|
|
|
|
|
|
|
|
|
|
|
|
|
|
Previous: HOUSTON INTERWEB DESIGN INC, 8-K, 2000-11-02 |
Next: NUVEEN CALIFORNIA MUNICIPAL ADVANTAGE FUND, N-30D, 2000-11-02 |
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: September 30, 2000
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: First Union Corporation
Address: 201 South College Street
Charlotte, NC 28288-0137
13F File Number: 28-581
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:
Name: Karen F. Knudtsen
Title: VP and Compliance Officer
Phone: (704) 374-2249
Signature, Place and Date of Signing:
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT
[ ] 13F NOTICE
[ ] 13F COMBINATION REPORT
List of Other Managers Reporting for this Manager:
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
<PAGE>
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 17
Form 13F Information Table Entry Total: 1929
Form 13F Information Table Value Total: $61,274,743,835.19
List of Other Included Managers:
No. 13F File Number Name
01 Delaware Trust Capital Management, Inc.
02 Evergreen Asset Management Corp.
03 Evergreen Investment Company, Inc.
04 Evergreen Investment Management Company
05 First International Advisors, Ltd.
06 First Union National Bank
07 First Union National Bank of Delaware
08 First Union Securities, Inc.
09 First Union Trust Company, National Association
10 Lieber & Company
11 McGlinn Capital Management, Inc.
12 Mentor Investment Advisors, LLC
13 Mentor Investment Group, LLC
14 Mentor Perpetual Advisors, LLC
15 Meridian Asset Management, Inc.
16 Meridian Investment Company
17 Tattersall Advisory Group, Inc.
<PAGE>
<TABLE> <C> <C>
First Union Corporation
Form 13F
As Of 9/30/2000
Item 4:
Fair Item 6: Item 8:
Item 3: Market Item 5: Investment Voting Authority
Item 1: Item 2: Cusip Value Shares or Discretion Item 7: (A) (B) (C)
Name of Issuer Title of Class Number (000) Principal (A) (B)(C) Managers Sole Shared None
--------------------------------------------------------------------------------------------------------------------------------
1-800 CONTACTS INC COM 68197710 3,062 63,800 X 4 63800 0 0
1838 BD-DEB TRADING FD COM 28252010 1,022 58,000 X 17 58000 0 0
21ST CENTY INS GROUP COM 90130N10 202 11,939 X 8 0 0 11939
3COM CORP COM 88553510 326 16,998 X 6 12998 0 4000
3COM CORP COM 88553510 1,246 64,943 X 8 0 0 64943
3COM CORP COM 88553510 1,883 21,500 X 12 21500 0 0
3COM CORP COM 88553510 6,053 315,470 X 2 315470 0 0
4 KIDS ENTMT INC COM 35086510 203 12,019 X 6 12019 0 0
A D C TELECOMMUNICATIONS COM 00088610 539 20,033 X X 6 19893 140 0
A D C TELECOMMUNICATIONS COM 00088610 10,760 400,126 X 16 400126 0 0
A D C TELECOMMUNICATIONS COM 00088610 17,920 581,539 X 6 557777 0 23762
AAON INC COM PAR $0.004 00036020 2,613 108,888 X 16 108888 0 0
ABBOTT LABS COM 00282410 494 10,390 X 4 10390 0 0
ABBOTT LABS COM 00282410 1,269 26,690 X 1 26690 0 0
ABBOTT LABS COM 00282410 2,992 62,900 X X 1 62900 0 0
ABBOTT LABS COM 00282410 3,261 79,700 X 12 79700 0 0
ABBOTT LABS COM 00282410 91,054 1,914,400 X 2 1914400 0 0
ABBOTT LABS COM 00282410 142,960 3,005,734 X 6 2964288 9266 32180
ABBOTT LABS COM 00282410 148,358 3,119,217 X X 6 2742214 175532 201471
ABERCROMBIE & FITCH CO CL A 00289620 231 15,208 X 6 15208 0 0
ABERCROMBIE & FITCH CO CL A 00289620 1,432 75,100 X 2 75100 0 0
ABERCROMBIE & FITCH CO CL A 00289620 4,419 231,800 X 4 231800 0 0
ABGENIX INC COM 00339B10 913 11,300 X 8 0 0 11300
ABGENIX INC COM 00339B10 1,591 20,000 X 12 20000 0 0
ABGENIX INC COM 00339B10 4,121 51,000 X 4 51000 0 0
ABOUT COM INC COM 00373610 2,494 77,040 X 4 77040 0 0
ABRAXAS PETE CORP COM 00383010 379 97,810 X 6 97810 0 0
ACCREDO HEALTH INC COM 00437V10 7,133 153,200 X 12 153200 0 0
ACE LTD ORD G0070K10 608 15,500 X X 6 15500 0 0
ACE LTD ORD G0070K10 1,668 42,500 X 6 42500 0 0
ACE LTD ORD G0070K10 13,358 340,350 X 4 340350 0 0
ACM GOVT SECS FD INC COM 00091410 479 66,015 X 6 66015 0 0
ACNIELSEN CORP COM 00483310 732 30,744 X 6 30411 0 333
ACNIELSEN CORP COM 00483310 924 38,811 X X 6 35437 1241 2133
ACNIELSEN CORP COM 00483310 9,669 406,030 X 2 406030 0 0
ACTEL CORP COM 00493410 949 26,400 X 2 26400 0 0
ACTEL CORP COM 00493410 5,820 152,450 X 12 152450 0 0
ACTIVE POWER INC COM 00504W10 1,219 19,665 X 8 0 0 19665
ACTUANT CORP CL A 00508X10 851 68,900 X 2 68900 0 0
ACXIOM CORP COM 00512510 5,780 188,900 X 12 188900 0 0
ADAC LABS COM NEW 00531320 839 40,330 X 6 40330 0 0
ADAC LABS COM NEW 00531320 5,884 286,500 X 4 286500 0 0
ADAMS EXPRESS CO COM 00621210 4,780 123,763 X X 6 118953.2 0 4810
ADAPTEC INC COM 00651F10 444 22,210 X X 6 15885 6325 0
ADAPTEC INC COM 00651F10 4,476 223,800 X 6 221970 0 1830
ADAPTIVE BROADBAND CORP COM 00650M10 1,911 98,010 X 16 98010 0 0
ADE CORP MASS COM 00089C10 1,793 87,533 X 16 87533 0 0
ADELPHIA BUSINESS SOLUTIONS CL A 00684710 900 76,198 X 16 76198 0 0
ADELPHIA COMMUNICATIONS CORP CL A 00684810 14,790 536,593 X 6 508238 0 28355
ADOBE SYS INC COM 00724F10 2,544 16,385 X 8 0 016385.27
ADOBE SYS INC COM 00724F10 6,109 39,350 X 6 37150 0 2200
ADOBE SYS INC COM 00724F10 12,507 80,560 X 4 80560 0 0
ADOBE SYS INC COM 00724F10 13,988 90,100 X 2 90100 0 0
ADTRAN INC COM 00738A10 4,747 105,800 X 12 105800 0 0
ADVANCED ENERGY INDS COM 00797310 1,693 48,000 X 2 48000 0 0
ADVANCED FIBRE COMMUNICATIONS COM 00754A10 531 14,020 X 6 14020 0 0
ADVANCED FIBRE COMMUNICATIONS COM 00754A10 2,455 64,814 X 16 64814 0 0
ADVANCED FIBRE COMMUNICATIONS COM 00754A10 11,022 278,300 X 12 278300 0 0
ADVANCED LTG TECHNOLOGIES COM 00753C10 2,124 163,000 X 12 163000 0 0
ADVANCED MICRO DEVICES INC COM 00790310 765 32,402 X X 6 26402 0 6000
ADVANCED MICRO DEVICES INC COM 00790310 4,740 200,622 X 16 200622 0 0
ADVANCED MICRO DEVICES INC COM 00790310 8,041 219,848 X 6 216054 0 3794
ADVANCED TISSUE SCIENCES INC COM 00755F10 1,615 217,191 X 8 0 0 217191
AEGON N V ORD AMER REG 00792410 409 11,029 X X 1 11029 0 0
AEGON N V ORD AMER REG 00792410 7,525 202,687 X X 6 184698 1408 16581
AEGON N V ORD AMER REG 00792410 9,015 242,831 X 6 236933 4898 1000
AES CORP COM 00130H10 828 12,090 X 8 0 0 12090
AES CORP COM 00130H10 4,425 64,595 X X 6 49545 13400 1650
AES CORP COM 00130H10 52,204 761,940 X 4 761940 0 0
AES CORP COM 00130H10 69,783 1,018,735 X 6 994330 0 24405
AETNA INC COM 00811710 2,080 35,822 X 6 35667 0 155
AETNA INC COM 00811710 2,235 38,495 X X 6 32680 5466 349
AFFILIATED COMPUTER SERVICES CL A 00819010 602 12,077 X X 6 6800 0 5277
AFFILIATED COMPUTER SERVICES CL A 00819010 4,292 89,400 X 2 89400 0 0
AFFYMETRIX INC COM 00826T10 1,294 25,953 X 8 50 0 25903
AFFYMETRIX INC COM 00826T10 1,485 26,200 X 12 26200 0 0
AFFYMETRIX INC COM 00826T10 1,782 35,733 X 16 35733 0 0
AFFYMETRIX INC SB NT CV 4.75%07 00826TAD 5,742 9,550,000 X 2 9550000 0 0
AFLAC INC COM 00105510 8,146 127,158 X X 6 122958 0 4200
AFLAC INC COM 00105510 11,435 179,968 X 6 176918 0 3050
AGILE SOFTWARE CORP DEL COM 00846X10 6,924 80,500 X 12 80500 0 0
AGILENT TECHNOLOGIES INC COM 00846U10 643 13,142 X X 1 12723 419 0
AGILENT TECHNOLOGIES INC COM 00846U10 751 15,340 X 1 15340 0 0
AGILENT TECHNOLOGIES INC COM 00846U10 3,958 80,880 X 8 348 0 80532
AGILENT TECHNOLOGIES INC COM 00846U10 10,571 216,014 X X 6 196862 11288 7864
AGILENT TECHNOLOGIES INC COM 00846U10 10,897 222,667 X 6 216263 0 6404
AGL RES INC COM 00120410 303 15,100 X 1 15100 0 0
AGL RES INC COM 00120410 377 18,800 X X 1 16800 2000 0
AGL RES INC COM 00120410 1,691 84,286 X 6 83686 0 600
AGL RES INC COM 00120410 2,770 138,051 X X 6 132861 4040 1150
AGNICO EAGLE MINES LTD COM 00847410 2,093 360,000 X 4 360000 0 0
AIR PRODS & CHEMS INC COM 00915810 5,846 162,401 X 6 158801 3600 0
AIR PRODS & CHEMS INC COM 00915810 15,769 438,027 X X 6 398727 32650 6650
AIRGAS INC COM 00936310 231 33,880 X X 6 29880 0 4000
AIRGATE PCS INC COM 00936710 2,096 47,150 X 12 47150 0 0
AK STL HLDG CORP PFD CV B$3.625 00154730 448 10,200 X 6 10200 0 0
AK STL HLDG CORP COM 00154710 676 72,056 X 6 72056 0 0
ALASKA AIR GROUP INC COM 01165910 305 12,710 X 6 12710 0 0
ALBEMARLE CORP COM 01265310 493 24,971 X 12 24971 0 0
ALBEMARLE CORP COM 01265310 547 27,100 X X 6 14500 12600 0
ALBEMARLE CORP COM 01265310 2,134 105,700 X 2 105700 0 0
ALBERTSONS INC COM 01310410 2,552 121,540 X 6 121540 0 0
ALBERTSONS INC COM 01310410 2,867 136,506 X X 6 101211 4510 30785
ALBERTSONS INC COM 01310410 6,259 174,800 X 12 174800 0 0
ALCAN ALUMINIUM LTD NEW COM 01371610 646 22,320 X 6 22320 0 0
ALCATEL SPONSORED ADR 01390430 831 13,217 X 6 13217 0 0
ALCOA INC COM 01381710 12,901 509,651 X X 6 436057 63614 9980
ALCOA INC COM 01381710 17,370 686,240 X 16 686240 0 0
ALCOA INC COM 01381710 98,247 3,807,709 X 6 3672057 8104 127548
ALKERMES INC COM 01642T10 2,590 64,150 X 12 64150 0 0
ALLEGHANY CORP DEL COM 01717510 14,809 75,557 X X 6 306 75251 0
ALLEGHENY ENERGY INC COM 01736110 384 10,050 X 2 10050 0 0
ALLEGHENY ENERGY INC COM 01736110 2,803 73,398 X 6 72898 0 500
ALLEGHENY ENERGY INC COM 01736110 3,152 82,543 X X 6 58592 17986 5965
ALLERGAN INC COM 01849010 18,090 214,244 X 6 214244 0 0
ALLERGAN INC COM 01849010 37,074 439,068 X X 7 439068 0 0
ALLERGAN INC COM 01849010 152,188 1,802,372 X X 6 1773372 10000 19000
ALLETE COM 01852210 285 12,865 X X 6 12864 0 1
ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 581 11,585 X 6 11585 0 0
ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 1,221 24,360 X X 1 24360 0 0
ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 3,149 62,817 X X 6 46447 10370 6000
ALLIANCE CAP MGMT HLDG L P UNIT LTD PARTN 01855A10 5,585 111,422 X 8 3780 0 107642
ALLIANCE PHARMACEUTICAL CORP COM 01877310 1,791 117,417 X 16 117417 0 0
ALLIANCE SEMICONDUCTOR CORP COM 01877H10 13,215 664,900 X 4 664900 0 0
ALLIANCE WORLD DLR GV FD II COM 01879R10 1,036 114,300 X 17 114300 0 0
ALLIANT CORP COM 01880210 307 10,447 X 6 10265 0 182
ALLIANT CORP COM 01880210 838 28,534 X X 6 22533 444 5557
ALLIED CAP CORP NEW COM 01903Q10 771 37,152 X 8 4509 0 32643
ALLIED IRISH BKS P L C SPON ADR ORD 01922840 2,434 111,263 X X 6 91828 18535 900
ALLIED IRISH BKS P L C SPON ADR ORD 01922840 5,443 248,816 X 6 248816 0 0
ALLIED RISER COMMUNICATIONS CP COM 01949610 2,888 435,914 X 6 435914 0 0
ALLIED WASTE INDS INC COM PAR$.01NEW 01958930 401 43,650 X 6 43650 0 0
ALLMERICA FINL CORP COM 01975410 3,822 59,775 X X 6 46737 9525 3513
ALLMERICA FINL CORP COM 01975410 13,279 207,693 X 16 207693 0 0
ALLMERICA FINL CORP COM 01975410 40,485 640,830 X 6 630820 500 9510
ALLSTATE CORP COM 02000210 897 25,800 X 14 25800 0 0
ALLSTATE CORP COM 02000210 4,174 120,126 X 16 120126 0 0
ALLSTATE CORP COM 02000210 17,531 504,479 X X 6 414450 73350 16679
ALLSTATE CORP COM 02000210 23,505 676,400 X 2 676400 0 0
ALLSTATE CORP COM 02000210 44,779 1,307,975 X 6 1281375 3900 22700
ALLTEL CORP COM 02003910 825 15,800 X 1 15800 0 0
ALLTEL CORP COM 02003910 10,850 207,910 X X 6 171661 35295 954
ALLTEL CORP COM 02003910 51,378 984,488 X 6 950391 0 34097
ALPHA INDS INC COM 02075310 441 10,000 X 12 10000 0 0
ALPHA INDS INC COM 02075310 15,252 448,300 X 4 448300 0 0
ALPHARMA INC SB NT CV 5.75%05 020813AB 1,443 670,000 X 2 670000 0 0
ALPHARMA INC CL A 02081310 3,760 61,412 X 2 61412 0 0
ALPHARMA INC CL A 02081310 48,937 800,600 X 4 800600 0 0
ALTEON WEBSYSTEMS INC COM 02145A10 2,520 23,100 X 12 23100 0 0
ALTEON WEBSYSTEMS INC COM 02145A10 16,855 155,500 X 4 155500 0 0
ALTERA CORP COM 02144110 13,311 278,765 X X 6 253055 8400 17310
ALTERA CORP COM 02144110 25,114 500,037 X 6 488347 1200 10490
ALZA CORP DEL COM 02261510 947 10,944 X 6 10944 0 0
ALZA CORP DEL COM 02261510 33,383 389,100 X 2 389100 0 0
ALZA CORP DEL COM 02261510 73,528 854,800 X 4 854800 0 0
AMB PROPERTY CORP COM 00163T10 2,778 113,100 X 4 113100 0 0
AMB PROPERTY CORP COM 00163T10 5,399 220,700 X 2 220700 0 0
AMBAC FINL GROUP INC COM 02313910 2,560 34,950 X X 6 450 4400 30100
AMBAC FINL GROUP INC COM 02313910 5,427 74,090 X 2 74090 0 0
AMBAC FINL GROUP INC COM 02313910 29,793 410,050 X 4 410050 0 0
AMCORE FINL INC COM 02391210 4,347 221,500 X 2 221500 0 0
AMDOCS LTD ORD G0260210 5,887 94,382 X 8 8550 0 85832
AMERADA HESS CORP COM 02355110 827 12,350 X X 6 8684.416 3666 0
AMERADA HESS CORP COM 02355110 1,104 16,500 X 14 16500 0 0
AMERADA HESS CORP COM 02355110 10,074 155,052 X 6 155052 0 0
AMEREN CORP COM 02360810 1,527 36,476 X X 6 21018 9950 5508
AMEREN CORP COM 02360810 1,559 37,232 X 6 36223 0 1009
AMEREN CORP COM 02360810 5,444 130,000 X 2 130000 0 0
AMERICA ONLINE INC DEL COM 02364J10 586 11,100 X 12 11100 0 0
AMERICA ONLINE INC DEL COM 02364J10 588 10,933 X 9 10933 0 0
AMERICA ONLINE INC DEL COM 02364J10 628 11,688 X 1 11688 0 0
AMERICA ONLINE INC DEL COM 02364J10 1,478 27,500 X 14 27500 0 0
AMERICA ONLINE INC DEL COM 02364J10 19,836 369,043 X X 6 319076 26596 23371
AMERICA ONLINE INC DEL COM 02364J10 21,002 390,732 X 16 390732 0 0
AMERICA ONLINE INC DEL COM 02364J10 28,936 538,340 X 2 538340 0 0
AMERICA ONLINE INC DEL COM 02364J10 36,728 683,311 X 8 8534 0 674777
AMERICA ONLINE INC DEL COM 02364J10 91,597 1,703,800 X 4 1703800 0 0
AMERICA ONLINE INC DEL COM 02364J10 101,454 1,877,044 X 6 1835001 3609 38434
AMERICAN CAPITAL STRATEGIES COM 02493710 321 13,531 X 6 13531 0 0
AMERICAN CAPITAL STRATEGIES COM 02493710 6,875 290,237 X 16 290237 0 0
AMERICAN EAGLE OUTFITTERS NEW COM 02553E10 2,624 83,300 X 2 83300 0 0
AMERICAN ELEC PWR INC COM 02553710 8,838 225,885 X X 6 203389.6 1140611089.21
AMERICAN ELEC PWR INC COM 02553710 13,698 350,113 X 6 348897 0 1216
AMERICAN EXPRESS CO COM 02581610 1,379 22,692 X 1 22692 0 0
AMERICAN EXPRESS CO COM 02581610 4,883 80,382 X X 1 74388 5994 0
AMERICAN EXPRESS CO COM 02581610 37,768 688,996 X 12 688995.9 0 0
AMERICAN EXPRESS CO COM 02581610 45,567 750,080 X 2 750080 0 0
AMERICAN EXPRESS CO COM 02581610 74,286 1,222,819 X X 6 1120360 30852 71607
AMERICAN EXPRESS CO COM 02581610 97,627 1,607,032 X 6 1519062 1500 86470
AMERICAN EXPRESS CO COM 02581610 102,473 1,686,170 X 4 1686170 0 0
AMERICAN GENERAL CORP COM 02635110 8,279 106,140 X 6 86215 0 19925
AMERICAN GENERAL CORP COM 02635110 9,971 127,836 X X 6 121364 3900 2572
AMERICAN GREETINGS CORP CL A 02637510 219 12,500 X X 6 6500 5000 1000
AMERICAN HOME PRODS CORP COM 02660910 888 15,700 X 14 15700 0 0
AMERICAN HOME PRODS CORP COM 02660910 1,572 27,800 X X 1 24200 3600 0
AMERICAN HOME PRODS CORP COM 02660910 2,539 44,884 X 1 44884 0 0
AMERICAN HOME PRODS CORP COM 02660910 19,396 356,298 X 12 356298 0 0
AMERICAN HOME PRODS CORP COM 02660910 98,634 1,743,810 X 2 1743810 0 0
AMERICAN HOME PRODS CORP COM 02660910 135,378 2,393,429 X 6 2337643 3775 52011
AMERICAN HOME PRODS CORP COM 02660910 159,629 2,824,010 X 4 2824010 0 0
AMERICAN HOME PRODS CORP COM 02660910 194,609 3,440,601 X X 6 3139171 243452 57978
AMERICAN INTL GROUP INC COM 02687410 971 10,152 X 9 10152 0 0
AMERICAN INTL GROUP INC COM 02687410 1,608 16,800 X 14 16800 0 0
AMERICAN INTL GROUP INC COM 02687410 2,039 21,306 X 1 20604 0 702
AMERICAN INTL GROUP INC COM 02687410 7,496 63,458 X 12 63457.5 0 0
AMERICAN INTL GROUP INC COM 02687410 50,355 526,242 X 16 526242 0 0
AMERICAN INTL GROUP INC COM 02687410 105,847 1,106,109 X 4 1106109 0 0
AMERICAN INTL GROUP INC COM 02687410 155,782 1,628,025 X 2 1628025 0 0
AMERICAN INTL GROUP INC COM 02687410 173,440 1,812,572 X X 6 1681065 50166 81341
AMERICAN INTL GROUP INC COM 02687410 423,440 4,378,661 X 6 4254487 5895 118279
AMERICAN MGMT SYS INC COM 02735210 234 13,600 X X 6 0 13600 0
AMERICAN MGMT SYS INC COM 02735210 241 14,000 X 6 6100 0 7900
AMERICAN NATL INS CO COM 02859110 1,309 20,500 X 6 20500 0 0
AMERICAN PWR CONVERSION CORP COM 02906610 291 15,150 X 6 15150 0 0
AMERICAN SUPERCONDUCTOR CORP COM 03011110 944 19,200 X X 6 19200 0 0
AMERICAN SUPERCONDUCTOR CORP COM 03011110 3,139 63,859 X 16 63859 0 0
AMERICAN TOWER CORP CL A 02991220 622 20,000 X 12 20000 0 0
AMERICAN TOWER CORP NT CV 6.25%09 029912AB 13,440 8,000,000 X 2 8000000 0 0
AMERICAN TOWER CORP CL A 02991220 32,821 870,870 X 2 870870 0 0
AMERICAN WOODMARK CORP COM 03050610 2,624 134,200 X 2 134200 0 0
AMERICAN WTR WKS INC COM 03041110 1,066 38,677 X 6 38677 0 0
AMERICAN WTR WKS INC COM 03041110 1,911 69,320 X X 6 58220 1000 10100
AMERISOURCE HEALTH CORP CL A 03071P10 1,199 25,500 X 6 25500 0 0
AMERISOURCE HEALTH CORP CL A 03071P10 7,444 176,502 X 2 176502 0 0
AMERISOURCE HEALTH CORP CL A 03071P10 23,330 493,700 X 4 493700 0 0
AMETEK INC NEW COM 03110010 233 11,000 X X 6 11000 0 0
AMGEN INC COM 03116210 952 13,630 X 9 13630 0 0
AMGEN INC COM 03116210 1,006 14,400 X X 1 14400 0 0
AMGEN INC COM 03116210 9,765 139,840 X 16 139840 0 0
AMGEN INC COM 03116210 24,838 355,700 X 2 355700 0 0
AMGEN INC COM 03116210 32,385 463,780 X 4 463780 0 0
AMGEN INC COM 03116210 55,471 794,401 X X 6 725170 34562 34669
AMGEN INC COM 03116210 168,334 2,405,254 X 6 2318546 1317 85391
AMKOR TECHNOLOGY INC COM 03165210 1,517 58,062 X 16 58062 0 0
AMKOR TECHNOLOGY INC COM 03165210 14,368 549,980 X 6 549455 0 525
AMLI RESIDENTIAL PPTYS TR SH BEN INT 00173510 246 10,230 X 6 1530 0 8700
AMPEX CORP DEL CL A 03209210 437 436,670 X 4 436670 0 0
AMPHENOL CORP NEW CL A 03209510 738 12,970 X 6 12970 0 0
AMPHENOL CORP NEW CL A 03209510 2,672 46,923 X 16 46923 0 0
AMR CORP COM 00176510 1,824 55,802 X 6 52407 0 3395
AMR CORP COM 00176510 5,848 178,900 X 16 178900 0 0
AMRESCO INC COM NEW 03190920 387 147,259 X 6 147259 0 0
AMSOUTH BANCORPORATION COM 03216510 250 13,705 X 12 13705.15 0 0
AMSOUTH BANCORPORATION COM 03216510 1,145 91,620 X 6 77015 0 14605
AMSOUTH BANCORPORATION COM 03216510 2,941 235,305 X X 6 100505 0 134800
AMSOUTH BANCORPORATION COM 03216510 4,764 381,084 X 2 381084 0 0
ANADARKO PETE CORP COM 03251110 5,606 84,348 X X 6 76605 4342 3401
ANADARKO PETE CORP COM 03251110 18,566 279,360 X 16 279360 0 0
ANADARKO PETE CORP COM 03251110 23,434 352,600 X 2 352600 0 0
ANADARKO PETE CORP COM 03251110 37,390 629,708 X 6 620722.6 100 8885
ANADARKO PETE CORP COM 03251110 57,139 859,554 X 4 859554 0 0
ANALOG DEVICES INC COM 03265410 29,510 357,427 X 6 355841 331 1255
ANALYSTS INTL CORP COM 03268110 217 30,000 X X 6 30000 0 0
ANAREN MICROWAVE INC COM 03274410 5,573 41,090 X 16 41090 0 0
ANCHOR GAMING COM 03303710 3,320 41,700 X 4 41700 0 0
ANDREW CORP COM 03442510 298 11,367 X 6 11367 0 0
ANDRX CORP DEL COM ANDRX GRP 03455310 11,766 126,900 X 4 126900 0 0
ANGLOGOLD LTD SPONSORED ADR 03512820 281 15,300 X 4 15300 0 0
ANHEUSER BUSCH COS INC COM 03522910 562 14,600 X 12 14600 0 0
ANHEUSER BUSCH COS INC COM 03522910 22,637 510,920 X 4 510920 0 0
ANHEUSER BUSCH COS INC COM 03522910 26,326 622,176 X X 6 606396 10200 5580
ANHEUSER BUSCH COS INC COM 03522910 28,405 671,320 X 16 671320 0 0
ANHEUSER BUSCH COS INC COM 03522910 32,479 767,600 X 2 767600 0 0
ANHEUSER BUSCH COS INC COM 03522910 89,752 1,919,043 X 6 1882033 0 37010
ANIXTER INTL INC COM 03529010 615 21,100 X X 6 21100 0 0
ANIXTER INTL INC COM 03529010 923 31,700 X 6 31700 0 0
ANNTAYLOR STORES CORP COM 03611510 764 19,875 X X 6 18975 0 900
ANNTAYLOR STORES CORP COM 03611510 13,014 338,200 X 4 338200 0 0
ANNTAYLOR STORES CORP COM 03611510 15,371 399,890 X 6 399690 0 200
ANNUITY AND LIFE RE HLDGS ORD G0391010 821 34,350 X 6 34350 0 0
ANNUITY AND LIFE RE HLDGS ORD G0391010 829 34,350 X 16 34350 0 0
ANSWERTHINK INC COM 03691610 2,727 163,600 X 2 163600 0 0
ANTEC CORP COM 03664P10 342 11,600 X X 6 11600 0 0
AON CORP COM 03738910 4,083 104,014 X X 6 75576 23208 5230
AON CORP COM 03738910 4,497 114,571 X 6 113071 0 1500
APAC CUSTOMER SERVICES INC COM 00185E10 434 81,709 X 16 81709 0 0
APACHE CORP COM 03741110 965 16,320 X X 6 16320 0 0
APACHE CORP COM 03741110 15,053 254,600 X 2 254600 0 0
APACHE CORP COM 03741110 19,934 353,607 X 6 346501 0 7106
APACHE CORP COM 03741110 20,794 351,702 X 16 351702 0 0
APACHE CORP COM 03741110 77,980 1,318,750 X 4 1318750 0 0
APOLLO GROUP INC CL A 03760410 2,278 65,180 X 6 65180 0 0
APOLLO GROUP INC CL A 03760410 58,360 1,463,700 X 4 1463700 0 0
APPLE COMPUTER INC COM 03783310 1,985 77,100 X X 6 9600 29700 37800
APPLE COMPUTER INC COM 03783310 3,209 124,603 X 16 124603 0 0
APPLE COMPUTER INC COM 03783310 12,220 431,726 X 6 429472 0 2254
APPLIED MATLS INC COM 03822210 5,572 93,950 X 4 93950 0 0
APPLIED MATLS INC COM 03822210 5,933 100,029 X 16 100029 0 0
APPLIED MATLS INC COM 03822210 17,766 299,540 X 2 299540 0 0
APPLIED MATLS INC COM 03822210 32,570 549,133 X X 6 473933 34432 40768
APPLIED MATLS INC COM 03822210 93,077 1,558,119 X 6 1521603 599 35917
APPLIED MICRO CIRCUITS CORP COM 03822W10 5,803 28,024 X 8 0 0 28024
APPLIED MICRO CIRCUITS CORP COM 03822W10 6,982 33,718 X X 6 31054 974 1690
APPLIED MICRO CIRCUITS CORP COM 03822W10 97,010 468,507 X 6 453785 679 14043
APPLIED MOLECULAR EVOLUTION IN COM 03823E10 750 18,700 X 4 18700 0 0
APPLIED SCIENCE & TECHNOLOGY COM 03823610 1,440 97,647 X 16 97647 0 0
APRIA HEALTHCARE GROUP INC COM 03793310 4,201 301,400 X 4 301400 0 0
APTARGROUP INC COM 03833610 10,882 454,300 X 2 454300 0 0
APW LTD COM G0439710 995 20,400 X 6 20400 0 0
APW LTD COM G0439710 5,734 119,500 X 12 119500 0 0
APW LTD COM G0439710 9,867 202,400 X 2 202400 0 0
ARACRUZ CELULOSE S A SPON ADR CL B 03849620 608 36,700 X 4 36700 0 0
ARCH CHEMICALS INC COM 03937R10 831 45,528 X 6 42528 0 3000
ARCHER DANIELS MIDLAND CO COM 03948310 502 58,154 X X 6 44094 842 13218
ARCHER DANIELS MIDLAND CO COM 03948310 654 75,795 X 6 75794.6 0 0
ARDEN RLTY INC COM 03979310 2,681 100,000 X 2 100000 0 0
ARIBA INC COM 04033V10 1,810 12,632 X 8 0 0 12632
ARIBA INC COM 04033V10 3,298 23,023 X X 6 20585 1500 938
ARIBA INC COM 04033V10 5,503 38,413 X 16 38413 0 0
ARIBA INC COM 04033V10 22,994 160,500 X 4 160500 0 0
ARIBA INC COM 04033V10 42,328 300,716 X 6 291050 413 9253
ARMSTRONG HLDGS INC COM 04238410 327 27,366 X X 6 25711 1655 0
ARMSTRONG HLDGS INC COM 04238410 714 59,827 X 6 55397 0 4430
ARNOLD INDS INC COM 04259510 1,151 68,222 X 6 65422 0 2800
ARROW ELECTRS INC COM 04273510 821 24,100 X 14 24100 0 0
ARROW INTL INC COM 04276410 2,123 58,375 X X 6 39925 18450 0
ART TECHNOLOGY GROUP INC COM 04289L10 1,570 16,572 X X 6 16072 500 0
ART TECHNOLOGY GROUP INC COM 04289L10 32,653 344,625 X 6 323137 0 21488
ART TECHNOLOGY GROUP INC COM 04289L10 46,475 492,700 X 4 492700 0 0
ARTESYN TECHNOLOGIES INC COM 04312710 358 12,300 X X 6 1500 10300 500
ARTESYN TECHNOLOGIES INC COM 04312710 623 21,400 X 6 11300 0 10100
ARTESYN TECHNOLOGIES INC COM 04312710 5,552 184,950 X 12 184950 0 0
ARTHROCARE CORP COM 04313610 1,601 82,356 X 16 82356 0 0
ARTISAN COMPONENTS INC COM 04292310 1,179 91,600 X 4 91600 0 0
ARVINMERITOR INC COM 04335310 203 13,838 X 6 13301 99 437.5
ARVINMERITOR INC COM 04335310 402 27,337 X X 6 23790.5 3146 400
ARVINMERITOR INC COM 04335310 2,458 166,000 X 2 166000 0 0
ASHLAND INC COM 04420410 339 10,060 X X 6 9960 50 50
ASHLAND INC COM 04420410 1,448 42,985 X 6 42985 0 0
ASIA TIGERS FD INC COM 04516T10 8,015 1,042,600 X 17 1042600 0 0
ASK JEEVES INC COM 04517410 2,707 141,100 X 4 141100 0 0
ASPEN TECHNOLOGY INC COM 04532710 2,734 60,578 X 16 60578 0 0
ASSOCIATED BANC CORP COM 04548710 1,415 53,904 X 2 53904 0 0
ASSOCIATES FIRST CAP CORP CL A 04600810 4,517 118,867 X 6 111479.7 314 7073
ASSOCIATES FIRST CAP CORP CL A 04600810 7,540 198,415 X X 6 174334.5 9334 14746
ASSOCIATES FIRST CAP CORP CL A 04600810 14,185 373,300 X 2 373300 0 0
ASTORIA FINL CORP COM 04626510 1,011 26,170 X 6 26170 0 0
ASTORIA FINL CORP COM 04626510 1,556 40,100 X 4 40100 0 0
ASTORIA FINL CORP COM 04626510 12,750 336,100 X 2 336100 0 0
ASTRAZENECA PLC SPONSORED ADR 04635310 5,045 95,972 X 2 95972 0 0
ASTROPOWER INC COM 04644A10 4,536 120,050 X 12 120050 0 0
ASYST TECHNOLOGY CORP COM 04648X10 5,261 259,800 X 4 259800 0 0
AT & T LATIN AMER CORP COM 04649A10 338 40,000 X 6 40000 0 0
AT HOME CORP SB NT CV 144A 06 045919AD 2,695 4,000,000 X 2 4000000 0 0
AT&T CORP COM 00195710 537 18,283 X X 1 14733 3550 0
AT&T CORP COM 00195710 591 20,123 X 9 18173 0 1950
AT&T CORP COM 00195710 693 23,600 X 14 23600 0 0
AT&T CORP COM 00195710 1,091 37,136 X 2 37136 0 0
AT&T CORP COM 00195710 1,271 43,272 X 1 43272 0 0
AT&T CORP COM LIB GRP A 00195720 1,442 80,087 X 6 76687 0 3400
AT&T CORP COM LIB GRP A 00195720 1,447 80,400 X 2 80400 0 0
AT&T CORP COM LIB GRP A 00195720 1,455 80,810 X X 6 49534 30900 376
AT&T CORP COM WIRLES GRP 00195740 1,605 76,850 X 4 76850 0 0
AT&T CORP COM 00195710 4,168 141,899 X 16 141899 0 0
AT&T CORP COM LIB GRP A 00195720 4,320 240,000 X 4 240000 0 0
AT&T CORP COM 00195710 5,508 112,870 X 12 112870 0 0
AT&T CORP COM 00195710 20,158 682,893 X 4 682893 0 0
AT&T CORP COM 00195710 62,197 2,117,332 X X 6 1461429 492842 163061
AT&T CORP COM 00195710 115,617 3,929,027 X 6 3819177 1510294747.44
ATLANTIC COAST AIRLINES HLDGS COM 04839610 6,921 215,250 X 12 215250 0 0
ATLAS AIR INC COM 04916410 3,279 77,600 X 2 77600 0 0
ATMEL CORP COM 04951310 236 15,530 X 6 13330 0 2200
ATMEL CORP COM 04951310 419 11,350 X 12 11350 0 0
ATMEL CORP COM 04951310 764 50,320 X 2 50320 0 0
ATMEL CORP COM 04951310 12,484 822,000 X 4 822000 0 0
ATMI INC COM 00207R10 667 14,350 X 12 14350 0 0
ATWOOD OCEANICS INC COM 05009510 2,149 51,600 X 4 51600 0 0
AUDIOCODES LTD ORD M1534210 17,285 202,600 X 4 202600 0 0
AUTOMATIC DATA PROCESSING INC COM 05301510 1,284 19,200 X X 1 19200 0 0
AUTOMATIC DATA PROCESSING INC COM 05301510 20,505 306,610 X 4 306610 0 0
AUTOMATIC DATA PROCESSING INC COM 05301510 33,605 502,500 X 2 502500 0 0
AUTOMATIC DATA PROCESSING INC COM 05301510 39,037 678,470 X 12 678469.9 0 0
AUTOMATIC DATA PROCESSING INC COM 05301510 73,055 1,092,405 X 6 1042385 0 50020
AUTOMATIC DATA PROCESSING INC COM 05301510 104,790 1,566,948 X X 6 1485594 37492 43862
AUTONATION INC COM 05329W10 331 55,200 X X 6 55200 0 0
AVALONBAY CMNTYS INC COM 05348410 619 12,975 X X 6 10975 0 2000
AVALONBAY CMNTYS INC COM 05348410 2,411 50,556 X 6 50556 0 0
AVERY DENNISON CORP COM 05361110 3,946 85,090 X X 6 49390 1300 34400
AVERY DENNISON CORP COM 05361110 14,431 311,178 X 6 310578 0 600
AVERY DENNISON CORP COM 05361110 18,222 392,900 X 4 392900 0 0
AVISTA CORP COM 05379B10 282 12,544 X 6 12544 0 0
AVNET INC COM 05380710 5,051 178,000 X 4 178000 0 0
AVOCENT CORP COM 05389310 5,621 108,023 X 2 108023 0 0
AVON PRODS INC COM 05430310 1,158 28,320 X X 6 22920 2200 3200
AVON PRODS INC COM 05430310 2,738 66,986 X 6 66386 0 600
AVON PRODS INC COM 05430310 9,512 232,650 X 4 232650 0 0
AVON PRODS INC COM 05430310 35,684 873,000 X 2 873000 0 0
AWARE INC MASS COM 05453N10 3,526 91,575 X 6 91575 0 0
AXA FINL INC COM 00245110 771 15,132 X X 6 12831.56 1350 950
AXA FINL INC COM 00245110 1,871 36,724 X 6 33723.93 0 3000
AXCELIS TECHNOLOGIES INC COM 05454010 5,095 429,550 X 4 429550 0 0
AZTAR CORP COM 05480210 324 21,100 X 6 21100 0 0
BADGER METER INC COM 05652510 1,414 51,200 X 2 51200 0 0
BAKER HUGHES INC COM 05722410 1,366 36,795 X 6 31985 0 4810
BAKER HUGHES INC COM 05722410 1,553 41,837 X X 6 32832 1380 7625
BAKER HUGHES INC COM 05722410 34,227 921,930 X 2 921930 0 0
BALDOR ELEC CO COM 05774110 1,524 76,600 X 2 76600 0 0
BALL CORP COM 05849810 356 11,219 X X 6 11219 0 0
BANCO BILBAO VIZCAYA ARGENTARI SPONSORED ADR 05946K10 265 17,650 X 6 17650 0 0
BANCORP CONN INC COM 05968410 293 21,000 X 2 21000 0 0
BANCWEST CORP NEW COM 05979010 2,902 149,300 X 2 149300 0 0
BANK NEW YORK INC COM 06405710 571 10,180 X X 1 10180 0 0
BANK NEW YORK INC COM 06405710 2,332 41,600 X 1 41200 0 400
BANK NEW YORK INC COM 06405710 5,147 91,800 X 4 91800 0 0
BANK NEW YORK INC COM 06405710 24,040 428,807 X X 6 403227 11350 14230
BANK NEW YORK INC COM 06405710 46,041 821,247 X 6 783146.5 0 38100
BANK NEW YORK INC COM 06405710 48,668 868,100 X 2 868100 0 0
BANK OF AMERICA CORPORATION COM 06050510 838 16,000 X 14 16000 0 0
BANK OF AMERICA CORPORATION COM 06050510 873 16,669 X X 1 12609 4060 0
BANK OF AMERICA CORPORATION COM 06050510 2,096 40,025 X 1 40025 0 0
BANK OF AMERICA CORPORATION COM 06050510 2,208 51,282 X 12 51282 0 0
BANK OF AMERICA CORPORATION COM 06050510 9,490 181,199 X 16 181199 0 0
BANK OF AMERICA CORPORATION COM 06050510 29,224 561,120 X 4 561120 0 0
BANK OF AMERICA CORPORATION COM 06050510 53,279 1,017,264 X 2 1017264 0 0
BANK OF AMERICA CORPORATION COM 06050510 65,467 1,249,965 X X 6 1051476 124125 74364
BANK OF AMERICA CORPORATION COM 06050510 178,477 3,417,489 X 6 3301616 14019 101854
BANK OF GRANITE CORP COM 06240110 720 31,370 X 6 30183 0 1187
BANK OF GRANITE CORP COM 06240110 937 40,846 X X 6 40846 0 0
BANK ONE CORP COM 06423A10 471 12,200 X 14 12200 0 0
BANK ONE CORP COM 06423A10 3,574 92,524 X 8 2000 090523.66
BANK ONE CORP COM 06423A10 12,354 319,846 X X 6 298495 4366 16985
BANK ONE CORP COM 06423A10 15,425 399,354 X 6 377264 1200 20890
BANK UTD CORP CL A 06541210 4,633 91,400 X 2 91400 0 0
BANKNORTH GROUP INC NEW COM 06646R10 625 34,939 X X 6 33439 1500 0
BANKNORTH GROUP INC NEW COM 06646R10 11,975 678,230 X 2 678230 0 0
BARCLAYS BK PLC AM DEP NT RCPT+B49506738C83 307 12,700 X X 6 12700 0 0
BARD C R INC COM 06738310 1,163 27,517 X X 6 27517 0 0
BARD C R INC COM 06738310 8,106 191,850 X 4 191850 0 0
BARD C R INC COM 06738310 10,089 225,100 X 6 216624 0 8476
BARD C R INC COM 06738310 15,906 376,485 X 16 376485 0 0
BARR LABS INC COM 06830610 2,780 47,000 X 2 47000 0 0
BARR LABS INC COM 06830610 6,565 99,000 X 4 99000 0 0
BARR LABS INC COM 06830610 7,833 121,050 X 12 121050 0 0
BARRA INC COM 06831310 950 15,300 X 2 15300 0 0
BARRA INC COM 06831310 2,215 35,700 X 4 35700 0 0
BARRICK GOLD CORP COM 06790110 422 27,650 X 6 27650 0 0
BARRICK GOLD CORP COM 06790110 462 30,300 X 14 30300 0 0
BARRICK GOLD CORP COM 06790110 1,386 90,910 X 4 90910 0 0
BASSETT FURNITURE INDS INC COM 07020310 1,206 85,024 X 6 85024 0 0
BAUSCH & LOMB INC COM 07170710 5,025 102,758 X 6 99271 0 3487
BAUSCH & LOMB INC COM 07170710 6,345 162,947 X 16 162947 0 0
BAXTER INTL INC COM 07181310 835 10,680 X 4 10680 0 0
BAXTER INTL INC COM 07181310 6,047 75,771 X 6 64971 0 10800
BAXTER INTL INC COM 07181310 6,371 79,826 X X 6 58708 7599 13519
BAXTER INTL INC COM 07181310 11,950 153,780 X 12 153780 0 0
BAY VIEW CAP CORP DEL COM 07262L10 401 37,300 X X 6 0 37300 0
BB&T CORP COM 05493710 358 11,900 X X 9 11900 0 0
BB&T CORP COM 05493710 362 12,000 X 2 12000 0 0
BB&T CORP COM 05493710 3,725 123,647 X X 6 122284 1040 323
BB&T CORP COM 05493710 9,744 323,468 X 6 320803 570 2095
BCE INC COM 05534B10 352 15,050 X 6 15050 0 0
BCE INC COM 05534B10 635 27,150 X X 6 18850 7600 700
BE AEROSPACE INC COM 07330210 4,486 297,492 X 6 297492 0 0
BE AEROSPACE INC COM 07330210 7,649 479,600 X 4 479600 0 0
BEA SYS INC COM 07332510 1,436 18,441 X X 6 18353 0 88
BEA SYS INC COM 07332510 3,604 46,285 X 4 46285 0 0
BEA SYS INC COM 07332510 50,258 645,366 X 6 614303 571 30492
BEAR STEARNS COS INC COM 07390210 2,024 32,132 X 16 32132 0 0
BEAR STEARNS COS INC COM 07390210 7,242 121,919 X 6 120543 0 1376
BEAZER HOMES USA INC COM 07556Q10 1,338 49,100 X X 6 49100 0 0
BECKMAN COULTER INC COM 07581110 2,243 29,077 X 6 28077 0 1000
BECKMAN COULTER INC COM 07581110 4,244 57,000 X 2 57000 0 0
BECKMAN COULTER INC COM 07581110 15,724 203,873 X X 6 203873 0 0
BECTON DICKINSON & CO COM 07588710 2,366 89,490 X 6 81890 0 7600
BECTON DICKINSON & CO COM 07588710 10,319 390,280 X 4 390280 0 0
BECTON DICKINSON & CO COM 07588710 10,413 393,875 X X 6 252975 21000 119900
BECTON DICKINSON & CO COM 07588710 10,908 412,600 X 2 412600 0 0
BED BATH & BEYOND INC COM 07589610 1,405 57,600 X 6 57600 0 0
BED BATH & BEYOND INC COM 07589610 20,017 820,700 X 4 820700 0 0
BELLSOUTH CORP COM 07986010 706 17,540 X 9 17540 0 0
BELLSOUTH CORP COM 07986010 2,651 65,867 X 1 65867 0 0
BELLSOUTH CORP COM 07986010 3,402 75,352 X 12 75352 0 0
BELLSOUTH CORP COM 07986010 3,491 86,732 X X 1 71636 15096 0
BELLSOUTH CORP COM 07986010 10,891 270,800 X 4 270800 0 0
BELLSOUTH CORP COM 07986010 21,549 535,382 X 16 535382 0 0
BELLSOUTH CORP COM 07986010 81,121 2,015,431 X X 6 1737276 141011 137144
BELLSOUTH CORP COM 07986010 93,690 2,328,138 X 6 2240383 2450 85305
BELO A H CORP DEL COM SER A 08055510 267 14,500 X 6 14500 0 0
BELO A H CORP DEL COM SER A 08055510 10,259 556,446 X X 6 2600 553846 0
BEMIS INC COM 08143710 707 22,000 X 6 22000 0 0
BEMIS INC COM 08143710 1,948 60,644 X X 6 60644 0 0
BENCHMARK ELECTRS INC COM 08160H10 832 16,000 X 6 10000 0 6000
BENCHMARK ELECTRS INC COM 08160H10 15,011 303,150 X 12 303150 0 0
BENETTON GROUP SPA ADR NEW 08179540 4,755 130,724 X 2 130724 0 0
BERRY PETE CO CL A 08578910 2,547 140,400 X 2 140400 0 0
BEST BUY INC COM 08651610 5,556 87,332 X X 6 79759 3992 3581
BEST BUY INC COM 08651610 48,097 753,094 X 6 726378 4203 22513
BEST BUY INC COM 08651610 58,858 925,220 X 4 925220 0 0
BESTFOODS COM 08658U10 1,764 24,250 X X 1 24250 0 0
BESTFOODS COM 08658U10 4,947 68,000 X 2 68000 0 0
BESTFOODS COM 08658U10 6,018 96,000 X 12 96000 0 0
BESTFOODS COM 08658U10 37,960 521,788 X X 6 486039 22669 13080
BESTFOODS COM 08658U10 77,106 1,059,881 X 6 1011351 4800 43730
BINDLEY WESTN INDS INC COM 09032410 480 15,000 X X 6 15000 0 0
BINDLEY WESTN INDS INC COM 09032410 7,939 256,096 X 12 256096 0 0
BINDLEY WESTN INDS INC COM 09032410 8,344 260,000 X 4 260000 0 0
BIOCRYST PHARMACEUTICALS COM 09058V10 260 12,500 X 4 12500 0 0
BIOGEN INC COM 09059710 1,882 30,850 X X 6 25950 3200 1700
BIOGEN INC COM 09059710 2,557 41,694 X 6 41494 0 200
BIOMET INC COM 09061310 16,474 445,396 X 6 435089.5 0 10306
BIOMET INC COM 09061310 16,878 482,238 X 16 482238 0 0
BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D20 9,972 51,700 X 12 51700 0 0
BIOVAIL CORP COM 09067J10 1,093 13,418 X 6 13418 0 0
BIOVAIL CORP COM 09067J10 28,477 348,200 X 4 348200 0 0
BISYS GROUP INC COM 05547210 9,498 122,855 X 4 122855 0 0
BLACK & DECKER CORP COM 09179710 1,767 51,696 X X 6 25646 25320 730
BLACK & DECKER CORP COM 09179710 4,455 130,300 X 2 130300 0 0
BLACK & DECKER CORP COM 09179710 34,459 1,007,942 X 6 947792 0 60150
BLACK HILLS CORP COM 09211310 290 10,339 X 6 10339 0 0
BLACKROCK 2001 TERM TR INC COM 09247710 452 48,900 X 6 23900 0 25000
