED 1 7,111
MAGNATEK, INC. EQUITY 559424106 74 6,315 SH DEFINED 1 6,315
MAGNUM HUNTER RESOURCES INC EQUITY 55972F203 94 11,994 SH DEFINED 1 11,994
MAHANAGAR TELE NIGAM-ADR EQUITY 559778402 1052 176,800 SH DEFINED 1 176,800
MAIL-WELL, INC. EQUITY 560321200 59 9,320 SH DEFINED 1 9,320
MAIN STREET BANKS INC EQUITY 56034R102 56 2,986 SH DEFINED 1 2,986
MALAYSIA FUND INC EQUITY 560905101 88 18,000 SH DEFINED 1 18,000
MANAGEMENT NETWORK GROUP INC EQUITY 561693102 16 2,892 SH DEFINED 1 2,892
MANDALAY RESORT GROUP EQUITY 562567107 2750 89,567 SH DEFINED 1 89,567
MANHATTAN ASSOCIATES, INC. EQUITY 562750109 173 4,547 SH DEFINED 1 4,547
MANITOWOC CO., INC. EQUITY 563571108 299 7,559 SH DEFINED 1 7,559
MANOR CARE, INC. EQUITY 564055101 1216 52,179 SH DEFINED 1 52,179
MANPOWER, INC. EQUITY 56418H100 3746 96,350 SH DEFINED 1 96,350
MANUFACTURED HOME CMNT COM EQUITY 564682102 10903 330,400 SH Sole 3 268727 61673
MANUFACTURED HOME COMMUNITIES EQUITY 564682102 146 4,416 SH DEFINED 1 4,416
MANUFACTURERS SERVICES LTD EQUITY 565005105 25 4,833 SH DEFINED 1 4,833
MANUGISTICS GROUP IN EQUITY 565011103 16 761 SH DEFINED 1 761
MAPINFO CORP COM EQUITY 565105103 42 4,173 SH DEFINED 1 4,173
MARATHON OIL CORP EQUITY 565849106 4134 143,540 SH DEFINED 1 143,540
MARCUS CORP EQUITY 566330106 88 5,435 SH DEFINED 1 5,435
MARKEL CORP EQUITY 570535104 14 70 SH DEFINED 1 70
Marriott International CORPBOND 571900AU3 1091 1,100,000 PRN DEFINED 4 1,100,000
MARRIOTT INTERNATIONAL, INC. EQUITY 571903202 4985 110,908 SH DEFINED 1 110,908
MARSH & MCLENNAN COMPANIES INC EQUITY 571748102 38580 342,200 SH DEFINED 1 342,200
MARSHALL & ILSLEY CORP. EQUITY 571834100 3094 49,716 SH DEFINED 1 49,716
MARTEK BIOSCIENCES CORP. EQUITY 572901106 151 4,798 SH DEFINED 1 4,798
MARTHA STEWART LIVING INC EQUITY 573083102 2567 39,300 SH DEFINED 2 39,300
MARTHA STEWART LIVING-CL A EQUITY 573083102 47 2,641 SH DEFINED 1 2,641
MARTIN MARIETTA MATERIALS EQUITY 573284106 2596 61,478 SH DEFINED 1 61,478
MARVELL TECH GROUP LTD ORD EQUITY G5876H105 9339 213,208 SH Sole 3 179600 31208
MARVELL TECHNOLOGY GROUP LTD EQUITY G5876H105 524 120,700 SH DEFINED 2 120,700
MASCO CORP EQUITY 574599106 101 93,500 SH DEFINED 2 93,500
MASCO CORP. EQUITY 574599106 5883 214,334 SH DEFINED 1 214,334
MASSEY ENERGY COMPANY EQUITY 576206106 12 737 SH DEFINED 1 737
MASTEC, INC. EQUITY 576323109 58 7,179 SH DEFINED 1 7,179
MATRIX PHARMACEUTICALS, INC. EQUITY 576844104 1 455 SH DEFINED 1 455
MATRIXONE INC EQUITY 57685P304 100 11,265 SH DEFINED 1 11,265
MATRIXONE INC EQUITY 57685P304 158 40,800 SH DEFINED 2 40,800
MATTEL, INC. EQUITY 577081102 6390 306,616 SH DEFINED 1 306,616
MATTHEWS INTERNATIONAL CORP.
CLASS A EQUITY 577128101 235 9,343 SH DEFINED 1 9,343
MATTSON TECHNOLOGY, INC. EQUITY 577223100 68 9,752 SH DEFINED 1 9,752
MAUI LAND & PINEAPPLE CO EQUITY 577345101 14 659 SH DEFINED 1 659
MAVERICK TUBE CORP EQUITY 577914104 1718 6,200 SH DEFINED 2 6,200
MAVERICK TUBE CORP. EQUITY 577914104 173 10,586 SH DEFINED 1 10,586
MAXIM INTEGRATED PRODUCTS INC. EQUITY 57772K101 8881 159,410 SH DEFINED 1 159,410
MAXIM PHARMACEUTICALS INC. EQUITY 57772M107 39 7,240 SH DEFINED 1 7,240
MAXIMUS INC COM EQUITY 577933104 5239 170,501 SH Sole 3 166883 3618
MAXIMUS, INC. EQUITY 577933104 120 3,892 SH DEFINED 1 3,892
TITLE CUSIP 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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MAXTOR CORP EQUITY 577729205 14 2,071 SH DEFINED 1 2,071
MAXWELL TECHNOLOGIES, INC. EQUITY 577767106 29 3,161 SH DEFINED 1 3,161
MAXYGEN EQUITY 577776107 113 9,060 SH DEFINED 1 9,060
MAY DEPARTMENT STORES CO. EQUITY 577778103 8186 234,902 SH DEFINED 1 234,902
MAYTAG CORP COM EQUITY 578592107 15545 351,300 SH Sole 3 309700 38200
MAYTAG CORP. EQUITY 578592107 1582 35,747 SH DEFINED 1 35,747
MB FINANCIAL INC EQUITY 55264U108 129 4,315 SH DEFINED 1 4,315
MBIA, INC EQUITY 55262C100 3750 68,564 SH DEFINED 1 68,564
MBNA Capital CORPBOND 55263BAA9 2636 3,000,000 PRN DEFINED 4 3,000,000
MBNA CORP. EQUITY 55262L100 17169 445,130 SH DEFINED 1 445,130
MCAFEE.COM CORP. EQUITY 579062100 28 1,720 SH DEFINED 1 1,720
MCCLATCHY COMPANY-CL EQUITY 579489105 13 226 SH DEFINED 1 226
MCCORMICK & CO., INC. EQUITY 579780206 4499 87,987 SH DEFINED 1 87,987
MCDATA CORP CL A EQUITY 580031201 2 316 SH DEFINED 2 316
MCDATA CORP-CL A EQUITY 580031201 1681 141,582 SH DEFINED 1 141,582
MCDERMOTT INTERNATIONAL, INC. EQUITY 580037109 493 31,720 SH DEFINED 1 31,720
McDonalds Corp EQUITY 580135101 624 22,500 SH DEFINED 4 22,500
MCDONALDS CORP EQUITY 580135101 118 61,900 SH DEFINED 2 61,900
MCDONALD'S CORP. EQUITY 580135101 16189 583,400 SH DEFINED 1 583,400
MCG CAPITAL CORP EQUITY 58047P107 47023 2,411,670 SH DEFINED 1 2,411,670
MCGRATH RENTCORP EQUITY 580589109 65 2,109 SH DEFINED 1 2,109
MCGRAW-HILL, INC. EQUITY 580645109 7398 108,394 SH DEFINED 1 108,394
MCKESSON CORP EQUITY 58155Q103 1214 4,100 SH DEFINED 2 4,100
MCKESSON CORP. EQUITY 58155Q103 5985 159,904 SH DEFINED 1 159,904
MCMORAN EXPLORATION CO EQUITY 582411104 13 4,046 SH DEFINED 1 4,046
MCSI INC EQUITY 55270M108 74 6,192 SH DEFINED 1 6,192
MDU RESOURCES GROUP, INC. EQUITY 552690109 2746 88,582 SH DEFINED 1 88,582
Mead Corp CORPBON 582834AK3 5300 D 6,000,000 PRN DEFINED 4 6,000,000
Mead Corp CORPBON 582834AH0 3979 D 4,000,000 PRN DEFINED 4 4,000,000
MEADWESTVACO CORP EQUITY 583334107 3079 92,878 SH DEFINED 1 92,878
MEASUREMENT SPECIALTIES INC EQUITY 583421102 21 2,965 SH DEFINED 1 2,965
MECHANICAL TECHNOLOGY INC EQUITY 583538103 21 5,970 SH DEFINED 1 5,970
MEDALLION FINANCIAL CORP. EQUITY 583928106 33 4,279 SH DEFINED 1 4,279
MEDAREX INC EQUITY 583916101 17 1,081 SH DEFINED 1 1,081
MED-DESIGN CORP EQUITY 583926100 33 2,349 SH DEFINED 1 2,349
MEDFORD BANCORP INC EQUITY 584131106 49 1,925 SH DEFINED 1 1,925
MEDIA GENERAL, INC. CLASS A EQUITY 584404107 2078 32,728 SH DEFINED 1 32,728
MEDIACOM COMMUNICATI EQUITY 58446K105 5 331 SH DEFINED 1 331
MEDICINES CO EQUITY 584688105 2340 8,300 SH DEFINED 2 8,300
MEDICINES COMPANY EQUITY 584688105 99 6,952 SH DEFINED 1 6,952
MEDICIS PHARMACEUTIC EQUITY 584690309 22 401 SH DEFINED 1 401
MEDICIS PHARMACEUTICAL CL A NE EQUITY 584690309 84636 1,524,970 SH Sole 3 1472222 51048
MEDIMMUNE INC EQUITY 584699102 720 59,500 SH DEFINED 2 59,500
MEDIMMUNE, INC. EQUITY 584699102 4820 122,565 SH DEFINED 1 122,565
MEDIS TECHNOLOGIES LTD EQUITY 58500P107 40 3,242 SH DEFINED 1 3,242
MEDQUIST, INC. EQUITY 584949101 96 3,191 SH DEFINED 1 3,191
MEDTRONIC, INC. EQUITY 585055106 24857 549,810 SH DEFINED 1 549,810
MEEMIC HOLDINGS INC EQUITY 585135106 9 324 SH DEFINED 1 324
MELLON FINANCIAL CORPORATION EQUITY 58551A108 12405 321,450 SH DEFINED 1 321,450
MELLON FINL CORP EQUITY 58551A108 910 75,400 SH DEFINED 2 75,400
MEMBERWORKS INCORPORATED EQUITY 586002107 56 2,972 SH DEFINED 1 2,972
MEMC ELECTRONIC MATERIALS, INC EQUITY 552715104 76 12,805 SH DEFINED 1 12,805
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VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR -----------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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MENS WEARHOUSE, INC. EQUITY 587118100 238 10,203 SH DEFINED 1 10,203
MENTOR CORP. EQUITY 587188103 236 6,538 SH DEFINED 1 6,538
MENTOR GRAPHICS CORP COM EQUITY 587200106 35785 1,692,765 SH Sole 3 1614865 71100
MENTOR GRAPHICS CORP. EQUITY 587200106 1735 82,058 SH DEFINED 1 82,058
MERCANTILE BANKSHARES CORP. EQUITY 587405101 3846 88,908 SH DEFINED 1 88,908
MERCK & CO., INC. EQUITY 589331107 65871 1,143,990 SH DEFINED 1 1,143,990
MERCK AND CO INC EQUITY 589331107 2701 46,900 SH DEFINED 4 46,900
MERCK & CO. EQUITY 589331107 1427 20,960 SH DEFINED 2 20,960
MERCURY COMPUTER SYSTEMS INC EQUITY 589378108 185 5,799 SH DEFINED 1 5,799
MERCURY GENERAL CORP EQUITY 589400100 12 254 SH DEFINED 1 254
MERCURY INTERACTIVE CORP. EQUITY 589405109 1551 41,184 SH DEFINED 1 41,184
MERCURY INTERACTIVE CP COM EQUITY 589405109 73456 1,951,011 SH Sole 3 1854080 92031
MEREDITH CORP EQUITY 589433101 964 22,677 SH DEFINED 1 22,677
MERIDIAN RESOURCE CORP EQUITY 58977Q109 52 10,691 SH DEFINED 1 10,691
MERISTAR HOSPITALITY CORP. EQUITY 58984Y103 215 11,777 SH DEFINED 1 11,777
MERITAGE CORPORATION EQUITY 59001A102 63 981 SH DEFINED 1 981
MERIX CORPORATION EQUITY 590049102 76 4,093 SH DEFINED 1 4,093
MERRILL LYNCH & CO., INC. EQUITY 590188108 21103 381,050 SH DEFINED 1 381,050
MERRILL LYNCH + CO INC EQUITY 590188108 632 17,200 SH DEFINED 2 17,200
MESA AIR GROUP INC EQUITY 590479101 4294 56,400 SH DEFINED 2 56,400
MESA AIRLINES, INC. EQUITY 590479101 97 8,675 SH DEFINED 1 8,675
MESABA HOLDINGS, INC. EQUITY 59066B102 27 3,071 SH DEFINED 1 3,071
MESTEK, INC. EQUITY 590829107 19 828 SH DEFINED 1 828
METASOLV INC. EQUITY 59139P104 63 8,395 SH DEFINED 1 8,395
METAWAVE COMMUNICATIONS CORP. EQUITY 591409107 6 12,785 SH DEFINED 1 12,785
METHODE ELECTRONICS, INC., CLASS A EQUITY 591520200 131 10,533 SH DEFINED 1 10,533
METLIFE, INC. EQUITY 59156R108 10320 327,610 SH DEFINED 1 327,610
METRIS COMPANIES INC EQUITY 591598107 1614 80,703 SH DEFINED 1 80,703
METRIS COS INC COM EQUITY 591598107 98214 4,910,688 SH Sole 3 4700291 199997
METRO ONE TELECOMMUNICATIONS EQUITY 59163F105 144 5,678 SH DEFINED 1 5,678
METRO-GOLDWYN-MAYER EQUITY 591610100 413 24,873 SH DEFINED 1 24,873
METROMEDIA FIBER NETWORK, INC. EQUITY 591689104 1 5,166 SH DEFINED 1 5,166
METROMEDIA INTERNATIONAL GROUP EQUITY 591695101 7 22,984 SH DEFINED 1 22,984
METTLER-TOLEDO INTERNATIONAL EQUITY 592688105 21 467 SH DEFINED 1 467
MGI PHARMA INC EQUITY 552880106 103 7,493 SH DEFINED 1 7,493
MGIC INVESTMENT CORP. EQUITY 552848103 3567 52,124 SH DEFINED 1 52,124
MGM GRAND INC EQUITY 552953101 24 661 SH DEFINED 1 661
MICHAELS STORES INC COM EQUITY 594087108 14927 394,900 SH Sole 3 351200 40100
MICHAELS STORES, INC. EQUITY 594087108 773 20,438 SH DEFINED 1 20,438
MICREL, INC. EQUITY 594793101 2971 117,784 SH DEFINED 1 117,784
MICRO GENERAL CORP EQUITY 594838302 46 3,323 SH DEFINED 1 3,323
MICROCHIP TECHNOLOGY COM EQUITY 595017104 9483 226,700 SH Sole 3 195800 28400
MICROCHIP TECHNOLOGY, INC. EQUITY 595017104 7198 172,081 SH DEFINED 1 172,081
MICROFINANCIAL INC EQUITY 595072109 19 2,200 SH DEFINED 1 2,200
MICROMUSE INC EQUITY 595094103 10 1,096 SH DEFINED 1 1,096
MICRON TECHNOLOGY INC EQUITY 595112103 3003 25,000 SH DEFINED 2 25,000
MICRON TECHNOLOGY, INC. EQUITY 595112103 16649 506,050 SH DEFINED 1 506,050
MICROS SYSTEMS, INC. EQUITY 594901100 139 5,446 SH DEFINED 1 5,446
MICROSEMI CORP. EQUITY 595137100 144 8,843 SH DEFINED 1 8,843
MICROSOFT CORP. EQUITY 594918104 215035 3,565,500 SH DEFINED 1 3,565,500
MICROSOFT CORP EQUITY 594918104 1206 20,000 SH DEFINED 4 20,000
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
--------------------------------------------------------------------------------------------------------------------------
MICROSOFT CORP. EQUITY 594918104 1080 76,013 SH DEFINED 2 76,013
MICROSTRATEGY, INC. EQUITY 594972101 31 10,145 SH DEFINED 1 10,145
MICROTUNE INC EQUITY 59514P109 136 9,472 SH DEFINED 1 9,472
MICROTUNE INC DEL EQUITY 59514P109 323 58,500 SH DEFINED 2 58,500
MICROTUNE INC DEL COM EQUITY 59514P109 7128 496,000 SH Sole 3 496000
MICROVISION INC. EQUITY 594960106 38 3,333 SH DEFINED 1 3,333
MID ATLANTIC MED SERVICES, INC EQUITY 59523C107 430 15,096 SH DEFINED 1 15,096
MID ATLANTIC REALTY TRUST EQUITY 595232109 63 4,089 SH DEFINED 1 4,089
MID STATE BANCSHARES EQUITY 595440108 133 7,510 SH DEFINED 1 7,510
MID-AMERICA APT. COMMUNITIES EQUITY 59522J103 115 4,396 SH DEFINED 1 4,396
MIDAS, INC. EQUITY 595626102 66 4,643 SH DEFINED 1 4,643
MIDDLESEX WATER CO EQUITY 596680108 55 2,371 SH DEFINED 1 2,371
MIDLAND CO COM EQUITY 597486109 52 1,221 SH DEFINED 1 1,221
MIDWAY GAMES INC. EQUITY 598148104 130 9,624 SH DEFINED 1 9,624
MIDWEST BANC HOLDINGS INC. EQUITY 598251106 40 1,808 SH DEFINED 1 1,808
MIDWEST EXPRESS HOLDINGS, INC. EQUITY 597911106 72 3,924 SH DEFINED 1 3,924
MILACRON, INC. EQUITY 598709103 72 4,908 SH DEFINED 1 4,908
MILLENNIUM CELL INC EQUITY 60038B105 20 4,970 SH DEFINED 1 4,970
MILLENNIUM CHEMICALS INC. EQUITY 599903101 290 19,708 SH DEFINED 1 19,708
MILLENNIUM PHARMACEUTICALS, IN EQUITY 599902103 8123 364,116 SH DEFINED 1 364,116
MILLIPORE CORP. EQUITY 601073109 9141 206,618 SH DEFINED 1 206,618
MILLS CORP. EQUITY 601148109 2955 105,684 SH DEFINED 1 105,684
MINAS BUENAVENTURA-SPON ADR EQUITY 204448104 1267 46,900 SH DEFINED 1 46,900
MINE SAFETY APPLIANCES CO. EQUITY 602720104 101 2,691 SH DEFINED 1 2,691
MINERALS TECHNOLOGIES, INC. EQUITY 603158106 1611 30,695 SH DEFINED 1 30,695
Minnesota Mining & Manufacturing Co EQUITY 604059105 244 2,120 SH DEFINED 1 2,120
MINNESOTA MINING & MFG. CO. EQUITY 604059105 20488 178,140 SH DEFINED 1 178,140
MIPS TECHNOLOGIES INC EQUITY 604567107 89 12,153 SH DEFINED 1 12,153
MIPS TECHNOLOGIES INC CL B EQUITY 604567206 329 49,100 SH DEFINED 1 49,100
MIRANT CORP. EQUITY 604675108 3875 268,135 SH DEFINED 1 268,135
MIRAVANT MEDICAL TECHNOLOGIES EQUITY 604690107 5 4,308 SH DEFINED 1 4,308
MISSION WEST PROPERTIES EQUITY 605203108 62 4,765 SH DEFINED 1 4,765
MISSISSIPPI VALLEY BANCSHARES, EQUITY 605720101 72 1,788 SH DEFINED 1 1,788
MKS INSTRUMENTS, INC. EQUITY 55306N104 220 6,426 SH DEFINED 1 6,426
MOBILE MINI EQUITY 60740F105 43329 1,346,455 SH Sole 3 1315677 30778
MOBILE MINI INC EQUITY 60740F105 722 9,900 SH DEFINED 2 9,900
MOBILE MINI INC. EQUITY 60740F105 131 4,081 SH DEFINED 1 4,081
MOBILE TELESYSTEMS-SP ADR EQUITY 607409109 1477 40,400 SH DEFINED 1 40,400
MODINE MANUFACTURING CO. EQUITY 607828100 1365 50,561 SH DEFINED 1 50,561
MOHAWK INDS INC COM EQUITY 608190104 72326 1,203,620 SH Sole 3 1146798 53822
MOHAWK INDUSTRIES, INC. EQUITY 608190104 5200 86,545 SH DEFINED 1 86,545
MOLDFLOW CORPORATION EQUITY 608507109 18 1,329 SH DEFINED 1 1,329
MOLECULAR DEVICES CORP. EQUITY 60851C107 81 4,468 SH DEFINED 1 4,468
MOLEX, INC. EQUITY 608554101 3208 92,535 SH DEFINED 1 92,535
MOMENTUM BUSINESS APPLICATIONS, INC EQUITY 60877P108 664 35,500 SH DEFINED 1 35,500
MONACO COACH CORP EQUITY 60886R103 173 7,125 SH DEFINED 1 7,125
MONDAVI, ROBERT CORP. CLASS A EQUITY 609200100 94 2,616 SH DEFINED 1 2,616
MONSANTO CO EQUITY 61166W101 12 374 SH DEFINED 1 374
MONY GROUP, INC. EQUITY 615337102 2430 60,269 SH DEFINED 1 60,269
MOODY'S CORP. EQUITY 615369105 2991 72,765 SH DEFINED 1 72,765
MOOG INC. EQUITY 615394202 142 4,422 SH DEFINED 1 4,422
MORGAN STANLEY & COMPANY EQUITY 617446448 15240 69,100 SH DEFINED 2 69,110
MORGAN STANLEY DEAN WITTER & C EQUITY 617446448 28772 502,040 SH DEFINED 1 502,040
VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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MOTOROLA, INC. EQUITY 620076109 16837 1,185,675 SH DEFINED 1 1,185,675
MOVADO GROUP, INC. EQUITY 624580106 66 3,010 SH DEFINED 1 3,010
MOVIE GALLERY, INC. EQUITY 624581104 59 3,420 SH DEFINED 1 3,420
MPS GROUP INC EQUITY 553409103 1330 151,977 SH DEFINED 1 151,977
MRO SOFTWARE EQUITY 55347W105 60 4,848 SH DEFINED 1 4,848
MRV COMMUNICATIONS, INC. EQUITY 553477100 73 25,733 SH DEFINED 1 25,733
MSC INDUSTRIAL DIRECT CO. EQUITY 553530106 283 12,337 SH DEFINED 1 12,337
MSC SOFTWARE CORPORATION EQUITY 553531104 204 8,874 SH DEFINED 1 8,874
MTR GAMING GROUP INC EQUITY 553769100 94 6,084 SH DEFINED 1 6,084
MTS SYSTEMS CORP. EQUITY 553777103 72 6,547 SH DEFINED 1 6,547
MUELLER INDUSTRIES, INC. EQUITY 624756102 320 9,135 SH DEFINED 1 9,135
MULTEX.COM, INC. EQUITY 625367107 38 8,481 SH DEFINED 1 8,481
MURPHY OIL CORP. EQUITY 626717102 5521 57,506 SH DEFINED 1 57,506
MYERS INDUSTRIES, INC. EQUITY 628464109 74 5,121 SH DEFINED 1 5,121
MYKROLIS CORP EQUITY 62852P103 7 455 SH DEFINED 1 455
MYLAN LABORATORIES INC. EQUITY 628530107 4705 159,693 SH DEFINED 1 159,693
MYRIAD GENETICS INC EQUITY 62855J104 12 350 SH DEFINED 1 350
MYRIAD GENETICS INC EQUITY 62855J104 887 33,300 SH DEFINED 2 33,300
NABI BIOPHARMACEUTICALS EQUITY 629519109 73 11,853 SH DEFINED 1 11,853
NABORS INDUSTRIES INC EQUITY 629568106 1136 343,315 SH DEFINED 2 343,315
NABORS INDUSTRIES, INC. EQUITY 629568106 2735 64,725 SH DEFINED 1 64,725
NACCO INDUSTRIES, INC. CLASS A EQUITY 629579103 134 2,019 SH DEFINED 1 2,019
NANOGEN INC. EQUITY 630075109 18 4,190 SH DEFINED 1 4,190
NANOMETRICS INC. EQUITY 630077105 42 2,292 SH DEFINED 1 2,292
NANOPHASE TECHNOLOGIES CORP EQUITY 630079101 30 3,629 SH DEFINED 1 3,629
NAPRO BIOTHERAPEUTICS INC EQUITY 630795102 66 7,544 SH DEFINED 1 7,544
NASDAQ 100 TR EQUITY 631100104 631 30,100 SH DEFINED 2 30,100
NASHFINCH CO. EQUITY 631158102 92 3,375 SH DEFINED 1 3,375
NATCO GROUP INC EQUITY 63227W203 23 2,887 SH DEFINED 1 2,887
NATIONAL BEVERAGE CORP. EQUITY 635017106 15 1,114 SH DEFINED 1 1,114
NATIONAL CITY CORP EQUITY 635405103 2224 20,500 SH DEFINED 2 20,500
NATIONAL CITY CORP. EQUITY 635405103 8586 279,140 SH DEFINED 1 279,140
NATIONAL COMMERCE BANCORP. EQUITY 63545P104 7170 257,906 SH DEFINED 1 257,906
NATIONAL DATA CORP. EQUITY 639480102 366 10,052 SH DEFINED 1 10,052
NATIONAL EQUIPMENT SERVICES EQUITY 635847106 206 75,000 SH DEFINED 1 75,000
NATIONAL FUEL GAS CO. EQUITY 636180101 5235 214,984 SH DEFINED 1 214,984
NATIONAL GOLF PROPERTIES, INC. EQUITY 63623G109 23 3,123 SH DEFINED 1 3,123
NATIONAL GRID GROUP-SPON ADR EQUITY 636274102 25 777 SH DEFINED 1 777
NATIONAL HEALTH INVESTORS, INC EQUITY 63633D104 94 6,432 SH DEFINED 1 6,432
NATIONAL HEALTHCARE CORP EQUITY 635906100 41 2,507 SH DEFINED 1 2,507
NATIONAL INSTRUMENTS CORP. EQUITY 636518102 2711 64,828 SH DEFINED 1 64,828
NATIONAL PENN BANCSHARES, INC. EQUITY 637138108 137 5,583 SH DEFINED 1 5,583
NATIONAL PRESTO INDUSTRIES EQUITY 637215104 42 1,453 SH DEFINED 1 1,453
NATIONAL PROCESSING INC EQUITY 637229105 62 2,155 SH DEFINED 1 2,155
NATIONAL SEMICONDUCTOR CORP. EQUITY 637640103 2778 82,468 SH DEFINED 1 82,468
NATIONAL SERVICE INDUSTRIES, EQUITY 637657206 34 3,215 SH DEFINED 1 3,215
NATIONAL WESTERN LIFE INS. CO. CLASS EQUITY 638522102 76 664 SH DEFINED 1 664
NATIONAL-OILWELL INC COM EQUITY 637071101 24591 970,832 SH Sole 3 953132 17700
NATIONAL-OILWELL, INC. EQUITY 637071101 33937 1,339,802 SH DEFINED 1 1,339,802
NATIONWIDE FINANCIAL EQUITY 638612101 10 238 SH DEFINED 1 238
NATIONWIDE HEALTH PROPERTIES EQUITY 638620104 296 14,706 SH DEFINED 1 14,706
TITLE CUSIP 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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NATURES SUNSHINE PRODUCTS, INC EQUITY 639027101 40 3,610 SH DEFINED 1 3,610
NAUTICA ENTERPRISES, INC. EQUITY 639089101 118 7,753 SH DEFINED 1 7,753
NAVIGANT CONSULTING CO. EQUITY 63935N107 80 12,411 SH DEFINED 1 12,411
NAVIGANT INTERNATIONAL, INC. EQUITY 63935R108 60 4,111 SH DEFINED 1 4,111
NAVISTAR INTERNATIONAL CORP. EQUITY 63934E108 1229 27,737 SH DEFINED 1 27,737
NAVISTAR INTL CORP INC EQUITY 63934E108 2298 31,575 SH DEFINED 2 31,575
NBC CAPITAL CORP EQUITY 628729105 49 1,628 SH DEFINED 1 1,628
NBT BANCORP, INC. EQUITY 628778102 112 7,579 SH DEFINED 1 7,579
NBTY, INC. EQUITY 628782104 229 13,395 SH DEFINED 1 13,395
NCI BUILDING SYSTEMS, INC. EQUITY 628852105 112 4,977 SH DEFINED 1 4,977
NCO GROUP, INC. EQUITY 628858102 1060 38,184 SH DEFINED 1 38,184
NCR CORP. EQUITY 62886E108 2005 44,794 SH DEFINED 1 44,794
NEIMAN MARCUS GROUP INC CL A EQUITY 640204202 2079 60,350 SH DEFINED 1 60,350
NEON COMMUNICATIONS INC. EQUITY 640506101 1 2,332 SH DEFINED 1 2,332
NEOPHARM INC EQUITY 640919106 76 3,516 SH DEFINED 1 3,516
NEOSE TECHNOLOGIES, INC. EQUITY 640522108 116 3,625 SH DEFINED 1 3,625
NET.B@NK INC EQUITY 640933107 143 8,468 SH DEFINED 1 8,468
NET2PHONE, INC. EQUITY 64108N106 28 5,451 SH DEFINED 1 5,451
NETEGRITY, INC. EQUITY 64110P107 109 7,378 SH DEFINED 1 7,378
NETIQ CORP. EQUITY 64115P102 275 12,595 SH DEFINED 1 12,595
NETRATINGS INC EQUITY 64116M108 27 2,255 SH DEFINED 1 2,255
NETRO CORP EQUITY 64114R109 33 11,773 SH DEFINED 1 11,773
NETSCOUT SYSTEMS INC EQUITY 64115T104 38 5,361 SH DEFINED 1 5,361
NETWORK APPLIANCE INC EQUITY 64120L104 142 20,000 SH DEFINED 2 20,000
NETWORK APPLIANCE, INC. EQUITY 64120L104 3353 164,509 SH DEFINED 1 164,509
Network Associates EQUITY 640938106 726 30,000 SH DEFINED 4 30,000
NETWORKS ASSOCIATES, INC. EQUITY 640938106 4324 178,698 SH DEFINED 1 178,698
NETWORKS ASSOCS INC EQUITY 640938106 90 91,900 SH DEFINED 2 91,900
NEUBERGER BERMAN INC EQUITY 641234109 4179 89,199 SH DEFINED 1 89,199
NEUROCRINE BIOSCIENCES, INC. EQUITY 64125C109 344 8,487 SH DEFINED 1 8,487
NEUROGEN CORP. EQUITY 64124E106 49 3,865 SH DEFINED 1 3,865
NEW CENTURY FINANCIAL CORP EQUITY 64352D101 75 3,297 SH DEFINED 1 3,297
NEW ENGLAND BUSINESS SERVICE EQUITY 643872104 91 3,540 SH DEFINED 1 3,540
NEW HORIZONS WORLDWIDE INC EQUITY 645526104 25 2,081 SH DEFINED 1 2,081
NEW JERSEY RESOURCES CORP. EQUITY 646025106 252 8,322 SH DEFINED 1 8,322
NEW PLAN EXCEL REALTY TRUST EQUITY 648053106 18941 944,700 SH Sole 3 785864 158836
NEW PLAN EXCEL REALTY TRUST EQUITY 648053106 12315 614,220 SH DEFINED 1 614,220
NEW YORK COMMUNITY BANCORP INC EQUITY 649445103 4253 153,813 SH DEFINED 1 153,813
NEW YORK TIMES CO. CLASS A EQUITY 650111107 3349 69,979 SH DEFINED 1 69,979
NEWELL RUBBERMAID, INC. EQUITY 651229106 3982 124,580 SH DEFINED 1 124,580
NEWFIELD EXPLORATION EQUITY 651290108 20 547 SH DEFINED 1 547
NEWFOCUS, INC. EQUITY 644383101 49 16,309 SH DEFINED 1 16,309
NEWMARK HOMES CORP EQUITY 651578106 12 717 SH DEFINED 1 717
Newmont Mining CORPBOND 651639AD8 4058 4,000,000 PRN DEFINED 4 4,000,000
NEWMONT MINING CORP COM EQUITY 651639106 2769 100,000 SH Sole 3 100000
NEWMONT MINING CORP HLDG CO EQUITY 651639106 4997 180,445 SH DEFINED 1 180,445
NEWPARK RESOURCES, INC. EQUITY 651718504 159 20,469 SH DEFINED 1 20,469
NEWPORT CORP EQUITY 651824104 1358 56,800 SH DEFINED 1 56,800
NEWPOWER HOLDINGS INC EQUITY 652463100 6 14,941 SH DEFINED 1 14,941
NEWTEK CAPITAL INC EQUITY 652526104 1117 333,333 SH DEFINED 1 333,333
NEXT CARD, INC. EQUITY 65332K107 1 10,039 SH DEFINED 1 10,039
NEXT LEVEL COMMUNICATION EQUITY 65333U104 9 6,503 SH DEFINED 1 6,503
NEXTEL COMMUNICATIONS, INC. CLASS A EQUITY 65332V103 2231 414,636 SH DEFINED 1 414,636
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
-------------------------------------------------------------------------------------------------------------------------------
NEXTEL PARTNERS INC EQUITY 65333F107 304 50,534 SH DEFINED 1 50,534
NICOR, INC. EQUITY 654086107 942 20,671 SH DEFINED 1 20,671
Nike Inc EQUITY 654106103 1500 25,000 SH DEFINED 4 25,000
NIKE INC EQUITY 654106103 1555 5,225 SH DEFINED 2 5,225
NIKE, INC. CLASS B EQUITY 654106103 7331 122,160 SH DEFINED 1 122,160
NISOURCE, INC. EQUITY 65473P105 2220 96,729 SH DEFINED 1 96,729
NITCHES INC EQUITY 65476M109 493 81,950 SH DEFINED 1 81,950
NL INDUSTRIES, INC. EQUITY 629156407 49 2,979 SH DEFINED 1 2,979
NMS COMMUNUCATIONS CORP. EQUITY 629248105 49 11,467 SH DEFINED 1 11,467
NN INC EQUITY 629337106 39 3,579 SH DEFINED 1 3,579
NOBLE AFFILIATES INC EQUITY 654894104 26177 670,178 SH Sole 3 656078 14100
NOBLE AFFILIATES, INC. EQUITY 654894104 2803 71,758 SH DEFINED 1 71,758
NOBLE DRILLING CORP. EQUITY 655042109 2550 61,609 SH DEFINED 1 61,609
NOKIA CORP EQUITY 654902204 1717 67,190 SH DEFINED 2 67,190
NORDSON CORP. EQUITY 655663102 1477 48,995 SH DEFINED 1 48,995
NORDSTROM, INC. EQUITY 655664100 1513 61,766 SH DEFINED 1 61,766
NORFOLK SOUTHERN CORP. EQUITY 655844108 4282 178,881 SH DEFINED 1 178,881
NORTEK, INC. EQUITY 656559101 95 2,637 SH DEFINED 1 2,637
NORTEL NETWORKS CORP EQUITY 656568102 10 3,600 SH DEFINED 2 3,600
NORTEL NETWORKS CORP. EQUITY 656568102 7219 1,607,720 SH DEFINED 1 1,607,720
NORTH AMERICAN SCIENTIFIC EQUITY 65715D100 28 2,198 SH DEFINED 1 2,198
NORTH FORK BANCORPORATION INC. EQUITY 659424105 7315 205,700 SH DEFINED 1 205,700
NORTH PITTSBURGH SYSTEMS EQUITY 661562108 65 4,673 SH DEFINED 1 4,673
NORTHEAST UTILITIES EQUITY 664397106 3529 177,600 SH DEFINED 1 177,600
NORTHERN TRUST CORP EQUITY 665859104 1368 28,100 SH DEFINED 2 28,100
NORTHERN TRUST CORP. EQUITY 665859104 6314 105,041 SH DEFINED 1 105,041
NORTHFIELD LABORATORIES, INC. EQUITY 666135108 23 3,304 SH DEFINED 1 3,304
NORTHROP GRUMMAN CORP EQUITY 666807102 725 12,100 SH DEFINED 2 12,100
NORTHROP GRUMMAN CORP. EQUITY 666807102 5797 51,280 SH DEFINED 1 51,280
NORTHWEST AIRLINES CORP CL-A EQUITY 667280101 11 589 SH DEFINED 1 589
NORTHWEST BANCORP INC. EQUITY 667328108 45 3,781 SH DEFINED 1 3,781
NORTHWEST NATURAL GAS CO. EQUITY 667655104 238 8,488 SH DEFINED 1 8,488
NORTHWESTERN CORP. EQUITY 668074107 430 19,528 SH DEFINED 1 19,528
NOVADIGM INC EQUITY 669937104 32 4,121 SH DEFINED 1 4,121
NOVATEL WIRELESS INC EQUITY 66987M109 5 8,277 SH DEFINED 1 8,277
NOVAVAX INC EQUITY 670002104 53 4,598 SH DEFINED 1 4,598
NOVELL, INC . EQUITY 670006105 1112 285,928 SH DEFINED 1 285,928
NOVELLUS SYSTEMS, INC. EQUITY 670008101 3994 73,780 SH DEFINED 1 73,780
NOVEN PHARMACEUTICALS, INC. EQUITY 670009109 145 6,994 SH DEFINED 1 6,994
NOVOSTE CORPORATION EQUITY 67010C100 38 4,628 SH DEFINED 1 4,628
NPS PHARMACEUTICALS INC. EQUITY 62936P103 280 8,580 SH DEFINED 1 8,580
NRG ENERGY INC EQUITY 629377102 9 705 SH DEFINED 1 705
NS GROUP, INC. EQUITY 628916108 49 5,399 SH DEFINED 1 5,399
NTELOS INC. EQUITY 67019U101 22 5,262 SH DEFINED 1 5,262
NTL INCORPORATED EQUITY 629407107 1,677 SH DEFINED 1 1,677
NU HORIZONS ELEC CORP EQUITY 669908105 45 4,569 SH DEFINED 1 4,569
NU SKIN ENTERPRISES, INC. CLASS A EQUITY 67018T105 143 13,353 SH DEFINED 1 13,353
NUANCE COMMUNICATIONS, INC. EQUITY 669967101 57 8,323 SH DEFINED 1 8,323
NUCOR CORP. EQUITY 670346105 2309 35,947 SH DEFINED 1 35,947
NUEVO ENERGY CO. EQUITY 670509108 68 4,555 SH DEFINED 1 4,555
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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NUI CORPORATION EQUITY 629431107 108 4,357 SH DEFINED 1 4,357
NUMERICAL TECHNOLOGIES, INC. EQUITY 67053T101 79 5,826 SH DEFINED 1 5,826
NVIDIA CORP EQUITY 67066G104 3163 71,309 SH DEFINED 1 71,309
NVIDIA CORP EQUITY 67066G104 347 19,100 SH DEFINED 2 19,100
NVR, INC. EQUITY 62944T105 601 1,904 SH DEFINED 1 1,904
NYFIX INC EQUITY 670712108 109 7,292 SH DEFINED 1 7,292
NYMAGIC, INC. EQUITY 629484106 20 1,030 SH DEFINED 1 1,030
O CHARLEYS INC COM EQUITY 670823103 6620 307,200 SH Sole 3 307200
OAK TECHNOLOGY, INC. EQUITY 671802106 221 14,869 SH DEFINED 1 14,869
OAKLEY INC. EQUITY 673662102 7 381 SH DEFINED 1 381
OCCIDENTAL PETROLEUM CORP. EQUITY 674599105 5029 172,533 SH DEFINED 1 172,533
OCEAN ENERGY INC TEX EQUITY 67481E106 1800 6,000 SH DEFINED 2 6,000
OCEAN ENERGY INC TEX COM EQUITY 67481E106 23526 1,188,800 SH Sole 3 1046800 130300
OCEAN ENERGY, INC. EQUITY 67481E106 4318 218,202 SH DEFINED 1 218,202
OCEANEERING INTERNATIONAL, INC EQUITY 675232102 199 6,875 SH DEFINED 1 6,875
OCEANFIRST FINANCIAL CORP EQUITY 675234108 69 2,307 SH DEFINED 1 2,307
O'CHARLEY'S INC. EQUITY 670823103 112 5,199 SH DEFINED 1 5,199
OCTEL CORP. EQUITY 675727101 58 3,075 SH DEFINED 1 3,075
OCULAR SCIENCES, INC. EQUITY 675744106 147 5,239 SH DEFINED 1 5,239
OCWEN FINANCIAL CORP. EQUITY 675746101 75 11,440 SH DEFINED 1 11,440
OFFICE DEPOT INC EQUITY 676220106 289 36,500 SH DEFINED 2 36,500
OFFICE DEPOT, INC. EQUITY 676220106 2814 141,786 SH DEFINED 1 141,786
OFFICEMAX, INC. EQUITY 67622M108 186 33,269 SH DEFINED 1 33,269
OFFSHORE LOGISTICS INC EQUITY 676255102 897 13,400 SH DEFINED 2 13,400
OFFSHORE LOGISTICS, INC. EQUITY 676255102 118 5,483 SH DEFINED 1 5,483
OGE ENERGY CORP. EQUITY 670837103 11227 468,368 SH DEFINED 1 468,368
OGLEBAY NORTON CO EQUITY 677007106 9 870 SH DEFINED 1 870
OHIO CASUALTY CORP. EQUITY 677240103 1764 93,113 SH DEFINED 1 93,113
OIL STATES INTERNATIONAL INC EQUITY 678026105 34 3,105 SH DEFINED 1 3,105
OLD NATL BANCORP EQUITY 680033107 15 607 SH DEFINED 1 607
OLD REPUBLIC INTL CORP. EQUITY 680223104 4817 150,673 SH DEFINED 1 150,673
OLD SECOND BANCORP INC EQUITY 680277100 72 1,785 SH DEFINED 1 1,785
OLIN CORP. EQUITY 680665205 1230 65,422 SH DEFINED 1 65,422
OM GROUP INC EQUITY 670872100 20 273 SH DEFINED 1 273
OMEGA FINANCIAL CORP. EQUITY 682092101 83 2,560 SH DEFINED 1 2,560
OMNICARE, INC. EQUITY 681904108 3064 118,364 SH DEFINED 1 118,364
OMNICELL INC EQUITY 68213N109 203 40,900 SH DEFINED 2 40,900
OMNICOM GROUP EQUITY 681919106 65 9,500 SH DEFINED 2 9,500
OMNICOM GROUP, INC. EQUITY 681919106 9405 99,628 SH DEFINED 1 99,628
OMNOVA SOLUTIONS EQUITY 682129101 102 12,327 SH DEFINED 1 12,327
ON ASSIGNMENT, INC. EQUITY 682159108 117 6,514 SH DEFINED 1 6,514
ON COMMAND CORP. EQUITY 682160106 8 1,721 SH DEFINED 1 1,721
ON SEMICONDUCTOR CORPORATION EQUITY 682189105 43 10,357 SH DEFINED 1 10,357
ONEIDA LTD. EQUITY 682505102 66 4,400 SH DEFINED 1 4,400
ONEOK, INC. EQUITY 682680103 2232 107,074 SH DEFINED 1 107,074
ONI SYSTEMS CORP EQUITY 68273F103 8 1,335 SH DEFINED 1 1,335
ONYX PHARMACEUTICALS INC EQUITY 683399109 26 5,764 SH DEFINED 1 5,764
ONYX SOFTWARE CORP. EQUITY 683402101 54 10,912 SH DEFINED 1 10,912
OPENWAVE SYS INC EQUITY 683718100 1422 10,200 SH DEFINED 2 10,200
OPENWAVE SYSTEMS INC. EQUITY 683718100 206 32,377 SH DEFINED 1 32,377
OPLINK COMMUNICATIONS INC EQUITY 68375Q106 55 35,779 SH DEFINED 1 35,779
