UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington D.C. 20549 Form 13F Form 13F Cover Page Report for the Quarter Ended March 31, 2001 Institutional Investment Manager Filing this Report: Bank of America Corporation 100 North Tryon Street Charlotte, NC 28255 Form 13F File Number: 28-158 The institutional investment manager filing this report and the person by whom it is signed hereby 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: David J. Walker Senior Vice President 704-386-5608 Signature, Place, and Date of Signing: /David J. Walker/ Charlotte, NC April 19, 2001 Report Type: [x] 13F HOLDINGS REPORT [ ] 13F NOTICE [ ] 13F COMBINATION REPORT 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 15 Form 13F Information Table Entry Total: 9,794 Form 13F Information Table Value Total: $81,300,005,000 List of Other Included Managers: 01. 28-208 Bank of America, N.A. 03. 28-5572 NB Holdings Corporation 05. 28-5578 Banc of America Capital Management, Inc. 06. 28-5596 Banc of America Advisors, Inc. 07. Banc of America Capital Management, Inc. (Sub Advisor) 08. Banc of America Securities LLC 09. NationsBanc Montgomery Holdings Corporation 11. Marsico Capital Management LLC 12. BA Capital Company, LP 13. Bank of America Trust Company of Delaware NA 14. Bank of America Ventures 15. Banc of America E-commerce Holdings Inc. 16. NMS Services Inc. 17. NMS Services (Cayman) Inc. 18. BAC Services Inc. VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER ISSUE CLASS CUSIP (X1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ------------------------------ ------------ --------- -------- --------- --- ---- ------- ------------ --------- --------- --------- DAIMLERCHRYSLER AG ORD D1668R123 3090 69321 SH DEFINED 01,03 55357 13964 DAIMLERCHRYSLER AG ORD D1668R123 2918 65456 SH OTHER 01,03 49576 15880 ACE LTD ORD G0070K103 15 399 SH DEFINED 01,03 399 ACE LTD ORD G0070K103 152 4140 SH OTHER 01,03 3800 340 ACE LTD ORD G0070K103 1121 30500 SH DEFINED 08,09,03 30500 AMDOCS LTD ORD G02602103 69 1446 SH DEFINED 01,03 1446 AMDOCS LTD ORD G02602103 144 3000 SH OTHER 01,03 3000 AMDOCS LTD ORD G02602103 403 8411 SH DEFINED 08,09,03 8411 APW LTD COM G04397108 1728 201400 SH DEFINED 05,01,03 201400 APW LTD COM G04397108 9 1100 SH DEFINED 06,01,03 1100 APW LTD COM G04397108 2993 348850 SH DEFINED 07,06,01,03 348850 APW LTD COM G04397108 3 300 SH DEFINED 08,09,03 300 APW LTD COM G04397108 215 25000 SH CALL DEFINED 08,09,03 25000 ARAMEX INTL LTD ORD G04450105 68 6000 SH DEFINED 01,03 6000 ARAMEX INTL LTD ORD G04450105 87 7619 SH OTHER 01,03 7619 EVEREST RE GROUP LTD COM G3223R108 264 3970 SH DEFINED 05,01,03 3970 EVEREST RE GROUP LTD COM G3223R108 193 2900 SH DEFINED 06,01,03 2900 EVEREST RE GROUP LTD COM G3223R108 1317 19800 SH DEFINED 07,06,01,03 19800 EVEREST RE GROUP LTD COM G3223R108 419 6300 SH DEFINED 08,09,03 6300 EVEREST RE GROUP LTD COM G3223R108 1996 30000 SH CALL DEFINED 08,09,03 30000 EVEREST RE GROUP LTD COM G3223R108 665 10000 SH PUT DEFINED 08,09,03 10000 GLOBAL CROSSING LTD COM G3921A100 2486 184305 SH DEFINED 01,03 132445 51860 GLOBAL CROSSING LTD COM G3921A100 942 69842 SH OTHER 01,03 58280 11562 GLOBAL CROSSING LTD COM G3921A100 4101 303985 SH DEFINED 05,01,03 303985 GLOBAL CROSSING LTD COM G3921A100 206 15250 SH OTHER 05,01,03 15250 GLOBAL CROSSING LTD COM G3921A100 2823 209275 SH DEFINED 07,06,01,03 209275 GLOBAL CROSSING LTD COM G3921A100 997 73900 SH DEFINED 08,09,03 73900 GLOBAL CROSSING LTD COM G3921A100 5053 374573 SH DEFINED 18 374573 GLOBAL CROSSING LTD PFD CV 6.375 G3921A126 1042 19250 SH DEFINED 07,06,01,03 19250 GLOBAL CROSSING LTD PFD CV 6.375 G3921A126 18944 350000 SH DEFINED 17,16 350000 GLOBAL CROSSING LTD PFD CV 6.75% G3921A134 46124 293315 SH OTHER 16 293315 GLOBAL CROSSING LTD PFD CV 6.75% G3921A134 7863 50000 SH DEFINED 17,16 50000 GLOBAL SOURCES LTD ORD G39300101 100 12536 SH DEFINED 08,09,03 12536 INTERWAVE COMMUNCTNS INTL LTD ORD G4911N102 30 25705 SH DEFINED 08,09,03 25705 KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 147 6000 SH DEFINED 01,03 6000 KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 75 3050 SH OTHER 01,03 3050 LORAL SPACE & COMMUNICATIONS COM G56462107 1 640 SH DEFINED 01,03 640 LORAL SPACE & COMMUNICATIONS COM G56462107 75 34400 SH OTHER 01,03 7240 17800 9360 LORAL SPACE & COMMUNICATIONS COM G56462107 225 102700 SH DEFINED 08,09,03 102700 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 130 10784 SH 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TRANSOCEAN SEDCO FOREX INC ORD G90078109 20268 467537 SH OTHER 16 467537 TRANSOCEAN SEDCO FOREX INC ORD G90078109 145 3350 SH DEFINED 17,16 3350 TRENWICK GROUP LTD COM G9032C109 5714 289600 SH DEFINED 05,01,03 289600 TRENWICK GROUP LTD COM G9032C109 562 28475 SH DEFINED 07,06,01,03 28475 TRENWICK GROUP LTD COM G9032C109 4 207 SH DEFINED 08,09,03 207 TRITON ENERGY LTD ORD G90751101 130 6952 SH DEFINED 01,03 6952 TRITON ENERGY LTD ORD G90751101 60 3216 SH OTHER 01,03 2980 236 TRITON ENERGY LTD ORD G90751101 235 12500 SH DEFINED 08,09,03 12500 WHITE MTNS INS GROUP LTD COM G9618E107 263 800 SH OTHER 01,03 800 XOMA LTD ORD G9825R107 36 5000 SH DEFINED 01,03 5000 XOMA LTD ORD G9825R107 180 25000 SH DEFINED 08,09,03 25000 XL CAP LTD CL A G98255105 52 681 SH DEFINED 01,03 681 XL CAP LTD CL A G98255105 2352 30921 SH OTHER 01,03 30181 740 XL CAP LTD CL A G98255105 152 2000 SH DEFINED 08,09,03 2000 UBS AG ORD H8920G155 229 1591 SH DEFINED 05,01,03 1591 UBS AG ORD H8920G155 60 414 SH DEFINED 06,01,03 414 UBS AG ORD H8920G155 317 2200 SH DEFINED 07,06,01,03 2200 UBS AG ORD H8920G155 432 3000 SH DEFINED 08,09,03 3000 AUDIOCODES LTD ORD M15342104 321 36150 SH DEFINED 01,03 36150 AUDIOCODES LTD ORD M15342104 19 2180 SH OTHER 01,03 2180 AUDIOCODES LTD ORD M15342104 284 32000 SH DEFINED 05,01,03 32000 AUDIOCODES LTD ORD M15342104 4461 502600 SH DEFINED 07,06,01,03 502600 BREEZECOM LTD ORD M20385106 140 20900 SH DEFINED 05,01,03 20900 BREEZECOM LTD ORD M20385106 2385 356700 SH DEFINED 07,06,01,03 356700 CAMTEK LTD ORD M20791105 83 18000 SH DEFINED 05,01,03 18000 CAMTEK LTD ORD M20791105 1253 271000 SH DEFINED 07,06,01,03 271000 CHECK POINT SOFTWARE TECH LTD ORD M22465104 3563 75012 SH DEFINED 01,03 74912 100 CHECK POINT SOFTWARE TECH LTD ORD M22465104 183 3863 SH OTHER 01,03 3713 150 CHECK POINT SOFTWARE TECH LTD ORD M22465104 44 917 SH DEFINED 05,01,03 917 CHECK POINT SOFTWARE TECH LTD ORD M22465104 4163 87637 SH DEFINED 07,06,01,03 87637 CHECK POINT SOFTWARE TECH LTD ORD 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40800 TTI TEAM TELECOM INTL LTD ORD M88258104 411 32200 SH DEFINED 05,01,03 32200 TTI TEAM TELECOM INTL LTD ORD M88258104 5963 467700 SH DEFINED 07,06,01,03 467700 ASM INTL N V COM N07045102 15 860 SH OTHER 01,03 860 ASM INTL N V COM N07045102 265 15000 SH DEFINED 08,09,03 15000 ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 7 300 SH DEFINED 01,03 300 ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 13 600 SH OTHER 01,03 600 ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 2313 106645 SH DEFINED 08,09,03 106645 ASM LITHOGRAPHY HLDG N V N Y SHS N07059111 533 24589 SH DEFINED 11,01,03 20735 3854 CNH GLOBAL N V ORD N20935107 105 16000 SH OTHER 01,03 16000 IFCO SYSTEMS N V ORD N43961106 62 20695 SH DEFINED 08,09,03 20695 MADGE NETWORKS N V ORD SHS N5424G106 1 490 SH DEFINED 01,03 490 MADGE NETWORKS N V ORD SHS N5424G106 12 10000 SH OTHER 01,03 10000 METRON TECHNOLOGY N V ORD N5665B105 1061 210825 SH DEFINED 08,09,03 210825 PANAMERICAN BEVERAGES INC CL A P74823108 842 47950 SH DEFINED 01,03 47950 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INC COM 038336103 13611 446714 SH OTHER 01,03 446714 APTARGROUP INC COM 038336103 5317 174500 SH DEFINED 05,01,03 174500 APTARGROUP INC COM 038336103 40 1300 SH DEFINED 06,01,03 1300 APTARGROUP INC COM 038336103 842 27650 SH DEFINED 07,06,01,03 27650 ARBITRON INC COM 03875Q108 291 12670 SH DEFINED 05,01,03 12670 ARCH CHEMICALS INC COM 03937R102 2089 98073 SH DEFINED 01,03 87163 10910 ARCH CHEMICALS INC COM 03937R102 7649 359111 SH OTHER 01,03 54722 304389 ARCH CHEMICALS INC COM 03937R102 70 3300 SH DEFINED 06,01,03 3300 ARCH CHEMICALS INC COM 03937R102 366 17200 SH DEFINED 07,06,01,03 17200 ARCH COAL INC COM 039380100 1197 39939 SH DEFINED 01,03 39915 24 ARCH COAL INC COM 039380100 92 3077 SH OTHER 01,03 2236 841 ARCH COAL INC COM 039380100 49 1646 SH DEFINED 05,01,03 1646 ARCH COAL INC COM 039380100 686 22892 SH DEFINED 11,01,03 22892 ARCH COAL INC COM 039380100 588 19608 SH OTHER 11,06,01,03 19608 ARCHER DANIELS MIDLAND CO COM 039483102 5622 427542 SH DEFINED 01,03 367043 60499 ARCHER DANIELS MIDLAND CO COM 039483102 804 61142 SH OTHER 01,03 20948 40194 ARCHER DANIELS MIDLAND CO COM 039483102 3003 228400 SH DEFINED 05,01,03 228400 ARCHER DANIELS MIDLAND CO COM 039483102 143 10900 SH OTHER 05,01,03 10900 ARCHER DANIELS MIDLAND CO COM 039483102 1127 85700 SH DEFINED 06,01,03 85700 ARCHER DANIELS MIDLAND CO COM 039483102 2825 214850 SH DEFINED 07,06,01,03 214850 ARCHSTONE CMNTYS TR PFD SER A CV 039581202 2253 67000 SH DEFINED 01,03 67000 ARCTIC CAT INC COM 039670104 200 14600 SH DEFINED 01,03 2700 11900 ARCTIC CAT INC COM 039670104 2013 147100 SH DEFINED 05,01,03 147100 ARCTIC CAT INC COM 039670104 254 18550 SH DEFINED 07,06,01,03 18550 ARGONAUT GROUP INC COM 040157109 6 400 SH DEFINED 01,03 400 ARGONAUT GROUP INC COM 040157109 173 10875 SH OTHER 01,03 3000 7875 ARIBA INC COM 04033V104 3229 408416 SH DEFINED 408416 ARIBA INC COM 04033V104 71 9038 SH DEFINED 01,03 8488 550 ARIBA INC COM 04033V104 86 10931 SH OTHER 01,03 10231 700 ARIBA INC COM 04033V104 9 1200 SH 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07,06,01,03 19150 ARQULE INC COM 04269E107 28 2145 SH DEFINED 01,03 2145 ARQULE INC COM 04269E107 5 380 SH OTHER 01,03 380 ARQULE INC COM 04269E107 173 13050 SH