BLACKROCK BROAD INVT GRD 2009 COM 09247Q10 213 18,200 X 17 18200 0 0
BLACKROCK FL INSD MUN 2008 TRM COM 09247H10 229 16,858 X 6 16858 0 0
BLACKROCK INCOME TR INC COM 09247F10 276 43,276 X 6 25276 0 18000
BLACKROCK INCOME TR INC COM 09247F10 11,876 1,862,836 X 17 1862836 0 0
BLACKROCK INVT QUALITY TERM TR COM 09247J10 11,803 1,463,900 X 17 1463900 0 0
BLACKROCK MUN TARGET TERM TR COM 09247M10 401 41,141 X 6 41141 0 0
BLACKROCK STRATEGIC TERM TR COM 09247P10 77,345 8,534,631 X 17 8534631 0 0
BLANCH E W HLDGS INC COM 09321010 629 30,300 X 6 30300 0 0
BLANCH E W HLDGS INC COM 09321010 5,372 259,900 X 4 259900 0 0
BLOCK H & R INC COM 09367110 556 15,000 X X 1 15000 0 0
BLOCK H & R INC COM 09367110 2,250 60,700 X 6 60700 0 0
BLOCK H & R INC COM 09367110 2,533 68,337 X X 6 68337 0 0
BMC SOFTWARE INC COM 05592110 666 34,846 X 6 26442 0 8404
BOEING CO COM 09702310 756 12,004 X X 1 12004 0 0
BOEING CO COM 09702310 21,944 348,313 X X 6 210312 24568 113433
BOEING CO COM 09702310 29,541 468,900 X 2 468900 0 0
BOEING CO COM 09702310 30,369 482,047 X 6 481608.9 32 406
BOEING CO COM 09702310 48,696 773,250 X 4 773250 0 0
BOISE CASCADE CORP COM 09738310 1,579 59,449 X 16 59449 0 0
BOISE CASCADE CORP COM 09738310 4,991 182,899 X 6 180374 0 2525
BOLT TECHNOLOGY CORP COM 09769810 647 132,700 X 6 132700 0 0
BONE CARE INTL INC COM 09807210 208 10,000 X 6 10000 0 0
BONTEX INC COM 09852W10 1,686 843,082 X X 6 843082 0 0
BOOKHAM TECHNOLOGY PLC SPONSORED ADR 09856Q10 3,041 69,750 X 12 69750 0 0
BOREL BK&TR SAN MATEO CA COM 09972F10 229 11,500 X 8 0 0 11500
BORG WARNER INC COM 09972410 391 11,800 X X 6 10000 1800 0
BOSTON COMMUNICATIONS GROUP COM 10058210 2,722 140,900 X 4 140900 0 0
BOSTON PRIVATE FINL HLDGS INC COM 10111910 825 50,000 X 4 50000 0 0
BOSTON PRIVATE FINL HLDGS INC COM 10111910 3,727 232,500 X 12 232500 0 0
BOSTON PROPERTIES INC COM 10112110 471 10,975 X X 6 10975 0 0
BOSTON PROPERTIES INC COM 10112110 1,048 27,000 X 4 27000 0 0
BOSTON PROPERTIES INC COM 10112110 3,448 80,300 X 2 80300 0 0
BOSTON SCIENTIFIC CORP COM 10113710 213 12,940 X 4 12940 0 0
BOSTON SCIENTIFIC CORP COM 10113710 1,007 61,275 X X 6 49850 4500 6925
BOSTON SCIENTIFIC CORP COM 10113710 5,898 358,828 X 6 356628 0 2200
BOSTON SCIENTIFIC CORP COM 10113710 9,493 577,500 X 2 577500 0 0
BOTTOMLINE TECH DEL INC COM 10138810 5,821 156,000 X 4 156000 0 0
BOWATER INC COM 10218310 1,300 27,985 X X 6 25735 600 1650
BOWATER INC COM 10218310 2,973 64,020 X 2 64020 0 0
BOWATER INC COM 10218310 16,068 346,010 X 6 342170 500 3340
BOWNE & CO INC COM 10304310 1,361 139,600 X 2 139600 0 0
BP AMOCO P L C SPONSORED ADR 05562210 3,129 59,044 X X 1 52430 6614 0
BP AMOCO P L C SPONSORED ADR 05562210 3,502 66,082 X 1 64766 0 1316
BP AMOCO P L C SPONSORED ADR 05562210 16,066 304,192 X 4 304192 0 0
BP AMOCO P L C SPONSORED ADR 05562210 16,254 306,684 X 2 306684 0 0
BP AMOCO P L C SPONSORED ADR 05562210 214,893 4,054,591 X 6 2307614 4072 1742905
BP AMOCO P L C SPONSORED ADR 05562210 249,349 4,704,695 X X 6 3957951572314.8174429.5
BP PRUDHOE BAY RTY TR UNIT BEN INT 05563010 309 22,250 X X 6 20250 0 2000
BRANDYWINE RLTY TR SH BEN INT NEW 10536820 218 10,750 X 6 7000 0 3750
BRANDYWINE RLTY TR SH BEN INT NEW 10536820 911 45,000 X X 6 45000 0 0
BRANDYWINE RLTY TR SH BEN INT NEW 10536820 1,728 85,800 X 2 85800 0 0
BRASIL TELECOM PARTICIPACOES SPON ADR PFD 10553010 2,406 41,300 X 4 41300 0 0
BRAZIL FD INC COM 10575910 300 17,500 X X 6 17500 0 0
BRIGGS & STRATTON CORP COM 10904310 593 15,678 X X 6 14678 1000 0
BRISTOL MYERS SQUIBB CO COM 11012210 734 12,848 X 9 12848 0 0
BRISTOL MYERS SQUIBB CO COM 11012210 1,400 24,500 X 14 24500 0 0
BRISTOL MYERS SQUIBB CO COM 11012210 1,987 37,300 X 4 37300 0 0
BRISTOL MYERS SQUIBB CO COM 11012210 4,894 85,665 X 16 85665 0 0
BRISTOL MYERS SQUIBB CO COM 11012210 7,601 133,064 X X 1 129564 3500 0
BRISTOL MYERS SQUIBB CO COM 11012210 8,948 156,634 X 1 156354 0 280
BRISTOL MYERS SQUIBB CO COM 11012210 12,745 219,843 X 12 219842.6 0 0
BRISTOL MYERS SQUIBB CO COM 11012210 15,788 276,377 X 8 9999.824 0266376.9
BRISTOL MYERS SQUIBB CO COM 11012210 42,284 740,200 X 2 740200 0 0
BRISTOL MYERS SQUIBB CO COM 11012210 240,947 4,217,895 X X 6 3679420 304799 233676
BRISTOL MYERS SQUIBB CO COM 11012210 276,159 4,840,253 X 6 4737554 13323 89376
BRITISH AMERN TOB PLC SPONSORED ADR 11044810 481 36,836 X 6 36836 0 0
BRITISH AWYS PLC ADR 2ND INSTAL 11041930 584 13,650 X X 6 8550 5100 0
BRITISH TELECOMMUNICATIONS PLC ADR FINAL INST 11102140 1,344 12,555 X X 6 10945 0 1610
BRITTON & KOONTZ CAP CORP COM 11109110 1,672 113,400 X 2 113400 0 0
BROADCOM CORP CL A 11132010 2,550 10,460 X X 6 10260 200 0
BROADCOM CORP CL A 11132010 3,594 14,743 X 8 120 0 14623
BROADCOM CORP CL A 11132010 10,107 41,466 X 2 41466 0 0
BROADCOM CORP CL A 11132010 32,069 131,567 X 6 122392 0 9175
BROADCOM CORP CL A 11132010 41,404 169,900 X 4 169900 0 0
BROADVISION INC COM 11141210 518 20,152 X 8 200 0 19952
BROADVISION INC COM 11141210 596 23,199 X 6 22999 0 200
BROADVISION INC COM 11141210 1,783 69,409 X 16 69409 0 0
BROADWING INC COM 11162010 576 22,543 X X 6 22543 0 0
BROADWING INC COM 11162010 590 23,073 X 6 23073 0 0
BROADWING INC COM 11162010 832 32,563 X 8 0 032563.43
BROADWING INC COM 11162010 5,322 208,200 X 2 208200 0 0
BROCADE COMMUNICATIONS SYS INC COM 11162110 3,629 15,376 X X 6 14645 700 31
BROCADE COMMUNICATIONS SYS INC COM 11162110 17,346 73,500 X 4 73500 0 0
BROCADE COMMUNICATIONS SYS INC COM 11162110 50,129 212,409 X 6 202474 130 9805
BROOKFIELD PPTYS CORP COM 11290010 2,760 170,500 X 6 166500 0 4000
BROWN & BROWN INC COM 11523610 2,673 84,200 X 4 84200 0 0
BROWN FORMAN CORP CL B 11563720 1,083 19,784 X X 6 14984 300 4500
BROWN FORMAN CORP CL B 11563720 1,111 20,300 X 6 20300 0 0
BRYN MAWR BK CORP COM 11766510 311 14,800 X X 6 14800 0 0
BSB BANCORP COM 05565210 5,281 236,000 X 2 236000 0 0
BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 2,127 73,972 X X 6 65522 2900 5550
BUCKEYE PARTNERS L P UNIT LTD PARTN 11823010 2,634 91,626 X 6 91626 0 0
BURLINGTON NORTHN SANTA FE CP COM 12189T10 824 38,225 X 16 38225 0 0
BURLINGTON NORTHN SANTA FE CP COM 12189T10 2,915 135,200 X 4 135200 0 0
BURLINGTON NORTHN SANTA FE CP COM 12189T10 8,138 368,184 X 6 345079 0 23105
BURLINGTON NORTHN SANTA FE CP COM 12189T10 8,159 378,369 X X 6 347755 19932 10682
BURLINGTON RES INC COM 12201410 1,881 51,100 X 2 51100 0 0
BURLINGTON RES INC COM 12201410 2,369 64,343 X 8 85 0 64258
BURLINGTON RES INC COM 12201410 2,728 74,096 X X 6 72598 300 1198
BURLINGTON RES INC COM 12201410 38,913 1,057,065 X 6 1002365 0 54700
BUSINESS OBJECTS S A SPONSORED ADR 12328X10 1,297 11,470 X X 6 11470 0 0
BUSINESS OBJECTS S A SPONSORED ADR 12328X10 4,164 36,830 X 6 36680 0 150
BVR TECHNOLOGIES LTD ORD M2051410 280 40,000 X 14 40000 0 0
C & F FINL CORP COM 12466Q10 209 12,790 X 12 12790 0 0
C COR NET CORP COM 12501010 1,948 127,184 X 16 127184 0 0
C H ROBINSON WORLDWIDE INC COM 12541W10 5,399 97,400 X 12 97400 0 0
C P & L ENERGY INC COM 12614C10 858 20,587 X 8 0 020587.26
C P & L ENERGY INC COM 12614C10 4,290 102,897 X X 6 66147 10400 26350
C P & L ENERGY INC COM 12614C10 5,765 138,287 X 6 133714.4 300 4273
C&D TECHNOLOGIES INC COM 12466110 1,325 23,352 X 16 23352 0 0
C&D TECHNOLOGIES INC COM 12466110 1,504 26,498 X 8 0 0 26498
C&D TECHNOLOGIES INC COM 12466110 12,891 227,650 X 12 227650 0 0
CABLE & WIRELESS PUB LTD CO SPONSORED ADR 12683020 506 11,882 X 8 0 0 11882
CABLE DESIGN TECHNOLOGIES CORP COM 12692410 710 29,203 X 6 29203 0 0
CABLE DESIGN TECHNOLOGIES CORP COM 12692410 5,089 209,328 X 16 209328 0 0
CABLETRON SYS INC COM 12692010 425 14,483 X 8 3900 0 10583
CABLETRON SYS INC COM 12692010 495 16,850 X 6 16850 0 0
CABLEVISION SYS CORP CL A 12686C10 1,109 16,728 X X 6 14828 1900 0
CABLEVISION SYS CORP CL A 12686C10 25,877 390,222 X 6 372922 0 17300
CABOT MICROELECTRONICS CORP COM 12709P10 5,283 108,300 X 12 108300 0 0
CABOT OIL & GAS CORP CL A 12709710 1,302 66,400 X 2 66400 0 0
CADBURY SCHWEPPES PLC ADR 12720930 331 13,770 X 6 13770 0 0
CADENCE DESIGN SYSTEM INC COM 12738710 1,088 42,340 X X 6 25290 8550 8500
CADENCE DESIGN SYSTEM INC COM 12738710 1,140 44,364 X 8 0 0 44364
CADENCE DESIGN SYSTEM INC COM 12738710 1,989 77,413 X 6 75663 0 1750
CADENCE DESIGN SYSTEM INC COM 12738710 16,827 655,060 X 2 655060 0 0
CAL DIVE INTL INC COM 12791410 13,908 242,900 X 4 242900 0 0
CALIPER TECHNOLOGIES CORP COM 13087610 9,562 165,300 X 4 165300 0 0
CALLAWAY GOLF CO COM 13119310 2,444 158,936 X 16 158936 0 0
CALLON PETE CO DEL COM 13123X10 364 23,026 X 6 23026 0 0
CALLON PETE CO DEL PFD A CV EXCH 13123X20 3,527 95,000 X 2 95000 0 0
CALLON PETE CO DEL COM 13123X10 7,856 496,817 X 16 496817 0 0
CALPINE CORP COM 13134710 1,412 80,000 X 12 80000 0 0
CALPINE CORP COM 13134710 1,638 15,690 X X 6 15390 300 0
CALPINE CORP COM 13134710 3,956 37,900 X 4 37900 0 0
CALPINE CORP COM 13134710 5,622 53,865 X 8 260 0 53605
CALPINE CORP COM 13134710 34,134 327,035 X 6 313835 0 13200
CAMBREX CORP COM 13201110 2,295 58,500 X 2 58500 0 0
CAMBREX CORP COM 13201110 2,348 63,465 X 16 63465 0 0
CAMDEN PPTY TR SH BEN INT 13313110 558 18,000 X X 6 18000 0 0
CAMDEN PPTY TR SH BEN INT 13313110 764 24,652 X 8 0 0 24652
CAMINUS CORP COM 13376610 2,822 71,000 X 4 71000 0 0
CAMPBELL SOUP CO COM 13442910 1,620 62,601 X 8 600 0 62001
CAMPBELL SOUP CO COM 13442910 6,091 235,416 X 6 234415.9 0 1000
CAMPBELL SOUP CO COM 13442910 9,356 361,597 X X 6 246307 6400 108890
CANADIAN NATL RY CO COM 13637510 543 18,528 X X 6 16341 1142 1045
CANADIAN NATL RY CO COM 13637510 15,968 544,754 X 6 542276 347 2131
CANYON RESOURCES CORP COM NEW 13886930 437 499,750 X 4 499750 0 0
CAPITAL ONE FINL CORP COM 14040H10 1,279 18,255 X 8 703.37 0 17552
CAPITAL ONE FINL CORP COM 14040H10 23,411 334,140 X 6 330250.3 900 2990
CAPITAL ONE FINL CORP COM 14040H10 79,680 1,137,272 X X 6 35924 1072369 28979
CAPSTONE TURBINE CORP COM 14067D10 1,194 17,245 X 8 0 0 17245
CARAUSTAR INDS INC COM 14090910 11,981 1,083,054 X 6 1083054 0 0
CARDINAL HEALTH INC COM 14149Y10 1,096 12,431 X X 1 12431 0 0
CARDINAL HEALTH INC COM 14149Y10 4,401 49,901 X X 6 29999 724 19178
CARDINAL HEALTH INC COM 14149Y10 6,094 69,100 X 2 69100 0 0
CARDINAL HEALTH INC COM 14149Y10 14,979 169,852 X 16 169852 0 0
CARDINAL HEALTH INC COM 14149Y10 16,106 182,630 X 8 6738 0175892.1
CARDINAL HEALTH INC COM 14149Y10 25,564 301,314 X 6 297112 0 4202
CARDINAL HEALTH INC COM 14149Y10 92,646 1,050,560 X 4 1050560 0 0
CAREMARK RX INC COM 14170510 436 38,791 X 2 38791 0 0
CAREMARK RX INC COM 14170510 3,169 290,121 X 12 290121 0 0
CAREMARK RX INC COM 14170510 11,268 1,001,600 X 4 1001600 0 0
CARNIVAL CORP COM 14365810 320 13,000 X 14 13000 0 0
CARNIVAL CORP COM 14365810 1,214 49,304 X 8 5680 043623.66
CARNIVAL CORP COM 14365810 1,807 73,400 X X 6 71700 0 1700
CARNIVAL CORP COM 14365810 1,875 76,128 X 6 74828 0 1300
CARPENTER TECHNOLOGY CORP COM 14428510 373 12,812 X 8 0 012812.41
CARPENTER TECHNOLOGY CORP COM 14428510 729 25,031 X 6 24031 0 1000
CARPENTER TECHNOLOGY CORP COM 14428510 1,685 57,857 X X 6 33220 23137 1500
CARRIER1 INTL S A ADR 14450030 1,907 263,000 X 6 263000 0 0
CARTER WALLACE INC COM 14628510 271 11,100 X 8 0 0 11100
CASELLA WASTE SYS INC CL A 14744810 269 26,600 X X 6 0 26600 0
CASELLA WASTE SYS INC CL A 14744810 721 71,176 X 6 71176 0 0
CASTLE A M & CO COM 14841110 441 45,836 X 8 0 045836.29
CATALINA MARKETING CORP COM 14886710 4,357 115,800 X 8 0 0 115800
CATELLUS DEV CORP COM 14911110 363 20,749 X X 6 20749 0 0
CATERPILLAR INC DEL COM 14912310 351 10,366 X 12 10366 0 0
CATERPILLAR INC DEL COM 14912310 2,382 70,579 X 8 1800 068779.32
CATERPILLAR INC DEL COM 14912310 3,849 114,039 X 6 110639 0 3400
CATERPILLAR INC DEL COM 14912310 6,061 179,590 X X 6 143506 18884 17200
CB BANCSHARES INC HAWAII COM 12478510 2,813 100,000 X 2 100000 0 0
CBRL GROUP INC COM 12489V10 537 37,369 X 8 0 0 37369
CDW COMPUTER CTRS INC COM 12512910 960 13,915 X 8 0 0 13915
CDW COMPUTER CTRS INC COM 12512910 10,585 153,409 X 16 153409 0 0
CDW COMPUTER CTRS INC COM 12512910 13,795 205,924 X 6 203046 0 2878
CEDAR FAIR L P DEPOSITRY UNIT 15018510 222 12,050 X 6 12050 0 0
CEDAR FAIR L P DEPOSITRY UNIT 15018510 225 12,200 X X 6 11600 0 600
CEDAR FAIR L P DEPOSITRY UNIT 15018510 587 31,840 X 8 0 0 31840
CELESTICA INC SUB VTG SHS 15101Q10 988 14,270 X 4 14270 0 0
CELL GENESYS INC COM 15092110 3,048 101,605 X 8 0 0 101605
CELL PATHWAYS INC NEW COM 15114R10 533 65,545 X 8 0 0 65545
CELL THERAPEUTICS INC COM 15093410 7,969 119,500 X 4 119500 0 0
CEMEX S A SPON ADR 5 ORD 15129088 808 40,292 X 8 0 0 40292
CEMEX S A SPON ADR 5 ORD 15129088 1,100 54,837 X 4 54837 0 0
CENDANT CORP COM 15131310 652 59,945 X 8 7106 0 52839
CENDANT CORP COM 15131310 1,004 92,284 X X 6 70309 18258 3717
CENDANT CORP COM 15131310 1,524 140,108 X 6 136378 2793 937
CENTER BANCORP INC COM 15140810 229 12,239 X 6 12239 0 0
CENTERPOINT PPTYS TR SH BEN INT 15189510 2,191 47,570 X 6 47570 0 0
CENTRAL EUROPEAN EQUITY FD INC COM 15343610 1,663 130,406 X 17 130406 0 0
CENTRAL SECS CORP COM 15512310 367 10,200 X 17 10200 0 0
CENTURA BKS INC COM 15640T10 532 13,896 X 8 867 0 13029
CENTURA BKS INC COM 15640T10 560 16,300 X 12 16300 0 0
CENTURA BKS INC COM 15640T10 1,025 26,756 X 6 23106 0 3650
CENTURA BKS INC COM 15640T10 1,252 32,680 X 2 32680 0 0
CENTURYTEL INC COM 15670010 5,752 211,100 X 2 211100 0 0
CENTURYTEL INC COM 15670010 6,234 228,765 X X 6 215558 9525 3682
CENTURYTEL INC COM 15670010 62,004 2,275,362 X 6 2187384 400 87578
CERIDIAN CORP COM 15677T10 421 15,000 X X 6 15000 0 0
CERIDIAN CORP COM 15677T10 836 29,800 X 6 29800 0 0
CERPROBE CORP COM 15678710 489 34,950 X 12 34950 0 0
CFM TECHNOLOGIES INC COM 12525K10 1,429 195,418 X X 6 195418 0 0
CFW COMMUNICATION CO COM 12492310 991 36,700 X 6 36700 0 0
CHARMING SHOPPES INC COM 16113310 475 91,100 X 6 91100 0 0
CHARTER COMMUNICATIONS INC DEL CL A 16117M10 384 23,610 X 8 0 0 23610
CHARTER COMMUNICATIONS INC DEL CL A 16117M10 17,765 1,092,200 X 2 1092200 0 0
CHARTER ONE FINL INC COM 16090310 603 24,752 X 8 0 024751.95
CHARTER ONE FINL INC COM 16090310 1,545 63,399 X 2 63399 0 0
CHARTER ONE FINL INC COM 16090310 2,123 87,107 X 6 85082 0 2025
CHASE MANHATTAN CORP NEW COM 16161A10 528 11,432 X 9 10757 0 675
CHASE MANHATTAN CORP NEW COM 16161A10 730 15,800 X 14 15800 0 0
CHASE MANHATTAN CORP NEW COM 16161A10 1,727 37,390 X X 1 34390 3000 0
CHASE MANHATTAN CORP NEW COM 16161A10 1,841 39,855 X 2 39855 0 0
CHASE MANHATTAN CORP NEW COM 16161A10 2,967 64,235 X 1 63935 0 300
CHASE MANHATTAN CORP NEW COM 16161A10 7,035 150,518 X 4 150518 0 0
CHASE MANHATTAN CORP NEW COM 16161A10 9,978 216,040 X 8 3469 0212570.7
CHASE MANHATTAN CORP NEW COM 16161A10 51,133 1,107,082 X X 6 941403 73854 91825
CHASE MANHATTAN CORP NEW COM 16161A10 189,583 4,104,638 X 6 3975442 8820 120376
CHATEAU CMNTYS INC COM 16172610 1,450 54,065 X 6 54065 0 0
CHECK POINT SOFTWARE TECH LTD ORD M2246510 2,607 16,555 X X 6 15378 0 1177
CHECK POINT SOFTWARE TECH LTD ORD M2246510 17,941 113,910 X 6 112773 241 896
CHECK POINT SOFTWARE TECH LTD ORD M2246510 69,231 439,350 X 4 439350 0 0
CHEESECAKE FACTORY INC COM 16307210 522 12,059 X 8 0 0 12059
CHESAPEAKE CORP COM 16515910 473 15,975 X 12 15975 0 0
CHESAPEAKE CORP COM 16515910 645 33,482 X 6 31782 0 1700
CHESAPEAKE ENERGY CORP COM 16516710 611 85,000 X 6 85000 0 0
CHESAPEAKE UTILS CORP COM 16530310 222 12,249 X 8 0 0 12249
CHESAPEAKE UTILS CORP COM 16530310 245 13,518 X X 6 13518 0 0
CHESAPEAKE UTILS CORP COM 16530310 304 16,785 X 6 16785 0 0
CHESAPEAKE UTILS CORP COM 16530310 720 39,700 X 2 39700 0 0
CHEVRON CORPORATION COM 16675110 978 11,535 X 12 11535 0 0
CHEVRON CORPORATION COM 16675110 1,390 16,300 X X 1 15100 1200 0
CHEVRON CORPORATION COM 16675110 1,513 17,750 X 1 17750 0 0
CHEVRON CORPORATION COM 16675110 2,716 31,865 X 8 1200 030664.63
CHEVRON CORPORATION COM 16675110 18,168 213,110 X 2 213110 0 0
CHEVRON CORPORATION COM 16675110 44,922 526,940 X X 6 461694 46215 19031
CHEVRON CORPORATION COM 16675110 59,405 696,835 X 6 688233 0 8602
CHICOS FAS INC COM 16861510 1,267 37,258 X 6 37258 0 0
CHICOS FAS INC COM 16861510 2,033 59,793 X 16 59793 0 0
CHICOS FAS INC COM 16861510 13,048 385,800 X 4 385800 0 0
CHILDRENS PL RETAIL STORES INC COM 16890510 381 14,800 X X 6 0 14800 0
CHILDRENS PL RETAIL STORES INC COM 16890510 4,039 157,200 X 4 157200 0 0
CHILES OFFSHORE INC COM 16888M10 6,269 290,000 X 4 290000 0 0
CHINA FD INC COM 16937310 2,211 232,782 X 17 232782 0 0
CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 1,220 37,625 X 8 0 0 37625
CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M10 1,622 50,000 X 4 50000 0 0
CHIRON CORP COM 17004010 750 16,669 X 8 200 0 16469
CHIRON CORP COM 17004010 1,125 24,990 X 2 24990 0 0
CHIRON CORP COM 17004010 6,561 145,795 X 16 145795 0 0
CHIRON CORP COM 17004010 7,476 157,796 X 6 155028 0 2768
CHOICE ONE COMMUNICATION INC COM 17038P10 3,249 266,602 X 6 266602 0 0
CHOICE ONE COMMUNICATION INC COM 17038P10 5,495 390,950 X 12 390950 0 0
CHOICEPOINT INC COM 17038810 1,070 23,320 X X 6 15320 8000 0
CHROMAVISION MED SYS INC COM 17111P10 239 25,153 X 8 0 0 25153
CHRONIMED INC COM 17116410 229 31,000 X 8 0 0 31000
CHUBB CORP COM 17123210 1,054 13,324 X 8 370 012953.73
CHUBB CORP COM 17123210 7,058 89,205 X 6 88005 0 1200
CHUBB CORP COM 17123210 13,531 171,013 X X 6 156113 14150 750
CHUBB CORP COM 17123210 15,445 195,200 X 2 195200 0 0
CHURCH & DWIGHT INC COM 17134010 7,955 432,936 X 6 432936 0 0
CIENA CORP COM 17177910 1,773 14,436 X X 6 13068 0 1368
CIENA CORP COM 17177910 3,020 24,593 X 8 2760 0 21833
CIENA CORP COM 17177910 16,359 133,200 X 2 133200 0 0
CIENA CORP COM 17177910 64,078 521,800 X 4 521800 0 0
CIGNA CORP COM 12550910 11,661 111,700 X 2 111700 0 0
CIGNA CORP COM 12550910 16,860 161,490 X 4 161490 0 0
CIGNA CORP COM 12550910 33,509 320,968 X X 6 271022 15990 33956
CIGNA CORP COM 12550910 43,946 420,938 X 6 395538 2250 23150
CIGNA HIGH INCOME SHS SH BEN INT 12551D10 366 74,152 X 8 0 0 74152
CIGNA INVTS SECS INC COM 17179X10 4,276 280,400 X 17 280400 0 0
CINCINNATI FINL CORP COM 17206210 414 11,674 X 8 0 0 11674
CINCINNATI FINL CORP COM 17206210 631 17,762 X X 6 17762 0 0
CINCINNATI FINL CORP COM 17206210 4,876 137,360 X 6 137360 0 0
CINERGY CORP COM 17247410 4,072 123,174 X X 6 111918 10781 475
CINERGY CORP COM 17247410 6,759 215,366 X 6 209714 1500 4152
CINTAS CORP COM 17290810 646 14,825 X X 6 6425 0 8400
CIRCLE INTL GROUP INC COM 17257410 5,038 170,500 X 12 170500 0 0
CIRCUIT CITY STORE INC CIRCT CITY GRP 17273710 905 39,352 X X 6 8152 30900 300
CIRCUIT CITY STORE INC CIRCT CITY GRP 17273710 2,081 63,028 X 12 63028 0 0
CIRCUIT CITY STORE INC CIRCT CITY GRP 17273710 5,167 224,635 X 8 8497 0 216138
CIRCUIT CITY STORE INC CIRCT CITY GRP 17273710 5,265 227,361 X 6 61861 0 165500
CIRCUIT CITY STORE INC CIRCT CITY GRP 17273710 5,927 257,760 X 4 257760 0 0
CIRRUS LOGIC CORP COM 17275510 3,964 103,000 X 12 103000 0 0
CIRRUS LOGIC CORP COM 17275510 24,695 612,590 X 6 612590 0 0
CISCO SYS INC COM 17275R10 949 17,168 X X 9 17168 0 0
CISCO SYS INC COM 17275R10 2,588 46,839 X 9 46839 0 0
CISCO SYS INC COM 17275R10 2,807 50,800 X 14 50800 0 0
CISCO SYS INC COM 17275R10 5,634 101,968 X X 1 101968 0 0
CISCO SYS INC COM 17275R10 11,530 208,689 X 1 201493 0 7196
CISCO SYS INC COM 17275R10 12,477 183,600 X 12 183600 0 0
CISCO SYS INC COM 17275R10 60,312 1,091,611 X 8 13650 0 1077961
CISCO SYS INC COM 17275R10 63,249 1,144,787 X 16 1144787 0 0
CISCO SYS INC COM 17275R10 165,761 3,000,200 X 2 3000200 0 0
CISCO SYS INC COM 17275R10 173,972 3,148,750 X 4 3148750 0 0
CISCO SYS INC COM 17275R10 254,205 4,600,998 X X 6 3888417 407205 305376
CISCO SYS INC COM 17275R10 778,354 13,996,548 X 6 13632690 29201 334657
CIT GROUP INC CL A 12557710 252 14,400 X 6 14400 0 0
CIT GROUP INC CL A 12557710 350 20,000 X X 6 20000 0 0
CIT GROUP INC CL A 12557710 565 32,288 X 8 0 0 32288
CITADEL COMMUNICATIONS CORP COM 17285320 2,828 166,335 X 16 166335 0 0
CITIGROUP INC COM 17296710 649 12,000 X X 1 8000 4000 0
CITIGROUP INC COM 17296710 1,442 26,676 X 9 17076 0 9600
CITIGROUP INC COM 17296710 1,538 28,452 X 1 28452 0 0
CITIGROUP INC COM 17296710 1,946 36,000 X 14 36000 0 0
CITIGROUP INC COM 17296710 8,438 121,544 X 12 121544 0 0
CITIGROUP INC COM 17296710 30,150 557,697 X 8 4988 0552709.1
CITIGROUP INC COM 17296710 66,477 1,229,633 X 16 1229633 0 0
CITIGROUP INC COM 17296710 134,145 2,472,252 X 4 2472252 0 0
CITIGROUP INC COM 17296710 143,491 2,654,164 X 2 2654164 0 0
CITIGROUP INC COM 17296710 148,859 2,753,464 X X 6 2011814 572913 168737
CITIGROUP INC COM 17296710 454,333 8,251,458 X 6 8047191 11532 192735
CITIZENS COMMUNICATIONS CO COM 17453B10 913 67,953 X X 6 56176 011777.44
CITIZENS COMMUNICATIONS CO COM 17453B10 2,838 211,225 X 6 205937 0 5288
CITRIX SYS INC COM 17737610 334 16,641 X 6 16641 0 0
CITRIX SYS INC COM 17737610 377 18,791 X 8 0 0 18791
CITY NATL CORP COM 17856610 1,457 37,710 X 2 37710 0 0
CIVIC BANCORP COM 17878810 3,363 220,500 X 2 220500 0 0
CLAYTON HOMES INC COM 18419010 1,633 163,330 X 6 163330 0 0
CLEAR CHANNEL COMMUNICATIONS COM 18450210 744 13,160 X X 6 9212 3948 0
CLEAR CHANNEL COMMUNICATIONS COM 18450210 1,387 18,200 X 12 18200 0 0
CLEAR CHANNEL COMMUNICATIONS COM 18450210 2,906 51,430 X 4 51430 0 0
CLEAR CHANNEL COMMUNICATIONS COM 18450210 5,636 99,756 X 8 8237 0 91519
CLEAR CHANNEL COMMUNICATIONS COM 18450210 6,720 118,937 X 6 106890 0 12047
CLEAR CHANNEL COMMUNICATIONS COM 18450210 11,844 209,630 X 16 209630 0 0
CLEAR CHANNEL COMMUNICATIONS COM 18450210 30,206 534,618 X 2 534618 0 0
CLEARNET COMMUNICATIONS INC CL A NON-VTG 18490210 1,898 45,000 X 12 45000 0 0
CLECO CORP NEW COM 12561W10 1,935 43,500 X 2 43500 0 0
CLOROX CO DEL COM 18905410 495 12,520 X 8 0 0 12520
CLOROX CO DEL COM 18905410 3,286 83,055 X X 6 66101 11162 5792
CLOROX CO DEL COM 18905410 13,064 330,200 X 2 330200 0 0
CLOROX CO DEL COM 18905410 16,989 429,433 X 6 421258 750 7425
CMGI INC COM 12575010 341 12,190 X X 6 12190 0 0
CMGI INC COM 12575010 977 34,963 X 8 0 0 34963
CMGI INC COM 12575010 1,138 40,725 X 6 38725 0 2000
CMS ENERGY CORP ADJ CV TR8.75% 12589630 1,159 38,000 X 4 38000 0 0
CMS ENERGY CORP COM 12589610 1,790 66,462 X X 6 58302 2660 5500
CMS ENERGY CORP ADJ CV TR8.75% 12589630 8,252 258,900 X 6 258900 0 0
CMS ENERGY CORP COM 12589610 12,905 479,076 X 6 472801 3300 2975
CMS ENERGY CORP ADJ CV TR8.75% 12589630 13,961 438,000 X 2 438000 0 0
CNET NETWORKS INC COM 12613R10 761 24,780 X 6 24580 0 200
CNET NETWORKS INC COM 12613R10 15,276 627,100 X 4 627100 0 0
CNF TRANSN INC COM 12612W10 1,313 59,000 X 2 59000 0 0
CNF TRANSN INC COM 12612W10 6,281 282,300 X 6 281500 0 800
CNH GLOBAL N V ORD N2093510 14,043 1,404,250 X 2 1404250 0 0
COASTAL CORP COM 19044110 1,641 22,142 X X 6 13432 0 8710
COASTAL CORP COM 19044110 4,563 61,553 X 6 59793 0 1760
COCA COLA CO COM 19121610 637 11,555 X X 9 10555 1000 0
COCA COLA CO COM 19121610 910 16,500 X 14 16500 0 0
COCA COLA CO COM 19121610 1,231 22,339 X 9 4779 0 17560
COCA COLA CO COM 19121610 2,942 53,363 X 16 53363 0 0
COCA COLA CO COM 19121610 2,947 51,450 X 12 51450 0 0
COCA COLA CO COM 19121610 3,101 56,259 X 1 56209 0 50
COCA COLA CO COM 19121610 4,769 86,520 X X 1 86520 0 0
COCA COLA CO COM 19121610 13,209 239,625 X 8 2966.163 0236659.2
COCA COLA CO COM 19121610 57,076 1,035,400 X 2 1035400 0 0
COCA COLA CO COM 19121610 245,142 4,447,028 X X 6 3967523 157060 322445
COCA COLA CO COM 19121610 313,574 5,681,731 X 6 5439326 8780 233625
COCA COLA ENTERPRISES INC COM 19121910 507 31,801 X 6 31801.19 0 0
COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 606 30,282 X 4 30282 0 0
COCA-COLA FEMSA S A DE C V SPON ADR REP L 19124110 1,000 50,000 X 2 50000 0 0
COGNIZANT TECHNOLOGY SOLUTIONS CL A 19244610 2,827 72,500 X 4 72500 0 0
COHERENT INC COM 19247910 2,103 30,920 X 16 30920 0 0
COHERENT INC COM 19247910 36,620 539,400 X 4 539400 0 0
COHU INC COM 19257610 276 10,250 X 12 10250 0 0
COLE KENNETH PRODTNS INC CL A 19329410 2,356 66,710 X 16 66710 0 0
COLGATE PALMOLIVE CO COM 19416210 511 10,823 X 9 10823 0 0
COLGATE PALMOLIVE CO COM 19416210 2,125 45,030 X 1 44030 0 1000
COLGATE PALMOLIVE CO COM 19416210 3,632 76,950 X 2 76950 0 0
COLGATE PALMOLIVE CO COM 19416210 7,295 154,563 X 16 154563 0 0
COLGATE PALMOLIVE CO COM 19416210 11,593 245,615 X 8 4127.665 0241487.7
COLGATE PALMOLIVE CO COM 19416210 16,865 357,310 X 4 357310 0 0
COLGATE PALMOLIVE CO COM 19416210 68,113 1,443,077 X X 6 1126962 258232 57883
COLGATE PALMOLIVE CO COM 19416210 112,941 2,384,270 X 6 2318210 648359577.47
COLONIAL INTER HIGH INCOME FD SH BEN INT 19576310 295 52,464 X 8 0 0 52464
COLONIAL PPTYS TR COM SH BEN INT 19587210 671 26,129 X 8 400 025728.57
COLUMBIA BKG SYS INC COM 19723610 1,886 142,230 X 2 142230 0 0
COLUMBIA ENERGY GROUP COM 19764810 1,333 18,772 X 6 18672 0 100
COLUMBIA SPORTSWEAR CO COM 19851610 2,237 48,769 X 16 48769 0 0
COLUMBIA SPORTSWEAR CO COM 19851610 2,441 53,200 X 4 53200 0 0
COM21 INC COM 20593710 351 25,980 X 8 0 0 25980
COMCAST CORP CL A 20030010 447 10,995 X X 6 6795 3000 1200
COMCAST CORP CL A 20030010 563 13,845 X 6 8945 0 4900
COMCAST CORP CL A SPL 20030020 884 21,600 X 14 21600 0 0
COMCAST CORP CL A SPL 20030020 2,088 51,008 X 8 3000 0 48008
COMCAST CORP CL A SPL 20030020 4,319 105,510 X 2 105510 0 0
COMCAST CORP CL A SPL 20030020 4,477 109,355 X X 6 106655 0 2700
COMCAST CORP CL A SPL 20030020 24,882 607,802 X 6 569140 0 38662
COMDISCO INC COM 20033610 336 17,651 X 8 0 0 17651
COMDISCO INC COM 20033610 379 19,900 X 6 19900 0 0
COMERICA INC COM 20034010 671 11,489 X 8 0 0 11489
COMERICA INC COM 20034010 2,503 42,830 X 6 42830 0 0
COMERICA INC COM 20034010 5,122 87,657 X X 6 81007 6650 0
COMERICA INC COM 20034010 7,205 123,300 X 2 123300 0 0
COMMERCE BANCORP INC NJ COM 20051910 7,040 127,053 X 12 127053 0 0
COMMERCE BANCSHARES INC COM 20052510 4,832 131,250 X 2 131250 0 0
COMMERCE ONE INC DEL COM 20069310 1,466 18,669 X X 6 16869 1800 0
COMMERCE ONE INC DEL COM 20069310 1,525 19,424 X 16 19424 0 0
COMMERCE ONE INC DEL COM 20069310 2,398 41,221 X 6 40321 0 900
COMMERCE ONE INC DEL COM 20069310 2,405 30,631 X 8 258 0 30373
COMMERCE ONE INC DEL COM 20069310 16,218 206,600 X 2 206600 0 0
COMMERCE ONE INC DEL COM 20069310 26,926 343,000 X 4 343000 0 0
COMMERCIAL BANKSHARES INC COM 20160710 651 37,759 X 2 37759 0 0
COMMERCIAL METALS CO COM 20172310 4,212 165,160 X 16 165160 0 0
COMMONWEALTH TEL ENTERPRISES COM 20334910 402 10,904 X 6 9874 0 1030
COMMSCOPE INC COM 20337210 1,161 47,382 X 16 47382 0 0
COMMSCOPE INC COM 20337210 1,538 62,781 X X 6 60581 1400 800
COMMSCOPE INC COM 20337210 1,702 56,000 X 12 56000 0 0
COMMSCOPE INC COM 20337210 28,267 1,141,617 X 6 1130162 0 11455
COMMUNICATION INTELLIGENCE NEW COM 20338K10 299 133,095 X 8 0 0 133095
COMMUNICATIONS SYS INC COM 20390010 939 70,200 X 2 70200 0 0
COMMUNITY HEALTH SYS INC NEWCO COM 20366810 6,608 217,000 X 12 217000 0 0
COMMUNITY TR BANCORP INC COM 20414910 942 60,519 X 6 60519 0 0
COMPANHIA BRASILEIRA DE DISTRB ADR 20440T20 692 18,600 X 4 18600 0 0
COMPANHIA DE BEBIDAS DAS AMERS SPON ADR PFD 20441W20 477 21,550 X 6 21550 0 0
COMPANHIA DE BEBIDAS DAS AMERS SPON ADR PFD 20441W20 735 33,200 X 14 33200 0 0
COMPANHIA PARANAENSE ENERG COP SPON ADR PFD 20441B40 1,425 160,599 X 6 160000 0 599
COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 1,598 63,400 X 4 63400 0 0
COMPANIA ANONIMA NACIONL TEL SPON ADR D 20442110 278 11,360 X 6 11360 0 0
COMPANIA DE MINAS BUENAVENTURA SPON ADR SER B 20444810 706 50,000 X 4 50000 0 0
COMPANIA DE TELECOMUNICS CHILE SPON ADR NEW 20444930 447 25,700 X 4 25700 0 0
COMPAQ COMPUTER CORP COM 20449310 288 10,437 X 1 10437 0 0
COMPAQ COMPUTER CORP COM 20449310 342 12,400 X X 1 10800 1600 0
COMPAQ COMPUTER CORP COM 20449310 515 20,135 X 12 20135 0 0
COMPAQ COMPUTER CORP COM 20449310 2,038 73,900 X 14 73900 0 0
COMPAQ COMPUTER CORP COM 20449310 6,654 241,120 X 4 241120 0 0
COMPAQ COMPUTER CORP COM 20449310 11,673 423,240 X 8 4844 0418396.2
COMPAQ COMPUTER CORP COM 20449310 15,100 547,500 X 2 547500 0 0
COMPAQ COMPUTER CORP COM 20449310 24,248 879,185 X X 6 750793 77478 50914
COMPAQ COMPUTER CORP COM 20449310 34,758 1,260,272 X 16 1260272 0 0
COMPAQ COMPUTER CORP COM 20449310 110,046 3,981,232 X 6 3692245 6600 282387
COMPASS BANCSHARES INC COM 20449H10 2,684 137,636 X 6 2015 0 135621
COMPUCREDIT CORP COM 20478N10 7,464 133,067 X 16 133067 0 0
COMPUTER ASSOC INTL INC COM 20491210 769 30,541 X 8 49 030491.81
COMPUTER ASSOC INTL INC COM 20491210 1,395 55,400 X 2 55400 0 0
COMPUTER ASSOC INTL INC COM 20491210 6,583 261,355 X X 6 234076 19267 8012
COMPUTER ASSOC INTL INC COM 20491210 7,411 208,730 X 12 208730 0 0
COMPUTER ASSOC INTL INC COM 20491210 18,142 720,279 X 6 710479 300 9500
COMPUTER MOTION INC COM 20525310 2,564 269,851 X 16 269851 0 0
COMPUTER SCIENCES CORP COM 20536310 4,691 63,180 X X 6 53880 7900 1400
COMPUTER SCIENCES CORP COM 20536310 4,978 67,042 X 6 49722 0 17320
COMPUTER SCIENCES CORP COM 20536310 10,113 136,200 X 2 136200 0 0
COMPUTER SCIENCES CORP COM 20536310 35,191 473,689 X 12 473689 0 0
COMPUWARE CORP COM 20563810 457 54,540 X X 6 51015 2425 1100
COMPUWARE CORP COM 20563810 1,290 153,995 X 6 151070 0 2925
COMSTOCK RES INC COM NEW 20576820 208 18,300 X 6 18300 0 0
COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 13,699 126,847 X X 6 117808 7512 1527
COMVERSE TECHNOLOGY INC COM PAR $0.10 20586240 59,452 550,484 X 6 543169 593 6722
CONAGRA INC COM 20588710 579 28,864 X 8 0 028864.09
CONAGRA INC COM 20588710 4,188 208,752 X 16 208752 0 0
CONAGRA INC COM 20588710 12,619 628,976 X X 6 140894 47867 440215
CONAGRA INC COM 20588710 13,183 653,377 X 6 648143.1 0 5234
CONCORD CAMERA CORP COM 20615610 5,431 214,500 X 12 214500 0 0
CONCORD EFS INC COM 20619710 359 10,100 X 14 10100 0 0
CONCORD EFS INC COM 20619710 559 15,750 X 6 0 0 15750
CONCORD EFS INC COM 20619710 6,624 202,399 X 12 202399 0 0
CONDUCTUS INC COM 20678410 6,439 438,200 X 4 438200 0 0
CONE MLS CORP N C COM 20681410 1,693 376,249 X 6 376249 0 0
CONECTIV INC COM 20682910 990 55,357 X X 6 48875 4829 1653
CONECTIV INC COM 20682910 1,357 75,905 X 6 73553 0 2352
CONESTOGA ENTERPRISES INC COM 20701510 321 16,672 X 6 16672 0 0
CONEXANT SYSTEMS INC COM 20714210 665 15,874 X 8 0 0 15874
CONEXANT SYSTEMS INC COM 20714210 1,023 24,429 X X 6 20729 3700 0
CONEXANT SYSTEMS INC COM 20714210 1,795 42,872 X 6 41472 200 1200
CONMED CORP COM 20741010 1,036 72,600 X 2 72600 0 0
CONNETICS CORP COM 20819210 504 21,000 X 4 21000 0 0
CONOCO INC CL B 20825140 288 10,703 X 8 0 010702.65
CONOCO INC CL B 20825140 331 12,283 X 1 12283 0 0
CONOCO INC CL A 20825130 336 12,850 X 1 12850 0 0
CONOCO INC CL A 20825130 371 14,200 X X 1 14200 0 0
CONOCO INC CL B 20825140 371 15,108 X 12 15108 0 0
CONOCO INC CL B 20825140 626 27,297 X 4 27297 0 0
CONOCO INC CL B 20825140 1,211 44,955 X X 1 40534 4421 0
CONOCO INC CL B 20825140 1,631 60,540 X X 6 56422 2706 1412
CONOCO INC CL A 20825130 16,087 615,775 X 6 609030 0 6745
CONOCO INC CL B 20825140 21,133 784,508 X 2 784508 0 0
CONOCO INC CL B 20825140 35,742 1,326,860 X 6 1259010 400 67450
CONSECO INC COM 20846410 225 29,506 X 6 29506 0 0
CONSOLIDATED EDISON INC COM 20911510 4,465 130,832 X X 6 107850 9105 13877
CONSOLIDATED EDISON INC COM 20911510 10,142 297,100 X 4 297100 0 0
CONSOLIDATED EDISON INC COM 20911510 13,650 400,000 X 2 400000 0 0
CONSOLIDATED EDISON INC COM 20911510 15,691 459,821 X 6 458521 0 1300
CONSOLIDATED STORES CORP COM 21014910 2,514 186,192 X 6 186192 0 0
CONSTELLATION ENERGY CORP COM 21037110 754 15,157 X 8 0 0 15157
CONSTELLATION ENERGY CORP COM 21037110 1,542 31,000 X 2 31000 0 0
CONSTELLATION ENERGY CORP COM 21037110 7,139 143,490 X X 6 94037.08 46803 2650
CONSTELLATION ENERGY CORP COM 21037110 7,324 147,215 X 6 137879.1 0 9336
CONSTELLATION ENERGY CORP COM 21037110 14,234 296,350 X 4 296350 0 0
CONVERGYS CORP COM 21248510 721 18,558 X X 6 18558 0 0
CONVERGYS CORP COM 21248510 1,398 35,966 X 6 35966 0 0
CONVERGYS CORP COM 21248510 34,711 892,900 X 2 892900 0 0
COOLSAVINGS COM INC COM 21648510 1,215 444,350 X 6 423800 0 20550
COOPER COS INC COM NEW 21664840 3,143 88,850 X 12 88850 0 0
COOPER INDS INC COM 21666910 753 21,363 X 6 20663 0 700
COOPER INDS INC COM 21666910 851 24,148 X X 6 20676 2572 900
COOPER TIRE & RUBR CO COM 21683110 332 32,949 X 8 0 0 32949.4
COOPER TIRE & RUBR CO COM 21683110 360 35,728 X X 6 35728 0 0
COORS ADOLPH CO CL B 21701610 4,820 76,284 X 16 76284 0 0
COORS ADOLPH CO CL B 21701610 5,625 89,246 X 6 87648 0 1598
COORSTEK INC COM 21702010 2,088 55,100 X 4 55100 0 0
COPART INC COM 21720410 272 19,632 X 6 19632 0 0
COPART INC COM 21720410 5,787 417,066 X 16 417066 0 0
COPART INC COM 21720410 7,655 533,500 X 12 533500 0 0
COPPER MTN NETWORKS INC COM 21751010 22,906 611,500 X 4 611500 0 0
COR THERAPEUTICS INC COM 21775310 11,908 191,100 X 4 191100 0 0
CORE LABORATORIES N V COM N2271710 266 10,821 X 6 10821 0 0
CORE LABORATORIES N V COM N2271710 4,634 188,668 X 16 188668 0 0
CORE LABORATORIES N V COM N2271710 5,342 217,500 X 4 217500 0 0
CORE LABORATORIES N V COM N2271710 13,955 568,050 X 12 568050 0 0
CORIXA CORP COM 21887F10 3,186 63,397 X 16 63397 0 0
CORN PRODS INTL INC COM 21902310 319 14,032 X X 6 12919 800 313
CORN PRODS INTL INC COM 21902310 323 14,218 X 6 9496 0 4722
CORNING INC COM 21935010 10,572 35,596 X X 1 35596 0 0
CORNING INC COM 21935010 20,479 68,953 X 8 100 068852.67
CORNING INC COM 21935010 25,152 84,688 X 16 84688 0 0
CORNING INC COM 21935010 35,646 120,020 X 4 120020 0 0
CORNING INC COM 21935010 54,460 183,368 X X 6 144472 26200 12696
CORNING INC COM 21935010 64,419 216,900 X 2 216900 0 0
CORNING INC COM 21935010 122,288 412,412 X 6 407130 0 5282
CORPORATE EXECUTIVE BRD CO COM 21988R10 3,797 94,347 X 16 94347 0 0
CORPORATE HIGH YIELD FD III COM 21992510 310 30,411 X 8 0 0 30411
CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 304 30,600 X X 6 0 0 30600