OPNET TECHNOLOGIES EQUITY 683757108 25 2,670 SH DEFINED 1 2,670
OPTICAL CABLE CORP. EQUITY 683827109 1 727 SH DEFINED 1 727
TITLE CUSIP 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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OPTICAL COMMUNICATION PROD EQUITY 68382T101 4 1,443 SH DEFINED 1 1,443
OPTION CARE INC EQUITY 683948103 38 2,320 SH DEFINED 1 2,320
OPTION CARE INC COM EQUITY 683948103 4728 286,400 SH Sole 3 286400
Oracle EQUITY 68389X105 1651 129,000 SH DEFINED 4 129,000
ORACLE CORP EQUITY 68389X105 499 4,500 SH DEFINED 2 4,500
ORACLE CORP. EQUITY 68389X105 44763 3,497,110 SH DEFINED 1 3,497,110
ORASURE TECHNOLOGIES INC EQUITY 68554V108 49 8,098 SH DEFINED 1 8,098
ORBITAL SCIENCES CORP. EQUITY 685564106 199 37,894 SH DEFINED 1 37,894
ORCHID BIOSCIENCES, INC. EQUITY 68571P100 32 12,305 SH DEFINED 1 12,305
OREGON STEEL MILLS, INC. EQUITY 686079104 61 8,024 SH DEFINED 1 8,024
O'REILLY AUTOMOTIVE, INC. EQUITY 686091109 364 11,536 SH DEFINED 1 11,536
ORGANOGENESIS, INC. EQUITY 685906109 14 9,971 SH DEFINED 1 9,971
ORIENTAL FINANCIAL GROUP EQUITY 68618W100 72 3,389 SH DEFINED 1 3,389
ORTHODONTIC CENTERS OF AMERICA EQUITY 68750P103 469 16,976 SH DEFINED 1 16,976
OSCA INC EQUITY 687836106 58 2,083 SH DEFINED 1 2,083
OSHKOSH B'GOSH, INC. CLASS A EQUITY 688222207 128 2,996 SH DEFINED 1 2,996
OSHKOSH TRUCK CORP CL B EQUITY 688239201 296 5,200 SH DEFINED 1 5,200
OSI PHARMACEUTICALS EQUITY 671040103 21 537 SH DEFINED 1 537
OSMONICS INC EQUITY 688350107 48 3,289 SH DEFINED 1 3,289
OTG SOFTWARE INC EQUITY 671059103 41 4,779 SH DEFINED 1 4,779
OTTER TAIL POWER CO. EQUITY 689648103 237 7,668 SH DEFINED 1 7,668
OUTBACK STEAKHOUSE INC. EQUITY 689899102 3467 96,933 SH DEFINED 1 96,933
OVERSEAS SHIPHOLDING GROUP EQUITY 690368105 1254 51,615 SH DEFINED 1 51,615
OVERTURE SERVICES INC EQUITY 69039R100 170 6,095 SH DEFINED 1 6,095
OWENS & MINOR, INC. EQUITY 690732102 207 10,538 SH DEFINED 1 10,538
OWENS-ILLINOIS, INC. EQUITY 690768403 775 45,602 SH DEFINED 1 45,602
OXFORD HEALTH PLANS, INC. EQUITY 691471106 6156 147,315 SH DEFINED 1 147,315
OXFORD INDS INC. EQUITY 691497309 49 1,862 SH DEFINED 1 1,862
P G & E CORP. EQUITY 69331C108 4361 185,088 SH DEFINED 1 185,088
P. F. CHANGS CHINA BISTRO INC. EQUITY 69333Y108 190 2,850 SH DEFINED 1 2,850
PACCAR, INC EQUITY 693718108 2754 37,622 SH DEFINED 1 37,622
PACIFIC CAPITAL BANCORP EQUITY 69404P101 253 8,199 SH DEFINED 1 8,199
PACIFIC CENTURY FINL CORP EQUITY 694058108 2537 97,357 SH DEFINED 1 97,357
PACIFIC NORTHWEST BANCORP EQUITY 69466M103 113 4,304 SH DEFINED 1 4,304
PACIFIC SUNWEAR OF CALIF EQUITY 694873100 2632 57,800 SH DEFINED 2 57,800
PACIFIC SUNWEAR OF CALIFORNIA EQUITY 694873100 222 9,033 SH DEFINED 1 9,033
PACIFICARE HEALTH SYSTEMS INC CLASS A EQUITY 695112102 912 52,264 SH DEFINED 1 52,264
Pacificorp CORPBOND 69512EGN9 2963 3,000,000 PRN DEFINED 4 3,000,000
PACKAGING CORP OF AMERICA EQUITY 695156109 2637 133,262 SH DEFINED 1 133,262
PACKETEER, INC EQUITY 695210104 52 6,965 SH DEFINED 1 6,965
PACTIV CORPORATION EQUITY 695257105 1472 73,551 SH DEFINED 1 73,551
PAIN THERAPEUTICS INC EQUITY 69562K100 48 4,973 SH DEFINED 1 4,973
PALL CORP EQUITY 696429307 1168 56,991 SH DEFINED 1 56,991
PALM HARBOR HOMES, INC EQUITY 696639103 106 5,083 SH DEFINED 1 5,083
PALM, INC EQUITY 696642107 1505 377,278 SH DEFINED 1 377,278
PAN PACIFIC RETAIL COM EQUITY 69806L104 12274 401,500 SH Sole 3 326685 74815
PAN PACIFIC RETAIL PROPERTIES EQUITY 69806L104 229 7,500 SH DEFINED 1 7,500
PANAMSAT CORP EQUITY 697933109 128 5,620 SH DEFINED 1 5,620
PANERA BREAD COMPANY CL A EQUITY 69840W108 194 3,045 SH DEFINED 1 3,045
PAPA JOHNS INTERNATIONAL, INC EQUITY 698813102 923 33,091 SH DEFINED 1 33,091
PARADIGM GENETICS INC EQUITY 69900R106 10 6,469 SH DEFINED 1 6,469
PARAMETRIC TECHNOLOGY CORP. EQUITY 699173100 764 126,465 SH DEFINED 1 126,465
PAREXEL INTERNATIONAL CORP. EQUITY 699462107 124 7,720 SH DEFINED 1 7,720
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VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR ------------------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
---------------------------------------------------------------------------------------------------------------------------
PARK ELECTROCHEMICAL CORP. EQUITY 700416209 150 5,162 SH DEFINED 1 5,162
PARK NATIONAL CORP. EQUITY 700658107 356 3,608 SH DEFINED 1 3,608
PARKER DRILLING CO. EQUITY 701081101 119 26,877 SH DEFINED 1 26,877
PARKER HANNIFIN CORP. EQUITY 701094104 3317 66,482 SH DEFINED 1 66,482
PARKERVISION, INC EQUITY 701354102 53 2,614 SH DEFINED 1 2,614
PARKWAY PROPERTIES, INC. EQUITY 70159Q104 1313 35,981 SH DEFINED 1 35,981
PATHMARK STORES INC EQUITY 70322A101 224 9,373 SH DEFINED 1 9,373
PATINA OIL & GAS CORP EQUITY 703224105 185 5,873 SH DEFINED 1 5,873
PATTERSON DENTAL CO. EQUITY 703412106 3753 85,828 SH DEFINED 1 85,828
PATTERSON UTI ENERGY INC EQUITY 703481101 1753 88,500 SH DEFINED 2 88,500
PATTERSON-UTI ENERGY INC EQUITY 703481101 2885 96,998 SH DEFINED 1 96,998
PAXAR CORP. EQUITY 704227107 895 52,114 SH DEFINED 1 52,114
PAXSON COMMUNICATIONS CORP. EQUITY 704231109 108 9,822 SH DEFINED 1 9,822
PAYCHEX INC EQUITY 704326107 38733 975,651 SH Sole 3 925274 47777
PAYCHEX INC EQUITY 704326107 268 44,150 SH DEFINED 2 44,150
PAYCHEX, INC. EQUITY 704326107 8515 214,480 SH DEFINED 1 214,480
PAYLESS SHOESOURCE, INC. EQUITY 704379106 1717 28,119 SH DEFINED 1 28,119
PAYPAL INC COM EQUITY 704508100 12864 675,300 SH Sole 3 658100 17200
PC CONNECTION INC EQUITY 69318J100 22 2,061 SH DEFINED 1 2,061
PC-TEL INC. EQUITY 69325Q105 37 4,233 SH DEFINED 1 4,233
PEABODY ENERGY CORP EQUITY 704549104 5 186 SH DEFINED 1 186
PEC SOLUTIONS INC EQUITY 705107100 12 472 SH DEFINED 1 472
PECO II INC EQUITY 705221109 21 4,287 SH DEFINED 1 4,287
PEDIATRIX MEDICAL GROUP EQUITY 705324101 267 6,557 SH DEFINED 1 6,557
PEGASUS SATELLITE EQUITY 705904100 40 13,387 SH DEFINED 1 13,387
PEGASUS SOLUTIONS INC. EQUITY 705906105 142 7,654 SH DEFINED 1 7,654
PEMSTAR INC EQUITY 706552106 64 6,697 SH DEFINED 1 6,697
PENN ENGINERRING & MFG CORP EQUITY 707389300 70 3,718 SH DEFINED 1 3,718
PENN NATIONAL GAMING, INC. EQUITY 707569109 95 2,716 SH DEFINED 1 2,716
PENN VIRGINIA CORPORATION EQUITY 707882106 100 2,492 SH DEFINED 1 2,492
PENNFED FINANCIAL SVCS INC EQUITY 708167101 49 1,801 SH DEFINED 1 1,801
PENNSYLVANIA REAL ESTATE INV. EQUITY 709102107 105 4,111 SH DEFINED 1 4,111
PENNZOIL-QUAKER STATE CO. EQUITY 709323109 2678 124,750 SH DEFINED 1 124,750
PENTAIR INC. EQUITY 709631105 2794 62,131 SH DEFINED 1 62,131
PENTON MEDIA INC EQUITY 709668107 55 7,242 SH DEFINED 1 7,242
PENWEST PHARMACEUTICALS CO EQUITY 709754105 81 4,182 SH DEFINED 1 4,182
PEOPLES BANK EQUITY 710198102 6 244 SH DEFINED 1 244
PEOPLES ENERGY CORP. EQUITY 711030106 6653 168,946 SH DEFINED 1 168,946
PEOPLES HOLDING COMPANY EQUITY 711148106 67 1,765 SH DEFINED 1 1,765
PEOPLESOFT, INC. EQUITY 712713106 9522 260,670 SH DEFINED 1 260,670
PEP BOYS-MANNY, MOE & JACK EQUITY 713278109 235 14,143 SH DEFINED 1 14,143
PEPSI BOTTLING EQUITY 713409100 3788 146,428 SH DEFINED 1 146,428
PEPSIAMERICAS INC EQUITY 71343P200 2838 196,825 SH DEFINED 1 196,825
Pepsico EQUITY 713448108 1803 35,000 SH DEFINED 4 35,000
PEPSICO INC EQUITY 713448108 2435 6,800 SH DEFINED 2 6,800
PEPSICO, INC. EQUITY 713448108 50723 984,910 SH DEFINED 1 984,910
PEREGRINE PHARMACEUTICALS INC EQUITY 713661106 73 33,784 SH DEFINED 1 33,784
PEREGRINE SYSTEMS, INC. EQUITY 71366Q101 24 2,516 SH DEFINED 1 2,516
PEREZ COMPANC SA- SPON ADR EQUITY 71367B103 122 44,400 SH DEFINED 1 44,400
PERFORMANCE FOOD GROUP CO. EQUITY 713755106 445 13,625 SH DEFINED 1 13,625
PERFORMANCE TECHNOLOGIES INC EQUITY 71376K102 25 3,095 SH DEFINED 1 3,095
PERICOM SEMICONDUCTOR CORP EQUITY 713831105 94 6,662 SH DEFINED 1 6,662
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VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH PUT/ INVSTMT OTHR ----------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PR CALL DSCRETN MGRS SOLE SHARED NONE
-----------------------------------------------------------------------------------------------------------------------------
PERINI CORP EQUITY 713839108 27079 4,709,377 SH DEFINED 1 4,709,377
PERKINELMER INC. EQUITY 714046109 2026 109,496 SH DEFINED 1 109,496
PEROT SYS CORP CL A EQUITY 714265105 2366 118,600 SH Sole 3 116500 2100
PEROT SYSTEM CORP. EQUITY 714265105 387 19,386 SH DEFINED 1 19,386
PERRIGO CO. EQUITY 714290103 1329 111,239 SH DEFINED 1 111,239
PER-SE TECHNOLOGIES EQUITY 713569309 117 9,692 SH DEFINED 1 9,692
PETROLEO BRASILEIRO S.A. - ADR EQUITY 71654V101 1643 65,900 SH DEFINED 1 65,900
PETROLEO BRASILEIRO S.A. ADR EQUITY 71654V408 1620 61,200 SH DEFINED 1 61,200
PETROQUEST ENERGY INC EQUITY 716748108 40 6,992 SH DEFINED 1 6,992
PETSMART, INC EQUITY 716768106 418 30,801 SH DEFINED 1 30,801
PF CHANGS CHINA BISTRO COM EQUITY 69333Y108 11220 168,400 SH Sole 3 168400
PFF BANCORP, INC. EQUITY 69331W104 111 3,568 SH DEFINED 1 3,568
PFIZER, INC. EQUITY 717081103 176405 4,438,973 SH DEFINED 1 4,438,973
PFIZER, INC. EQUITY 717081103 7598 1,152,258 SH DEFINED 2 1,152,258
PHARMACEUTICAL PRODUCT DEVELOPMENT EQUITY 717124101 20 572 SH DEFINED 1 572
PHARMACEUTICAL RES INC COM EQUITY 717125108 123 5,802 SH DEFINED 1 5,802
PHARMACIA CORP. EQUITY 71713U102 987 14,670 SH DEFINED 2 14,670
PHARMACIA CORPORATION EQUITY 71713U102 50058 1,110,430 SH DEFINED 1 1,110,430
PHARMACOPEIA INC EQUITY 71713B104 92 6,911 SH DEFINED 1 6,911
PHARMACYCLICS INC. EQUITY 716933106 39 5,026 SH DEFINED 1 5,026
PHARMOS CORP EQUITY 717139208 29 17,236 SH DEFINED 1 17,236
Phelps Dodge CORPBO 717265AK8 2938 3,000,000 PR DEFINED 4 3,000,000
PHELPS DODGE CORP. EQUITY 717265102 1584 37,630 SH DEFINED 1 37,630
PHILADELPHIA CONS. HLDG. CO. EQUITY 717528103 142 3,567 SH DEFINED 1 3,567
PHILADELPHIA SUBURBAN CORP. EQUITY 718009608 415 17,639 SH DEFINED 1 17,639
PHILIP MORRIS COMPANIES, INC. EQUITY 718154107 73710 1,399,470 SH DEFINED 1 1,399,470
PHILIP MORRIS COS INC EQUITY 718154107 509 136,500 SH DEFINED 2 136,500
PHILLIPINES LONG DISTANCE TELE ADR EQUITY 718252604 580 55,800 SH DEFINED 1 55,800
PHILLIPS PETROLEUM CO. EQUITY 718507106 10847 172,720 SH DEFINED 1 172,720
PHILLIPS-VAN HEUSEN CORP. EQUITY 718592108 100 7,078 SH DEFINED 1 7,078
PHOENIX TECHNOLOGIES, LTD. EQUITY 719153108 99 7,237 SH DEFINED 1 7,237
PHOTON DYNAMICS EQUITY 719364101 221 4,341 SH DEFINED 1 4,341
PHOTON DYNAMICS INC EQUITY 719364101 539 10,000 SH DEFINED 2 10,000
PHOTRONICS INC. EQUITY 719405102 274 8,130 SH DEFINED 1 8,130
PICO HOLDINGS INC EQUITY 693366205 49 3,322 SH DEFINED 1 3,322
PIEDMONT NATURAL GAS CO., INC. EQUITY 720186105 338 9,484 SH DEFINED 1 9,484
PIER 1 IMPORTS, INC. EQUITY 720279108 597 28,985 SH DEFINED 1 28,985
PILGRIMS PRIDE CORP. EQUITY 721467108 66 4,673 SH DEFINED 1 4,673
PINNACLE HOLDINGS, INC. EQUITY 72346N101 1 13,158 SH DEFINED 1 13,158
PINNACLE SYSTEMS, INC. EQUITY 723481107 140 17,604 SH DEFINED 1 17,604
PINNACLE WEST CAPITAL CORP. EQUITY 723484101 1750 38,583 SH DEFINED 1 38,583
PIONEER NATURAL RESOURCES CORP EQUITY 723787107 2938 131,824 SH DEFINED 1 131,824
PIONEER-STANDARD ELECTRONICS EQUITY 723877106 122 8,605 SH DEFINED 1 8,605
PITNEY BOWES, INC. EQUITY 724479100 4983 116,433 SH DEFINED 1 116,433
PITTSTON BRINK'S GROUP EQUITY 725701106 2136 85,095 SH DEFINED 1 85,095
PIXAR INC EQUITY 725811103 9 246 SH DEFINED 1 246
PIXELWORKS INC EQUITY 72581M107 88 6,823 SH DEFINED 1 6,823
PLACER DOME INC. EQUITY 725906101 1818 148,390 SH DEFINED 1 148,390
PLAINS RESOURCES, INC. EQUITY 726540503 186 7,461 SH DEFINED 1 7,461
PLANAR SYSTEMS, INC. EQUITY 726900103 87 3,301 SH DEFINED 1 3,301
PLANTRONICS, INC. EQUITY 727493108 1438 68,722 SH DEFINED 1 68,722
TITLE CUSIP 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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PLATO LEARNING INC EQUITY 72764Y100 77 4,360 SH DEFINED 1 4,360
PLAYBOY ENTERPRISES, INC. EQUITY 728117300 69 4,050 SH DEFINED 1 4,050
PLAYTEX PRODUCTS, INC. EQUITY 72813P100 90 8,306 SH DEFINED 1 8,306
PLEXUS CORP. EQUITY 729132100 1548 65,612 SH DEFINED 1 65,612
PLUG POWER INC EQUITY 72919P103 2 176 SH DEFINED 1 176
PLUM CREEK TIMBER CO INC EQUITY 729251108 2506 84,365 SH DEFINED 1 84,365
PLX TECHNOLOGY, INC. EQUITY 693417107 64 5,267 SH DEFINED 1 5,267
PMA CAPITAL CORP. EQUITY 693419202 117 5,115 SH DEFINED 1 5,115
PMC-SIERRA, INC. EQUITY 69344F106 1332 81,833 SH DEFINED 1 81,833
PMI GROUP INC COM EQUITY 69344M101 51602 681,120 SH Sole 3 666620 14500
PMI GROUP, INC. EQUITY 69344M101 5371 70,889 SH DEFINED 1 70,889
PNC FINANCIAL SERVICES EQUITY 693475105 8978 146,010 SH DEFINED 1 146,010
PNC Funding Corp CORPBOND 69347CAA8 4938 5,000,000 PRN DEFINED 4 5,000,000
PNM RESOURCES INC EQUITY 69349H107 1882 61,377 SH DEFINED 1 61,377
POGO PRODUCING CO EQUITY 730448107 20 622 SH DEFINED 1 622
POGO PRODUCING CO COM EQUITY 730448107 40432 1,275,456 SH Sole 3 1244026 31430
POHANG IRON AND STEEL COMPANY ADR EQUITY 730450103 523 20,000 SH DEFINED 1 20,000
POLARIS INDUSTRIES, INC. EQUITY 731068102 455 7,146 SH DEFINED 1 7,146
POLO RALPH LAUREN CO EQUITY 731572103 15 516 SH DEFINED 1 516
POLYCOM INC COM EQUITY 73172K104 27029 1,098,732 SH Sole 3 988300 102732
POLYCOM, INC. EQUITY 73172K104 3119 126,796 SH DEFINED 1 126,796
POLYMEDICA CORP EQUITY 731738100 93 3,663 SH DEFINED 1 3,663
POLYONE CORPORATION EQUITY 73179P106 294 24,059 SH DEFINED 1 24,059
POMEROY COMPUTER RESOURCES EQUITY 731822102 47 3,103 SH DEFINED 1 3,103
POPE & TALBOT, INC. EQUITY 732827100 71 4,861 SH DEFINED 1 4,861
POPULAR INC EQUITY 733174106 39 1,344 SH DEFINED 1 1,344
PORT FINANCIAL CORPORATION EQUITY 734119100 52 1,638 SH DEFINED 1 1,638
PORTAL SOFTWARE EQUITY 736126103 58 30,601 SH DEFINED 1 30,601
POSSIS MEDICAL INC EQUITY 737407106 104 5,282 SH DEFINED 1 5,282
POST PROPERTIES, INC. EQUITY 737464107 7635 227,245 SH DEFINED 1 227,245
POTLATCH CORP. EQUITY 737628107 1496 44,401 SH DEFINED 1 44,401
Potomac Edison CORPBOND 737662BB1 8118 8,000,000 PRN DEFINED 4 8,000,000
POTOMAC ELECTRIC POWER CO. EQUITY 737679100 3178 136,088 SH DEFINED 1 136,088
POWELL INDUSTRIES INC EQUITY 739128106 44 1,972 SH DEFINED 1 1,972
POWER INTEGRATIONS, INC. EQUITY 739276103 156 8,183 SH DEFINED 1 8,183
POWER-ONE, INC. EQUITY 739308104 296 36,246 SH DEFINED 1 36,246
POWERWAVE TECHNOLOGIES INC EQUITY 739363109 1295 100,652 SH DEFINED 1 100,652
POZEN INC. EQUITY 73941U102 35 6,071 SH DEFINED 1 6,071
PPG INDUSTRIES, INC. EQUITY 693506107 5848 106,510 SH DEFINED 1 106,510
PPL CORPORATION EQUITY 69351T106 2865 72,334 SH DEFINED 1 72,334
