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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F Cover Page
Report for the Calendar Year or Quarter Ended June 30, 2000
If amended report check here: |_| Amendment Number: ____
This Amendment (Check only one): |_| is a restatement
|_| adds new holding
entries.
Goldman Sachs Group, Inc. (The)
--------------------------------------------------------------------------------
Name of Institutional Investment Manager
85 Broad St. New York NY 10004
--------------------------------------------------------------------------------
Business Address (Street) (City) (State) (Zip)
13F File Number: 28-4981
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, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Hans L. Reich Vice President, Director of Compliance (212) 902-4093
--------------------------------------------------------------------------------
Name (Title) (Phone)
/s/ Hans L. Reich
------------------------------------------
(Manual Signature of Person Duly
Authorized to Submit This Report)
New York NY, August 14, 2000
------------------------------------------
(Place and Date of Signing)
Report Type:
[ x ] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
<PAGE>
Form 13F SUMMARY PAGE
Report Summary:
4
Number of Other Included Managers: ____________
6,115
Form 13F Information Table Entry Total: _____________
91,241,086.68
Form 13F Information Table Value Total: $____________
(thousands)
Information for which The Goldman Sachs Group, Inc. is requesting confidential
treatment has been omitted and filed separately with the Commission.
List of Other Included Managers:
Name and 13F file numbers of ALL Institutional Investment Managers with respect
to which this schedule is filed (other than the one filing this report): (List
in alphabetical order).
[If there are no entries in this list, state "NONE" and omit the column headings
and list entries.]
13F File Numbers will be assigned to Institutional Investment Managers after
they file their first report.
13F File No.: Name:
------------- ------------------------------------------
1. 28-05158 Amalgatrust
------------- ------------------------------------------
2. 28-687 Goldman, Sachs & Co.
------------- ------------------------------------------
3. Goldman, Sachs Asset Management
------------- ------------------------------------------
4. 28-05111 Goldman, Sachs & Co. Bank
------------- ------------------------------------------
<PAGE>
FORM 13F
INFORMATION TABLE
PAGE 1
<TABLE>
<CAPTION>
ITEM 1 ITEM 2 ITEM 3 ITEM 4 ITEM 5 ITEM 6 ITEM 7 ITEM 8
VOTING AUTHORITY
FAIR
TITLE MARKET SHARES OR SH/ Put/ Inv Other
NAME OF ISSUER OF CUSIP VALUE PRINCIPAL PRN Call Dsc Mana- SOLE SHARED NONE
CLASS NUMBER (x$1000) AMOUNT (A) (B) (C) gers (A) (B) (C)
------------------------------------------------------------------------------------------------------------------------------------
<S> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C> <C>