CORSAIR COMMUNICATIONS INC COM 22040610 1,958 139,600 X 12 139600 0 0
CORVAS INTL INC COM 22100510 592 25,475 X 8 0 0 25475
COSTCO WHSL CORP NEW COM 22160K10 386 12,080 X 4 12080 0 0
COSTCO WHSL CORP NEW COM 22160K10 886 25,366 X 8 0 0 25366
COSTCO WHSL CORP NEW COM 22160K10 1,788 51,164 X X 6 44964 6200 0
COSTCO WHSL CORP NEW COM 22160K10 4,798 137,338 X 6 137338 0 0
COTT CORP QUE COM 22163N10 389 64,800 X 8 0 0 64800
COUNTRYWIDE CR INDS INC DEL COM 22237210 2,269 60,100 X 2 60100 0 0
COUNTRYWIDE CR INDS INC DEL COM 22237210 19,696 521,999 X 6 497849 0 24150
COVAD COMMUNICATIONS GROUP INC COM 22281420 248 18,544 X 8 0 0 18544
COVANCE INC COM 22281610 230 28,108 X X 6 20683 3825 3600
COX COMMUNICATIONS INC NEW CL A 22404410 6,105 159,600 X 2 159600 0 0
COX RADIO INC CL A 22405110 479 17,100 X 12 17100 0 0
CRAWFORD & CO CL B 22463310 459 37,650 X 8 0 0 37650
CREDENCE SYS CORP COM 22530210 366 12,214 X 8 200 0 12014
CREDENCE SYS CORP COM 22530210 1,099 36,632 X 16 36632 0 0
CREE INC COM 22544710 2,041 17,560 X 16 17560 0 0
CREE INC COM 22544710 43,295 372,700 X 4 372700 0 0
CRESCENDO PHARMACEUTICALS CORP CL A 22563710 264 12,858 X 8 0 0 12858
CROMPTON CORP COM 22711610 997 126,600 X 4 126600 0 0
CROMPTON CORP COM 22711610 2,309 276,700 X 2 276700 0 0
CROSS TIMBERS OIL CO COM 22757310 1,933 101,500 X 2 101500 0 0
CROSS TIMBERS OIL CO COM 22757310 9,412 490,550 X 4 490550 0 0
CROWN CASTLE INTL CORP COM 22822710 650 20,920 X 16 20920 0 0
CROWN CASTLE INTL CORP COM 22822710 710 22,850 X X 6 50 22300 500
CROWN CASTLE INTL CORP COM 22822710 1,855 70,000 X 12 70000 0 0
CROWN CASTLE INTL CORP COM 22822710 1,885 60,700 X 2 60700 0 0
CROWN CASTLE INTL CORP COM 22822710 9,718 310,920 X 6 310920 0 0
CROWN CORK & SEAL INC COM 22825510 372 34,770 X 8 0 0 34770
CROWN CORK & SEAL INC COM 22825510 436 40,778 X 6 33228 0 7550
CROWN CORK & SEAL INC COM 22825510 704 65,850 X X 6 32670 18780 14400
CROWN PAC PARTNERS L P UNIT LTD PARTN 22843910 221 12,700 X 8 0 0 12700
CSG SYS INTL INC COM 12634910 835 17,400 X 2 17400 0 0
CSG SYS INTL INC COM 12634910 911 16,250 X 12 16250 0 0
CSX CORP COM 12640810 1,637 75,029 X 8 500 074529.48
CSX CORP COM 12640810 2,029 93,010 X 6 91320 0 1690
CSX CORP COM 12640810 2,952 135,347 X X 6 119501 10922 4924
CT COMMUNICATIONS INC COM NEW 12642640 4,237 208,590 X X 6 194590 0 14000
CT COMMUNICATIONS INC COM NEW 12642640 7,653 376,781 X 6 376781 0 0
CTC COMMUNICATIONS GROUP INC COM 12641910 1,721 85,000 X 6 85000 0 0
CUBIST PHARMACEUTICALS INC COM 22967810 2,874 55,150 X 12 55150 0 0
CUBIST PHARMACEUTICALS INC COM 22967810 10,690 205,800 X 4 205800 0 0
CULLEN FROST BANKERS INC COM 22989910 3,391 107,700 X 2 107700 0 0
CULP INC COM 23021510 9,635 2,408,750 X 6 0 2408750 0
CURAGEN CORP COM 23126R10 2,929 54,965 X 16 54965 0 0
CURAGEN CORP COM 23126R10 10,426 196,400 X 4 196400 0 0
CURIS INC COM 23126910 477 23,916 X 6 23916 0 0
CURRENT INCOME SHS INC COM 23129810 1,444 134,300 X 17 134300 0 0
CV THERAPEUTICS INC COM 12666710 3,123 40,155 X 8 0 0 40155
CV THERAPEUTICS INC COM 12666710 12,499 160,600 X 4 160600 0 0
CVS CORP COM 12665010 676 14,600 X 14 14600 0 0
CVS CORP COM 12665010 1,463 31,598 X 8 1800 029797.64
CVS CORP COM 12665010 2,642 57,058 X X 6 40317 8566 8175
CVS CORP COM 12665010 4,755 102,665 X 6 102465 0 200
CVS CORP COM 12665010 12,365 267,000 X 2 267000 0 0
CYPRESS SEMICONDUCTOR CORP COM 23280610 587 13,900 X 12 13900 0 0
CYPRESS SEMICONDUCTOR CORP COM 23280610 674 16,211 X 6 16211 0 0
CYPRESS SEMICONDUCTOR CORP COM 23280610 2,169 52,198 X 8 0 0 52198
CYPRESS SEMICONDUCTOR CORP COM 23280610 4,323 104,021 X 16 104021 0 0
CYPRESS SEMICONDUCTOR CORP COM 23280610 49,320 1,187,150 X 4 1187150 0 0
CYTEC INDS INC COM 23282010 712 21,304 X X 6 14741 6113 450
CYTEC INDS INC COM 23282010 11,414 341,358 X 6 339758 0 1600
CYTYC CORP COM 23294610 1,592 36,915 X 16 36915 0 0
CYTYC CORP COM 23294610 4,171 94,300 X 12 94300 0 0
D & E COMMUNICATIONS INC COM 23286010 355 13,006 X 8 0 0 13006
D R HORTON INC COM 23331A10 2,439 141,918 X X 6 128075 13843 0
DAIMLERCHRYSLER AG ORD D1668R12 589 13,275 X 1 13275 0 0
DAIMLERCHRYSLER AG ORD D1668R12 838 18,872 X 8 249 018623.26
DAIMLERCHRYSLER AG ORD D1668R12 1,941 43,733 X X 6 378092075.678 3848
DAIMLERCHRYSLER AG ORD D1668R12 1,977 44,536 X 6 43620 0 916
DAIN RAUSCHER CORP COM 23385610 10,304 110,800 X 16 110800 0 0
DANA CORP COM 23581110 483 22,484 X 8 0 022484.39
DANA CORP COM 23581110 585 27,223 X 6 27223 0 0
DANA CORP COM 23581110 1,293 60,144 X X 6 43944 5600 10600
DANA CORP COM 23581110 6,450 300,000 X 2 300000 0 0
DANAHER CORP DEL COM 23585110 3,054 61,392 X 8 4356 057036.06
DANAHER CORP DEL COM 23585110 4,152 83,456 X 6 62106 0 21350
DANAHER CORP DEL COM 23585110 10,020 201,400 X 2 201400 0 0
DANAHER CORP DEL COM 23585110 35,003 716,670 X 12 716669.9 0 0
DARDEN RESTAURANTS INC COM 23719410 1,615 77,611 X X 6 70151 5200 2260
DARDEN RESTAURANTS INC COM 23719410 4,960 238,334 X 6 235334 0 3000
DATALINK NET INC COM NEW 23804A20 421 41,350 X 8 14000 0 27350
DATASTREAM SYS INC COM 23812410 319 24,773 X 8 0 0 24773
DAVOX CORP COM 23920810 1,503 149,400 X 4 149400 0 0
DE BEERS CONS MINES LTD ADR DEFD 24025330 385 13,950 X 6 13950 0 0
DEAN FOODS CO COM 24236110 1,395 41,435 X 6 41435 0 0
DEERE & CO COM 24419910 562 16,900 X 2 16900 0 0
DEERE & CO COM 24419910 987 29,698 X 8 400 029297.96
DEERE & CO COM 24419910 4,618 138,883 X X 6 96198 26824 15861
DEERE & CO COM 24419910 11,250 338,360 X 4 338360 0 0
DEERE & CO COM 24419910 11,354 341,484 X 6 333059 1800 6625
DELL COMPUTER CORP COM 24702510 743 24,108 X 9 24108 0 0
DELL COMPUTER CORP COM 24702510 1,157 37,550 X X 1 37550 0 0
DELL COMPUTER CORP COM 24702510 1,921 62,330 X 4 62330 0 0
DELL COMPUTER CORP COM 24702510 2,678 54,544 X 12 54544 0 0
DELL COMPUTER CORP COM 24702510 8,720 283,000 X 2 283000 0 0
DELL COMPUTER CORP COM 24702510 10,424 338,300 X 8 3650 0 334650
DELL COMPUTER CORP COM 24702510 18,458 599,030 X X 6 509141 24761 65128
DELL COMPUTER CORP COM 24702510 80,694 2,618,856 X 6 2551537 6054 61265
DELPHI AUTOMOTIVE SYS CORP COM 24712610 314 20,742 X 8 0 020742.16
DELPHI AUTOMOTIVE SYS CORP COM 24712610 552 36,483 X 9 1473 0 35010
DELPHI AUTOMOTIVE SYS CORP COM 24712610 1,682 111,177 X X 6 86230 17177 7770
DELPHI AUTOMOTIVE SYS CORP COM 24712610 3,171 209,709 X 4 209709 0 0
DELPHI AUTOMOTIVE SYS CORP COM 24712610 3,187 210,686 X 6 202556 0 8130
DELPHI AUTOMOTIVE SYS CORP COM 24712610 4,830 319,350 X 16 319350 0 0
DELTA AIR LINES INC DEL COM 24736110 470 10,600 X X 6 10600 0 0
DELTA AIR LINES INC DEL COM 24736110 913 20,570 X 6 20570 0 0
DELTATHREE COM INC CL A 24783N10 254 70,000 X 14 70000 0 0
DELTIC TIMBER CORP COM 24785010 1,236 73,000 X 2 73000 0 0
DELUXE CORP COM 24801910 246 12,100 X X 6 10300 1800 0
DELUXE CORP COM 24801910 312 15,354 X 6 15354 0 0
DENDRITE INTL INC COM 24823910 2,440 91,000 X 2 91000 0 0
DENDRITE INTL INC COM 24823910 9,656 346,900 X 12 346900 0 0
DENTSPLY INTL INC NEW COM 24903010 2,088 60,200 X 2 60200 0 0
DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 448 13,087 X 8 100 0 12987
DEVON ENERGY CORP NEW COM 25179M10 685 11,384 X 6 11384 0 0
DEVON ENERGY CORP NEW COM 25179M10 698 11,601 X X 6 10158 510 933
DEVON ENERGY CORP NEW COM 25179M10 13,884 230,830 X 2 230830 0 0
DEVON ENERGY CORP NEW COM 25179M10 64,266 1,068,300 X 4 1068300 0 0
DEVRY INC DEL COM 25189310 500 13,300 X 6 13300 0 0
DEVRY INC DEL COM 25189310 52,848 1,404,468 X 4 1404468 0 0
DIAGEO P L C SPON ADR NEW 25243Q20 416 11,767 X 8 194 011573.36
DIAGEO P L C SPON ADR NEW 25243Q20 663 18,776 X 6 18690 0 86
DIAL CORP NEW COM 25247D10 426 36,664 X X 6 36412 0 252
DIAMOND OFFSHORE DRILLING INC COM 25271C10 3,982 97,132 X X 6 85102 5600 6430
DIAMOND OFFSHORE DRILLING INC COM 25271C10 7,284 177,650 X 4 177650 0 0
DIAMOND OFFSHORE DRILLING INC COM 25271C10 12,239 298,500 X 2 298500 0 0
DIAMOND OFFSHORE DRILLING INC COM 25271C10 25,089 611,925 X 6 599725 0 12200
DIAMOND TECHNOLOGY PARTNERS CL A 25276210 1,143 15,400 X 6 15400 0 0
DIAMOND TECHNOLOGY PARTNERS CL A 25276210 9,231 125,400 X 4 125400 0 0
DIEBOLD INC COM 25365110 414 15,576 X 8 1050 0 14526
DIEBOLD INC COM 25365110 523 19,701 X 6 18990 0 711
DIGITAL IS INC DEL SUB NT CV 6%05 25385NAA 3,533 6,000,000 X 2 6000000 0 0
DIGITAL LIGHTWAVE INC COM 25385510 3,112 42,000 X 12 42000 0 0
DIMON INC COM 25439410 453 139,245 X X 6 15494 123751 0
DISNEY WALT CO COM DISNEY 25468710 532 13,900 X X 1 11500 2400 0
DISNEY WALT CO COM DISNEY 25468710 645 16,600 X 12 16600 0 0
DISNEY WALT CO COM DISNEY 25468710 805 21,038 X 1 21038 0 0
DISNEY WALT CO COM DISNEY 25468710 1,224 32,000 X 14 32000 0 0
DISNEY WALT CO COM DISNEY 25468710 10,143 265,183 X 8 8355.386 0256827.7
DISNEY WALT CO COM DISNEY 25468710 31,489 823,245 X X 6 745431 41590 36224
DISNEY WALT CO COM DISNEY 25468710 40,083 1,047,800 X 4 1047800 0 0
DISNEY WALT CO COM DISNEY 25468710 73,282 1,915,879 X 2 1915879 0 0
DISNEY WALT CO COM DISNEY 25468710 74,771 1,954,808 X 6 1827152 1000 126656
DIVERSA CORP COM 25506410 3,494 129,400 X 4 129400 0 0
DMC STRATEX NETWORKS INC COM 23322L10 573 35,653 X 8 0 0 35653
DMC STRATEX NETWORKS INC COM 23322L10 4,079 245,600 X 12 245600 0 0
DOCUMENTUM INC COM 25615910 2,433 29,972 X 16 29972 0 0
DOLLAR GEN CORP COM 25666910 465 27,789 X 6 27789 0 0
DOLLAR GEN CORP COM 25666910 827 49,349 X X 6 13599 34500 1250
DOLLAR GEN CORP COM 25666910 2,673 159,579 X 8 3000 0156578.7
DOLLAR TREE STORES INC COM 25674710 449 11,074 X 8 262 0 10812
DOLLAR TREE STORES INC COM 25674710 6,295 155,762 X 12 155761.5 0 0
DOMINION RES INC VA NEW COM 25746U10 1,505 25,922 X 8 0 025921.98
DOMINION RES INC VA NEW COM 25746U10 7,691 132,468 X 6 128111.8 0 4356
DOMINION RES INC VA NEW COM 25746U10 7,940 136,756 X X 6 118009 10254 8493
DOMINION RES INC VA NEW COM 25746U10 17,419 300,000 X 2 300000 0 0
DOMINION RES INC VA NEW COM 25746U10 22,171 381,843 X 4 381843 0 0
DONALDSON INC COM 25765110 1,056 48,000 X X 1 48000 0 0
DONALDSON INC COM 25765110 13,913 635,500 X 2 635500 0 0
DONCASTERS PLC SPONSORED ADR 25769210 512 25,300 X 6 25300 0 0
DONCASTERS PLC SPONSORED ADR 25769210 5,130 253,800 X 4 253800 0 0
DONNELLEY R R & SONS CO COM 25786710 254 10,350 X X 6 10350 0 0
DONNELLEY R R & SONS CO COM 25786710 2,929 119,227 X 6 119227 0 0
DOVER CORP COM 26000310 834 17,769 X 1 17769 0 0
DOVER CORP COM 26000310 6,834 145,606 X X 6 132550 4400 8656
DOVER CORP COM 26000310 6,905 147,100 X 2 147100 0 0
DOVER CORP COM 26000310 11,116 236,835 X 16 236835 0 0
DOVER CORP COM 26000310 19,752 421,319 X 6 416423 0 4896
DOW CHEM CO COM 26054310 686 27,525 X X 1 27525 0 0
DOW CHEM CO COM 26054310 966 38,736 X 8 300 038436.02
DOW CHEM CO COM 26054310 6,415 257,237 X 16 257237 0 0
DOW CHEM CO COM 26054310 21,036 828,873 X 6 810488 900 17485
DOW CHEM CO COM 26054310 22,856 916,513 X X 6 803982 4939063141.08
DOW JONES & CO INC COM 26056110 6,358 105,085 X 6 105025 0 60
DPL INC COM 23329310 348 11,696 X 8 250 0 11446
DPL INC COM 23329310 408 13,712 X 6 11955 0 1757
DPL INC COM 23329310 828 27,830 X X 6 21880 1800 4150
DPL INC COM 23329310 1,041 35,000 X 2 35000 0 0
DPL INC COM 23329310 4,143 147,050 X 4 147050 0 0
DQE INC COM 23329J10 721 17,977 X 6 16426.81 0 1550
DQE INC COM 23329J10 842 20,972 X X 6 12067 7775 1130
DRESDNER RCM GLBL STRATGC INCM COM 26157B10 3,149 484,500 X 17 484500 0 0
DREYFUS STRATEGIC GOVTS INCOME COM 26193810 4,043 425,535 X 17 425535 0 0
DROVERS BANCSHARES CORP COM 26212010 209 13,319 X 6 13319 0 0
DTE ENERGY CO COM 23333110 1,056 27,612 X 6 27111.53 0 500
DTE ENERGY CO COM 23333110 1,441 37,686 X X 6 18473 14000 5213
DU PONT E I DE NEMOURS & CO COM 26353410 746 18,000 X 2 18000 0 0
DU PONT E I DE NEMOURS & CO COM 26353410 2,130 51,397 X 4 51397 0 0
DU PONT E I DE NEMOURS & CO COM 26353410 3,375 77,072 X 12 77072 0 0
DU PONT E I DE NEMOURS & CO COM 26353410 5,861 141,436 X 8 0 0141435.6
DU PONT E I DE NEMOURS & CO COM 26353410 10,986 265,134 X 1 264594 0 540
DU PONT E I DE NEMOURS & CO COM 26353410 13,235 319,385 X X 1 307984 11401 0
DU PONT E I DE NEMOURS & CO COM 26353410 15,342 370,249 X 9 32089 0 338160
DU PONT E I DE NEMOURS & CO COM 26353410 156,521 3,777,279 X 6 3703257 11125 62897
DU PONT E I DE NEMOURS & CO COM 26353410 199,583 4,816,472 X X 6 3019502 172980 1623990
DUFF & PHELPS UTIL CORP BD TR COM 26432K10 376 31,368 X 8 0 031367.73
DUFF & PHELPS UTILS INCOME INC COM 26432410 259 26,566 X 6 22723 0 3843
DUFF & PHELPS UTILS INCOME INC COM 26432410 302 30,973 X X 6 28573 0 2400
DUFF & PHELPS UTILS INCOME INC COM 26432410 740 75,921 X 8 405 0 75516
DUFF & PHELPS UTILS TXFR INCM COM 26432510 2,384 187,900 X 17 187900 0 0
DUKE ENERGY CORP COM 26439910 6,051 70,562 X 8 25 070537.38
DUKE ENERGY CORP COM 26439910 7,938 92,573 X 16 92573 0 0
DUKE ENERGY CORP COM 26439910 25,451 296,800 X 2 296800 0 0
DUKE ENERGY CORP COM 26439910 28,699 452,194 X 12 452193.8 0 0
DUKE ENERGY CORP COM 26439910 32,936 390,330 X 4 390330 0 0
DUKE ENERGY CORP COM 26439910 41,547 484,511 X X 6 368602 23470 92439
DUKE ENERGY CORP COM 26439910 79,528 941,503 X 6 904331.3 2930 34242
DUKE WEEKS REALTY CORP COM NEW 26441150 303 12,550 X X 6 6050 6000 500
DUKE WEEKS REALTY CORP COM NEW 26441150 5,297 219,574 X 2 219574 0 0
DUN & BRADSTREET CORP DEL COM 26483B10 6,604 191,765 X X 6 155041 14269 22455
DUN & BRADSTREET CORP DEL COM 26483B10 7,684 223,130 X 6 221480 650 1000
DURA PHARMACEUTICALS INC COM 26632S10 647 18,300 X 6 18300 0 0
DURA PHARMACEUTICALS INC COM 26632S10 24,146 678,900 X 4 678900 0 0
DYCOM INDS INC COM 26747510 4,689 108,725 X 12 108725 0 0
DYNEGY INC NEW CL A 26816Q10 792 13,895 X X 6 13895 0 0
DYNEGY INC NEW CL A 26816Q10 1,045 18,328 X 8 780 017548.36
DYNEGY INC NEW CL A 26816Q10 4,652 210,000 X 12 210000 0 0
DYNEGY INC NEW CL A 26816Q10 5,700 100,000 X 2 100000 0 0
DYNEGY INC NEW CL A 26816Q10 26,093 457,768 X 6 455478 1600 690
E M C CORP MASS COM 26864810 1,090 11,000 X X 1 11000 0 0
E M C CORP MASS COM 26864810 1,670 16,847 X 9 16847 0 0
E M C CORP MASS COM 26864810 4,838 54,700 X 12 54700 0 0
E M C CORP MASS COM 26864810 43,095 434,751 X 8 13685 0 421066
E M C CORP MASS COM 26864810 49,385 498,208 X 16 498208 0 0
E M C CORP MASS COM 26864810 124,154 1,252,500 X 2 1252500 0 0
E M C CORP MASS COM 26864810 125,245 1,263,508 X X 6 1174719 35987 52802
E M C CORP MASS COM 26864810 149,477 1,507,950 X 4 1507950 0 0
E M C CORP MASS COM 26864810 480,651 4,875,874 X 6 4769160 7561 99153
E TOWN COM 26924210 1,421 21,255 X X 6 8295 0 12960
E TRADE GROUP INC COM 26924610 1,163 66,960 X 6 66960 0 0
EARTHLINK INC COM 27032110 1,836 201,166 X 8 0 0 201166
EAST WEST BANCORP INC COM 27579R10 3,041 155,453 X 16 155453 0 0
EASTERN AMERN NAT GAS TR SPERS RCT UNIT 27621710 474 31,722 X 8 0 031722.02
EASTERN ENTERPRISES COM 27637F10 938 14,694 X 6 14694 0 0
EASTERN ENTERPRISES COM 27637F10 4,496 71,000 X 2 71000 0 0
EASTGROUP PPTY INC COM 27727610 243 10,920 X 8 0 0 10920
EASTMAN CHEM CO COM 27743210 550 14,877 X 6 14556 0 321
EASTMAN CHEM CO COM 27743210 743 20,122 X X 6 16204 3618 300
EASTMAN KODAK CO COM 27746110 1,145 28,000 X 2 28000 0 0
EASTMAN KODAK CO COM 27746110 5,616 137,384 X 8 300 0137084.3
EASTMAN KODAK CO COM 27746110 6,754 165,245 X 6 149630.3 477 15138
EASTMAN KODAK CO COM 27746110 8,510 208,197 X X 6 175613 17813 14771
EATON CORP COM 27805810 943 15,305 X X 6 11405 2550 1350
EATON CORP COM 27805810 2,416 39,212 X 6 39212 0 0
EATON VANCE CORP COM NON VTG 27826510 637 12,485 X 8 0 0 12485
EATON VANCE CORP COM NON VTG 27826510 3,213 62,998 X 16 62998 0 0
EATON VANCE SR INCOME TR SH BEN INT 27826S10 370 39,185 X 8 0 0 39185
ECHOSTAR COMMUNICATIONS NEW CL A 27876210 789 14,965 X 8 2462 0 12503
ECHOSTAR COMMUNICATIONS NEW SB NT CV4.875%07 278762AD 9,966 7,500,000 X 2 7500000 0 0
ECHOSTAR COMMUNICATIONS NEW CL A 27876210 22,445 425,500 X 2 425500 0 0
ECLIPSYS CORP COM 27885610 503 31,460 X 8 0 0 31460
ECLIPSYS CORP COM 27885610 9,987 624,183 X 6 624183 0 0
ECOLAB INC COM 27886510 1,098 30,453 X 6 30453 0 0
EDISON INTL COM 28102010 1,241 64,240 X X 6 49493 8570 6177
EDISON INTL COM 28102010 1,516 56,000 X 12 56000 0 0
EDISON INTL COM 28102010 1,724 89,250 X 6 87250 2000 0
EDWARDS LIFESCIENCES CORP COM 28176E10 390 17,859 X X 6 7178 8281 2400
EDWARDS LIFESCIENCES CORP COM 28176E10 1,194 54,719 X 6 54639 0 80
EFFICIENT NETWORKS INC COM 28205610 435 11,653 X 6 11653 0 0
EFFICIENT NETWORKS INC COM 28205610 5,849 157,000 X 4 157000 0 0
EFFICIENT NETWORKS INC COM 28205610 9,004 222,400 X 12 222400 0 0
EGL INC COM 26848410 5,271 172,150 X 12 172150 0 0
EL PASO ELEC CO COM NEW 28367785 3,258 236,601 X 16 236601 0 0
EL PASO ENERGY CORP DEL COM 28390510 2,029 32,925 X 8 100 032824.58
EL PASO ENERGY CORP DEL COM 28390510 11,691 189,712 X X 6 69481 7411 112820
EL PASO ENERGY CORP DEL COM 28390510 18,462 299,594 X 16 299594 0 0
EL PASO ENERGY CORP DEL COM 28390510 54,475 883,880 X 4 883880 0 0
EL PASO ENERGY CORP DEL COM 28390510 54,684 908,757 X 6 880459 0 28298
EL PASO ENERGY PARTNERS L P COM 28368B10 292 10,920 X 8 600 0 10320
EL PASO ENERGY PARTNERS L P COM 28368B10 297 11,100 X X 6 2500 8600 0
ELAN PLC ADR 28413120 1,096 20,025 X X 6 18625 1300 100
ELAN PLC ADR 28413120 4,252 77,655 X 14 77655 0 0
ELAN PLC ADR 28413120 4,374 79,894 X 8 5485 0 74409
ELAN PLC ADR 28413120 6,329 115,593 X 16 115593 0 0
ELAN PLC ADR 28413120 7,988 145,900 X 2 145900 0 0
ELAN PLC ADR 28413120 10,668 199,148 X 6 191341 0 7807
ELANTEC SEMICONDUCTOR INC COM 28415510 11,882 125,050 X 12 125050 0 0
ELBIT SYS LTD ORD M3760D10 207 14,453 X 4 14453 0 0
ELECTRONIC DATA SYS NEW COM 28566110 439 10,580 X 9 1940 0 8640
ELECTRONIC DATA SYS NEW COM 28566110 683 16,448 X 8 2200 014248.27
ELECTRONIC DATA SYS NEW COM 28566110 856 20,624 X 16 20624 0 0
ELECTRONIC DATA SYS NEW COM 28566110 3,685 88,800 X 2 88800 0 0
ELECTRONIC DATA SYS NEW COM 28566110 4,058 97,787 X X 6 89611 4550 3626
ELECTRONIC DATA SYS NEW COM 28566110 5,560 132,174 X 6 131219 0 955
ELECTRONICS FOR IMAGING INC COM 28608210 890 35,250 X 6 27250 0 8000
ELLSWORTH CONV GROWTH & INCOME COM 28907410 1,381 139,800 X 17 139800 0 0
EMBOTELLADORA ANDINA S A SPON ADR A 29081P20 331 26,100 X 4 26100 0 0
EMBRAER-EMPRESA BRASILEIRA DE SP ADR PFD SHS 29081M10 574 18,500 X 6 18500 0 0
EMBRAER-EMPRESA BRASILEIRA DE SP ADR PFD SHS 29081M10 1,240 40,000 X 4 40000 0 0
EMBRATEL PARTICIPACOES S A SPON ADR PFD 29081N10 211 11,400 X 14 11400 0 0
EMBRATEL PARTICIPACOES S A SPON ADR PFD 29081N10 1,458 78,800 X 4 78800 0 0
EMERGING MKTS INFRASTRUCTURE COM 29092110 703 70,728 X 17 70728 0 0
EMERSON ELEC CO COM 29101110 3,226 48,144 X 8 970 047173.83
EMERSON ELEC CO COM 29101110 15,899 237,305 X 16 237305 0 0
EMERSON ELEC CO COM 29101110 16,395 245,470 X 4 245470 0 0
EMERSON ELEC CO COM 29101110 49,569 739,843 X X 6 633500 79750 26593
EMERSON ELEC CO COM 29101110 51,042 763,681 X 6 752294 3000 8387
EMMIS COMMUNICATIONS CORP CL A 29152510 382 15,419 X 8 225 0 15194
EMMIS COMMUNICATIONS CORP CL A 29152510 1,604 64,818 X 16 64818 0 0
EMMIS COMMUNICATIONS CORP PFD CV SER A 29152520 5,135 130,000 X 2 130000 0 0
EMMIS COMMUNICATIONS CORP CL A 29152510 6,366 257,200 X 2 257200 0 0
EMULEX CORP COM NEW 29247520 4,849 39,586 X 16 39586 0 0
EMULEX CORP COM NEW 29247520 25,143 205,252 X 6 203246 314 1692
EMULEX CORP COM NEW 29247520 35,214 289,900 X 4 289900 0 0
ENDESA S A SPONSORED ADR 29258N10 3,994 213,000 X 2 213000 0 0
ENDOCARE INC COM 29264P10 3,461 175,600 X 12 175600 0 0
ENERGIZER HLDGS INC COM 29266R10 672 27,435 X X 6 16595 9033 1807
ENERGY EAST CORP COM 29266M10 251 11,104 X 6 11104.36 0 0
ENERGY EAST CORP COM 29266M10 639 28,223 X X 6 21823 6400 0
ENERGYSOUTH INC COM 29297010 283 14,150 X 8 0 0 14150
ENGELHARD CORP COM 29284510 208 12,810 X 6 12810 0 0
ENGELHARD CORP COM 29284510 345 21,228 X X 6 18094 3106 28
ENGELHARD CORP COM 29284510 4,131 254,200 X 2 254200 0 0
ENI S P A SPONSORED ADR 26874R10 566 10,687 X 6 9700 0 987
ENRON CORP COM 29356110 1,501 17,130 X 1 17130 0 0
ENRON CORP COM 29356110 2,406 119,000 X 12 119000 0 0
ENRON CORP COM 29356110 10,173 116,100 X 4 116100 0 0
ENRON CORP COM 29356110 24,375 278,172 X 8 5352 0272819.7
ENRON CORP COM 29356110 52,750 602,000 X 2 602000 0 0
ENRON CORP COM 29356110 96,771 1,104,374 X X 6 971413 86772 46189
ENRON CORP COM 29356110 244,015 2,784,767 X 6 2711032 15070 58665
ENSCO INTL INC COM 26874Q10 40,249 1,052,000 X 4 1052000 0 0
ENTERGY CORP NEW COM 29364G10 591 15,861 X X 6 9856 5134 871
ENTERGY CORP NEW COM 29364G10 6,115 164,161 X 16 164161 0 0
ENTERGY CORP NEW COM 29364G10 10,496 290,022 X 6 286377.3 0 3645
ENTRAVISION COMMUNICATIONS CP CL A 29382R10 202 11,600 X 6 11600 0 0
ENTRAVISION COMMUNICATIONS CP CL A 29382R10 354 20,400 X 4 20400 0 0
ENZON INC COM 29390410 3,026 48,800 X 12 48800 0 0
ENZON INC COM 29390410 8,153 124,800 X 4 124800 0 0
EOG RES INC COM 26875P10 532 13,685 X X 6 12980 0 705
EOG RES INC COM 26875P10 1,426 36,688 X 8 0 0 36688
EOG RES INC COM 26875P10 10,098 259,760 X 6 258230 0 1530
EPIX MEDICAL INC COM 26881Q10 2,398 171,300 X 4 171300 0 0
EQUIFAX INC COM 29442910 835 31,000 X X 1 31000 0 0
EQUIFAX INC COM 29442910 2,064 76,640 X X 6 72840 3800 0
EQUIFAX INC COM 29442910 3,053 113,323 X 6 80850 0 32473
EQUIFAX INC COM 29442910 6,131 227,600 X 2 227600 0 0
EQUITABLE RES INC COM 29454910 1,396 22,027 X 8 0 0 22027
EQUITABLE RES INC COM 29454910 3,038 47,934 X X 6 43709 4225 0
EQUITABLE RES INC COM 29454910 3,920 61,852 X 16 61852 0 0
EQUITABLE RES INC COM 29454910 4,054 63,971 X 6 63971 0 0
EQUITY INNS INC COM 29470310 661 99,803 X 8 0 099803.47
EQUITY OFFICE PROPERTIES TRUST COM 29474110 1,243 40,000 X 2 40000 0 0
EQUITY OFFICE PROPERTIES TRUST COM 29474110 1,314 42,311 X X 6 5187 0 37124
EQUITY OFFICE PROPERTIES TRUST COM 29474110 5,736 187,300 X 4 187300 0 0
EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L10 2,235 46,572 X X 6 19857 630 26085
EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L10 5,349 111,200 X 4 111200 0 0
EQUITY RESIDENTIAL PPTYS TR SH BEN INT 29476L10 7,099 147,900 X 2 147900 0 0
EQUIVEST FIN INC COM NEW 29476H40 673 215,286 X 6 215286 0 0
ERICSSON L M TEL CO ADR CL B SEK10 29482140 4,663 314,800 X 2 314800 0 0
ERICSSON L M TEL CO ADR CL B SEK10 29482140 5,097 344,088 X 8 4004.091 0340083.6
ERICSSON L M TEL CO ADR CL B SEK10 29482140 5,413 365,467 X 16 365467 0 0
ERICSSON L M TEL CO ADR CL B SEK10 29482140 16,275 1,098,730 X X 6 982830 8300 107600
ERICSSON L M TEL CO ADR CL B SEK10 29482140 27,062 1,679,544 X 6 1665004 14540 0
ETHAN ALLEN INTERIORS INC COM 29760210 510 18,012 X 8 0 0 18012
ETHAN ALLEN INTERIORS INC COM 29760210 1,311 46,300 X 2 46300 0 0
ETOYS INC COM 29786210 3,486 652,400 X 4 652400 0 0
EUROPE FD INC COM 29874M10 9,275 543,587 X 17 543587 0 0
EUROPEAN WT FD INC COM 29879210 3,613 249,200 X 17 249200 0 0
EVERCEL INC COM 29975910 4,534 223,150 X 12 223150 0 0
EVEREST RE GROUP LTD COM G3223R10 3,109 62,800 X 6 62800 0 0
EVEREST RE GROUP LTD COM G3223R10 13,158 266,000 X 4 266000 0 0
EXACTECH INC COM 30064E10 2,632 150,400 X 2 150400 0 0
EXAR CORP COM 30064510 7,289 62,950 X 12 62950 0 0
EXCELON CORP COM 30069110 802 64,800 X 6 64800 0 0
EXCELON CORP COM 30069110 5,970 495,000 X 4 495000 0 0
EXCELSIOR INCOME SHS INC COM 30072310 2,998 196,580 X 17 196580 0 0
EXODUS COMMUNICATIONS INC COM 30208810 1,443 29,225 X X 6 29025 0 200
EXODUS COMMUNICATIONS INC COM 30208810 6,889 139,517 X 8 8782 0 130735
EXODUS COMMUNICATIONS INC COM 30208810 20,053 406,132 X 6 366732 0 39400
EXPEDITORS INTL WASH INC COM 30213010 631 14,002 X 8 1630 0 12372
EXPEDITORS INTL WASH INC COM 30213010 5,155 113,700 X 12 113700 0 0
EXPEDITORS INTL WASH INC COM 30213010 6,818 151,300 X 2 151300 0 0
EXPRESS SCRIPTS INC CL A 30218210 853 11,800 X 6 11800 0 0
EXPRESS SCRIPTS INC CL A 30218210 11,238 155,200 X 4 155200 0 0
EXTENDED STAY AMER INC COM 30224P10 2,437 183,100 X 12 183100 0 0
EXTREME NETWORKS INC COM 30226D10 1,506 13,149 X 8 0 0 13149
EXTREME NETWORKS INC COM 30226D10 1,786 15,597 X X 6 15409 0 188
EXTREME NETWORKS INC COM 30226D10 6,967 69,300 X 12 69300 0 0
EXTREME NETWORKS INC COM 30226D10 38,730 338,257 X 6 334277 807 3173
EXTREME NETWORKS INC COM 30226D10 70,640 619,500 X 4 619500 0 0
EXXON MOBIL CORP COM 30231G10 1,360 15,264 X X 9 9624 5640 0
EXXON MOBIL CORP COM 30231G10 1,738 19,500 X 14 19500 0 0
EXXON MOBIL CORP COM 30231G10 5,017 56,295 X 9 55195 0 1100
EXXON MOBIL CORP COM 30231G10 5,421 68,624 X 12 68624.03 0 0
EXXON MOBIL CORP COM 30231G10 9,714 108,997 X X 1 93771 15226 0
EXXON MOBIL CORP COM 30231G10 12,324 138,281 X 1 137817 0 464
EXXON MOBIL CORP COM 30231G10 33,771 378,920 X 8 3229.018 0375691.1
EXXON MOBIL CORP COM 30231G10 37,510 420,875 X 16 420875 0 0
EXXON MOBIL CORP COM 30231G10 116,675 1,314,224 X 4 1314224 0 0
EXXON MOBIL CORP COM 30231G10 137,753 1,545,618 X 2 1545618 0 0
EXXON MOBIL CORP COM 30231G10 795,591 8,951,797 X 6 8743696 17393 190708
EXXON MOBIL CORP COM 30231G10 850,026 9,537,461 X X 6 7343235 1772389421836.9
FACTORY 2-U INC COM 30307210 1,702 55,700 X 4 55700 0 0
FAIR ISAAC & CO INC COM 30325010 492 11,530 X 2 11530 0 0
FAIRCHILD CORP CL A 30369810 1,395 216,697 X 8 0 0 216697
FAMILY DLR STORES INC COM 30700010 604 31,380 X 2 31380 0 0
FAMILY DLR STORES INC COM 30700010 3,819 198,400 X 12 198400 0 0
FAMILY DLR STORES INC COM 30700010 6,160 320,000 X 4 320000 0 0
FAMILY DLR STORES INC COM 30700010 11,726 609,141 X X 6 563001 17365 28775
FAMILY DLR STORES INC COM 30700010 39,976 2,082,465 X 6 2031571 3100 47794
FEDERAL HOME LN MTG CORP COM 31340030 3,270 60,489 X 8 520 059968.88
FEDERAL HOME LN MTG CORP COM 31340030 7,905 146,221 X X 6 134043 9070 3108
FEDERAL HOME LN MTG CORP COM 31340030 8,758 175,230 X 12 175230 0 0
FEDERAL HOME LN MTG CORP COM 31340030 27,591 510,300 X 4 510300 0 0
FEDERAL HOME LN MTG CORP COM 31340030 48,456 896,300 X 2 896300 0 0
FEDERAL HOME LN MTG CORP COM 31340030 57,439 1,062,457 X 6 1015772 650 46035
FEDERAL NATL MTG ASSN COM 31358610 1,301 18,200 X 14 18200 0 0
FEDERAL NATL MTG ASSN COM 31358610 1,323 18,510 X X 1 14510 4000 0
FEDERAL NATL MTG ASSN COM 31358610 2,394 33,485 X 1 33485 0 0
FEDERAL NATL MTG ASSN COM 31358610 6,449 90,200 X 2 90200 0 0
FEDERAL NATL MTG ASSN COM 31358610 10,174 147,920 X 4 147920 0 0
FEDERAL NATL MTG ASSN COM 31358610 17,835 249,446 X 8 4195.621 0245250.5
FEDERAL NATL MTG ASSN COM 31358610 20,233 282,974 X 16 282974 0 0
FEDERAL NATL MTG ASSN COM 31358610 27,346 445,116 X 12 445115.8 0 0
FEDERAL NATL MTG ASSN COM 31358610 81,371 1,138,058 X X 6 834398 245875 57785
FEDERAL NATL MTG ASSN COM 31358610 113,229 1,619,966 X 6 1559811 1800 58355
FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 220 11,502 X 6 11501.71 0 0
FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 412 21,565 X 8 0 0 21565
FEDERAL SIGNAL CORP COM 31385510 418 21,045 X 8 220 0 20825
FEDERATED DEPT STORES INC DEL COM 31410H10 1,888 72,261 X 6 71861 0 400
FEDEX CORP COM 31428X10 554 12,502 X X 6 10902 1500 100
FEDEX CORP COM 31428X10 1,235 27,860 X 6 27860 0 0
FEDEX CORP COM 31428X10 1,513 34,119 X 8 0 0 34119
FELCOR LODGING TR INC COM 31430F10 303 13,100 X X 1 7500 5600 0
FELCOR LODGING TR INC COM 31430F10 320 13,850 X 1 13850 0 0
FELCOR LODGING TR INC COM 31430F10 910 39,361 X 8 0 039360.91
FELCOR LODGING TR INC COM 31430F10 1,098 47,470 X 16 47470 0 0
FELCOR LODGING TR INC COM 31430F10 5,307 229,498 X X 6 188898 35900 4700
FELCOR LODGING TR INC COM 31430F10 15,877 691,296 X 6 684236 200 6860
FIFTH THIRD BANCORP COM 31677310 1,731 32,127 X X 6 27065 0 5062
FIFTH THIRD BANCORP COM 31677310 4,542 84,299 X 6 84299 0 0
FILENET CORP COM 31686910 2,203 121,200 X 2 121200 0 0
FINISAR COM 31787A10 4,838 100,000 X 4 100000 0 0
FIRST AUSTRALIA FD INC COM 31865210 1,796 305,700 X 17 305700 0 0
FIRST AUSTRALIA PRIME INCOME COM 31865310 7,794 1,855,600 X 17 1855600 0 0
FIRST CHARTER CORP COM 31943910 1,129 78,183 X 6 78182.66 0 0
FIRST CHARTER CORP COM 31943910 5,287 366,166 X X 6 357408.9 0 8757
FIRST CMNTY FINL CORP N C COM 31984M10 264 15,000 X 8 0 0 15000
FIRST COMWLTH FD INC COM 31983F10 13,854 1,561,020 X 17 1561020 0 0
FIRST DATA CORP COM 31996310 911 23,322 X 8 100 023222.45
FIRST DATA CORP COM 31996310 1,533 39,236 X 2 39236 0 0
FIRST DATA CORP COM 31996310 1,620 41,471 X X 6 33771 7700 0
FIRST DATA CORP COM 31996310 3,710 94,967 X 6 54583 0 40384
FIRST DATA CORP COM 31996310 46,020 1,019,367 X 12 1019367 0 0
FIRST ESSEX BANCORP INC COM 32010310 5,957 282,000 X 2 282000 0 0
FIRST HEALTH GROUP CORP COM 32096010 367 11,393 X 6 11393 0 0
FIRST HEALTH GROUP CORP COM 32096010 472 14,632 X X 6 332 14300 0
FIRST HEALTH GROUP CORP COM 32096010 3,506 108,702 X 16 108702 0 0
FIRST INDUSTRIAL REALTY TRUST COM 32054K10 851 27,683 X 8 0 027682.69
FIRST INDUSTRIAL REALTY TRUST COM 32054K10 1,067 34,000 X 4 34000 0 0
FIRST INDUSTRIAL REALTY TRUST COM 32054K10 4,121 134,000 X 2 134000 0 0
FIRST OAK BROOK BANCSHARES INC COM 33584720 2,464 162,186 X 2 162186 0 0
FIRST SEC CORP DEL COM 33629410 200 12,267 X 6 5872 0 6395
FIRST SEC CORP DEL COM 33629410 22,422 1,374,540 X 2 1374540 0 0
FIRST ST BANCORPORATION COM 33645310 2,491 203,328 X 2 203328 0 0
FIRST TENN NATL CORP COM 33716210 298 14,602 X 8 400 0 14202.1
FIRST TENN NATL CORP COM 33716210 1,620 79,261 X 6 77051.16 0 2210
FIRST TENN NATL CORP COM 33716210 2,413 118,088 X X 6 111488 5000 1600
FIRST TENN NATL CORP COM 33716210 3,983 194,900 X 2 194900 0 0
FIRST UN CORP COM 33735810 332 10,326 X 16 10326 0 0
FIRST UN CORP COM 33735810 2,494 77,495 X X 1 77495 0 0
FIRST UN CORP COM 33735810 2,876 89,340 X 1 89340 0 0
FIRST UN CORP COM 33735810 4,964 154,225 X 8 5924.22 0148300.9
FIRST UN CORP COM 33735810 5,061 193,078 X 12 193078 0 0
FIRST UN CORP COM 33735810 184,420 5,729,538 X X 6 3939699 906643 883196
FIRST UN CORP COM 33735810 1,047,511 32,544,031 X 6 9722360 351822818153
FIRST VA BANKS INC COM 33747710 699 16,405 X 1 16405 0 0
FIRST VA BANKS INC COM 33747710 897 21,033 X X 6 15633 5400 0
FIRST VA BANKS INC COM 33747710 2,766 64,892 X 6 42854 1175 20863
FIRSTAR CORP NEW WIS COM 33763V10 1,536 68,651 X X 6 64871 1000 2780
FIRSTAR CORP NEW WIS COM 33763V10 2,402 107,355 X 8 700 0106654.6
FIRSTAR CORP NEW WIS COM 33763V10 10,279 459,400 X 2 459400 0 0
FIRSTAR CORP NEW WIS COM 33763V10 13,696 612,125 X 16 612125 0 0
FIRSTAR CORP NEW WIS COM 33763V10 15,633 709,580 X 6 695894 0 13686
FIRSTENERGY CORP COM 33793210 324 12,026 X X 6 11126 0 900
FIRSTENERGY CORP COM 33793210 723 26,847 X 8 0 0 26846.6
FIRSTENERGY CORP COM 33793210 970 36,007 X 6 36007 0 0
FIRSTMERIT CORP COM 33791510 337 14,673 X 8 0 0 14673
FISHER SCIENTIFIC INTL INC COM NEW 33803220 4,684 138,785 X 16 138785 0 0
FLEETBOSTON FINL CORP COM 33903010 948 24,319 X 1 24319 0 0
FLEETBOSTON FINL CORP COM 33903010 3,173 81,355 X 8 375 080979.75
FLEETBOSTON FINL CORP COM 33903010 21,034 539,342 X 16 539342 0 0
FLEETBOSTON FINL CORP COM 33903010 28,952 743,339 X 4 743339 0 0
FLEETBOSTON FINL CORP COM 33903010 29,136 747,073 X 2 747073 0 0
FLEETBOSTON FINL CORP COM 33903010 38,641 990,802 X X 6 920759 40308 29735
FLEETBOSTON FINL CORP COM 33903010 132,942 3,418,981 X 6 3377993 3513 37475
FLEXTRONICS INTL LTD ORD Y2573F10 2,874 34,991 X 8 1630 0 33361
FLEXTRONICS INTL LTD ORD Y2573F10 2,964 36,087 X X 6 34437 300 1350
FLEXTRONICS INTL LTD ORD Y2573F10 11,508 140,125 X 16 140125 0 0
FLEXTRONICS INTL LTD ORD Y2573F10 18,532 226,879 X 6 225000 0 1879
FLORIDA PROGRESS CORP COM 34110910 693 13,085 X X 1 9485 3600 0
FLORIDA PROGRESS CORP COM 34110910 4,489 84,789 X 16 84789 0 0
FLORIDA PROGRESS CORP COM 34110910 5,900 113,142 X 6 111354 0 1788
FLORIDA PROGRESS CORP COM 34110910 6,982 131,886 X X 6 124378 3010 4498
FLORIDA PUB UTILS CO COM 34113510 1,361 87,800 X 6 87800 0 0
FLORIDA ROCK INDS INC COM 34114010 10,324 261,776 X X 6 261776 0 0
FLOWARE WIRELESS SYSTEMS LTD ORD M4591910 4,981 200,000 X 4 200000 0 0
FLOWERS INDS INC COM 34349610 369 18,900 X X 6 18500 0 400
FLOWERS INDS INC COM 34349610 1,796 89,800 X 2 89800 0 0
FLOWERS INDS INC COM 34349610 2,505 128,436 X 6 128436 0 0
FLUOR CORP COM 34386110 392 13,075 X 6 13075 0 0
FOMENTO ECONOMICO MEXICANO SA SPON ADR UNITS 34441910 3,061 78,479 X 4 78479 0 0
FORD MTR CO DEL COM PAR $0.01 34537086 608 24,037 X X 1 18968 5069 0
FORD MTR CO DEL COM PAR $0.01 34537086 717 28,320 X 2 28320 0 0
FORD MTR CO DEL COM PAR $0.01 34537086 1,262 49,843 X 1 49319 0 524
FORD MTR CO DEL COM PAR $0.01 34537086 3,377 133,427 X 8 2697 0 130730
FORD MTR CO DEL COM PAR $0.01 34537086 8,111 320,392 X 4 320392 0 0
FORD MTR CO DEL COM PAR $0.01 34537086 11,126 439,534 X 16 439534 0 0
FORD MTR CO DEL COM PAR $0.01 34537086 40,385 1,595,460 X X 6 1439465 81567 74428
FORD MTR CO DEL COM PAR $0.01 34537086 77,171 3,048,717 X 6 2981974 9465 57278
FORT DEARBORN INCOME SECS INC COM 34720010 443 33,156 X 8 0 033155.54
FORT DEARBORN INCOME SECS INC COM 34720010 607 45,400 X 17 45400 0 0
FORT JAMES CORP COM 34747110 510 16,693 X 6 16693 0 0
FORTUNE BRANDS INC COM 34963110 265 10,000 X X 1 6500 3500 0
FORTUNE BRANDS INC COM 34963110 1,024 38,633 X 8 200 038433.17
FORTUNE BRANDS INC COM 34963110 9,099 343,370 X 6 327970 1000 14400
FORTUNE BRANDS INC COM 34963110 18,034 680,544 X X 6 644430 26360 9754
FORWARD AIR CORP COM 34985310 8,287 226,600 X 12 226600 0 0
FOSSIL INC COM 34988210 856 50,000 X 2 50000 0 0
FOX ENTMT GROUP INC CL A 35138T10 9,386 354,200 X 2 354200 0 0
FPL GROUP INC COM 30257110 1,128 17,159 X 8 0 017159.01
FPL GROUP INC COM 30257110 3,044 67,575 X 12 67575 0 0
FPL GROUP INC COM 30257110 5,763 87,600 X 4 87600 0 0
FPL GROUP INC COM 30257110 18,987 288,769 X X 6 202111 11783 74875
FPL GROUP INC COM 30257110 19,088 290,318 X 6 288888 500 930
FRANKLIN RES INC COM 35461310 1,095 24,640 X 8 0 0 24640
FRANKLIN RES INC COM 35461310 2,662 59,910 X X 6 52391 3700 3819
FRANKLIN RES INC COM 35461310 19,087 429,603 X 6 423503 5000 1100