DEFINED 07,06,01,03 13050 ARROW ELECTRS INC COM 042735100 549 24275 SH DEFINED 01,03 21075 3200 ARROW ELECTRS INC COM 042735100 174 7700 SH OTHER 01,03 7400 300 ARROW ELECTRS INC COM 042735100 192 8510 SH DEFINED 05,01,03 8510 ARROW ELECTRS INC COM 042735100 66 2900 SH DEFINED 06,01,03 2900 ARROW ELECTRS INC COM 042735100 959 42425 SH DEFINED 07,06,01,03 42425 ART TECHNOLOGY GROUP INC COM 04289L107 126 10500 SH DEFINED 08,09,03 10500 ART TECHNOLOGY GROUP INC COM 04289L107 238 19800 SH OTHER 16 19800 ARTISAN COMPONENTS INC COM 042923102 297 40949 SH DEFINED 08,09,03 40949 ARTESYN TECHNOLOGIES INC COM 043127109 113 10475 SH DEFINED 01,03 7275 3200 ARTESYN TECHNOLOGIES INC COM 043127109 141 13000 SH OTHER 01,03 13000 ARTESYN TECHNOLOGIES INC COM 043127109 363 33600 SH DEFINED 05,01,03 33600 ARTESYN TECHNOLOGIES INC COM 043127109 12 1100 SH DEFINED 06,01,03 1100 ARTESYN TECHNOLOGIES INC COM 043127109 320 29625 SH DEFINED 07,06,01,03 29625 ARTHROCARE CORP COM 043136100 35 2475 SH DEFINED 01,03 2475 ARTHROCARE CORP COM 043136100 241 17200 SH DEFINED 07,06,01,03 17200 ARTHROCARE CORP COM 043136100 1 80 SH DEFINED 08,09,03 80 ARVINMERITOR INC COM 043353101 78 5680 SH DEFINED 05,01,03 5680 ARVINMERITOR INC COM 043353101 389 28325 SH DEFINED 07,06,01,03 28325 ASHLAND INC COM 044204105 9530 248184 SH DEFINED 01,03 248084 100 ASHLAND INC COM 044204105 620 16149 SH OTHER 01,03 9924 6225 ASHLAND INC COM 044204105 803 20905 SH DEFINED 05,01,03 20905 ASHLAND INC COM 044204105 46 1200 SH OTHER 05,01,03 1200 ASHLAND INC COM 044204105 517 13475 SH DEFINED 07,06,01,03 13475 ASHLAND INC COM 044204105 684 17820 SH DEFINED 08,09,03 17820 ASHLAND INC COM 044204105 1152 30000 SH PUT DEFINED 08,09,03 30000 ASHWORTH INC COM 04516H101 9 1475 SH DEFINED 01,03 1475 ASHWORTH INC COM 04516H101 65 10150 SH DEFINED 07,06,01,03 10150 ASPECT COMMUNICATIONS CORP COM 04523Q102 60 13600 SH DEFINED 01,03 5900 7700 ASPECT COMMUNICATIONS CORP COM 04523Q102 576 130300 SH DEFINED 05,01,03 130300 ASPECT COMMUNICATIONS CORP COM 04523Q102 176 39875 SH DEFINED 07,06,01,03 39875 ASPECT MED SYS INC COM 045235108 510 43879 SH DEFINED 43879 ASPECT MED SYS INC COM 045235108 3 300 SH DEFINED 01,03 300 ASPEN TECHNOLOGY INC COM 045327103 599 25075 SH DEFINED 01,03 20675 4400 ASPEN TECHNOLOGY INC COM 045327103 2 90 SH OTHER 01,03 90 ASPEN TECHNOLOGY INC COM 045327103 1922 80500 SH DEFINED 05,01,03 80500 ASPEN TECHNOLOGY INC COM 045327103 41 1700 SH DEFINED 06,01,03 1700 ASPEN TECHNOLOGY INC COM 045327103 2025 84800 SH DEFINED 07,06,01,03 84800 ASPEN TECHNOLOGY INC COM 045327103 203 8500 SH DEFINED 08,09,03 8500 ASSOCIATED BANC CORP COM 045487105 3605 108422 SH DEFINED 01,03 108422 ASSOCIATED BANC CORP COM 045487105 19 572 SH OTHER 01,03 572 ASSOCIATED BANC CORP COM 045487105 193 5790 SH DEFINED 05,01,03 5790 ASSOCIATED BANC CORP COM 045487105 134 4020 SH DEFINED 06,01,03 4020 ASSOCIATED BANC CORP COM 045487105 959 28850 SH DEFINED 07,06,01,03 28850 ASSOCIATED BANC CORP COM 045487105 110 3300 SH DEFINED 08,09,03 3300 AT HOME CORP SB DB CV0.52 045919AC1 6690 17320000 PRN DEFINED 08,09,03 17320000 AT HOME CORP SB DB CV0.52 045919AC1 8 21500 PRN DEFINED 17,16 21500 AT HOME CORP SB NT CV 144 045919AD9 2963 5000000 PRN OTHER 16 5000000 AT HOME CORP SUB NT CV4.7 045919AF4 4918 8300000 PRN DEFINED 08,09,03 8300000 AT HOME CORP COM SER A 045919107 125 28000 SH DEFINED 28000 AT HOME CORP COM SER A 045919107 53 11882 SH DEFINED 01,03 5632 6250 AT HOME CORP COM SER A 045919107 64 14355 SH OTHER 01,03 14080 275 AT HOME CORP COM SER A 045919107 202 44995 SH DEFINED 03 44995 AT HOME CORP COM SER A 045919107 5 1208 SH DEFINED 08,09,03 1208 ASTEC INDS INC COM 046224101 112 8575 SH DEFINED 01,03 2175 6400 ASTEC INDS INC COM 046224101 997 76300 SH DEFINED 05,01,03 76300 ASTEC INDS INC COM 046224101 196 15025 SH DEFINED 07,06,01,03 15025 ASTORIA FINL CORP COM 046265104 1177 22020 SH DEFINED 01,03 21050 970 ASTORIA FINL CORP COM 046265104 85 1595 SH OTHER 01,03 1595 ASTORIA FINL CORP COM 046265104 231 4330 SH DEFINED 05,01,03 4330 ASTORIA FINL CORP COM 046265104 267 5000 SH DEFINED 06,01,03 5000 ASTORIA FINL CORP COM 046265104 1152 21550 SH DEFINED 07,06,01,03 21550 ASTORIA FINL CORP COM 046265104 9752 182500 SH CALL DEFINED 08,09,03 182500 ASTRAZENECA PLC SPONSORED AD 046353108 90 1866 SH DEFINED 01,03 1866 ASTRAZENECA PLC SPONSORED AD 046353108 356 7368 SH OTHER 01,03 7368 ASTRAZENECA PLC SPONSORED AD 046353108 2533 52500 SH DEFINED 08,09,03 52500 ASTROPOWER INC COM 04644A101 406 13525 SH DEFINED 01,03 13225 300 ASTROPOWER INC COM 04644A101 9 300 SH OTHER 01,03 300 ASTROPOWER INC COM 04644A101 288 9600 SH DEFINED 05,01,03 9600 ASTROPOWER INC COM 04644A101 4949 164975 SH DEFINED 07,06,01,03 164975 ASTROPOWER INC COM 04644A101 300 10000 SH CALL DEFINED 08,09,03 10000 AT & T LATIN AMER CORP COM 04649A106 25 10000 SH DEFINED 08,09,03 10000 ATLANTIC COAST AIRLINES HLDGS COM 048396105 618 29450 SH DEFINED 01,03 14050 15400 ATLANTIC COAST AIRLINES HLDGS COM 048396105 3872 184400 SH DEFINED 05,01,03 184400 ATLANTIC COAST AIRLINES HLDGS COM 048396105 48 2300 SH DEFINED 06,01,03 2300 ATLANTIC COAST AIRLINES HLDGS COM 048396105 694 33025 SH DEFINED 07,06,01,03 33025 ATLANTIC RICHFIELD CO PREF CV $2.8 048825400 302 774 SH DEFINED 01,03 774 ATLANTIC RICHFIELD CO PREF CV $2.8 048825400 39 100 SH OTHER 01,03 100 ATLAS AIR WORLDWIDE HLDGS INC COM 049164106 93 3310 SH DEFINED 05,01,03 3310 ATLAS AIR WORLDWIDE HLDGS INC COM 049164106 465 16525 SH DEFINED 07,06,01,03 16525 ATMEL CORP COM 049513104 289 29420 SH DEFINED 01,03 27820 1600 ATMEL CORP COM 049513104 300 30600 SH OTHER 01,03 27700 2900 ATMEL CORP COM 049513104 436 44410 SH DEFINED 05,01,03 44410 ATMEL CORP COM 049513104 36 3700 SH DEFINED 06,01,03 3700 ATMEL CORP COM 049513104 1976 201400 SH DEFINED 07,06,01,03 201400 ATMEL CORP COM 049513104 78 8000 SH 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052769106 1329 43475 SH DEFINED 01,03 43475 AUTODESK INC COM 052769106 113 3700 SH OTHER 01,03 700 3000 AUTODESK INC COM 052769106 531 17390 SH DEFINED 05,01,03 17390 AUTODESK INC COM 052769106 911 29800 SH DEFINED 06,01,03 29800 AUTODESK INC COM 052769106 333 10900 SH DEFINED 07,06,01,03 10900 AUTODESK INC COM 052769106 28 900 SH DEFINED 08,09,03 900 AUTOLIV INC COM 052800109 191 12241 SH DEFINED 01,03 12241 AUTOLIV INC COM 052800109 22 1409 SH OTHER 01,03 472 937 AUTOMATIC DATA PROCESSING INC COM 053015103 190767 3508041 SH DEFINED 01,03 3315465 192576 AUTOMATIC DATA PROCESSING INC COM 053015103 76955 1415142 SH OTHER 01,03 787052 628090 AUTOMATIC DATA PROCESSING INC COM 053015103 13798 253735 SH DEFINED 05,01,03 253735 AUTOMATIC DATA PROCESSING INC COM 053015103 35941 660925 SH OTHER 05,01,03 264660 396265 AUTOMATIC DATA PROCESSING INC COM 053015103 2431 44700 SH DEFINED 06,01,03 44700 AUTOMATIC DATA PROCESSING INC COM 053015103 30719 564900 SH DEFINED 07,06,01,03 564900 AUTOMATIC DATA PROCESSING INC COM 053015103 783 14400 SH DEFINED 08,09,03 14400 AUTOMATIC DATA PROCESSING INC COM 053015103 1360 25000 SH PUT DEFINED 08,09,03 25000 AUTOMATIC DATA PROCESSING INC COM 053015103 162855 2994754 SH DEFINED 11,01,03 2862424 132330 AUTOMATIC DATA PROCESSING INC COM 053015103 79163 1455736 SH OTHER 11,06,01,03 1205411 250325 AUTOMATIC DATA PROCESSING INC COM 053015103 11 200 SH DEFINED 13,01,03 200 AUTOMATIC DATA PROCESSING INC COM 053015103 22 400 SH OTHER 13,01,03 400 AUTONOMY CORP PLC ADR 05329Q105 1792 175922 SH DEFINED 08,09,03 175922 AUTONATION INC COM 05329W102 15418 1713114 SH DEFINED 01,03 1713114 AUTONATION INC COM 05329W102 8998 999781 SH OTHER 01,03 351760 648021 AUTOZONE INC COM 053332102 449 16035 SH DEFINED 01,03 16035 AUTOZONE INC COM 053332102 211 7535 SH OTHER 01,03 5135 2400 AUTOZONE INC COM 053332102 918 32780 SH DEFINED 05,01,03 32780 AUTOZONE INC COM 053332102 55 1950 SH OTHER 05,01,03 1950 AUTOZONE INC COM 053332102 616 22000 SH DEFINED 07,06,01,03 22000 AVANEX CORP COM 05348W109 26 2470 SH DEFINED 01,03 1470 1000 AVANEX CORP COM 05348W109 29 2725 SH OTHER 01,03 1725 1000 AVANEX CORP COM 05348W109 88 8305 SH DEFINED 08,09,03 8305 AVALONBAY CMNTYS INC COM 053484101 2155 47046 SH DEFINED 01,03 45146 1900 AVALONBAY CMNTYS INC COM 053484101 115 2520 SH OTHER 01,03 2520 AVALONBAY CMNTYS INC COM 053484101 3390 74000 SH DEFINED 07,06,01,03 74000 AVALONBAY CMNTYS INC COM 053484101 35 768 SH DEFINED 08,09,03 768 AVANT CORP COM 053487104 162 9390 SH DEFINED 01,03 5490 3900 AVANT CORP COM 053487104 6 340 SH OTHER 01,03 340 AVANT CORP COM 053487104 861 49900 SH DEFINED 05,01,03 49900 AVANT CORP COM 053487104 516 29925 SH DEFINED 07,06,01,03 29925 AVAYA INC COM 053499109 2134 164169 SH DEFINED 01,03 164169 AVAYA INC COM 053499109 1078 82952 SH DEFINED 05,01,03 82952 AVAYA INC COM 053499109 910 70000 SH DEFINED 06,01,03 70000 AVAYA INC COM 053499109 711 54675 SH DEFINED 07,06,01,03 54675 AVAYA INC COM 053499109 65 4977 SH DEFINED 08,09,03 4977 AVENTIS SPONSORED AD 053561106 199 2584 SH DEFINED 01,03 2384 200 AVENTIS SPONSORED AD 053561106 121 1568 SH OTHER 01,03 978 590 AVENTIS SPONSORED AD 053561106 46 600 SH DEFINED 16 600 AVERY DENNISON CORP COM 053611109 63432 1219369 SH DEFINED 01,03 1154296 65073 AVERY DENNISON CORP COM 053611109 15733 302433 SH OTHER 01,03 219600 82833 AVERY DENNISON CORP COM 053611109 1700 32680 SH DEFINED 05,01,03 32680 AVERY DENNISON CORP COM 053611109 99 1900 SH OTHER 05,01,03 1900 AVERY DENNISON CORP COM 053611109 1111 21350 SH DEFINED 07,06,01,03 21350 AVERY DENNISON CORP COM 053611109 16 300 SH OTHER 13,01,03 300 AVICI SYS INC COM 05367L109 296 36963 SH DEFINED 36963 AVID TECHNOLOGY INC COM 05367P100 149 11150 SH DEFINED 01,03 10850 300 AVID TECHNOLOGY INC COM 05367P100 288 21500 SH DEFINED 05,01,03 21500 AVID TECHNOLOGY INC COM 05367P100 33 2500 SH DEFINED 06,01,03 2500 AVID TECHNOLOGY INC COM 05367P100 264 19775 SH DEFINED 07,06,01,03 19775 AVIRON