PRAECIS PHARMACEUTICALS INC EQUITY 739421105 83 15,891 SH DEFINED 1 15,891
Praxair Inc CORPBOND 74005PAJ3 2972 3,000,000 PRN DEFINED 4 3,000,000
PRAXAIR INC EQUITY 74005P104 431 24,900 SH DEFINED 2 24,900
PRAXAIR, INC. EQUITY 74005P104 6900 115,377 SH DEFINED 1 115,377
PRECISION CASTPARTS CORP. EQUITY 740189105 2327 65,708 SH DEFINED 1 65,708
PRENTISS PROPERTIES TRUST EQUITY 740706106 287 9,719 SH DEFINED 1 9,719
PREPAID LEGAL SERVICES, INC. EQUITY 740065107 137 4,783 SH DEFINED 1 4,783
PRESIDENTIAL LIFE CORP. EQUITY 740884101 153 6,745 SH DEFINED 1 6,745
PRESSTEK INC EQUITY 741113104 55 9,531 SH DEFINED 1 9,531
PRG-SCHULTZ INTERNATIONAL EQUITY 69357C107 147 10,456 SH DEFINED 1 10,456
PRI AUTOMATION INC. EQUITY 69357H106 171 7,333 SH DEFINED 1 7,333
PRICE COMMUNICATIONS CO. EQUITY 741437305 1482 83,999 SH DEFINED 1 83,999
PRICE LEGACY CORP PFD EQUITY 74144P205 91 5,900 SH DEFINED 1 5,900
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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PRICELINE.COM INC. EQUITY 741503106 170 32,524 SH DEFINED 1 32,524
PRICESMART, INC. EQUITY 741511109 43 1,166 SH DEFINED 1 1,166
PRIDE INTERNATIONAL EQUITY 74153Q102 2682 168,684 SH DEFINED 1 168,684
PRIDE INTERNATIONAL INC EQUITY 74153Q102 1264 19,700 SH DEFINED 2 19,700
PRIMA ENERGY CORP EQUITY 741901201 75 3,021 SH DEFINED 1 3,021
PRIME GROUP REALTY TRUST EQUITY 74158J103 14 1,808 SH DEFINED 1 1,808
PRIME HOSPITALITY CORP. EQUITY 741917108 183 13,935 SH DEFINED 1 13,935
PRINCETON REVIEW INC EQUITY 742352107 654 61,900 SH DEFINED 2 61,900
PRINCIPAL FINANCIAL GROUP EQUITY 74251V102 20008 790,820 SH DEFINED 1 790,820
PRIORITY HEALTHCARE EQUITY 74264T102 8 306 SH DEFINED 1 306
PRIVATE MEDIA GROUP INC EQUITY 74266R104 25 4,460 SH DEFINED 1 4,460
PROASSURANCE CORPORATION EQUITY 74267C106 128 7,099 SH DEFINED 1 7,099
PROBUSINESS SERVICES INC. EQUITY 742674104 118 5,489 SH DEFINED 1 5,489
PROCTER & GAMBLE CO. EQUITY 742718109 74399 825,825 SH DEFINED 1 825,825
PROFESSIONAL DETAILING, INC. EQUITY 69329V100 41 2,404 SH DEFINED 1 2,404
PROGENICS PHARMACEUTICALS EQUITY 743187106 37 2,481 SH DEFINED 1 2,481
Progress Energy EQUITY 743263105 8757 175,000 SH DEFINED 4 175,000
PROGRESS ENERGY INC. EQUITY 743263105 5069 101,297 SH DEFINED 1 101,297
PROGRESS SOFTWARE CORP. EQUITY 743312100 165 9,084 SH DEFINED 1 9,084
PROGRESSIVE CORP. EQUITY 743315103 5621 33,737 SH DEFINED 1 33,737
PROLOGIS TR SH BEN INT EQUITY 743410102 19183 821,540 SH Sole 3 670024 151516
PROLOGIS TRUST EQUITY 743410102 29 1,235 SH DEFINED 1 1,235
PROQUEST CO. EQUITY 74346P102 182 4,231 SH DEFINED 1 4,231
PROSPERITY BANCSHARES INC EQUITY 743606105 55 1,703 SH DEFINED 1 1,703
PROTECTIVE LIFE CORP COM EQUITY 743674103 2707 86,820 SH DEFINED 1 86,820
PROTEIN DESIGN LABS, INC. EQUITY 74369L103 1955 114,127 SH DEFINED 1 114,127
PROTON ENERGY SYSTEMS EQUITY 74371K101 67 10,343 SH DEFINED 1 10,343
PROVIDENT BANCORP INC EQUITY 743835100 26 969 SH DEFINED 1 969
PROVIDENT BANKSHARES CORP. EQUITY 743859100 191 7,956 SH DEFINED 1 7,956
PROVIDENT FINANCIAL GROUP EQUITY 743866105 1791 62,193 SH DEFINED 1 62,193
Providian Capital CORPBOND 743973AA7 886 4,000,000 PRN DEFINED 4 4,000,000
PROVIDIAN FINANCIAL CORP. EQUITY 74406A102 970 128,462 SH DEFINED 1 128,462
PROVINCE HEALTHCARE CO. EQUITY 743977100 313 9,851 SH DEFINED 1 9,851
PROXIM, INC. EQUITY 744284100 41 9,611 SH DEFINED 1 9,611
PRUDENTIAL FINANCIAL INC EQUITY 744320102 113350 3,650,550 SH DEFINED 1 3,650,550
PS BUSINESS PARKS, INC. EQUITY 69360J107 116 3,326 SH DEFINED 1 3,326
PS BUSINESS PKS INC CA COM EQUITY 69360J107 11843 340,800 SH Sole 3 277820 62980
PSEG ENERGY HOLDINGS EQUITY 744573106 20257 442,285 SH DEFINED 1 442,285
PSS WORLD MEDICAL, INC EQUITY 69366A100 217 22,151 SH DEFINED 1 22,151
PUBLIC STORAGE INC EQUITY 74460D109 33 893 SH DEFINED 1 893
Public Svc Enterprise Group EQUITY 744573106 3893 85,000 SH DEFINED 4 85,000
PUGET ENEGY INC. EQUITY 745310102 10877 523,205 SH DEFINED 1 523,205
PULITZER INC. EQUITY 745769109 137 2,568 SH DEFINED 1 2,568
PULTE HOMES INC. EQUITY 745867101 2115 44,197 SH DEFINED 1 44,197
PUMA TECHNOLOGY INC EQUITY 745887109 16 11,737 SH DEFINED 1 11,737
PURE RESOURCES INC EQUITY 74622E102 94 4,185 SH DEFINED 1 4,185
PYR ENERGY CORP EQUITY 693677106 9 4,505 SH DEFINED 1 4,505
QLOGIC CORP EQUITY 747277101 2906 13,200 SH DEFINED 2 13,200
QLOGIC CORP COM EQUITY 747277101 10577 213,600 SH Sole 3 186700 25100
QLOGIC CORP. EQUITY 747277101 2276 45,955 SH DEFINED 1 45,955
QRS CORP. EQUITY 74726X105 49 4,190 SH DEFINED 1 4,190
QUAKER CHEM CORP COM EQUITY 747316107 56 2,419 SH DEFINED 1 2,419
QUAKER CIRY BANCORP INC EQUITY 74731K106 37 1,176 SH DEFINED 1 1,176
TITLE CUSIP 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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QUAKER FABRIC CORP. EQUITY 747399103 40 3,613 SH DEFINED 1 3,613
QUALCOMM INC EQUITY 747525103 5 77,200 SH DEFINED 2 77,200
QUALCOMM, INC. EQUITY 747525103 26085 693,000 SH DEFINED 1 693,000
QUANEX CORP. EQUITY 747620102 148 4,168 SH DEFINED 1 4,168
QUANTA SERVICES, INC. EQUITY 74762E102 1798 103,969 SH DEFINED 1 103,969
QUANTUM CORP DLT & STORAGE EQUITY 747906204 1570 197,233 SH DEFINED 1 197,233
Quest Diagnostics EQUITY 74834L100 2560 30,900 SH DEFINED 4 30,900
QUEST DIAGNOSTICS, INC. EQUITY 74834L100 10192 123,012 SH DEFINED 1 123,012
QUEST SOFTWARE INC EQUITY 74834T103 7 495 SH DEFINED 1 495
QUESTAR CORP. EQUITY 748356102 3734 145,252 SH DEFINED 1 145,252
QUICKSILVER RESOURCES INC EQUITY 74837R104 58 2,534 SH DEFINED 1 2,534
QUICKSILVER, INC. EQUITY 74838C106 148 6,782 SH DEFINED 1 6,782
QUIKSILVER INC EQUITY 74838C106 45 51,300 SH DEFINED 2 51,300
QUINTILES TRANSNATIONAL CORP. EQUITY 748767100 984 55,459 SH DEFINED 1 55,459
QUIXOTE CORP EQUITY 749056107 37 1,977 SH DEFINED 1 1,977
QWEST COMMUNICATIONS INTL. EQUITY 749121109 6462 786,179 SH DEFINED 1 786,179
R&G FINANCIAL CO. EQUITY 749136107 64 3,189 SH DEFINED 1 3,189
R. R. DONNELLEY AND SONS CO. EQUITY 257867101 1726 55,485 SH DEFINED 1 55,485
R.H. DONNELLEY CORP. EQUITY 74955W307 280 9,199 SH DEFINED 1 9,199
R.O.C. TAIWAN FUND EQUITY 749651105 1630 320,800 SH DEFINED 1 320,800
RADIAN GROUP INC COM EQUITY 750236101 109240 2,225,760 SH Sole 3 2104650 115010
RADIAN GROUP, INC. EQUITY 750236101 5826 118,702 SH DEFINED 1 118,702
RADIANT SYSTEMS, INC. EQUITY 75025N102 42 4,627 SH DEFINED 1 4,627
RADIO ONE INC -CL D EQUITY 75040P405 14 683 SH DEFINED 1 683
RADIO ONE INC CL D NON VTG EQUITY 75040P405 60832 2,953,010 SH Sole 3 2882564 70446
RADIOSHACK CORP. EQUITY 750438103 2512 83,627 SH DEFINED 1 83,627
RADISYS CORP. EQUITY 750459109 89 4,948 SH DEFINED 1 4,948
RAILAMERICA INC EQUITY 750753105 71 6,738 SH DEFINED 1 6,738
RAILWORKS CORP EQUITY 750789109 800 121,500 SH DEFINED 2 121,500
RAINBOW TECHNOLOGIES INC EQUITY 750862104 72 7,205 SH DEFINED 1 7,205
RAIT INVESTMENT TRUST EQUITY 749227104 3023 150,000 SH DEFINED 1 150,000
RALCORP HOLDINGS, INC. EQUITY 751028101 253 9,316 SH DEFINED 1 9,316
RAMBUS INC. EQUITY 750917106 202 25,916 SH DEFINED 1 25,916
RANGE RESOURCES CORP EQUITY 75281A109 79 15,171 SH DEFINED 1 15,171
RARE HOSPITALITY INTERNATIONAL EQUITY 753820109 170 6,679 SH DEFINED 1 6,679
RATIONALE SOFTWARE CORP EQUITY 75409P202 1506 95,164 SH DEFINED 1 95,164
RAYMOND JAMES FINANCIAL, INC. EQUITY 754730109 407 11,883 SH DEFINED 1 11,883
RAYONIER, INC. EQUITY 754907103 3921 73,589 SH DEFINED 1 73,589
RAYOVAC CORP. EQUITY 755081106 98 6,370 SH DEFINED 1 6,370
RAYTHEON CO EQUITY 755111507 919 19,500 SH DEFINED 2 19,500
RAYTHEON CO COM NEW EQUITY 755111507 3653 89,000 SH Sole 3 89000
RAYTHEON CO. EQUITY 755111507 8840 215,353 SH DEFINED 1 215,353
RCN CORP. EQUITY 749361101 14 10,092 SH DEFINED 1 10,092
READER'S DIGEST ASSOC., INC. CLASS A EQUITY 755267101 2829 126,220 SH DEFINED 1 126,220
READ-RITE CORP. EQUITY 755246105 114 37,172 SH DEFINED 1 37,172
REALNETWORKS, INC. EQUITY 75605L104 9 1,321 SH DEFINED 1 1,321
REALTY INCOME CORP COM EQUITY 756109104 5292 159,400 SH Sole 3 141500 17900
REALTY INCOME CORP. EQUITY 756109104 339 10,201 SH DEFINED 1 10,201
RECKSON ASSOC REALTY CORP. EQUITY 75621K106 278 11,292 SH DEFINED 1 11,292
RECKSON ASSOCS RLTY CL B EQUITY 75621K304 4822 187,200 SH Sole 3 166200 21000
RECKSON ASSOCS RLTY COM EQUITY 75621K106 22677 919,600 SH Sole 3 754911 164689
RECOTON CORP. EQUITY 756268108 14 3,020 SH DEFINED 1 3,020
RED HAT, INC. EQUITY 756577102 48 8,410 SH DEFINED 1 8,410
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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REDBACK NETWORKS INC EQUITY 757209101 7 1,942 SH DEFINED 1 1,942
REDWOOD TRUST, INC. EQUITY 758075402 61 2,225 SH DEFINED 1 2,225
REEBOK INTERNATIONAL, LTD. EQUITY 758110100 725 26,814 SH DEFINED 1 26,814
REGAL-BELOIT CORP. EQUITY 758750103 152 5,935 SH DEFINED 1 5,935
REGENCY CENTERS CORPORATION EQUITY 758849103 210 7,220 SH DEFINED 1 7,220
REGENCY CTRS CORP COM EQUITY 758849103 11620 400,400 SH Sole 3 325862 74538
REGENERATION TECHNOLOGIES EQUITY 75886N100 28 3,925 SH DEFINED 1 3,925
REGENERON PHARMACEUTICALS INC. EQUITY 75886F107 204 8,152 SH DEFINED 1 8,152
REGENT COMMUNICATIONS, INC EQUITY 758865109 49 5,961 SH DEFINED 1 5,961
REGIONS FINANCIAL CORP. EQUITY 758940100 3610 105,088 SH DEFINED 1 105,088
REGIS CORP. EQUITY 758932107 321 11,445 SH DEFINED 1 11,445
REGISTER.COM EQUITY 75914G101 54 6,059 SH DEFINED 1 6,059
REHAB CARE GROUP EQUITY 759148109 141 4,935 SH DEFINED 1 4,935
REINSURANCE GROUP OF EQUITY 759351109 5 173 SH DEFINED 1 173
RELIANCE STEEL & ALUMINIUM CO. EQUITY 759509102 204 7,410 SH DEFINED 1 7,410
RELIANT ENERGY, INC. EQUITY 75952J108 3671 142,350 SH DEFINED 1 142,350
RELIANT RESOURCES INC EQUITY 75952B105 1042 61,611 SH DEFINED 1 61,611
REMEC, INC. EQUITY 759543101 130 14,010 SH DEFINED 1 14,010
REMINGTON OIL & GAS CORP EQUITY 759594302 103 5,097 SH DEFINED 1 5,097
RENAISSANCE LEARNING, INC. EQUITY 75968L105 79 2,424 SH DEFINED 1 2,424
Renaissancere CORPBOND 759936AC1 4194 5,000,000 PRN DEFINED 4 5,000,000
RENAL CARE GROUP, INC. EQUITY 759930100 502 15,312 SH DEFINED 1 15,312
RENT-A-CENTER INC EQUITY 76009N100 113 2,206 SH DEFINED 1 2,206
RENT-WAY, INC. EQUITY 76009U104 64 7,631 SH DEFINED 1 7,631
REPUBLIC BANCORP, INC. EQUITY 760281204 235 17,360 SH DEFINED 1 17,360
REPUBLIC BANCSHARES, INC. EQUITY 759929102 25 1,471 SH DEFINED 1 1,471
REPUBLIC SERVICES IN EQUITY 760759100 4003 214,267 SH DEFINED 1 214,267
REPUBLIC SVCS INC EQUITY 760759100 782 49,200 SH DEFINED 2 49,200
RESEARCH FRONTIERS EQUITY 760911107 54 3,044 SH DEFINED 1 3,044
RESMED INC EQUITY 761152107 19 474 SH DEFINED 1 474
RESORTQUEST INTL INC EQUITY 761183102 37 5,025 SH DEFINED 1 5,025
RESOURCE AMERICA, INC. EQUITY 761195205 53 4,782 SH DEFINED 1 4,782
RESOURCES CONNECTION INC EQUITY 76122Q105 60 2,081 SH DEFINED 1 2,081
RESPIRONICS INC. EQUITY 761230101 308 9,491 SH DEFINED 1 9,491
RETEK INC EQUITY 76128Q109 341 1,200 SH DEFINED 2 1,200
RETEK INC COM EQUITY 76128Q109 34567 1,316,823 SH Sole 3 1292323 24500
RETEK INC. EQUITY 76128Q109 1700 64,756 SH DEFINED 1 64,756
REVLON, INC.-CL A EQUITY 761525500 16 2,465 SH DEFINED 1 2,465
REYNOLDS AND REYNOLDS CO., CLASS A EQUITY 761695105 2659 88,619 SH DEFINED 1 88,619
RF MICRO DEVICES INC EQUITY 749941100 3891 217,376 SH DEFINED 1 217,376
RF MONOLITHICS INC COM(OXFORD PTNRS L EQUITY 74955F106 20 4,973 SH DEFINED 1 4,973
RFS HOTEL INVESTORS, INC. EQUITY 74955J108 116 7,861 SH DEFINED 1 7,861
RGS ENERGY GROUP, INC. EQUITY 74956K104 424 10,795 SH DEFINED 1 10,795
RIBOZYME PHARMACEUTICALS INC EQUITY 762567105 12 4,107 SH DEFINED 1 4,107
RICHARDSON ELEC LTD EQUITY 763165107 20 1,610 SH DEFINED 1 1,610
RIGEL PHARMACEUTICALS INC EQUITY 766559108 29 8,189 SH DEFINED 1 8,189
RIGGS NATIONAL CORP. EQUITY 766570105 61 3,965 SH DEFINED 1 3,965
RIGHT MANAGEMENT CONSULTANTS EQUITY 766573109 75 2,962 SH DEFINED 1 2,962
RITE AID CORP EQUITY 767754104 17 5,003 SH DEFINED 1 5,003
Riverdeep Group PLC USD0.01 Spons ADR EQUITY 76870Q109 1129 50,500 SH DEFINED 1 50,500
RIVERSTONE NETWORKS INC EQUITY 769320102 10 1,586 SH DEFINED 1 1,586
RIVIANA FOODS EQUITY 769536103 39 1,805 SH DEFINED 1 1,805
RIVIERA HOLDINGS CORP EQUITY 769627100 2600 500,000 SH DEFINED 1 500,000
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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RJ Reynolds EQUITY 76182K105 7123 110,000 SH DEFINED 4 110,000
RJ REYNOLDS TOBACCO HOLDINGS EQUITY 76182K105 7650 118,145 SH DEFINED 1 118,145
RLI CORP. EQUITY 749607107 106 2,049 SH DEFINED 1 2,049
ROADWAY CORP. EQUITY 769742107 136 3,682 SH DEFINED 1 3,682
ROANOKE ELECTRIC STEEL CORP EQUITY 769841107 46 3,399 SH DEFINED 1 3,399
ROBBINS & MYERS, INC. EQUITY 770196103 67 2,462 SH DEFINED 1 2,462
ROBERT HALF INTERNATIONAL INC. EQUITY 770323103 2407 81,523 SH DEFINED 1 81,523
ROCK-TENN CO., CLASS A EQUITY 772739207 78 3,635 SH DEFINED 1 3,635
ROCKWELL AUTOMATION INC EQUITY 773903109 3046 151,835 SH DEFINED 1 151,835
Rockwell Collins EQUITY 774341101 25 990 SH DEFINED 1 990
ROCKWELL COLLINS INC EQUITY 774341101 378 31,000 SH DEFINED 2 31,000
ROGERS CORP. EQUITY 775133101 162 4,888 SH DEFINED 1 4,888
ROHM AND HAAS CO. EQUITY 775371107 4274 101,114 SH DEFINED 1 101,114
ROHN INDUSTRIES, INC. EQUITY 775381106 8 5,341 SH DEFINED 1 5,341
ROLLINS, INC. EQUITY 775711104 892 42,278 SH DEFINED 1 42,278
ROPER INDS INC NEW COM EQUITY 776696106 43427 873,082 SH Sole 3 858282 14800
ROPER INDUSTRIES, INC. EQUITY 776696106 453 9,111 SH DEFINED 1 9,111
ROSLYN BANCORP, INC. EQUITY 778162107 2305 111,367 SH DEFINED 1 111,367
ROSS STORES INC EQUITY 778296103 241 10,000 SH DEFINED 2 10,000
ROSS STORES, INC. EQUITY 778296103 3813 100,784 SH DEFINED 1 100,784
Rostelecom ADR EQUITY 778529107 502 65,000 SH DEFINED 1 65,000
ROUSE CO EQUITY 779273101 18 572 SH DEFINED 1 572
ROUSE CO COM EQUITY 779273101 18684 603,100 SH Sole 3 490779 112321
ROWAN COMPANIES, INC. EQUITY 779382100 1479 64,179 SH DEFINED 1 64,179
ROXIO INC EQUITY 780008108 119 5,249 SH DEFINED 1 5,249
Royal & Sun Alliance CORPBOND 78004VAB9 7908 7,564,000 PRN DEFINED 4 7,564,000
ROYAL BANCSHARES OF PENN-A EQUITY 780081105 24 1,176 SH DEFINED 1 1,176
Royal Caribbean CORPBOND 780153AL6 3378 3,500,000 PRN DEFINED 4 3,500,000
Royal Caribbean CORPBOND 780153AG7 1590 2,000,000 PRN DEFINED 4 2,000,000
Royal Caribbean CORPBOND 780153AH5 1217 1,375,000 PRN DEFINED 4 1,375,000
ROYAL CARRIBBEAN CRUISES LTD EQUITY V7780T103 16 625 SH DEFINED 2 625
ROYAL DUTCH PETROLEUM CO. NY REG SH P EQUITY 780257804 52724 970,620 SH DEFINED 1 970,620