FRESENIUS MED CARE AG SPONSORED ADR 35802910 472 15,800 X 4 15800 0 0
FRONTIER AIRLINES INC NEW COM 35906510 2,517 131,400 X 12 131400 0 0
FULTON FINL CORP PA COM 36027110 3,429 173,085 X X 6 152067 18128 2890
FULTON FINL CORP PA COM 36027110 3,589 181,152 X 6 173927 0 7225
FURNITURE BRANDS INTL INC COM 36092110 1,554 96,400 X 2 96400 0 0
G & K SVCS INC CL A 36126810 873 31,100 X 6 29700 0 1400
G & K SVCS INC CL A 36126810 2,794 99,900 X 4 99900 0 0
GABELLI GLOBAL MULTIMEDIA TR COM 36239Q10 891 66,000 X 17 66000 0 0
GABLES RESIDENTIAL TR SH BEN INT 36241810 13,482 495,900 X 2 495900 0 0
GALILEO TECHNOLOGY LTD ORD M4729810 1,988 60,000 X 4 60000 0 0
GALLAGHER ARTHUR J & CO COM 36357610 1,444 24,424 X 16 24424 0 0
GALLAGHER ARTHUR J & CO COM 36357610 21,478 363,400 X 4 363400 0 0
GALLAHER GROUP PLC SPONSORED ADR 36359510 2,215 95,275 X 6 81275 0 14000
GALLAHER GROUP PLC SPONSORED ADR 36359510 14,366 617,907 X X 6 596407 17460 4040
GANNETT INC COM 36473010 1,433 27,030 X 8 0 027030.39
GANNETT INC COM 36473010 2,915 55,000 X 2 55000 0 0
GANNETT INC COM 36473010 5,454 102,901 X 6 100601 0 2300
GANNETT INC COM 36473010 15,760 297,366 X X 6 135336 103430 58600
GAP INC DEL COM 36476010 740 36,770 X 8 0 0 36770
GAP INC DEL COM 36476010 2,488 123,630 X X 6 119835 2795 1000
GAP INC DEL COM 36476010 3,926 195,094 X 6 194642 200 252
GARTNER GROUP INC NEW CL B 36665120 291 26,766 X X 6 22406 1203 3157
GARTNER GROUP INC NEW CL B 36665120 407 37,384 X 6 37124 0 260
GASONICS INTL CORP COM 36727810 1,184 96,622 X 16 96622 0 0
GATEWAY INC COM 36762610 550 11,769 X 8 0 0 11769
GATEWAY INC COM 36762610 880 18,829 X X 6 17229 0 1600
GATEWAY INC COM 36762610 13,069 279,546 X 6 263946 0 15600
GATX CORP COM 36144810 493 11,782 X 6 11382 0 400
GATX CORP COM 36144810 871 20,800 X X 6 7348 12952 500
GAYLORD ENTMT CO NEW COM 36790510 16,848 705,680 X 2 705680 0 0
GEMSTAR-TV GUIDE INTL INC COM 36866W10 1,698 19,476 X 8 1000 0 18476
GENE LOGIC INC COM 36868910 543 23,620 X 8 0 0 23620
GENENTECH INC COM NEW 36871040 9,643 55,835 X 6 54877 0 958
GENENTECH INC COM NEW 36871040 11,689 62,951 X 16 62951 0 0
GENERAL DYNAMICS CORP COM 36955010 1,407 22,401 X 8 2340 0 20061
GENERAL DYNAMICS CORP COM 36955010 3,018 48,048 X X 6 35448 12000 600
GENERAL DYNAMICS CORP COM 36955010 18,913 301,100 X 2 301100 0 0
GENERAL DYNAMICS CORP COM 36955010 19,261 306,647 X 16 306647 0 0
GENERAL DYNAMICS CORP COM 36955010 19,570 320,203 X 6 315615 0 4588
GENERAL ELEC CO COM 36960410 2,005 34,750 X X 9 31750 3000 0
GENERAL ELEC CO COM 36960410 3,034 52,600 X 14 52600 0 0
GENERAL ELEC CO COM 36960410 7,616 132,016 X 9 47316 0 84700
GENERAL ELEC CO COM 36960410 26,381 489,968 X 12 489968 0 0
GENERAL ELEC CO COM 36960410 26,392 457,505 X 1 455255 0 2250
GENERAL ELEC CO COM 36960410 31,280 542,230 X X 1 476130 66100 0
GENERAL ELEC CO COM 36960410 59,531 1,031,965 X 8 10501.4 0 1021463
GENERAL ELEC CO COM 36960410 92,571 1,604,701 X 16 1604701 0 0
GENERAL ELEC CO COM 36960410 223,910 3,885,246 X 4 3885246 0 0
GENERAL ELEC CO COM 36960410 327,678 5,680,220 X 2 5680220 0 0
GENERAL ELEC CO COM 36960410 1,325,416 22,975,788 X X 6 20494747 1624902856139.7
GENERAL ELEC CO COM 36960410 1,524,003 26,453,151 X 6 26028836 34977 389338
GENERAL GROWTH PPTYS INC COM 37002110 976 30,325 X X 6 225 0 30100
GENERAL MLS INC COM 37033410 10,068 283,600 X 2 283600 0 0
GENERAL MLS INC COM 37033410 24,207 681,876 X X 6 645456 23700 12720
GENERAL MLS INC COM 37033410 30,914 871,090 X 6 859238 2032 9820
GENERAL MTRS CORP CL H NEW 37044283 321 11,085 X 4 11085 0 0
GENERAL MTRS CORP COM 37044210 682 10,494 X 1 10494 0 0
GENERAL MTRS CORP COM 37044210 708 11,820 X 4 11820 0 0
GENERAL MTRS CORP COM 37044210 1,134 17,449 X 2 17449 0 0
GENERAL MTRS CORP CL H NEW 37044283 2,971 79,908 X 8 1918 0 77990
GENERAL MTRS CORP COM 37044210 3,413 52,504 X 9 2412 0 50092
GENERAL MTRS CORP COM 37044210 4,684 72,063 X 8 0 072063.23
GENERAL MTRS CORP CL H NEW 37044283 4,866 130,880 X 6 128555 0 2325
GENERAL MTRS CORP CL H NEW 37044283 5,665 152,362 X X 6 141543 7833 2986
GENERAL MTRS CORP COM 37044210 15,061 231,705 X 6 227236 0 4469
GENERAL MTRS CORP COM 37044210 16,015 246,377 X X 6 171755 26559 48063
GENERAL MTRS CORP CL H NEW 37044283 25,132 675,954 X 2 675954 0 0
GENESEE & WYO INC CL A 37155910 4,824 198,938 X 16 198938 0 0
GENOME THERAPEUTICS CORP COM 37243010 286 13,910 X 8 0 0 13910
GENOME THERAPEUTICS CORP COM 37243010 367 14,950 X 12 14950 0 0
GENTIVA HEALTH SERVICES INC COM 37247A10 226 17,751 X X 6 17750.5 0 0
GENUINE PARTS CO COM 37246010 320 16,800 X 1 16800 0 0
GENUINE PARTS CO COM 37246010 807 42,351 X 6 41901 0 450
GENUINE PARTS CO COM 37246010 1,001 52,499 X X 6 49774 2725 0
GENZYME CORP COM GENL DIV 37291710 1,088 15,954 X 8 64 0 15890
GENZYME CORP COM GENL DIV 37291710 1,790 26,250 X X 6 26250 0 0
GENZYME TRANSGENICS CORP COM 37246E10 2,615 74,900 X 4 74900 0 0
GEORGIA GULF CORP COM PAR $0.01 37320020 222 19,396 X 6 19396 0 0
GEORGIA GULF CORP COM PAR $0.01 37320020 3,960 346,216 X 16 346216 0 0
GEORGIA PAC CORP COM GA PAC GRP 37329810 274 11,659 X 8 500 011159.46
GEORGIA PAC CORP COM-TIMBER GRP 37329870 445 16,559 X 6 16559 0 0
GEORGIA PAC CORP COM-TIMBER GRP 37329870 845 31,440 X X 6 26296 4069 1075
GEORGIA PAC CORP COM GA PAC GRP 37329810 1,176 50,053 X 6 50052.73 0 0
GEORGIA PAC CORP COM GA PAC GRP 37329810 1,921 81,759 X X 6 69171 9738 2850
GERON CORP COM 37416310 387 13,650 X 8 300 0 13350
GERON CORP COM 37416310 420 14,800 X 6 14800 0 0
GERON CORP COM 37416310 2,489 91,000 X 4 91000 0 0
GETTY IMAGES INC COM 37427610 1,893 62,200 X 2 62200 0 0
GETTY IMAGES INC COM 37427610 2,498 82,061 X 16 82061 0 0
GETTY IMAGES INC COM 37427610 6,191 203,400 X 4 203400 0 0
GETTY IMAGES INC SB NT CV 144A 07 374276AD 11,505 14,540,000 X 2 14540000 0 0
GILEAD SCIENCES INC COM 37555810 2,857 26,500 X 12 26500 0 0
GILEAD SCIENCES INC COM 37555810 3,861 35,200 X 2 35200 0 0
GILLETTE CO COM 37576610 309 10,000 X 14 10000 0 0
GILLETTE CO COM 37576610 310 10,051 X 9 3187 0 6864
GILLETTE CO COM 37576610 917 29,703 X 16 29703 0 0
GILLETTE CO COM 37576610 3,596 116,454 X 8 2946.296 0113507.9
GILLETTE CO COM 37576610 28,151 911,781 X X 6 830661 49695 31425
GILLETTE CO COM 37576610 36,811 1,192,706 X 6 1171019 532 21155
GLATFELTER P H CO COM 37731610 400 33,000 X X 6 25000 8000 0
GLATFELTER P H CO COM 37731610 424 34,982 X 6 34982 0 0
GLAXO WELLCOME PLC SPONSORED ADR 37733W10 848 14,028 X 4 14028 0 0
GLAXO WELLCOME PLC SPONSORED ADR 37733W10 1,269 20,991 X 8 0 020990.92
GLAXO WELLCOME PLC SPONSORED ADR 37733W10 7,225 119,539 X 6 116197 0 3342
GLAXO WELLCOME PLC SPONSORED ADR 37733W10 7,552 124,951 X X 6 112651 6900 5400
GLENAYRE TECHNOLOGIES INC COM 37789910 4,024 373,100 X 4 373100 0 0
GLENBOROUGH RLTY TR INC COM 37803P10 234 13,000 X X 1 0 13000 0
GLOBAL CROSSING LTD COM G3921A10 568 18,335 X 16 18335 0 0
GLOBAL CROSSING LTD COM G3921A10 3,908 126,075 X X 6 90815 28485 6775
GLOBAL CROSSING LTD COM G3921A10 6,541 210,986 X 8 205 0 210781
GLOBAL CROSSING LTD COM G3921A10 10,046 324,936 X 6 319936 0 5000
GLOBAL CROSSING LTD COM G3921A10 12,155 392,100 X 2 392100 0 0
GLOBAL INDS LTD COM 37933610 607 32,150 X 12 32150 0 0
GLOBAL MARINE INC COM 37935240 17,037 551,800 X 4 551800 0 0
GLOBALSTAR TELECOMMUNICTNS LTD COM G3930H10 313 36,275 X 8 700 0 35575
GO2NET INC COM 38348610 8,145 150,100 X 2 150100 0 0
GOAMERICA INC COM 38020R10 361 40,800 X 8 0 0 40800
GOLDCORP INC NEW CL A SUB VTG 38095610 675 100,000 X 4 100000 0 0
GOLDEN ST BANCORP INC COM 38119710 316 13,380 X 8 0 0 13380
GOLDEN WEST FINL CORP DEL COM 38131710 3,826 71,310 X 4 71310 0 0
GOLDMAN SACHS GROUP INC COM 38141G10 2,256 19,802 X 8 0 0 19802
GOLDMAN SACHS GROUP INC COM 38141G10 2,279 20,000 X 2 20000 0 0
GOLDMAN SACHS GROUP INC COM 38141G10 3,208 28,159 X X 6 28099 0 60
GOLDMAN SACHS GROUP INC COM 38141G10 14,028 123,124 X 16 123124 0 0
GOLDMAN SACHS GROUP INC COM 38141G10 31,874 279,750 X 4 279750 0 0
GOLDMAN SACHS GROUP INC COM 38141G10 62,571 558,156 X 6 538191 100 19865
GOLF TR AMER INC COM 38168B10 297 21,979 X 8 0 0 21979.3
GOODRICH B F CO COM 38238810 1,071 27,334 X 8 0 0 27334
GOODRICH B F CO COM 38238810 4,449 113,519 X 16 113519 0 0
GOODRICH B F CO COM 38238810 7,651 198,839 X 6 196174 0 2665
GOODRICH B F CO COM 38238810 23,398 597,200 X 4 597200 0 0
GOODYEAR TIRE & RUBR CO COM 38255010 304 16,893 X X 6 11893 4500 500
GOODYEAR TIRE & RUBR CO COM 38255010 623 34,596 X 6 33821 0 775
GOODYEAR TIRE & RUBR CO COM 38255010 1,212 67,328 X 8 300 067028.24
GPU INC COM 36225X10 3,000 92,472 X X 6 82622 7625 2225
GPU INC COM 36225X10 6,195 190,979 X 6 183479 2500 5000
GRAINGER W W INC COM 38480210 285 10,840 X X 6 10840 0 0
GRAINGER W W INC COM 38480210 451 17,130 X 6 17130 0 0
GRAINGER W W INC COM 38480210 6,435 244,500 X 4 244500 0 0
GRANITE ST BANKSHARES INC COM 38747210 5,578 300,000 X 2 300000 0 0
GRANT PRIDECO INC COM 38821G10 330 15,020 X 2 15020 0 0
GRANT PRIDECO INC COM 38821G10 364 16,600 X 14 16600 0 0
GRANT PRIDECO INC COM 38821G10 375 17,077 X 6 15227 0 1850
GRANT PRIDECO INC COM 38821G10 5,934 270,500 X 4 270500 0 0
GREAT PLAINS SOFTWARE COM 39119E10 2,019 71,787 X 6 71787 0 0
GREATER BAY BANCORP COM 39164810 3,888 55,987 X 16 55987 0 0
GREATER CHINA FD INC COM 39167B10 687 77,922 X 17 77922 0 0
GRUPO IUSACELL S A DE C V NEW SPON ADR V 40050B10 323 27,200 X 14 27200 0 0
GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J20 2,145 37,181 X 4 37181 0 0
GUESS INC COM 40161710 1,667 148,207 X 16 148207 0 0
GUESS INC COM 40161710 1,794 143,500 X 2 143500 0 0
GUIDANT CORP COM 40169810 961 13,600 X 14 13600 0 0
GUIDANT CORP COM 40169810 1,643 23,247 X 8 500 0 22747
GUIDANT CORP COM 40169810 2,072 37,000 X 12 37000 0 0
GUIDANT CORP COM 40169810 7,689 108,780 X X 6 97233 1172 10375
GUIDANT CORP COM 40169810 33,156 469,048 X 6 464673 0 4375
GUIDANT CORP COM 40169810 50,966 721,000 X 2 721000 0 0
GUILFORD PHARMACEUTICALS INC COM 40182910 3,597 155,948 X 16 155948 0 0
GULF CDA RES LTD ORD 40218L30 275 51,100 X 6 51100 0 0
GULF CDA RES LTD ORD 40218L30 538 100,000 X X 6 0 0 100000
GULF ISLAND FABRICATION INC COM 40230710 8,352 475,450 X 12 475450 0 0
H POWER CORP COM 40427A10 1,579 50,000 X 12 50000 0 0
HAEMONETICS CORP COM 40502410 2,559 100,349 X 16 100349 0 0
HAIN CELESTIAL GROUP INC COM 40521710 350 10,000 X 12 10000 0 0
HALL KINION ASSOCIATES INC COM 40606910 5,041 169,600 X 12 169600 0 0
HALLIBURTON CO COM 40621610 519 11,000 X 12 11000 0 0
HALLIBURTON CO COM 40621610 599 12,250 X 1 12250 0 0
HALLIBURTON CO COM 40621610 1,669 34,100 X X 1 32500 1600 0
HALLIBURTON CO COM 40621610 1,746 35,678 X 8 2440 033238.35
HALLIBURTON CO COM 40621610 3,396 69,400 X X 9 69400 0 0
HALLIBURTON CO COM 40621610 14,094 288,005 X X 6 264605 15275 8125
HALLIBURTON CO COM 40621610 17,750 362,700 X 2 362700 0 0
HALLIBURTON CO COM 40621610 19,870 405,980 X 4 405980 0 0
HALLIBURTON CO COM 40621610 40,734 832,359 X 6 824294 0 8065
HA-LO INDS INC COM 40442910 408 101,950 X 16 101950 0 0
HA-LO INDS INC COM 40442910 491 101,950 X 6 101950 0 0
HANCOCK JOHN FINL SVCS INC COM 41014S10 278 10,326 X 6 10054 0 272
HANCOCK JOHN FINL SVCS INC COM 41014S10 17,790 661,750 X 4 661750 0 0
HANCOCK JOHN INCOME SECS TR COM 41012310 6,610 482,900 X 17 482900 0 0
HANCOCK JOHN INVS TR COM 41014210 1,157 64,300 X 17 64300 0 0
HANOVER COMPRESSOR CO COM 41076810 2,170 63,000 X 2 63000 0 0
HANOVER COMPRESSOR CO COM 41076810 11,050 323,450 X 12 323450 0 0
HARBOR FLA BANCSHARES INC COM 41190110 271 22,500 X X 6 22500 0 0
HARCOURT GEN INC COM 41163G10 4,725 80,088 X 6 80088 0 0
HARCOURT GEN INC COM 41163G10 10,041 170,185 X 8 2128 0 168057
HARLEY DAVIDSON INC COM 41282210 875 18,267 X X 6 17267 0 1000
HARLEY DAVIDSON INC COM 41282210 3,266 69,912 X 6 69912 0 0
HARLEY DAVIDSON INC COM 41282210 5,745 120,000 X 2 120000 0 0
HARLEY DAVIDSON INC COM 41282210 7,980 166,686 X 8 9034 0157651.7
HARLEY DAVIDSON INC COM 41282210 43,951 917,700 X 4 917700 0 0
HARLEYSVILLE GROUP INC COM 41282410 430 22,600 X X 6 1600 21000 0
HARLEYSVILLE NATL CORP PA COM 41285010 1,630 53,984 X 6 51784 0 2200
HARMONIC INC COM 41316010 792 27,667 X 6 27667 0 0
HARRAHS ENTMT INC COM 41361910 281 10,215 X 8 0 0 10215
HARRAHS ENTMT INC COM 41361910 431 15,690 X 2 15690 0 0
HARRAHS ENTMT INC COM 41361910 10,413 378,660 X 16 378660 0 0
HARRAHS ENTMT INC COM 41361910 11,518 433,426 X 6 425378 0 8048
HARRIS CORP DEL COM 41387510 300 10,566 X 6 9965.617 0 600
HARRIS CORP DEL COM 41387510 601 21,138 X X 6 18148 2990 0
HARSCO CORP COM 41586410 890 40,318 X X 6 25358 14960 0
HARTE-HANKS INC COM 41619610 366 13,448 X X 6 13448 0 0
HARTFORD FINL SVCS GROUP INC COM 41651510 951 13,042 X 8 0 013041.98
HARTFORD FINL SVCS GROUP INC COM 41651510 7,901 108,332 X X 6 91930 8002 8400
HARTFORD FINL SVCS GROUP INC COM 41651510 23,161 317,400 X 4 317400 0 0
HARTFORD FINL SVCS GROUP INC COM 41651510 25,009 342,887 X 6 336947 0 5940
HARTFORD FINL SVCS GROUP INC COM 41651510 29,576 405,500 X 2 405500 0 0
HASBRO INC COM 41805610 208 18,211 X 8 0 0 18211
HASBRO INC COM 41805610 492 43,000 X 1 43000 0 0
HCA-HEALTHCARE CO COM 40411910 1,059 28,527 X 8 300 028227.11
HCA-HEALTHCARE CO COM 40411910 1,147 35,900 X 12 35900 0 0
HCA-HEALTHCARE CO COM 40411910 10,074 271,355 X 16 271355 0 0
HCA-HEALTHCARE CO COM 40411910 23,430 631,100 X 2 631100 0 0
HCA-HEALTHCARE CO COM 40411910 38,843 1,056,749 X 6 1051076 0 5673
HEALTH CARE PPTY INVS INC COM 42191510 322 10,883 X 8 0 010882.78
HEALTH CARE PPTY INVS INC COM 42191510 393 13,273 X X 6 11893 0 1380
HEALTH CARE REIT INC COM 42217K10 213 12,025 X 6 12025 0 0
HEALTH CARE REIT INC COM 42217K10 237 13,365 X 8 0 0 13365
HEALTH MGMT ASSOC INC NEW CL A 42193310 642 30,856 X 8 1000 0 29856
HEALTH MGMT ASSOC INC NEW CL A 42193310 1,284 61,671 X X 6 61671 0 0
HEALTH MGMT ASSOC INC NEW CL A 42193310 2,580 123,947 X 6 123947 0 0
HEALTH MGMT ASSOC INC NEW CL A 42193310 6,881 330,625 X 2 330625 0 0
HEALTH MGMT ASSOC INC NEW CL A 42193310 20,149 968,100 X 4 968100 0 0
HEALTHCARE RLTY TR COM 42194610 215 10,189 X 6 6389 0 3800
HEALTHCARE RLTY TR COM 42194610 654 30,938 X X 6 30488 0 450
HEALTHSOUTH CORP COM 42192410 251 30,900 X 4 30900 0 0
HEALTHSOUTH CORP COM 42192410 676 83,240 X X 6 80740 2500 0
HEALTHSOUTH CORP COM 42192410 760 93,500 X 14 93500 0 0
HEALTHSOUTH CORP COM 42192410 820 100,941 X 8 2000 0 98941
HEALTHSOUTH CORP COM 42192410 1,747 267,250 X 6 263850 0 3400
HEARTLAND EXPRESS INC COM 42234710 492 28,320 X 8 0 0 28320
HEARTLAND EXPRESS INC COM 42234710 709 40,800 X X 6 40800 0 0
HEIDRICK & STRUGGLES INTL INC COM 42281910 7,838 145,750 X 12 145750 0 0
HEINZ H J CO COM 42307410 582 15,700 X 14 15700 0 0
HEINZ H J CO COM 42307410 1,123 30,298 X 1 30298 0 0
HEINZ H J CO COM 42307410 1,249 33,700 X 8 305 033394.66
HEINZ H J CO COM 42307410 16,359 441,397 X 6 438696.7 700 2000
HEINZ H J CO COM 42307410 21,741 586,608 X X 6 498907 30114 57587
HELIX TECHNOLOGY CORP COM 42331910 3,847 124,400 X 2 124400 0 0
HERCULES INC COM 42705610 274 19,395 X X 6 8095 6300 5000
HERCULES INC COM 42705610 692 49,000 X X 1 49000 0 0
HERCULES INC COM 42705610 776 54,930 X 8 0 0 54930
HERCULES INC COM 42705610 865 61,215 X 1 61215 0 0
HERCULES INC COM 42705610 17,934 1,269,675 X 6 1200625 0 69050
HERSHEY FOODS CORP COM 42786610 853 15,756 X 8 0 015756.03
HERSHEY FOODS CORP COM 42786610 7,204 133,090 X X 6 100848 1923813004.35
HERSHEY FOODS CORP COM 42786610 30,192 557,817 X 6 523787.5 0 34030
HEWLETT PACKARD CO COM 42823610 1,019 10,502 X 9 9962 0 540
HEWLETT PACKARD CO COM 42823610 6,717 69,248 X X 1 65048 4200 0
HEWLETT PACKARD CO COM 42823610 8,993 92,710 X 1 92710 0 0
HEWLETT PACKARD CO COM 42823610 10,352 106,750 X 4 106750 0 0
HEWLETT PACKARD CO COM 42823610 10,519 108,443 X 8 760.889 0107681.6
HEWLETT PACKARD CO COM 42823610 14,094 145,304 X 16 145304 0 0
HEWLETT PACKARD CO COM 42823610 33,358 343,900 X 2 343900 0 0
HEWLETT PACKARD CO COM 42823610 91,352 941,770 X 6 909854 0 31916
HEWLETT PACKARD CO COM 42823610 123,620 1,274,428 X X 6 1036820 200868 36740
HEXCEL CORP NEW COM 42829110 404 30,200 X 6 30200 0 0
HEXCEL CORP NEW COM 42829110 8,909 667,100 X 4 667100 0 0
HI / FN INC COM 42835810 7,242 110,800 X 12 110800 0 0
HIBERNIA CORP CL A 42865610 667 54,460 X X 6 54460 0 0
HIBERNIA CORP CL A 42865610 4,449 363,200 X 2 363200 0 0
HICKORY TECH CORP COM 42906010 2,260 119,895 X 2 119895 0 0
HIGHLAND BANCORP INC COM 42987910 1,796 72,000 X 2 72000 0 0
HIGHWOODS PPTYS INC COM 43128410 292 12,345 X 8 0 012344.76
HIGHWOODS PPTYS INC COM 43128410 2,003 84,800 X X 6 84100 700 0
HIGHWOODS PPTYS INC COM 43128410 3,579 151,502 X 6 151502 0 0
HILB ROGAL & HAMILTON CO COM 43129410 2,819 67,613 X 16 67613 0 0
HILFIGER TOMMY CORP ORD G8915Z10 588 61,100 X 6 61100 0 0
HILTON HOTELS CORP COM 43284810 3,410 294,900 X 6 294900 0 0
HNC SOFTWARE INC COM 40425P10 11,650 142,400 X 4 142400 0 0
HOLLINGER INTL INC CL A 43556910 806 48,100 X 8 1100 0 47000
HOME DEPOT INC COM 43707610 1,443 27,196 X X 1 21196 6000 0
HOME DEPOT INC COM 43707610 1,616 30,446 X 9 16271 0 14175
HOME DEPOT INC COM 43707610 2,804 56,160 X 12 56160 0 0
HOME DEPOT INC COM 43707610 5,132 96,723 X 1 95823 0 900
HOME DEPOT INC COM 43707610 5,431 102,347 X 16 102347 0 0
HOME DEPOT INC COM 43707610 24,291 457,785 X 4 457785 0 0
HOME DEPOT INC COM 43707610 34,484 649,883 X 2 649883 0 0
HOME DEPOT INC COM 43707610 37,492 706,560 X 8 8653.102 0697906.7
HOME DEPOT INC COM 43707610 96,632 1,821,101 X X 6 1310994 405960 104147
HOME DEPOT INC COM 43707610 249,670 4,703,308 X 6 4592512 6915 103881
HOME PPTYS N Y INC COM 43730610 356 11,900 X X 6 11900 0 0
HOMESTAKE MNG CO COM 43761410 323 62,200 X X 6 39700 21000 1500
HOMESTAKE MNG CO COM 43761410 2,600 501,300 X 4 501300 0 0
HONEYWELL INTL INC COM 43851610 1,192 33,450 X 1 33450 0 0
HONEYWELL INTL INC COM 43851610 6,862 192,629 X 8 300 0192328.8
HONEYWELL INTL INC COM 43851610 7,047 197,800 X 2 197800 0 0
HONEYWELL INTL INC COM 43851610 33,378 936,940 X X 6 737604 39541 159795
HONEYWELL INTL INC COM 43851610 82,512 2,316,114 X 6 2262790 8840 44484
HOOPER HOLMES INC COM 43910410 255 31,900 X 12 31900 0 0
HORACE MANN EDUCATORS CORP NEW COM 44032710 376 22,984 X 8 0 0 22984
HORMEL FOODS CORP COM 44045210 424 25,400 X X 6 1400 22500 1500
HORMEL FOODS CORP COM 44045210 2,593 155,368 X 6 153568 0 1800
HOST MARRIOTT CORP NEW COM 44107P10 328 29,117 X X 6 29117 0 0
HOT TOPIC INC COM 44133910 624 20,800 X 6 20800 0 0
HOT TOPIC INC COM 44133910 5,033 166,900 X 4 166900 0 0
HOUGHTON MIFFLIN CO COM 44156010 514 13,100 X 6 13100 0 0
HOUSEHOLD INTL INC COM 44181510 1,995 35,226 X 8 2800 032425.93
HOUSEHOLD INTL INC COM 44181510 6,969 123,070 X 6 119590 0 3480
HOUSEHOLD INTL INC COM 44181510 9,227 162,958 X X 6 161671 900 387
HOUSEHOLD INTL INC COM 44181510 15,464 273,230 X 4 273230 0 0
HOUSTON EXPL CO COM 44212010 3,926 155,500 X 2 155500 0 0
HSB GROUP INC COM 40428N10 1,522 37,920 X 6 37920 0 0
HSB GROUP INC COM 40428N10 2,250 56,067 X X 6 37267 6300 12500
HSBC HLDGS PLC SPON ADR NEW 40428040 731 10,235 X 8 90 0 10145
HSBC HLDGS PLC SPON ADR NEW 40428040 775 10,848 X 6 10226 0 622
HUBBELL INC CL B 44351020 568 22,682 X 6 21920 0 762
HUBBELL INC CL B 44351020 1,323 52,807 X X 6 38533 88085465.692
HUBBELL INC CL B 44351020 7,184 286,656 X 2 286656 0 0
HUDSON RIV BANCORP INC COM 44412810 228 17,492 X 8 0 017492.15
HUDSON UNITED BANCORP COM 44416510 414 14,992 X X 6 14992 0 0
HUDSON UNITED BANCORP COM 44416510 646 23,400 X 6 14039 0 9361
HUGHES SUPPLY INC COM 44448210 333 16,950 X 8 0 0 16950
HUMAN GENOME SCIENCES INC COM 44490310 4,477 26,900 X 12 26900 0 0
HUMAN GENOME SCIENCES INC COM 44490310 9,235 53,341 X 16 53341 0 0
HUNT J B TRANS SVCS INC COM 44565810 647 50,760 X 8 0 0 50760
HUNTINGTON BANCSHARES INC COM 44615010 522 35,547 X X 6 35547 0 0
HUNTINGTON BANCSHARES INC COM 44615010 594 40,431 X 8 0 0 40431
HUNTINGTON BANCSHARES INC COM 44615010 1,606 109,338 X 6 109338 0 0
HUNTINGTON BANCSHARES INC COM 44615010 1,667 113,525 X 2 113525 0 0
HYPERION 2002 TERM TR INC COM 44891510 377 43,720 X 6 120 0 43600
HYPERION 2002 TERM TR INC COM 44891510 110,724 12,837,569 X 17 12837569 0 0
HYPERION 2005 INVT GRADE OPPTN COM 44891810 21,595 2,617,591 X 17 2617591 0 0
HYPERION SOLUTIONS CORP COM 44914M10 2,721 104,400 X 2 104400 0 0
HYPERION TOTAL RETURN & INCOME COM 44914510 15,420 1,869,100 X 17 1869100 0 0
I2 TECHNOLOGIES INC COM 46575410 2,736 14,628 X 8 0 0 14628
I2 TECHNOLOGIES INC SUB NT CV5.25%06 465754AF 6,653 2,500,000 X 2 2500000 0 0
I2 TECHNOLOGIES INC COM 46575410 9,017 48,203 X 6 43403 0 4800
I2 TECHNOLOGIES INC COM 46575410 24,225 129,500 X 4 129500 0 0
I2 TECHNOLOGIES INC COM 46575410 32,147 171,850 X 2 171850 0 0
IBP INC COM 44922310 2,414 131,800 X 2 131800 0 0
ICOS CORP COM 44929510 2,541 46,950 X 8 200 0 46750
IDACORP INC COM 45110710 548 11,843 X X 6 10751 792 300
IDACORP INC COM 45110710 694 15,014 X 8 0 0 15014
IDACORP INC COM 45110710 3,860 83,470 X 16 83470 0 0
IDEC PHARMACEUTICALS CORP COM 44937010 3,072 18,000 X 12 18000 0 0
IDEC PHARMACEUTICALS CORP COM 44937010 13,345 76,100 X 2 76100 0 0
IDEX CORP COM 45167R10 1,482 51,100 X 2 51100 0 0
IGEN INC COM 44953610 231 11,500 X 4 11500 0 0
IGEN INC COM 44953610 581 28,886 X 8 0 0 28886
II VI INC COM 90210410 1,297 69,500 X 4 69500 0 0
II VI INC COM 90210410 2,463 131,913 X 16 131913 0 0
ILEX ONCOLOGY INC COM 45192310 2,704 90,100 X 4 90100 0 0
ILLINOIS TOOL WKS INC COM 45230810 704 12,600 X 1 12000 0 600
ILLINOIS TOOL WKS INC COM 45230810 734 13,141 X 8 0 013140.51
ILLINOIS TOOL WKS INC COM 45230810 13,680 244,831 X X 6 242934 1172 725
ILLINOIS TOOL WKS INC COM 45230810 28,594 511,754 X 6 484768 3600 23386
ILLINOIS TOOL WKS INC COM 45230810 30,641 527,389 X 12 527389.2 0 0
ILLUMINA INC COM 45232710 1,275 28,100 X 4 28100 0 0
I-MANY INC COM 44973Q10 239 12,000 X 6 12000 0 0
I-MANY INC COM 44973Q10 5,981 300,000 X 4 300000 0 0
IMATION CORP COM 45245A10 289 15,534 X X 6 14550 220 764
IMAX CORP COM 45245E10 421 18,500 X 12 18500 0 0
IMC GLOBAL INC COM 44966910 6,731 464,200 X 2 464200 0 0
IMCLONE SYS INC COM 45245W10 2,444 20,879 X 16 20879 0 0
IMMUNEX CORP NEW COM 45252810 744 17,100 X 6 17100 0 0
IMMUNEX CORP NEW COM 45252810 1,118 25,700 X 2 25700 0 0
IMMUNEX CORP NEW COM 45252810 1,440 33,110 X 8 1200 0 31910
IMMUNOGEN INC COM 45253H10 342 10,000 X 8 0 0 10000
IMMUNOGEN INC COM 45253H10 342 10,000 X 4 10000 0 0
IMMUNOMEDICS INC COM 45290710 283 13,500 X 4 13500 0 0
IMPERIAL BANCORP COM 45255610 263 13,761 X 6 13761 0 0
IMPERIAL BANCORP COM 45255610 5,970 312,159 X 16 312159 0 0
IMPERIAL CHEM INDS PLC ADR NEW 45270450 268 11,558 X 6 11558 0 0
IMRGLOBAL CORPORATION COM 45321W10 206 17,700 X 6 0 0 17700
IMS HEALTH INC COM 44993410 266 12,800 X X 1 12800 0 0
IMS HEALTH INC COM 44993410 336 16,180 X 8 0 0 16180
IMS HEALTH INC COM 44993410 5,928 285,710 X X 6 235110 22506 28094
IMS HEALTH INC COM 44993410 6,676 321,730 X 2 321730 0 0
IMS HEALTH INC COM 44993410 11,517 555,056 X 6 551156 1300 2600
INCO LTD COM 45325840 215 13,325 X 6 13325 0 0
INCOME OPPORTUNITIES FD 2000 COM 45333Q10 1,021 102,700 X 17 102700 0 0
INCYTE GENOMICS INC COM 45337C10 1,789 43,490 X 8 0 0 43490
INCYTE GENOMICS INC COM 45337C10 3,210 76,300 X 12 76300 0 0
INCYTE GENOMICS INC COM 45337C10 6,580 160,000 X 4 160000 0 0
INDUSTRIE NATUZZI SPA ADR 45647810 8,292 686,600 X 2 686600 0 0
INDYMAC BANCORP INC COM 45660710 315 15,300 X X 6 3300 0 12000
INFINITY BROADCASTING CP NEW CL A 45662S10 370 11,200 X 6 11200 0 0
INFINITY BROADCASTING CP NEW CL A 45662S10 692 20,975 X X 6 9300 11675 0
INFINITY BROADCASTING CP NEW CL A 45662S10 4,627 140,200 X 4 140200 0 0
INFINITY BROADCASTING CP NEW CL A 45662S10 34,785 1,054,088 X 8 0 0 1054088
INFOCURE CORP COM 45665A10 243 61,250 X X 6 61250 0 0
INFOCUS CORP COM 45665B10 566 10,673 X 6 10673 0 0
INFOCUS CORP COM 45665B10 1,125 21,235 X 8 1793 0 19442
INFOCUS CORP COM 45665B10 3,389 65,000 X 12 65000 0 0
INFOCUS CORP COM 45665B10 3,890 73,393 X 16 73393 0 0
INFOCUS CORP COM 45665B10 14,566 273,900 X 4 273900 0 0
INFORMIX CORP COM 45677910 1,310 317,519 X 16 317519 0 0
INFORMIX CORP COM 45677910 1,510 354,820 X 6 344316 0 10504
INFOSPACE INC COM 45678T10 5,744 189,900 X 2 189900 0 0
INFOSPACE INC COM 45678T10 10,636 351,600 X 4 351600 0 0
ING GROEP N V SPONSORED ADR 45683710 759 11,523 X 6 11523 0 0
ING GROEP N V SPONSORED ADR 45683710 797 12,105 X 8 89 0 12016
INGERSOLL-RAND CO COM 45686610 2,530 74,698 X 6 74323 0 375
INGERSOLL-RAND CO COM 45686610 8,485 250,473 X X 6 167123 2700 80650
INKTOMI CORP COM 45727710 1,860 16,320 X X 6 16320 0 0
INKTOMI CORP COM 45727710 25,792 222,454 X 6 206954 0 15500
INNKEEPERS USA TR COM 4576J010 508 49,527 X 8 0 0 49527
INSIGHT ENTERPRISES INC COM 45765U10 1,907 69,980 X 16 69980 0 0
INSITUFORM TECHNOLOGIES INC CL A 45766710 5,557 165,270 X 16 165270 0 0
INSTEEL INDUSTRIES INC COM 45774W10 296 72,919 X X 6 72919 0 0
INSURANCE AUTO AUCTIONS INC COM 45787510 1,718 106,160 X 16 106160 0 0
INSURED MUN INCOME FD COM 45809F10 8,736 698,900 X 17 698900 0 0
INTEGRATED CIRCUIT SYS INC COM 45811K20 2,279 123,200 X 2 123200 0 0
INTEGRATED DEVICE TECHNOLOGY COM 45811810 4,887 54,000 X 4 54000 0 0
INTEGRATED DEVICE TECHNOLOGY COM 45811810 7,630 84,308 X 16 84308 0 0
INTEGRATED DEVICE TECHNOLOGY COM 45811810 19,302 213,280 X 6 213280 0 0
INTEL CORP COM 45814010 957 23,036 X X 9 23036 0 0
INTEL CORP COM 45814010 1,241 29,848 X 9 29848 0 0
INTEL CORP COM 45814010 2,548 61,300 X 14 61300 0 0
INTEL CORP COM 45814010 5,438 130,840 X X 1 121440 9400 0
INTEL CORP COM 45814010 6,847 164,750 X 1 162190 0 2560
INTEL CORP COM 45814010 39,865 959,150 X 16 959150 0 0
INTEL CORP COM 45814010 54,827 825,094 X 12 825094 0 0
INTEL CORP COM 45814010 65,547 1,577,069 X 8 17269.32 0 1559800
INTEL CORP COM 45814010 68,059 1,638,060 X 4 1638060 0 0
INTEL CORP COM 45814010 129,229 3,109,280 X 2 3109280 0 0
INTEL CORP COM 45814010 213,664 5,140,778 X X 6 4111342 699419 330017
INTEL CORP COM 45814010 493,748 11,505,868 X 6 10956496 21911 527461
INTER TEL INC COM 45837210 284 25,000 X X 6 25000 0 0
INTERCEPT GROUP INC COM 45845L10 4,123 184,450 X 12 184450 0 0
INTERMEDIA COMMUNICATIONS INC COM 45880110 440 14,900 X 14 14900 0 0
INTERNATIONAL BUSINESS MACHS COM 45920010 1,744 15,500 X 14 15500 0 0
INTERNATIONAL BUSINESS MACHS COM 45920010 2,133 18,957 X 9 8617 0 10340
INTERNATIONAL BUSINESS MACHS COM 45920010 4,221 37,520 X X 1 34720 2800 0
INTERNATIONAL BUSINESS MACHS COM 45920010 5,533 49,184 X 1 49004 0 180
INTERNATIONAL BUSINESS MACHS COM 45920010 13,209 117,414 X 16 117414 0 0
INTERNATIONAL BUSINESS MACHS COM 45920010 21,754 193,365 X 8 2470 0190894.9
INTERNATIONAL BUSINESS MACHS COM 45920010 33,153 298,331 X 12 298330.9 0 0
INTERNATIONAL BUSINESS MACHS COM 45920010 71,803 638,200 X 4 638200 0 0
INTERNATIONAL BUSINESS MACHS COM 45920010 77,722 690,860 X 2 690860 0 0
INTERNATIONAL BUSINESS MACHS COM 45920010 214,171 1,903,743 X X 6 1671124 115609 117010
INTERNATIONAL BUSINESS MACHS COM 45920010 390,535 3,471,088 X 6 3390347 7977 72764
INTERNATIONAL FIBERCOM INC COM 45950T10 208 14,232 X 8 2290 0 11942
INTERNATIONAL FLAVORS&FRAGRANC COM 45950610 245 13,400 X 1 13400 0 0
INTERNATIONAL FLAVORS&FRAGRANC COM 45950610 408 22,382 X 6 20582 0 1800
INTERNATIONAL FLAVORS&FRAGRANC COM 45950610 640 35,050 X 8 0 0 35050
INTERNATIONAL FLAVORS&FRAGRANC COM 45950610 642 35,151 X X 6 32751 1650 750
INTERNATIONAL MULTIFOODS CORP COM 46004310 1,411 81,000 X 2 81000 0 0
INTERNATIONAL RECTIFIER CORP COM 46025410 3,137 62,118 X 16 62118 0 0
INTERNATIONAL RECTIFIER CORP COM 46025410 3,650 69,350 X 12 69350 0 0
INTERNET CAP GROUP INC SUB NT CV 5.5%04 46059CAA 2,080 4,000,000 X 2 4000000 0 0
INTERPUBLIC GROUP COS INC COM 46069010 4,246 124,667 X 8 7550 0117117.1
INTERPUBLIC GROUP COS INC COM 46069010 7,660 224,893 X 16 224893 0 0
INTERPUBLIC GROUP COS INC COM 46069010 18,753 550,547 X X 6 539747 1500 9300
INTERPUBLIC GROUP COS INC COM 46069010 21,290 612,261 X 6 561513 0 50748
INTERPUBLIC GROUP COS INC COM 46069010 32,853 846,972 X 12 846971.8 0 0
INTERSIL HLDG CORP CL A 46069S10 868 17,400 X 6 17400 0 0
INTERSIL HLDG CORP CL A 46069S10 12,091 247,319 X 4 247318.5 0 0
INTERTRUST TECHNOLOGIES CORP COM 46113Q10 320 26,550 X X 6 23250 3300 0
INTERTRUST TECHNOLOGIES CORP COM 46113Q10 8,930 740,270 X 6 679320 0 60950
INTERWAVE COMMUNCTNS INTL LTD ORD G4911N10 200 25,000 X 4 25000 0 0
INTERWOVEN INC COM 46114T10 1,333 11,794 X 6 11794 0 0
INTERWOVEN INC COM 46114T10 4,775 42,234 X 16 42234 0 0
INTERWOVEN INC COM 46114T10 46,344 411,200 X 4 411200 0 0
INTIMATE BRANDS INC CL A 46115610 419 22,437 X 8 0 022437.09
INTIMATE BRANDS INC CL A 46115610 2,964 158,600 X 2 158600 0 0
INTIMATE BRANDS INC CL A 46115610 6,805 363,700 X 4 363700 0 0
INTL PAPER CO COM 46014610 436 15,200 X 14 15200 0 0
INTL PAPER CO COM 46014610 3,316 115,589 X 8 500 0115088.7
INTL PAPER CO COM 46014610 3,858 134,485 X X 6 98963.65 16887.318633.81
INTL PAPER CO COM 46014610 5,898 201,822 X 6 136181.9 065640.54
INTRUSION COM INC COM 46121E10 1,023 86,174 X 16 86174 0 0
INTUIT COM 46120210 818 14,352 X X 6 12652 1700 0
INTUIT COM 46120210 868 15,230 X 2 15230 0 0
INTUIT COM 46120210 17,770 311,762 X 6 284270 0 27492
INVESCO GLOBAL HEALTH SCIENCES COM 46128N10 271 13,286 X 8 0 013286.43
INVESTMENT GRADE MUN INCOME FD COM 46136810 745 54,200 X 17 54200 0 0
INVESTMENT TECHNOLOGY GRP NEW COM 46145F10 2,204 55,185 X 16 55185 0 0
INVITROGEN CORP COM 46185R10 3,691 51,895 X 16 51895 0 0
IPALCO ENTERPRISES INC COM 46261310 958 41,860 X 6 39860 0 2000
IPALCO ENTERPRISES INC COM 46261310 2,240 97,908 X X 6 95908 2000 0
IPC HLDGS LTD ORD G4933P10 363 19,600 X X 6 4500 0 15100
IRISH INVT FD INC COM 46271010 4,256 279,112 X 17 279112 0 0
ISHARES INC MSCI JAPAN 46428684 208 15,735 X 8 0 0 15735
ISLE OF CAPRI CASINOS INC COM 46459210 1,775 114,503 X 16 114503 0 0
ISLE OF CAPRI CASINOS INC COM 46459210 1,783 115,000 X 4 115000 0 0
ITC DELTACOM INC COM 45031T10 383 33,264 X 8 0 0 33264
ITC DELTACOM INC COM 45031T10 475 21,300 X 12 21300 0 0
ITT INDS INC IND COM 45091110 615 18,945 X X 6 15619 2276 1050
ITT INDS INC IND COM 45091110 754 23,250 X 6 23050 0 200
IVAX CORP COM 46582310 18,455 401,200 X 4 401200 0 0
JABIL CIRCUIT INC COM 46631310 817 14,400 X 6 14400 0 0
JABIL CIRCUIT INC COM 46631310 3,305 58,236 X 8 200 0 58036
JABIL CIRCUIT INC COM 46631310 6,481 114,200 X 2 114200 0 0
JACOBS ENGR GROUP INC DEL COM 46981410 4,781 118,600 X 2 118600 0 0
JAKKS PAC INC COM 47012E10 276 18,700 X 12 18700 0 0
JAKKS PAC INC COM 47012E10 3,880 412,200 X 4 412200 0 0
JAPAN EQUITY FD INC COM 47105710 5,002 695,900 X 17 695900 0 0
JAPAN OTC EQUITY FD INC COM 47109110 8,174 998,300 X 17 998300 0 0
JDS UNIPHASE CORP COM 46612J10 10,371 109,527 X 16 109527 0 0
JDS UNIPHASE CORP COM 46612J10 12,504 132,057 X X 6 117964 6910 7183
JDS UNIPHASE CORP COM 46612J10 15,684 165,638 X 2 165638 0 0
JDS UNIPHASE CORP COM 46612J10 17,526 185,093 X 8 3834 0 181259
JDS UNIPHASE CORP COM 46612J10 80,793 853,261 X 6 821544 1158 30559
JEFFERSON PILOT CORP COM 47507010 1,353 19,931 X 8 0 0 19931
JEFFERSON PILOT CORP COM 47507010 6,372 93,873 X X 6 80649 12999 225
JEFFERSON PILOT CORP COM 47507010 7,327 107,946 X 6 106796 0 1150
JMAR TECHNOLOGIES INC COM 46621210 391 47,000 X 6 47000 0 0
JNI CORP COM 46622G10 1,137 12,775 X 6 12775 0 0
JNI CORP COM 46622G10 15,361 174,700 X 4 174700 0 0
JOHN HANCOCK BK &THRIFT OPP FD SH BEN INT 40973510 308 38,771 X 8 0 038771.31
JOHN HANCOCK BK &THRIFT OPP FD SH BEN INT 40973510 3,246 405,700 X 17 405700 0 0
JOHNS MANVILLE CORP NEW COM 47812910 213 18,850 X 6 18850 0 0
JOHNSON & JOHNSON COM 47816010 977 10,400 X X 9 10400 0 0
JOHNSON & JOHNSON COM 47816010 1,371 14,600 X 14 14600 0 0
JOHNSON & JOHNSON COM 47816010 2,733 29,092 X X 1 25192 3900 0
JOHNSON & JOHNSON COM 47816010 5,601 59,623 X 1 59023 0 600
JOHNSON & JOHNSON COM 47816010 17,381 185,026 X 8 7722.894 0177303.2
JOHNSON & JOHNSON COM 47816010 24,506 260,878 X 16 260878 0 0
JOHNSON & JOHNSON COM 47816010 27,676 294,560 X 4 294560 0 0
JOHNSON & JOHNSON COM 47816010 28,441 293,185 X 12 293185 0 0
JOHNSON & JOHNSON COM 47816010 69,608 741,005 X 2 741005 0 0
JOHNSON & JOHNSON COM 47816010 218,003 2,320,726 X X 6 1647791 436567236367.8
JOHNSON & JOHNSON COM 47816010 318,830 3,395,565 X 6 3240166 79148 76251
JOHNSON CTLS INC COM 47836610 2,871 53,979 X X 6 51479 600 1900
JOHNSON CTLS INC COM 47836610 11,417 214,648 X 6 214615 0 33.264
JONES APPAREL GROUP INC COM 48007410 476 17,971 X 2 17971 0 0
JUNIPER NETWORKS INC COM 48203R10 3,000 13,701 X 8 0 0 13701
JUNIPER NETWORKS INC COM 48203R10 3,679 16,805 X X 6 16305 500 0
JUNIPER NETWORKS INC SB NT CV 4.75%07 48203RAA 10,789 7,000,000 X 2 7000000 0 0
JUNIPER NETWORKS INC COM 48203R10 19,792 90,400 X 2 90400 0 0
JUNIPER NETWORKS INC COM 48203R10 27,157 124,100 X 4 124100 0 0
JUNIPER NETWORKS INC COM 48203R10 47,513 217,018 X 6 206773 0 10245
K MART CORP COM 48258410 248 41,370 X 6 41170 0 200
K MART CORP COM 48258410 291 48,444 X 8 300 0 48144
K V PHARMACEUTICAL CO CL A 48274020 799 23,850 X 2 23850 0 0
K V PHARMACEUTICAL CO CL B CONV 48274010 1,466 44,400 X 2 44400 0 0
KANSAS CITY PWR & LT CO COM 48513410 300 11,238 X 6 11237.99 0 0
KANSAS CITY PWR & LT CO COM 48513410 1,039 38,923 X X 6 38523 0 400
KANSAS CITY SOUTHN INDS INC COM NEW 48517030 234 26,924 X X 6 24130 739 2055
KANSAS CITY SOUTHN INDS INC COM NEW 48517030 777 95,243 X 6 93336 200 1707
KANSAS CITY SOUTHN INDS INC COM NEW 48517030 2,156 248,200 X 2 248200 0 0
KEANE INC COM 48666510 606 34,800 X 2 34800 0 0
KEEBLER FOODS CO COM 48725610 4,022 92,470 X 6 92470 0 0
KELLOGG CO COM 48783610 339 14,000 X 1 14000 0 0
KELLOGG CO COM 48783610 1,061 43,855 X 8 0 0 43855
KELLOGG CO COM 48783610 2,789 115,326 X 6 114526 0 800
KELLOGG CO COM 48783610 13,692 566,097 X X 6 120517 8000 437580
KEMET CORP COM 48836010 317 11,460 X 8 0 0 11460