SB NT CV 5.2 053762AD2 3398 3850000 PRN DEFINED 07,06,01,03 3850000 AVIRON COM 053762100 195 4700 SH DEFINED 01,03 4700 AVIRON COM 053762100 21 500 SH OTHER 01,03 500 AVIRON COM 053762100 8 200 SH DEFINED 08,09,03 200 AVISTA CORP COM 05379B107 488 27703 SH DEFINED 01,03 13224 14479 AVISTA CORP COM 05379B107 262 14876 SH OTHER 01,03 12541 2335 AVISTA CORP COM 05379B107 1794 101800 SH DEFINED 05,01,03 101800 AVISTA CORP COM 05379B107 646 36650 SH DEFINED 07,06,01,03 36650 AVNET INC COM 053807103 1294 63145 SH DEFINED 01,03 63045 100 AVNET INC COM 053807103 513 25044 SH OTHER 01,03 17566 7478 AVNET INC COM 053807103 164 8010 SH DEFINED 05,01,03 8010 AVNET INC COM 053807103 23 1100 SH DEFINED 06,01,03 1100 AVNET INC COM 053807103 818 39900 SH DEFINED 07,06,01,03 39900 AVOCENT CORP COM 053893103 541 24780 SH DEFINED 05,01,03 24780 AVOCENT CORP COM 053893103 56 2550 SH DEFINED 06,01,03 2550 AVOCENT CORP COM 053893103 7148 327712 SH DEFINED 07,06,01,03 327712 AVOCENT CORP COM 053893103 947 43409 SH DEFINED 08,09,03 43409 AVON PRODS INC COM 054303102 7684 192148 SH DEFINED 01,03 184710 7438 AVON PRODS INC COM 054303102 7872 196841 SH OTHER 01,03 47141 149700 AVON PRODS INC COM 054303102 3398 84980 SH DEFINED 05,01,03 84980 AVON PRODS INC COM 054303102 164 4100 SH OTHER 05,01,03 4100 AVON PRODS INC COM 054303102 3003 75100 SH DEFINED 06,01,03 75100 AVON PRODS INC COM 054303102 1905 47625 SH DEFINED 07,06,01,03 47625 AWARE INC MASS COM 05453N100 128 13250 SH DEFINED 01,03 4250 9000 AWARE INC MASS COM 05453N100 7 700 SH OTHER 01,03 500 200 AWARE INC MASS COM 05453N100 1187 123300 SH DEFINED 05,01,03 123300 AWARE INC MASS COM 05453N100 169 17600 SH DEFINED 07,06,01,03 17600 AWARE INC MASS COM 05453N100 16 1700 SH DEFINED 08,09,03 1700 AWARE INC MASS COM 05453N100 111 11500 SH CALL DEFINED 08,09,03 11500 AXA SPONSORED AD 054536107 124 2264 SH DEFINED 01,03 2037 227 AXA SPONSORED AD 054536107 368 6717 SH OTHER 01,03 5731 986 AXCELIS TECHNOLOGIES INC COM 054540109 1 80 SH DEFINED 01,03 80 AXCELIS 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CARDINAL HEALTH INC COM 14149Y108 6508 67267 SH OTHER 01,03 40167 27100 CARDINAL HEALTH INC COM 14149Y108 11531 119180 SH DEFINED 05,01,03 119180 CARDINAL HEALTH INC COM 14149Y108 467 4825 SH OTHER 05,01,03 4825 CARDINAL HEALTH INC COM 14149Y108 9124 94300 SH DEFINED 06,01,03 94300 CARDINAL HEALTH INC COM 14149Y108 9917 102505 SH DEFINED 07,06,01,03 102505 CARDINAL HEALTH INC COM 14149Y108 860 8885 SH DEFINED 08,09,03 8885 CARDINAL HEALTH INC COM 14149Y108 16931 175000 SH DEFINED 11,01,03 175000 CAREER EDUCATION CORP COM 141665109 1985 39500 SH DEFINED 01,03 39500 CAREER EDUCATION CORP COM 141665109 1588 31600 SH DEFINED 05,01,03 31600 CAREER EDUCATION CORP COM 141665109 24803 493600 SH DEFINED 07,06,01,03 493600 CAREMARK RX INC COM 141705103 65 5000 SH DEFINED 08,09,03 5000 CAREMARK RX INC COM 141705103 913 70000 SH CALL DEFINED 08,09,03 70000 CARLISLE COS INC COM 142339100 134 4100 SH DEFINED 01,03 4100 CARLISLE COS INC COM 142339100 920 28200 SH OTHER 01,03 28200 CARLISLE COS INC 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460 38525 SH DEFINED 07,06,01,03 38525 CASH AMER INTL INC COM 14754D100 55 9050 SH DEFINED 01,03 2850 6200 CASH AMER INTL INC COM 14754D100 474 77700 SH DEFINED 05,01,03 77700 CASH AMER INTL INC COM 14754D100 121 19775 SH DEFINED 07,06,01,03 19775 CASTLE A M & CO COM 148411101 21 2333 SH DEFINED 01,03 2333 CASTLE A M & CO COM 148411101 99 10975 SH DEFINED 07,06,01,03 10975 CASUAL MALE CORP MASS COM 148710106 33 10975 SH DEFINED 07,06,01,03 10975 CATALINA LTG INC COM 148865108 82 62800 SH DEFINED 01,03 62800 CATALINA MARKETING CORP COM 148867104 915 28083 SH DEFINED 01,03 28083 CATALINA MARKETING CORP COM 148867104 147 4500 SH OTHER 01,03 3480 1020 CATALINA MARKETING CORP COM 148867104 740 22710 SH DEFINED 05,01,03 22710 CATALINA MARKETING CORP COM 148867104 8807 270400 SH DEFINED 07,06,01,03 270400 CATELLUS DEV CORP COM 149111106 321 20367 SH DEFINED 01,03 20367 CATELLUS DEV CORP COM 149111106 494 31376 SH OTHER 01,03 23447 296 7633 CATELLUS DEV CORP COM 149111106 35 2200 SH DEFINED 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DEFINED 08,09,03 15000 CELESTICA INC SUB VTG SHS 15101Q108 183 6651 SH DEFINED 01,03 6651 CELESTICA INC SUB VTG SHS 15101Q108 10 370 SH OTHER 01,03 370 CELESTICA INC SUB VTG SHS 15101Q108 1898 68800 SH DEFINED 08,09,03 68800 CELESTICA INC SUB VTG SHS 15101Q108 2069 75000 SH CALL DEFINED 08,09,03 75000 CELESTICA INC SUB VTG SHS 15101Q108 965 35000 SH PUT DEFINED 08,09,03 35000 CELGENE CORP COM 151020104 101 4050 SH DEFINED 01,03 4050 CELGENE CORP COM 151020104 96 3857 SH OTHER 01,03 3857 CELGENE CORP COM 151020104 1008 40300 SH DEFINED 08,09,03 40300 CELGENE CORP COM 151020104 2000 80000 SH PUT DEFINED 08,09,03 80000 CELGENE CORP COM 151020104 25 1000 SH DEFINED 16 1000 CELL PATHWAYS INC NEW COM 15114R101 86 21000 SH DEFINED 01,03 21000 CELL PATHWAYS INC NEW COM 15114R101 184 44990 SH OTHER 01,03 44990 CELLEGY PHARMACEUTICALS INC COM 15115L103 77 15000 SH OTHER 01,03 15000 CENIT BANCORP INC COM 15131W109 259 15486 SH DEFINED 01,03 12286 3200 CENIT BANCORP INC COM 15131W109 179 10700 SH OTHER 01,03 3200 7500 CENDANT CORP COM 151313103 1443 98917 SH DEFINED 01,03 97817 1100 CENDANT CORP COM 151313103 2042 139970 SH OTHER 01,03 139970 CENDANT CORP COM 151313103 3249 222670 SH DEFINED 05,01,03 222670 CENDANT CORP COM 151313103 193 13225 SH OTHER 05,01,03 13225 CENDANT CORP COM 151313103 2170 148700 SH DEFINED 07,06,01,03 148700 CENDANT CORP COM 151313103 201 13808 SH DEFINED 08,09,03 13808 CENDANT CORP COM 151313103 225 15400 SH DEFINED 17,16 15400 CENDANT CORP COM 151313103 3036 208100 SH CALL DEFINED 17,16 208100 CENTEX CORP COM 152312104 8278 198756 SH DEFINED 01,03 198531 225 CENTEX CORP COM 152312104 752 18050 SH OTHER 01,03 18050 CENTEX CORP COM 152312104 1987 47700 SH DEFINED 05,01,03 47700 CENTEX CORP COM 152312104 42 1020 SH OTHER 05,01,03 1020 CENTEX CORP COM 152312104 9815 235650 SH DEFINED 07,06,01,03 235650 CENTRAL PKG CORP COM 154785109 241 13215 SH DEFINED 01,03 4475 40 8700 CENTRAL PKG CORP COM 154785109 2 100 SH OTHER 01,03 100 CENTRAL PKG CORP COM 154785109 2020 111000 SH DEFINED 05,01,03 111000 CENTRAL PKG CORP COM 154785109 515 28275 SH DEFINED 07,06,01,03 28275 CENTRAL VT PUB SVC CORP COM 155771108 139 8445 SH DEFINED 01,03 4445 4000 CENTRAL VT PUB SVC CORP COM 155771108 848 51400 SH DEFINED 05,01,03 51400 CENTRAL VT PUB SVC CORP COM 155771108 147 8900 SH DEFINED 07,06,01,03 8900 CENTRAL VA BANKSHARES INC COM 155792104 2 216 SH DEFINED 01,03 216 CENTRAL VA BANKSHARES INC COM 155792104 165 16543 SH OTHER 01,03 13500 3043 CENTURA BKS INC COM 15640T100 1926 38947 SH DEFINED 01,03 32847 6100 CENTURA BKS INC COM 15640T100 1008 20386 SH OTHER 01,03 17527 2859 CENTURA BKS INC COM 15640T100 3724 75300 SH DEFINED 05,01,03 75300 CENTURA BKS INC COM 15640T100 1516 30650 SH DEFINED 07,06,01,03 30650 CENTURA BKS INC COM 15640T100 10667 215710 SH DEFINED 17,16 215710 CENTURA SOFTWARE CORP COM 15640W103 1 762 SH DEFINED 762 CENTURA SOFTWARE CORP COM 15640W103 1251 930784 SH DEFINED 08,09,03 930784 CENTURYTEL INC COM 156700106 884 30752 SH DEFINED 01,03 18702 12050 CENTURYTEL INC COM 156700106 1072 37295 SH OTHER 01,03 37295 CENTURYTEL INC COM 156700106 1385 48170 SH DEFINED 05,01,03 48170 CENTURYTEL INC COM 156700106 70 2425 SH OTHER 05,01,03 2425 CENTURYTEL INC COM 156700106 1067 37100 SH DEFINED 07,06,01,03 37100 CEPHALON INC COM 156708109 1015 21125 SH DEFINED 01,03 9525 11600 CEPHALON INC COM 156708109 7426 154500 SH DEFINED 05,01,03 154500 CEPHALON INC COM 156708109 48 1000 SH DEFINED 06,01,03 1000 CEPHALON INC COM 156708109 1548 32200 SH DEFINED 07,06,01,03 32200 CEPHALON INC COM 156708109 481 10000 SH CALL DEFINED 08,09,03 10000 CERIDIAN CORP COM 15677T106 2955 159725 SH DEFINED 01,03 150000 9725 CERIDIAN CORP COM 15677T106 622 33600 SH OTHER 01,03 9725 7000 16875 CERIDIAN CORP COM 15677T106 521 28175 SH DEFINED 07,06,01,03 28175 CERIDIAN CORP COM 15677T106 370 20000 SH CALL DEFINED 08,09,03 20000 CERIDIAN CORP COM 15677T106 259 14000 SH DEFINED 16 14000 CERNER CORP COM 156782104 414 12075 SH DEFINED 01,03 12075 CERNER CORP COM 156782104 209 6100 SH OTHER 01,03 300 5800 CERNER CORP COM 156782104 79 2300 SH DEFINED 06,01,03 2300 CERNER CORP COM 156782104 922 26925 SH DEFINED 07,06,01,03 26925 CHAMPION ENTERPRISES INC COM 158496109 27 5300 SH DEFINED 01,03 5300 CHAMPION ENTERPRISES INC COM 158496109 189 36750 SH DEFINED 07,06,01,03 36750 CHAMPS ENTMT INC DEL COM 158787101 171 22000 SH DEFINED 08,09,03 22000 CHANDLER INS LTD COM 159057108 10 1000 SH DEFINED 01,03 1000 CHANDLER INS LTD COM 159057108 198 20000 SH OTHER 01,03 20000 CHARTER ONE FINL INC COM 160903100 3772 133300 SH DEFINED 01,03 123382 9918 CHARTER ONE FINL INC COM 160903100 511 18067 SH OTHER 01,03 13643 4424 CHARTER ONE FINL INC COM 160903100 1602 56615 SH DEFINED 05,01,03 56615 CHARTER ONE FINL INC COM 160903100 101 3575 SH OTHER 05,01,03 3575 CHARTER ONE FINL INC COM 160903100 5255 185700 SH DEFINED 07,06,01,03 185700 CHARTER ONE FINL INC COM 160903100 34 1200 SH DEFINED 08,09,03 1200 CHARTER COMMUNICATIONS INC DEL SUB NT CV5.7 16117MAB3 303 250000 PRN DEFINED 08,09,03 250000 CHARTER COMMUNICATIONS INC DEL CL A 16117M107 1649 72870 SH DEFINED 01,03 71870 1000 CHARTER COMMUNICATIONS INC DEL CL A 16117M107 114 5040 SH OTHER 01,03 1890 3150 CHARTER COMMUNICATIONS INC DEL CL A 16117M107 837 37000 SH DEFINED 08,09,03 37000 CHARTER COMMUNICATIONS INC DEL CL A 16117M107 5204 230000 SH CALL DEFINED 08,09,03 230000 CHECKFREE CORP NEW COM 162813109 206 7010 SH DEFINED 05,01,03 7010 CHECKFREE CORP NEW COM 162813109 38 1300 SH DEFINED 06,01,03 1300 CHECKFREE CORP NEW COM 162813109 969 32925 SH DEFINED 07,06,01,03 32925 CHECKFREE CORP NEW COM 162813109 32 1098 SH DEFINED 08,09,03 1098 CHECKFREE