RPC EQUITY 749660106 50 3,367 SH DEFINED 1 3,367
RPM, INC. EQUITY 749685103 2694 173,229 SH DEFINED 1 173,229
RSA SECURITY INC. EQUITY 749719100 641 71,274 SH DEFINED 1 71,274
RTI INTERNATIONAL METALS, INC. EQUITY 74973W107 75 6,501 SH DEFINED 1 6,501
RUBY TUESDAY, INC. EQUITY 781182100 460 19,796 SH DEFINED 1 19,796
RUDDICK CORP. EQUITY 781258108 1127 67,755 SH DEFINED 1 67,755
RUDOLPH TECHNOLOGIES INC. EQUITY 781270103 129 2,980 SH DEFINED 1 2,980
RURAL CELLULAR EQUITY 781904107 2706 64,529 SH DEFINED 1 2,232
RUSS BERRIE AND CO., INC. EQUITY 782233100 92 2,859 SH DEFINED 1 2,859
RUSSELL CORP. EQUITY 782352108 108 7,239 SH DEFINED 1 7,239
RYAN'S FAMILY STEAK HOUSES EQUITY 783519101 228 9,490 SH DEFINED 1 9,490
RYDER SYSTEM, INC. EQUITY 783549108 1295 43,847 SH DEFINED 1 43,847
RYERSON TULL, INC. EQUITY 78375P107 76 6,949 SH DEFINED 1 6,949
RYLAND GROUP EQUITY 783764103 372 4,129 SH DEFINED 1 4,129
RYLAND GROUP INC COM EQUITY 783764103 12790 141,800 SH Sole 3 141800
S & P 500 FUTURE EQUITY 84749R100 38 1,592 SH DEFINED 1 1,592
S J W CORP COM EQUITY 784305104 50 619 SH DEFINED 1 619
S&T BANCORP, INC. EQUITY 783859101 185 7,283 SH DEFINED 1 7,283
S.Y. BANCORP INC EQUITY 785060104 62 1,709 SH DEFINED 1 1,709
S1 CORPORATION EQUITY 78463B101 293 18,999 SH DEFINED 1 18,999
SABA SOFTWARE INC EQUITY 784932105 33 7,993 SH DEFINED 1 7,993
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VOTING AUTHORITY
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR ----------------------------
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
-------------------------------------------------------------------------------------------------------------------------------
SABRE HOLDINGS CORP. EQUITY 785905100 2939 62,923 SH DEFINED 1 62,923
Safeco Capital I CORPBOND 786427AC8 6750 7,500,000 PRN DEFINED 4 7,500,000
SAFECO CORP. EQUITY 786429100 1889 58,950 SH DEFINED 1 58,950
SAFEGUARD SCIENTIFICS, INC. EQUITY 786449108 110 36,630 SH DEFINED 1 36,630
SAFEWAY INC EQUITY 786514208 13004 288,860 SH DEFINED 1 288,860
SAGA COMMUNICATIONS, INC. CLASS A EQUITY 786598102 76 3,031 SH DEFINED 1 3,031
SAKS INC. EQUITY 79377W108 2363 179,691 SH DEFINED 1 179,691
SALEM COMMUNICATION- CLASS A EQUITY 794093104 65 2,743 SH DEFINED 1 2,743
SALIX PHARMACEUTICALS LTD EQUITY 795435106 382 10,000 SH DEFINED 2 10,000
SALIX PHARMACEUTICALS ORD EQUITY 795435106 7314 417,200 SH Sole 3 417200
SALTON, INC. EQUITY 795757103 35 1,762 SH DEFINED 1 1,762
SANCHEZ COMPUTER ASSOCIATES EQUITY 799702105 28 4,159 SH DEFINED 1 4,159
SANDERSON FARMS, INC. EQUITY 800013104 40 1,476 SH DEFINED 1 1,476
SANDISK CORP. EQUITY 80004C101 1883 86,767 SH DEFINED 1 86,767
SANDY SPRING BANCORP, INC. EQUITY 800363103 146 4,502 SH DEFINED 1 4,502
SANGAMO BIOSCIENCES INC EQUITY 800677106 31 3,353 SH DEFINED 1 3,353
SANGSTAT MEDICAL CORP. EQUITY 801003104 155 5,773 SH DEFINED 1 5,773
SANMINA - SCI CORP EQUITY 800907107 3271 278,362 SH DEFINED 1 278,362
SANTANDER BANCORP EQUITY 802809103 48 2,433 SH DEFINED 1 2,433
SAPIENT CORP. EQUITY 803062108 398 83,834 SH DEFINED 1 83,834
SARA LEE CORP. EQUITY 803111103 9158 441,120 SH DEFINED 1 441,120
SATCON TECHNOLOGY GROUP EQUITY 803893106 10 3,119 SH DEFINED 1 3,119
SATYAM COMPUTER SERVICES-ADR EQUITY 804098101 1069 85,500 SH DEFINED 1 85,500
SAUER-DANFOSS INC. EQUITY 804137107 33 3,161 SH DEFINED 1 3,161
SAUL CENTERS, INC. EQUITY 804395101 73 3,307 SH DEFINED 1 3,307
SBA COMMUNICATIONS CORPORATION EQUITY 78388J106 40 12,303 SH DEFINED 1 12,303
SBA COMMUNICATIONS CRP COM EQUITY 78388J106 914 277,800 SH Sole 3 277800
SBC COMMUNICATIONS INC EQUITY 78387G103 843 13,200 SH DEFINED 2 13,200
SBC COMMUNICATIONS, INC. EQUITY 78387G103 77532 2,070,840 SH DEFINED 1 2,070,840
SBS TECHNOLOGIES INC EQUITY 78387P103 58 4,517 SH DEFINED 1 4,517
SCANA CORP EQUITY 80589M102 4062 132,733 SH DEFINED 1 132,733
SCANSOURCE INC EQUITY 806037107 107 1,777 SH DEFINED 1 1,777
SCHAWK, INC. EQUITY 806373106 27 2,799 SH DEFINED 1 2,799
SCHERING PLOUGH CORP EQUITY 806605101 1200 12,950 SH DEFINED 2 12,950
SCHERING-PLOUGH CORP. EQUITY 806605101 36834 1,176,820 SH DEFINED 1 1,176,820
SCHLUMBERGER LTD. EQUITY 806857108 177 3,150 SH DEFINED 2 3,150
SCHLUMBERGER, LTD. EQUITY 806857108 17394 295,710 SH DEFINED 1 295,710
SCHOLASTIC CORP COM EQUITY 807066105 12609 232,688 SH Sole 3 204500 26288
SCHOLASTIC CORP. EQUITY 807066105 2891 53,345 SH DEFINED 1 53,345
SCHOOL SPECIALTY, INC. EQUITY 807863105 131 4,919 SH DEFINED 1 4,919
SCHULMAN, A. INC. EQUITY 808194104 838 45,795 SH DEFINED 1 45,795
SCHWAB CHARLES CORP EQUITY 808513105 113 93,710 SH DEFINED 2 93,710
SCHWEITZER-MAUDUIT INC. EQUITY 808541106 115 4,615 SH DEFINED 1 4,615
SCICLONE PHARMACEUTICALS, INC. EQUITY 80862K104 44 10,100 SH DEFINED 1 10,100
SCIENTIFIC ATLANTA EQUITY 808655104 11 500 SH DEFINED 2 500
SCIENTIFIC ATLANTA INC COM EQUITY 808655104 7836 339,200 SH Sole 3 291100 44200
SCIENTIFIC-ATLANTA, INC. EQUITY 808655104 2161 93,540 SH DEFINED 1 93,540
SCIOS NOVA INC. EQUITY 808905103 409 14,131 SH DEFINED 1 14,131
SCM MICROSYSTEMS, INC. EQUITY 784018103 56 4,772 SH DEFINED 1 4,772
SCOTTISH ANNUITY&LIFE ORD EQUITY G7885T104 11972 630,100 SH Sole 3 630100
TITLE CUSIP 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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SCOTTS CO. EQUITY 810186106 223 4,879 SH DEFINED 1 4,879
SCP POOL CORPORATION EQUITY 784028102 186 5,939 SH DEFINED 1 5,939
SCPIE HOLDINGS, INC. EQUITY 78402P104 47 2,742 SH DEFINED 1 2,742
SCRIPPS CO EQUITY 811054204 25 300 SH DEFINED 1 300
SEABOARD CORP. EQUITY 811543107 31 104 SH DEFINED 1 104
SEACHANGE INTERNATIONAL, INC. EQUITY 811699107 83 5,444 SH DEFINED 1 5,444
SEACHANGE INTL INC COM EQUITY 811699107 4565 300,550 SH Sole 3 300550
SEACOAST FINANCIAL SERVICES CO EQUITY 81170Q106 151 7,669 SH DEFINED 1 7,669
SEACOR SMIT, INC. EQUITY 811904101 260 5,302 SH DEFINED 1 5,302
SEACOST BANKING CORP FLA A EQUITY 811707108 53 1,122 SH DEFINED 1 1,122
SEALED AIR CORP EQUITY 81211K100 1841 39,094 SH DEFINED 1 39,094
Sealed Air Corp EQUITY 81211K100 942 20,000 SH DEFINED 4 20,000
SEARS ROEBUCK & CO EQUITY 812387108 9591 187,068 SH DEFINED 1 187,068
SEARS ROEBUCK & CO COM EQUITY 812387108 4102 80,000 SH Sole 3 80000
SEARS ROEBUCK + CO EQUITY 812387108 4360 1,500 SH DEFINED 2 1,500
SEATTLE GENETICS INC WA EQUITY 812578102 11 2,185 SH DEFINED 1 2,185
SECOND BANCORP, INC. EQUITY 813114105 66 2,708 SH DEFINED 1 2,708
SECURE COMPUTING CORP EQUITY 813705100 174 8,877 SH DEFINED 1 8,877
SECURE COMPUTING CORP COM EQUITY 813705100 12890 657,300 SH Sole 3 657300
SECURITY CAP GRP INC COM CL A EQUITY 81413P105 250 196 SH DEFINED 1 196
SECURITY CAPITAL GRO EQUITY 81413P204 19 729 SH DEFINED 1 729
SEEBEYOND TECHNOLOGY CORP. EQUITY 815704101 67 8,741 SH DEFINED 1 8,741
SEI INVESTMENTS CO. EQUITY 784117103 5858 136,831 SH DEFINED 1 136,831
SEITEL, INC. EQUITY 816074306 55 6,028 SH DEFINED 1 6,028
SELECT MEDICAL CORP EQUITY 816196109 46 2,903 SH DEFINED 1 2,903
SELECT MEDICAL CORP COM EQUITY 816196109 13625 851,000 SH Sole 3 851000
SELECTICA INC EQUITY 816288104 20 5,092 SH DEFINED 1 5,092
SELECTIVE INSURANCE GROUP, INC EQUITY 816300107 212 7,931 SH DEFINED 1 7,931
SEMCO ENERGY, INC. EQUITY 78412D109 54 5,654 SH DEFINED 1 5,654
SEMITOOL, INC. EQUITY 816909105 62 4,799 SH DEFINED 1 4,799
SEMPRA ENERGY EQUITY 816851109 3651 114,783 SH DEFINED 1 94,573
SEMTECH CORP COM EQUITY 816850101 16729 458,324 SH Sole 3 446800 11524
SEMTECH CORP. EQUITY 816850101 3268 89,533 SH DEFINED 1 89,533
SENIOR HOUSING PROP TRUST EQUITY 81721M109 18537 1,287,300 SH Sole 3 1065204 222096
SENIOR HOUSING PROP TRUST EQUITY 81721M109 4045 280,936 SH DEFINED 1 280,936
SENSIENT TECHNOLOGIES CORP. EQUITY 81725T100 1709 74,232 SH DEFINED 1 74,232
SEPRACOR, INC. EQUITY 817315104 1963 101,184 SH DEFINED 1 101,184
SEQUA CORP CLASS A EQUITY 817320104 741 14,192 SH DEFINED 1 14,192
SEQUENOM, INC. EQUITY 817337108 62 8,951 SH DEFINED 1 8,951
SERENA SOFTWARE, INC. EQUITY 817492101 95 4,876 SH DEFINED 1 4,876
SEROLOGICALS CORP. EQUITY 817523103 89 5,709 SH DEFINED 1 5,709
SERONO SA EQUITY 81752M101 1491 31,700 SH DEFINED 2 31,700
SERVICE CORP INTERNATIONAL EQUITY 817565104 15 2,876 SH DEFINED 1 2,876
SERVICEMASTER COMPAN EQUITY 81760N109 41 2,960 SH DEFINED 1 2,960
SFBC INTL INC COM EQUITY 784121105 4648 178,100 SH Sole 3 178100
SHAW GROUP INC EQUITY 820280105 16 595 SH DEFINED 1 595
SHERWIN-WILLIAMS CO. EQUITY 824348106 2062 72,387 SH DEFINED 1 72,387
SHOPKO STORES, INC. EQUITY 824911101 152 8,388 SH DEFINED 1 8,388
SHUFFLE MASTER, INC. EQUITY 825549108 116 5,616 SH DEFINED 1 5,616
SHURGARD STORAGE CENTERS, INC. CLASS EQUITY 82567D104 343 10,119 SH DEFINED 1 10,119
SICOR INC EQUITY 825846108 14 839 SH DEFINED 1 839
SIDERCA S.A.I.C ADR EQUITY 825863103 387 20,900 SH DEFINED 1 20,900
SIEBEL SYS INC EQUITY 826170102 75 133,700 SH DEFINED 2 133,700
TITLE CUSIP 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 SYSTEMS, INC. EQUITY 826170102 7286 223,440 SH DEFINED 1 223,440
SIERRA HEALTH SERVICES, INC. EQUITY 826322109 98 7,520 SH DEFINED 1 7,520
SIERRA PAC RES NEW EQUITY 826428104 1548 5,000 SH DEFINED 2 5,000
SIERRA PACIFIC RESOURCES EQUITY 826428104 2417 160,183 SH DEFINED 1 160,183
SIGMA ALDRICH CORP. EQUITY 826552101 3040 64,743 SH DEFINED 1 64,743
SIGNALSOFT CORP EQUITY 82668M102 10 5,876 SH DEFINED 1 5,876
SILGAN HOLDINGS, INC. EQUITY 827048109 102 3,050 SH DEFINED 1 3,050
SILICON GRAPHICS, INC. EQUITY 827056102 257 60,438 SH DEFINED 1 60,438
SILICON IMAGE INC EQUITY 82705T102 148 17,341 SH DEFINED 1 17,341
SILICON LABORATORIES COM EQUITY 826919102 17018 481,700 SH Sole 3 473400 8300
SILICON LABORATORIES INC EQUITY 826919102 96 2,704 SH DEFINED 1 2,704
SILICON STORAGE TECHNOLOGY EQUITY 827057100 252 23,893 SH DEFINED 1 23,893
SILICON VALLEY BANCSHARES EQUITY 827064106 2150 71,070 SH DEFINED 1 71,070
SILICONIX, INC. EQUITY 827079203 55 1,821 SH DEFINED 1 1,821
SIMMONS FIRST NATIONAL CORP. EQUITY 828730200 72 2,205 SH DEFINED 1 2,205
SIMON PPTY GROUP EQUITY 828806109 43121 1,321,500 SH Sole 3 1089019 232481
SIMON PROPERTY GROUP INC EQUITY 828806109 41 1,258 SH DEFINED 1 1,258
SIMPLEX SOLUTIONS INC EQUITY 828854109 13 1,287 SH DEFINED 1 1,287
SIMPSON MANUFACTURING CO. EQUITY 829073105 142 2,315 SH DEFINED 1 2,315
SINCLAIR BROADCAST GROUP, INC. EQUITY 829226109 103 7,583 SH DEFINED 1 7,583
SIPEX CORP. EQUITY 829909100 86 7,704 SH DEFINED 1 7,704
SIRIUS SATELLITE RADIO INC. EQUITY 82966U103 80 15,046 SH DEFINED 1 15,046
SITEL CORP. EQUITY 82980K107 57 17,451 SH DEFINED 1 17,451
SIX FLAGS, INC EQUITY 83001P109 2091 117,054 SH DEFINED 1 117,054
SKECHERS USA INC. CL-A EQUITY 830566105 95 5,020 SH DEFINED 1 5,020
SKILLSOFT CORP COM EQUITY 83066P101 20804 902,562 SH Sole 3 879084 23478
SKILLSOFT CORPORATION EQUITY 83066P101 36 1,582 SH DEFINED 1 1,582
SKY FINANCIAL GROUP EQUITY 83080P103 18 807 SH DEFINED 1 807
SKYLINE CORP. EQUITY 830830105 60 1,943 SH DEFINED 1 1,943
SKYWEST INC EQUITY 830879102 17 683 SH DEFINED 1 683
SKYWEST INC EQUITY 830879102 3401 62,100 SH DEFINED 2 62,100
SL GREEN REALTY CORP. EQUITY 78440X101 273 8,121 SH DEFINED 1 8,121
SL GREEN RLTY CORP COM EQUITY 78440X101 9563 284,600 SH Sole 3 232441 52159
SLI, INC EQUITY 78442T108 18 7,212 SH DEFINED 1 7,212
SMART & FINAL, INC., EQUITY 831683107 38 3,665 SH DEFINED 1 3,665
SMITH INTERNATIONAL, INC. EQUITY 832110100 4257 62,834 SH DEFINED 1 62,834
SMITH INTL INC EQUITY 832110100 1270 50,200 SH DEFINED 2 50,200
SMITH, A.O. CORP. EQUITY 831865209 79 3,103 SH DEFINED 1 3,103
SMITHFIELD FOODS INC EQUITY 832248108 3689 141,323 SH DEFINED 1 141,323
SMUCKER, J.M. CO. EQUITY 832696306 1241 36,724 SH DEFINED 1 36,724
SMURFIT-STONE CONTAINER CORP. EQUITY 832727101 21300 1,242,698 SH DEFINED 1 1,242,698
SNAP-ON, INC. EQUITY 833034101 908 26,661 SH DEFINED 1 26,661
SOC QUIMICA Y MINERA CHIL-SPON ADR EQUITY 833635105 1357 57,730 SH DEFINED 1 57,730
SOLA INTERNATIONAL, INC. EQUITY 834092108 105 7,114 SH DEFINED 1 7,114
SOLECTRON CORP. EQUITY 834182107 3216 412,350 SH DEFINED 1 412,350
SOLECTRON CORP. EQUITY 834182107 13 1,667 SH DEFINED 2 1,667
SOLUTIA, INC. EQUITY 834376105 1155 132,763 SH DEFINED 1 132,763
SOMERA COMMUNICATIONS INC EQUITY 834458101 67 9,203 SH DEFINED 1 9,203
SONG NETWORKS HLDG ADR EQUITY 83544Q101 49 140,901 SH DEFINED 1 140,901
SONIC AUTOMOTIVE INC EQUITY 83545G102 216 7,211 SH DEFINED 1 7,211
SONIC CORP COM EQUITY 835451105 16858 655,703 SH Sole 3 644003 11700
SONIC CORP. EQUITY 835451105 252 9,788 SH DEFINED 1 9,788
SONICBLUE INC EQUITY 83546Q109 73 29,117 SH DEFINED 1 29,117
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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SONICWALL INC EQUITY 835470105 168 12,861 SH DEFINED 1 12,861
SONICWALL INC EQUITY 835470105 2570 97,400 SH DEFINED 2 97,400
SONOCO PRODUCTS CO. EQUITY 835495102 3466 121,142 SH DEFINED 1 121,142
SONOSIGHT, INC. EQUITY 83568G104 63 3,230 SH DEFINED 1 3,230
SONUS NETWORKS INC EQUITY 835916107 6 2,276 SH DEFINED 1 2,276
SORRENTO NETWORKS EQUITY 83586Q100 10 3,913 SH DEFINED 1 3,913
SOTHEBY'S HOLDINGS, INC. CLASS A EQUITY 835898107 1338 83,353 SH DEFINED 1 83,353
SOUNDVIEW TECHNOLOGY GROUP EQUITY 83611Q109 35 15,514 SH DEFINED 1 15,514
SOURCECORP EQUITY 836167106 130 4,409 SH DEFINED 1 4,409
SOUTH FINANCIAL GROUP INC. EQUITY 837841105 262 12,861 SH DEFINED 1 12,861
SOUTH JERSEY INDUSTRIES, INC. EQUITY 838518108 116 3,673 SH DEFINED 1 3,673
SOUTHERN CO EQUITY 842587107 21119 797,240 SH DEFINED 1 797,240
SOUTHERN CO. EQUITY 842587107 185 7,005 SH DEFINED 2 7,005
SOUTHERN PERU COPPER CORP. EQUITY 843611104 287 22,185 SH DEFINED 1 22,185
SOUTHERN UNION CO. EQUITY 844030106 188 10,239 SH DEFINED 1 10,239
SOUTHTRUST CORP. EQUITY 844730101 4242 160,688 SH DEFINED 1 160,688
SOUTHWEST AIRLINES CO. EQUITY 844741108 8627 445,860 SH DEFINED 1 445,860
SOUTHWEST AIRLS CO EQUITY 844741108 2321 132,800 SH DEFINED 2 132,800
SOUTHWEST BANCORPORATION OF TX EQUITY 84476R109 269 8,069 SH DEFINED 1 8,069
SOUTHWEST GAS CORP EQUITY 844895102 228 9,131 SH DEFINED 1 9,131
Southwestern Elec CORPBOND 845437AT9 4601 5,000,000 PRN DEFINED 4 5,000,000
SOUTHWESTERN ENERGY CO. EQUITY 845467109 99 7,847 SH DEFINED 1 7,847
SOVEREIGN BANCORP, INC. EQUITY 845905108 4563 324,736 SH DEFINED 1 324,736
SOVRAN SELF STORAGE, INC. EQUITY 84610H108 120 3,829 SH DEFINED 1 3,829
SPANISH BROADCASTING SYS, INC. CLASS EQUITY 846425882 156 11,515 SH DEFINED 1 11,515
SPARTAN STORES INC EQUITY 846822104 46 6,149 SH DEFINED 1 6,149
SPARTECH CORP. EQUITY 847220209 103 4,187 SH DEFINED 1 4,187