KEMET CORP COM 48836010 2,179 78,869 X 16 78869 0 0
KEMPER INTER GOVT TR SH BEN INT 48841310 1,589 244,400 X 17 244400 0 0
KEMPER STRATEGIC MUN INCOME TR COM SH BEN INT 48842710 1,211 109,470 X 8 0 0 109470
KENNAMETAL INC COM 48917010 274 10,650 X X 6 650 10000 0
KENNAMETAL INC COM 48917010 331 12,850 X 6 12850 0 0
KENT ELECTRS CORP COM 49055310 657 27,500 X 14 27500 0 0
KENT ELECTRS CORP COM 49055310 1,602 67,102 X 16 67102 0 0
KENT ELECTRS CORP COM 49055310 3,286 128,200 X 12 128200 0 0
KERR MCGEE CORP COM 49238610 2,028 30,617 X X 6 29113 1504 0
KERR MCGEE CORP COM 49238610 9,285 140,145 X 2 140145 0 0
KERR MCGEE CORP COM 49238610 34,434 519,765 X 16 519765 0 0
KERR MCGEE CORP COM 49238610 35,084 551,916 X 6 538910 750 12256
KEY TECHNOLOGY INC COM 49314310 222 25,150 X 8 0 0 25150
KEYCORP NEW COM 49326710 1,628 64,323 X 8 0 0 64322.7
KEYCORP NEW COM 49326710 2,311 91,305 X 6 71332 0 19973
KEYCORP NEW COM 49326710 3,650 144,211 X X 6 100311 39810 4090
KEYCORP NEW COM 49326710 16,415 648,500 X 2 648500 0 0
KEYNOTE SYS INC COM 49330810 419 15,679 X X 6 15679 0 0
KEYNOTE SYS INC COM 49330810 7,754 289,875 X 6 265400 0 24475
KEYSPAN CORP COM 49337W10 1,160 28,898 X 8 0 028898.11
KEYSPAN CORP COM 49337W10 4,314 107,513 X 6 107513 0 0
KEYSTONE FINANCIAL INC COM 49348210 918 42,215 X X 6 39066 3149 0
KEYSTONE FINANCIAL INC COM 49348210 990 45,527 X 6 44143 0 1384
KEYSTONE PPTY TR CORP COM 49359610 2,044 163,528 X 6 0 0 163528
KILROY RLTY CORP COM 49427F10 2,669 100,000 X 2 100000 0 0
KIMBERLY CLARK CORP COM 49436810 1,211 21,300 X 4 21300 0 0
KIMBERLY CLARK CORP COM 49436810 1,396 25,008 X X 1 25008 0 0
KIMBERLY CLARK CORP COM 49436810 1,501 26,898 X 9 1098 0 25800
KIMBERLY CLARK CORP COM 49436810 2,090 37,452 X 8 0 037451.83
KIMBERLY CLARK CORP COM 49436810 15,487 277,479 X 16 277479 0 0
KIMBERLY CLARK CORP COM 49436810 27,024 484,200 X 2 484200 0 0
KIMBERLY CLARK CORP COM 49436810 32,838 579,709 X 12 579709.4 0 0
KIMBERLY CLARK CORP COM 49436810 45,292 811,494 X X 6 607698 174059 29737
KIMBERLY CLARK CORP COM 49436810 83,938 1,502,639 X 6 1437484 4865 60290
KINDER MORGAN ENERGY PARTNERS UT LTD PARTNER 49455010 2,355 49,711 X 8 706.09 0 49005
KINDER MORGAN ENERGY PARTNERS UT LTD PARTNER 49455010 41,048 866,446 X 6 866446 0 0
KINDER MORGAN INC KANS COM 49455P10 1,228 30,000 X 14 30000 0 0
KINDER MORGAN INC KANS COM 49455P10 187,825 4,588,094 X 6 4588094 0 0
KING PHARMACEUTICALS INC COM 49558210 505 15,105 X 6 15105 0 0
KING PHARMACEUTICALS INC COM 49558210 1,280 38,290 X 8 6825 0 31465
KING PHARMACEUTICALS INC COM 49558210 2,619 78,324 X 2 78324 0 0
KING PHARMACEUTICALS INC COM 49558210 2,992 89,484 X 16 89484 0 0
KING PHARMACEUTICALS INC COM 49558210 5,348 159,950 X 4 159950 0 0
KING PHARMACEUTICALS INC COM 49558210 5,384 154,057 X 12 154057 0 0
KINROSS GOLD CORP COM 49690210 512 910,000 X 4 910000 0 0
KLA-TENCOR CORP COM 48248010 745 18,100 X 8 0 0 18100
KLA-TENCOR CORP COM 48248010 1,528 37,106 X X 6 35106 400 1600
KLA-TENCOR CORP COM 48248010 8,468 205,600 X 2 205600 0 0
KLA-TENCOR CORP COM 48248010 9,482 230,206 X 16 230206 0 0
KLA-TENCOR CORP COM 48248010 12,510 278,470 X 6 275547 0 2923
KLM ROYAL DUTCH AIRLS COM NY REG NEW 48251630 442 23,631 X 8 0 0 23631
KNIGHT RIDDER INC COM 49904010 650 12,800 X X 6 12800 0 0
KNIGHT RIDDER INC COM 49904010 650 12,800 X 2 12800 0 0
KNIGHT RIDDER INC COM 49904010 711 13,988 X 6 13988 0 0
KNIGHT RIDDER INC COM 49904010 6,378 125,550 X 4 125550 0 0
KNIGHT TRADING GROUP INC COM 49906310 547 15,184 X 8 0 0 15184
KNIGHT TRADING GROUP INC COM 49906310 947 30,350 X 6 30350 0 0
KOHLS CORP COM 50025510 1,658 28,738 X 6 28738 0 0
KOHLS CORP COM 50025510 12,512 216,900 X 2 216900 0 0
KONINKLIJKE AHOLD N V SPON ADR NEW 50046730 369 13,089 X X 6 13089 0 0
KONINKLIJKE PHILIPS ELECTRS NV SP ADR NEW2000 50047230 704 16,559 X 8 0 016558.55
KONINKLIJKE PHILIPS ELECTRS NV SP ADR NEW2000 50047230 3,330 78,363 X X 6 65872 1783 10708
KONINKLIJKE PHILIPS ELECTRS NV SP ADR NEW2000 50047230 27,357 643,685 X 6 614080.2 0 29605
KOPIN CORP COM 50060010 257 14,290 X 6 14290 0 0
KOPIN CORP COM 50060010 1,025 56,972 X 16 56972 0 0
KOREA ELECTRIC PWR SPONSORED ADR 50063110 215 16,460 X 6 16460 0 0
KOREA ELECTRIC PWR SPONSORED ADR 50063110 1,446 110,700 X 4 110700 0 0
KOREA TELECOM SPONSORED ADR 50063P10 370 11,000 X 14 11000 0 0
KOREA TELECOM SPONSORED ADR 50063P10 585 17,400 X 4 17400 0 0
KROGER CO COM 50104410 776 34,400 X 14 34400 0 0
KROGER CO COM 50104410 1,963 87,013 X 8 1950 0 85063
KROGER CO COM 50104410 3,493 154,793 X X 6 60751 3500 90542
KROGER CO COM 50104410 9,688 429,387 X 6 422897 600 5890
KROGER CO COM 50104410 16,931 750,400 X 2 750400 0 0
KULICKE & SOFFA INDS INC COM 50124210 1,474 66,500 X 2 66500 0 0
L-3 COMMUNICATIONS HLDGS INC COM 50242410 946 16,750 X 6 16750 0 0
L-3 COMMUNICATIONS HLDGS INC COM 50242410 8,803 155,800 X 2 155800 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R40 16,303 136,000 X 4 136000 0 0
LABRANCHE & CO INC COM 50544710 6,316 189,788 X 4 189788 0 0
LADISH INC COM NEW 50575420 1,448 110,500 X 4 110500 0 0
LAKEHEAD PIPE LINE PARTNERS LP COM UNIT-CL A 51155710 461 11,110 X 8 0 0 11110
LAKEHEAD PIPE LINE PARTNERS LP COM UNIT-CL A 51155710 530 12,760 X X 6 10760 1300 700
LAM RESEARCH CORP COM 51280710 262 12,500 X 1 12500 0 0
LAM RESEARCH CORP COM 51280710 1,965 93,850 X 16 93850 0 0
LAM RESEARCH CORP COM 51280710 2,442 116,653 X 8 300 0 116353
LANCASTER COLONY CORP COM 51384710 2,456 100,000 X 2 100000 0 0
LANCE INC COM 51460610 253 26,060 X X 6 26060 0 0
LANCE INC COM 51460610 603 62,065 X 6 62065 0 0
LANDAMERICA FINL GROUP INC COM 51493610 509 22,195 X 12 22195 0 0
LANDAUER INC COM 51476K10 241 12,765 X 8 0 0 12765
LANDS END INC COM 51508610 213 10,160 X 8 0 0 10160
LANOPTICS LTD ORD M6706C10 772 22,050 X 14 22050 0 0
LATIN AMER INVT FD COM 51827910 345 23,200 X 17 23200 0 0
LATTICE SEMICONDUCTOR CORP COM 51841510 1,722 29,600 X 2 29600 0 0
LATTICE SEMICONDUCTOR CORP SUB NT CV4.75%06 518415AC 2,173 1,500,000 X 2 1500000 0 0
LAUDER ESTEE COS INC CL A 51843910 552 15,085 X X 6 15085 0 0
LAUDER ESTEE COS INC CL A 51843910 631 17,220 X 6 17220 0 0
LAUDER ESTEE COS INC CL A 51843910 2,171 59,290 X 8 6089 053200.71
LAUDER ESTEE COS INC CL A 51843910 7,490 204,500 X 2 204500 0 0
LEAP WIRELESS INTL INC COM 52186310 867 13,862 X 2 13862 0 0
LEAP WIRELESS INTL INC COM 52186310 1,150 18,382 X 8 100 0 18282
LEAP WIRELESS INTL INC COM 52186310 9,880 157,920 X 6 157827 0 93
LEAR CORP COM 52186510 276 13,400 X X 6 0 13400 0
LEAR CORP COM 52186510 9,170 445,962 X 6 420412 0 25550
LEARNING TREE INTL INC COM 52201510 2,064 43,700 X 4 43700 0 0
LEE ENTERPRISES INC COM 52376810 295 10,200 X X 6 9000 1200 0
LEGATO SYS INC COM 52465110 390 29,000 X 6 25475 0 3525
LEGG MASON INC COM 52490110 9,261 159,332 X 2 159332 0 0
LEGGETT & PLATT INC COM 52466010 215 13,600 X X 6 13600 0 0
LEGGETT & PLATT INC COM 52466010 227 14,380 X 6 14030 0 350
LEGGETT & PLATT INC COM 52466010 316 20,000 X 2 20000 0 0
LEHMAN BROS HLDGS INC COM 52490810 20,877 141,300 X 2 141300 0 0
LEHMAN BROS HLDGS INC COM 52490810 24,686 178,006 X 6 174030 0 3976
LEHMAN BROS HLDGS INC COM 52490810 27,819 188,281 X 16 188281 0 0
LEHMAN BROS HLDGS INC COM 52490810 32,837 222,250 X 4 222250 0 0
LENNAR CORP COM 52605710 309 10,413 X 2 10413 0 0
LEUCADIA NATL CORP COM 52728810 562 21,016 X 6 21016 0 0
LEUCADIA NATL CORP COM 52728810 3,674 137,337 X 16 137337 0 0
LEVEL 3 COMMUNICATIONS INC COM 52729N10 1,812 23,491 X 8 0 0 23491
LEXENT INC COM 52886Q10 4,463 150,000 X 4 150000 0 0
LEXINGTON CORP PPTYS TR COM 52904310 219 19,471 X X 6 2800 4000 12671
LEXMARK INTL NEW CL A 52977110 405 10,795 X 8 1509 0 9286
LEXMARK INTL NEW CL A 52977110 471 12,560 X 6 12560 0 0
LG&E ENERGY CORP COM 50191710 402 16,442 X 6 16442 0 0
LG&E ENERGY CORP COM 50191710 433 17,721 X 8 0 017721.08
LG&E ENERGY CORP COM 50191710 485 20,000 X 4 20000 0 0
LG&E ENERGY CORP COM 50191710 489 20,000 X 2 20000 0 0
LG&E ENERGY CORP COM 50191710 911 37,293 X X 6 34658 2635 0
LIBERATE TECHNOLOGIES COM 53012910 292 10,078 X 8 0 0 10078
LIBERTY ALL STAR EQUITY FD SH BEN INT 53015810 630 48,000 X 17 48000 0 0
LIBERTY ALL-STAR GROWTH FD INC COM 52990010 775 63,300 X 17 63300 0 0
LIBERTY PPTY TR SH BEN INT 53117210 600 21,800 X X 6 20900 900 0
LIBERTY PPTY TR SH BEN INT 53117210 1,521 55,299 X 8 2330 052968.87
LIBERTY PPTY TR SH BEN INT 53117210 2,968 107,800 X 2 107800 0 0
LIFEMINDERS INC COM 53220Q10 845 36,838 X X 6 36838 0 0
LIFEMINDERS INC COM 53220Q10 1,794 78,200 X 4 78200 0 0
LIFEMINDERS INC COM 53220Q10 17,728 772,862 X 6 713262 0 59600
LIFEPOINT HOSPITALS INC COM 53219L10 2,910 81,900 X 4 81900 0 0
LILLY ELI & CO COM 53245710 2,839 35,000 X X 1 35000 0 0
LILLY ELI & CO COM 53245710 4,644 57,250 X 4 57250 0 0
LILLY ELI & CO COM 53245710 11,552 142,400 X 2 142400 0 0
LILLY ELI & CO COM 53245710 16,695 205,799 X 8 2334 0203464.6
LILLY ELI & CO COM 53245710 30,613 377,362 X 6 375412 0 1950
LILLY ELI & CO COM 53245710 46,264 570,282 X X 6 420111 83102 67069
LIMITED INC COM 53271610 499 22,600 X X 6 22600 0 0
LIMITED INC COM 53271610 852 38,614 X 6 31104 0 7510
LINCARE HLDGS INC COM 53279110 377 15,300 X 12 15300 0 0
LINCARE HLDGS INC COM 53279110 425 14,825 X X 6 10175 4450 200
LINCARE HLDGS INC COM 53279110 13,349 465,325 X 6 463645 0 1680
LINCOLN NATL CONV SECS FD INC COM 53418310 265 14,400 X 8 0 0 14400
LINCOLN NATL CONV SECS FD INC COM 53418310 2,508 136,500 X 17 136500 0 0
LINCOLN NATL CORP IND COM 53418710 530 11,010 X 8 400 0 10610.4
LINCOLN NATL CORP IND COM 53418710 4,624 96,081 X 6 80581 0 15500
LINCOLN NATL CORP IND COM 53418710 5,589 116,128 X X 6 92528 23600 0
LINCOLN NATL CORP IND COM 53418710 14,240 295,900 X 2 295900 0 0
LINEAR TECHNOLOGY CORP COM 53567810 1,134 17,506 X 8 300 0 17206
LINEAR TECHNOLOGY CORP COM 53567810 7,200 111,199 X X 6 110799 400 0
LINEAR TECHNOLOGY CORP COM 53567810 8,790 137,034 X 6 137034 0 0
LINENS N THINGS INC COM 53567910 321 12,575 X 6 12575 0 0
LINENS N THINGS INC COM 53567910 2,135 78,000 X 2 78000 0 0
LIZ CLAIBORNE INC COM 53932010 516 13,400 X X 6 13150 0 250
LIZ CLAIBORNE INC COM 53932010 8,124 211,000 X 4 211000 0 0
LIZ CLAIBORNE INC COM 53932010 8,252 214,350 X 6 214350 0 0
LNR PPTY CORP COM 50194010 1,562 70,600 X 6 65500 0 5100
LOCKHEED MARTIN CORP COM 53983010 346 10,507 X 8 0 010506.85
LOCKHEED MARTIN CORP COM 53983010 2,745 83,277 X X 6 77929 5348 0
LOCKHEED MARTIN CORP COM 53983010 9,649 292,751 X 16 292751 0 0
LOCKHEED MARTIN CORP COM 53983010 11,087 360,326 X 6 357050.2 0 3276
LOCKHEED MARTIN CORP COM 53983010 32,986 1,000,800 X 2 1000800 0 0
LODGENET ENTMT CORP COM 54021110 3,234 112,015 X 16 112015 0 0
LOEWS CORP COM 54042410 1,979 23,732 X X 6 23502 230 0
LOEWS CORP COM 54042410 3,598 43,140 X 4 43140 0 0
LOEWS CORP COM 54042410 5,956 71,432 X 16 71432 0 0
LOEWS CORP COM 54042410 17,145 211,078 X 6 209549 0 1529
LONE STAR TECHNOLOGIES INC COM 54231210 4,515 97,839 X 16 97839 0 0
LONGS DRUG STORES CORP COM 54316210 260 13,600 X X 6 4600 9000 0
LONGVIEW FIBRE CO COM 54321310 238 19,845 X 8 0 0 19845
LORAL SPACE & COMMUNICATIONS COM G5646210 657 107,240 X 8 0 0 107240
LORAL SPACE & COMMUNICATIONS PFD CONV C 6% G5646214 5,879 115,000 X 12 115000 0 0
LOUIS DREYFUS NAT GAS CORP COM 54601110 820 20,700 X 2 20700 0 0
LOUIS DREYFUS NAT GAS CORP COM 54601110 4,579 120,400 X 12 120400 0 0
LOUISIANA PAC CORP COM 54634710 726 79,070 X 8 0 0 79070
LOWES COS INC COM 54866110 1,361 30,320 X 2 30320 0 0
LOWES COS INC COM 54866110 2,903 64,694 X 8 200 064494.07
LOWES COS INC COM 54866110 3,415 76,100 X 4 76100 0 0
LOWES COS INC COM 54866110 13,751 306,423 X X 6 276243 4455 25725
LOWES COS INC COM 54866110 16,504 367,774 X 16 367774 0 0
LOWES COS INC COM 54866110 110,531 2,462,408 X 6 2391867 3500 67041
LSI INDS INC COM 50216C10 1,687 89,800 X 2 89800 0 0
LSI LOGIC CORP COM 50216110 662 22,628 X 8 1300 0 21328
LSI LOGIC CORP COM 50216110 1,189 40,634 X X 6 35734 4400 500
LSI LOGIC CORP COM 50216110 1,253 42,835 X 16 42835 0 0
LSI LOGIC CORP COM 50216110 6,026 141,616 X 6 141616 0 0
LTX CORP COM 50239210 2,480 130,948 X 16 130948 0 0
LUBRIZOL CORP COM 54927110 294 14,950 X X 6 14650 0 300
LUCENT TECHNOLOGIES INC COM 54946310 636 20,808 X X 9 19000 1808 0
LUCENT TECHNOLOGIES INC COM 54946310 911 29,800 X 14 29800 0 0
LUCENT TECHNOLOGIES INC COM 54946310 1,560 51,032 X X 1 42368 8664 0
LUCENT TECHNOLOGIES INC COM 54946310 1,622 53,082 X 9 49714 0 3368
LUCENT TECHNOLOGIES INC COM 54946310 2,158 70,604 X 1 70604 0 0
LUCENT TECHNOLOGIES INC COM 54946310 3,585 117,300 X 4 117300 0 0
LUCENT TECHNOLOGIES INC COM 54946310 14,664 479,800 X 2 479800 0 0
LUCENT TECHNOLOGIES INC COM 54946310 16,350 534,978 X 8 12579.54 0522398.3
LUCENT TECHNOLOGIES INC COM 54946310 21,355 547,861 X 12 547860.9 0 0
LUCENT TECHNOLOGIES INC COM 54946310 113,168 3,702,842 X X 6 3118696 286492 297654
LUCENT TECHNOLOGIES INC COM 54946310 162,392 5,313,427 X 6 5136148 27080150199.3
LUMENON INNOV LIGHTWAVE TECH COM 55024L10 678 42,700 X 4 42700 0 0
LUXOTTICA GROUP S P A SPONSORED ADR 55068R20 10,546 654,000 X 2 654000 0 0
LYCOS INC COM 55081810 19,584 284,800 X 4 284800 0 0
LYDALL INC DEL COM 55081910 279 24,400 X 6 24400 0 0
M SYS FLASH DISK PIONEERS LTD ORD M7061C10 7,590 199,200 X 4 199200 0 0
MACERICH CO COM 55438210 219 10,300 X 6 10000 0 300
MACK CALI RLTY CORP COM 55448910 421 14,929 X 8 500 0 14429
MACROMEDIA INC COM 55610010 12,073 149,400 X 2 149400 0 0
MACROMEDIA INC COM 55610010 17,279 213,819 X 6 213819 0 0
MACROVISION CORP COM 55590410 1,668 20,589 X 8 0 0 20589
MACROVISION CORP COM 55590410 2,913 35,963 X 16 35963 0 0
MADDEN STEVEN LTD COM 55626910 1,917 222,300 X 4 222300 0 0
MAGELLAN HEALTH SVCS INC COM 55907910 233 60,000 X X 6 60000 0 0
MAGNA INTL INC CL A 55922240 1,109 23,055 X 6 22855 0 200
MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 377 15,981 X 4 15981 0 0
MAGYAR TAVKOZLESI RT SPONSORED ADR 55977610 1,105 46,900 X 14 46900 0 0
MAIL COM INC SUB NT CV 144A05 560311AA 2,018 4,460,000 X 2 4460000 0 0
MANAGED HIGH YIELD PLUS FD INC COM 56191110 252 28,384 X 8 0 0 28384
MANAGED MUNS PORTFOLIO INC COM 56166210 1,526 155,500 X 17 155500 0 0
MANAGEMENT NETWORK GROUP INC COM 56169310 5,715 255,450 X 12 255450 0 0
MANHATTAN ASSOCS INC COM 56275010 274 10,950 X 12 10950 0 0
MANITOWOC INC COM 56357110 1,079 52,300 X 2 52300 0 0
MANOR CARE INC NEW COM 56405510 248 15,800 X X 6 14000 1800 0
MANOR CARE INC NEW COM 56405510 516 32,909 X 6 32909 0 0
MANOR CARE INC NEW COM 56405510 6,922 440,450 X 4 440450 0 0
MANUFACTURERS SVCS LTD COM 56500510 1,468 96,900 X 2 96900 0 0
MANUGISTICS GROUP INC COM 56501110 4,279 49,550 X 12 49550 0 0
MANULIFE FINL CORP COM 56501R10 441 21,259 X X 6 14517 474 6268
MANULIFE FINL CORP COM 56501R10 2,656 128,015 X 6 122883 0 5132
MARCHFIRST INC COM 56624410 2,963 188,862 X 8 500 0 188362
MARCHFIRST INC COM 56624410 5,873 374,400 X 4 374400 0 0
MARKEL CORP COM 57053510 10,825 72,246 X 12 72246 0 0
MARRIOTT INTL INC NEW CL A 57190320 2,842 78,000 X 2 78000 0 0
MARRIOTT INTL INC NEW CL A 57190320 3,086 84,706 X X 6 79306 4400 1000
MARRIOTT INTL INC NEW CL A 57190320 5,744 157,640 X 6 157240 0 400
MARSH & MCLENNAN COS INC COM 57174810 1,699 12,800 X 1 12800 0 0
MARSH & MCLENNAN COS INC COM 57174810 12,935 97,441 X 6 96541 0 900
MARSH & MCLENNAN COS INC COM 57174810 16,965 127,800 X 2 127800 0 0
MARSH & MCLENNAN COS INC COM 57174810 19,766 148,900 X 4 148900 0 0
MARSH & MCLENNAN COS INC COM 57174810 21,594 162,668 X X 6 143159 4100 15409
MARSHALL & ILSLEY CORP COM 57183410 1,769 35,300 X 2 35300 0 0
MARSHALL & ILSLEY CORP COM 57183410 3,790 75,600 X 4 75600 0 0
MARTHA STEWART LIVING OMNIMED CL A 57308310 17,120 652,200 X 2 652200 0 0
MARTIN MARIETTA MATLS INC COM 57328410 1,919 50,135 X X 6 46875 3000 260
MARTIN MARIETTA MATLS INC COM 57328410 46,250 1,208,206 X 6 1208206 0 0
MASCO CORP COM 57459910 1,103 59,200 X 2 59200 0 0
MASCO CORP COM 57459910 2,539 136,347 X X 6 115997 14900 5450
MASCO CORP COM 57459910 7,455 400,245 X 6 359065 0 41180
MASCO CORP COM 57459910 20,301 1,069,755 X 12 1069756 0 0
MASCOTECH INC COM 57467010 570 34,390 X 6 34390 0 0
MASTEC INC COM 57632310 2,389 75,000 X 12 75000 0 0
MASTEC INC COM 57632310 2,452 78,464 X 16 78464 0 0
MATRIX PHARMACEUTICAL INC COM 57684410 427 27,435 X 6 27435 0 0
MATTEL INC COM 57708110 342 30,546 X 6 30546 0 0
MATTEL INC COM 57708110 3,716 332,145 X 8 0 0 332145
MATTSON TECHNOLOGY INC COM 57722310 2,038 136,977 X 16 136977 0 0
MAVERICK TUBE CORP COM 57791410 1,943 72,139 X 16 72139 0 0
MAVERICK TUBE CORP COM 57791410 9,055 328,300 X 12 328300 0 0
MAXIM INTEGRATED PRODS INC COM 57772K10 1,493 18,562 X 8 300 0 18262
MAXIM INTEGRATED PRODS INC COM 57772K10 1,584 19,695 X 6 19695 0 0
MAXIM INTEGRATED PRODS INC COM 57772K10 10,783 134,056 X 4 134056 0 0
MAXTOR CORP COM NEW 57772920 18,484 1,762,300 X 4 1762300 0 0
MAXYGEN INC COM 57777610 6,609 127,400 X 4 127400 0 0
MAY DEPT STORES CO COM 57777810 2,558 124,804 X X 6 103938 19226 1640
MAY DEPT STORES CO COM 57777810 2,753 134,307 X 6 109407 0 24900
MAY DEPT STORES CO COM 57777810 4,613 225,000 X 2 225000 0 0
MAY DEPT STORES CO COM 57777810 4,952 226,600 X 12 226600 0 0
MAYTAG CORP COM 57859210 649 20,886 X X 6 13686 1200 6000
MAYTAG CORP COM 57859210 4,782 153,961 X 6 152600 0 1361
MBIA INC COM 55262C10 1,532 21,540 X X 6 20640 0 900
MBIA INC COM 55262C10 3,200 44,990 X 6 43150 1200 640
MBNA CORP COM 55262L10 393 10,198 X X 1 8661 1537 0
MBNA CORP COM 55262L10 1,473 38,253 X 1 38253 0 0
MBNA CORP COM 55262L10 5,998 155,789 X 8 1400 0154389.4
MBNA CORP COM 55262L10 6,320 164,150 X 2 164150 0 0
MBNA CORP COM 55262L10 6,772 175,884 X 6 143416 0 32468
MBNA CORP COM 55262L10 6,960 180,770 X X 6 90653 6080 84037
MCCORMICK & CO INC COM NON VTG 57978020 2,175 73,113 X X 6 53771 10102 9240
MCCORMICK & CO INC COM NON VTG 57978020 6,091 204,742 X 16 204742 0 0
MCCORMICK & CO INC COM NON VTG 57978020 6,924 231,327 X 6 225171 0 6156
MCDATA CORP CL B 58003110 15,202 123,700 X 4 123700 0 0
MCDONALDS CORP COM 58013510 453 15,000 X X 1 15000 0 0
MCDONALDS CORP COM 58013510 474 15,700 X 2 15700 0 0
MCDONALDS CORP COM 58013510 1,327 43,950 X 1 43950 0 0
MCDONALDS CORP COM 58013510 4,133 136,926 X 8 326 0136599.6
MCDONALDS CORP COM 58013510 25,415 841,911 X X 6 758588 43893 39430
MCDONALDS CORP COM 58013510 56,240 1,863,036 X 6 1798226 0 64810
MCGRAW HILL COS INC COM 58064510 4,572 71,932 X X 6 54521 11564 5847
MCGRAW HILL COS INC COM 58064510 6,290 98,952 X 16 98952 0 0
MCGRAW HILL COS INC COM 58064510 18,548 291,800 X 2 291800 0 0
MCGRAW HILL COS INC COM 58064510 50,430 797,851 X 6 788511 1614 7726
MCKESSON HBOC INC COM 58155Q10 331 10,829 X 16 10829 0 0
MCKESSON HBOC INC COM 58155Q10 613 20,048 X 8 0 020048.35
MCKESSON HBOC INC COM 58155Q10 859 28,108 X X 6 27035 777 296
MCKESSON HBOC INC COM 58155Q10 1,523 53,282 X 6 53282 0 0
MCLEODUSA INC CL A 58226610 378 18,287 X 12 18287 0 0
MCLEODUSA INC CL A 58226610 591 41,290 X 6 39190 0 2100
MCLEODUSA INC CL A 58226610 1,511 105,600 X X 6 105600 0 0
MCLEODUSA INC CL A 58226610 17,507 1,222,940 X 4 1222940 0 0
MCN ENERGY GROUP INC COM 55267J10 1,514 59,098 X X 6 50848 6750 1500
MCN ENERGY GROUP INC COM 55267J10 4,406 171,939 X 6 160644.2 0 11295
MCN ENERGY GROUP INC COM 55267J10 4,544 177,308 X 16 177308 0 0
MDU RES GROUP INC COM 55269010 336 11,300 X X 6 7650 0 3650
MDU RES GROUP INC COM 55269010 1,688 70,900 X 12 70900 0 0
MDU RES GROUP INC COM 55269010 1,921 64,561 X 6 62761 1800 0
MDU RES GROUP INC COM 55269010 6,812 242,700 X 2 242700 0 0
MEAD CORP COM 58283410 299 12,800 X 14 12800 0 0
MEAD CORP COM 58283410 610 26,097 X X 6 15697 10400 0
MEAD CORP COM 58283410 24,661 1,055,002 X 6 996252 0 58750
MEADE INSTRUMENTS CORP COM 58306210 418 20,700 X 2 20700 0 0
MEDAREX INC COM 58391610 1,801 15,350 X 8 0 0 15350
MEDAREX INC COM 58391610 12,149 104,800 X 4 104800 0 0
MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 824 15,100 X 2 15100 0 0
MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 2,122 34,497 X 16 34497 0 0
MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 9,186 151,000 X 12 151000 0 0
MEDIMMUNE INC COM 58469910 1,650 21,362 X 8 0 0 21362
MEDIMMUNE INC COM 58469910 3,905 56,987 X 6 56987 0 0
MEDIMMUNE INC COM 58469910 9,950 128,800 X 2 128800 0 0
MEDIMMUNE INC COM 58469910 48,555 628,550 X 4 628550 0 0
MEDTRONIC INC COM 58505510 1,321 25,500 X X 1 25500 0 0
MEDTRONIC INC COM 58505510 27,174 524,477 X 8 6589 0517887.6
MEDTRONIC INC COM 58505510 35,184 679,061 X X 6 540916 67943 70202
MEDTRONIC INC COM 58505510 45,063 869,730 X 2 869730 0 0
MEDTRONIC INC COM 58505510 45,677 881,650 X 4 881650 0 0
MEDTRONIC INC COM 58505510 79,521 1,534,783 X 6 1451026 877 82880
MELLON FINL CORP COM 58551A10 1,473 31,760 X X 1 31760 0 0
MELLON FINL CORP COM 58551A10 1,790 38,601 X 8 0 0 38601.2
MELLON FINL CORP COM 58551A10 1,882 40,580 X 1 40180 0 400
MELLON FINL CORP COM 58551A10 6,439 138,853 X 16 138853 0 0
MELLON FINL CORP COM 58551A10 10,686 230,433 X X 6 186493 15940 28000
MELLON FINL CORP COM 58551A10 22,524 485,700 X 2 485700 0 0
MELLON FINL CORP COM 58551A10 24,732 533,300 X 4 533300 0 0
MELLON FINL CORP COM 58551A10 86,577 1,880,446 X 6 1799916 0 80530
MENS WEARHOUSE INC COM 58711810 7,322 266,100 X 12 266100 0 0
MENTOR GRAPHICS CORP COM 58720010 509 21,600 X 6 21600 0 0
MENTOR GRAPHICS CORP COM 58720010 6,482 275,100 X 2 275100 0 0
MENTOR INCOME FD INC COM 58720410 2,056 263,200 X 17 263200 0 0
MERCANTILE BANKSHARES CORP COM 58740510 1,562 43,025 X 6 40550 0 2475
MERCANTILE BANKSHARES CORP COM 58740510 2,214 60,989 X X 6 58244 2745 0
MERCATOR SOFTWARE INC COM 58758710 4,873 294,200 X 4 294200 0 0
MERCK & CO INC COM 58933110 1,397 18,768 X 9 18642 0 126
MERCK & CO INC COM 58933110 1,423 19,450 X 12 19450 0 0
MERCK & CO INC COM 58933110 2,747 36,900 X 14 36900 0 0
MERCK & CO INC COM 58933110 5,906 79,348 X 1 78748 0 600
MERCK & CO INC COM 58933110 10,675 143,406 X X 1 138806 4600 0
MERCK & CO INC COM 58933110 24,199 325,086 X 8 5501.037 0319584.6
MERCK & CO INC COM 58933110 33,113 444,845 X 16 444845 0 0
MERCK & CO INC COM 58933110 39,377 531,330 X 4 531330 0 0
MERCK & CO INC COM 58933110 68,877 925,300 X 2 925300 0 0
MERCK & CO INC COM 58933110 393,025 5,279,934 X X 6 4253683 801707 224544
MERCK & CO INC COM 58933110 485,995 6,539,704 X 6 6454385 3055 82264
MERCURY COMPUTER SYS COM 58937810 306 11,000 X 6 11000 0 0
MERCURY GENL CORP NEW COM 58940010 2,407 85,016 X 8 0 0 85016
MERCURY GENL CORP NEW COM 58940010 4,348 153,700 X 4 153700 0 0
MERCURY INTERACTIVE CORP COM 58940510 2,128 13,578 X X 6 13511 0 67
MERCURY INTERACTIVE CORP COM 58940510 2,738 17,466 X 8 40 0 17426
MERCURY INTERACTIVE CORP COM 58940510 10,329 65,894 X 16 65894 0 0
MERCURY INTERACTIVE CORP COM 58940510 32,946 210,181 X 6 208436 288 1457
MERCURY INTERACTIVE CORP COM 58940510 57,758 368,600 X 4 368600 0 0
MERIDIAN GOLD INC COM 58997510 3,723 546,500 X 4 546500 0 0
MERISTAR HOSPITALITY CORP COM 58984Y10 449 22,191 X 8 0 022191.33
MERIT MED SYS INC COM 58988910 238 37,700 X 8 0 0 37700
MERRILL LYNCH & CO INC COM 59018810 1,450 10,000 X 12 10000 0 0
MERRILL LYNCH & CO INC COM 59018810 3,887 58,897 X 8 0 058896.99
MERRILL LYNCH & CO INC COM 59018810 4,917 74,500 X 2 74500 0 0
MERRILL LYNCH & CO INC COM 59018810 5,705 86,433 X 16 86433 0 0
MERRILL LYNCH & CO INC COM 59018810 17,710 268,260 X 4 268260 0 0
MERRILL LYNCH & CO INC COM 59018810 25,152 381,098 X X 6 279778 88900 12420
MERRILL LYNCH & CO INC COM 59018810 130,094 1,924,181 X 6 1865841 6200 52140
META GROUP INC COM 59100210 488 25,350 X 12 25350 0 0
META GROUP INC COM 59100210 1,698 137,214 X 16 137214 0 0
METHODE ELECTRS INC CL A 59152020 2,249 50,753 X 16 50753 0 0
METHODE ELECTRS INC CL A 59152020 7,538 168,700 X 12 168700 0 0
METLIFE INC COM 59156R10 891 34,035 X 6 33762 0 273
METRIS COS INC COM 59159810 9,294 235,300 X 4 235300 0 0
METROMEDIA FIBER NETWORK INC CL A 59168910 843 34,682 X X 6 34682 0 0
METROMEDIA FIBER NETWORK INC CL A 59168910 1,289 53,030 X 16 53030 0 0
METROMEDIA FIBER NETWORK INC CL A 59168910 4,900 201,523 X 8 14448 0 187075
METROMEDIA FIBER NETWORK INC CL A 59168910 17,954 707,876 X 6 658276 0 49600
METRON TECHNOLOGY N V ORD N5665B10 429 34,050 X 12 34050 0 0
METROWEST BK MASS COM 59266810 1,010 169,200 X 2 169200 0 0
METTLER TOLEDO INTERNATIONAL COM 59268810 531 12,057 X 6 12057 0 0
METTLER TOLEDO INTERNATIONAL COM 59268810 4,072 93,450 X 12 93450 0 0
METTLER TOLEDO INTERNATIONAL COM 59268810 7,962 180,954 X 16 180954 0 0
MEXICO FD INC COM 59283510 276 17,500 X X 6 17500 0 0
MFS GOVT MKTS INCOME TR SH BEN INT 55293910 58,114 9,487,921 X 17 9487921 0 0
MFS INTER INCOME TR SH BEN INT 55273C10 237 37,135 X 8 0 0 37135
MFS INTER INCOME TR SH BEN INT 55273C10 41,415 6,496,502 X 17 6496502 0 0
MFS MULTIMARKET INCOME TR SH BEN INT 55273710 827 133,600 X 17 133600 0 0
MGI PHARMA INC COM 55288010 480 15,995 X 8 0 0 15995
MGIC INVT CORP WIS COM 55284810 1,105 18,070 X X 6 16770 200 1100
MGIC INVT CORP WIS COM 55284810 4,562 74,590 X 4 74590 0 0
MGIC INVT CORP WIS COM 55284810 4,724 77,279 X 16 77279 0 0
MGIC INVT CORP WIS COM 55284810 22,706 374,575 X 6 371673 1200 1702
MGM MIRAGE COM 55295310 385 10,090 X 8 0 0 10090
MICHAEL FOOD INC NEW COM 59407910 5,261 221,200 X 2 221200 0 0
MICHAELS STORES INC COM 59408710 868 21,710 X 16 21710 0 0
MICHAELS STORES INC COM 59408710 3,655 91,000 X 12 91000 0 0
MICREL INC COM 59479310 5,445 85,950 X 12 85950 0 0
MICREL INC COM 59479310 17,085 254,993 X 6 254993 0 0
MICROCHIP TECHNOLOGY INC COM 59501710 51,319 1,550,550 X 4 1550550 0 0
MICROMUSE INC COM 59509410 18,880 94,000 X 4 94000 0 0
MICRON TECHNOLOGY INC COM 59511210 570 12,400 X X 6 12400 0 0
MICRON TECHNOLOGY INC COM 59511210 580 12,600 X 14 12600 0 0
MICRON TECHNOLOGY INC COM 59511210 1,903 23,000 X 12 23000 0 0
MICRON TECHNOLOGY INC COM 59511210 5,813 126,367 X 16 126367 0 0
MICRON TECHNOLOGY INC COM 59511210 10,097 191,714 X 6 189064 0 2650
MICRON TECHNOLOGY INC COM 59511210 21,349 464,100 X 2 464100 0 0
MICRON TECHNOLOGY INC COM 59511210 33,061 719,260 X 4 719260 0 0
MICROSOFT CORP COM 59491810 660 10,950 X X 9 10950 0 0
MICROSOFT CORP COM 59491810 1,242 20,600 X 14 20600 0 0
MICROSOFT CORP COM 59491810 1,470 24,368 X 9 23848 0 520
MICROSOFT CORP COM 59491810 3,717 61,624 X 1 61524 0 100
MICROSOFT CORP COM 59491810 3,794 52,048 X 12 52048 0 0
MICROSOFT CORP COM 59491810 18,900 313,375 X 2 313375 0 0
MICROSOFT CORP COM 59491810 42,312 701,554 X 8 11157 0 690397
MICROSOFT CORP COM 59491810 62,213 1,031,510 X 16 1031510 0 0
MICROSOFT CORP COM 59491810 69,297 1,149,080 X 4 1149080 0 0
MICROSOFT CORP COM 59491810 108,412 1,797,509 X X 6 1568884 97645 130980
MICROSOFT CORP COM 59491810 372,381 6,103,295 X 6 5952844 18186 132265
MICROVISION INC WASH COM 59496010 1,114 29,179 X X 6 29179 0 0
MIDCAP SPDR TR UNIT SER 1 59563510 1,463 14,886 X 8 1407 013478.53
MID-STATE BANCSHARES COM 59544010 4,856 160,100 X 2 160100 0 0
MILLENNIUM CELL INC COM 60038B10 237 10,700 X 6 10700 0 0
MILLENNIUM PHARMACEUTICALS INC COM 59990210 5,423 37,131 X 16 37131 0 0
MILLENNIUM PHARMACEUTICALS INC COM 59990210 6,334 45,050 X 12 45050 0 0
MILLENNIUM PHARMACEUTICALS INC COM 59990210 8,275 56,652 X 8 3391 0 53261
MILLENNIUM PHARMACEUTICALS INC COM 59990210 35,497 243,200 X 4 243200 0 0
MILLER HERMAN INC COM 60054410 719 22,440 X X 6 18940 3500 0
MILLER HERMAN INC COM 60054410 988 30,828 X 8 0 030828.49
MILLER HERMAN INC COM 60054410 2,534 97,917 X 12 97917 0 0
MILLER HERMAN INC COM 60054410 6,031 188,100 X 4 188100 0 0
MILLIPORE CORP COM 60107310 3,547 73,221 X 16 73221 0 0
MILLIPORE CORP COM 60107310 5,333 110,100 X 4 110100 0 0
MILLIPORE CORP COM 60107310 5,806 111,841 X 6 110329 0 1512
MILLIPORE CORP COM 60107310 10,327 137,002 X 12 137002.4 0 0
MINIMED INC COM 60365K10 987 11,046 X 8 879 0 10167
MINIMED INC COM 60365K10 13,585 152,000 X 4 152000 0 0
MINNESOTA MNG & MFG CO COM 60405910 1,402 15,382 X 1 15382 0 0
MINNESOTA MNG & MFG CO COM 60405910 3,603 39,542 X 8 0 039541.74
MINNESOTA MNG & MFG CO COM 60405910 4,668 51,225 X X 1 51225 0 0
MINNESOTA MNG & MFG CO COM 60405910 10,675 117,130 X 4 117130 0 0
MINNESOTA MNG & MFG CO COM 60405910 13,960 153,192 X 16 153192 0 0
MINNESOTA MNG & MFG CO COM 60405910 22,180 243,400 X 2 243400 0 0
MINNESOTA MNG & MFG CO COM 60405910 59,358 653,681 X 6 642370 2700 8611
MINNESOTA MNG & MFG CO COM 60405910 79,702 874,644 X X 6 823120 26400 25124
MITCHAM INDS INC COM 60650110 271 45,600 X 6 45600 0 0
MITCHELL ENERGY & DEV CORP CL A 60659220 942 20,195 X 8 1500 0 18695
MODEM MEDIA INC CL A 60753310 363 84,274 X 16 84274 0 0
MOLDFLOW CORP COM 60850710 5,292 235,150 X 12 235150 0 0
MOLECULAR DEVICES CORP COM 60851C10 3,398 36,600 X 12 36600 0 0
MOLEX INC COM 60855410 1,095 20,115 X 6 20115 0 0
MONSANTO CO ADJ CONVR RATE 61166230 7,856 150,000 X 2 150000 0 0
MONTANA POWER CO COM 61208510 556 16,660 X 2 16660 0 0
MONTANA POWER CO COM 61208510 1,669 49,996 X X 6 36146 11500 2350
MONTANA POWER CO COM 61208510 1,798 53,869 X 6 44364 0 9505
MONTGOMERY STR INCOME SECS INC COM 61411510 412 24,500 X 17 24500 0 0
MONY GROUP INC COM 61533710 1,794 45,000 X 2 45000 0 0
MORGAN J P & CO INC COM 61688010 3,482 21,312 X 8 0 021312.27
MORGAN J P & CO INC COM 61688010 6,490 39,710 X 4 39710 0 0
MORGAN J P & CO INC COM 61688010 16,081 98,432 X 16 98432 0 0
MORGAN J P & CO INC COM 61688010 20,781 127,200 X 2 127200 0 0
MORGAN J P & CO INC COM 61688010 47,353 289,840 X X 6 256743 18944 14153
MORGAN J P & CO INC COM 61688010 55,519 345,017 X 6 340283.9 600 4133
MORGAN STAN D WITTER ASIA PAC COM 61744U10 630 66,744 X X 6 66744.12 0 0
MORGAN STAN D WITTER ASIA PAC COM 61744U10 34,016 3,604,367 X 17 3604367 0 0
MORGAN STANLEY D WITTER EMG DB COM 61744H10 1,903 260,300 X 17 260300 0 0
MORGAN STANLEY D WITTER EMG MK COM 61744G10 5,595 443,200 X 17 443200 0 0
MORGAN STANLEY DEAN WITTER MUN INCOME TR 61745P48 215 23,201 X 6 22201 0 1000
MORGAN STANLEY DEAN WITTER MUN INC OPP II 61745P44 217 28,689 X X 6 27689 0 1000
MORGAN STANLEY DEAN WITTER MUN INCM TR II 61745P47 282 30,302 X 8 0 0 30302
MORGAN STANLEY DEAN WITTER MUN INCM OPPTN 61745P45 336 40,677 X X 6 40427 0 250
MORGAN STANLEY DEAN WITTER QULTY MUN SECS 61745P58 1,754 137,600 X 17 137600 0 0
MORGAN STANLEY DEAN WITTER MUN PREM INCOM 61745P42 2,588 306,700 X 17 306700 0 0
MORGAN STANLEY DEAN WITTER GOVT INCOME TR 61745P10 12,253 1,485,227 X 17 1485227 0 0
MORGAN STANLEY DEAN WITTER&CO COM NEW 61744644 3,728 40,773 X 8 478 040294.86
MORGAN STANLEY DEAN WITTER&CO COM NEW 61744644 4,125 45,117 X 1 45117 0 0
MORGAN STANLEY DEAN WITTER&CO COM NEW 61744644 6,132 67,060 X 2 67060 0 0
MORGAN STANLEY DEAN WITTER&CO COM NEW 61744644 18,179 198,811 X 16 198811 0 0
MORGAN STANLEY DEAN WITTER&CO COM NEW 61744644 56,724 620,360 X X 6 549509 26841 44010
MORGAN STANLEY DEAN WITTER&CO COM NEW 61744644 68,425 748,400 X 4 748400 0 0
MORGAN STANLEY DEAN WITTER&CO COM NEW 61744644 194,857 2,129,086 X 6 2065017 1566 62503
MOTOROLA INC COM 62007610 401 14,200 X 14 14200 0 0
MOTOROLA INC COM 62007610 569 20,148 X X 1 17748 2400 0
MOTOROLA INC COM 62007610 1,295 45,848 X 1 45848 0 0
MOTOROLA INC COM 62007610 1,776 58,503 X 12 58503 0 0
MOTOROLA INC COM 62007610 4,096 145,008 X 16 145008 0 0
MOTOROLA INC COM 62007610 14,084 498,559 X 8 3100 0495458.8
MOTOROLA INC COM 62007610 23,098 817,649 X 4 817649 0 0
MOTOROLA INC COM 62007610 26,656 943,571 X 2 943571 0 0
MOTOROLA INC COM 62007610 39,352 1,392,976 X X 6 1237487 51625 103864
MOTOROLA INC COM 62007610 59,202 2,095,644 X 6 2008472 0 87172
MRV COMMUNICATIONS INC COM 55347710 2,423 53,475 X 16 53475 0 0
MSC SOFTWARE CORP COM 55353110 241 22,750 X 8 0 0 22750
MUNICIPAL PARTNERS FD INC COM 62622C10 356 30,000 X 17 30000 0 0
MUNIVEST FD INC COM 62629510 259 31,635 X 8 0 0 31635
MUNIVEST FD INC COM 62629510 540 65,992 X X 6 16750 49242 0
MUNIYIELD INSD FD INC COM 62630E10 423 32,514 X X 6 327 2025 30162
MUNIYIELD QUALITY FD INC COM 62630210 333 26,500 X 17 26500 0 0
MURPHY OIL CORP COM 62671710 27,517 424,560 X 2 424560 0 0
MUTUAL RISK MGMT LTD COM 62835110 2,181 99,400 X 4 99400 0 0
MYLAN LABS INC COM 62853010 685 25,428 X 8 0 025427.89
MYLAN LABS INC COM 62853010 909 33,750 X X 6 30950 2700 100
MYLAN LABS INC COM 62853010 7,593 297,650 X 6 291045 0 6605
MYLAN LABS INC COM 62853010 83,343 3,092,400 X 4 3092400 0 0
MYRIAD GENETICS INC COM 62855J10 1,895 21,934 X 16 21934 0 0
MYRIAD GENETICS INC COM 62855J10 5,764 67,000 X 4 67000 0 0
NABISCO GROUP HLDG CORP COM 62952P10 743 26,073 X X 6 19062 5581 1430
NABISCO GROUP HLDG CORP COM 62952P10 758 26,600 X 8 160 0 26440
NABISCO GROUP HLDG CORP COM 62952P10 8,478 313,335 X 6 301971.2 5000 6364
NABISCO GROUP HLDG CORP COM 62952P10 8,854 310,668 X 16 310668 0 0
NABISCO HLDGS CORP CL A 62952610 2,498 46,478 X X 6 46278 200 0
NABISCO HLDGS CORP CL A 62952610 3,197 59,474 X 16 59474 0 0
NABISCO HLDGS CORP CL A 62952610 6,748 128,826 X 6 128826 0 0
NABORS INDS INC COM 62956810 1,370 34,106 X 12 34106 0 0
NABORS INDS INC COM 62956810 6,841 130,544 X 2 130544 0 0
NABORS INDS INC COM 62956810 79,150 1,510,300 X 4 1510300 0 0
NANOGEN INC COM 63007510 1,007 51,982 X 8 2000 0 49982
NASDAQ 100 TR UNIT SER 1 63110010 2,111 23,800 X 14 23800 0 0
NASDAQ 100 TR UNIT SER 1 63110010 2,190 24,696 X 8 700 0 23996
NASDAQ 100 TR UNIT SER 1 63110010 2,937 33,121 X 6 31037 75 2009
NATIONAL AUSTRALIA BK LTD SPONSORED ADR 63252540 3,746 54,000 X 2 54000 0 0
NATIONAL CITY CORP COM 63540510 279 12,600 X X 1 12600 0 0
NATIONAL CITY CORP COM 63540510 2,128 96,170 X 8 1000 095170.11
NATIONAL CITY CORP COM 63540510 4,978 225,000 X 2 225000 0 0
NATIONAL CITY CORP COM 63540510 6,545 295,825 X 6 292325 0 3500
NATIONAL CITY CORP COM 63540510 8,940 404,056 X X 6 182972 2600 218484
NATIONAL COMM BANCORP COM 63544910 711 35,647 X X 6 30647 5000 0
NATIONAL COMM BANCORP COM 63544910 922 46,243 X 8 7570 0 38673