CORP NEW COM 162813109 294370 10000000 SH DEFINED 15,01,03 10000000 CHECKPOINT SYS INC COM 162825103 127 13475 SH DEFINED 01,03 3675 9800 CHECKPOINT SYS INC COM 162825103 1182 125100 SH DEFINED 05,01,03 125100 CHECKPOINT SYS INC COM 162825103 222 23500 SH DEFINED 07,06,01,03 23500 CHEESECAKE FACTORY INC COM 163072101 608 16522 SH DEFINED 01,03 13050 3472 CHEESECAKE FACTORY INC COM 163072101 25 675 SH OTHER 01,03 675 CHEESECAKE FACTORY INC COM 163072101 1491 40500 SH DEFINED 05,01,03 40500 CHEESECAKE FACTORY INC COM 163072101 88 2400 SH DEFINED 06,01,03 2400 CHEESECAKE FACTORY INC COM 163072101 892 24225 SH DEFINED 07,06,01,03 24225 CHEESECAKE FACTORY INC COM 163072101 1288 35000 SH CALL DEFINED 08,09,03 35000 CHEMED CORP COM 163596109 98 2825 SH DEFINED 01,03 1225 1600 CHEMED CORP COM 163596109 3 100 SH OTHER 01,03 100 CHEMED CORP COM 163596109 730 21000 SH DEFINED 05,01,03 21000 CHEMED CORP COM 163596109 270 7775 SH DEFINED 07,06,01,03 7775 CHEMFIRST INC COM 16361A106 45 1675 SH DEFINED 01,03 1675 CHEMFIRST INC COM 16361A106 16 600 SH OTHER 01,03 600 CHEMFIRST INC COM 16361A106 306 11500 SH DEFINED 07,06,01,03 11500 CHESAPEAKE CORP COM 165159104 1281 55328 SH DEFINED 01,03 52128 3200 CHESAPEAKE CORP COM 165159104 1858 80266 SH OTHER 01,03 68326 11940 CHESAPEAKE CORP COM 165159104 965 41700 SH DEFINED 05,01,03 41700 CHESAPEAKE CORP COM 165159104 273 11800 SH DEFINED 07,06,01,03 11800 CHEVRON CORPORATION COM 166751107 172776 1967837 SH DEFINED 01,03 1907849 59988 CHEVRON CORPORATION COM 166751107 114281 1301602 SH OTHER 01,03 840246 461356 CHEVRON CORPORATION COM 166751107 19201 218690 SH DEFINED 05,01,03 218690 CHEVRON CORPORATION COM 166751107 970 11050 SH OTHER 05,01,03 11050 CHEVRON CORPORATION COM 166751107 10158 115700 SH DEFINED 06,01,03 115700 CHEVRON CORPORATION COM 166751107 39839 453750 SH DEFINED 07,06,01,03 453750 CHEVRON CORPORATION COM 166751107 149 1700 SH DEFINED 08,09,03 1700 CHEVRON CORPORATION COM 166751107 1317 15000 SH CALL DEFINED 08,09,03 15000 CHEVRON CORPORATION COM 166751107 220 2500 SH DEFINED 13,01,03 2500 CHEVRON CORPORATION COM 166751107 18 200 SH OTHER 13,01,03 200 CHICOS FAS INC COM 168615102 573 17475 SH DEFINED 01,03 7675 9800 CHICOS FAS INC COM 168615102 3773 115000 SH DEFINED 05,01,03 115000 CHICOS FAS INC COM 168615102 49 1500 SH DEFINED 06,01,03 1500 CHICOS FAS INC COM 168615102 445 13575 SH DEFINED 07,06,01,03 13575 CHIEFTAIN INTL INC COM 16867C101 22 800 SH DEFINED 01,03 800 CHIEFTAIN INTL INC COM 16867C101 921 33000 SH OTHER 01,03 33000 CHINA MOBILE HONG KONG LTD SPONSORED AD 16941M109 1001 45500 SH DEFINED 06,01,03 45500 CHINA MOBILE HONG KONG LTD SPONSORED AD 16941M109 176 8000 SH DEFINED 08,09,03 8000 CHIQUITA BRANDS INTL INC COM 170032106 13 10000 SH DEFINED 01,03 8000 2000 CHIQUITA BRANDS INTL INC COM 170032106 3 2000 SH OTHER 01,03 2000 CHIQUITA BRANDS INTL INC COM 170032106 95 73207 SH DEFINED 08,09,03 73207 CHIRON CORP COM 170040109 1324 30173 SH DEFINED 01,03 29373 800 CHIRON CORP COM 170040109 334 7614 SH OTHER 01,03 5146 2468 CHIRON CORP COM 170040109 2461 56090 SH DEFINED 05,01,03 56090 CHIRON CORP COM 170040109 145 3300 SH OTHER 05,01,03 3300 CHIRON CORP COM 170040109 57 1300 SH DEFINED 06,01,03 1300 CHIRON CORP COM 170040109 1624 37025 SH DEFINED 07,06,01,03 37025 CHITTENDEN CORP COM 170228100 173 5545 SH DEFINED 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SH DEFINED 01,03 101924 25820 CHUBB CORP COM 171232101 10898 150439 SH OTHER 01,03 90662 59777 CHUBB CORP COM 171232101 5222 72090 SH DEFINED 05,01,03 72090 CHUBB CORP COM 171232101 217 3000 SH OTHER 05,01,03 3000 CHUBB CORP COM 171232101 2450 33825 SH DEFINED 07,06,01,03 33825 CHUBB CORP COM 171232101 623 8600 SH DEFINED 08,09,03 8600 CHUBB CORP COM 171232101 1087 15000 SH PUT DEFINED 08,09,03 15000 CHURCH & DWIGHT INC COM 171340102 2279 104900 SH DEFINED 01,03 104900 CHURCH & DWIGHT INC COM 171340102 289 13300 SH OTHER 01,03 13300 CHURCH & DWIGHT INC COM 171340102 73 3340 SH DEFINED 05,01,03 3340 CHURCH & DWIGHT INC COM 171340102 48 2200 SH DEFINED 06,01,03 2200 CHURCH & DWIGHT INC COM 171340102 362 16675 SH DEFINED 07,06,01,03 16675 CIBER INC COM 17163B102 98 20175 SH DEFINED 01,03 7675 12500 CIBER INC COM 17163B102 21 4300 SH OTHER 01,03 4300 CIBER INC COM 17163B102 760 155800 SH DEFINED 05,01,03 155800 CIBER INC COM 17163B102 226 46300 SH DEFINED 07,06,01,03 46300 CIENA CORP NT 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CITY G 172737108 424 40000 SH PUT DEFINED 08,09,03 40000 CIRCUIT CITY STORE INC CIRCT CITY G 172737108 424 40000 SH CALL DEFINED 17,16 40000 CIRCUIT CITY STORE INC CIRCT CITY G 172737108 1548 146000 SH PUT DEFINED 17,16 146000 CISCO SYS INC COM 17275R102 1002 63397 SH DEFINED 63397 CISCO SYS INC COM 17275R102 366720 23192510 SH DEFINED 01,03 22090664 1101846 CISCO SYS INC COM 17275R102 103258 6530333 SH OTHER 01,03 4268421 2261912 CISCO SYS INC COM 17275R102 20081 1270000 SH CALL DEFINED 01,03 1270000 CISCO SYS INC COM 17275R102 4427 280000 SH PUT DEFINED 01,03 280000 CISCO SYS INC COM 17275R102 44035 2784908 SH DEFINED 05,01,03 554908 2230000 CISCO SYS INC COM 17275R102 35261 2230000 SH OTHER 05,01,03 2230000 CISCO SYS INC COM 17275R102 8559 541300 SH DEFINED 06,01,03 541300 CISCO SYS INC COM 17275R102 47751 3019915 SH DEFINED 07,06,01,03 3019915 CISCO SYS INC COM 17275R102 9927 627790 SH DEFINED 08,09,03 627790 CISCO SYS INC COM 17275R102 316 20000 SH CALL DEFINED 08,09,03 20000 CISCO SYS INC COM 17275R102 339 21470 SH DEFINED 13,01,03 21470 CISCO SYS INC COM 17275R102 112 7100 SH OTHER 13,01,03 4200 2900 CIRRUS LOGIC CORP COM 172755100 79 5300 SH DEFINED 01,03 5300 CIRRUS LOGIC CORP COM 172755100 102 6850 SH DEFINED 05,01,03 6850 CIRRUS LOGIC CORP COM 172755100 510 34150 SH DEFINED 07,06,01,03 34150 CIRRUS LOGIC CORP COM 172755100 2702 180900 SH DEFINED 08,09,03 180900 CIRRUS LOGIC CORP COM 172755100 7618 510000 SH CALL DEFINED 08,09,03 510000 CIRRUS LOGIC CORP COM 172755100 4152 278000 SH PUT DEFINED 08,09,03 278000 CITADEL COMMUNICATIONS CORP COM 172853202 1329 53426 SH DEFINED 53426 CITADEL COMMUNICATIONS CORP COM 172853202 20 800 SH DEFINED 01,03 800 CITADEL COMMUNICATIONS CORP COM 172853202 10 400 SH OTHER 01,03 400 CITADEL COMMUNICATIONS CORP COM 172853202 6060 243600 SH DEFINED 17,16 243600 CINTAS CORP COM 172908105 2171 55086 SH DEFINED 01,03 32286 22800 CINTAS CORP COM 172908105 647 16425 SH OTHER 01,03 15975 450 CINTAS CORP COM 172908105 2519 63910 SH DEFINED 05,01,03 63910 CINTAS CORP COM 172908105 114 2900 SH OTHER 05,01,03 2900 CINTAS CORP COM 172908105 1717 43550 SH DEFINED 07,06,01,03 43550 CITIGROUP INC COM 172967101 729071 16208792 SH DEFINED 01,03 15654502 554290 CITIGROUP INC COM 172967101 189844 4220639 SH OTHER 01,03 2886841 1333798 CITIGROUP INC COM 172967101 86366 1920087 SH DEFINED 05,01,03 663421 1256666 CITIGROUP INC COM 172967101 60412 1343091 SH OTHER 05,01,03 1343091 CITIGROUP INC COM 172967101 28304 629266 SH DEFINED 06,01,03 629266 CITIGROUP INC COM 172967101 113207 2516832 SH DEFINED 07,06,01,03 2516832 CITIGROUP INC COM 172967101 15453 343553 SH DEFINED 08,09,03 343553 CITIGROUP INC COM 172967101 1867 41500 SH CALL DEFINED 08,09,03 41500 CITIGROUP INC COM 172967101 823 18300 SH PUT DEFINED 08,09,03 18300 CITIGROUP INC COM 172967101 315631 7017132 SH DEFINED 11,01,03 6720473 296659 CITIGROUP INC COM 172967101 130461 2900431 SH OTHER 11,06,01,03 2407976 492455 CITIGROUP INC COM 172967101 843 18736 SH DEFINED 13,01,03 18736 CITIGROUP INC COM 172967101 137 3048 SH OTHER 13,01,03 500 2548 CITIGROUP INC COM 172967101 2249 50000 SH PUT DEFINED 17,16 50000 CITIZENS BKG CORP MICH COM 174420109 5 200 SH DEFINED 01,03 200 CITIZENS BKG CORP MICH COM 174420109 512 19168 SH OTHER 01,03 19168 CITIZENS COMMUNICATIONS CO COM 17453B101 173 13700 SH DEFINED 01,03 13700 CITIZENS COMMUNICATIONS CO COM 17453B101 1012 80039 SH DEFINED 05,01,03 80039 CITIZENS COMMUNICATIONS CO COM 17453B101 58 4575 SH OTHER 05,01,03 4575 CITIZENS COMMUNICATIONS CO COM 17453B101 649 51275 SH DEFINED 07,06,01,03 51275 CITIZENS COMMUNICATIONS CO COM 17453B101 506 40000 SH CALL DEFINED 08,09,03 40000 CITIZENS COMMUNICATIONS CO COM 17453B101 506 40000 SH PUT DEFINED 08,09,03 40000 CITIZENS UTILS TR PFD EPPICS C 177351202 2133 43200 SH DEFINED 01,03 43200 CITIZENS UTILS TR PFD EPPICS C 177351202 3950 80000 SH DEFINED 07,06,01,03 80000 CITRIX SYS INC SD CV ZRO 14 177376AA8 115 270000 PRN DEFINED 01,03 270000 CITRIX SYS INC SD CV ZRO 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2750 4800 CLARCOR INC COM 179895107 409 17687 SH OTHER 01,03 17687 CLARCOR INC COM 179895107 1361 58900 SH DEFINED 05,01,03 58900 CLARCOR INC COM 179895107 438 18950 SH DEFINED 07,06,01,03 18950 CLARUS CORP COM 182707109 4 600 SH DEFINED 08,09,03 600 CLARUS CORP COM 182707109 813 127500 SH DEFINED 17,16 127500 CLASSIC COMMUNICATIONS INC CL A 182728204 196 98045 SH DEFINED 12,01,03 98045 CLAYTON HOMES INC COM 184190106 1093 90729 SH DEFINED 01,03 90729 CLAYTON HOMES INC COM 184190106 24 2000 SH OTHER 01,03 2000 CLAYTON HOMES INC COM 184190106 144 11931 SH DEFINED 05,01,03 11931 CLAYTON HOMES INC COM 184190106 717 59475 SH DEFINED 07,06,01,03 59475 CLEAR CHANNEL COMMUNICATIONS COM 184502102 138266 2539325 SH DEFINED 01,03 2466106 73219 CLEAR CHANNEL COMMUNICATIONS COM 184502102 16203 297573 SH OTHER 01,03 209566 88007 CLEAR CHANNEL COMMUNICATIONS COM 184502102 1143 21000 SH CALL DEFINED 01,03 21000 CLEAR CHANNEL COMMUNICATIONS COM 184502102 15067 276716 SH DEFINED 05,01,03 276716 CLEAR 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14275 FLUOR CORP NEW COM 343412102 56 1266 SH DEFINED 08,09,03 1266 FLOW INTL CORP COM 343468104 24 2275 SH DEFINED 01,03 2275 FLOW INTL CORP COM 343468104 86 8200 SH OTHER 01,03 5700 2500 FLOW INTL CORP COM 343468104 121 11500 SH DEFINED 07,06,01,03 11500 FLOWSERVE CORP COM 34354P105 104 4647 SH