In a blended family and my boyfriend plays favorites to HIS child! Can we fix this?!

I've been with my boyfriend for only 8 months now, though we have known each other at a distance for years... From the first week of us dating, he just never left! So... we live together! I have 3 children, he has 2! We even had to buy an SUV together because all of the kids wouldn't fit into one car! Here's my issue: He favors his youngest so bad that it affects the whole household! See, his oldest is not biologically his... it's his ex stepson! We both have shared parenting with our exes, so every other week, we have all 5 kids. I definitely treat all 5 children equally and fairly, but I can't say the same for him. He says he loves all the kids the same, but it's SO obvious to everyone that it's not really the case! His daughter is 4, my kids are 8, 9, and 10, and the stepson is 12. The stepson and I went to the store alone one day and he said to me.... "You know, the difference between you two is that you act like you have 5 kids, and he acts like he has 1!" It's just not right! I've confronted him about it on numerous occasions, but he doesn't seem to think that he does anything wrong. He's constantly picking on the 10 and 12 year old, and gives the 4 year old anything she wants. She whines and cries CONSTANTLY because she knows it will always get her what she wants. If I tell her no, she goes to him and whispers to him what she wants, and I chime in and say that I already said no, and he undermines me and gives in to her anyways. All the while, no means no to any of the other kids. I can't take it anymore!!! I'm starting to resent him AND the 4 year old so much!!! It makes me angry and it hurts my feelings for the other kids! What should I do?! Is this fixable????