1-800 CONTACTS, INC. COM 681977104 728.50 15,500 2 15,500
1-800-FLOWERS.COM COM 68243Q106 82.21 16,040 2 16,040
1-800-FLOWERS.COM COM 68243Q106 868.69 169,500 2 169,500
24/7 MEDIA INC. COM 901314104 1,517.23 97,103 2 97,103
24/7 MEDIA INC. PUT 901314104 487.50 20,000 PUT 2 20,000
24/7 MEDIA INC. CLL 901314104 56.25 10,000 CALL 2 10,000
360NETWORKS COM 88575T205 756.78 49,625 2 49,625
360NETWORKS COM 88575T205 3,163.77 207,460 2 207,460
3COM CORP COM 885535104 5,435.31 94,322 2 94,322
3COM CORP COM 885535104 11,851.45 205,665 2 205,665
3COM CORP CLL 885535104 408.13 10,000 CALL 2 10,000
3COM CORP COM 885535104 51,556.10 894,683 SH SOLE 3 878,183 0 13,300
3COM CORP COM 885535104 5,693.90 98,810 SH OTH 3 5,000 0 0
3COM CORP COM 885535104 484.10 8,400 SH SHD 1 8,400 0 0
3COM CORP COM 885535104 818.28 14,200 SH SOLE 4 14,200
99 CENTS ONLY STORES COM 65440K106 358.88 9,000 2 9,000
99 CENTS ONLY STORES COM 65440K106 52,439.60 1,315,099 SH SOLE 3 1,315,099 0 0
99 CENTS ONLY STORES COM 65440K106 578.20 14,500 SH OTH 3 0 0 14,500
A SCHULMAN INC. COM 808194104 1,067.50 88,500 SH SOLE 3 78,300 0 10,200
A T & T WIRELESS COM 001957406 78.00 2,800 SH SOLE 3 2,800 0 0
A.H. BELO CORP SER A COM 080555105 90,609.60 5,233,765 SH SOLE 3 3,744,905 0 1,479,310
A.H. BELO CORP SER A COM 080555105 1,787.70 103,259 SH OTH 3 61,910 0 27,500
A.O. SMITH CORP (DEL) COM 831865209 2,320.90 110,850 SH SOLE 3 105,800 0 5,050
AAR CORP COM 000361105 339.00 28,250 2 28,250
AAR CORP COM 000361105 728.10 60,675 2 60,675
AAR CORP COM 000361105 2,218.80 184,900 SH SOLE 3 180,800 0 4,100
AARON RENTS INC. COM 002535201 13,468.50 1,072,120 SH SOLE 3 868,400 0 203,720
ABBOTT LABORATORIES COM 002824100 174,868.02 3,924,107 2 3,924,107
ABBOTT LABORATORIES CLL 002824100 972.64 140,200 CALL 2 140,200
ABBOTT LABORATORIES COM 002824100 287,229.73 6,445,548 2 6,445,548
ABBOTT LABORATORIES COM 002824100 166,449.10 3,735,183 SH SOLE 3 3,584,583 0 128,700
ABBOTT LABORATORIES COM 002824100 22,878.80 513,410 SH OTH 3 47,100 0 0
ABBOTT LABORATORIES COM 002824100 1,131.90 25,400 SH SHD 1 25,400 0 0
ABBOTT LABORATORIES COM 002824100 17,103.31 383,805 SH SOLE 4 383,805
ABERCROMBIE & FITCH CO. COM 002896207 207.04 16,988 2 16,988
ABERCROMBIE & FITCH CO. COM 002896207 1,992.80 163,512 2 163,512
ABERCROMBIE & FITCH CO. COM 002896207 3,534.40 290,000 SH SOLE 3 275,200 0 14,800
ABGENIX INC. COM 00339B107 671.20 5,600 SH SOLE 3 5,600 0 0
ABLE TELCOM HLDG CORP COM 003712304 20.63 10,000 2 10,000
ABM INDS INC. COM 000957100 20,817.30 905,100 SH SOLE 3 692,100 0 213,000
ABOUT.COM INC. COM 003736105 494.60 15,700 SH SOLE 3 13,700 0 2,000
ACACIA RESEARCH CORP COM 003881109 312.00 13,000 2 13,000
ACCELERATED NETWORKS COM 00429P107 1,603.10 38,000 SH SOLE 3 29,600 0 0
ACCREDO HEALTH INC. COM 00437V104 2,732.03 79,046 2 79,046
ACCRUE SOFTWARE INC. COM 00437W102 577.50 16,267 SH SOLE 3 16,267 0 0
ACCTON TECHNOLOGY CORP-GDR COM 00437R202 110.00 25,000 SH OTH 3 0 0 25,000
ACNIELSEN CORP COM 004833109 1,982.90 90,132 SH SOLE 3 63,332 0 26,800