DEFINED 01,03 4647 FLOWSERVE CORP COM 34354P105 739 32950 SH OTHER 01,03 32950 FLOWSERVE CORP COM 34354P105 73 3240 SH DEFINED 05,01,03 3240 FLOWSERVE CORP COM 34354P105 27 1200 SH DEFINED 06,01,03 1200 FLOWSERVE CORP COM 34354P105 363 16175 SH DEFINED 07,06,01,03 16175 FOMENTO ECONOMICO MEXICANO SA SPON ADR UNI 344419106 3672 103400 SH DEFINED 01,03 103400 FOMENTO ECONOMICO MEXICANO SA SPON ADR UNI 344419106 401 11300 SH DEFINED 06,01,03 11300 FOOTSTAR INC COM 344912100 415 10338 SH DEFINED 01,03 9110 1228 FOOTSTAR INC COM 344912100 139 3470 SH OTHER 01,03 1198 2272 FOOTSTAR INC COM 344912100 638 15900 SH DEFINED 05,01,03 15900 FOOTSTAR INC COM 344912100 76 1900 SH DEFINED 06,01,03 1900 FOOTSTAR INC COM 344912100 611 15225 SH DEFINED 07,06,01,03 15225 FORD MTR CO DEL COM PAR $0.0 345370860 30 1083 SH DEFINED 1083 FORD MTR CO DEL COM PAR $0.0 345370860 74204 2638820 SH DEFINED 01,03 2492817 146003 FORD MTR CO DEL COM PAR $0.0 345370860 35413 1259362 SH OTHER 01,03 666613 592749 FORD MTR CO DEL COM PAR $0.0 345370860 17004 604680 SH DEFINED 05,01,03 604680 FORD MTR CO DEL COM PAR $0.0 345370860 897 31900 SH OTHER 05,01,03 31900 FORD MTR CO DEL COM PAR $0.0 345370860 9548 339547 SH DEFINED 06,01,03 339547 FORD MTR CO DEL COM PAR $0.0 345370860 11176 397450 SH DEFINED 07,06,01,03 397450 FORD MTR CO DEL COM PAR $0.0 345370860 739 26268 SH DEFINED 08,09,03 26268 FORD MTR CO DEL COM PAR $0.0 345370860 26 936 SH OTHER 13,01,03 500 436 FOREST CITY ENTERPRISES INC CL A 345550107 272 6000 SH OTHER 01,03 6000 FOREST LABS INC COM 345838106 11403 192495 SH DEFINED 01,03 190395 1420 680 FOREST LABS INC COM 345838106 584 9860 SH OTHER 01,03 9860 FOREST LABS INC COM 345838106 3116 52600 SH DEFINED 05,01,03 52600 FOREST LABS INC COM 345838106 179 3025 SH OTHER 05,01,03 3025 FOREST LABS INC COM 345838106 2992 50500 SH DEFINED 06,01,03 50500 FOREST LABS INC COM 345838106 2017 34050 SH DEFINED 07,06,01,03 34050 FOREST LABS INC COM 345838106 6432 108568 SH DEFINED 11,01,03 107656 912 FOREST LABS INC COM 345838106 13128 221600 SH OTHER 11,01,03 50342 171258 FOREST OIL CORP COM PAR $0.0 346091705 259 8674 SH DEFINED 08,09,03 8674 FOREST OIL CORP COM PAR $0.0 346091705 523 17500 SH CALL DEFINED 08,09,03 17500 FORTUNE BRANDS INC COM 349631101 8129 236294 SH DEFINED 01,03 193094 43200 FORTUNE BRANDS INC COM 349631101 5806 168767 SH OTHER 01,03 119223 49544 FORTUNE BRANDS INC COM 349631101 4918 142960 SH DEFINED 05,01,03 142960 FORTUNE BRANDS INC COM 349631101 92 2670 SH OTHER 05,01,03 2670 FORTUNE BRANDS INC COM 349631101 1410 41000 SH DEFINED 06,01,03 41000 FORTUNE BRANDS INC COM 349631101 27062 786700 SH DEFINED 07,06,01,03 786700 FORWARD AIR CORP COM 349853101 356 10900 SH DEFINED 01,03 2400 8500 FORWARD AIR CORP COM 349853101 22 675 SH OTHER 01,03 675 FORWARD AIR CORP COM 349853101 4380 134000 SH DEFINED 05,01,03 134000 FORWARD AIR CORP COM 349853101 542 16575 SH DEFINED 07,06,01,03 16575 FOSSIL INC COM 349882100 398 22925 SH DEFINED 01,03 4425 18500 FOSSIL INC COM 349882100 4279 246300 SH DEFINED 05,01,03 246300 FOSSIL INC COM 349882100 414 23825 SH DEFINED 07,06,01,03 23825 FOSTER WHEELER CORP COM 350244109 154 8550 SH DEFINED 01,03 7550 1000 FOSTER WHEELER CORP COM 350244109 180 10000 SH OTHER 01,03 10000 FOSTER WHEELER CORP COM 350244109 327 18200 SH DEFINED 05,01,03 18200 FOSTER WHEELER CORP COM 350244109 569 31700 SH DEFINED 07,06,01,03 31700 FOUNDRY NETWORKS INC COM 35063R100 29 3928 SH DEFINED 3928 FOUNDRY NETWORKS INC COM 35063R100 12 1550 SH DEFINED 01,03 1550 FOUNDRY NETWORKS INC COM 35063R100 40 SH OTHER 01,03 40 FOUNDRY NETWORKS INC COM 35063R100 152 20322 SH DEFINED 08,09,03 20322 4 KIDS ENTMT INC COM 350865101 81 7150 SH DEFINED 01,03 1050 6100 4 KIDS ENTMT INC COM 350865101 3 300 SH OTHER 01,03 300 4 KIDS ENTMT INC COM 350865101 523 46400 SH DEFINED 05,01,03 46400 4 KIDS ENTMT INC COM 350865101 106 9425 SH DEFINED 07,06,01,03 9425 FOUR SEASONS HOTEL INC LYON ZERO CP 35100EAD6 1400 5000000 PRN DEFINED 08,09,03 5000000 FOUR SEASONS HOTEL INC LYON ZERO CP 35100EAD6 22 80000 PRN DEFINED 17,16 80000 FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 6604 133448 SH DEFINED 01,03 133448 FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 7 140 SH OTHER 01,03 140 FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 188179 3802367 SH DEFINED 11,01,03 3670967 131400 FOUR SEASONS HOTEL INC LTD VTG SH 35100E104 65173 1316897 SH OTHER 11,06,01,03 1066622 250275 FRANCE TELECOM SPONSORED AD 35177Q105 923 15900 SH DEFINED 01,03 15900 FRANCE TELECOM SPONSORED AD 35177Q105 117 2010 SH OTHER 01,03 2010 FRANCHISE FIN CORP AMER COM 351807102 200 8031 SH DEFINED 01,03 6223 541 1267 FRANCHISE FIN CORP AMER COM 351807102 41 1659 SH OTHER 01,03 1659 FRANCHISE FIN CORP AMER COM 351807102 623 25000 SH DEFINED 17,16 25000 FRANKLIN COVEY CO COM 353469109 43 5325 SH DEFINED 01,03 2325 3000 FRANKLIN COVEY CO COM 353469109 124 15300 SH DEFINED 05,01,03 15300 FRANKLIN COVEY CO COM 353469109 130 16050 SH DEFINED 07,06,01,03 16050 FRANKLIN RES INC COM 354613101 3463 88556 SH DEFINED 01,03 87802 754 FRANKLIN RES INC COM 354613101 916 23422 SH OTHER 01,03 21422 2000 FRANKLIN RES INC COM 354613101 2819 72070 SH DEFINED 05,01,03 72070 FRANKLIN RES INC COM 354613101 164 4200 SH OTHER 05,01,03 4200 FRANKLIN RES INC COM 354613101 1846 47200 SH DEFINED 07,06,01,03 47200 FRANKLIN UNVL TR SH BEN INT 355145103 123 15300 SH DEFINED 01,03 15300 FREEMARKETS INC COM 356602102 148 15500 SH DEFINED 01,03 15500 FREEMARKETS INC COM 356602102 264 27700 SH DEFINED 08,09,03 27700 FREEMARKETS INC COM 356602102 5743 602544 SH DEFINED 17,16 602544 FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 353 27037 SH DEFINED 01,03 23410 3627 FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 371 28402 SH OTHER 01,03 27561 841 FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 565 43275 SH DEFINED 05,01,03 43275 FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 33 2550 SH OTHER 05,01,03 2550 FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 379 29025 SH DEFINED 07,06,01,03 29025 FREEPORT-MCMORAN COPPER & GOLD CL B 35671D857 1305 100000 SH CALL DEFINED 08,09,03 100000 FREMONT GEN CORP COM 357288109 52 13350 SH DEFINED 01,03 7850 5500 FREMONT GEN CORP COM 357288109 19 4900 SH DEFINED 05,01,03 4900 FREMONT GEN CORP COM 357288109 211 54475 SH DEFINED 07,06,01,03 54475 FRISCHS RESTAURANTS INC COM 358748101 195 15510 SH OTHER 01,03 15505 5 FRITZ COS INC COM 358846103 123 11225 SH DEFINED 01,03 5425 5800 FRITZ COS INC COM 358846103 721 65900 SH DEFINED 05,01,03 65900 FRITZ COS INC COM 358846103 313 28575 SH DEFINED 07,06,01,03 28575 FRONTIER AIRLINES INC NEW COM 359065109 75 6125 SH DEFINED 01,03 6125 FRONTIER AIRLINES INC NEW COM 359065109 265 21750 SH DEFINED 07,06,01,03 21750 FRONTLINE CAP GROUP COM 35921N101 102 10000 SH CALL DEFINED 08,09,03 10000 FRONTLINE CAP GROUP COM 35921N101 102 10000 SH PUT DEFINED 08,09,03 10000 FUELCELL ENERGY INC COM 35952H106 10 190 SH DEFINED 01,03 190 FUELCELL ENERGY INC COM 35952H106 5 100 SH OTHER 01,03 100 FUELCELL ENERGY INC COM 35952H106 455 9000 SH DEFINED 08,09,03 9000 FUJI PHOTO FILM LTD ADR 359586302 44 1163 SH DEFINED 01,03 1163 FUJI PHOTO FILM LTD ADR 359586302 121 3220 SH OTHER 01,03 3120 100 FUJI PHOTO FILM LTD ADR 359586302 188 5000 SH DEFINED 08,09,03 5000 FULLER H B CO COM 359694106 7 170 SH DEFINED 01,03 170 FULLER H B CO COM 359694106 63 1500 SH OTHER 01,03 450 1050 FULLER H B CO COM 359694106 51 1220 SH DEFINED 05,01,03 1220 FULLER H B CO COM 359694106 257 6100 SH DEFINED 07,06,01,03 6100 FULTON FINL CORP PA COM 360271100 270 13282 SH DEFINED 01,03 1618 11664 FURNITURE BRANDS INTL INC COM 360921100 603 25430 SH DEFINED 01,03 24700 730 FURNITURE BRANDS INTL INC COM 360921100 18 761 SH OTHER 01,03 761 FURNITURE BRANDS INTL INC COM 360921100 102 4310 SH DEFINED 05,01,03 4310 FURNITURE BRANDS INTL INC COM 360921100 111 4700 SH DEFINED 06,01,03 4700 FURNITURE BRANDS INTL INC COM 360921100 508 21450 SH DEFINED 07,06,01,03 21450 G & K SVCS INC CL A 361268105 883 44284 SH DEFINED 01,03 44284 G & K SVCS INC CL A 361268105 318 15950 SH DEFINED 07,06,01,03 15950 GATX CORP COM 361448103 416 9800 SH DEFINED 01,03 9100 700 GATX CORP COM 361448103 107 2530 SH OTHER 01,03 2130 400 GATX CORP COM 361448103 176 4140 SH DEFINED 05,01,03 4140 GATX CORP COM 361448103 59 1400 SH DEFINED 06,01,03 1400 GATX CORP COM 361448103 876 20625 SH DEFINED 07,06,01,03 20625 GBC BANCORP CALIF COM 361475106 37 1300 SH DEFINED 01,03 1300 GBC BANCORP CALIF COM 361475106 257 9000 SH DEFINED 07,06,01,03 9000 GPU INC COM 36225X100 1814 55818 SH DEFINED 01,03 54770 1048 GPU INC COM 36225X100 1545 47562 SH OTHER 01,03 18496 29066 GPU INC COM 36225X100 1133 34875 SH DEFINED 05,01,03 34875 GPU INC COM 36225X100 67 2075 SH 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GALLAGHER ARTHUR J & CO COM 363576109 942 34000 SH DEFINED 07,06,01,03 34000 GALLAHER GROUP PLC SPONSORED AD 363595109 2573 106531 SH DEFINED 01,03 102431 4100 GALLAHER GROUP PLC SPONSORED AD 363595109 3683 152504 SH OTHER 01,03 101024 51480 GANNETT INC COM 364730101 91489 1531973 SH DEFINED 01,03 1468493 63480 GANNETT INC COM 364730101 23271 389666 SH OTHER 01,03 247091 142575 GANNETT INC COM 364730101 5521 92455 SH DEFINED 05,01,03 92455 GANNETT INC COM 364730101 272 4550 SH OTHER 05,01,03 4550 GANNETT INC COM 364730101 3494 58500 SH DEFINED 07,06,01,03 58500 GANNETT INC COM 364730101 15 250 SH OTHER 13,01,03 250 GAP INC DEL COM 364760108 14981 631589 SH DEFINED 01,03 601464 30125 GAP INC DEL COM 364760108 7170 302256 SH OTHER 01,03 176522 125734 GAP INC DEL COM 364760108 6237 262955 SH DEFINED 05,01,03 262955 GAP INC DEL COM 364760108 347 14625 SH OTHER 05,01,03 14625 GAP INC DEL COM 364760108 3898 164325 SH DEFINED 07,06,01,03 164325 GAP INC DEL COM 364760108 3730 157247 SH DEFINED 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GAYLORD