NATIONAL COMM BANCORP COM 63544910 2,099 105,297 X 6 103215 0 2082
NATIONAL COMM BANCORP COM 63544910 4,821 241,815 X 2 241815 0 0
NATIONAL COMM BANCORP COM 63544910 9,421 483,976 X 12 483976 0 0
NATIONAL DISC BROKERS GROUP COM 63564610 503 16,267 X 8 0 0 16267
NATIONAL GOLF PPTYS INC COM 63623G10 949 46,000 X 6 46000 0 0
NATIONAL INSTRS CORP COM 63651810 7,414 168,000 X 2 168000 0 0
NATIONAL PENN BANCSHARES INC COM 63713810 590 30,671 X 6 30671 0 0
NATIONAL PENN BANCSHARES INC COM 63713810 835 43,411 X X 6 4385 39026 0
NATIONAL SEMICONDUCTOR CORP COM 63764010 472 11,725 X X 6 11725 0 0
NATIONAL SEMICONDUCTOR CORP COM 63764010 971 24,112 X 8 0 0 24112
NATIONAL SEMICONDUCTOR CORP COM 63764010 5,421 134,675 X 16 134675 0 0
NATIONAL SEMICONDUCTOR CORP COM 63764010 8,132 200,065 X 6 192233 0 7832
NATIONAL STL CORP CL B 63784430 318 106,100 X X 6 106100 0 0
NATIONAL SVC INDS INC COM 63765710 334 17,070 X 6 17070 0 0
NATIONAL SVC INDS INC COM 63765710 364 18,600 X 1 18600 0 0
NATIONS GOVT INCOME TERM 2003 COM 63858310 401 44,512 X 6 15412 0 29100
NATIONS GOVT INCOME TERM 2003 COM 63858310 3,463 384,800 X 17 384800 0 0
NATIONWIDE FINL SVCS INC CL A 63861210 609 16,300 X X 6 16300 0 0
NATURAL MICROSYSTEMS CORP COM 63888210 3,695 68,678 X 16 68678 0 0
NAVIGANT CONSULTING INC COM 63935N10 516 150,000 X X 6 0 0 150000
NAVISTAR INTL CORP NEW COM 63934E10 1,877 62,700 X X 6 0 0 62700
NBT BANCORP INC COM 62877810 225 18,769 X X 6 11769 5667 1333
NBT BANCORP INC COM 62877810 928 77,364 X 6 25200 0 52164
NBTY INC COM 62878210 673 103,020 X 8 0 0 103020
NBTY INC COM 62878210 2,122 324,844 X 16 324844 0 0
NCI BUILDING SYS INC COM 62885210 784 42,670 X 6 40970 0 1700
NCR CORP NEW COM 62886E10 555 14,671 X 6 13532.75 0 1138
NCR CORP NEW COM 62886E10 634 16,766 X X 6 13062.48 3386 318
NEIMAN MARCUS GROUP INC CL A 64020420 893 27,537 X 6 27537 0 0
NEIMAN MARCUS GROUP INC CL A 64020420 4,706 145,000 X 4 145000 0 0
NEORX CORP COM PAR $0.02 64052030 3,573 145,846 X 16 145846 0 0
NEOSE TECHNOLOGIES INC COM 64052210 571 11,800 X 6 11800 0 0
NETBANK INC COM 64093310 2,588 216,450 X 12 216450 0 0
NETEGRITY INC COM 64110P10 837 11,950 X 6 11950 0 0
NETEGRITY INC COM 64110P10 19,494 280,200 X 4 280200 0 0
NETIQ CORP COM 64115P10 1,586 24,142 X 6 24142 0 0
NETIQ CORP COM 64115P10 6,087 94,600 X 4 94600 0 0
NETRATINGS INC COM 64116M10 983 52,400 X 2 52400 0 0
NETRO CORP COM 64114R10 1,065 17,976 X 6 17976 0 0
NETRO CORP COM 64114R10 3,085 52,068 X 16 52068 0 0
NETRO CORP COM 64114R10 10,514 178,500 X 4 178500 0 0
NETSOLVE INC COM 64115J10 325 45,600 X 8 4000 0 41600
NETWORK APPLIANCE INC COM 64120L10 4,214 33,083 X X 6 31206 1200 677
NETWORK APPLIANCE INC COM 64120L10 7,239 56,832 X 8 425 0 56407
NETWORK APPLIANCE INC COM 64120L10 16,820 132,050 X 4 132050 0 0
NETWORK APPLIANCE INC COM 64120L10 78,709 617,928 X 6 591393 459 26076
NETWORKS ASSOCS INC COM 64093810 305 13,467 X 8 0 0 13467
NETWORKS ASSOCS INC SB DB CV ZERO 18 640938AB 2,821 7,350,000 X 2 7350000 0 0
NETWORKS ASSOCS INC COM 64093810 4,043 178,691 X X 6 140089 31050 7552
NETWORKS ASSOCS INC COM 64093810 6,896 307,850 X 12 307850 0 0
NETWORKS ASSOCS INC COM 64093810 15,471 686,040 X 2 686040 0 0
NETWORKS ASSOCS INC COM 64093810 25,071 1,108,120 X 6 1090235 300 17585
NEUBERGER BERMAN INC COM 64123410 33,333 542,000 X 2 542000 0 0
NEW ERA OF NETWORKS INC COM 64431210 416 17,114 X 8 0 0 17114
NEW FOCUS INC COM 64438310 8,687 109,600 X 4 109600 0 0
NEW GERMANY FD INC COM 64446510 4,947 403,838 X 17 403838 0 0
NEW PLAN EXCEL RLTY TR INC COM 64805310 282 20,625 X 8 0 0 20625
NEW PLAN EXCEL RLTY TR INC COM 64805310 368 26,900 X X 6 18200 6000 2700
NEW YORK TIMES CO CL A 65011110 974 24,782 X 6 24782 0 0
NEW YORK TIMES CO CL A 65011110 1,529 38,900 X X 6 15800 3100 20000
NEW YORK TIMES CO CL A 65011110 3,408 86,687 X 8 6276 080410.57
NEW YORK TIMES CO CL A 65011110 8,788 223,540 X 2 223540 0 0
NEWELL RUBBERMAID INC COM 65122910 242 10,600 X 1 10600 0 0
NEWELL RUBBERMAID INC COM 65122910 449 19,702 X X 6 17341 945 1416
NEWELL RUBBERMAID INC COM 65122910 607 26,625 X 8 500 0 26125
NEWELL RUBBERMAID INC COM 65122910 3,060 134,154 X 6 66894 0 67260
NEWELL RUBBERMAID INC COM 65122910 5,119 224,415 X 2 224415 0 0
NEWELL RUBBERMAID INC COM 65122910 36,877 1,470,884 X 12 1470884 0 0
NEWFIELD EXPL CO COM 65129010 773 16,547 X 6 16547 0 0
NEWFIELD EXPL CO COM 65129010 1,844 44,200 X 2 44200 0 0
NEWFIELD EXPL CO COM 65129010 2,138 45,800 X 16 45800 0 0
NEWFIELD EXPL CO COM 65129010 2,442 52,300 X 4 52300 0 0
NEWGEN RESULTS CORP COM 65135910 3,758 243,850 X 12 243850 0 0
NEWHALL LAND & FARMING CO CAL DEPOSITARY REC 65142610 235 10,000 X 8 0 0 10000
NEWMONT MINING CORP COM 65163910 481 28,303 X X 6 24655 1507 2141
NEWMONT MINING CORP COM 65163910 500 29,383 X 8 0 0 29383
NEWMONT MINING CORP COM 65163910 2,732 160,700 X 4 160700 0 0
NEWPARK RES INC COM PAR $.01NEW 65171850 1,885 203,774 X 6 203774 0 0
NEWPORT CORP COM 65182410 12,088 75,900 X 4 75900 0 0
NEWS CORP LTD ADR NEW 65248770 793 14,138 X 8 0 014138.13
NEWS CORP LTD ADR NEW 65248770 2,704 48,226 X X 6 48101 0 125
NEWS CORP LTD ADR NEW 65248770 2,772 49,452 X 16 49452 0 0
NEWS CORP LTD ADR NEW 65248770 5,761 106,361 X 6 106361 0 0
NEWS CORP LTD SP ADR PFD 65248780 33,938 724,020 X 6 683245 0 40775
NEXTEL COMMUNICATIONS INC CL A 65332V10 1,622 34,688 X X 6 32338 600 1750
NEXTEL COMMUNICATIONS INC CL A 65332V10 3,115 66,628 X 4 66628 0 0
NEXTEL COMMUNICATIONS INC CL A 65332V10 3,511 75,112 X 16 75112 0 0
NEXTEL COMMUNICATIONS INC CL A 65332V10 3,826 81,829 X 8 2800 0 79029
NEXTEL COMMUNICATIONS INC CL A 65332V10 15,935 320,177 X 6 318477 0 1700
NEXTEL COMMUNICATIONS INC CL A 65332V10 17,128 366,380 X 2 366380 0 0
NEXTEL PARTNERS INC CL A 65333F10 387 13,294 X 8 200 0 13094
NEXTLINK COMMUNICATIONS INC CL A 65333H70 933 26,150 X 12 26150 0 0
NEXTLINK COMMUNICATIONS INC CL A 65333H70 2,320 65,930 X 8 300 0 65630
NEXTLINK COMMUNICATIONS INC CL A 65333H70 3,158 89,750 X 6 89750 0 0
NEXUS TELOCATION SYS LTD ORD M7491910 219 100,000 X 14 100000 0 0
NIAGARA MOHAWK HLDGS INC COM 65352010 4,396 279,100 X 2 279100 0 0
NIAGARA MOHAWK HLDGS INC COM 65352010 5,261 330,500 X 12 330500 0 0
NIAGARA MOHAWK HLDGS INC COM 65352010 12,794 812,290 X 6 811140 0 1150
NICOR INC COM 65408610 2,306 63,712 X X 6 60409 1000 2303
NICOR INC COM 65408610 7,053 194,900 X 4 194900 0 0
NICOR INC COM 65408610 11,519 318,302 X 6 302288 1500 14514
NIKE INC CL B 65410610 1,481 36,955 X X 6 33655 2500 800
NIKE INC CL B 65410610 3,889 97,080 X 8 600 096479.72
NIKE INC CL B 65410610 3,979 99,324 X 6 58924 400 40000
NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 518 10,564 X 8 0 0 10564
NISOURCE INC COM 65473P10 296 12,139 X 8 0 0 12139
NISOURCE INC COM 65473P10 9,918 406,908 X 6 404333 1975 600
NOKIA CORP SPONSORED ADR 65490220 496 12,455 X 9 12455 0 0
NOKIA CORP SPONSORED ADR 65490220 1,131 28,400 X X 1 28000 400 0
NOKIA CORP SPONSORED ADR 65490220 11,366 285,484 X 16 285484 0 0
NOKIA CORP SPONSORED ADR 65490220 11,932 299,700 X 2 299700 0 0
NOKIA CORP SPONSORED ADR 65490220 23,991 602,600 X 4 602600 0 0
NOKIA CORP SPONSORED ADR 65490220 31,596 793,627 X 8 9647.117 0783979.5
NOKIA CORP SPONSORED ADR 65490220 78,253 1,965,537 X X 6 1767385 57277 140875
NOKIA CORP SPONSORED ADR 65490220 205,272 5,117,123 X 6 4871049 18640 227434
NORDSON CORP COM 65566310 6,157 216,522 X 6 216522 0 0
NORDSTROM INC COM 65566410 892 57,316 X 8 0 057315.52
NORDSTROM INC COM 65566410 6,266 403,050 X 4 403050 0 0
NORFOLK SOUTHERN CORP COM 65584410 268 18,000 X 12 18000 0 0
NORFOLK SOUTHERN CORP COM 65584410 359 24,550 X 8 1000 0 23550
NORFOLK SOUTHERN CORP COM 65584410 7,906 540,570 X 6 531955.3 1900 6715
NORFOLK SOUTHERN CORP COM 65584410 10,442 714,012 X X 6 688816 14495 10701
NORTEL NETWORKS CORP NEW COM 65656810 7,936 98,200 X 12 98200 0 0
NORTEL NETWORKS CORP NEW COM 65656810 8,997 151,051 X X 6 131574 12832 6645
NORTEL NETWORKS CORP NEW COM 65656810 18,568 311,744 X 8 10349.49 0301394.1
NORTEL NETWORKS CORP NEW COM 65656810 25,669 430,951 X 16 430951 0 0
NORTEL NETWORKS CORP NEW COM 65656810 40,314 676,830 X 4 676830 0 0
NORTEL NETWORKS CORP NEW COM 65656810 71,870 1,206,640 X 2 1206640 0 0
NORTEL NETWORKS CORP NEW COM 65656810 71,987 1,208,596 X 6 1188939 2294 17363
NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 475 26,400 X X 6 26400 0 0
NORTH FORK BANCORPORATION NY COM 65942410 995 46,000 X 6 44700 0 1300
NORTH FORK BANCORPORATION NY COM 65942410 2,057 95,100 X X 6 90100 5000 0
NORTH FORK BANCORPORATION NY COM 65942410 12,052 585,420 X 4 585420 0 0
NORTH FORK BANCORPORATION NY COM 65942410 14,412 666,450 X 2 666450 0 0
NORTHEAST UTILS COM 66439710 1,113 50,000 X 4 50000 0 0
NORTHERN BORDER PARTNERS L P UNIT LTD PARTN 66478510 376 11,900 X X 6 11400 0 500
NORTHERN TR CORP COM 66585910 2,784 31,325 X X 6 19925 0 11400
NORTHERN TR CORP COM 66585910 24,148 271,710 X 6 248860 0 22850
NORTHPOINT COMMUNICATIONS HLDG COM 66661010 212 18,583 X 6 18583 0 0
NORTHROP GRUMMAN CORP COM 66680710 6,199 68,220 X 16 68220 0 0
NORTHROP GRUMMAN CORP COM 66680710 8,158 93,917 X 6 92077 0 1840
NOVA CORP GA COM 66978410 345 12,337 X 12 12337 0 0
NOVADIGM INC COM 66993710 218 11,050 X 12 11050 0 0
NOVARTIS A G SPONSORED ADR 66987V10 580 15,000 X 4 15000 0 0
NOVASTAR FINL INC COM 66994740 723 186,667 X 6 186667 0 0
NOVELL INC COM 67000610 233 23,425 X 6 23425 0 0
NOVELL INC COM 67000610 606 60,936 X 8 0 0 60936
NOVELLUS SYS INC COM 67000810 542 11,649 X 8 0 0 11649
NOVELLUS SYS INC COM 67000810 939 20,160 X 2 20160 0 0
NOVELLUS SYS INC COM 67000810 8,075 173,426 X 16 173426 0 0
NOVELLUS SYS INC COM 67000810 10,127 202,563 X 6 199284 0 3279
NOVO-NORDISK A S ADR 67010020 9,400 84,687 X X 6 84687 0 0
NOVO-NORDISK A S ADR 67010020 50,620 456,032 X 6 456032 0 0
NPS PHARMACEUTICALS INC COM 62936P10 4,444 79,400 X 4 79400 0 0
NRG ENERGY INC COM 62937710 3,176 87,000 X 6 87000 0 0
NS GROUP INC COM 62891610 741 37,300 X 6 37300 0 0
NS GROUP INC COM 62891610 3,892 200,200 X 4 200200 0 0
NUANCE COMMUNICATIONS INC COM 66996710 12,668 104,100 X 6 95000 0 9100
NUANCE COMMUNICATIONS INC COM 66996710 50,538 415,200 X 4 415200 0 0
NUCOR CORP COM 67034610 1,444 47,945 X X 6 46145 0 1800
NUEVO ENERGY CO COM 67050910 261 14,200 X X 6 0 12100 2100
NUI CORP COM 62943010 2,541 84,172 X X 6 81172 0 3000
NUVEEN CONN PREM INCOME MUN FD SH BEN INT 67060D10 356 24,000 X 6 24000 0 0
NUVEEN FLA INVT QUALITY MUN FD COM 67097010 405 28,767 X X 6 17614 0 11153
NUVEEN FLA QUALITY INCOME MUN COM 67097810 220 15,603 X 6 15603 0 0
NUVEEN FLA QUALITY INCOME MUN COM 67097810 369 26,098 X X 6 18798 0 7300
NUVEEN INSD FLA PREM INCOME FD COM 67101V10 212 16,166 X 6 16166 0 0
NUVEEN INSD FLA PREM INCOME FD COM 67101V10 524 39,912 X X 6 32182 0 7730
NUVEEN INSD MUN OPPORTUNITY FD COM 67098410 241 18,457 X 6 18456.82 0 0
NUVEEN INSD MUN OPPORTUNITY FD COM 67098410 523 40,000 X 8 0 0 40000
NUVEEN INSD MUN OPPORTUNITY FD COM 67098410 1,633 125,000 X 17 125000 0 0
NUVEEN INSD PREM INCOME MUN 2 COM 6706D810 229 20,147 X 6 18346 0 1801
NUVEEN INSD PREM INCOME MUN 2 COM 6706D810 869 76,400 X 17 76400 0 0
NUVEEN INSD QUALITY MUN FD INC COM 67062N10 232 17,123 X X 6 16823 0 300
NUVEEN INSD QUALITY MUN FD INC COM 67062N10 705 52,016 X 6 52016 0 0
NUVEEN INVT QUALITY MUN FD INC COM 67062E10 304 23,259 X X 6 20592 0 2667
NUVEEN MUN ADVANTAGE FD INC COM 67062H10 1,496 115,100 X 17 115100 0 0
NUVEEN MUN MKT OPPORTUNITY FD COM 67062W10 229 17,198 X 6 12898 0 4300
NUVEEN MUN VALUE FD INC COM 67092810 582 66,977 X 6 52477 0 14500
NUVEEN MUN VALUE FD INC COM 67092810 978 112,583 X X 6 110083 0 2500
NUVEEN MUN VALUE FD INC COM 67092810 7,220 831,100 X 17 831100 0 0
NUVEEN NJ INVT QUALITY MUN FD COM 67097110 349 23,932 X X 6 22344 0 1588
NUVEEN NJ INVT QUALITY MUN FD COM 67097110 703 48,269 X 6 48268.9 0 0
NUVEEN PA INVT QUALITY MUN FD COM 67097210 410 28,617 X 6 28617 0 0
NUVEEN PA PREM INCOME MUN FD 2 COM 67061F10 302 24,178 X 6 24178 0 0
NUVEEN PERFORMANCE PLUS MUN FD COM 67062P10 245 20,023 X 6 20023 0 0
NUVEEN PERFORMANCE PLUS MUN FD COM 67062P10 392 31,966 X X 6 31591 0 375
NUVEEN PERFORMANCE PLUS MUN FD COM 67062P10 5,014 409,300 X 17 409300 0 0
NUVEEN PREM INCOME MUN FD COM 67062T10 269 22,223 X X 6 20223 0 2000
NUVEEN PREM INCOME MUN FD COM 67062T10 6,196 511,000 X 17 511000 0 0
NUVEEN PREM INCOME MUN FD 2 COM 67063W10 329 24,155 X 6 24155 0 0
NUVEEN PREM INCOME MUN FD 4 COM 6706K410 400 32,482 X X 6 8699 0 23783
NUVEEN PREM INCOME MUN FD 4 COM 6706K410 1,449 117,670 X 8 0 0 117670
NUVEEN QUALITY INCOME MUN FD COM 67097710 202 15,000 X 8 0 0 15000
NUVEEN QUALITY INCOME MUN FD COM 67097710 266 19,802 X X 6 19502 0 300
NVIDIA CORP COM 67066G10 78,498 959,000 X 4 959000 0 0
NYMAGIC INC COM 62948410 28,190 1,911,211 X X 6 830544 0 1080667
OAK TECHNOLOGY INC COM 67180210 5,475 200,000 X 4 200000 0 0
OAK TECHNOLOGY INC COM 67180210 13,599 505,950 X 12 505950 0 0
OAKWOOD HOMES CORP COM 67409810 324 216,000 X X 6 216000 0 0
OCCIDENTAL PETE CORP DEL COM 67459910 328 15,042 X X 6 10667 1000 3375
OCCIDENTAL PETE CORP DEL COM 67459910 3,925 179,948 X 16 179948 0 0
OCCIDENTAL PETE CORP DEL COM 67459910 4,389 201,225 X 2 201225 0 0
OCCIDENTAL PETE CORP DEL COM 67459910 8,040 373,149 X 6 369061.4 0 4088
OFFICE DEPOT INC COM 67622010 214 27,350 X 6 27350 0 0
OGE ENERGY CORP COM 67083710 806 37,824 X X 6 19200 15800 2824
OLD KENT FINL CORP COM 67983310 438 15,124 X X 6 13498 0 1626
OLD REP INTL CORP COM 68022310 461 19,160 X 6 18460 0 700
OLD REP INTL CORP COM 68022310 521 21,663 X X 6 16888 2600 2175
OLD REP INTL CORP COM 68022310 3,128 130,000 X 2 130000 0 0
OLIN CORP COM PAR $1 68066520 236 14,554 X 6 14554 0 0
OLIN CORP COM PAR $1 68066520 2,063 128,400 X 2 128400 0 0
OLIN CORP COM PAR $1 68066520 4,097 253,096 X 16 253096 0 0
OM GROUP INC COM 67087210 1,254 28,753 X 16 28753 0 0
OMI CORP NEW COM Y6476W10 2,218 264,800 X 4 264800 0 0
OMNICOM GROUP INC COM 68191910 4,211 57,739 X 16 57739 0 0
OMNICOM GROUP INC COM 68191910 8,090 110,922 X X 6 72568 0 38354
OMNICOM GROUP INC COM 68191910 22,809 305,708 X 6 303811 229 1668
OPNET TECHNOLOGIES INC COM 68375710 2,190 60,000 X 4 60000 0 0
OPPENHEIMER MULTI-SECTOR INCOM SH BEN INT 68393310 1,641 200,400 X 17 200400 0 0
OPTIBASE LTD ORD M7524R10 404 23,000 X 14 23000 0 0
ORACLE CORP COM 68389X10 1,267 16,085 X 9 16085 0 0
ORACLE CORP COM 68389X10 26,943 342,127 X 8 8581 0 333546
ORACLE CORP COM 68389X10 36,111 458,552 X 16 458552 0 0
ORACLE CORP COM 68389X10 53,326 677,160 X 4 677160 0 0
ORACLE CORP COM 68389X10 61,972 786,950 X 2 786950 0 0
ORACLE CORP COM 68389X10 82,525 1,047,938 X X 6 939999 63009 44930
ORACLE CORP COM 68389X10 304,335 3,869,332 X 6 3773253 2159 93920
ORTHODONTIC CTRS AMER INC COM 68750P10 7,406 236,700 X 12 236700 0 0
ORTHOFIX INTL N V COM N6748L10 1,157 46,734 X 6 46734 0 0
OSI PHARMACEUTICALS INC COM 67104010 1,351 19,300 X 6 19300 0 0
OSI PHARMACEUTICALS INC COM 67104010 5,238 75,700 X 4 75700 0 0
OUTBACK STEAKHOUSE INC COM 68989910 271 10,000 X X 6 10000 0 0
OVERSEAS SHIPHOLDING GROUP INC COM 69036810 2,471 90,264 X 16 90264 0 0
OWENS & MINOR INC NEW COM 69073210 280 17,800 X 6 17800 0 0
OWENS & MINOR INC NEW COM 69073210 630 40,023 X X 6 38475 1548 0
OWENS & MINOR INC NEW COM 69073210 1,611 102,300 X 2 102300 0 0
OXFORD HEALTH PLANS INC COM 69147110 1,700 55,300 X 6 55300 0 0
OXFORD HEALTH PLANS INC COM 69147110 14,679 475,800 X 4 475800 0 0
PACCAR INC COM 69371810 524 14,143 X 8 0 014143.25
PACIFIC CAP BANCORP NEW COM 69404P10 1,326 49,562 X 8 0 0 49562
PACIFIC CENTY CYBERWORKS LTD SPONSORED ADR 69405910 258 23,449 X 8 0 0 23449
PACIFIC CENTY FINL CORP COM 69405810 3,635 212,268 X 2 212268 0 0
PACIFIC SUNWEAR CALIF INC COM 69487310 213 11,360 X 6 11360 0 0
PACTIV CORP COM 69525710 3,685 329,383 X 6 329383 0 0
PAINE WEBBER GROUP INC COM 69562910 823 12,075 X 6 12075 0 0
PALL CORP COM 69642930 295 14,809 X 8 0 0 14809
PALL CORP COM 69642930 489 24,536 X 6 24536 0 0
PALL CORP COM 69642930 867 43,500 X X 6 38500 0 5000
PALM INC COM 69664210 730 13,787 X X 6 13787 0 0
PALM INC COM 69664210 5,132 96,943 X 8 0 0 96943
PALM INC COM 69664210 6,879 129,950 X 6 124018 0 5932
PALM INC COM 69664210 34,189 645,837 X 2 645837 0 0
PANAMERICAN BEVERAGES INC CL A P7482310 646 38,028 X 4 38028 0 0
PARAMETRIC TECHNOLOGY CORP COM 69917310 334 30,575 X 6 30575 0 0
PARK ELECTROCHEMICAL CORP COM 70041620 985 17,700 X 2 17700 0 0
PARK PL ENTMT CORP COM 70069010 410 27,092 X 6 27092 0 0
PARK PL ENTMT CORP COM 70069010 671 44,350 X 2 44350 0 0
PARK PL ENTMT CORP COM 70069010 3,925 259,485 X 8 19848 0 239637
PARKER DRILLING CO COM 70108110 510 72,800 X 6 72800 0 0
PARKER HANNIFIN CORP COM 70109410 417 12,362 X 6 12362 0 0
PARKWAY PPTYS INC COM 70159Q10 939 30,780 X 8 150 030630.43
PARLEX CORP COM 70163010 7,834 378,100 X 12 378100 0 0
PARTNERRE LTD COM G6852T10 1,911 40,290 X X 6 39265 0 1025
PARTNERRE LTD COM G6852T10 2,135 50,490 X 6 50490 0 0
PARTNERRE LTD COM G6852T10 5,610 118,260 X 2 118260 0 0
PARTNERRE LTD COM G6852T10 8,395 175,700 X 4 175700 0 0
PATRIOT TRANSN HLDG INC COM 70337B10 2,001 126,070 X X 6 126070 0 0
PATTERSON ENERGY INC COM 70341410 1,998 70,100 X 12 70100 0 0
PATTERSON ENERGY INC COM 70341410 3,011 87,600 X 4 87600 0 0
PAYCHEX INC COM 70432610 1,111 21,153 X 8 0 021153.14
PAYCHEX INC COM 70432610 12,012 228,806 X 6 211624 0 17182
PAYCHEX INC COM 70432610 13,022 248,030 X X 6 240510 3320 4200
PAYCHEX INC COM 70432610 80,136 1,526,617 X 4 1526617 0 0
PAYLESS SHOESOURCE INC COM 70437910 1,110 19,820 X 6 19120 0 700
PE CORP COM PE BIO GRP 69332S10 1,600 13,734 X 8 0 013734.03
PE CORP CELERA GEN GRP 69332S20 2,072 20,801 X 8 0 0 20801
PE CORP COM PE BIO GRP 69332S10 2,193 18,820 X X 6 18520 300 0
PE CORP COM PE BIO GRP 69332S10 8,977 77,060 X 4 77060 0 0
PE CORP COM PE BIO GRP 69332S10 15,303 131,355 X 16 131355 0 0
PE CORP COM PE BIO GRP 69332S10 34,659 297,500 X 2 297500 0 0
PE CORP COM PE BIO GRP 69332S10 36,397 328,173 X 6 310928 0 17245
PECO ENERGY CO COM 69330410 3,248 53,634 X X 6 48162 2238 3234
PECO ENERGY CO COM 69330410 25,946 428,415 X 16 428415 0 0
PECO ENERGY CO COM 69330410 37,169 654,147 X 6 639709.2 0 14438
PEDIATRIX MED GROUP COM 70532410 660 48,190 X 6 48190 0 0
PEGASUS COMMUNICATIONS CORP CL A 70590410 507 10,490 X 16 10490 0 0
PEGASUS COMMUNICATIONS CORP CL A 70590410 725 15,180 X 6 15180 0 0
PEMSTAR INC COM 70655210 207 10,500 X 6 10500 0 0
PENN VA CORP COM 70788210 5,377 206,816 X X 6 63604 1600 141612
PENNEY J C INC COM 70816010 1,120 94,835 X 6 92735 0 2100
PENNEY J C INC COM 70816010 1,282 108,538 X X 6 94114 11164 3260
PENNEY J C INC COM 70816010 9,450 800,000 X 2 800000 0 0
PENNROCK FINL SVCS CORP COM 70835210 218 14,273 X 6 14273 0 0
PENNSYLVANIA RL ESTATE INVT TR SH BEN INT 70910210 230 13,212 X X 6 13212 0 0
PENNSYLVANIA RL ESTATE INVT TR SH BEN INT 70910210 314 17,997 X 6 17997 0 0
PENNSYLVANIA RL ESTATE INVT TR SH BEN INT 70910210 337 19,354 X 8 0 0 19354
PENNZOIL-QUAKER STATE COMPANY COM 70932310 1,912 178,009 X 2 178009 0 0
PENWEST PHARMACEUTICALS CO COM 70975410 317 25,000 X 4 25000 0 0
PEOPLES BK BRIDGEPORT CONN COM 71019810 559 26,551 X 8 0 0 26551
PEOPLES ENERGY CORP COM 71103010 1,171 35,093 X X 6 31075 15552463.025
PEOPLES ENERGY CORP COM 71103010 3,169 81,000 X 12 81000 0 0
PEOPLES ENERGY CORP COM 71103010 10,264 307,545 X 6 307412 0 133
PEOPLES ENERGY CORP COM 71103010 13,060 391,300 X 2 391300 0 0
PEOPLESOFT INC COM 71271310 711 25,455 X 6 24675 0 780
PEP BOYS MANNY MOE & JACK COM 71327810 479 95,848 X 6 95848 0 0
PEP BOYS MANNY MOE & JACK COM 71327810 7,763 1,552,555 X X 6 1552555 0 0
PEPSICO INC COM 71344810 1,071 24,300 X 12 24300 0 0
PEPSICO INC COM 71344810 2,054 44,661 X 1 44661 0 0
PEPSICO INC COM 71344810 2,823 61,368 X 9 61367.89 0 0
PEPSICO INC COM 71344810 4,686 101,878 X X 1 100878 1000 0
PEPSICO INC COM 71344810 4,826 104,908 X 8 1876.422 0103031.3
PEPSICO INC COM 71344810 14,105 306,623 X 16 306623 0 0
PEPSICO INC COM 71344810 19,376 421,210 X 4 421210 0 0
PEPSICO INC COM 71344810 46,397 1,008,640 X 2 1008640 0 0
PEPSICO INC COM 71344810 98,886 2,149,695 X X 6 1770094 28565293949.49
PEPSICO INC COM 71344810 183,048 3,982,532 X 6 3908388 7616 66528
PEREGRINE SYSTEMS INC COM 71366Q10 525 27,713 X 8 0 0 27713
PEREGRINE SYSTEMS INC COM 71366Q10 681 35,961 X 6 35961 0 0
PEREGRINE SYSTEMS INC COM 71366Q10 3,767 198,935 X 16 198935 0 0
PEREGRINE SYSTEMS INC COM 71366Q10 21,446 1,133,750 X 4 1133750 0 0
PERKINELMER INC COM 71404610 1,534 14,700 X X 6 14400 300 0
PERKINELMER INC COM 71404610 3,520 33,727 X 6 33727 0 0
PERKINELMER INC COM 71404610 7,944 76,112 X 16 76112 0 0
PEROT SYS CORP CL A 71426510 258 24,000 X 6 10200 0 13800
PERRIGO CO COM 71429010 1,321 193,083 X 6 193083 0 0
PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR 71654V40 400 13,300 X 14 13300 0 0
PETROLEO BRASILEIRO SA PETROBR SPONSORED ADR 71654V40 601 20,000 X 4 20000 0 0
PETROLEUM & RES CORP COM 71654910 1,645 39,100 X 17 39100 0 0
PETROLEUM HELICOPTERS INC COM VTG 71660410 2,187 163,500 X 2 163500 0 0
PETROQUEST ENERGY INC COM 71674810 490 140,000 X X 6 140000 0 0
PETSMART INC COM 71676810 381 81,295 X 8 0 0 81295
PFIZER INC COM 71708110 585 13,025 X X 9 13025 0 0
PFIZER INC COM 71708110 1,471 32,725 X 14 32725 0 0
PFIZER INC COM 71708110 2,789 62,062 X 9 44212 0 17850
PFIZER INC COM 71708110 6,307 140,343 X X 1 123993 16350 0
PFIZER INC COM 71708110 6,506 147,531 X 12 147531 0 0
PFIZER INC COM 71708110 16,210 360,717 X 1 360417 0 300
PFIZER INC COM 71708110 35,828 797,280 X 8 20438.4 0776841.2
PFIZER INC COM 71708110 75,373 1,677,291 X 16 1677291 0 0
PFIZER INC COM 71708110 95,421 2,123,595 X 4 2123595 0 0
PFIZER INC COM 71708110 134,047 2,982,960 X 2 2982960 0 0
PFIZER INC COM 71708110 363,501 8,089,041 X X 6 7145987 615111327943.1
PFIZER INC COM 71708110 602,021 13,382,054 X 6 13115729 32957 233368
PG&E CORP COM 69331C10 1,024 42,343 X 6 42173 0 170
PG&E CORP COM 69331C10 1,128 46,618 X X 6 21433 24060 1125
PHARMACEUTICAL RES INC COM 71712510 612 84,450 X 8 0 0 84450
PHARMACIA CORP COM 71713U10 1,101 18,300 X 14 18300 0 0
PHARMACIA CORP COM 71713U10 2,529 42,016 X 1 42016 0 0
PHARMACIA CORP COM 71713U10 12,245 203,448 X 16 203448 0 0
PHARMACIA CORP COM 71713U10 15,755 261,767 X 8 2339 0259428.5
PHARMACIA CORP COM 71713U10 39,473 670,846 X 6 667429 85 3332
PHARMACIA CORP COM 71713U10 58,117 965,595 X X 6 844199 66432 54964
PHARMACIA CORP COM 71713U10 70,208 1,166,488 X 2 1166488 0 0
PHARMACIA CORP COM 71713U10 108,675 1,810,614 X 4 1810614 0 0
PHARMACOPEIA INC COM 71713B10 572 22,435 X 8 0 0 22435
PHARMACOPEIA INC COM 71713B10 1,774 69,500 X 4 69500 0 0
PHARMACYCLICS INC COM 71693310 783 15,783 X 16 15783 0 0
PHELPS DODGE CORP COM 71726510 661 15,844 X 6 15844 0 0
PHELPS DODGE CORP COM 71726510 1,179 28,230 X X 6 13188 12486 2556
PHILADELPHIA SUBN CORP COM PAR $0.50 71800960 472 20,353 X 6 20353.21 0 0
PHILADELPHIA SUBN CORP COM PAR $0.50 71800960 2,542 109,633 X X 6 96733 0 12900
PHILIP MORRIS COS INC COM 71815410 449 15,250 X 1 15250 0 0
PHILIP MORRIS COS INC COM 71815410 1,800 61,148 X X 1 57698 3450 0
PHILIP MORRIS COS INC COM 71815410 1,978 67,200 X 14 67200 0 0
PHILIP MORRIS COS INC COM 71815410 4,706 159,877 X 16 159877 0 0
PHILIP MORRIS COS INC COM 71815410 5,134 174,387 X 8 1000.223 0173386.7
PHILIP MORRIS COS INC COM 71815410 10,529 357,630 X 4 357630 0 0
PHILIP MORRIS COS INC COM 71815410 34,963 1,187,700 X 2 1187700 0 0
PHILIP MORRIS COS INC COM 71815410 41,389 1,487,887 X 12 1487887 0 0
PHILIP MORRIS COS INC COM 71815410 54,230 1,842,219 X X 6 1524517 140139 177563
PHILIP MORRIS COS INC COM 71815410 121,858 4,151,779 X 6 3954324 6650 190805
PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 291 17,000 X 4 17000 0 0
PHILLIPS PETE CO COM 71850710 4,561 72,686 X X 6 45665 24326 2695
PHILLIPS PETE CO COM 71850710 14,736 234,833 X 16 234833 0 0
PHILLIPS PETE CO COM 71850710 19,584 325,447 X 6 320306.2 0 5141
PHILLIPS VAN HEUSEN CORP COM 71859210 507 49,200 X 8 0 0 49200
PHONE COM INC COM 71920Q10 1,733 15,249 X 8 0 0 15249
PHOTON DYNAMICS INC COM 71936410 1,212 32,099 X 16 32099 0 0
PHOTRONICS INC COM 71940510 264 12,100 X 6 12100 0 0
PHYSIOMETRIX INC COM 71892810 4,009 180,200 X 12 180200 0 0
PIEDMONT NAT GAS INC COM 72018610 349 11,395 X 8 155 0 11240
PIEDMONT NAT GAS INC COM 72018610 760 24,801 X X 6 23976 0 825
PIEDMONT NAT GAS INC COM 72018610 1,423 46,476 X 6 46476.02 0 0
PIEDMONT NAT GAS INC COM 72018610 6,777 221,300 X 2 221300 0 0
PIER 1 IMPORTS INC COM 72027910 4,860 365,600 X 2 365600 0 0
PILGRIM PRIME RATE TR NEW SH BEN INT 72146W10 287 33,059 X 6 33059.24 0 0
PILGRIM PRIME RATE TR NEW SH BEN INT 72146W10 774 88,909 X 8 0 088908.66
PINNACLE ENTMT INC COM 72345610 1,669 76,737 X 16 76737 0 0
PINNACLE HLDGS INC COM 72346N10 266 10,000 X 2 10000 0 0
PINNACLE HLDGS INC COM 72346N10 554 20,799 X 8 0 0 20799
PINNACLE WEST CAP CORP COM 72348410 950 18,670 X 6 17670 0 1000
PIONEER INTREST SHS COM 72370310 263 23,500 X 17 23500 0 0
PIONEER STD ELECTRS INC COM 72387710 218 16,066 X 8 0 0 16066
PITNEY BOWES INC COM 72447910 429 10,876 X 1 10876 0 0
PITNEY BOWES INC COM 72447910 536 13,600 X X 1 13600 0 0
PITNEY BOWES INC COM 72447910 694 17,608 X 8 0 0 17607.8
PITNEY BOWES INC COM 72447910 3,530 89,500 X 2 89500 0 0
PITNEY BOWES INC COM 72447910 15,468 392,226 X 6 383676 3300 5250
PITNEY BOWES INC COM 72447910 29,613 750,878 X X 6 711130 14800 24948
PLACER DOME INC COM 72590610 200 21,205 X 6 21205 0 0
PLACER DOME INC COM 72590610 210 22,257 X X 6 16257 1500 4500
PLACER DOME INC COM 72590610 403 42,700 X 14 42700 0 0
PLACER DOME INC COM 72590610 2,157 228,550 X 4 228550 0 0
PLAINS ALL AMERN PIPELINE L P UNIT LTD PARTN 72650310 203 10,500 X 8 0 0 10500
PLANTRONICS INC NEW COM 72749310 2,016 53,046 X 8 0 0 53046
PLANTRONICS INC NEW COM 72749310 28,577 751,500 X 4 751500 0 0
PLAYTEX PRODS INC COM 72813P10 234 19,800 X 6 19800 0 0
PLAYTEX PRODS INC COM 72813P10 246 20,800 X X 6 3200 17600 0
PLEXUS CORP COM 72913210 747 10,600 X X 6 0 10600 0
PLEXUS CORP COM 72913210 1,432 20,318 X 8 70 0 20248
PLEXUS CORP COM 72913210 3,582 50,803 X 16 50803 0 0
PLUM CREEK TIMBER CO INC COM 72925110 325 14,550 X X 6 11050 0 3500
PLUM CREEK TIMBER CO INC COM 72925110 435 19,483 X 8 200 019282.64
PMA CAP CORP CL A 69341920 502 27,900 X X 6 0 27900 0
PMA CAP CORP CL A 69341920 594 33,013 X 6 33013 0 0
PMC-SIERRA INC COM 69344F10 5,900 27,409 X X 6 26119 1200 90
PMC-SIERRA INC COM 69344F10 6,746 31,340 X 8 100 0 31240
PMC-SIERRA INC COM 69344F10 7,070 32,844 X 16 32844 0 0
PMC-SIERRA INC COM 69344F10 22,386 104,000 X 4 104000 0 0
PMC-SIERRA INC COM 69344F10 49,428 231,046 X 6 229125 278 1643
PMI GROUP INC COM 69344M10 827 12,214 X 6 11727 0 487
PMI GROUP INC COM 69344M10 9,065 133,800 X 4 133800 0 0
PNC FINL SVCS GROUP INC COM 69347510 803 17,127 X 12 17126.6 0 0
PNC FINL SVCS GROUP INC COM 69347510 1,151 17,700 X X 1 13700 4000 0
PNC FINL SVCS GROUP INC COM 69347510 19,773 304,200 X 2 304200 0 0
PNC FINL SVCS GROUP INC COM 69347510 36,019 554,146 X 6 550485.6 1200 2460
PNC FINL SVCS GROUP INC COM 69347510 40,619 624,907 X X 6 591512 29080 4315
PNC FINL SVCS GROUP INC COM 69347510 42,725 660,800 X 4 660800 0 0
POGO PRODUCING CO COM 73044810 1,104 45,700 X 2 45700 0 0
POHANG IRON & STL LTD SPONSORED ADR 73045010 646 34,700 X 14 34700 0 0
POLARIS INDS INC COM 73106810 367 10,400 X X 6 600 0 9800
POLARIS INDS INC COM 73106810 392 11,111 X 8 0 0 11111
POLYCOM INC COM 73172K10 16,897 256,400 X 12 256400 0 0
POLYMEDICA CORP COM 73173810 2,719 63,800 X 12 63800 0 0
POPE & TALBOT INC COM 73282710 3,151 220,143 X 16 220143 0 0
POPULAR INC COM 73317410 624 23,040 X X 6 21540 0 1500
PORTUGAL TELECOM S A SPONSORED ADR 73727310 452 44,640 X 6 44640 0 0
POST PPTYS INC COM 73746410 14,114 324,000 X 2 324000 0 0
POTOMAC ELEC PWR CO COM 73767910 348 13,806 X 8 200 0 13606
POTOMAC ELEC PWR CO COM 73767910 1,392 55,261 X 6 51640 2207 1414
POTOMAC ELEC PWR CO COM 73767910 2,930 116,329 X X 6 95677 3562 17090
POWER-ONE INC COM 73930810 1,944 32,125 X 8 0 0 32125
POWER-ONE INC COM 73930810 4,519 72,300 X 12 72300 0 0
POWERTEL INC COM 73936C10 2,633 34,613 X 16 34613 0 0
POWERTEL INC COM 73936C10 8,099 106,480 X 2 106480 0 0
POWERWAVE TECHNOLOGIES INC COM 73936310 442 10,050 X 12 10050 0 0
POWERWAVE TECHNOLOGIES INC COM 73936310 27,375 720,984 X 6 717785 607 2592
PPG INDS INC COM 69350610 8,267 208,314 X 6 203999 800 3515
PPG INDS INC COM 69350610 10,168 256,210 X X 6 193254 51066 11890
PPL CORP COM 69351T10 3,280 107,700 X 12 107700 0 0
PPL CORP COM 69351T10 7,586 181,700 X 2 181700 0 0
PPL CORP COM 69351T10 19,091 457,266 X 6 455567.4 0 1699
PPL CORP COM 69351T10 29,113 697,311 X X 6 660759.3 20753 15799
PRAXAIR INC COM 74005P10 1,330 35,577 X X 6 34376.89 600 600
PRAXAIR INC COM 74005P10 2,920 78,120 X 2 78120 0 0
PRAXAIR INC COM 74005P10 11,505 307,826 X 6 303771 0 4055
PRECISE SOFTWARE SOLUTIONS LTD ORD M4145010 4,313 100,000 X 4 100000 0 0
PRECISION CASTPARTS CORP COM 74018910 890 23,200 X 6 23200 0 0
PRECISION CASTPARTS CORP COM 74018910 11,610 304,400 X 4 304400 0 0
PRECISION DRILLING CORP COM 74022D10 6,855 189,250 X 12 189250 0 0
PRENTISS PPTYS TR SH BEN INT 74070610 1,293 49,500 X X 6 3900 0 45600
PRENTISS PPTYS TR SH BEN INT 74070610 1,524 58,800 X 2 58800 0 0
PRENTISS PPTYS TR SH BEN INT 74070610 3,085 118,100 X 6 115200 0 2900
PRESIDENTIAL RLTY CORP NEW CL B 74100420 220 33,177 X 6 33177 0 0
PRI AUTOMATION INC COM 69357H10 496 27,171 X 8 55 0 27116
PRICE T ROWE & ASSOCIATES COM 74147710 1,035 22,044 X 8 0 0 22044
PRICE T ROWE & ASSOCIATES COM 74147710 2,767 58,947 X 6 58947 0 0
PRICE T ROWE & ASSOCIATES COM 74147710 2,897 61,710 X X 6 60610 1100 0
PRICE T ROWE & ASSOCIATES COM 74147710 7,757 165,260 X 4 165260 0 0
PRICE T ROWE & ASSOCIATES COM 74147710 17,127 364,900 X 2 364900 0 0
PRIDE INTL INC COM 74193210 461 17,400 X 6 15800 0 1600
PRIDE INTL INC COM 74193210 2,844 117,200 X 2 117200 0 0
PRIDE INTL INC COM 74193210 12,422 477,950 X 12 477950 0 0
PRIME HOSPITALITY CORP COM 74191710 348 34,345 X X 6 2245 32100 0
PRIME HOSPITALITY CORP COM 74191710 498 49,200 X 6 49200 0 0
PRIMESOURCE CORP COM 74159310 764 152,824 X X 6 152824 0 0
PRIMUS TELECOMMUNICATIONS GRP COM 74192910 272 10,950 X 12 10950 0 0
PRIORITY HEALTHCARE CORP CL B 74264T10 5,439 73,484 X 12 73483.5 0 0
PROCTER & GAMBLE CO COM 74271810 964 14,388 X 16 14388 0 0
PROCTER & GAMBLE CO COM 74271810 4,745 70,821 X 1 70371 0 450
PROCTER & GAMBLE CO COM 74271810 6,268 93,555 X X 1 89955 3600 0
PROCTER & GAMBLE CO COM 74271810 10,171 152,390 X 4 152390 0 0
PROCTER & GAMBLE CO COM 74271810 20,520 306,268 X 8 3486 0302781.5
PROCTER & GAMBLE CO COM 74271810 32,234 481,100 X 2 481100 0 0
PROCTER & GAMBLE CO COM 74271810 112,512 1,679,289 X X 6 1474932 109295 95062
PROCTER & GAMBLE CO COM 74271810 130,082 1,943,575 X 6 1894488 2901 46186
PROFIT RECOVERY GROUP INTL INC COM 74316810 323 32,680 X 6 32680 0 0
PROGRESS FINL CORP COM 74326610 221 19,607 X 6 19607 0 0
PROGRESS FINL CORP COM 74326610 292 25,972 X 8 0 025972.08
PROGRESS SOFTWARE CORP COM 74331210 2,453 174,200 X 2 174200 0 0
PROGRESSIVE CORP OHIO COM 74331510 2,096 25,605 X X 6 8000 900 16705
PROSOFTTRAINING COM INC COM 74347710 257 15,300 X 12 15300 0 0
PROSPERITY BANCSHARES INC COM 74360610 1,599 87,000 X 2 87000 0 0
PROTEIN DESIGN LABS INC COM 74369L10 6,146 51,000 X 4 51000 0 0
PROVIDIAN FINL CORP COM 74406A10 11,367 89,501 X 16 89501 0 0
PROVIDIAN FINL CORP COM 74406A10 24,746 194,850 X X 6 190340 1370 3140
PROVIDIAN FINL CORP COM 74406A10 61,346 489,392 X 6 479640 4100 5652
PROVINCE HEALTHCARE CO COM 74397710 3,011 89,625 X 12 89625 0 0
PROXIM INC COM 74428410 465 10,442 X 8 0 0 10442
PSINET INC COM 74437C10 2,022 210,121 X 8 0 0 210121
PUBLIC STORAGE INC COM 74460D10 2,970 124,073 X 6 119843 0 4230
PUBLIC SVC CO N MEX COM 74449910 3,313 158,900 X 12 158900 0 0
PUBLIC SVC ENTERPRISE GROUP COM 74457310 5,098 122,230 X 12 122230 0 0
PUBLIC SVC ENTERPRISE GROUP COM 74457310 8,938 200,000 X 2 200000 0 0
PUBLIC SVC ENTERPRISE GROUP COM 74457310 12,442 278,430 X X 6 242938.9 21593 13898
PUBLIC SVC ENTERPRISE GROUP COM 74457310 22,593 505,584 X 6 500511.3 0 5073
PULTE CORP COM 74586710 6,563 198,890 X 16 198890 0 0
PULTE CORP COM 74586710 9,067 294,088 X 6 289897 0 4191
PUMA TECHNOLOGY INC COM 74588710 219 10,765 X 6 10765 0 0
PUTNAM INVT GRADE MUN TR III SH BEN INT 74680710 1,037 93,200 X 17 93200 0 0
PUTNAM MANAGED MUN INCOM TR COM 74682310 205 22,425 X X 6 22425 0 0
PUTNAM MASTER INCOME TR SH BEN INT 74683K10 7,139 1,067,500 X 17 1067500 0 0
PUTNAM MASTER INTER INCOME TR SH BEN INT 74690910 272 42,225 X 8 1646 0 40579
PUTNAM MASTER INTER INCOME TR SH BEN INT 74690910 1,465 227,500 X 17 227500 0 0
PUTNAM PREMIER INCOME TR SH BEN INT 74685310 9,407 1,461,300 X 17 1461300 0 0
Q MED COM 74791410 648 81,000 X 12 81000 0 0
QLOGIC CORP COM 74727710 1,960 22,270 X X 6 22270 0 0
QLOGIC CORP COM 74727710 7,536 85,632 X 6 85332 0 300
QLOGIC CORP COM 74727710 9,146 104,100 X 12 104100 0 0
QLOGIC CORP COM 74727710 59,466 675,843 X 4 675843 0 0
QUAKER OATS CO COM 74740210 4,934 62,358 X X 6 59558 2200 600
QUAKER OATS CO COM 74740210 8,538 107,909 X 6 106751.3 0 1158
QUALCOMM INC COM 74752510 1,516 39,276 X 12 39276 0 0
QUALCOMM INC COM 74752510 9,002 126,342 X X 6 110242 12500 3600
QUALCOMM INC COM 74752510 19,029 267,068 X 8 4420 0 262648
QUALCOMM INC COM 74752510 21,915 307,574 X 6 289133 0 18441
QUALCOMM INC COM 74752510 36,281 509,200 X 2 509200 0 0
QUANTA SVCS INC COM 74762E10 5,063 184,109 X 6 184109 0 0
QUANTUM CORP COM DSSG 74790620 205 13,621 X 6 13621 0 0
QUEST DIAGNOSTICS INC COM 74834L10 3,659 31,860 X 4 31860 0 0
QUIDEL CORP COM 74838J10 322 74,580 X 8 0 0 74580
QUINTILES TRANSNATIONAL CORP COM 74876710 347 21,780 X 4 21780 0 0