ACNIELSEN CORP COM 004833109 954.80 43,400 SH OTH 3 0 0 43,400
ACORN PRODS INC. COM 004857108 58.73 52,200 2 52,200
ACT MANUFACTURING INC. COM 000973107 167.20 3,600 SH SOLE 3 800 0 2,800
ACTEL CORP. COM 004934105 1,679.00 36,800 SH SOLE 3 32,900 0 3,900
ACTION PERFORMANCE COS INC. COM 004933107 217.50 30,000 2 30,000
ACTIVCARD SA COM 00505N109 192.50 10,000 2 10,000
ACTIVE SOFTWARE, INC. COM 00504E100 1,413.90 18,200 SH SOLE 3 15,900 0 2,300
ACTIVE SOFTWARE, INC. COM 00504E100 1,873.82 24,120 SH SOLE 4 24,120
ACTIVE SOFTWARE, INC. COM 00504E100 1,437.22 18,500 2 18,500
ACTIVE SOFTWARE, INC. COM 00504E100 4,934.87 63,522 2 63,522
ACTIVISION INC. (NEW) COM 004930202 5,202.60 800,400 SH SOLE 3 629,900 0 170,500
ACTUATE CORP COM 00508B102 1,792.44 33,582 2 33,582
ACTUATE CORP COM 00508B102 3,277.23 61,400 2 61,400
ACTUATE CORP COM 00508B102 9,291.10 174,072 SH SOLE 3 169,772 0 4,300
ACTV INC. (NEW) COM 00088E104 171.78 11,500 2 11,500
ACTV INC. (NEW) COM 00088E104 91.10 6,100 SH SOLE 3 0 0 6,100
ACUSON CORP. COM 005113105 1,065.20 78,900 SH SOLE 3 69,300 0 9,600
ACUSON CORP. COM 005113105 332.10 24,600 SH OTH 3 0 0 24,600
ACXIOM CORP. COM 005125109 147.20 5,400 SH SOLE 3 5,400 0 0
ADAC LABORATORIES (NEW) COM 005313200 300.00 12,500 2 12,500
ADAC LABORATORIES (NEW) COM 005313200 134.40 5,600 SH SOLE 3 0 0 5,600
ADAM.COM INC. COM 00547M101 136.00 34,000 2 34,000
ADAPTEC INC. COM 00651F108 186.60 8,200 SH SOLE 3 8,200 0 0
ADAPTEC INC. COM 00651F108 0.20 10 SH OTH 3 0 0 0
ADAPTEC INC. COM 00651F108 461.83 20,300 2 20,300
ADAPTIVE BROADBAND CORP COM 00650M104 308.70 8,400 2 8,400
ADAPTIVE BROADBAND CORP COM 00650M104 1,969.80 53,600 SH SOLE 3 47,100 0 6,500
ADC TELECOMMUNICATIONS INC. COM 000886101 91,141.30 1,086,633 SH SOLE 3 1,051,733 0 25,400
ADC TELECOMMUNICATIONS INC. COM 000886101 10,040.70 119,710 SH OTH 3 13,000 0 0
ADC TELECOMMUNICATIONS INC. COM 000886101 562.00 6,700 SH SHD 1 6,700 0 0
ADC TELECOMMUNICATIONS INC. COM 000886101 8,661.77 103,270 2 103,270
ADC TELECOMMUNICATIONS INC. COM 000886101 18,368.71 219,001 2 219,001
ADECCO SA COM 006754105 483.19 4,553 2 4,553
ADECCO SA COM 006754105 966.27 9,105 2 9,105
ADELPHIA BUSINESS SOLUTIONS COM 006847107 419.69 18,100 2 18,100
ADELPHIA BUSINESS SOLUTIONS COM 006847107 790.70 34,100 SH SOLE 3 29,600 0 4,500
ADELPHIA COMM.CP CLA COM 006848105 566.72 12,090 SH SOLE 4 12,090
ADELPHIA COMMUNICATIONS CP CLA COM 006848105 29,389.92 626,985 2 626,985
ADELPHIA COMMUNICATIONS CP CLA COM 006848105 28,272.84 603,154 2 603,154
ADELPHIA COMMUNICATIONS CP CLA COM 006848105 28,607.80 610,300 SH SOLE 3 479,500 0 130,800
ADEPT TECHNOLOGY INC. COM 006854103 126.20 2,700 SH SOLE 3 0 0 2,700
ADMINISTAFF INC. COM 007094105 171.40 2,700 SH SOLE 3 500 0 2,200
ADOBE SYSTEMS INC. COM 00724F101 77,929.80 599,460 SH SOLE 3 586,360 0 11,200
ADOBE SYSTEMS INC. COM 00724F101 5,149.30 39,610 SH OTH 3 1,300 0 0
ADOBE SYSTEMS INC. COM 00724F101 442.00 3,400 SH SHD 1 3,400 0 0
ADOBE SYSTEMS INC. COM 00724F101 676.00 5,200 2 5,200