ENTMT CO NEW COM 367905106 2520 94751 SH DEFINED 01,03 61882 32869 GAYLORD ENTMT CO NEW COM 367905106 18 662 SH OTHER 01,03 662 GAYLORD CONTAINER CORP CL A 368145108 37 32200 SH DEFINED 01,03 32200 GENAERA CORP COM 36867G100 61 20000 SH DEFINED 08,09,03 20000 GENCORP INC COM 368682100 103 9673 SH DEFINED 01,03 6673 3000 GENCORP INC COM 368682100 449 42300 SH DEFINED 05,01,03 42300 GENCORP INC COM 368682100 350 32925 SH DEFINED 07,06,01,03 32925 GENELABS TECHNOLOGIES INC COM 368706107 168 30700 SH DEFINED 08,09,03 30700 GENENTECH INC COM NEW 368710406 126856 2511993 SH DEFINED 01,03 2488693 23300 GENENTECH INC COM NEW 368710406 12794 253338 SH OTHER 01,03 185609 67729 GENENTECH INC COM NEW 368710406 996 19725 SH DEFINED 05,01,03 19725 GENENTECH INC COM NEW 368710406 2350 46540 SH DEFINED 07,06,01,03 46540 GENENTECH INC COM NEW 368710406 941 18630 SH DEFINED 08,09,03 18630 GENENTECH INC COM NEW 368710406 843 16700 SH CALL DEFINED 08,09,03 16700 GENENTECH INC COM NEW 368710406 566 11200 SH PUT DEFINED 08,09,03 11200 GENENTECH INC COM NEW 368710406 318663 6310163 SH DEFINED 11,01,03 6053239 256924 GENENTECH INC COM NEW 368710406 138362 2739846 SH OTHER 11,06,01,03 2262565 477281 GENENTECH INC COM NEW 368710406 141 2800 SH DEFINED 13,01,03 2800 GENENTECH INC COM NEW 368710406 10 200 SH OTHER 13,01,03 200 GENERAL AMERN INVS INC COM 368802104 819 24096 SH DEFINED 01,03 24096 GENERAL AMERN INVS INC COM 368802104 425 12514 SH OTHER 01,03 4764 7750 GENERAL COMMUNICATION INC CL A 369385109 116 12850 SH DEFINED 01,03 5850 7000 GENERAL COMMUNICATION INC CL A 369385109 812 90200 SH DEFINED 05,01,03 90200 GENERAL COMMUNICATION INC CL A 369385109 366 40700 SH DEFINED 07,06,01,03 40700 GENERAL COMMUNICATION INC CL A 369385109 675 75000 SH DEFINED 08,09,03 75000 GENERAL DYNAMICS CORP COM 369550108 32305 514909 SH DEFINED 01,03 481909 33000 GENERAL DYNAMICS CORP COM 369550108 1889 30111 SH OTHER 01,03 14270 15841 GENERAL DYNAMICS CORP COM 369550108 10370 165285 SH DEFINED 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COM 375558103 1321 40650 SH DEFINED 07,06,01,03 40650 GILEAD SCIENCES INC COM 375558103 486 14968 SH DEFINED 08,09,03 14968 GILLETTE CO COM 375766102 54403 1745380 SH DEFINED 01,03 1546161 199219 GILLETTE CO COM 375766102 25621 821974 SH OTHER 01,03 576621 245353 GILLETTE CO COM 375766102 12952 415535 SH DEFINED 05,01,03 415535 GILLETTE CO COM 375766102 565 18125 SH OTHER 05,01,03 18125 GILLETTE CO COM 375766102 7138 229000 SH DEFINED 07,06,01,03 229000 GILLETTE CO COM 375766102 125 4000 SH DEFINED 08,09,03 4000 GILLETTE CO COM 375766102 5 175 SH DEFINED 13,01,03 175 GILLETTE CO COM 375766102 41 1300 SH OTHER 13,01,03 900 400 GLATFELTER P H CO COM 377316104 46 3600 SH OTHER 01,03 3600 GLATFELTER P H CO COM 377316104 47 3680 SH DEFINED 05,01,03 3680 GLATFELTER P H CO COM 377316104 233 18325 SH DEFINED 07,06,01,03 18325 GLAXOSMITHKLINE PLC SPONSORED AD 37733W105 31229 597117 SH DEFINED 01,03 567197 29920 GLAXOSMITHKLINE PLC SPONSORED AD 37733W105 30779 588510 SH OTHER 01,03 285032 303478 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COM 404119109 6985 173465 SH DEFINED 05,01,03 173465 HCA-HEALTHCARE CO COM 404119109 383 9500 SH OTHER 05,01,03 9500 HCA-HEALTHCARE CO COM 404119109 4502 111800 SH DEFINED 06,01,03 111800 HCA-HEALTHCARE CO COM 404119109 4319 107250 SH DEFINED 07,06,01,03 107250 HCA-HEALTHCARE CO COM 404119109 101 2500 SH DEFINED 08,09,03 2500 HCA-HEALTHCARE CO COM 404119109 184557 4583000 SH OTHER 16 4583000 HCC INS HLDGS INC COM 404132102 5408 204448 SH DEFINED 01,03 204448 HCC INS HLDGS INC COM 404132102 17 650 SH OTHER 01,03 650 HNC SOFTWARE INC COM 40425P107 328 18660 SH DEFINED 01,03 7450 210 11000 HNC SOFTWARE INC COM 40425P107 2912 165800 SH DEFINED 05,01,03 165800 HNC SOFTWARE INC COM 40425P107 16 900 SH DEFINED 06,01,03 900 HNC SOFTWARE INC COM 40425P107 440 25050 SH DEFINED 07,06,01,03 25050 HNC SOFTWARE INC COM 40425P107 51 2900 SH DEFINED 08,09,03 2900 HRPT PPTYS TR COM SH BEN I 40426W101 23 2750 SH DEFINED 01,03 2750 HRPT PPTYS TR COM SH BEN I 40426W101 60 7300 SH OTHER 01,03 3300 4000 HSBC HLDGS PLC SPON ADR NEW 404280406 591 9900 SH DEFINED 08,09,03 9900 HS RES INC COM 404297103 506 11255 SH DEFINED 01,03 6855 4400 HS RES INC COM 404297103 8 170 SH OTHER 01,03 170 HS RES INC COM 404297103 2223 49400 SH DEFINED 05,01,03 49400 HS RES INC COM 404297103 68 1500 SH DEFINED 06,01,03 1500 HS RES INC COM 404297103 633 14075 SH DEFINED 07,06,01,03 14075 HAEMONETICS CORP COM 405024100 655 19775 SH DEFINED 07,06,01,03 19775 HAEMONETICS CORP COM 405024100 3 100 SH DEFINED 16 100 HAIN CELESTIAL GROUP INC COM 405217100 2239 77190 SH DEFINED 05,01,03 77190 HAIN CELESTIAL GROUP INC COM 405217100 40 1391 SH DEFINED 06,01,03 1391 HAIN CELESTIAL GROUP INC COM 405217100 5649 194795 SH DEFINED 07,06,01,03 194795 HAIN CELESTIAL GROUP INC COM 405217100 2775 95700 SH DEFINED 17,16 95700 HALL KINION ASSOCIATES INC COM 406069104 11 1875 SH DEFINED 01,03 1475 400 HALL KINION ASSOCIATES INC COM 406069104 180 31200 SH DEFINED 05,01,03 31200 HALL KINION ASSOCIATES INC COM 406069104 59 10250 SH 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25525 HANOVER DIRECT INC COM 410783104 14 41407 SH DEFINED 01,03 41407 HARCOURT GEN INC COM 41163G101 855 15355 SH DEFINED 01,03 6855 8500 HARCOURT GEN INC COM 41163G101 1130 20300 SH OTHER 01,03 20300 HARCOURT GEN INC COM 41163G101 2984 53600 SH DEFINED 05,01,03 53600 HARCOURT GEN INC COM 41163G101 70 1250 SH OTHER 05,01,03 1250 HARCOURT GEN INC COM 41163G101 4000 71850 SH DEFINED 07,06,01,03 71850 HARLAND JOHN H CO COM 412693103 473 25275 SH DEFINED 01,03 11775 13500 HARLAND JOHN H CO COM 412693103 2793 149350 SH OTHER 01,03 146350 3000 HARLAND JOHN H CO COM 412693103 3207 171500 SH DEFINED 05,01,03 171500 HARLAND JOHN H CO COM 412693103 24 1300 SH DEFINED 06,01,03 1300 HARLAND JOHN H CO COM 412693103 414 22150 SH DEFINED 07,06,01,03 22150 HARLEY DAVIDSON INC COM 412822108 22323 588224 SH DEFINED 01,03 558244 29980 HARLEY DAVIDSON INC COM 412822108 2442 64344 SH OTHER 01,03 38274 26070 HARLEY DAVIDSON INC COM 412822108 4228 111410 SH DEFINED 05,01,03 111410 HARLEY DAVIDSON INC COM 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COM 45337C102 37 2400 SH OTHER 01,03 400 2000 INCYTE GENOMICS INC COM 45337C102 93 6060 SH DEFINED 05,01,03 6060 INCYTE GENOMICS INC COM 45337C102 426 27725 SH DEFINED 07,06,01,03 27725 INDEPENDENCE FED SVGS BK COM 453432106 125 10000 SH DEFINED 01,03 10000 INDIA GROWTH FD INC COM 454090101 5 600 SH DEFINED 01,03 600 INDIA GROWTH FD INC COM 454090101 222 26024 SH OTHER 01,03 100 25924 INDYMAC BANCORP INC COM 456607100 43 1500 SH DEFINED 01,03 1250 250 INDYMAC BANCORP INC COM 456607100 27 950 SH OTHER 01,03 950 INDYMAC BANCORP INC COM 456607100 157 5450 SH DEFINED 05,01,03 5450 INDYMAC BANCORP INC COM 456607100 780 27150 SH DEFINED 07,06,01,03 27150 INDYMAC BANCORP INC COM 456607100 57 2000 SH DEFINED 16 2000 INFINEON TECHNOLOGIES AG SPONSORED AD 45662N103 1976 52200 SH DEFINED 08,09,03 52200 INFOCUS CORP COM 45665B106 55 3330 SH DEFINED 05,01,03 3330 INFOCUS CORP COM 45665B106 23 1400 SH DEFINED 06,01,03 1400 INFOCUS CORP COM 45665B106 272 16625 SH DEFINED 07,06,01,03 16625 INFORMATION 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194251 11960 KROGER CO COM 501044101 1555 60300 SH OTHER 01,03 48200 12100 KROGER CO COM 501044101 7449 288830 SH DEFINED 05,01,03 288830 KROGER CO COM 501044101 363 14075 SH OTHER 05,01,03 14075 KROGER CO COM 501044101 4498 174400 SH DEFINED 07,06,01,03 174400 KROLL O GARA CO COM 501050108 19 3500 SH DEFINED 01,03 2500 1000 KROLL O GARA CO COM 501050108 109 20300 SH DEFINED 05,01,03 20300 KROLL O GARA CO COM 501050108 94 17400 SH DEFINED 07,06,01,03 17400 KRONOS INC COM 501052104 44 1400 SH DEFINED 01,03 1400 KRONOS INC COM 501052104 883 28100 SH DEFINED 05,01,03 28100 KRONOS INC COM 501052104 306 9725 SH DEFINED 07,06,01,03 9725 KULICKE & SOFFA INDS INC COM 501242101 124 9175 SH DEFINED 01,03 8525 650 KULICKE & SOFFA INDS INC COM 501242101 1 50 SH OTHER 01,03 50 KULICKE & SOFFA INDS INC COM 501242101 515 38000 SH DEFINED 07,06,01,03 38000 KULICKE & SOFFA INDS INC COM 501242101 20 1500 SH DEFINED 08,09,03 1500 KYOCERA CORP ADR 501556203 68 730 SH OTHER 01,03 730 KYOCERA CORP ADR 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MAYTAG CORP COM 578592107 515 15975 SH DEFINED 07,06,01,03 15975 MAYTAG CORP COM 578592107 4273 132500 SH CALL DEFINED 08,09,03 132500 MCCORMICK & CO INC COM NON VTG 579780206 4993 118900 SH DEFINED 01,03 116300 2600 MCCORMICK & CO INC COM NON VTG 579780206 696 16570 SH OTHER 01,03 16570 MCCORMICK & CO INC COM NON VTG 579780206 300 7140 SH DEFINED 05,01,03 7140 MCCORMICK & CO INC COM NON VTG 579780206 147 3500 SH DEFINED 06,01,03 3500 MCCORMICK & CO INC COM NON VTG 579780206 1243 29600 SH DEFINED 07,06,01,03 29600 MCDATA CORP CL B 580031102 2906 128175 SH DEFINED 07,06,01,03 128175 MCDATA CORP CL B 580031102 121 5335 SH DEFINED 08,09,03 5335 MCDATA CORP CL A 580031201 79 4159 SH DEFINED 01,03 4159 MCDATA CORP CL A 580031201 19 1011 SH DEFINED 05,01,03 1011 MCDATA CORP CL A 580031201 169 8962 SH DEFINED 06,01,03 8962 MCDATA CORP CL A 580031201 60 3155 SH DEFINED 07,06,01,03 3155 MCDATA CORP CL A 580031201 127 6709 SH DEFINED 08,09,03 6709 MCDERMOTT INTL INC COM 580037109 206 16300 SH 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58850 MEDIA GEN INC CL A 584404107 595 12900 SH DEFINED 01,03 12451 449 MEDIA GEN INC CL A 584404107 204 4419 SH OTHER 01,03 3769 650 MEDIA GEN INC CL A 584404107 91 1970 SH DEFINED 05,01,03 1970 MEDIA GEN INC CL A 584404107 454 9850 SH DEFINED 07,06,01,03 9850 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 1309 29215 SH DEFINED 01,03 22015 500 6700 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 4495 100300 SH DEFINED 05,01,03 100300 