QUINTILES TRANSNATIONAL CORP COM 74876710 854 53,560 X X 6 3160 400 50000
QUINTILES TRANSNATIONAL CORP COM 74876710 2,405 150,898 X 8 1000 0 149898
QWEST COMMUNICATIONS INTL INC COM 74912110 839 17,459 X X 1 14881 2578 0
QWEST COMMUNICATIONS INTL INC COM 74912110 2,443 50,285 X 12 50285 0 0
QWEST COMMUNICATIONS INTL INC COM 74912110 4,118 85,678 X 1 85678 0 0
QWEST COMMUNICATIONS INTL INC COM 74912110 5,991 124,643 X 16 124643 0 0
QWEST COMMUNICATIONS INTL INC COM 74912110 8,956 186,351 X 8 2018 0 184333
QWEST COMMUNICATIONS INTL INC COM 74912110 17,444 360,207 X 4 360207 0 0
QWEST COMMUNICATIONS INTL INC COM 74912110 36,968 769,172 X X 6 649586.2 51500 68086
QWEST COMMUNICATIONS INTL INC COM 74912110 37,344 776,986 X 2 776986 0 0
QWEST COMMUNICATIONS INTL INC COM 74912110 133,815 2,763,385 X 6 2717978 1845 43562.2
R & B FALCON CORP COM 74912E10 972 34,100 X 4 34100 0 0
R & B FALCON CORP COM 74912E10 1,341 48,103 X 6 48103 0 0
R H DONNELLEY CORP COM NEW 74955W30 472 22,343 X 6 19443 0 2900
R H DONNELLEY CORP COM NEW 74955W30 867 41,022 X X 6 16964 22738 1320
R O C TAIWAN FD SH BEN INT 74965110 268 41,300 X 17 41300 0 0
RADIAN GROUP INC COM 75023610 14,528 215,227 X 6 215177 50 0
RADIANT SYSTEMS INC COM 75025N10 398 18,610 X 8 150 0 18460
RADIOSHACK CORP COM 75043810 1,343 20,789 X X 6 16189 3000 1600
RADIOSHACK CORP COM 75043810 35,193 544,573 X 6 539243 0 5330
RADIOSHACK CORP COM 75043810 56,331 871,670 X 4 871670 0 0
RADISYS CORP COM 75045910 862 16,500 X 2 16500 0 0
RADISYS CORP COM 75045910 3,060 60,510 X 16 60510 0 0
RAILAMERICA INC COM 75075310 268 34,337 X X 6 937 33400 0
RAINBOW TECHNOLOGIES INC COM 75086210 3,589 101,400 X 4 101400 0 0
RALSTON PURINA CO COM RAL-PUR GP 75127730 298 12,600 X 1 12600 0 0
RALSTON PURINA CO COM RAL-PUR GP 75127730 2,085 88,005 X X 6 64184 16900 6921
RALSTON PURINA CO COM RAL-PUR GP 75127730 21,230 896,243 X 6 889543 1300 5400
RAMBUS INC DEL COM 75091710 1,497 18,962 X 8 0 0 18962
RARE HOSPITALITY INTL INC COM 75382010 6,282 306,524 X 12 306524 0 0
RATIONAL SOFTWARE CORP SUB NT CV 144A07 75409PAA 4,080 2,000,000 X 2 2000000 0 0
RATIONAL SOFTWARE CORP COM NEW 75409P20 8,256 119,000 X 2 119000 0 0
RATIONAL SOFTWARE CORP COM NEW 75409P20 10,907 157,223 X 8 5016 0 152207
RATIONAL SOFTWARE CORP COM NEW 75409P20 28,597 412,206 X 6 411786 0 420
RATIONAL SOFTWARE CORP COM NEW 75409P20 80,295 1,158,000 X 4 1158000 0 0
RAWLINGS SPORTING GOODS INC COM 75445910 814 140,065 X 8 0 0 140065
RAYMOND JAMES FINANCIAL INC COM 75473010 1,035 36,000 X 2 36000 0 0
RAYTHEON CO CL A 75511130 494 18,030 X 6 17724 0 306
RAYTHEON CO CL B 75511140 994 34,954 X 8 0 0 34954
RAYTHEON CO CL A 75511130 1,243 45,402 X 8 0 045402.29
RAYTHEON CO CL B 75511140 3,195 112,343 X 6 111343 0 1000
RAYTHEON CO CL B 75511140 5,106 179,567 X X 6 151007 12960 15600
RCM STRATEGIC GLOBAL GOVT FD COM 74936A10 677 70,800 X 17 70800 0 0
RCN CORP COM 74936110 569 27,438 X 6 27238 0 200
RCN CORP COM 74936110 622 29,972 X X 6 13400 13572 3000
READERS DIGEST ASSN INC CL A NON VTG 75526710 389 11,029 X 8 0 0 11029
READ-RITE CORP COM 75524610 5,351 475,600 X 4 475600 0 0
REALNETWORKS INC COM 75605L10 480 12,079 X 8 0 0 12079
REALNETWORKS INC COM 75605L10 5,272 129,719 X 6 120735 0 8984
REALNETWORKS INC COM 75605L10 11,253 283,100 X 2 283100 0 0
REALTY INCOME CORP COM 75610910 747 32,057 X 8 841.259 031216.06
RECKSON ASSOCS RLTY CORP COM 75621K10 535 20,990 X X 6 20990 0 0
RED HAT INC COM 75657710 347 20,324 X 8 0 0 20324
REDBACK NETWORKS INC COM 75720910 3,012 18,365 X 8 0 0 18365
REDBACK NETWORKS INC COM 75720910 45,716 279,122 X 6 263535 172 15415
REEBOK INTL LTD COM 75811010 2,300 123,200 X 2 123200 0 0
REGIONS FINL CORP COM 75894010 626 27,595 X 6 27595 0 0
REHABCARE GROUP INC COM 75914810 1,124 26,436 X 8 0 0 26436
REHABCARE GROUP INC COM 75914810 3,216 75,600 X 4 75600 0 0
REHABCARE GROUP INC COM 75914810 4,127 100,000 X 12 100000 0 0
RELIANT ENERGY INC COM 75952J10 8,359 179,771 X X 6 164751.9 3519 11500
RELIANT ENERGY INC COM 75952J10 9,165 197,087 X 6 194287 0 2800
REMEC INC COM 75954310 4,716 159,400 X 12 159400 0 0
REMEDY CORP COM 75954810 1,328 43,488 X 6 41914 0 1574
REMEDY CORP COM 75954810 1,404 74,392 X 16 74392 0 0
REMEDY CORP COM 75954810 2,376 103,700 X 2 103700 0 0
REMEDYTEMP INC CL A 75954910 4,100 342,973 X 16 342973 0 0
RENAL CARE GROUP INC COM 75993010 270 14,500 X 8 0 0 14500
RENT A CTR INC NEW COM 76009N10 4,692 138,000 X 12 138000 0 0
RENT WAY INC COM 76009U10 9,242 309,300 X 12 309300 0 0
REPSOL YPF S A SPONSORED ADR 76026T20 425 23,194 X 6 18694 0 4500
REPUBLIC SECURITY FINL CORP COM 76075810 1,658 335,730 X 2 335730 0 0
REPUBLIC SVCS INC COM 76075910 328 25,000 X 4 25000 0 0
REPUBLIC SVCS INC COM 76075910 366 27,870 X 8 0 0 27870
RESEARCH IN MOTION LTD COM 76097510 1,604 16,275 X X 6 16275 0 0
RESEARCH IN MOTION LTD COM 76097510 35,077 355,884 X 6 325384 0 30500
RESMED INC COM 76115210 531 17,000 X 4 17000 0 0
RESMED INC COM 76115210 1,824 58,800 X 12 58800 0 0
REUTERS GROUP PLC SPONSORED ADR 76132M10 1,311 11,662 X X 6 10249 0 1413
RF MICRODEVICES INC COM 74994110 1,112 34,754 X X 6 34754 0 0
RF MICRODEVICES INC COM 74994110 6,139 191,834 X 8 12006 0 179828
RF MICRODEVICES INC COM 74994110 21,516 682,502 X 6 621410 0 61092
RICHMOND CNTY FINL CORP COM 76455610 346 14,300 X X 6 1100 13200 0
RIGGS NATL CORP WASH DC COM 76657010 427 34,872 X 6 34872 0 0
RITE AID CORP COM 76775410 251 62,700 X X 6 36700 24000 2000
ROANOKE ELEC STL CORP COM 76984110 266 26,981 X X 6 26981 0 0
ROBERT HALF INTL INC COM 77032310 503 14,513 X 8 0 0 14513
ROCK-TENN CO CL A 77273920 262 26,400 X X 6 26400 0 0
ROCK-TENN CO CL A 77273920 7,292 734,210 X 6 734210 0 0
ROCKWELL INTL CORP NEW COM 77390310 1,387 45,842 X X 6 32512 11050 2280
ROCKWELL INTL CORP NEW COM 77390310 7,816 258,372 X 6 254812 900 2660
ROGERS CORP COM 77513310 721 22,800 X 6 22800 0 0
ROHM & HAAS CO COM 77537110 427 15,550 X 4 15550 0 0
ROHM & HAAS CO COM 77537110 4,521 155,558 X 6 144018.4 3600 7940
ROHM & HAAS CO COM 77537110 808,761 27,828,338 X X 6 303186.6 3102127494130
ROPER INDS INC NEW COM 77669610 2,830 86,900 X 2 86900 0 0
ROPER INDS INC NEW COM 77669610 26,958 812,300 X 4 812300 0 0
ROSETTA INPHARMATICS INC COM 77777710 476 17,050 X 8 0 0 17050
ROSS STORES INC COM 77829610 1,845 124,800 X 2 124800 0 0
ROSTELECOM OPEN JT STK LNG DST SPONSORED ADR 77852910 233 26,400 X 4 26400 0 0
ROUSE CO COM 77927310 262 10,522 X X 6 7500 3022 0
ROWAN COS INC COM 77938210 634 21,847 X X 6 21847 0 0
ROWAN COS INC COM 77938210 10,433 359,761 X 16 359761 0 0
ROWAN COS INC COM 77938210 13,446 475,133 X 6 469458 0 5675
ROWAN COS INC COM 77938210 43,621 1,503,900 X 4 1503900 0 0
ROWE COS COM 77952810 543 173,760 X X 6 3377 0 170383
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF D 78009760 310 12,835 X X 6 11000 0 1835
ROYAL BK SCOTLAND GROUP PLC SP ADR PREF J 78009785 1,670 68,000 X 6 68000 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T10 355 13,811 X 8 0 013811.15
ROYAL DUTCH PETE CO NY REG GLD1.25 78025780 918 14,912 X 12 14912 0 0
ROYAL DUTCH PETE CO NY REG GLD1.25 78025780 1,854 30,936 X 1 30936 0 0
ROYAL DUTCH PETE CO NY REG GLD1.25 78025780 3,379 56,379 X 8 863.47 055515.11
ROYAL DUTCH PETE CO NY REG GLD1.25 78025780 22,096 368,650 X 4 368650 0 0
ROYAL DUTCH PETE CO NY REG GLD1.25 78025780 24,107 402,200 X 2 402200 0 0
ROYAL DUTCH PETE CO NY REG GLD1.25 78025780 50,021 834,547 X 6 813743 4900 15904
ROYAL DUTCH PETE CO NY REG GLD1.25 78025780 52,626 878,020 X X 6 757512 36040 84468
ROYCE VALUE TR INC COM 78091010 344 23,801 X 8 353 0 23448
ROYCE VALUE TR INC COM 78091010 582 40,300 X 17 40300 0 0
RTI INTL METALS INC COM 74973W10 410 28,400 X 6 28400 0 0
RTI INTL METALS INC COM 74973W10 3,022 210,500 X 4 210500 0 0
RUBY TUESDAY INC COM 78118210 1,455 129,300 X 2 129300 0 0
RUBY TUESDAY INC COM 78118210 5,913 513,000 X 12 513000 0 0
RUDDICK CORP COM 78125810 267 19,272 X 8 0 019271.53
RUDDICK CORP COM 78125810 949 68,430 X 6 68430 0 0
RURAL CELLULAR CORP CL A 78190410 17,031 250,000 X 6 250000 0 0
RUSSELL CORP COM 78235210 728 45,885 X X 6 45885 0 0
RUSSELL CORP COM 78235210 1,258 74,800 X 2 74800 0 0
S3 INC COM 78484910 581 56,300 X 6 56300 0 0
SABRE HLDGS CORP CL A 78590510 304 10,522 X X 6 722 9800 0
SAFECO CORP COM 78642910 417 15,300 X 6 15300 0 0
SAFECO CORP COM 78642910 1,216 44,631 X 8 0 044630.99
SAFEGUARD SCIENTIFICS INC COM 78644910 343 17,225 X 6 17225 0 0
SAFEGUARD SCIENTIFICS INC COM 78644910 635 31,830 X X 6 17650 0 14180
SAFEGUARD SCIENTIFICS INC COM 78644910 2,693 135,092 X 8 0 0 135092
SAFEWAY INC COM NEW 78651420 7,381 158,085 X 16 158085 0 0
SAFEWAY INC COM NEW 78651420 14,670 314,213 X 8 3953 0 310260
SAFEWAY INC COM NEW 78651420 16,459 352,537 X X 6 311344 21402 19791
SAFEWAY INC COM NEW 78651420 30,543 654,200 X 4 654200 0 0
SAFEWAY INC COM NEW 78651420 78,290 1,676,475 X 6 1640395 912 35168
SAKS INC COM 79377W10 1,207 110,000 X 6 110000 0 0
SALEM COMMUNICATIONS CORP DEL CL A 79409310 264 20,800 X 8 300 0 20500
SALOMON BROS HIGH INCOME FD II COM 79490710 211 17,257 X 8 0 0 17257
SALOMON BROTHERS FD INC COM 79547710 390 21,884 X 8 0 021883.53
SALOMON BROTHERS FD INC COM 79547710 439 24,631 X X 6 23216 1414.64 0
SALTON INC COM 79575710 651 20,132 X 8 95 0 20037
SANCHEZ COMPUTER ASSOCS INC COM 79970210 236 15,239 X 8 0 0 15239
SANCHEZ COMPUTER ASSOCS INC COM 79970210 273 17,613 X 6 17613 0 0
SANDISK CORP COM 80004C10 1,542 23,100 X 6 23100 0 0
SANDISK CORP COM 80004C10 2,698 40,413 X 8 2370 0 38043
SANDISK CORP COM 80004C10 8,646 128,500 X 12 128500 0 0
SANDISK CORP COM 80004C10 79,379 1,187,400 X 4 1187400 0 0
SANGSTAT MED CORP COM 80100310 2,747 214,400 X 4 214400 0 0
SANMINA CORP COM 80090710 1,057 11,285 X X 6 10285 1000 0
SANMINA CORP COM 80090710 1,326 14,166 X 8 0 0 14166
SANMINA CORP COM 80090710 1,521 15,620 X 2 15620 0 0
SANMINA CORP COM 80090710 5,573 58,806 X 6 58806 0 0
SANMINA CORP COM 80090710 27,879 297,700 X 4 297700 0 0
SANTA FE INTL CORP ORD G7805C10 892 19,800 X 6 19800 0 0
SANTA FE INTL CORP ORD G7805C10 59,464 1,319,250 X 4 1319250 0 0
SANTA ISABEL S A SPONSORED ADR 80223310 239 41,584 X 4 41584 0 0
SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 650 10,562 X 8 0 0 10562
SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 2,565 41,700 X 2 41700 0 0
SAPIENT CORP COM 80306210 1,232 30,271 X 8 970 0 29301
SAPIENT CORP COM 80306210 23,329 573,749 X 4 573749 0 0
SARA LEE CORP COM 80311110 385 18,968 X 1 18968 0 0
SARA LEE CORP COM 80311110 505 24,855 X 8 380 024474.99
SARA LEE CORP COM 80311110 1,333 65,600 X X 1 64700 900 0
SARA LEE CORP COM 80311110 24,902 1,225,930 X X 6 1103469 71646 50815
SARA LEE CORP COM 80311110 42,700 2,102,166 X 6 2075011 11635 15520
SAUL CTRS INC COM 80439510 421 26,400 X X 6 6400 0 20000
SAVVIS COMMUNICATIONS CORP COM 80542310 1,893 210,287 X 6 210287 0 0
SAWTEK INC COM 80546810 882 22,894 X 8 4165 0 18729
SBC COMMUNICATIONS INC COM 78387G10 775 15,500 X 14 15500 0 0
SBC COMMUNICATIONS INC COM 78387G10 1,029 20,580 X X 1 20580 0 0
SBC COMMUNICATIONS INC COM 78387G10 2,150 42,994 X 1 42994 0 0
SBC COMMUNICATIONS INC COM 78387G10 2,232 44,638 X 9 36795 0 7843
SBC COMMUNICATIONS INC COM 78387G10 5,825 116,501 X 16 116501 0 0
SBC COMMUNICATIONS INC COM 78387G10 7,948 277,864 X 12 277864 0 0
SBC COMMUNICATIONS INC COM 78387G10 25,756 515,126 X 8 16292.68 0498833.2
SBC COMMUNICATIONS INC COM 78387G10 31,949 644,638 X 4 644638 0 0
SBC COMMUNICATIONS INC COM 78387G10 72,984 1,459,674 X 2 1459674 0 0
SBC COMMUNICATIONS INC COM 78387G10 122,464 2,449,280 X X 6 2011312 137069 300899
SBC COMMUNICATIONS INC COM 78387G10 196,946 3,938,918 X 6 3831357 1175695804.81
SCANA CORP NEW COM 80589M10 620 20,079 X 8 0 020078.58
SCANA CORP NEW COM 80589M10 941 30,484 X 6 30041 0 443
SCANA CORP NEW COM 80589M10 986 31,932 X X 6 22253 2709 6970
SCANA CORP NEW COM 80589M10 13,276 430,000 X 2 430000 0 0
SCHEIN HENRY INC COM 80640710 2,929 146,900 X 2 146900 0 0
SCHERING PLOUGH CORP COM 80660510 856 18,400 X 14 18400 0 0
SCHERING PLOUGH CORP COM 80660510 1,002 21,556 X 9 11956 0 9600
SCHERING PLOUGH CORP COM 80660510 1,686 36,250 X X 1 36250 0 0
SCHERING PLOUGH CORP COM 80660510 4,015 86,351 X 1 86351 0 0
SCHERING PLOUGH CORP COM 80660510 14,197 302,682 X 12 302682 0 0
SCHERING PLOUGH CORP COM 80660510 16,476 354,323 X 8 4481.236 0349841.8
SCHERING PLOUGH CORP COM 80660510 52,084 1,120,220 X 4 1120220 0 0
SCHERING PLOUGH CORP COM 80660510 65,349 1,405,350 X 2 1405350 0 0
SCHERING PLOUGH CORP COM 80660510 88,014 1,892,774 X X 6 1524499 123455 244820
SCHERING PLOUGH CORP COM 80660510 170,365 3,663,762 X 6 3544576 23969 95217
SCHLUMBERGER LTD COM 80685710 2,092 27,969 X 12 27969 0 0
SCHLUMBERGER LTD COM 80685710 2,642 32,101 X X 1 28101 4000 0
SCHLUMBERGER LTD COM 80685710 5,251 63,792 X 8 550 063241.51
SCHLUMBERGER LTD COM 80685710 46,708 567,446 X X 6 413257 109347 44842
SCHLUMBERGER LTD COM 80685710 47,775 580,414 X 2 580414 0 0
SCHLUMBERGER LTD COM 80685710 88,391 1,073,848 X 6 1053841 2145 17862
SCHOLASTIC CORP COM 80706610 1,424 17,900 X 2 17900 0 0
SCHOLASTIC CORP COM 80706610 1,591 20,000 X 4 20000 0 0
SCHULMAN A INC COM 80819410 559 50,843 X X 6 50843 0 0
SCHWAB CHARLES CORP NEW COM 80851310 2,910 81,964 X X 6 57303 23686 975
SCHWAB CHARLES CORP NEW COM 80851310 5,162 145,400 X 4 145400 0 0
SCHWAB CHARLES CORP NEW COM 80851310 10,770 303,391 X 8 2500 0300890.7
SCHWAB CHARLES CORP NEW COM 80851310 19,722 555,550 X 2 555550 0 0
SCHWAB CHARLES CORP NEW COM 80851310 28,185 793,949 X 6 745768 0 48181
SCI SYS INC COM 78389010 2,022 49,324 X X 6 49324 0 0
SCI SYS INC COM 78389010 3,062 74,680 X 2 74680 0 0
SCI SYS INC COM 78389010 3,417 83,345 X 8 8105 0 75240
SCI SYS INC COM 78389010 6,125 149,379 X 16 149379 0 0
SCI SYS INC COM 78389010 7,790 179,889 X 6 164719 4800 10370
SCI SYS INC COM 78389010 11,101 271,000 X 4 271000 0 0
SCIENT CORP COM 80864H10 1,995 95,300 X 4 95300 0 0
SCIENTIFIC ATLANTA INC COM 80865510 2,125 33,400 X 4 33400 0 0
SCIENTIFIC ATLANTA INC COM 80865510 8,825 138,707 X 16 138707 0 0
SCIENTIFIC ATLANTA INC COM 80865510 9,954 151,434 X 6 148886 0 2548
SCIOS INC COM 80890510 363 35,000 X 4 35000 0 0
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 304 10,125 X 8 0 0 10125
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 1,040 34,607 X X 6 31344 2472 791
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 6,289 205,380 X 12 205380 0 0
SCOTTISH PWR PLC SPON ADR FINAL 81013T70 6,993 232,616 X 6 231978 0 638
SCP POOL CORP COM 78402810 449 15,168 X 6 7668 0 7500
SCP POOL CORP COM 78402810 544 18,367 X 8 0 0 18367
SCP POOL CORP COM 78402810 4,943 166,836 X 16 166836 0 0
SCP POOL CORP COM 78402810 8,867 309,211 X 12 309210.5 0 0
SCUDDER NEW ASIA FD INC COM 81118310 7,125 578,700 X 17 578700 0 0
SDL INC COM 78407610 4,988 16,126 X 8 0 0 16126
SDL INC COM 78407610 17,090 55,252 X 6 55192 0 60
SEACHANGE INTL INC COM 81169910 453 13,587 X 6 13587 0 0
SEAGATE TECHNOLOGY COM 81180410 1,801 26,100 X 6 26100 0 0
SEAGATE TECHNOLOGY COM 81180410 56,924 824,990 X 2 824990 0 0
SEAGRAM LTD PFD ADJ CV SEC 81185020 524 10,000 X 4 10000 0 0
SEAGRAM LTD PFD ADJ CV SEC 81185020 5,734 110,000 X 2 110000 0 0
SEAGRAM LTD COM 81185010 11,724 205,050 X 6 198409 0 6641
SEAGRAM LTD COM 81185010 14,216 247,500 X X 6 241200 1300 5000
SEAGRAM LTD COM 81185010 17,758 309,179 X 16 309179 0 0
SEALED AIR CORP NEW PFD CV A $2 81211K20 638 14,178 X X 6 13677 111 390
SEALED AIR CORP NEW COM 81211K10 2,488 54,976 X 2 54976 0 0
SEALED AIR CORP NEW COM 81211K10 5,931 131,080 X X 6 120107 3528 7445
SEALED AIR CORP NEW PFD CV A $2 81211K20 8,155 181,225 X 2 181225 0 0
SEALED AIR CORP NEW COM 81211K10 11,960 264,350 X 4 264350 0 0
SEALED AIR CORP NEW COM 81211K10 32,506 718,375 X 6 705317 746 12312
SEARS ROEBUCK & CO COM 81238710 565 17,438 X 8 0 017437.97
SEARS ROEBUCK & CO COM 81238710 5,354 165,146 X X 6 141651 17254 6241
SEARS ROEBUCK & CO COM 81238710 9,859 304,107 X 16 304107 0 0
SEARS ROEBUCK & CO COM 81238710 10,204 314,745 X 6 308741 0 6004
SECTOR SPDR TR SBI INT-FINL 81369Y60 673 23,201 X 8 0 0 23201
SECURE COMPUTING CORP COM 81370510 328 12,578 X 8 1805 0 10773
SECURITY CAP U S RLTY SPONSORED ADR 81413620 1,845 86,300 X 6 86300 0 0
SEI INVESTMENTS CO COM 78411710 717 18,000 X 12 18000 0 0
SELECTIVE INS GROUP INC COM 81630010 751 42,000 X X 6 42000 0 0
SELIGMAN SELECT MUN FD INC COM 81634410 207 20,678 X 6 17478 0 3200
SELIGMAN SELECT MUN FD INC COM 81634410 387 38,700 X 17 38700 0 0
SEMITOOL INC COM 81690910 278 21,705 X 6 21705 0 0
SEMITOOL INC COM 81690910 1,321 103,100 X 4 103100 0 0
SEMITOOL INC COM 81690910 1,332 103,995 X 16 103995 0 0
SEMPRA ENERGY COM 81685110 222 10,676 X 8 0 0 10676
SEMPRA ENERGY COM 81685110 394 18,947 X X 6 18947 0 0
SEMPRA ENERGY COM 81685110 540 32,313 X 12 32313 0 0
SEMPRA ENERGY COM 81685110 7,041 338,323 X 6 337573 0 750
SEMPRA ENERGY COM 81685110 11,762 565,163 X 2 565163 0 0
SEMTECH CORP COM 81685010 3,100 74,916 X 16 74916 0 0
SENSORMATIC ELECTRS CORP COM 81726510 788 52,500 X X 6 50000 0 2500
SENSORMATIC ELECTRS CORP COM 81726510 9,381 617,250 X 12 617250 0 0
SERONO S A SPONSORED ADR 81752M10 14,705 486,100 X 4 486100 0 0
SERVICEMASTER CO COM 81760N10 254 25,732 X 1 25732 0 0
SERVICEMASTER CO COM 81760N10 413 41,777 X 6 41777 0 0
SERVICEMASTER CO COM 81760N10 948 96,040 X X 6 60358 3795 31887
SERVICEMASTER CO COM 81760N10 1,343 135,960 X 8 1893 0134066.6
SHAW GROUP INC COM 82028010 4,970 70,500 X 4 70500 0 0
SHAW GROUP INC COM 82028010 6,331 89,798 X 16 89798 0 0
SHAW GROUP INC COM 82028010 14,155 216,500 X 12 216500 0 0
SHAW INDS INC COM 82028610 588 31,805 X 6 31805 0 0
SHELL TRANS & TRADING PLC NEW YRK SH NEW 82270360 937 19,148 X 8 0 019147.54
SHELL TRANS & TRADING PLC NEW YRK SH NEW 82270360 1,314 26,848 X X 6 23688 3060 100
SHERWIN WILLIAMS CO COM 82434810 218 10,200 X 8 700 09499.963
SHERWIN WILLIAMS CO COM 82434810 787 36,800 X 1 36800 0 0
SHERWIN WILLIAMS CO COM 82434810 948 44,350 X X 6 44350 0 0
SHERWIN WILLIAMS CO COM 82434810 2,949 137,970 X 6 72970 0 65000
SHERWIN WILLIAMS CO COM 82434810 28,260 1,287,532 X 12 1287532 0 0
SHIRE PHARMACEUTICALS GRP PLC SPONSORED ADR 82481R10 627 12,150 X 8 0 0 12150
SHIRE PHARMACEUTICALS GRP PLC SPONSORED ADR 82481R10 1,224 23,700 X X 6 23700 0 0
SHIRE PHARMACEUTICALS GRP PLC SPONSORED ADR 82481R10 21,187 410,400 X 4 410400 0 0
SHURGARD STORAGE CTRS INC COM 82567D10 271 12,000 X 6 12000 0 0
SHURGARD STORAGE CTRS INC COM 82567D10 401 17,755 X 8 0 017754.59
SICOR INC COM 82584610 2,405 234,629 X 16 234629 0 0
SIEBEL SYS INC COM 82617010 4,831 43,400 X 2 43400 0 0
SIEBEL SYS INC COM 82617010 5,626 50,543 X X 6 47541 1200 1802
SIEBEL SYS INC COM 82617010 11,028 99,073 X 8 1620 0 97453
SIEBEL SYS INC COM 82617010 22,435 201,546 X 16 201546 0 0
SIEBEL SYS INC COM 82617010 56,896 511,450 X 4 511450 0 0
SIEBEL SYS INC COM 82617010 87,218 731,111 X 6 725478 891 4742
SIERRA PAC RES NEW COM 82642810 5,936 341,164 X 6 337964 0 3200
SIGMA ALDRICH CORP COM 82655210 575 17,433 X X 6 13433 0 4000
SIGMA ALDRICH CORP COM 82655210 765 23,174 X 6 23174 0 0
SIGMA ALDRICH CORP COM 82655210 6,336 192,000 X 2 192000 0 0
SIGNALSOFT CORP COM 82668M10 524 12,900 X 4 12900 0 0
SILICON IMAGE INC COM 82705T10 1,550 63,800 X 4 63800 0 0
SILICON IMAGE INC COM 82705T10 2,070 78,500 X 12 78500 0 0
SILICON STORAGE TECHNOLOGY INC COM 82705710 394 14,475 X 6 14475 0 0
SILICON STORAGE TECHNOLOGY INC COM 82705710 1,074 39,503 X 8 1200 0 38303
SILICON VY BANCSHARES COM 82706410 2,316 39,774 X 8 85 0 39689
SILICON VY BANCSHARES COM 82706410 4,121 70,769 X 16 70769 0 0
SIMON PPTY GROUP INC NEW COM 82880610 2,805 119,674 X X 6 82399 34700 2575
SIMON PPTY GROUP INC NEW COM 82880610 9,088 387,736 X 6 381461 3600 2675
SINCLAIR BROADCAST GROUP INC CL A 82922610 336 30,700 X X 6 30700 0 0
SINCLAIR BROADCAST GROUP INC CL A 82922610 376 34,400 X 6 34400 0 0
SINGAPORE FD INC COM 82929L10 4,381 680,493 X 17 680493 0 0
SIPEX CORP COM 82990910 13,916 349,050 X 12 349050 0 0
SIRIUS SATELLITE RADIO INC COM 82966U10 539 10,194 X 6 8944 0 1250
SIRIUS SATELLITE RADIO INC COM 82966U10 3,465 65,537 X 16 65537 0 0
SITEL CORP COM 82980K10 1,808 615,615 X 16 615615 0 0
SK TELECOM LTD SPONSORED ADR 78440P10 292 11,376 X 8 0 0 11376
SK TELECOM LTD SPONSORED ADR 78440P10 1,289 50,300 X 4 50300 0 0
SKYWEST INC COM 83087910 7,187 145,300 X 12 145300 0 0
SL GREEN RLTY CORP COM 78440X10 1,705 60,900 X 2 60900 0 0
SMARTFORCE PUB LTD CO SPONSORED ADR 83170A20 13,478 284,885 X 4 284885 0 0
SMITHFIELD FOODS INC COM 83224810 2,535 95,700 X 2 95700 0 0
SMITHKLINE BEECHAM PLC ADR REP ORD 83237830 1,049 15,288 X 8 300 014988.33
SMITHKLINE BEECHAM PLC ADR REP ORD 83237830 1,234 17,975 X 1 17975 0 0
SMITHKLINE BEECHAM PLC ADR REP ORD 83237830 2,690 39,200 X 2 39200 0 0
SMITHKLINE BEECHAM PLC ADR REP ORD 83237830 110,748 1,613,808 X 6 1604824 1432 7552
SMITHKLINE BEECHAM PLC ADR REP ORD 83237830 130,326 1,899,104 X X 7 1899104 0 0
SMITHKLINE BEECHAM PLC ADR REP ORD 83237830 713,726 10,400,385 X X 6 10335520 35045 29820
SMURFIT-STONE CONTAINER CORP COM 83272710 361 30,100 X 14 30100 0 0
SOFTWARE COM INC COM 83402P10 9,761 53,800 X 4 53800 0 0
SOLA INTL INC COM 83409210 386 60,000 X X 6 60000 0 0
SOLECTRON CORP COM 83418210 2,447 53,061 X 8 600 0 52461
SOLECTRON CORP COM 83418210 2,453 53,190 X X 6 50190 1700 1300
SOLECTRON CORP COM 83418210 6,815 147,760 X 4 147760 0 0
SOLECTRON CORP COM 83418210 7,905 171,390 X 16 171390 0 0
SOLECTRON CORP COM 83418210 14,925 325,853 X 6 286498 0 39355
SOLECTRON CORP COM 83418210 22,067 479,280 X 12 479280 0 0
SOLUTIA INC COM 83437610 265 23,298 X 6 23298 0 0
SOLUTIA INC COM 83437610 913 80,287 X X 6 75716.5 700 3870.5
SONIC AUTOMOTIVE INC CL A 83545G10 281 33,781 X 8 0 0 33781
SONIC INNOVATIONS INC COM 83545M10 1,836 176,200 X 4 176200 0 0
SONICWALL INC COM 83547010 12,000 424,200 X 4 424200 0 0
SONOCO PRODS CO COM 83549510 851 47,105 X 6 44250 0 2855
SONOCO PRODS CO COM 83549510 2,300 127,308 X X 6 121377 5931 0
SONY CORP ADR NEW 83569930 1,308 12,959 X 6 12959 0 0
SONY CORP ADR NEW 83569930 1,596 15,808 X 8 0 015808.07
SONY CORP ADR NEW 83569930 12,405 122,900 X 2 122900 0 0
SOUTH JERSEY INDS INC COM 83851810 333 11,406 X X 6 8899 1932 575
SOUTHDOWN INC COM 84129710 826 13,276 X 6 13276 0 0
SOUTHDOWN INC COM 84129710 6,035 84,700 X 2 84700 0 0
SOUTHERN CO COM 84258710 1,494 46,060 X 8 0 046060.01
SOUTHERN CO COM 84258710 7,118 229,550 X 4 229550 0 0
SOUTHERN CO COM 84258710 8,035 247,701 X X 6 224591 15760 7350
SOUTHERN CO COM 84258710 13,487 415,779 X 16 415779 0 0
SOUTHERN CO COM 84258710 23,173 714,400 X 2 714400 0 0
SOUTHERN CO COM 84258710 35,534 1,120,980 X 6 1104895 0 16085
SOUTHERN UN CO NEW COM 84403010 377 19,021 X 6 16016 3005 0
SOUTHERN UN CO NEW COM 84403010 3,427 172,976 X X 6 172976 0 0
SOUTHTRUST CORP COM 84473010 688 21,898 X 8 0 0 21898
SOUTHTRUST CORP COM 84473010 1,994 63,422 X X 6 53472 7850 2100
SOUTHTRUST CORP COM 84473010 2,339 74,400 X 2 74400 0 0
SOUTHTRUST CORP COM 84473010 24,560 857,889 X 12 857888.6 0 0
SOUTHTRUST CORP COM 84473010 28,609 910,035 X 16 910035 0 0
SOUTHTRUST CORP COM 84473010 50,769 1,685,490 X 6 1594470 0 91020
SOUTHWEST AIRLS CO COM 84474110 347 14,299 X X 6 13324 675 300
SOUTHWEST AIRLS CO COM 84474110 957 39,474 X 8 0 039474.16
SOUTHWEST AIRLS CO COM 84474110 2,388 98,465 X 6 98464.54 0 0
SOUTHWESTERN ENERGY CO COM 84546710 274 31,300 X 8 0 0 31300
SOUTHWESTERN ENERGY CO COM 84546710 5,259 601,000 X 2 601000 0 0
SOVEREIGN BANCORP INC COM 84590510 637 68,860 X X 6 50628 14532 3700
SOVEREIGN BANCORP INC COM 84590510 795 85,926 X 6 81625.67 0 4300
SPACELABS MED INC COM 84624710 335 33,900 X 8 0 0 33900
SPARTECH CORP COM NEW 84722020 1,225 78,736 X 16 78736 0 0
SPDR TR UNIT SER 1 78462F10 4,920 34,256 X 8 2291.706 031964.11
SPDR TR UNIT SER 1 78462F10 9,795 68,200 X 12 68200 0 0
SPECTRASITE HLDGS INC COM 84760T10 611 32,900 X 2 32900 0 0
SPECTRUM CTL INC COM 84761510 502 31,257 X 8 4230 0 27027
SPEECHWORKS INTL INC COM 84764M10 1,240 20,000 X 4 20000 0 0
SPHERION CORP COM 84842010 986 73,600 X 2 73600 0 0
SPIEKER PPTYS INC COM 84849710 1,151 20,000 X 2 20000 0 0
SPIEKER PPTYS INC COM 84849710 2,491 43,281 X 8 0 043280.79
SPIEKER PPTYS INC COM 84849710 5,992 106,200 X 4 106200 0 0
SPRINT CORP COM FON GROUP 85206110 1,161 39,600 X 2 39600 0 0
SPRINT CORP PCS COM SER 1 85206150 1,602 45,700 X 2 45700 0 0
SPRINT CORP PCS COM SER 1 85206150 2,119 60,422 X 8 100 0 60322
SPRINT CORP PCS COM SER 1 85206150 4,118 119,400 X 12 119400 0 0
SPRINT CORP PCS COM SER 1 85206150 5,830 166,277 X X 6 138181 18174 9922
SPRINT CORP COM FON GROUP 85206110 6,138 209,388 X 8 2817 0 206571
SPRINT CORP COM FON GROUP 85206110 6,636 219,760 X 12 219760 0 0
SPRINT CORP COM FON GROUP 85206110 11,366 387,742 X X 6 327189 20653 39900
SPRINT CORP PCS COM SER 1 85206150 13,380 381,618 X 6 379648 0 1970
SPRINT CORP COM FON GROUP 85206110 27,452 936,528 X 6 928763 2050 5715
SPS TECHNOLOGIES INC COM 78462610 41,046 846,313 X X 6 39000 0 807313
SPX CORP COM 78463510 3,848 27,112 X 6 27112 0 0
ST JOE CO COM 79014810 3,528 127,151 X 6 126951 0 200
ST JOSEPH LT & PWR CO COM 79065410 238 12,328 X X 6 12327.57 0 0
ST MARY LD & EXPL CO COM 79222810 257 11,125 X 6 11125 0 0
ST MARY LD & EXPL CO COM 79222810 5,663 239,800 X 12 239800 0 0
ST PAUL COS INC COM 79286010 1,717 34,810 X X 6 24516 10294 0
ST PAUL COS INC COM 79286010 5,996 121,584 X 6 121284 0 300
ST PAUL COS INC COM 79286010 8,358 169,500 X 2 169500 0 0
STAKE TECHNOLOGY LTD COM 85255910 403 268,882 X 8 0 0 268882
STANDARD COML CORP COM 85325810 3,006 650,000 X 6 650000 0 0
STANDARD COML CORP COM 85325810 7,121 1,539,666 X X 6 1539666 0 0
STANLEY WKS COM 85461610 303 13,135 X 8 0 0 13135
STANLEY WKS COM 85461610 1,054 45,721 X X 6 30021 6400 9300
STANLEY WKS COM 85461610 1,739 75,396 X 6 72524 0 2872
STAPLES INC COM 85503010 278 19,625 X 1 19625 0 0
STAPLES INC COM 85503010 454 31,972 X 8 0 0 31972
STAPLES INC COM 85503010 1,042 73,419 X X 6 67170 1687 4562
STAPLES INC COM 85503010 3,185 220,755 X 6 215512 0 5243
STARBUCKS CORP COM 85524410 1,132 28,260 X 16 28260 0 0
STARBUCKS CORP COM 85524410 1,743 43,581 X 6 43581 0 0
STARBUCKS CORP COM 85524410 2,507 62,589 X 8 1600 0 60989
STARWOOD HOTELS&RESORTS WRLDWD PAIRED CTF 85590A20 834 26,674 X 6 26674 0 0
STATE STR CORP COM 85747710 3,562 27,400 X X 1 27400 0 0
STATE STR CORP COM 85747710 7,188 55,293 X 6 51993 0 3300
STATE STR CORP COM 85747710 11,200 86,154 X X 6 77904 1400 6850
STATE STR CORP COM 85747710 33,956 261,200 X 2 261200 0 0
STEIN MART INC COM 85837510 368 34,000 X 6 0 0 34000
STERICYCLE INC COM 85891210 2,984 121,791 X 16 121791 0 0
STERIS CORP COM 85915210 264 22,000 X X 6 22000 0 0
STET HELLAS COMMUNICATIONS S A ADR 85982310 751 50,500 X 14 50500 0 0
STEWART & STEVENSON SVCS INC COM 86034210 291 16,700 X 8 0 0 16700
STILLWATER MNG CO COM 86074Q10 7,779 287,350 X 4 287350 0 0
STILWELL FINL INC COM 86083110 456 10,480 X 16 10480 0 0
STILWELL FINL INC COM 86083110 4,787 110,052 X X 6 102672 2960 4420
STILWELL FINL INC COM 86083110 5,245 120,580 X 4 120580 0 0
STILWELL FINL INC COM 86083110 40,256 908,069 X 6 897879 800 9390
STILWELL FINL INC COM 86083110 42,295 972,300 X 2 972300 0 0
STMICROELECTRONICS N V COM 86101210 483 10,138 X 8 0 0 10138
STONE ENERGY CORP COM 86164210 1,665 31,200 X 2 31200 0 0
STORAGE TECHNOLOGY CORP COM PAR $0.10 86211120 5,519 406,900 X 4 406900 0 0
STRATOS LIGHTWAVE INC COM 86310010 543 16,825 X 2 16825 0 0
STRYKER CORP COM 86366710 492 11,466 X 8 0 0 11466
STRYKER CORP COM 86366710 1,847 43,025 X X 6 39025 3200 800
STRYKER CORP COM 86366710 46,126 1,075,000 X 4 1075000 0 0
SUFFOLK BANCORP COM 86473910 624 22,852 X X 6 11424 11428 0
SUMMIT BANCORP COM 86600510 6,305 185,462 X 6 169275 11000 5187
SUMMIT BANCORP COM 86600510 6,594 191,118 X X 6 150336 18364 22418
SUMMIT PPTYS INC COM 86623910 705 29,300 X 6 25300 0 4000
SUN LIFE FINL SVCS CDA INC COM 86679610 378 18,327 X X 6 12559 0 5768
SUN LIFE FINL SVCS CDA INC COM 86679610 2,247 108,962 X 6 108154 0 808
SUN MICROSYSTEMS INC COM 86681010 1,354 11,600 X 14 11600 0 0
SUN MICROSYSTEMS INC COM 86681010 2,148 18,400 X X 1 16400 2000 0
SUN MICROSYSTEMS INC COM 86681010 2,312 19,802 X 9 19802 0 0
SUN MICROSYSTEMS INC COM 86681010 5,435 46,550 X 1 46550 0 0
SUN MICROSYSTEMS INC COM 86681010 6,347 62,240 X 12 62240 0 0
SUN MICROSYSTEMS INC COM 86681010 20,421 174,915 X 16 174915 0 0
SUN MICROSYSTEMS INC COM 86681010 41,991 359,666 X X 6 324518 14950 20198
SUN MICROSYSTEMS INC COM 86681010 58,812 503,740 X 8 10141 0 493599
SUN MICROSYSTEMS INC COM 86681010 89,963 770,720 X 4 770720 0 0
SUN MICROSYSTEMS INC COM 86681010 121,679 1,042,220 X 2 1042220 0 0
SUN MICROSYSTEMS INC COM 86681010 161,753 1,385,462 X 6 1307165 3086 75211
SUNGARD DATA SYS INC COM 86736310 723 16,890 X 6 9170 0 7720
SUNGARD DATA SYS INC COM 86736310 771 18,010 X X 6 15010 3000 0
SUNGARD DATA SYS INC COM 86736310 1,768 58,740 X 12 58740 0 0
SUNOCO INC COM 86764P10 880 32,674 X X 6 28387 3287 1000
SUNOCO INC COM 86764P10 2,859 106,149 X 6 106149 0 0
SUNOCO INC COM 86764P10 11,162 415,250 X 4 415250 0 0
SUNTRUST BKS INC COM 86791410 2,183 43,821 X 8 1043.489 042777.22
SUNTRUST BKS INC COM 86791410 3,055 61,320 X 2 61320 0 0
SUNTRUST BKS INC COM 86791410 6,982 152,780 X 12 152780 0 0
SUNTRUST BKS INC COM 86791410 9,311 186,928 X X 6 161754 18467 6707
SUNTRUST BKS INC COM 86791410 11,592 232,712 X 6 230303 0 2409
SUPERGEN INC COM 86805910 1,281 66,774 X 16 66774 0 0
SUPERIOR ENERGY SVCS INC COM 86815710 268 25,500 X 8 0 0 25500
SUPERIOR INDS INTL INC COM 86816810 5,180 172,651 X 16 172651 0 0
SUPERVALU INC COM 86853610 376 24,937 X X 6 24937.26 0 0
SUPERVALU INC COM 86853610 450 29,904 X 8 175 029729.14
SUPERVALU INC COM 86853610 1,450 96,248 X 16 96248 0 0
SUPERVALU INC COM 86853610 1,981 119,834 X 6 115027 0 4807
SUSQUEHANNA BANCSHARES INC PA COM 86909910 256 16,764 X X 6 5514 11250 0
SUSQUEHANNA BANCSHARES INC PA COM 86909910 1,375 90,141 X 6 84470.79 0 5670
SUSQUEHANNA BANCSHARES INC PA COM 86909910 4,664 305,850 X 2 305850 0 0
SWIFT ENERGY CO COM 87073810 1,311 31,550 X 8 3000 0 28550
SWISS HELVETIA FD INC COM 87087510 9,978 703,267 X 17 703267 0 0
SWISSCOM AG SPONSORED ADR 87101310 261 10,580 X 6 10580 0 0
SYBRON INTL CORP COM 87114F10 372 15,500 X 6 14300 0 1200
SYBRON INTL CORP COM 87114F10 11,984 503,200 X 2 503200 0 0
SYCAMORE NETWORKS INC COM 87120610 1,346 12,460 X 8 0 0 12460
SYCAMORE NETWORKS INC COM 87120610 2,992 27,700 X 4 27700 0 0
SYMANTEC CORP COM 87150310 694 15,776 X 6 15776 0 0
SYMANTEC CORP COM 87150310 6,244 142,150 X 4 142150 0 0
SYMBOL TECHNOLOGIES INC COM 87150810 705 19,625 X X 6 19625 0 0
SYMBOL TECHNOLOGIES INC COM 87150810 5,333 148,400 X 4 148400 0 0
SYMYX TECHNOLOGIES COM 87155S10 749 17,271 X X 6 14620 0 2651
SYNOPSYS INC COM 87160710 424 11,185 X X 6 10835 150 200
SYNOPSYS INC COM 87160710 999 26,384 X 6 26384 0 0
SYNOVUS FINL CORP COM 87161C10 1,378 65,029 X X 6 62904 1125 1000
SYNOVUS FINL CORP COM 87161C10 2,145 101,237 X 6 99437 0 1800
SYSCO CORP COM 87182910 16,797 362,697 X X 6 273974 77658 11065
SYSCO CORP COM 87182910 27,117 585,515 X 16 585515 0 0
SYSCO CORP COM 87182910 50,489 1,191,851 X 12 1191851 0 0
SYSCO CORP COM 87182910 68,118 1,492,714 X 6 1422403 842 69469
SYSTEMS & COMPUTER TECHNOLOGY COM 87187310 290 16,500 X 6 6600 0 9900
SYSTEMS & COMPUTER TECHNOLOGY COM 87187310 948 54,000 X X 6 40000 14000 0
TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 284 13,931 X 14 13931 0 0
TALARIAN CORP COM 87409010 256 13,325 X 8 0 0 13325
TALBOTS INC COM 87416110 14,575 220,000 X 4 220000 0 0
TALK COM INC COM 87426410 335 76,071 X 8 0 0 76071
TANNING TECHNOLOGY CORP COM 87588P10 1,631 118,600 X 4 118600 0 0
TARGET CORP COM 87612E10 384 15,000 X 14 15000 0 0
TARGET CORP COM 87612E10 592 23,114 X 1 23114 0 0
TARGET CORP COM 87612E10 4,654 181,600 X 2 181600 0 0
TARGET CORP COM 87612E10 12,897 503,312 X 16 503312 0 0
TARGET CORP COM 87612E10 38,022 1,483,800 X X 6 1386600 36450 60750
TARGET CORP COM 87612E10 123,235 4,778,646 X 6 4666413 10560 101673
TARO PHARMACEUTICAL INDS LTD ORD M8737E10 590 33,000 X 4 33000 0 0
TASTY BAKING CO COM 87655330 6,138 577,699 X X 6 550737.5 0 26961.5
TCF FINL CORP COM 87227510 16,225 431,200 X 4 431200 0 0
TCW/DW TERM TR 2000 SH BEN INT 87234V10 4,339 442,200 X 17 442200 0 0
TCW/DW TERM TR 2002 SH BEN INT 87234T10 332 35,450 X 6 3150 0 32300
TCW/DW TERM TR 2002 SH BEN INT 87234T10 12,584 1,342,300 X 17 1342300 0 0
TCW/DW TERM TR 2003 SH BEN INT 87234U10 584 62,321 X 6 24921.47 0 37400
TCW/DW TERM TR 2003 SH BEN INT 87234U10 30,025 3,202,700 X 17 3202700 0 0
TECH OPS SEVCON INC COM 87829310 200 18,500 X 8 0 0 18500
TECNOMATIX TECHNOLOGIES LTD ORD M8743P10 1,507 119,995 X 16 119995 0 0
TECO ENERGY INC COM 87237510 1,133 48,200 X 4 48200 0 0
TECO ENERGY INC COM 87237510 1,240 52,300 X 12 52300 0 0
TECO ENERGY INC COM 87237510 2,254 78,393 X 8 400 077993.46
TECO ENERGY INC COM 87237510 3,706 128,893 X X 6 114043 7000 7850
TECO ENERGY INC COM 87237510 4,147 144,258 X 6 143486 0 772
TEEKAY SHIPPING MARSHALL ISLND COM Y8564W10 7,970 169,800 X 4 169800 0 0
TEKELEC COM 87910110 497 15,110 X 8 0 0 15110
TELE CENTRO OESTE CELULAR S A SPON ADR PFD 87923P10 305 28,700 X 14 28700 0 0
TELE NORTE LESTE PART S A SPON ADR PFD 87924610 9,807 428,723 X 4 428723 0 0
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 210 10,510 X 6 9910 0 600
TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 1,703 85,170 X 8 80 0 85090
TELECOMMUNICATION SYS INC CL A 87929J10 1,626 85,000 X 4 85000 0 0
TELEDYNE TECHNOLOGIES INC COM 87936010 497 17,064 X 8 0 0 17064
TELEFLEX INC COM 87936910 486 14,130 X X 6 14130 0 0
TELEFLEX INC COM 87936910 1,358 37,980 X 12 37980 0 0
TELEFONICA S A SPONSORED ADR 87938220 1,435 24,150 X 8 0 024150.29
TELEFONICA S A SPONSORED ADR 87938220 1,714 65,385 X 12 65385 0 0