ADOLPH COORS CO CL B COM 217016104 3,236.80 53,500 SH SOLE 3 52,200 0 1,300
ADOLPH COORS CO CL B COM 217016104 145.80 2,410 SH OTH 3 2,400 0 0
ADSTAR.COM INC. COM 00737P104 522.67 114,557 2 114,557
ADTRAN INC. COM 00738A106 1,718.40 28,700 SH SOLE 3 20,500 0 6,800
ADTRAN INC. COM 00738A106 1,305.30 21,800 SH OTH 3 0 0 21,800
ADVANCE PARADIGM INC. COM 007491103 90.20 4,400 SH SOLE 3 0 0 4,400
ADVANCED DIGITAL INFO CORP COM 007525108 4,083.20 256,200 SH SOLE 3 244,800 0 11,400
ADVANCED ENERGY INDS CNV 007973AA8 406.69 300,000 2 300,000
ADVANCED ENERGY INDS INC. COM 007973100 383.09 6,500 2 6,500
ADVANCED ENERGY INDS INC. COM 007973100 1,308.40 22,200 SH SOLE 3 20,200 0 2,000
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 854.14 18,850 2 18,850
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 16,874.40 372,400 SH SOLE 3 362,700 0 8,000
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 1,898.60 41,900 SH OTH 3 2,300 0 15,400
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 231.10 5,100 SH SHD 1 5,100 0 0
ADVANCED MICRO DEVICES INC. COM 007903107 78,891.60 1,021,250 SH SOLE 3 994,600 0 19,950
ADVANCED MICRO DEVICES INC. COM 007903107 9,919.70 128,410 SH OTH 3 3,000 0 33,400
ADVANCED MICRO DEVICES INC. COM 007903107 556.20 7,200 SH SHD 1 7,200 0 0
ADVANCED MICRO DEVICES INC. COM 007903107 293.55 3,800 2 3,800
ADVANCED MICRO DEVICES INC. COM 007903107 965.63 12,500 2 12,500
ADVANCED RADIO TELECOM CORP COM 00754U101 90.70 6,200 SH SOLE 3 0 0 6,200
ADVANCED TISSUE SCIENCES INC. COM 00755F103 97.20 12,100 SH SOLE 3 0 0 12,100
ADVANTA CORP CL A COM 007942105 2,032.90 166,800 SH SOLE 3 158,400 0 8,400
ADVANTICA RESTAURANT GRP COM 00758B109 24.22 25,000 2 25,000
ADVENT SOFTWARE INC. COM 007974108 2,638.10 40,900 SH SOLE 3 36,800 0 4,100
ADVO INC. COM 007585102 14,792.40 352,200 SH SOLE 3 339,900 0 8,300
AEGON N V AMER REG COM 007924103 992.94 27,872 2 27,872
AEGON N V AMER REG COM 007924103 19,140.70 537,284 SH SOLE 3 537,284 0 0
AEP INDS INC. COM 001031103 1,818.00 72,000 2 72,000
AEROFLEX INC. COM 007768104 1,411.10 28,400 SH SOLE 3 25,000 0 3,400
AEROVOX INC. COM 00808M105 226.88 55,000 2 55,000
AES CORP. COM 00130H105 2,238.36 49,060 2 49,060
AES CORP. COM 00130H105 28,979.91 635,176 2 635,176
AES CORP. COM 00130H105 481,771.00 10,559,365 SH SOLE 3 6,767,765 0 3,647,240
AES CORP. COM 00130H105 7,679.80 168,324 SH OTH 3 99,870 0 47,000
AETHER SYSTEMS INC. COM 00808V105 2,111.50 10,300 SH OTH 3 0 0 2,900
AETHER SYSTEMS INC. COM 00808V105 1,271.00 6,200 SH SOLE 3 5,500 0 200
AETHER SYSTEMS INC. COM 00808V105 497.13 2,425 2 2,425
AETNA INC. COM 008117103 13,004.70 202,605 SH SOLE 3 192,105 0 10,500
AETNA INC. COM 008117103 2,016.10 31,410 SH OTH 3 4,000 0 0
AETNA INC. COM 008117103 933.93 14,550 2 14,550
AFFILIATED COMPUTER SVCS CNV 008190AD2 2,253.71 2,310,000 2 2,310,000
AFFILIATED COMPUTER SVCS CNV 008190AD2 5,675.24 5,817,000 2 5,817,000
AFFILIATED COMPUTER SVCS CL A COM 008190100 330.63 10,000 2 10,000
AFFILIATED COMPUTER SVCS-A COM 008190100 2,879.70 87,100 SH SOLE 3 78,500 0 8,600