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 72 1600 SH DEFINED 06,01,03 1600 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 7283 162500 SH DEFINED 07,06,01,03 162500 MEDIMMUNE INC COM 584699102 3002 83680 SH DEFINED 01,03 83180 500 MEDIMMUNE INC COM 584699102 237 6611 SH OTHER 01,03 6611 MEDIMMUNE INC COM 584699102 2235 62300 SH DEFINED 05,01,03 62300 MEDIMMUNE INC COM 584699102 131 3650 SH OTHER 05,01,03 3650 MEDIMMUNE INC COM 584699102 4599 128200 SH DEFINED 07,06,01,03 128200 MEDIMMUNE INC COM 584699102 1794 50000 SH CALL DEFINED 08,09,03 50000 MEDITRUST CORP PAIRED CTF N 58501T306 408 100097 SH DEFINED 100097 MEDITRUST CORP PAIRED CTF N 58501T306 5 1233 SH DEFINED 01,03 1233 MEDITRUST CORP PAIRED CTF N 58501T306 21 5072 SH OTHER 01,03 2522 2550 MEDITRUST CORP PAIRED CTF N 58501T306 4 1000 SH DEFINED 08,09,03 1000 MEDTRONIC INC COM 585055106 1397 30549 SH DEFINED 30549 MEDTRONIC INC COM 585055106 244981 5355937 SH DEFINED 01,03 5257365 98572 MEDTRONIC INC COM 585055106 49644 1085354 SH OTHER 01,03 681889 403465 MEDTRONIC INC COM 585055106 18465 403697 SH DEFINED 05,01,03 403697 MEDTRONIC INC COM 585055106 39825 870675 SH OTHER 05,01,03 424372 446303 MEDTRONIC INC COM 585055106 17360 379535 SH DEFINED 07,06,01,03 379535 MEDTRONIC INC COM 585055106 320 7000 SH DEFINED 08,09,03 7000 MEDTRONIC INC COM 585055106 18 385 SH DEFINED 13,01,03 385 MEDTRONIC INC COM 585055106 133 2900 SH OTHER 13,01,03 1600 1300 MELLON FINL CORP COM 58551A108 63157 1558668 SH DEFINED 01,03 1454288 104380 MELLON FINL CORP COM 58551A108 32816 809863 SH 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COMPUTER SYS COM 589378108 65 1700 SH DEFINED 06,01,03 1700 MERCURY COMPUTER SYS COM 589378108 640 16675 SH DEFINED 07,06,01,03 16675 MERCURY INTERACTIVE CORP SB NT CV 144 589405AA7 1478 2000000 PRN DEFINED 08,09,03 2000000 MERCURY INTERACTIVE CORP SB NT CV 4.7 589405AB5 36938 50000000 PRN OTHER 16 50000000 MERCURY INTERACTIVE CORP COM 589405109 883 21094 SH DEFINED 01,03 20144 600 350 MERCURY INTERACTIVE CORP COM 589405109 59 1400 SH OTHER 01,03 1400 MERCURY INTERACTIVE CORP COM 589405109 1541 36790 SH DEFINED 05,01,03 36790 MERCURY INTERACTIVE CORP COM 589405109 670 16000 SH DEFINED 06,01,03 16000 MERCURY INTERACTIVE CORP COM 589405109 2164 51680 SH DEFINED 07,06,01,03 51680 MERCURY INTERACTIVE CORP COM 589405109 1009 24100 SH DEFINED 08,09,03 24100 MERCURY INTERACTIVE CORP COM 589405109 5444 130000 SH PUT DEFINED 08,09,03 130000 MEREDITH CORP COM 589433101 1451 41575 SH DEFINED 01,03 41575 MEREDITH CORP COM 589433101 100 2860 SH OTHER 01,03 2860 MEREDITH CORP COM 589433101 542 15520 SH DEFINED 05,01,03 15520 MEREDITH CORP COM 589433101 30 850 SH OTHER 05,01,03 850 MEREDITH CORP COM 589433101 337 9650 SH DEFINED 07,06,01,03 9650 MERISTAR HOSPITALITY CORP COM 58984Y103 93 4650 SH DEFINED 01,03 4650 MERISTAR HOSPITALITY CORP COM 58984Y103 363 18144 SH OTHER 01,03 2024 16120 MERIX CORP COM 590049102 28 2050 SH OTHER 01,03 2050 MERIX CORP COM 590049102 914 68000 SH CALL DEFINED 08,09,03 68000 MERRILL LYNCH & CO INC COM 590188108 355963 6425318 SH DEFINED 01,03 6330317 95001 MERRILL LYNCH & CO INC COM 590188108 56575 1021202 SH OTHER 01,03 497102 524100 MERRILL LYNCH & CO INC COM 590188108 20737 374310 SH DEFINED 05,01,03 374310 MERRILL LYNCH & CO INC COM 590188108 34010 613900 SH OTHER 05,01,03 388210 225690 MERRILL LYNCH & CO INC COM 590188108 6847 123600 SH DEFINED 06,01,03 123600 MERRILL LYNCH & CO INC COM 590188108 47277 853375 SH DEFINED 07,06,01,03 853375 MERRILL LYNCH & CO INC COM 590188108 9549 172361 SH DEFINED 08,09,03 172361 MERRILL LYNCH & CO INC COM 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SH OTHER 01,03 9543 METROMEDIA FIBER NETWORK INC CL A 591689104 89 16300 SH DEFINED 08,09,03 16300 MICHAEL FOOD INC NEW COM 594079105 340 11380 SH DEFINED 01,03 4350 30 7000 MICHAEL FOOD INC NEW COM 594079105 9 300 SH OTHER 01,03 300 MICHAEL FOOD INC NEW COM 594079105 4523 151400 SH DEFINED 05,01,03 151400 MICHAEL FOOD INC NEW COM 594079105 21 700 SH DEFINED 06,01,03 700 MICHAEL FOOD INC NEW COM 594079105 424 14200 SH DEFINED 07,06,01,03 14200 MICHAELS STORES INC COM 594087108 353 11795 SH DEFINED 01,03 3995 7800 MICHAELS STORES INC COM 594087108 35 1170 SH OTHER 01,03 200 970 MICHAELS STORES INC COM 594087108 3565 119100 SH DEFINED 05,01,03 119100 MICHAELS STORES INC COM 594087108 757 25275 SH DEFINED 07,06,01,03 25275 MICREL INC COM 594793101 187 6680 SH DEFINED 01,03 5800 880 MICREL INC COM 594793101 256 9180 SH DEFINED 05,01,03 9180 MICREL INC COM 594793101 36 1300 SH DEFINED 06,01,03 1300 MICREL INC COM 594793101 1028 36800 SH DEFINED 07,06,01,03 36800 MICREL INC COM 594793101 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1974 36100 SH PUT DEFINED 08,09,03 36100 MICROSOFT CORP COM 594918104 103575 1893964 SH DEFINED 11,01,03 1805758 88206 MICROSOFT CORP COM 594918104 33396 610678 SH OTHER 11,06,01,03 591202 19476 MICROSOFT CORP COM 594918104 381 6970 SH DEFINED 13,01,03 6970 MICROSOFT CORP COM 594918104 156 2850 SH OTHER 13,01,03 700 2150 MICROSOFT CORP COM 594918104 10937 200000 SH OTHER 16 200000 MICROSTRATEGY INC CL A 594972101 35 12038 SH DEFINED 01,03 12038 MICROSTRATEGY INC CL A 594972101 1 500 SH OTHER 01,03 400 100 MICRO THERAPEUTICS INC COM 59500W100 54 10000 SH DEFINED 01,03 10000 MICROCHIP TECHNOLOGY INC COM 595017104 3114 123042 SH DEFINED 123042 MICROCHIP TECHNOLOGY INC COM 595017104 3055 120690 SH DEFINED 01,03 120083 607 MICROCHIP TECHNOLOGY INC COM 595017104 250 9886 SH OTHER 01,03 3996 5890 MICROCHIP TECHNOLOGY INC COM 595017104 369 14590 SH DEFINED 05,01,03 14590 MICROCHIP TECHNOLOGY INC COM 595017104 1425 56300 SH DEFINED 07,06,01,03 56300 MICROMUSE INC COM 595094103 38 1000 SH 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1697 232500 SH DEFINED 05,01,03 232500 MIDWAY GAMES INC COM 598148104 214 29300 SH DEFINED 07,06,01,03 29300 MIDWEST BANC HOLDINGS INC COM 598251106 419 27000 SH OTHER 01,03 27000 MILACRON INC COM 598709103 711 39275 SH DEFINED 01,03 39275 MILACRON INC COM 598709103 217 12000 SH OTHER 01,03 12000 MILACRON INC COM 598709103 60 3300 SH DEFINED 06,01,03 3300 MILACRON INC COM 598709103 474 26200 SH DEFINED 07,06,01,03 26200 MILLENNIUM PHARMACEUTICALS INC COM 599902103 28223 926575 SH DEFINED 01,03 915875 10700 MILLENNIUM PHARMACEUTICALS INC COM 599902103 3917 128585 SH OTHER 01,03 76422 52163 MILLENNIUM PHARMACEUTICALS INC COM 599902103 925 30375 SH DEFINED 05,01,03 30375 MILLENNIUM PHARMACEUTICALS INC COM 599902103 140 4600 SH DEFINED 06,01,03 4600 MILLENNIUM PHARMACEUTICALS INC COM 599902103 9459 310525 SH DEFINED 07,06,01,03 310525 MILLENNIUM PHARMACEUTICALS INC COM 599902103 12 410 SH DEFINED 08,09,03 410 MILLENNIUM PHARMACEUTICALS INC COM 599902103 91 3000 SH DEFINED 13,01,03 3000 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POWER CO COM 612085100 25 1800 SH DEFINED 06,01,03 1800 MONTANA POWER CO COM 612085100 644 45650 SH DEFINED 07,06,01,03 45650 MONTANA POWER CO COM 612085100 574 40690 SH DEFINED 08,09,03 40690 MONY GROUP INC COM 615337102 169 5103 SH DEFINED 01,03 4877 226 MONY GROUP INC COM 615337102 67 2005 SH OTHER 01,03 1996 9 MONY GROUP INC COM 615337102 144 4340 SH DEFINED 05,01,03 4340 MONY GROUP INC COM 615337102 718 21625 SH DEFINED 07,06,01,03 21625 MONY GROUP INC COM 615337102 66 2000 SH PUT DEFINED 08,09,03 2000 MOODYS CORP COM 615369105 232 8400 SH DEFINED 01,03 8400 MOODYS CORP COM 615369105 1311 47565 SH DEFINED 05,01,03 47565 MOODYS CORP COM 615369105 77 2800 SH OTHER 05,01,03 2800 MOODYS CORP COM 615369105 866 31425 SH DEFINED 07,06,01,03 31425 MORGAN KEEGAN INC COM 617410105 89 3300 SH DEFINED 01,03 3300 MORGAN KEEGAN INC COM 617410105 603 22275 SH DEFINED 07,06,01,03 22275 MORGAN STANLEY D WITTER EMG DB COM 61744H105 33 4600 SH DEFINED 01,03 4600 MORGAN STANLEY D WITTER EMG DB COM 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SH DEFINED 01,03 873 NATIONAL-OILWELL INC COM 637071101 10 300 SH OTHER 01,03 300 NATIONAL-OILWELL INC COM 637071101 242 7000 SH DEFINED 05,01,03 7000 NATIONAL-OILWELL INC COM 637071101 1206 34825 SH DEFINED 07,06,01,03 34825 NATIONAL PRESTO INDS INC COM 637215104 29 975 SH DEFINED 01,03 775 200 NATIONAL PRESTO INDS INC COM 637215104 20 675 SH OTHER 01,03 675 NATIONAL PRESTO INDS INC COM 637215104 108 3600 SH DEFINED 05,01,03 3600 NATIONAL PRESTO INDS INC COM 637215104 161 5375 SH DEFINED 07,06,01,03 5375 NATIONAL SEMICONDUCTOR CORP COM 637640103 632 23633 SH DEFINED 01,03 23133 500 NATIONAL SEMICONDUCTOR CORP COM 637640103 827 30910 SH OTHER 01,03 14200 16710 NATIONAL SEMICONDUCTOR CORP COM 637640103 1434 53615 SH DEFINED 05,01,03 53615 NATIONAL SEMICONDUCTOR CORP COM 637640103 901 33700 SH DEFINED 07,06,01,03 33700 NATIONAL SEMICONDUCTOR CORP COM 637640103 147 5500 SH DEFINED 08,09,03 5500 NATIONAL SEMICONDUCTOR CORP COM 637640103 1204 45000 SH CALL DEFINED 08,09,03 45000 NATIONAL 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69974 SH DEFINED 06,01,03 69974 POLARIS INDS INC COM 731068102 830 18366 SH DEFINED 01,03 9246 320 8800 POLARIS INDS INC COM 731068102 136 3000 SH OTHER 01,03 3000 POLARIS INDS INC COM 731068102 5090 112600 SH DEFINED 05,01,03 112600 POLARIS INDS INC COM 731068102 77 1700 SH DEFINED 06,01,03 1700 POLARIS INDS INC COM 731068102 833 18425 SH DEFINED 07,06,01,03 18425 POLAROID CORP COM 731095105 97 22802 SH DEFINED 01,03 5602 17200 POLAROID CORP COM 731095105 4 1000 SH OTHER 01,03 1000 POLAROID CORP COM 731095105 256 60100 SH DEFINED 05,01,03 60100 POLAROID CORP COM 731095105 150 35100 SH DEFINED 07,06,01,03 35100 POLYCOM INC COM 73172K104 7721 623907 SH DEFINED 01,03 623907 POLYCOM INC COM 73172K104 88 7090 SH DEFINED 05,01,03 7090 POLYCOM INC COM 73172K104 33 2700 SH DEFINED 06,01,03 2700 POLYCOM INC COM 73172K104 437 35325 SH DEFINED 07,06,01,03 35325 POLYCOM INC COM 73172K104 413 33400 SH DEFINED 08,09,03 