SPECTRALINK CORP EQUITY 847580107 47 4,682 SH DEFINED 1 4,682
SPECTRASITE HOLDINGS, INC. EQUITY 84760T100 23 21,306 SH DEFINED 1 21,306
SPECTRIAN CORP. EQUITY 847608106 51 3,541 SH DEFINED 1 3,541
SPEECHWORKS INTERNATIONAL EQUITY 84764M101 59 7,564 SH DEFINED 1 7,564
SPEECHWORKS INTL INC COM EQUITY 84764M101 3410 435,000 SH Sole 3 435000
SPEEDWAY MOTORSPORTS EQUITY 847788106 117 4,120 SH DEFINED 1 4,120
SPHERION CORPORATION EQUITY 848420105 180 16,300 SH DEFINED 1 16,300
SPIEGEL, INC. CLASS A EQUITY 848457107 6 4,643 SH DEFINED 1 4,643
Spieker Properties CORPBOND 848503AL2 1319 1,315,000 PRN DEFINED 4 1,315,000
SPINNAKER EXPL CO COM EQUITY 84855W109 3511 84,300 SH Sole 3 84300
SPINNAKER EXPLORATION CO EQUITY 84855W109 249 5,974 SH DEFINED 1 5,974
SPORTS RESORTS INTL INC EQUITY 84918U108 51 7,567 SH DEFINED 1 7,567
SPRINT CORP. FON GROUP EQUITY 852061100 6872 449,420 SH DEFINED 1 449,420
SPRINT CORP. PCS GROUP EQUITY 852061506 4982 484,178 SH DEFINED 1 484,178
SPS TECHNOLOGIES, INC. EQUITY 784626103 128 3,017 SH DEFINED 1 3,017
SPSS, INC. EQUITY 78462K102 65 3,712 SH DEFINED 1 3,712
SPX CORP EQUITY 784635104 1435 1,700 SH DEFINED 2 1,700
SPX CORP. EQUITY 784635104 46277 326,862 SH DEFINED 1 326,862
SRI/SURGICAL EXPRESS INC EQUITY 78464W104 9 610 SH DEFINED 1 610
ST FRANCIS CAPITAL CORP. EQUITY 789374105 54 2,280 SH DEFINED 1 2,280
ST JUDE MED INC EQUITY 790849103 573 18,600 SH DEFINED 2 18,600
ST JUDE MEDICAL, INC. EQUITY 790849103 5504 71,342 SH DEFINED 1 71,342
ST PAUL COS INC EQUITY 792860108 175 12,500 SH DEFINED 2 12,500
ST. MARY LAND & EXPLORATION EQUITY 792228108 188 8,637 SH DEFINED 1 8,637
ST. PAUL COMPANIES, INC. EQUITY 792860108 4392 95,785 SH DEFINED 1 95,785
STAGE STORES INC EQUITY 85254C305 1386 47,800 SH DEFINED 2 47,800
TITLE CUSIP 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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STAMPS.COM INC EQUITY 852857101 49 10,959 SH DEFINED 1 10,959
STANCORP FINANCIAL GROUP, INC. EQUITY 852891100 2580 46,910 SH DEFINED 1 46,910
STANDARD & POOR'S DEPOSITARY SPDR EQUITY 78462F103 5210 45,490 SH DEFINED 1 45,490
STANDARD COML CORP. COM EQUITY 853258101 61 3,186 SH DEFINED 1 3,186
STANDARD MICROSYSTEMS CORP. EQUITY 853626109 105 4,545 SH DEFINED 1 4,545
STANDARD MOTOR PRODUCTS, INC. EQUITY 853666105 33 2,251 SH DEFINED 1 2,251
STANDARD PACIFIC CORP. EQUITY 85375C101 222 7,912 SH DEFINED 1 7,912
STANDARD REGISTER CO. EQUITY 853887107 115 4,107 SH DEFINED 1 4,107
STANDEX INTERNATIONAL CORP. EQUITY 854231107 83 3,388 SH DEFINED 1 3,388
STANFORD MICRODEVICES INC EQUITY 82966T106 17 3,200 SH DEFINED 1 3,200
STANLEY FURNITURE CO INC EQUITY 854305208 53 1,641 SH DEFINED 1 1,641
STANLEY WORKS EQUITY 854616109 1811 39,154 SH DEFINED 1 39,154
STAPLES, INC. EQUITY 855030102 4463 223,469 SH DEFINED 1 223,469
STAR SCIENTIFIC INC EQUITY 85517P101 13 6,320 SH DEFINED 1 6,320
STARBASE CORP EQUITY 854910205 6 21,853 SH DEFINED 1 21,853
STARBUCKS CORP. EQUITY 855244109 4911 212,315 SH DEFINED 1 212,315
STARTEK INC EQUITY 85569C107 58 2,484 SH DEFINED 1 2,484
STARWOOD HOTELS & RESORTS WW EQUITY 85590A203 3436 91,351 SH DEFINED 1 91,351
STARWOOD HOTELS + RESORTS EQUITY 85590A203 960 27,900 SH DEFINED 2 27,900
STATE AUTO FINANCIAL CORP. EQUITY 855707105 56 3,866 SH DEFINED 1 3,866
STATE STREET CORP. EQUITY 857477103 8225 148,521 SH DEFINED 1 148,521
STATEN ISLAND BANCORP, INC. EQUITY 857550107 348 17,661 SH DEFINED 1 17,661
STATION CASINOS, INC. EQUITY 857689103 174 10,452 SH DEFINED 1 10,452
STEEL DYNAMICS, INC. EQUITY 858119100 128 7,820 SH DEFINED 1 7,820
STEELCASE INC-CL A EQUITY 858155203 12 724 SH DEFINED 1 724
STEIN MART, INC. EQUITY 858375108 77 7,738 SH DEFINED 1 7,738
STEINWAY MUSICAL INSTRUMENTS EQUITY 858495104 34709 1,803,041 SH DEFINED 1 1,803,041
STELLENT INC EQUITY 85856W105 56 5,819 SH DEFINED 1 5,819
STEPAN CO. EQUITY 858586100 52 1,946 SH DEFINED 1 1,946
STERICYCLE INC EQUITY 858912108 330 37,100 SH DEFINED 2 37,100
STERICYCLE INC COM EQUITY 858912108 44046 704,056 SH Sole 3 691356 12700
STERICYCLE, INC. EQUITY 858912108 313 4,999 SH DEFINED 1 4,999
STERIS CORP COM EQUITY 859152100 2247 107,723 SH DEFINED 1 107,723
STERLING BANCORP EQUITY 859158107 88 2,763 SH DEFINED 1 2,763
STERLING BANCSHARES, INC. EQUITY 858907108 147 10,986 SH DEFINED 1 10,986
STERLING FINANCIAL CORP EQUITY 859317109 83 3,490 SH DEFINED 1 3,490
STEVEN MADDEN, LTD. EQUITY 556269108 48 2,766 SH DEFINED 1 2,766
STEWART & STEVENSON SERVICES EQUITY 860342104 844 43,639 SH DEFINED 1 43,639
STEWART ENTERPRISES, INC. EQUITY 860370105 179 29,948 SH DEFINED 1 29,948
STEWART INFORMATION SERVICES COM EQUITY 860372101 77 3,844 SH DEFINED 1 3,844
STILLWATER MINING CO. EQUITY 86074Q102 227 12,062 SH DEFINED 1 12,062
STILLWELL FINANCIAL INC EQUITY 860831106 2635 107,603 SH DEFINED 1 107,603
STMICROELECTRONICS NV-NY EQUITY 861012102 2778 81,900 SH DEFINED 1 81,900
STONE ENERGY CORP. EQUITY 861642106 259 6,685 SH DEFINED 1 6,685
STONERIDGE, INC. EQUITY 86183P102 38 3,896 SH DEFINED 1 3,896
STORAGE TECHNOLOGY CORP. EQUITY 862111200 2861 133,449 SH DEFINED 1 133,449
STORAGE USA, INC. EQUITY 861907103 9496 222,954 SH DEFINED 1 222,954
STORAGENETWORKS INC EQUITY 86211E103 3 876 SH DEFINED 1 876
STRATOS LIGHTWAVE INC. EQUITY 863100103 88 19,949 SH DEFINED 1 19,949
STRAYER EDUCATION, INC EQUITY 863236105 47 967 SH DEFINED 1 967
STRIDE RITE CORP. EQUITY 863314100 108 13,031 SH DEFINED 1 13,031
Stryker EQUITY 863667101 2413 40,000 SH DEFINED 4 40,000
STRYKER CORP. EQUITY 863667101 5608 92,960 SH DEFINED 1 92,960
TITLE CUSIP VALUE SHRS OR SH/ PUT/ INVSTMT OTHR VOTING AUTHORITY
NAME OF ISSUER CLASS (X$1000) PRN AMT PRN CALL DSCRETN MGRS SOLE SHARED NONE
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STUDENT LOAN CORP. EQUITY 863902102 114 1,244 SH DEFINED 1 1,244
STURM, RUGER & CO., INC. EQUITY 864159108 79 6,111 SH DEFINED 1 6,111
SUFFOLK BANCORP EQUITY 864739107 105 3,664 SH DEFINED 1 3,664
SUMMIT PPTYS INC COM EQUITY 866239106 1690 69,000 SH Sole 3 61200 7800
SUMMIT PROPERTIES, INC. EQUITY 866239106 194 7,902 SH DEFINED 1 7,902
SUN COMMUNITIES, INC. EQUITY 866674104 183 4,648 SH DEFINED 1 4,648
Sun Microsystems EQUITY 866810104 750 85,000 SH DEFINED 4 85,000
SUN MICROSYSTEMS, INC. EQUITY 866810104 14762 1,673,740 SH DEFINED 1 1,673,740
SUNCOR ENERGY INC COM EQUITY 867229106 3117 86,200 SH Sole 3 74200 11000
SUNGARD DATA SYS INC EQUITY 867363103 155743 4,723,794 SH Sole 3 4494516 217178
SUNGARD DATA SYS INC EQUITY 867363103 858 10,000 SH DEFINED 2 10,000
SUNGARD DATA SYSTEMS, INC. EQUITY 867363103 11719 355,452 SH DEFINED 1 355,452
SUNOCO, INC. EQUITY 86764P109 1389 34,726 SH DEFINED 1 34,726
SUNRISE ASSISTED LIVING, INC. EQUITY 86768K106 149 5,451 SH DEFINED 1 5,451
SUNRISE TELECOM INC EQUITY 86769Y105 18 5,717 SH DEFINED 1 5,717
SUNTRUST BANKS, INC. EQUITY 867914103 11668 174,861 SH DEFINED 1 174,861
SUPERGEN, INC. EQUITY 868059106 29 5,202 SH DEFINED 1 5,202
SUPERIOR ENERGY SERVICES, INC. EQUITY 868157108 138 13,697 SH DEFINED 1 13,697
SUPERIOR INDS INTL INC COM EQUITY 868168105 19888 407,700 SH Sole 3 400600 7100
SUPERIOR INDUSTRIES INTL, INC. EQUITY 868168105 1876 38,450 SH DEFINED 1 38,450
SUPERIOR TRUST I CorpBond 86836P202 2 689 PRN DEFINED 1 1
SUPERTEX INC EQUITY 868532102 52 2,460 SH DEFINED 1 2,460
Supervalu Inc. CORPBOND 868536AJ2 2018 2,000,000 PRN DEFINED 4 2,000,000
SUPERVALU, INC. EQUITY 868536103 1584 61,393 SH DEFINED 1 61,393
SUPPORTSOFT INC EQUITY 868587106 20 6,765 SH DEFINED 1 6,765
SUREBEAM CORP CL A EQUITY 86866R102 12 2,170 SH DEFINED 1 2,170
SURMODICS INC EQUITY 868873100 178 4,082 SH DEFINED 1 4,082
SUSQUEHANNA BANCSHARES, INC. EQUITY 869099101 300 12,240 SH DEFINED 1 12,240
SWIFT ENERGY CO. EQUITY 870738101 142 7,190 SH DEFINED 1 7,190
SWIFT TRANSN CO COM EQUITY 870756103 29403 1,341,400 SH Sole 3 1316900 24500
SWIFT TRANSPORTATION CO., INC. EQUITY 870756103 2744 125,190 SH DEFINED 1 125,190
SWS GROUP INC EQUITY 78503N107 86 4,230 SH DEFINED 1 4,230
SYBASE, INC. EQUITY 871130100 2823 161,563 SH DEFINED 1 161,563
SYBRON DENTAL SPECIALTIES INC. EQUITY 871142105 237 11,801 SH DEFINED 1 11,801
SYCAMORE NETWORKS, INC EQUITY 871206108 7 1,676 SH DEFINED 1 1,676
SYKES ENTERPRISES, INC. EQUITY 871237103 559 57,685 SH DEFINED 1 57,685
SYLVAN LEARNING SYS COM EQUITY 871399101 27278 965,600 SH Sole 3 948100 17500
SYLVAN LEARNING SYSTEMS, INC. EQUITY 871399101 1644 58,179 SH DEFINED 1 58,179
SYMANTEC CORP. EQUITY 871503108 12362 299,980 SH DEFINED 1 299,980
SYMBOL TECHNOLOGIES INC EQUITY 871508107 89 76,300 SH DEFINED 2 76,300
SYMBOL TECHNOLOGIES, INC. EQUITY 871508107 1244 110,643 SH DEFINED 1 110,643
SYMMETRICOM, INC. EQUITY 871543104 43 6,983 SH DEFINED 1 6,983
SYMX TECHNOLOGIES INC. EQUITY 87155S108 165 7,990 SH DEFINED 1 7,990
SYNCOR INTERNATIONAL EQUITY 87157J106 167 6,144 SH DEFINED 1 6,144
SYNOPSYS INC. EQUITY 871607107 4328 78,470 SH DEFINED 1 78,470
SYNOVUS FINANCIAL CORP. EQUITY 87161C105 4115 135,005 SH DEFINED 1 135,005
SYNPLICITY INC EQUITY 87160Y108 26 3,284 SH DEFINED 1 3,284
SYNTEL, INC. EQUITY 87162H103 22 1,561 SH DEFINED 1 1,561
SYNTROLEUM CORPORATION EQUITY 871630109 40 6,715 SH DEFINED 1 6,715
SYSCO CORP EQUITY 871829107 4150 3,000 SH DEFINED 2 3,000
SYSCO CORP. EQUITY 871829107 11474 384,785 SH DEFINED 1 384,785
SYSTEMS & COMPUTER TECHNOLOGY EQUITY 871873105 127 9,666 SH DEFINED 1 9,666
T ROWE PRICE GROUP INC. EQUITY 74144T108 2189 56,219 SH DEFINED 1 56,219
TITLE CUSIP 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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TAIWAN FUND EQUITY 874036106 932 69,750 SH DEFINED 1 69,750
TAIWAN SEMICNDCTR MFG CO LTD EQUITY 874039100 8366 200,000 SH DEFINED 2 200,000
TAIWAN SEMICONDUCTOR-SP ADR EQUITY 874039100 581 28,000 SH DEFINED 1 28,000
TAKE-TWO INTERACTIVE SOFTWARE EQUITY 874054109 229 11,398 SH DEFINED 1 11,398
TALBOTS INC EQUITY 874161102 13 363 SH DEFINED 1 363
TALX CORP EQUITY 874918105 6870 429,350 SH Sole 3 429350
TALX CORP EQUITY 874918105 58 3,651 SH DEFINED 1 3,651
TANGER FACTORY OUTLET CTRS EQUITY 875465106 43 1,616 SH DEFINED 1 1,616
TANOX INC EQUITY 87588Q109 104 7,332 SH DEFINED 1 7,332
TARGET CORP EQUITY 87612E106 1056 41,300 SH DEFINED 2 41,300
TARGET CORPORATION EQUITY 87612E106 20181 468,030 SH DEFINED 1 468,030
TARGETED GENETICS CORP EQUITY 87612M108 24 11,695 SH DEFINED 1 11,695
TAUBMAN CENTERS, INC. EQUITY 876664103 7047 467,928 SH DEFINED 1 467,928
TBC CORP. EQUITY 872180104 78 5,381 SH DEFINED 1 5,381
TCF FINANCIAL CORP. EQUITY 872275102 5106 97,058 SH DEFINED 1 97,058
TECH DATA CORP. EQUITY 878237106 3206 69,856 SH DEFINED 1 69,856
TECHE CORP. EQUITY 878377100 356 12,923 SH DEFINED 1 12,923
TECHNITROL, INC. EQUITY 878555101 225 9,432 SH DEFINED 1 9,432
TECO ENERGY, INC. EQUITY 872375100 1859 64,920 SH DEFINED 1 64,920
TECUMSEH PRODUCTS CO. CLASS A EQUITY 878895200 1489 27,931 SH DEFINED 1 27,931
TEJON RANCH CO. EQUITY 879080109 69 2,218 SH DEFINED 1 2,218
TEKELEC EQUITY 879101103 8 689 SH DEFINED 1 689
TEKTRONIX, INC. EQUITY 879131100 992 41,919 SH DEFINED 1 41,919
TELE CENTRO OESTE CELULAR S.A. ADR EQUITY 87923P105 879 145,800 SH DEFINED 1 145,800
TELE NORTE LESTE PARTICIPACOES S.A. A EQUITY 879246106 151 12,000 SH DEFINED 1 12,000
Telebras - Spons ADR Pfd Block EQUITY 879287308 349 5,500 SH DEFINED 1 5,500
TELEDYNE TECHOLOGIES INC EQUITY 879360105 164 9,909 SH DEFINED 1 9,909
TELEFLEX INC. EQUITY 879369106 2692 49,235 SH DEFINED 1 49,235
TELEFONICA S.A. SPON ADR EQUITY 879382208 4 102 SH DEFINED 1 102
TELEFONOS DE MEXICO CL L-TELMEX EQUITY 879403780 10191 238,990 SH DEFINED 1 238,990
TELEKOMUNIKASI INDONESIA - SP ADR EQUITY 715684106 262 31,400 SH DEFINED 1 31,400
TELEPHONE AND DATA SYSTEMS EQUITY 879433100 6552 74,244 SH DEFINED 1 74,244
TELETECH HOLDINGS EQUITY 879939106 151 11,224 SH DEFINED 1 11,224
TELIK INC EQUITY 87959M109 80 6,588 SH DEFINED 1 6,588
TELLABS, INC. EQUITY 879664100 2192 209,390 SH DEFINED 1 209,390
TEMPLE-INLAND INC. EQUITY 879868107 1291 22,762 SH DEFINED 1 22,762
Tenet Healthcare Corp EQUITY 88033G100 2011 30,000 SH DEFINED 4 30,000
TENET HEALTHCARE CORP. EQUITY 88033G100 12019 179,340 SH DEFINED 1 179,340
TENNANT CO. EQUITY 880345103 118 2,811 SH DEFINED 1 2,811
TERADYNE, INC. EQUITY 880770102 3394 86,082 SH DEFINED 1 86,082
TERAYON COMMUNICATION EQUITY 880775101 162 19,083 SH DEFINED 1 19,083
TEREX CORP. EQUITY 880779103 255 11,304 SH DEFINED 1 11,304
TERRA INDUSTRIES, INC. EQUITY 880915103 31 12,014 SH DEFINED 1 12,014
TERREMARK WORLDWIDE INC EQUITY 881448104 21 47,010 SH DEFINED 1 47,010
TESORO PETROLEUM CORP. EQUITY 881609101 155 11,032 SH DEFINED 1 11,032
TETRA TECH, INC. EQUITY 88162G103 217 15,198 SH DEFINED 1 15,198
TETRA TECHNOLOGIES, INC. EQUITY 88162F105 109 3,737 SH DEFINED 1 3,737
TEVA PHARMACEUTICAL ADR EQUITY 881624209 465 8,500 SH DEFINED 1 8,500
TEVA PHARMACEUTICAL INDS LTD EQUITY 881624209 1935 387,340 SH DEFINED 2 387,340
TEXAS BIOTECH CORP EQUITY 88221T104 83 13,563 SH DEFINED 1 13,563
TEXAS INDUSTRIES, INC. EQUITY 882491103 268 6,514 SH DEFINED 1 6,514
TEXAS INSTRS INC EQUITY 882508104 42 55,500 SH DEFINED 2 55,500
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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TEXAS INSTRUMENTS, INC. EQUITY 882508104 44843 1,354,760 SH DEFINED 1 1,354,760
TEXAS REGIONAL BANCSHARES, INC CLASS EQUITY 882673106 188 4,307 SH DEFINED 1 4,307
TEXTRON FINANACIAL CORP EQUITY 883203101 3471 67,919 SH DEFINED 1 67,919
TEXTRON INC EQUITY 883203101 12 255 SH DEFINED 2 255
THE 3DO CO. EQUITY 88553W105 12 11,596 SH DEFINED 1 11,596
THE ADVISORY BOARD COMPANY EQUITY 00762W107 1138 35,000 SH Sole 3 35000
THE GENLYTE GROUP, INC. EQUITY 372302109 140 3,718 SH DEFINED 1 3,718
THE ST JOE COMPANY EQUITY 790148100 8 270 SH DEFINED 1 270
THE STEAK N SHAKE COMPANY EQUITY 857873103 95 6,729 SH DEFINED 1 6,729
THE TITAN CORPORATION EQUITY 888266103 2353 113,967 SH DEFINED 1 113,967
THE YANKEE CANDLE CO. EQUITY 984757104 107 4,641 SH DEFINED 1 4,641
THERAGENICS CORP. EQUITY 883375107 91 9,237 SH DEFINED 1 9,237
THERMA-WAVE INC. EQUITY 88343A108 73 5,038 SH DEFINED 1 5,038
THERMO ELECTRON CORP. EQUITY 883556102 1681 81,094 SH DEFINED 1 81,094
THIRD WAVE TECHNOLOGIES EQUITY 88428W108 8 2,339 SH DEFINED 1 2,339
THOMAS & BETTS CORP. EQUITY 884315102 931 43,991 SH DEFINED 1 43,991
THOMAS INDUSTRIES, INC. EQUITY 884425109 138 4,731 SH DEFINED 1 4,731
THOR INDUSTRIES, INC. EQUITY 885160101 94 1,984 SH DEFINED 1 1,984
THORATEC LABORATORIES CORP. EQUITY 885175307 123 11,205 SH DEFINED 1 11,205