TELEFONICA S A SPONSORED ADR 87938220 3,913 65,839 X 6 65746 0 93
TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 583 10,960 X 14 10960 0 0
TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 784 14,747 X 8 150 014597.09
TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 1,308 24,594 X 6 24494 0 100
TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 1,651 31,034 X X 6 25534 1700 3800
TELEFONOS DE MEXICO S A SPON ADR ORD L 87940378 6,047 113,688 X 4 113688 0 0
TELEGLOBE INC COM 87941V10 1,697 80,800 X 2 80800 0 0
TELEGLOBE INC COM 87941V10 2,837 115,300 X 12 115300 0 0
TELEGLOBE INC COM 87941V10 3,592 171,052 X 6 171052 0 0
TELEPHONE & DATA SYS INC COM 87943310 1,806 16,316 X X 6 14931 125 1260
TELEPHONE & DATA SYS INC COM 87943310 18,652 168,494 X 6 167149 0 1345
TELESYSTEM INTL WIRELESS INC SUB VTG SHS 87994610 253 18,000 X 14 18000 0 0
TELETECH HOLDINGS INC COM 87993910 2,989 114,350 X 12 114350 0 0
TELLABS INC COM 87966410 2,744 57,464 X 8 600 0 56864
TELLABS INC COM 87966410 3,438 72,000 X 2 72000 0 0
TELLABS INC COM 87966410 4,347 69,000 X 12 69000 0 0
TELLABS INC COM 87966410 7,216 151,118 X X 6 127914 3750 19454
TELLABS INC COM 87966410 38,109 798,089 X 6 777469 1600 19020
TEMPLE INLAND INC COM 87986810 1,093 28,846 X 6 27096 1750 0
TEMPLE INLAND INC COM 87986810 1,733 45,748 X X 6 45748 0 0
TEMPLETON CHINA WORLD FD INC COM 88018X10 1,708 222,236 X 17 222236 0 0
TEMPLETON DRAGON FD INC COM 88018T10 249 30,000 X 17 30000 0 0
TEMPLETON EMERG MKT APPRECN FD COM 88019010 1,843 200,600 X 17 200600 0 0
TEMPLETON EMERG MKTS INCOME FD COM 88019210 1,934 191,000 X 17 191000 0 0
TEMPLETON EMERGING MKTS FD INC COM 88019110 1,269 151,500 X 17 151500 0 0
TEMPLETON GLOBAL GOVT INCOM FD SH BEN INT 87992910 1,852 325,700 X 17 325700 0 0
TEMPLETON GLOBAL INCOME FD INC COM 88019810 19,624 3,270,600 X 17 3270600 0 0
TEMPLETON VIETNAM S-E ASIA FD COM 88022J10 225 37,100 X 17 37100 0 0
TENET HEALTHCARE CORP COM 88033G10 445 12,220 X 8 500 0 11720
TENET HEALTHCARE CORP COM 88033G10 449 12,345 X X 6 7799 4116 430
TENET HEALTHCARE CORP COM 88033G10 26,796 736,670 X 2 736670 0 0
TENET HEALTHCARE CORP COM 88033G10 46,912 1,619,243 X 12 1619243 0 0
TENET HEALTHCARE CORP COM 88033G10 66,537 1,829,204 X 6 1686804 335 142065
TENNECO AUTOMOTIVE INC COM 88034910 1,699 327,526 X 16 327526 0 0
TEPPCO PARTNERS L P UT LTD PARTNER 87238410 312 11,737 X 6 4917 0 6820
TEPPCO PARTNERS L P UT LTD PARTNER 87238410 778 29,300 X X 6 400 0 28900
TERADYNE INC COM 88077010 421 12,020 X 8 0 0 12020
TERADYNE INC COM 88077010 2,154 61,557 X X 6 55791 1765 4001
TERADYNE INC COM 88077010 3,930 112,285 X 16 112285 0 0
TERADYNE INC COM 88077010 4,460 127,420 X 4 127420 0 0
TERADYNE INC COM 88077010 25,076 681,706 X 6 670737 651 10318
TERAYON COMMUNICATION SYS COM 88077510 500 14,736 X 8 0 0 14736
TEREX CORP NEW COM 88077910 251 19,200 X X 6 0 16900 2300
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 8,957 122,385 X X 6 102020 5150 15215
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 9,368 128,000 X 4 128000 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 12,948 176,918 X 16 176918 0 0
TEVA PHARMACEUTICAL INDS LTD ADR 88162420 58,942 815,655 X 6 805842 250 9563
TEXACO INC COM 88169410 614 11,700 X 14 11700 0 0
TEXACO INC COM 88169410 681 12,980 X X 1 10780 2200 0
TEXACO INC COM 88169410 1,560 29,716 X 1 29716 0 0
TEXACO INC COM 88169410 1,864 35,496 X 9 35316 0 180
TEXACO INC COM 88169410 5,047 96,127 X 16 96127 0 0
TEXACO INC COM 88169410 5,850 111,432 X 8 8784 0102647.9
TEXACO INC COM 88169410 7,201 139,820 X 4 139820 0 0
TEXACO INC COM 88169410 16,385 312,100 X 2 312100 0 0
TEXACO INC COM 88169410 33,236 633,067 X X 6 541371 40425 51271
TEXACO INC COM 88169410 83,735 1,599,001 X 6 1548766 1700 48535
TEXAS INDS INC COM 88249110 735 23,073 X X 6 20273 2800 0
TEXAS INSTRS INC COM 88250810 3,743 58,300 X 12 58300 0 0
TEXAS INSTRS INC COM 88250810 11,657 247,040 X 8 3250.12 0243789.8
TEXAS INSTRS INC COM 88250810 11,725 248,474 X X 6 204172 16000 28302
TEXAS INSTRS INC COM 88250810 27,373 580,099 X 2 580099 0 0
TEXAS INSTRS INC COM 88250810 30,532 647,032 X 16 647032 0 0
TEXAS INSTRS INC COM 88250810 80,950 1,638,785 X 6 1595015 333 43437
TEXTRON INC COM 88320310 2,723 59,043 X 16 59043 0 0
TEXTRON INC COM 88320310 4,451 96,495 X X 6 72855 2500 21140
TEXTRON INC COM 88320310 9,870 204,838 X 6 201318 800 2720
THERMA-WAVE INC COM 88343A10 3,390 121,700 X 12 121700 0 0
THERMO ELECTRON CORP COM 88355610 375 14,410 X 6 14410 0 0
THERMO ELECTRON CORP COM 88355610 1,148 44,143 X X 6 44143 0 0
THOMAS & BETTS CORP COM 88431510 760 43,607 X 6 43607 0 0
THOMAS & BETTS CORP COM 88431510 4,366 250,404 X X 6 236204 13800 400
THQ INC COM NEW 87244340 278 11,973 X 6 73 0 11900
THREE FIVE SYS INC COM 88554L10 1,419 48,522 X 16 48522 0 0
THREE RIVS BANCORP INC COM 88562Q10 1,288 160,980 X 2 160980 0 0
TIDEWATER INC COM 88642310 1,153 25,349 X 6 25349 0 0
TIDEWATER INC COM 88642310 1,254 27,550 X 2 27550 0 0
TIDEWATER INC COM 88642310 15,621 342,700 X 4 342700 0 0
TIFFANY & CO NEW COM 88654710 1,020 26,441 X 8 0 0 26441
TIFFANY & CO NEW COM 88654710 6,232 161,602 X 6 161102 0 500
TIME WARNER INC COM 88731510 958 11,200 X 12 11200 0 0
TIME WARNER INC COM 88731510 2,978 38,056 X 8 1000 037056.21
TIME WARNER INC COM 88731510 24,429 312,190 X 4 312190 0 0
TIME WARNER INC COM 88731510 26,782 342,261 X X 6 308890 15130 18241
TIME WARNER INC COM 88731510 26,906 343,849 X 16 343849 0 0
TIME WARNER INC COM 88731510 102,088 1,304,637 X 2 1304637 0 0
TIME WARNER INC COM 88731510 127,461 1,620,046 X 6 1577856 2734 39456
TIME WARNER TELECOM INC CL A 88731910 4,730 97,900 X 6 97900 0 0
TIME WARNER TELECOM INC CL A 88731910 9,375 182,700 X 12 182700 0 0
TITAN CORP COM 88826610 229 13,870 X 8 0 0 13870
TITAN CORP COM 88826610 914 55,372 X 16 55372 0 0
TITAN PHARMACEUTICALS INC DEL COM 88831410 7,930 123,000 X 4 123000 0 0
TITANIUM METALS CORP COM 88833910 1,322 162,000 X 4 162000 0 0
TJX COS INC NEW COM 87254010 1,372 60,958 X 6 59958 0 1000
TJX COS INC NEW COM 87254010 8,660 384,900 X 2 384900 0 0
TOKIO MARINE & FIRE INS LTD ADR NEW 88909040 532 10,610 X 6 10610 0 0
TOLL BROTHERS INC COM 88947810 2,595 75,500 X 4 75500 0 0
TOLL BROTHERS INC COM 88947810 5,950 173,100 X 2 173100 0 0
TOLLGRADE COMMUNICATIONS INC COM 88954210 9,037 65,100 X 4 65100 0 0
TORCHMARK CORP COM 89102710 484 17,400 X 6 17400 0 0
TORONTO DOMINION BK ONT COM NEW 89116050 295 10,000 X 6 10000 0 0
TOSCO CORP COM NEW 89149030 3,512 112,623 X X 6 107206 4986 431
TOSCO CORP COM NEW 89149030 4,681 150,091 X 2 150091 0 0
TOSCO CORP COM NEW 89149030 9,012 288,969 X 16 288969 0 0
TOSCO CORP COM NEW 89149030 100,214 3,222,443 X 6 3130242 836 91365
TOTAL FINA ELF S A SPONSORED ADR 89151E10 15,003 204,297 X 6 204296.7 0 0
TOTAL RENAL CARE HLDGS INC COM 89151A10 263 35,045 X 6 35045 0 0
TOTAL SYS SVCS INC COM 89190610 318 18,907 X 6 18907 0 0
TOTAL SYS SVCS INC COM 89190610 1,316 78,277 X X 6 78277 0 0
TOWER AUTOMOTIVE INC COM 89170710 6,919 737,985 X 6 735535 600 1850
TOWNE SERVICES INC COM 89214810 209 216,000 X 8 3000 0 213000
TOYS R US INC COM 89233510 319 19,635 X X 6 3635 300 15700
TOYS R US INC COM 89233510 602 37,063 X 8 0 0 37063
TOYS R US INC COM 89233510 845 52,000 X 14 52000 0 0
TOYS R US INC COM 89233510 9,085 559,058 X 6 559058 0 0
TRANS WORLD ENTMT CORP COM 89336Q10 208 20,800 X 6 20800 0 0
TRANS WORLD ENTMT CORP COM 89336Q10 469 46,900 X X 6 0 46900 0
TRANSKARYOTIC THERAPIES INC COM 89373510 2,605 60,500 X 4 60500 0 0
TRANSOCEAN SEDCO FOREX INC ORD G9007810 4,613 78,682 X X 6 62237.5 8037 8407
TRANSOCEAN SEDCO FOREX INC ORD G9007810 14,151 241,375 X 6 238299.5 410 2665
TRANSOCEAN SEDCO FOREX INC ORD G9007810 15,371 262,197 X 2 262197 0 0
TRANSWITCH CORP COM 89406510 20,964 328,853 X 6 328853 0 0
TREDEGAR CORP COM 89465010 237 13,704 X X 6 2904 10800 0
TRI CONTL CORP COM 89543610 545 20,875 X 6 20767 0 108
TRI CONTL CORP COM 89543610 862 33,000 X 17 33000 0 0
TRI CONTL CORP COM 89543610 2,219 84,920 X X 6 80716 2404.46 1800
TRIAD HOSPITALS INC COM 89579K10 452 15,373 X 6 15373 0 0
TRIAD HOSPITALS INC COM 89579K10 2,394 81,500 X 2 81500 0 0
TRIAD HOSPITALS INC COM 89579K10 2,663 90,200 X 4 90200 0 0
TRIBUNE CO NEW COM 89604710 1,789 41,000 X 2 41000 0 0
TRIBUNE CO NEW COM 89604710 2,797 64,122 X 6 63822 0 300
TRIBUNE CO NEW COM 89604710 4,653 106,668 X X 6 102468 0 4200
TRICON GLOBAL RESTAURANTS COM 89595310 1,399 45,691 X X 6 40941 2970 1780
TRICON GLOBAL RESTAURANTS COM 89595310 7,139 245,586 X 6 239362 0 6224
TRICON GLOBAL RESTAURANTS COM 89595310 8,746 285,583 X 16 285583 0 0
TRIGON HEALTHCARE INC COM 89618L10 610 11,821 X 12 11821 0 0
TRIMERIS INC COM 89626310 2,401 34,500 X 4 34500 0 0
TRIPATH TECHNOLOGY INC COM 89672P10 257 10,100 X 6 10100 0 0
TRIPATH TECHNOLOGY INC COM 89672P10 5,673 240,000 X 12 240000 0 0
TRIQUINT SEMICONDUCTOR INC SUB NT CV 4%07 89674KAB 398 500,000 X 2 500000 0 0
TRIQUINT SEMICONDUCTOR INC COM 89674K10 942 25,852 X 8 0 0 25852
TRIQUINT SEMICONDUCTOR INC COM 89674K10 1,796 49,290 X 16 49290 0 0
TRIQUINT SEMICONDUCTOR INC COM 89674K10 2,747 75,400 X 2 75400 0 0
TRIQUINT SEMICONDUCTOR INC SB NT CV 144A 07 89674KAA 7,963 10,000,000 X 2 10000000 0 0
TRITON ENERGY LTD ORD G9075110 601 15,422 X 8 0 0 15422
TRITON ENERGY LTD ORD G9075110 1,322 33,900 X 6 33900 0 0
TRITON ENERGY LTD ORD G9075110 26,208 672,000 X 4 672000 0 0
TRITON PCS HLDGS INC CL A 89677M10 447 16,150 X 12 16150 0 0
TRITON PCS HLDGS INC CL A 89677M10 99,274 3,609,981 X 6 3609981 0 0
TRIZETTO GROUP INC COM 89688210 620 40,000 X X 6 0 0 40000
TRUE NORTH COMMUNICATIONS INC COM 89784410 1,773 47,600 X 2 47600 0 0
TRUE NORTH COMMUNICATIONS INC COM 89784410 5,921 165,613 X 16 165613 0 0
TRUSTCO BK CORP N Y COM 89834910 937 76,074 X 8 330 0 75744
TRW INC COM 87264910 3,846 94,664 X X 6 91014 2400 1250
TRW INC COM 87264910 4,728 116,382 X 6 116382 0 0
TULARIK INC COM 89916510 346 10,496 X 8 2518 0 7978
TUPPERWARE CORP COM 89989610 1,507 83,749 X X 6 83659 90 0
TURKCELL ILETISIM HIZMETLERI SPONSORED ADR 90011110 880 80,000 X 14 80000 0 0
TV AZTECA S A DE C V SPONSORED ADR 90114510 300 23,300 X 14 23300 0 0
TV AZTECA S A DE C V SPONSORED ADR 90114510 1,067 82,900 X 4 82900 0 0
TWEETER HOME ENTMT GROUP INC COM 90116710 2,951 81,268 X 16 81268 0 0
TWEETER HOME ENTMT GROUP INC COM 90116710 20,849 575,500 X 4 575500 0 0
TXU CORP COM 87316810 924 23,323 X 8 200 023123.32
TXU CORP COM 87316810 5,095 128,573 X X 6 113186 9410 5977
TXU CORP COM 87316810 5,459 137,765 X 16 137765 0 0
TXU CORP COM 87316810 13,869 350,000 X 2 350000 0 0
TXU CORP COM 87316810 19,383 496,844 X 6 484947 800 11097
TYCO INTL LTD NEW COM 90212410 15,981 308,075 X 16 308075 0 0
TYCO INTL LTD NEW COM 90212410 18,704 360,560 X 8 16258 0344302.1
TYCO INTL LTD NEW COM 90212410 48,670 1,009,344 X 12 1009344 0 0
TYCO INTL LTD NEW COM 90212410 49,388 952,050 X 2 952050 0 0
TYCO INTL LTD NEW COM 90212410 63,741 1,228,741 X X 6 1014265 20274 194202
TYCO INTL LTD NEW COM 90212410 123,238 2,370,653 X 6 2271220 800 98633
TYCO INTL LTD NEW COM 90212410 131,826 2,541,490 X 4 2541490 0 0
TYCOM LTD COM G9144B10 12,760 332,500 X 4 332500 0 0
U S PLASTIC LMBR CORP COM 90294810 253 65,700 X 6 65700 0 0
UBIQUITEL INC COM 90347430 450 50,000 X 6 50000 0 0
UBIQUITEL INC COM 90347430 3,316 368,500 X 4 368500 0 0
UGI CORP NEW COM 90268110 602 24,819 X 6 24619 0 200
UGI CORP NEW COM 90268110 904 37,261 X X 6 32611 2650 2000
ULTICOM INC COM 90384410 1,365 29,400 X 2 29400 0 0
ULTRAMAR DIAMOND SHAMROCK CORP COM 90400010 266 10,488 X 8 0 0 10488.1
ULTRAMAR DIAMOND SHAMROCK CORP COM 90400010 699 27,548 X X 6 22798 4300 450
ULTRAMAR DIAMOND SHAMROCK CORP COM 90400010 838 35,000 X 4 35000 0 0
ULTRAMAR DIAMOND SHAMROCK CORP COM 90400010 17,658 697,462 X 6 662087 1000 34375
UNIBANCO-UNIAO DE BANCOS BRASL GDR REP PFD UT 90458E10 4,049 122,700 X 4 122700 0 0
UNICOM CORP COM 90491110 1,440 25,625 X X 6 22705 400 2520
UNICOM CORP COM 90491110 5,938 117,347 X 6 113579 0 3768
UNICOM CORP COM 90491110 9,952 177,127 X 16 177127 0 0
UNIFAB INTERNATIONAL INC COM 90467L10 3,160 248,000 X 12 248000 0 0
UNILEVER N V N Y SHS NEW 90478470 725 15,036 X 8 89 0 14947
UNILEVER N V N Y SHS NEW 90478470 2,455 50,886 X X 6 50172 0 714
UNILEVER N V N Y SHS NEW 90478470 3,867 80,142 X 6 78714 0 1428
UNILEVER PLC SPON ADR NEW 90476770 927 35,315 X 6 35315 0 0
UNION CARBIDE CORP COM 90558110 718 19,013 X X 6 16461.86 351 2200
UNION CARBIDE CORP COM 90558110 1,069 28,317 X 6 24687 0 3630
UNION PAC CORP COM 90781810 397 10,200 X 2 10200 0 0
UNION PAC CORP COM 90781810 1,130 29,078 X 8 100 0 28978
UNION PAC CORP COM 90781810 4,454 114,569 X 6 112011 600 1958
UNION PAC CORP COM 90781810 6,829 175,720 X 4 175720 0 0
UNION PAC CORP COM 90781810 8,136 209,277 X X 6 187085 15406 6786
UNION PLANTERS CORP COM 90806810 1,778 55,563 X 6 55563 0 0
UNIONBANCAL CORP COM 90890610 436 18,700 X 6 18300 0 400
UNIROYAL TECHNOLOGY CORP COM 90916310 1,277 85,166 X 16 85166 0 0
UNISOURCE ENERGY CORP COM 90920510 2,847 173,836 X 16 173836 0 0
UNISYS CORP COM 90921410 394 34,979 X 6 34979 0 0
UNISYS CORP COM 90921410 606 53,898 X 8 0 0 53898
UNIT CORP COM 90921810 264 17,870 X 6 17870 0 0
UNIT CORP COM 90921810 4,328 291,750 X 12 291750 0 0
UNITED AUTO GROUP INC COM 90944010 304 36,860 X 8 0 0 36860
UNITED BANKSHARES INC WEST VA COM 90990710 837 42,635 X 8 0 0 42635
UNITED BANKSHARES INC WEST VA COM 90990710 1,212 61,757 X X 6 61756.61 0 0
UNITED DOMINION REALTY TR INC COM 91019710 758 69,687 X 6 60587 0 9100
UNITED DOMINION REALTY TR INC COM 91019710 765 70,300 X 8 1000 0 69300
UNITED NATL BANCORP N J COM 91090910 6,457 363,765 X 6 21790 0 341975
UNITED PARCEL SERVICE INC CL B 91131210 663 11,762 X X 6 8462 1050 2250
UNITED PARCEL SERVICE INC CL B 91131210 910 16,140 X 2 16140 0 0
UNITED PARCEL SERVICE INC CL B 91131210 1,338 23,739 X 6 23739 0 0
UNITED PARCEL SERVICE INC CL B 91131210 6,518 115,600 X 4 115600 0 0
UNITED STATES CELLULAR CORP COM 91168410 5,635 80,500 X 6 80500 0 0
UNITED STATIONERS INC COM 91300410 1,893 70,429 X 16 70429 0 0
UNITED STATIONERS INC COM 91300410 4,303 160,100 X 4 160100 0 0
UNITED TECHNOLOGIES CORP COM 91301710 12,794 191,850 X 12 191850 0 0
UNITED TECHNOLOGIES CORP COM 91301710 14,891 215,029 X 8 2952 0212077.5
UNITED TECHNOLOGIES CORP COM 91301710 22,888 330,530 X 4 330530 0 0
UNITED TECHNOLOGIES CORP COM 91301710 31,223 450,880 X 2 450880 0 0
UNITED TECHNOLOGIES CORP COM 91301710 31,295 451,918 X 6 431818 9600 10500
UNITED TECHNOLOGIES CORP COM 91301710 38,338 553,623 X X 6 411458 56415 85750
UNITEDHEALTH GROUP INC COM 91324P10 1,297 13,139 X 8 600 0 12539
UNITEDHEALTH GROUP INC COM 91324P10 4,328 43,832 X X 6 42581 1251 0
UNITEDHEALTH GROUP INC COM 91324P10 7,778 78,769 X 16 78769 0 0
UNITEDHEALTH GROUP INC COM 91324P10 11,490 119,387 X 6 117724 0 1663
UNITEDHEALTH GROUP INC COM 91324P10 11,811 119,600 X 2 119600 0 0
UNITRIN INC COM 91327510 2,114 66,710 X X 6 66710 0 0
UNIVERSAL COMPRESSION HLDGS COM 91343110 16,560 535,269 X 6 535269 0 0
UNIVERSAL CORP VA COM 91345610 346 16,400 X 12 16400 0 0
UNIVERSAL CORP VA COM 91345610 495 16,862 X X 6 16046 816 0
UNIVERSAL CORP VA COM 91345610 922 31,392 X 6 31392 0 0
UNIVERSAL CORP VA COM 91345610 943 32,100 X 8 0 0 32100
UNIVERSAL ELECTRS INC COM 91348310 3,144 130,000 X X 6 130000 0 0
UNIVERSAL ELECTRS INC COM 91348310 4,959 205,800 X 4 205800 0 0
UNIVERSAL FOODS CORP COM 91353810 212 10,392 X 6 7792 0 2600
UNIVERSAL FOODS CORP COM 91353810 216 10,600 X X 6 0 10600 0
UNIVERSAL FOODS CORP COM 91353810 1,864 91,500 X 2 91500 0 0
UNIVERSAL HLTH SVCS INC CL B 91390310 8,739 107,200 X 12 107200 0 0
UNIVISION COMMUNICATIONS INC CL A 91490610 6,111 163,500 X 2 163500 0 0
UNOCAL CORP COM 91528910 1,271 35,867 X X 6 26743 6740 2384
UNOCAL CORP COM 91528910 4,150 117,095 X 6 114471 0 2624
UNOCAL CORP COM 91528910 23,850 677,470 X 4 677470 0 0
UNOVA INC COM 91529B10 766 194,600 X 2 194600 0 0
UNUMPROVIDENT CORP COM 91529Y10 409 15,000 X 2 15000 0 0
UNUMPROVIDENT CORP COM 91529Y10 676 24,800 X 1 24800 0 0
UNUMPROVIDENT CORP COM 91529Y10 2,069 75,922 X X 6 69262 1925 4735
UNUMPROVIDENT CORP COM 91529Y10 16,213 594,988 X 6 593408 0 1580
US BANCORP DEL COM 90297310 489 21,479 X 8 0 0 21479
US BANCORP DEL COM 90297310 1,188 52,198 X X 6 49698 2500 0
US BANCORP DEL COM 90297310 3,977 174,800 X 2 174800 0 0
US BANCORP DEL COM 90297310 19,249 846,117 X 6 842087 0 4030
US ONCOLOGY INC COM 90338W10 1,802 397,726 X 6 397726 0 0
US UNWIRED INC CL A 90338R10 3,717 390,000 X 4 390000 0 0
USA ED INC COM 90390U10 694 14,412 X X 6 8812 0 5600
USA ED INC COM 90390U10 1,609 33,385 X 6 32212 0 1173
USA ED INC COM 90390U10 4,986 103,465 X 8 300 0103165.3
USA NETWORKS INC COM 90298410 955 46,000 X 4 46000 0 0
USA NETWORKS INC COM 90298410 5,869 267,517 X 16 267517 0 0
USA NETWORKS INC COM 90298410 11,291 520,813 X 6 511589 0 9224
USFREIGHTWAYS CORP COM 91690610 1,350 59,500 X 2 59500 0 0
USINTERNETWORKING INC SUB NT CV 7%04 917311AH 1,386 2,200,000 X 2 2200000 0 0
UST INC COM 90291110 345 15,100 X X 6 14500 0 600
UST INC COM 90291110 1,778 77,709 X 8 0 0 77709
UST INC COM 90291110 2,009 87,831 X 6 87831.11 0 0
USX MARATHON GROUP COM NEW 90290582 1,247 43,941 X X 6 38010 0 5931
USX MARATHON GROUP COM NEW 90290582 3,504 123,487 X 8 9144 0114342.7
USX MARATHON GROUP COM NEW 90290582 26,854 946,410 X 6 899410 0 47000
USX-U S STL COM 90337T10 1,146 75,464 X 6 74464 0 1000
UTI ENERGY CORP COM 90338710 643 14,420 X 6 14420 0 0
UTI ENERGY CORP COM 90338710 2,966 68,500 X 2 68500 0 0
UTILICORP UTD INC COM 91800510 1,102 42,598 X X 6 39983 0 2615
UTILICORP UTD INC COM 91800510 6,360 251,620 X 2 251620 0 0
UTILICORP UTD INC COM 91800510 9,022 362,542 X 6 362542.4 0 0
V F CORP COM 91820410 2,530 102,486 X X 6 46986 41500 14000
V F CORP COM 91820410 2,646 107,160 X 6 107160 0 0
V F CORP COM 91820410 4,853 196,570 X 2 196570 0 0
VALASSIS COMMUNICATIONS INC COM 91886610 1,463 65,763 X 8 0 0 65763
VALASSIS COMMUNICATIONS INC COM 91886610 2,359 106,000 X 2 106000 0 0
VALASSIS COMMUNICATIONS INC COM 91886610 10,394 467,135 X 6 467135 0 0
VALENCE TECHNOLOGY INC COM 91891410 760 44,082 X 8 0 0 44082
VALERO ENERGY CORP NEW COM 91913Y10 361 10,250 X 4 10250 0 0
VALERO ENERGY CORP NEW COM 91913Y10 2,132 60,600 X 2 60600 0 0
VALLEY NATL BANCORP COM 91979410 885 32,389 X 6 11856 0 20533
VALLEY NATL BANCORP COM 91979410 1,148 42,028 X X 6 39776 0 2252
VALSPAR CORP COM 92035510 361 15,700 X 2 15700 0 0
VAN KAMPEN ADVANTAGE MUN INCOM SH BEN INT 92112410 3,257 247,000 X 17 247000 0 0
VAN KAMPEN BD FD COM 92095510 607 35,600 X 17 35600 0 0
VAN KAMPEN MUN OPPORTUNITY TR COM 92093510 3,215 227,600 X 17 227600 0 0
VAN KAMPEN SENIOR INCOME TR COM 92096110 228 26,065 X 6 26065 0 0
VAN KAMPEN SENIOR INCOME TR COM 92096110 444 50,770 X 8 0 050770.14
VAN KAMPEN TR INVT GRADE MUNS COM 92092910 4,021 293,800 X 17 293800 0 0
VAN KAMPEN VALUE MUN INCOME TR COM 92113210 3,154 251,100 X 17 251100 0 0
VARIAGENICS INC COM 92219610 4,759 212,700 X 4 212700 0 0
VARIAN INC COM 92220610 1,285 29,848 X X 6 28298 500 1050
VARIAN MED SYS INC COM 92220P10 1,206 26,686 X X 6 24336 1300 1050
VARIAN SEMICONDUCTOR EQUIPMNT COM 92220710 1,023 27,336 X X 6 26286 0 1050
VARIAN SEMICONDUCTOR EQUIPMNT COM 92220710 4,073 108,750 X 4 108750 0 0
VAXGEN INC COM NEW 92239020 414 17,725 X 8 0 0 17725
VECTREN CORP COM 92240G10 376 18,492 X 6 18192 0 300
VECTREN CORP COM 92240G10 416 20,471 X X 6 10744 7596 2131
VEECO INSTRS INC DEL COM 92241710 8,591 83,500 X 12 83500 0 0
VENTAS INC COM 92276F10 456 91,269 X X 6 0 91269 0
VERISIGN INC COM 92343E10 30,001 148,105 X 6 136905 0 11200
VERISIGN INC COM 92343E10 57,668 284,800 X 4 284800 0 0
VERITAS SOFTWARE CO COM 92343610 3,056 21,521 X 16 21521 0 0
VERITAS SOFTWARE CO COM 92343610 3,547 24,976 X 8 100 0 24876
VERITAS SOFTWARE CO COM 92343610 9,022 63,536 X X 6 57814 2376 3346
VERITAS SOFTWARE CO COM 92343610 17,352 122,200 X 2 122200 0 0
VERITAS SOFTWARE CO COM 92343610 91,655 645,550 X 4 645550 0 0
VERITAS SOFTWARE CO COM 92343610 127,658 899,969 X 6 874781 901 24287
VERITY INC COM 92343C10 7,075 192,550 X 12 192550 0 0
VERIZON COMMUNICATIONS COM 92343V10 591 12,203 X X 9 12203 0 0
VERIZON COMMUNICATIONS COM 92343V10 1,215 25,091 X 9 25091 0 0
VERIZON COMMUNICATIONS COM 92343V10 2,267 46,796 X X 1 43552 3244 0
VERIZON COMMUNICATIONS COM 92343V10 3,543 73,136 X 14 73136 0 0
VERIZON COMMUNICATIONS COM 92343V10 3,982 82,214 X 1 80960 0 1254
VERIZON COMMUNICATIONS COM 92343V10 8,249 170,310 X 8 0 0170309.9
VERIZON COMMUNICATIONS COM 92343V10 12,649 261,149 X 16 261149 0 0
VERIZON COMMUNICATIONS COM 92343V10 21,028 434,174 X 4 434174 0 0
VERIZON COMMUNICATIONS COM 92343V10 41,930 902,413 X 12 902412.7 0 0
VERIZON COMMUNICATIONS COM 92343V10 64,591 1,333,484 X 2 1333484 0 0
VERIZON COMMUNICATIONS COM 92343V10 222,331 4,590,067 X X 6 4055791 312211 222065
VERIZON COMMUNICATIONS COM 92343V10 338,318 6,985,628 X 6 6757857 22521 205250
VERTEX PHARMACEUTICALS INC COM 92532F10 1,500 17,753 X 8 80 0 17673
VERTEX PHARMACEUTICALS INC COM 92532F10 8,028 95,000 X 4 95000 0 0
VERTICALNET INC COM 92532L10 506 14,418 X 8 1200 0 13218
VIACOM INC CL B 92552430 765 13,080 X 14 13080 0 0
VIACOM INC CL B 92552430 3,259 47,800 X 12 47800 0 0
VIACOM INC CL B 92552430 3,667 62,676 X 8 0 0 62676
VIACOM INC CL B 92552430 5,293 90,486 X X 6 72023 18029 434
VIACOM INC CL A 92552410 7,933 135,600 X 2 135600 0 0
VIACOM INC CL B 92552430 30,467 520,809 X 2 520809 0 0
VIACOM INC CL B 92552430 35,369 604,593 X 6 562896 0 41697
VIACOM INC CL B 92552430 75,144 1,281,018 X 4 1281018 0 0
VIAD CORP COM 92552R10 886 33,337 X 6 32733 0 604
VIAD CORP COM 92552R10 3,666 138,000 X 2 138000 0 0
VIASAT INC COM 92552V10 339 15,150 X X 6 15150 0 0
VIASYSTEMS GROUP INC COM 92553H10 2,497 146,900 X 2 146900 0 0
VICAL INC COM 92560210 918 35,476 X 8 0 0 35476
VICAL INC COM 92560210 1,346 52,010 X 16 52010 0 0
VIGNETTE CORP COM 92673410 312 10,444 X 8 0 0 10444
VIGNETTE CORP COM 92673410 27,464 919,294 X 6 914864 1117 3313
VILLAGE SUPER MKT INC CL A NEW 92710740 210 17,500 X 6 17500 0 0
VISHAY INTERTECHNOLOGY INC COM 92829810 538 17,494 X X 6 13995 3199 300
VISHAY INTERTECHNOLOGY INC COM 92829810 760 24,708 X 8 400 0 24308
VISTA BANCORP INC COM 92830R10 715 47,297 X X 6 47297 0 0
VISTEON CORP COM 92839U10 869 57,425 X 16 57425 0 0
VISTEON CORP COM 92839U10 1,749 115,652 X X 6 94726 16143 4783
VISTEON CORP COM 92839U10 2,071 138,624 X 6 135456.4 208 2960
VISUAL NETWORKS INC COM 92844410 581 88,542 X 16 88542 0 0
VISX INC DEL COM 92844S10 498 18,492 X 8 235 0 18257
VISX INC DEL COM 92844S10 1,083 40,200 X X 6 39800 50 350
VITESSE SEMICONDUCTOR CORP COM 92849710 2,335 26,252 X 8 910 0 25342
VITESSE SEMICONDUCTOR CORP COM 92849710 2,632 33,684 X 6 32048 0 1636
VITESSE SEMICONDUCTOR CORP COM 92849710 4,347 48,881 X 16 48881 0 0
VITESSE SEMICONDUCTOR CORP SB DB CV 144A 05 928497AA 4,691 4,500,000 X 2 4500000 0 0
VITRIA TECHNOLOGY COM 92849Q10 1,193 25,581 X X 6 25581 0 0
VITRIA TECHNOLOGY COM 92849Q10 23,687 508,041 X 6 463991 0 44050
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 505 13,650 X 9 13650 0 0
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 837 22,625 X X 1 22625 0 0
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 2,486 59,500 X 12 59500 0 0
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 5,196 140,444 X 8 2183.161 0138260.5
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 6,216 168,000 X 2 168000 0 0
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 8,423 227,650 X 4 227650 0 0
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 20,375 550,669 X X 6 464864 34475 51330
VODAFONE GROUP PLC NEW SPONSORED ADR 92857W10 21,718 586,972 X 6 559648 50026823.86
VOICESTREAM WIRELESS CORP COM 92861510 1,920 13,163 X 6 13163 0 0
VOICESTREAM WIRELESS CORP COM 92861510 3,328 28,671 X 2 28671 0 0
VOICESTREAM WIRELESS CORP COM 92861510 4,083 35,178 X 8 0 0 35178
VULCAN MATLS CO COM 92916010 896 22,302 X 6 22302 0 0
VULCAN MATLS CO COM 92916010 1,165 28,980 X X 6 28980 0 0
VYYO INC COM 91845810 1,443 48,500 X 12 48500 0 0
WABASH NATL CORP COM 92956610 356 39,000 X X 6 34900 1500 2600
WACHOVIA CORP COM 92977110 1,019 17,974 X X 1 17974 0 0
WACHOVIA CORP COM 92977110 1,114 19,650 X 1 19650 0 0
WACHOVIA CORP COM 92977110 1,417 25,002 X 8 696.347 024305.61
WACHOVIA CORP COM 92977110 6,749 109,493 X 12 109493 0 0
WACHOVIA CORP COM 92977110 15,321 270,272 X 6 260489 755 9028
WACHOVIA CORP COM 92977110 15,708 277,090 X X 6 221425 48650 7015
WADDELL & REED FINL INC CL A 93005910 2,421 75,000 X 2 75000 0 0
WAL MART STORES INC COM 93114210 484 10,200 X 12 10200 0 0
WAL MART STORES INC COM 93114210 1,099 22,844 X 9 6844 0 16000
WAL MART STORES INC COM 93114210 1,333 27,700 X 14 27700 0 0
WAL MART STORES INC COM 93114210 13,821 287,197 X 8 6418 0280778.6
WAL MART STORES INC COM 93114210 22,671 471,082 X 16 471082 0 0
WAL MART STORES INC COM 93114210 46,012 956,420 X 4 956420 0 0
WAL MART STORES INC COM 93114210 63,012 1,309,347 X X 6 1149158 88900 71289
WAL MART STORES INC COM 93114210 72,334 1,503,050 X 2 1503050 0 0
WAL MART STORES INC COM 93114210 204,805 4,218,789 X 6 4145196 5982 67611
WALGREEN CO COM 93142210 621 16,368 X 1 14368 0 2000
WALGREEN CO COM 93142210 5,176 136,448 X 8 7072.33 0129375.6
WALGREEN CO COM 93142210 18,613 490,624 X X 6 395424 70700 24500
WALGREEN CO COM 93142210 31,738 836,584 X 6 819984.1 1000 15600
WALGREEN CO COM 93142210 31,959 842,400 X 2 842400 0 0
WALLACE COMPUTER SERVICES INC COM 93227010 946 62,050 X X 6 58050 4000 0
WARNER CHILCOTT PLC SPONSORED ADR 93443520 2,885 101,500 X 2 101500 0 0
WASHINGTON GAS LT CO COM 93883710 865 32,185 X 6 28757.98 2127 1300
WASHINGTON GAS LT CO COM 93883710 2,176 80,966 X X 6 68666 1200 11100
WASHINGTON MUT INC COM 93932210 2,459 61,765 X X 6 37637 11400 12728
WASHINGTON MUT INC COM 93932210 4,092 102,782 X 8 0 0 102782
WASHINGTON MUT INC COM 93932210 12,532 314,780 X 2 314780 0 0
WASHINGTON MUT INC COM 93932210 13,476 338,480 X 6 214291 0 124189
WASHINGTON MUT INC COM 93932210 29,348 860,101 X 12 860101.2 0 0
WASHINGTON TR BANCORP COM 94061010 1,409 96,374 X 2 96374 0 0
WASTE MGMT INC DEL COM 94106L10 295 16,900 X 14 16900 0 0
WASTE MGMT INC DEL COM 94106L10 385 22,086 X X 6 21079 790 217
WASTE MGMT INC DEL COM 94106L10 1,003 57,505 X 6 56679.88 0 825
WASTE MGMT INC DEL COM 94106L10 2,160 123,859 X 8 400 0 123459
WATERS CORP COM 94184810 1,068 12,000 X X 1 12000 0 0
WATERS CORP COM 94184810 5,413 60,824 X 6 60824 0 0
WATERS CORP COM 94184810 52,400 588,800 X 4 588800 0 0
WATSON PHARMACEUTICALS INC COM 94268310 3,449 54,900 X 2 54900 0 0
WATSON PHARMACEUTICALS INC COM 94268310 3,641 56,125 X X 6 9325 800 46000
WATSON PHARMACEUTICALS INC COM 94268310 13,454 207,390 X 6 205530 0 1860
WATSON PHARMACEUTICALS INC COM 94268310 84,822 1,307,450 X 4 1307450 0 0
WD-40 CO COM 92923610 235 11,050 X X 6 8450 0 2600
WEATHERFORD INTL INC COM 94707410 926 21,537 X 6 19687 0 1850
WEATHERFORD INTL INC COM 94707410 1,493 34,720 X 2 34720 0 0
WEATHERFORD INTL INC COM 94707410 11,632 270,500 X 4 270500 0 0
WEBSTER FINL CORP CONN COM 94789010 451 16,732 X 6 16732 0 0
WEBSTER FINL CORP CONN COM 94789010 14,550 540,130 X 2 540130 0 0
WEIS MKTS INC COM 94884910 577 14,540 X 8 0 0 14540
WELLPOINT HEALTH NETWORK NEW COM 94973H10 6,574 68,482 X 16 68482 0 0
WELLPOINT HEALTH NETWORK NEW COM 94973H10 23,656 250,127 X 6 248694 0 1433
WELLS FARGO & CO NEW COM 94974610 14,178 308,636 X 16 308636 0 0
WELLS FARGO & CO NEW COM 94974610 15,776 343,426 X 8 3802.887 0339623.3
WELLS FARGO & CO NEW COM 94974610 18,675 406,460 X 4 406460 0 0
WELLS FARGO & CO NEW COM 94974610 22,212 483,526 X X 6 294066 175060 14400
WELLS FARGO & CO NEW COM 94974610 28,380 617,795 X 2 617795 0 0
WELLS FARGO & CO NEW COM 94974610 36,693 869,311 X 12 869310.6 0 0
WELLS FARGO & CO NEW COM 94974610 79,850 1,744,952 X 6 1649488 0 95464
WENDYS INTL INC COM 95059010 328 16,358 X 6 14858 0 1500
WENDYS INTL INC COM 95059010 361 18,000 X 1 18000 0 0
WERNER ENTERPRISES INC COM 95075510 680 57,847 X 6 0 0 57847
WERNER ENTERPRISES INC COM 95075510 5,150 382,865 X 12 382865 0 0
WEST COAST BANCORP ORE NEW COM 95214510 1,034 86,650 X 2 86650 0 0
WEST PHARMACEUTICAL SVSC INC COM 95530610 10,134 435,864 X 6 434264 0 1600
WEST PHARMACEUTICAL SVSC INC COM 95530610 15,445 664,302 X X 6 464302 0 200000
WEST TELESERVICES CORP COM 95618810 6,274 287,700 X 4 287700 0 0
WESTERN RES INC COM 95942510 267 12,337 X 6 12337 0 0
WESTERN RES INC COM 95942510 500 23,106 X X 6 10206 11900 1000
WESTERN WIRELESS CORP CL A 95988E20 1,500 42,100 X X 6 39005 800 2295
WESTERN WIRELESS CORP CL A 95988E20 4,027 113,000 X 12 113000 0 0
WESTERN WIRELESS CORP CL A 95988E20 4,172 117,100 X 2 117100 0 0
WESTERN WIRELESS CORP CL A 95988E20 16,351 458,966 X 6 450706 425 7835
WESTVACO CORP COM 96154810 584 21,897 X X 6 6731 14829 337
WESTVACO CORP COM 96154810 592 22,184 X 6 22184 0 0
WESTVACO CORP COM 96154810 939 32,200 X 4 32200 0 0
WEYERHAEUSER CO COM 96216610 455 11,281 X 8 300 0 10981
WEYERHAEUSER CO COM 96216610 3,456 85,606 X 6 85506 0 100
WEYERHAEUSER CO COM 96216610 4,510 111,708 X X 6 105058 2800 3850
WHIRLPOOL CORP COM 96332010 2,135 54,918 X X 6 31618.21 23300 0
WHIRLPOOL CORP COM 96332010 2,252 57,917 X 6 50732 1100 6085
WHOLE FOODS MKT INC COM 96683710 1,820 36,400 X 2 36400 0 0
WHOLE FOODS MKT INC COM 96683710 8,514 158,600 X 4 158600 0 0
WILLAMETTE INDS INC COM 96913310 905 32,323 X X 6 32323 0 0
WILLIAMS COS INC DEL COM 96945710 2,364 55,920 X 4 55920 0 0
WILLIAMS COS INC DEL COM 96945710 2,400 56,809 X 8 2500 054308.83
WILLIAMS COS INC DEL COM 96945710 5,315 125,787 X X 6 105237 17500 3050
WILLIAMS COS INC DEL COM 96945710 30,006 710,200 X 2 710200 0 0
WILLIAMS COS INC DEL COM 96945710 56,004 1,325,547 X 6 1249177 0 76370
WILLIAMS SONOMA INC COM 96990410 4,194 120,250 X 12 120250 0 0
WILMINGTON TRUST CORP COM 97180710 2,433 45,363 X X 6 43989 0 1374
WILMINGTON TRUST CORP COM 97180710 10,340 194,200 X 2 194200 0 0
WIND RIVER SYSTEMS INC COM 97314910 933 19,469 X 8 120 0 19349
WIND RIVER SYSTEMS INC COM 97314910 2,449 51,089 X 16 51089 0 0
WINN DIXIE STORES INC COM 97428010 4,391 305,491 X 6 304906 0 585
WINN DIXIE STORES INC COM 97428010 44,179 3,073,293 X X 6 981702 2091101 490
WINSTAR COMMUNICATIONS INC COM 97551510 775 50,000 X 4 50000 0 0
WINSTAR COMMUNICATIONS INC COM 97551510 1,668 50,621 X 6 50621 0 0
WINSTON HOTELS INC COM 97563A10 655 75,982 X 8 0 0 75982
WIRE ONE TECHNOLOGIES INC COM 97652110 275 25,000 X 6 25000 0 0
WISCONSIN ENERGY CORP COM 97665710 2,694 135,144 X 6 134144.2 0 1000
WISCONSIN ENERGY CORP COM 97665710 3,531 177,089 X X 6 172040 3949 1100
WISCONSIN ENERGY CORP COM 97665710 4,547 211,950 X 12 211950 0 0
WMS INDS INC COM 92929710 2,804 124,600 X 4 124600 0 0
WOLVERINE WORLD WIDE INC COM 97809710 1,322 137,000 X 2 137000 0 0
WORLD WRESTLING FEDN ENTMT INC CL A 98156Q10 258 12,400 X 12 12400 0 0
WORLDCOM INC GA NEW COM 98157D10 429 14,125 X X 1 10625 3500 0
WORLDCOM INC GA NEW COM 98157D10 905 29,782 X 1 29782 0 0
WORLDCOM INC GA NEW COM 98157D10 2,355 77,533 X 9 77533 0 0
WORLDCOM INC GA NEW COM 98157D10 3,060 100,750 X 4 100750 0 0
WORLDCOM INC GA NEW COM 98157D10 5,633 115,105 X 12 115105 0 0
WORLDCOM INC GA NEW COM 98157D10 5,750 189,288 X 2 189288 0 0
WORLDCOM INC GA NEW COM 98157D10 24,443 804,704 X 8 23182 0781522.4
WORLDCOM INC GA NEW COM 98157D10 24,721 813,852 X 16 813852 0 0
WORLDCOM INC GA NEW COM 98157D10 55,313 1,821,016 X X 6 1669171 85209 66636
WORLDCOM INC GA NEW COM 98157D10 168,352 5,382,146 X 6 5266685 13365 102096
WORTHINGTON INDS INC COM 98181110 220 23,496 X 8 0 0 23496
WORTHINGTON INDS INC COM 98181110 3,931 384,267 X 6 371884 0 12383
WORTHINGTON INDS INC COM 98181110 4,283 456,902 X 16 456902 0 0
WPS RESOURCES CORP COM 92931B10 556 16,970 X X 6 5147 11656 167
WRIGLEY WM JR CO COM 98252610 749 10,000 X X 6 7700 2300 0
WRIGLEY WM JR CO COM 98252610 1,051 14,035 X 6 14035 0 0
XCEL ENERGY INC COM 98389B10 782 28,439 X 8 0 028438.74
XCEL ENERGY INC COM 98389B10 1,413 51,375 X X 6 39616 7760 3999
XCEL ENERGY INC COM 98389B10 1,893 68,829 X 6 67279 0 1550
XEROX CORP COM 98412110 206 13,670 X 4 13670 0 0
XEROX CORP COM 98412110 297 19,704 X X 1 19704 0 0
XEROX CORP COM 98412110 506 33,570 X 1 33570 0 0
XEROX CORP COM 98412110 1,778 118,051 X 8 600 0 117451
XEROX CORP COM 98412110 4,196 278,596 X 6 276925.9 1200 470
XEROX CORP COM 98412110 5,303 352,078 X X 6 271892 23986 56200
XILINX INC COM 98391910 3,021 35,280 X X 6 25470 3550 6260
XILINX INC COM 98391910 6,960 81,290 X 8 1045 0 80245
XILINX INC COM 98391910 7,427 86,743 X 16 86743 0 0
XILINX INC COM 98391910 32,818 386,343 X 6 383207 225 2911
XL CAP LTD CL A G9825510 955 12,990 X X 6 11340 1300 350
XL CAP LTD CL A G9825510 1,140 20,000 X 4 20000 0 0
XL CAP LTD CL A G9825510 13,198 179,560 X 2 179560 0 0
XL CAP LTD CL A G9825510 18,319 249,235 X 6 248725 0 510
YAHOO INC COM 98433210 910 10,004 X X 6 7379 1600 1025
YAHOO INC COM 98433210 1,470 16,155 X 8 170 0 15985
YAHOO INC COM 98433210 5,143 56,520 X 16 56520 0 0
YAHOO INC COM 98433210 10,188 108,336 X 6 106726 0 1610
YORK INTL CORP NEW COM 98667010 398 16,010 X 8 0 0 16010
YOUNG & RUBICAM INC COM 98742510 1,738 31,035 X 6 31035 0 0
YOUNG & RUBICAM INC SUB NT CV 144A05 987425AA 2,959 3,000,000 X 2 3000000 0 0
YOUNG BROADCASTING INC CL A 98743410 2,408 76,600 X 2 76600 0 0
ZALE CORP NEW COM 98885810 1,100 33,900 X 4 33900 0 0
ZEBRA TECHNOLOGIES CORP CL A 98920710 4,217 87,000 X 2 87000 0 0
ZILA INC COM PAR $0.01 98951320 209 57,594 X 8 16000 0 41594
ZIXIT CORP COM 98974P10 418 13,691 X 8 3100 0 10591
ZOLL MED CORP COM 98992210 5,694 119,650 X 12 119650 0 0
ZORAN CORP COM 98975F10 3,515 70,000 X 12 70000 0 0
ZWEIG TOTAL RETURN FD INC COM 98983710 275 40,000 X 17 40000 0 0
</TABLE>
|
|