33400 POLYCOM INC COM 73172K104 4871 393600 SH DEFINED 17,16 393600 POLYMEDICA 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DEFINED 07,06,01,03 11625 TIMKEN CO COM 887389104 55 3500 SH DEFINED 08,09,03 3500 TIMKEN CO COM 887389104 1565 100000 SH PUT DEFINED 08,09,03 100000 TIPPERARY CORP COM PAR $0.0 888002300 146 39000 SH DEFINED 01,03 39000 TITAN CORP COM 888266103 220 12235 SH DEFINED 01,03 150 12085 TITAN CORP COM 888266103 3 150 SH OTHER 01,03 150 TITAN CORP COM 888266103 118 6570 SH DEFINED 05,01,03 6570 TITAN CORP COM 888266103 418 23275 SH DEFINED 07,06,01,03 23275 TITAN INTL INC ILL COM 88830M102 20 5625 SH DEFINED 01,03 2325 3300 TITAN INTL INC ILL COM 88830M102 151 42500 SH DEFINED 05,01,03 42500 TITAN INTL INC ILL COM 88830M102 57 16150 SH DEFINED 07,06,01,03 16150 TOKIO MARINE & FIRE INS LTD ADR NEW 889090403 5 100 SH DEFINED 01,03 100 TOKIO MARINE & FIRE INS LTD ADR NEW 889090403 269 5361 SH OTHER 01,03 2961 2400 TOLL BROTHERS INC COM 889478103 459 11925 SH DEFINED 01,03 9225 2700 TOLL BROTHERS INC COM 889478103 73 1900 SH OTHER 01,03 1900 TOLL BROTHERS INC COM 889478103 2087 54200 SH DEFINED 05,01,03 54200 TOLL BROTHERS INC COM 889478103 69 1800 SH DEFINED 06,01,03 1800 TOLL BROTHERS INC COM 889478103 1076 27950 SH DEFINED 07,06,01,03 27950 TOLLGRADE COMMUNICATIONS INC COM 889542106 15 600 SH DEFINED 01,03 600 TOLLGRADE COMMUNICATIONS INC COM 889542106 75 2900 SH DEFINED 05,01,03 2900 TOLLGRADE COMMUNICATIONS INC COM 889542106 1239 48100 SH DEFINED 07,06,01,03 48100 TOOTSIE ROLL INDS INC COM 890516107 402 8702 SH DEFINED 01,03 8702 TOOTSIE ROLL INDS INC COM 890516107 409 8854 SH OTHER 01,03 4736 4118 TOOTSIE ROLL INDS INC COM 890516107 198 4281 SH DEFINED 05,01,03 4281 TOOTSIE ROLL INDS INC COM 890516107 982 21275 SH DEFINED 07,06,01,03 21275 TORCHMARK CORP COM 891027104 11515 296555 SH DEFINED 01,03 294261 2294 TORCHMARK CORP COM 891027104 4369 112527 SH OTHER 01,03 99362 13165 TORCHMARK CORP COM 891027104 1450 37355 SH DEFINED 05,01,03 37355 TORCHMARK CORP COM 891027104 84 2175 SH OTHER 05,01,03 2175 TORCHMARK CORP COM 891027104 948 24425 SH DEFINED 07,06,01,03 24425 TORO CO COM 891092108 378 8225 SH DEFINED 01,03 8225 TORO CO COM 891092108 1191 25900 SH DEFINED 05,01,03 25900 TORO CO COM 891092108 106 2300 SH DEFINED 06,01,03 2300 TORO CO COM 891092108 452 9825 SH DEFINED 07,06,01,03 9825 TORONTO DOMINION BK ONT COM NEW 891160509 1537 61056 SH DEFINED 01,03 61056 TORONTO DOMINION BK ONT COM NEW 891160509 8 306 SH OTHER 01,03 306 TORONTO DOMINION BK ONT COM NEW 891160509 2517 100000 SH CALL DEFINED 08,09,03 100000 TORONTO DOMINION BK ONT COM NEW 891160509 252 10000 SH PUT DEFINED 08,09,03 10000 TOSCO CORP COM NEW 891490302 6630 155057 SH DEFINED 01,03 117307 37750 TOSCO CORP COM NEW 891490302 86 2000 SH OTHER 01,03 2000 TOSCO CORP COM NEW 891490302 3116 72880 SH DEFINED 05,01,03 72880 TOSCO CORP COM NEW 891490302 107 2500 SH OTHER 05,01,03 2500 TOSCO CORP COM NEW 891490302 3692 86350 SH DEFINED 07,06,01,03 86350 TOSCO CORP COM NEW 891490302 30 700 SH DEFINED 08,09,03 700 TOSCO CORP COM NEW 891490302 17442 407900 SH DEFINED 17,16 407900 TOTAL ENTMT RESTAURANT CORP COM 89150E100 211 75000 SH DEFINED 01,03 75000 TOTAL ENTMT RESTAURANT CORP COM 89150E100 15 5500 SH DEFINED 08,09,03 5500 TOTAL FINA ELF S A SPONSORED AD 89151E109 3301 48581 SH DEFINED 01,03 46548 2033 TOTAL FINA ELF S A SPONSORED AD 89151E109 532 7825 SH OTHER 01,03 7029 796 TOWER AUTOMOTIVE INC COM 891707101 305 28430 SH DEFINED 01,03 18750 1680 8000 TOWER AUTOMOTIVE INC COM 891707101 690 64300 SH DEFINED 05,01,03 64300 TOWER AUTOMOTIVE INC COM 891707101 50 4700 SH DEFINED 06,01,03 4700 TOWER AUTOMOTIVE INC COM 891707101 376 35000 SH DEFINED 07,06,01,03 35000 TOWER AUTOMOTIVE INC COM 891707101 158 14700 SH DEFINED 08,09,03 14700 TOTAL SYS SVCS INC COM 891906109 6739 273925 SH DEFINED 01,03 273925 TOTAL SYS SVCS INC COM 891906109 271 11000 SH OTHER 01,03 7000 4000 TOWN & CTRY TR SH BEN INT 892081100 232 12178 SH OTHER 01,03 1400 10778 TOYOTA MOTOR CORP SP ADR REP2C 892331307 23 330 SH DEFINED 01,03 330 TOYOTA MOTOR CORP SP ADR REP2C 892331307 530 7489 SH OTHER 01,03 7489 TOYS R US INC COM 892335100 7133 284202 SH DEFINED 01,03 113273 170929 TOYS R US INC COM 892335100 853 33984 SH OTHER 01,03 32634 1350 TOYS R US INC COM 892335100 2786 110985 SH DEFINED 05,01,03 110985 TOYS R US INC COM 892335100 85 3400 SH OTHER 05,01,03 3400 TOYS R US INC COM 892335100 2107 83950 SH DEFINED 07,06,01,03 83950 TOYS R US INC COM 892335100 311 12400 SH DEFINED 08,09,03 12400 TOYS R US INC COM 892335100 590 23500 SH CALL DEFINED 08,09,03 23500 TOYS R US INC COM 892335100 710 28300 SH PUT DEFINED 08,09,03 28300 TRAMMELL CROW CO COM 89288R106 5 400 SH DEFINED 01,03 400 TRAMMELL CROW CO COM 89288R106 299 25100 SH DEFINED 05,01,03 25100 TRAMMELL CROW CO COM 89288R106 5054 424700 SH DEFINED 07,06,01,03 424700 TRANSACTION SYS ARCHITECTS CL A 893416107 22 3140 SH DEFINED 05,01,03 3140 TRANSACTION SYS ARCHITECTS CL A 893416107 112 15700 SH DEFINED 07,06,01,03 15700 TRANSATLANTIC HLDGS INC COM 893521104 10 100 SH DEFINED 01,03 100 TRANSATLANTIC HLDGS INC COM 893521104 369 3600 SH OTHER 01,03 3600 TRANSMEDIA NETWORK INC COM NEW 893767301 35 12000 SH DEFINED 01,03 12000 TRANSWITCH CORP NT CV 144A4. 894065AA9 1837 2820000 PRN DEFINED 07,06,01,03 2820000 TRANSWITCH CORP NT CONV 4. 894065AB7 1758 2700000 PRN DEFINED 07,06,01,03 2700000 TRANSWITCH CORP NT CONV 4. 894065AB7 1628 2500000 PRN DEFINED 08,09,03 2500000 TRANSWITCH CORP COM 894065101 202 15400 SH DEFINED 01,03 15400 TRANSWITCH CORP COM 894065101 12 950 SH OTHER 01,03 950 TRANSWITCH CORP COM 894065101 94 7160 SH DEFINED 05,01,03 7160 TRANSWITCH CORP COM 894065101 39 3000 SH DEFINED 06,01,03 3000 TRANSWITCH CORP COM 894065101 468 35675 SH DEFINED 07,06,01,03 35675 TRANSWITCH CORP COM 894065101 325 24725 SH DEFINED 08,09,03 24725 TREDEGAR CORP COM 894650100 230 13066 SH DEFINED 01,03 13066 TREDEGAR CORP COM 894650100 2111 119930 SH OTHER 01,03 118490 1440 TREDEGAR CORP COM 894650100 65 3700 SH DEFINED 05,01,03 3700 TREDEGAR CORP COM 894650100 521 29625 SH DEFINED 07,06,01,03 29625 TREX INC COM 89531P105 250 8071 SH DEFINED 01,03 1071 7000 TRI CONTL CORP COM 895436103 1172 56714 SH DEFINED 01,03 37643 19071 TRI CONTL CORP COM 895436103 167 8084 SH OTHER 01,03 1754 6330 TRIAD HOSPITALS INC COM 89579K109 303 10727 SH DEFINED 01,03 9717 1010 TRIAD HOSPITALS INC COM 89579K109 25 882 SH OTHER 01,03 858 24 TRIAD HOSPITALS INC COM 89579K109 254 9000 SH DEFINED 05,01,03 9000 TRIAD HOSPITALS INC COM 89579K109 3695 130800 SH DEFINED 07,06,01,03 130800 TRIAD GTY INC COM 895925105 334 10050 SH DEFINED 05,01,03 10050 TRIAD GTY INC COM 895925105 5215 157150 SH DEFINED 07,06,01,03 157150 TRIARC COS INC CL A 895927101 62 2500 SH DEFINED 01,03 2500 TRIARC COS INC CL A 895927101 428 17400 SH DEFINED 07,06,01,03 17400 TRICON GLOBAL RESTAURANTS COM 895953107 13988 366271 SH DEFINED 01,03 346557 19714 TRICON GLOBAL RESTAURANTS COM 895953107 9208 241123 SH OTHER 01,03 76868 164255 TRICON GLOBAL RESTAURANTS COM 895953107 1696 44405 SH DEFINED 05,01,03 44405 TRICON GLOBAL RESTAURANTS COM 895953107 96 2520 SH OTHER 05,01,03 2520 TRICON GLOBAL RESTAURANTS COM 895953107 1263 33075 SH DEFINED 07,06,01,03 33075 TRICON GLOBAL RESTAURANTS COM 895953107 40 1060 SH DEFINED 08,09,03 1060 TRIBUNE CO NEW COM 896047107 48130 1181390 SH DEFINED 01,03 1126210 55180 TRIBUNE CO NEW COM 896047107 27161 666696 SH OTHER 01,03 609914 56782 TRIBUNE CO NEW COM 896047107 5510 135250 SH DEFINED 05,01,03 135250 TRIBUNE CO NEW COM 896047107 212 5200 SH OTHER 05,01,03 5200 TRIBUNE CO NEW COM 896047107 2508 61550 SH DEFINED 07,06,01,03 61550 TRIBUNE CO NEW COM 896047107 74 1810 SH DEFINED 08,09,03 1810 TRIGON HEALTHCARE INC COM 89618L100 4984 96773 SH DEFINED 01,03 96673 100 TRIGON HEALTHCARE INC COM 89618L100 61 1184 SH OTHER 01,03 512 672 TRIGON HEALTHCARE INC COM 89618L100 167 3250 SH DEFINED 05,01,03 3250 TRIGON HEALTHCARE INC COM 89618L100 185 3600 SH DEFINED 06,01,03 3600 TRIGON HEALTHCARE INC COM 89618L100 836 16225 SH DEFINED 07,06,01,03 16225 TRIMBLE NAVIGATION LTD COM 896239100 168 8850 SH DEFINED 01,03 5650 3200 TRIMBLE NAVIGATION LTD COM 896239100 4 200 SH OTHER 01,03 200 TRIMBLE NAVIGATION LTD COM 896239100 759 40100 SH DEFINED 05,01,03 40100 TRIMBLE NAVIGATION LTD COM 896239100 345 18225 SH DEFINED 07,06,01,03 18225 TRIMBLE NAVIGATION LTD COM 896239100 494 26100 SH DEFINED 08,09,03 26100 TRINITY INDS INC COM 896522109 215 11040 SH DEFINED 01,03 11040 TRINITY INDS INC COM 896522109 148 7600 SH OTHER 01,03 7600 TRINITY INDS INC COM 896522109 62 3190 SH DEFINED 05,01,03 3190 TRINITY INDS INC COM 896522109 311 15925 SH DEFINED 07,06,01,03 15925 TRIQUINT SEMICONDUCTOR INC COM 89674K103 337 22754 SH DEFINED 01,03 22754 TRIQUINT SEMICONDUCTOR INC COM 89674K103 20 SH OTHER 01,03 20 TRIQUINT SEMICONDUCTOR INC COM 89674K103 101 6800 SH DEFINED 05,01,03 6800 TRIQUINT SEMICONDUCTOR INC COM 89674K103 43 2900 SH DEFINED 06,01,03 2900 TRIQUINT SEMICONDUCTOR INC COM 89674K103 502 33900 SH DEFINED 07,06,01,03 33900 TRIQUINT SEMICONDUCTOR INC COM 89674K103 593 40025 SH DEFINED 08,09,03 40025 TRITON PCS HLDGS INC CL A 89677M106 223 6700 SH DEFINED 05,01,03 6700 TRITON PCS HLDGS INC CL A 89677M106 3701 111100 SH DEFINED 07,06,01,03 111100 TRIUMPH GROUP INC NEW COM 896818101 376 9900 SH DEFINED 01,03 9900 TRIUMPH GROUP INC NEW COM 896818101 391 10300 SH DEFINED 05,01,03 10300 TRIUMPH GROUP INC NEW COM 896818101 5825 153300 SH DEFINED 07,06,01,03 153300 TRIZETTO GROUP INC COM 896882107 635 45567 SH DEFINED 01,03 45567 TRUE NORTH COMMUNICATIONS INC COM 897844106 723 19154 SH DEFINED 01,03 19154 TRUE NORTH COMMUNICATIONS INC COM 897844106 30 800 SH OTHER 01,03 250 550 TRUE NORTH COMMUNICATIONS INC COM 897844106 165 4360 SH DEFINED 05,01,03 4360 TRUE NORTH COMMUNICATIONS INC COM 897844106 38 1000 SH