THORNBURG MORTGAGE INC. EQUITY 885218107 202 10,087 SH DEFINED 1 10,087
THQ INC EQUITY 872443403 377 7,679 SH DEFINED 1 7,679
THREE-FIVE SYS INC COM EQUITY 88554L108 99 6,660 SH DEFINED 1 6,660
TIBCO SOFTWARE INC EQUITY 88632Q103 10 883 SH DEFINED 1 883
TICKETMASTER ONLINE-CITY B EQUITY 88633P203 9 300 SH DEFINED 1 300
TIDEWATER INC EQUITY 886423102 1392 1,000 SH DEFINED 2 1,000
TIDEWATER, INC. EQUITY 886423102 8715 205,793 SH DEFINED 1 205,793
TIER TECHNOLOGIES INC CL B EQUITY 88650Q100 8594 486,900 SH Sole 3 486900
TIFFANY & CO. EQUITY 886547108 2380 66,950 SH DEFINED 1 66,950
TIMBERLAND COMPANY EQUITY 887100105 2074 49,100 SH DEFINED 1 49,100
TIME WARNER TELECOM EQUITY 887319101 5 856 SH DEFINED 1 856
TIMKEN CO. EQUITY 887389104 355 15,384 SH DEFINED 1 15,384
TITAN PHARMACEUTICALS INC EQUITY 888314101 54 7,685 SH DEFINED 1 7,685
TITANIUM METALS CORP. EQUITY 888339108 33 6,097 SH DEFINED 1 6,097
TIVO INC EQUITY 888706108 29 5,477 SH DEFINED 1 5,477
TJX COMPANIES, INC. EQUITY 872540109 5382 134,515 SH DEFINED 1 134,515
TMP WORLDWIDE INC. EQUITY 872941109 1866 54,125 SH DEFINED 1 54,125
TOLL BROTHERS INC COM EQUITY 889478103 17612 353,297 SH Sole 3 342197 11100
TOLL BROTHERS, INC. EQUITY 889478103 355 7,129 SH DEFINED 1 7,129
TOLLGRADE COMMUNICATIONS INC EQUITY 889542106 97 3,951 SH DEFINED 1 3,951
TOMPKINS TRUSTCO INC EQUITY 890110109 86 2,030 SH DEFINED 1 2,030
TOO INC EQUITY 890333107 288 9,753 SH DEFINED 1 9,753
TOO INC EQUITY 890333107 1672 47,200 SH DEFINED 2 47,200
TOO INC COM EQUITY 890333107 24886 843,868 SH Sole 3 807030 36838
TOOTSIE ROLL INDUSTRIES, INC. EQUITY 890516107 3023 65,729 SH DEFINED 1 65,729
TOPPS CO. INC. EQUITY 890786106 109 11,377 SH DEFINED 1 11,377
TORCHMARK CORP. EQUITY 891027104 3523 87,438 SH DEFINED 1 87,438
TORO CO. EQUITY 891092108 231 3,883 SH DEFINED 1 3,883
TOTAL SYSTEM SERVICE EQUITY 891906109 195 7,756 SH DEFINED 1 7,756
TOUCH AMERICA HOLDINGS INC EQUITY 891539108 123 32,305 SH DEFINED 1 32,305
TOWER AUTOMOTIVE, INC. EQUITY 891707101 179 12,802 SH DEFINED 1 12,802
TOWN & COUNTRY TRUST EQUITY 892081100 98 4,412 SH DEFINED 1 4,412
TOYS R US INC. EQUITY 892335100 1733 96,491 SH DEFINED 1 96,491
TRADESTATION GROUP INC EQUITY 89267P105 7 6,322 SH DEFINED 1 6,322
TITLE CUSIP 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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TRAMMELL CROW CO. EQUITY 89288R106 103 7,106 SH DEFINED 1 7,106
TRANS WORLD ENTERTAINMENT CORP EQUITY 89336Q100 69 8,232 SH DEFINED 1 8,232
TRANSACTION SYSTEMS ARCHITECTS CLASS EQUITY 893416107 631 55,375 SH DEFINED 1 55,375
TRANSATLANTIC HOLDINGS INC EQUITY 893521104 2568234 31,274,130 SH DEFINED 1 31,274,130
TRANSATLANTIC HOLDINGS INC EQUITY 893521104 15 206 SH DEFINED 1 206
TRANSGENOMIC INC EQUITY 89365K206 36 3,947 SH DEFINED 1 3,947
TRANSKARYOTIC THERAPIES INC EQUITY 893735100 353 38,850 SH DEFINED 2 38,850
TRANSKARYOTIC THERAPIES, INC. EQUITY 893735100 403 9,353 SH DEFINED 1 9,353
TRANSMETA CORP EQUITY 89376R109 185 47,656 SH DEFINED 1 47,656
TRANSMONTAIGNE INC EQUITY 893934109 520 100,000 SH Sole 3 100000
TRANSMONTAIGNE, INC. EQUITY 893934109 25 4,860 SH DEFINED 1 4,860
TRANSOCEAN SEDCO FOREX INC EQUITY G90078109 4787 144,058 SH DEFINED 1 144,058
TRANSOCEAN SEDCO FOREX INC EQUITY G90078109 15 410 SH DEFINED 2 410
TRANSWITCH CORP. EQUITY 894065101 467 143,286 SH DEFINED 1 143,286
TRAVELOCITY.COM INC EQUITY 893953109 14 486 SH DEFINED 1 486
TRC COS INC EQUITY 872625108 61 2,478 SH DEFINED 1 2,478
TREDEGAR CORP. EQUITY 894650100 92 4,927 SH DEFINED 1 4,927
TREMONT CORP. EQUITY 894745207 11 393 SH DEFINED 1 393
TRENDWEST RESORTS, INC. EQUITY 894917103 54 2,235 SH DEFINED 1 2,235
TREX COMPANY, INC. EQUITY 89531P105 46 1,928 SH DEFINED 1 1,928
TRIAD GTY INC COM EQUITY 895925105 12906 296,900 SH Sole 3 296900
TRIAD GUARANTY, INC. EQUITY 895925105 94 2,156 SH DEFINED 1 2,156
TRIAD HOSPITALS INC COM EQUITY 89579K109 61466 1,787,828 SH Sole 3 1716388 68440
TRIAD HOSPITALS, INC. EQUITY 89579K109 3142 91,402 SH DEFINED 1 91,402
TRIANGLE PHARMACEUTICALS, INC. EQUITY 89589H104 74 14,463 SH DEFINED 1 14,463
TRIARC COMPANIES INC. CLASS A EQUITY 895927101 102 3,677 SH DEFINED 1 3,677
TRIBUNE CO. EQUITY 896047107 6196 136,300 SH DEFINED 1 136,300
TRICO MARINE SERVICES, INC. EQUITY 896106101 67 7,685 SH DEFINED 1 7,685
Tricon Global Restaurants EQUITY 895953107 2057 35,000 SH DEFINED 4 35,000
TRICON GLOBAL RESTAURANTS INC EQUITY 895953107 851 6,000 SH DEFINED 2 6,000
TRICON GLOBAL RESTURANTS INC EQUITY 895953107 3913 66,566 SH DEFINED 1 66,566
TRIGON HEALTHCARE INC EQUITY 89618L100 2288 57,300 SH DEFINED 2 57,300
TRIGON HEALTHCARE, INC. EQUITY 89618L100 3349 45,362 SH DEFINED 1 45,362
TRIKON TECHNOLOGIES INC EQUITY 896187408 50 3,383 SH DEFINED 1 3,383
TRIMBLE NAVIGATION LTD. EQUITY 896239100 129 7,766 SH DEFINED 1 7,766
TRIMERIS INC EQUITY 896263100 234 5,420 SH DEFINED 1 5,420
TRINITY INDUSTRIES, INC. EQUITY 896522109 1625 66,826 SH DEFINED 1 66,826
TRIPATH IMAGIN INC EQUITY 896942109 45 7,774 SH DEFINED 1 7,774
TRIPATH TECHNOLOGY EQUITY 89672P104 8 4,875 SH DEFINED 1 4,875
TRIQUINT SEMICONDUCTOR INC EQUITY 89674K103 1453 66,900 SH DEFINED 2 66,900
TRIQUINT SEMICONDUCTOR, INC. EQUITY 89674K103 2454 204,345 SH DEFINED 1 204,345
TRITON PCS HOLDINGS EQUITY 89677M106 5 522 SH DEFINED 1 522
TRIUMPH GROUP, INC. EQUITY 896818101 193 4,918 SH DEFINED 1 4,918
TRIZETTO GROUP INC EQUITY 896882107 84 6,924 SH DEFINED 1 6,924
TROPICAL SPORTSWEAR INT'L EQUITY 89708P102 34 1,413 SH DEFINED 1 1,413
TROY FINANCIAL CORP EQUITY 897329108 35 1,334 SH DEFINED 1 1,334
TRUST CO. OF NEW JERSEY EQUITY 898304100 137 5,785 SH DEFINED 1 5,785
TRUSTCO BANK CORP. NY EQUITY 898349105 286 22,146 SH DEFINED 1 22,146
TRUSTMARK CORP. EQUITY 898402102 530 20,985 SH DEFINED 1 20,985
TRW INC. EQUITY 872649108 3003 58,343 SH DEFINED 1 58,343
TTM TECHONOLOGIES EQUITY 87305R109 35 3,550 SH DEFINED 1 3,550
TUBOS DE ACERO DE MEX-SP ADR EQUITY 898592506 647 60,500 SH DEFINED 1 60,500
TUESDAY MORNING CORPORATION EQUITY 899035505 55 2,689 SH DEFINED 1 2,689
TITLE CUSIP 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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TULARIK INC EQUITY 899165104 99 6,043 SH DEFINED 1 6,043
TUPPERWARE CORP. EQUITY 899896104 1045 45,941 SH DEFINED 1 45,941
TURNSTONE SYSTEMS INC EQUITY 900423104 44 9,162 SH DEFINED 1 9,162
TV AZTECA S.A.-SPONS ADR EQUITY 901145102 1224 139,100 SH DEFINED 1 139,100
TWEETER HOME ENTERTAINMENT EQUITY 901167106 117 6,007 SH DEFINED 1 6,007
TXU Corporation EQUITY 873168108 2998 55,000 SH DEFINED 4 55,000
TXU Corporation Com Stk NPV EQUITY 873168108 6564 120,410 SH DEFINED 1 120,410
TYCO INTERNATIONAL, LTD. EQUITY 902124106 79855 2,470,774 SH DEFINED 1 2,470,774
TYSON FOODS, INC. CLASS A EQUITY 902494103 5581 447,195 SH DEFINED 1 447,195
U.S. BANCORP, INC. EQUITY 902973304 49860 2,209,121 SH DEFINED 1 2,209,121
U.S. RESTAURANT PROPERTIES INC EQUITY 902971100 80 5,824 SH DEFINED 1 5,824
U.S.B. HOLDING CO., INC. EQUITY 902910108 64 3,758 SH DEFINED 1 3,758
UAL CORP EQUITY 902549500 240 14,687 SH DEFINED 1 14,687
UAXS GLOBAL HOLDINGS INC EQUITY 91336M105 20 13,509 SH DEFINED 1 13,509
UBIQUITEL INC EQUITY 903474302 42 17,224 SH DEFINED 1 17,224
UCAR INTERNATIONAL, INC. EQUITY 90262K109 1244 87,626 SH DEFINED 1 87,626
UCBH HOLDINGS INC EQUITY 90262T308 217 6,024 SH DEFINED 1 6,024
UGI CORP. EQUITY 902681105 6892 219,909 SH DEFINED 1 219,909
UICI EQUITY 902737105 226 11,918 SH DEFINED 1 11,918
UIL HOLDINGS CORP. EQUITY 902748102 224 3,861 SH DEFINED 1 3,861
ULTICOM INC EQUITY 903844108 22 2,894 SH DEFINED 1 2,894
ULTIMATE ELECTRONIS, INC. EQUITY 903849107 76 2,709 SH DEFINED 1 2,709
ULTRATECH STEPPER, INC. EQUITY 904034105 130 6,255 SH DEFINED 1 6,255
UMB FINANCIAL CORP. EQUITY 902788108 229 5,345 SH DEFINED 1 5,345
UMPQUA HOLDINGS CORP EQUITY 904214103 67 4,509 SH DEFINED 1 4,509
UNIFI, INC. EQUITY 904677101 784 83,435 SH DEFINED 1 83,435
UNIFIRST CORP. EQUITY 904708104 63 2,489 SH DEFINED 1 2,489
UNILAB CORP NEW COM NEW EQUITY 904763208 6858 278,890 SH Sole 3 271590 7300
UNILEVER NV NY SHARES EQUITY 904784709 14874 261,870 SH DEFINED 1 261,870
Union Electric CORPBOND 906548BT8 4467 5,000,000 PRN DEFINED 4 5,000,000
UNION PACIFIC CORP. EQUITY 907818108 9289 149,483 SH DEFINED 1 149,483
UNION PLANTERS CORP EQUITY 908068109 4503 95,026 SH DEFINED 1 95,026
UNIONBANCAL CORP EQUITY 908906100 23 518 SH DEFINED 1 518
UNIROYAL TECHNOLOGY CORP. EQUITY 909163107 2 4,494 SH DEFINED 1 4,494
UNISOURCE ENERGY CORP. EQUITY 909205106 199 9,746 SH DEFINED 1 9,746
UNISYS CORP. EQUITY 909214108 1886 149,322 SH DEFINED 1 149,322
UNIT CORP. EQUITY 909218109 205 11,205 SH DEFINED 1 11,205
UNITED AUTO GROUP, INC. EQUITY 909440109 37 1,660 SH DEFINED 1 1,660
UNITED BANKSHARES INC. WV EQUITY 909907107 396 13,419 SH DEFINED 1 13,419
UNITED COMMUNITY FINANCIAL CO EQUITY 909839102 73 9,812 SH DEFINED 1 9,812
UNITED DOMINION REALTY TRUST EQUITY 910197102 509 32,111 SH DEFINED 1 32,111
UNITED DOMINION RLTYTR COM EQUITY 910197102 20291 1,281,000 SH Sole 3 1066168 214832
UNITED FIRE & CASUALTY CO. EQUITY 910331107 65 1,966 SH DEFINED 1 1,966
UNITED HEALTH GROUP INC EQUITY 91324P102 330 3,680 SH DEFINED 2 3,680
United Healthcare CORPBOND 91324PAD4 5837 6,000,000 PRN DEFINED 4 6,000,000
UNITED HEALTHCARE CORP EQUITY 91324P102 10769 140,921 SH DEFINED 1 140,921
UNITED INDUSTRIAL CORP EQUITY 910671106 89 4,002 SH DEFINED 1 4,002
UNITED MICROELECTRONICS-ADR EQUITY 910873207 320 30,000 SH DEFINED 1 30,000
UNITED NATIONAL BANCORP EQUITY 910909100 108 4,648 SH DEFINED 1 4,648
UNITED NATURAL FOODS, INC. EQUITY 911163103 71 2,838 SH DEFINED 1 2,838
UNITED PARCEL SERVICE CLASS -B EQUITY 911312106 9844 161,910 SH DEFINED 1 161,910
UNITED PARCEL SVC INC EQUITY 911312106 1173 15,250 SH DEFINED 2 15,250
UNITED RENTALS, INC. EQUITY 911363109 2545 92,616 SH DEFINED 1 92,616
TITLE CUSIP 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 STATES STEEL CORP EQUITY 912909108 738 40,669 SH DEFINED 1 40,669
UNITED STATIONERS INC COM EQUITY 913004107 14323 375,942 SH Sole 3 324700 47642
UNITED STATIONERS, INC. EQUITY 913004107 378 9,932 SH DEFINED 1 9,932
UNITED SURGICAL PRTNRS COM EQUITY 913016309 19634 846,300 SH Sole 3 846300
UNITED TECHNOLOGIES CORP EQUITY 913017109 131 14,800 SH DEFINED 2 14,800
UNITED TECHNOLOGIES CORP. EQUITY 913017109 15875 213,950 SH DEFINED 1 213,950
UNITED THERAPEUTICS CORP. EQUITY 91307C102 63 4,677 SH DEFINED 1 4,677
UNITEDGLOBALCOM INC. CLASS A EQUITY 913247508 129 23,776 SH DEFINED 1 23,776
UNITRIN, INC. EQUITY 913275103 3431 85,358 SH DEFINED 1 85,358
UNIVERSAL AMER FINANCIAL CORP EQUITY 913377107 97 14,028 SH DEFINED 1 14,028
UNIVERSAL COMPRESSION HLDGS EQUITY 913431102 88 3,352 SH DEFINED 1 3,352
UNIVERSAL CORP. EQUITY 913456109 1634 41,521 SH DEFINED 1 41,521
UNIVERSAL DISPLAY CORP. EQUITY 91347P105 47 4,945 SH DEFINED 1 4,945
UNIVERSAL ELECTRONICS INC. EQUITY 913483103 63 4,278 SH DEFINED 1 4,278
UNIVERSAL FOREST PRODUCTS, INC EQUITY 913543104 88 3,664 SH DEFINED 1 3,664
UNIVERSAL HEALTH REALTY INCOME EQUITY 91359E105 87 3,622 SH DEFINED 1 3,622
UNIVERSAL HEALTH SERVICES - B EQUITY 913903100 3130 75,882 SH DEFINED 1 75,882
UNIVERSITY OF PHOENI EQUITY 037604204 6 134 SH DEFINED 1 134
UNIVISION COMMUNICATIONS, INC. EQUITY 914906102 4135 98,448 SH DEFINED 1 98,448
UNIVISION COMMUNICATNS CL A EQUITY 914906102 15230 362,614 SH Sole 3 313200 45914
UNIZAN FINANCIAL CORP EQUITY 91528W101 122 6,436 SH DEFINED 1 6,436
UNOCAL CORP. EQUITY 915289102 4390 112,705 SH DEFINED 1 112,705
UNOVA, INC. EQUITY 91529B106 111 13,974 SH DEFINED 1 13,974
UNUMPROVIDENT CORP. EQUITY 91529Y106 3116 111,559 SH DEFINED 1 111,559
URBAN OUTFITTERS, INC. EQUITY 917047102 49 2,079 SH DEFINED 1 2,079
UROLOGIX INC EQUITY 917273104 64 3,519 SH DEFINED 1 3,519
URS CORP. EQUITY 903236107 130 4,088 SH DEFINED 1 4,088
US AIRWAYS GROUP, INC. EQUITY 911905107 395 61,280 SH DEFINED 1 61,280
US CELLULAR EQUITY 911684108 7 172 SH DEFINED 1 172
US CONCRETE INC EQUITY 90333L102 39 5,936 SH DEFINED 1 5,936
US ONCOLOGY, INC. EQUITY 90338W103 260 29,507 SH DEFINED 1 29,507
US PHYSICAL THERAPY INC EQUITY 90337L108 25 1,408 SH DEFINED 1 1,408
US Treasury CORPBOND 912810FE3 4661 5,000,000 PRN DEFINED 4 5,000,000
US UNSIRED INC EQUITY 90338R104 52 9,471 SH DEFINED 1 9,471
USA ED INC EQUITY 90390U102 216 31,400 SH DEFINED 2 31,400
USA EDUCATION INC EQUITY 90390U102 20674 211,389 SH DEFINED 1 211,389
USA NETWORKS INC WTS EQUITY 902984111 1 53 SH DEFINED 1 0
USA NETWORKS, INC. EQUITY 902984103 371 11,663 SH DEFINED 1 11,663
USEC, INC EQUITY 90333E108 161 25,211 SH DEFINED 1 25,211
USFREIGHTWAYS CORP. EQUITY 916906100 291 8,212 SH DEFINED 1 8,212
USG CORP. EQUITY 903293405 80 11,499 SH DEFINED 1 11,499
USINOR SA EQUITY 912080108 88 23,125 SH DEFINED 1 23,125
USLIFE INCOME FUND EQUITY 917324105 61 8,400 SH DEFINED 1 8,400
UST INC. EQUITY 902911106 15649 401,977 SH DEFINED 1 401,977
UTSTARCOM INC EQUITY 918076100 10 387 SH DEFINED 1 387
V. F. CORP. EQUITY 918204108 2192 50,672 SH DEFINED 1 50,672
VA LINUX SYSTEMS INC EQUITY 91819B105 16 9,668 SH DEFINED 1 9,668
VAIL RESORTS, INC. EQUITY 91879Q109 53 2,486 SH DEFINED 1 2,486
VALANCE TECHNOLOGY, INC EQUITY 918914102 31 10,080 SH DEFINED 1 10,080
VALASSIS COMMUNICATIONS, INC. EQUITY 918866104 2620 67,828 SH DEFINED 1 67,828
VALENTIS, INC. EQUITY 91913E104 32 11,245 SH DEFINED 1 11,245
VALERO ENERGY CORP. EQUITY 91913Y100 6668 134,648 SH DEFINED 1 134,648
VALHI INC EQUITY 918905100 1 66 SH DEFINED 1 66
TITLE CUSIP 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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VALLEY NATIONAL BANC EQUITY 919794107 27 757 SH DEFINED 1 757
VALMONT INDUSTRIES, INC. EQUITY 920253101 77 4,275 SH DEFINED 1 4,275
VALSPAR CORP. EQUITY 920355104 2960 62,889 SH DEFINED 1 62,889
VALUE CITY DEPT. STORES, INC. EQUITY 920387107 21 4,931 SH DEFINED 1 4,931
VALUE LINE, INC. EQUITY 920437100 23 470 SH DEFINED 1 470
VALUEVISION INTERNATIONAL CLASS A EQUITY 92047K107 147 7,099 SH DEFINED 1 7,099
VANS, INC. EQUITY 921930103 58 4,969 SH DEFINED 1 4,969
VARCO INTERNATIONAL EQUITY 922122106 2446 121,710 SH DEFINED 1 121,710
VARIAN MEDICAL SYSTEMS INC EQUITY 92220P105 41 1,000 SH DEFINED 1 1,000
VARIAN SEMICONDUCTOR EQUIPMENT EQUITY 922207105 459 10,198 SH DEFINED 1 10,198
VARIAN, INC. EQUITY 922206107 369 9,726 SH DEFINED 1 9,726
VASOMEDICAL, INC. EQUITY 922321104 51 17,815 SH DEFINED 1 17,815
VASTERA INC EQUITY 92239N109 85 5,737 SH DEFINED 1 5,737
VAXGEN, INC. EQUITY 922390208 29 2,567 SH DEFINED 1 2,567
VCA ANTECH INC EQUITY 918194101 4590 340,000 SH Sole 3 340000
VECTOR GROUP LTD. EQUITY 92240M108 10864 379,861 SH DEFINED 1 379,861
VECTREN CORP EQUITY 92240G101 2203 85,767 SH DEFINED 1 85,767
VEECO INSTRUMENTS, INC. EQUITY 922417100 313 8,946 SH DEFINED 1 8,946
VENTANA MEDICAL SYSTEMS, INC. EQUITY 92276H106 76 3,774 SH DEFINED 1 3,774
VENTAS, INC. EQUITY 92276F100 238 18,852 SH DEFINED 1 18,852
VENTIV HEALTH EQUITY 922793104 10 4,962 SH DEFINED 1 4,962
VERISIGN, INC. EQUITY 92343E102 805 29,813 SH DEFINED 1 29,813
VERITAS DGC INC EQUITY 92343P107 1351 4,732 SH DEFINED 2 4,732
VERITAS DGC, INC. EQUITY 92343P107 170 10,054 SH DEFINED 1 10,054
VERITAS SOFTWARE CORP EQUITY 923436109 1233 3,000 SH DEFINED 2 3,000
VERITAS SOFTWARE CORP. EQUITY 923436109 8422 192,160 SH DEFINED 1 192,160
VERITY INC COM EQUITY 92343C106 158 8,914 SH DEFINED 1 8,914
VERIZON COMMUNICATIONS EQUITY 92343V104 87948 1,907,766 SH DEFINED 1 1,907,766
VERIZON COMMUNICATIONS EQUITY 92343V104 1600 39,632 SH DEFINED 2 39,632
Verizon Wireless CORPBOND 92344SAC4 4800 5,000,000 PRN DEFINED 4 5,000,000
VERSICOR INC EQUITY 925314106 78 4,324 SH DEFINED 1 4,324
VERTEX PHARMACEUTICALS, INC. EQUITY 92532F100 2655 95,300 SH DEFINED 1 95,300
VERTICALNET, INC. EQUITY 92532L107 15 21,328 SH DEFINED 1 21,328
VESTA INSURANCE GROUP, INC. EQUITY 925391104 65 10,817 SH DEFINED 1 10,817
VI TECHNOLOGIES INC EQUITY 917920100 8 1,628 SH DEFINED 1 1,628
VIACOM INC EQUITY 925524308 11537 30,032 SH DEFINED 2 30,032
VIACOM, INC. CLASS B EQUITY 925524308 41768 863,505 SH DEFINED 1 863,505
VIAD CORP. EQUITY 92552R109 3155 112,686 SH DEFINED 1 112,686
VIASAT, INC. EQUITY 92552V100 61 4,353 SH DEFINED 1 4,353
VIASYS HEALTHCARE INC EQUITY 92553Q209 8 340 SH DEFINED 1 340
VIASYSTEMS GROUP, INC. EQUITY 92553H100 5 16,962 SH DEFINED 1 16,962
VICAL INC. EQUITY 925602104 58 6,241 SH DEFINED 1 6,241
VICOR CORP. EQUITY 925815102 119 7,057 SH DEFINED 1 7,057
VIDAMED INC EQUITY 926530106 88 11,230 SH DEFINED 1 11,230
VIEWPOINT CORP. EQUITY 92672P108 74 12,216 SH DEFINED 1 12,216
VIGNETTE CORPORATION EQUITY 926734104 10 2,974 SH DEFINED 1 2,974
VINTAGE PETROLEUM, INC. EQUITY 927460105 223 15,183 SH DEFINED 1 15,183
VION PHARMACEUTICALS INC EQUITY 927624106 37 8,980 SH DEFINED 1 8,980
VIRAGE LOGIC CORPORATION EQUITY 92763R104 41 2,693 SH DEFINED 1 2,693
VIROPHARMA INC. EQUITY 928241108 28 5,518 SH DEFINED 1 5,518
VISHAY INTERTECHNOLOGY, INC. EQUITY 928298108 4560 224,182 SH DEFINED 1 224,182
VISTEON CORP. EQUITY 92839U107 1151 69,559 SH DEFINED 1 69,559
TITLE CUSIP 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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VISTEON CORP. EQUITY 92839U107 3 192 SH DEFINED 2 192
VISUAL NETWORKING, INC. EQUITY 928444108 26 8,829 SH DEFINED 1 8,829
VISX, INC. EQUITY 92844S105 1491 84,403 SH DEFINED 1 84,403
VITAL SIGNS, INC. EQUITY 928469105 59 1,612 SH DEFINED 1 1,612
VITESSE SEMICONDUCTOR CORP. EQUITY 928497106 973 99,284 SH DEFINED 1 99,284
VITRIA TECHNOLOGY, INC. EQUITY 92849Q104 87 22,046 SH DEFINED 1 22,046
VODAFONE GROUP PLC -SP ADR EQUITY 92857W100 9746 528,790 SH DEFINED 1 528,790
VOLT INFORMATION SCIENCES INC. EQUITY 928703107 47 2,520 SH DEFINED 1 2,520
VORNADO EQUITY 929042109 32 721 SH DEFINED 1 721
VORNADO RLTY TR SH BEN INT EQUITY 929042109 27940 632,700 SH Sole 3 514952 117748
VOTORANTIM CELULOSE - SPON ADR EQUITY 92906P106 2462 131,400 SH DEFINED 1 131,400
VULCAN MATERIALS CO. EQUITY 929160109 2197 46,221 SH DEFINED 1 46,221
W HOLDING COMPANY INC. EQUITY 929251106 150 8,479 SH DEFINED 1 8,479
W. R. BERKLEY CORP. EQUITY 084423102 379 6,589 SH DEFINED 1 6,589
W. W. GRAINGER, INC. EQUITY 384802104 2415 42,944 SH DEFINED 1 42,944
WABASH NATIONAL CORP. EQUITY 929566107 71 7,160 SH DEFINED 1 7,160
WABTEC EQUITY 929740108 114 7,609 SH DEFINED 1 7,609
WACHOVIA CORP EQUITY 929903102 23158 624,540 SH DEFINED 1 624,540
WACKENHUT CORP. CL A EQUITY 929794105 89 2,679 SH DEFINED 1 2,679
WACKENHUT CORRECTIONS CORP. EQUITY 929798106 39 2,570 SH DEFINED 1 2,570
WADDELL & REED FINANCIAL, INC. EQUITY 930059100 3099 101,665 SH DEFINED 1 101,665
WAL MART STORES INC EQUITY 931142103 186 186,420 SH DEFINED 2 186,420
Walgreen Co EQUITY 931422109 3527 90,000 SH DEFINED 4 90,000
WALGREEN CO. EQUITY 931422109 20191 515,220 SH DEFINED 1 515,220
WALLACE COMPUTER SERVICES INC. EQUITY 932270101 1280 63,359 SH DEFINED 1 63,359
WAL-MART STORES, INC. EQUITY 931142103 142083 2,317,835 SH DEFINED 1 2,317,835
WALT DISNEY EQUITY 254687106 23629 1,023,770 SH DEFINED 1 1,023,770
WALTER INDUSTRIES, INC. EQUITY 93317Q105 136 10,302 SH DEFINED 1 10,302
WASHINGTON FED INC COM EQUITY 938824109 19446 812,273 SH Sole 3 812273
WASHINGTON FEDERAL I EQUITY 938824109 15 624 SH DEFINED 1 624
Washington Mutual CORPBOND 939318AA9 1501 1,500,000 PRN DEFINED 4 1,500,000
WASHINGTON MUTUAL EQUITY 939322103 197 5,970 SH DEFINED 2 5,970
WASHINGTON MUTUAL INC EQUITY 939322103 19569 590,676 SH DEFINED 1 590,676
Washington Mutual Savings EQUITY 939322103 663 20,000 SH DEFINED 4 20,000
WASHINGTON POST CO. CLASS B EQUITY 939640108 7241 11,928 SH DEFINED 1 11,928
WASHINGTON REAL ESTATE INV. EQUITY 939653101 346 12,049 SH DEFINED 1 12,049
WASHINGTON TRUST BANCORP, INC. EQUITY 940610108 73 3,758 SH DEFINED 1 3,758
WASTE CONNECTIONS INC EQUITY 941053100 1780 97,375 SH DEFINED 2 97,375
WASTE CONNECTIONS, INC. EQUITY 941053100 286 8,536 SH DEFINED 1 8,536
WASTE MANAGEMENT, INC. EQUITY 94106L109 7744 284,180 SH DEFINED 1 284,180
WASTE MGMT INC DEL EQUITY 94106L109 3154 54,460 SH DEFINED 2 54,460
WATCHGUARD TECH. INC. EQUITY 941105108 42 6,688 SH DEFINED 1 6,688
WATERS CORP. EQUITY 941848103 1687 60,320 SH DEFINED 1 60,320
WATSCO, INC. EQUITY 942622200 94 5,266 SH DEFINED 1 5,266
WATSON PHARMACEUTICALS, INC EQUITY 942683103 5638 208,109 SH DEFINED 1 208,109
WATSON WYATT & CO HOLDINGS EQUITY 942712100 79 2,884 SH DEFINED 1 2,884
WATTS INDUSTRIES, INC., CLASS A EQUITY 942749102 80 4,780 SH DEFINED 1 4,780
WAUSAU-MOSINEE PAPER CORP. EQUITY 943315101 1011 79,218 SH DEFINED 1 79,218
WAVE SYSTEMS CORP. EQUITY 943526103 38 15,651 SH DEFINED 1 15,651
WAYPOINT FINANCIAL CORP. EQUITY 946756103 181 10,924 SH DEFINED 1 10,924
WD-40 CO. EQUITY 929236107 148 4,899 SH DEFINED 1 4,899
WEATHERFORD INTERNATIONAL INC. EQUITY 947074100 15641 328,375 SH DEFINED 1 328,375
WEATHERFORD INTL INC COM EQUITY 947074100 4287 90,000 SH Sole 3 79200 9700
TITLE CUSIP 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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WEATHERFORD INTL INC NEW EQUITY 947074100 472 36,200 SH DEFINED 2 36,200
WEBEX COMMUNICATIONS INC (USD) EQUITY 94767L109 92 5,586 SH DEFINED 1 5,586
WEBMD CORPORATION EQUITY 94769M105 21 2,743 SH DEFINED 1 2,743
WEBMETHODS INC EQUITY 94768C108 127 7,386 SH DEFINED 1 7,386
WEBSENSE INC EQUITY 947684106 25594 1,017,261 SH Sole 3 1004761 12500
WEBSENSE INC EQUITY 947684106 131 5,206 SH DEFINED 1 5,206
WEBSTER FINANCIAL CORP. EQUITY 947890109 2335 62,386 SH DEFINED 1 62,386
WEINGARTEN REALTY INVESTORS EQUITY 948741103 453 8,808 SH DEFINED 1 8,808
WEIS MARKETS INC EQUITY 948849104 3 110 SH DEFINED 1 110
WELLMAN, INC. EQUITY 949702104 137 8,350 SH DEFINED 1 8,350
WELLPOINT HEALTH NETWORKS INC. EQUITY 94973H108 4302 67,572 SH DEFINED 1 67,572
WELLS FARGO + CO NEW EQUITY 949746101 1386 13,000 SH DEFINED 2 13,000
WELLS FARGO CO. EQUITY 949746101 40730 824,500 SH DEFINED 1 824,500
WENDY'S INTERNATIONAL, INC. EQUITY 950590109 2921 83,516 SH DEFINED 1 83,516
WERNER ENTERPRISES INC EQUITY 950755108 1795 40,067 SH DEFINED 2 40,067
WERNER ENTERPRISES, INC. EQUITY 950755108 245 11,701 SH DEFINED 1 11,701
WESBANCO, INC. EQUITY 950810101 133 5,584 SH DEFINED 1 5,584
WESCO FINANCIAL CORP EQUITY 950817106 2 6 SH DEFINED 1 6
WESCO INTERNATIONAL, INC. EQUITY 95082P105 43 6,132 SH DEFINED 1 6,132
WEST COAST BANCORP EQUITY 952145100 76 5,017 SH DEFINED 1 5,017
WEST CORPORATION EQUITY 952355105 9 274 SH DEFINED 1 274
WEST PHARMACEUTICAL SERVICES EQUITY 955306105 95 3,120 SH DEFINED 1 3,120
WESTAMERICA BANKCORPORATION EQUITY 957090103 3021 70,662 SH DEFINED 1 70,662
WESTCORP EQUITY 957907108 73 3,355 SH DEFINED 1 3,355
WESTERN DIGITIAL CORP. EQUITY 958102105 363 58,206 SH DEFINED 1 58,206
WESTERN GAS RESOURCES, INC. EQUITY 958259103 1764 47,393 SH DEFINED 1 47,393
WESTERN RESOURCES INC EQUITY 959425109 1523 88,791 SH DEFINED 1 88,791
WESTERN WIRELESS CORP. CLASS A EQUITY 95988E204 8 898 SH DEFINED 1 898
WESTPOINT STEVENS INC. CLASS A EQUITY 961238102 16 7,255 SH DEFINED 1 7,255
WESTPORT RESOURSES EQUITY 961418100 184 9,362 SH DEFINED 1 9,362
WESTWOOD ONE INC EQUITY 961815107 723 43,700 SH DEFINED 2 43,700
WESTWOOD ONE, INC. EQUITY 961815107 5199 135,577 SH DEFINED 1 135,577
WET SEAL INC CL A EQUITY 961840105 19210 550,600 SH Sole 3 541300 9300
WET SEAL, INC. EQUITY 961840105 152 4,355 SH DEFINED 1 4,355
WEYERHAEUSER CO. EQUITY 962166104 6278 99,870 SH DEFINED 1 99,870
Weyerhauser Co CORPBOND 939318AA9 4966 5,000,000 PRN DEFINED 4 5,000,000
WFS FINANCIAL, INC. EQUITY 92923B106 82 3,305 SH DEFINED 1 3,305
WGL HOLDINGS INC. EQUITY 92924F106 2046 76,185 SH DEFINED 1 76,185
W-H ENERGY SERVICES INC EQUITY 92925E108 141 6,510 SH DEFINED 1 6,510
WHIRLPOOL CORP. EQUITY 963320106 2304 30,498 SH DEFINED 1 30,498
WHITNEY HOLDING CORP. EQUITY 966612103 410 8,220 SH DEFINED 1 8,220
WHOLE FOODS MARKET I EQUITY 966837106 34 746 SH DEFINED 1 746
WILD OATS MARKETS, INC. EQUITY 96808B107 43 5,040 SH DEFINED 1 5,040
WILLIAMS COMMUNICATIONS GRP EQUITY 969455104 1 4,548 SH DEFINED 1 4,548
WILLIAMS COMPANIES, INC. EQUITY 969457100 5625 238,740 SH DEFINED 1 238,740
WILLIAMS SONOMA INC EQUITY 969904101 1299 14,000 SH DEFINED 2 14,000
WILLIAMS SONOMA INC COM EQUITY 969904101 71320 1,550,779 SH Sole 3 1459688 86691
WILLIAMS-SONOMA, INC. EQUITY 969904101 3328 72,361 SH DEFINED 1 72,361
WILMINGTON TRUST CORP EQUITY 971807102 2786 41,385 SH DEFINED 1 41,385
Wilson Greatbatch Tech EQUITY 972232102 627 24,400 SH DEFINED 4 24,400
WILSON GREATBATCH TECH INC EQUITY 972232102 3214 125,000 SH Sole 3 125000
WILSON GREATBATCH TECHNOLOGIES EQUITY 972232102 150 5,842 SH DEFINED 1 5,842
WILSONS THE LEATHER EXPERTS EQUITY 972463103 40 3,346 SH DEFINED 1 3,346
TITLE CUSIP 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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WIMM-BILL-DANN FOODS ADR EQUITY 97263M109 1076 45,000 SH DEFINED 1 45,000
WIND RIVER SYSTEMS INC. EQUITY 973149107 1346 99,038 SH DEFINED 1 99,038
WINN-DIXIE STORES, INC. EQUITY 974280109 1025 63,897 SH DEFINED 1 63,897
WINNEBAGO INDUSTRIES, INC. EQUITY 974637100 166 3,943 SH DEFINED 1 3,943
WINSTON HOTELS INC EQUITY 97563A102 41 4,376 SH DEFINED 1 4,376
WINTRUST FINANCIAL CORP EQUITY 97650W108 81 3,546 SH DEFINED 1 3,546
WIRELESS FACILITIES INC. EQUITY 97653A103 44 7,304 SH DEFINED 1 7,304
WISCONSIN ENERGY CORP. EQUITY 976657106 3672 147,589 SH DEFINED 1 147,589
WITNESS SYS INC COM EQUITY 977424100 19148 1,360,900 SH Sole 3 1360900
WITNESS SYSTEMS INC EQUITY 977424100 51 3,646 SH DEFINED 1 3,646
WJ COMMUNICATIONS INC EQUITY 929284107 15 4,555 SH DEFINED 1 4,555
WM. WRIGLEY JR. CO. EQUITY 982526105 5529 103,707 SH DEFINED 1 103,707
WMS INDUSTRIES INC. EQUITY 929297109 117 6,177 SH DEFINED 1 6,177
WOLVERINE TUBE, INC. EQUITY 978093102 21 2,433 SH DEFINED 1 2,433
WOLVERINE WORLD WIDE, INC. EQUITY 978097103 232 12,931 SH DEFINED 1 12,931
WOODHEAD INDS INC COM EQUITY 979438108 59 3,310 SH DEFINED 1 3,310
WOODWARD GOVERNOR CO. EQUITY 980745103 189 2,749 SH DEFINED 1 2,749
WORDLCOM INC-WORLDCOM GROUP EQUITY 98157D106 49094 7,982,706 SH DEFINED 1 7,982,706
WORLD ACCEPTANCE CORP. EQUITY 981419104 26 3,725 SH DEFINED 1 3,725
WORLD WRESTLING FED ENTMNT EQUITY 98156Q108 52 3,581 SH DEFINED 1 3,581
Worldcom Inc CORPBOND 98157DAJ5 1678 2,000,000 PRN DEFINED 4 2,000,000
WORTHINGTON INDUSTRIES, INC. EQUITY 981811102 918 59,778 SH DEFINED 1 59,778
WPS RESOURCES CORP. EQUITY 92931B106 1904 48,284 SH DEFINED 1 48,284
WSFS FINANCIAL CORP EQUITY 929328102 44 2,434 SH DEFINED 1 2,434
WYETH EQUITY 983024100 54530 830,620 SH DEFINED 1 830,620
WYETH EQUITY 983024100 997 43,500 SH DEFINED 2 43,500
WYNDHAM INTERNATIONAL, INC. EQUITY 983101106 222 246,981 SH DEFINED 1 246,981
XANSER CORP. EQUITY 98389J103 25 9,156 SH DEFINED 1 9,156
XCEL STATES POWER-MINES EQUITY 98389B100 4736 186,827 SH DEFINED 1 186,827
Xerox Capital I CORPBOND 984119AC1 4176 7,295,000 PRN DEFINED 4 7,295,000
XEROX CORP. EQUITY 984121103 3575 332,558 SH DEFINED 1 332,558
XICOR INC EQUITY 984903104 73 6,847 SH DEFINED 1 6,847
XILINX INC EQUITY 983919101 1155 20,300 SH DEFINED 2 20,300
XILINX, INC. EQUITY 983919101 6519 163,540 SH DEFINED 1 163,540
XL CAPITAL LTD EQUITY G98255105 5597 59,954 SH DEFINED 1 59,954
XM SATELLITE RADIO HLDGS INC EQUITY 983759101 375 25,000 SH DEFINED 2 25,000
XM SATTELLITE RADIO HOLDINGS EQUITY 983759101 67 4,881 SH DEFINED 1 4,881
X-RITE, INC. EQUITY 983857103 42 5,259 SH DEFINED 1 5,259
XTO ENERGY INC EQUITY 98385X106 35 1,743 SH DEFINED 1 1,743
XYBERNAUT CORP. EQUITY 984149104 23 14,459 SH DEFINED 1 14,459
YAHOO INC EQUITY 984332106 1028 56,905 SH DEFINED 2 56,905
YAHOO!, INC. EQUITY 984332106 5133 277,889 SH DEFINED 1 277,889
YANKEE CANDLE INC EQUITY 984757104 1661 41,500 SH DEFINED 2 41,500
YELLOW CORP. EQUITY 985509108 204 7,718 SH DEFINED 1 7,718
YORK INTERNATIONAL CORP. EQUITY 986670107 2190 61,003 SH DEFINED 1 61,003
YOUNG BROADCASTING, INC. CLASS A EQUITY 987434107 117 4,666 SH DEFINED 1 4,666
YPF S.A.-Sponsored ADR EQUITY 9842451000 265 9,000 SH DEFINED 1 9,000
ZALE CORP. EQUITY 988858106 419 10,327 SH DEFINED 1 10,327
ZEBRA TECHNOLOGIES CORP. CLASS A EQUITY 989207105 446 8,250 SH DEFINED 1 8,250
ZENITH NATIONAL INSURANCE CORP EQUITY 989390109 74 2,544 SH DEFINED 1 2,544
ZIMMER HOLDINGS EQUITY 98956P102 2 50 SH DEFINED 2 50
ZIMMER HOLDINGS INC EQUITY 98956P102 3455 101,465 SH DEFINED 1 101,465
ZIONS BANCORPORATION EQUITY 989701107 2481 41,857 SH DEFINED 1 41,857
TITLE CUSIP 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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Zions Inst CORPBOND 989718AC5 6482 7,000,000 PRN DEFINED 4 7,000,000
ZIXIT CORP. EQUITY 98974P100 26 3,959 SH DEFINED 1 3,959
ZOLL MEDICAL CORP. EQUITY 989922109 106 2,760 SH DEFINED 1 2,760
ZOMAX INCORPORATED EQUITY 989929104 66 9,077 SH DEFINED 1 9,077
ZORAN CORP. EQUITY 98975F101 242 5,545 SH DEFINED 1 5,545
Zurich Capital CORPBOND 989819AA5 1936 2,000,000 PRN DEFINED 4 2,000,000
ZYGO CORP. EQUITY 989855101 72 4,441 SH DEFINED 1 4,441