AFFILIATED COMPUTER SVCS-A COM 008190100 1,573.80 47,600 SH OTH 3 0 0 47,600
AFFILIATED MANAGERS GRP INC. COM 008252108 30,870.70 678,478 SH SOLE 3 670,678 0 7,800
AFFILIATED MANAGERS GRP INC. COM 008252108 7,075.25 155,500 2 155,500
AFFYMETRIX INC. COM 00826T108 264.20 1,600 SH SOLE 3 1,600 0 0
AFFYMETRIX INC. COM 00826T108 4,871.19 29,500 2 29,500
AFLAC CORP. (NEW) COM 001055102 37,785.90 822,550 SH SOLE 3 721,550 0 95,800
AFLAC CORP. (NEW) COM 001055102 6,130.80 133,460 SH OTH 3 6,150 0 8,500
AFLAC CORP. (NEW) COM 001055102 615.60 13,400 SH SHD 1 13,400 0 0
AFLAC INC. (NEW) COM 001055102 757.97 16,500 2 16,500
AFLAC INC. (NEW) COM 001055102 2,300.83 50,086 2 50,086
AGCO CORP COM 001084102 5,820.00 475,100 SH SOLE 3 459,000 0 4,600
AGENCY.COM LTD COM 008447104 738.60 41,465 2 41,465
AGENCY.COM LTD COM 008447104 156.80 8,800 SH SOLE 3 8,100 0 700
AGILE SOFTWARE CORP COM 00846X105 286.85 4,058 2 4,058
AGILE SOFTWARE INC. COM 00846X105 2,763.90 39,100 SH SOLE 3 38,700 0 200
AGILENT TECHNOLOGIES COM 00846U101 72,169.30 978,567 SH SOLE 3 937,345 0 34,991
AGILENT TECHNOLOGIES COM 00846U101 9,808.90 133,002 SH OTH 3 11,825 0 0
AGILENT TECHNOLOGIES COM 00846U101 819.00 11,105 SH SHD 1 11,105 0 0
AGILENT TECHNOLOGIES INC. CMN COM 00846U101 1,615.13 21,900 SH SOLE 4 21,900
AGILENT TECHNOLOGIES INC. COM 00846U101 12,054.00 163,444 2 163,444
AGILENT TECHNOLOGIES INC. COM 00846U101 51,028.73 691,915 2 691,915
AGL RESOURCES INC. COM 001204106 1,145.90 71,900 SH SOLE 3 62,200 0 9,700
AGRIBRANDS INTERNATIONAL COM 00849R105 3,405.30 81,200 SH SOLE 3 75,800 0 5,400
AGRIUM INC. COM 008916108 2,999.80 347,800 SH SOLE 3 339,200 0 0
AHL SVCS INC. COM 001296102 9,209.50 1,503,600 SH SOLE 3 1,177,700 0 325,900
AIR PRODS & CHEMICALS INC. COM 009158106 13,603.70 441,500 SH SOLE 3 417,500 0 24,000
AIR PRODS & CHEMICALS INC. COM 009158106 3,605.40 117,010 SH OTH 3 18,300 0 0
AIRBORNE FREIGHT CORP COM 009266107 867.30 45,800 SH SOLE 3 38,600 0 7,200
AIRGAS INC. COM 009363102 57.40 10,100 SH SOLE 3 10,100 0 0
AIRGAS INC. COM 009363102 91.00 16,000 2 16,000
AK STEEL HOLDING CORP COM 001547108 680.10 85,017 SH OTH 3 0 0 85,017
AK STEEL HOLDING CORP COM 001547108 298.00 37,250 SH SOLE 3 11,005 0 26,245
AKAMAI TECHNOLOGIES COM 00971T101 4,761.30 40,101 SH SOLE 3 39,101 0 500
AKAMAI TECHNOLOGIES INC. COM 00971T101 5,720.27 48,177 2 48,177
ALABAMA NATL BANCORP DEL COM 010317105 39.60 2,000 SH SOLE 3 0 0 2,000
ALASKA AIR GRP INC. COM 011659109 873.40 32,200 SH OTH 3 0 0 32,200
ALASKA AIR GRP INC. COM 011659109 298.40 11,000 SH SOLE 3 2,500 0 8,500
ALASKA AIR GRP INC.(DEL HLDG) COM 011659109 920.57 33,938 2 33,938
ALASKA AIR GRP INC.(DEL HLDG) COM 011659109 254.98 9,400 2 9,400
ALASKA COMM SYSTEMS GRP COM 01167P101 7,588.30 731,400 SH SOLE 3 589,900 0 141,500
ALASKA COMMUNICATIONS SYSTEMS COM 01167P101 208.02 20,050 2 20,050
ALBANY MOLECULAR RESEARCH COM 012423109 353.80 6,500 SH SOLE 3 6,500 0 0
ALBEMARLE CORP COM 012653101 2,356.20 119,300 SH SOLE 3 94,700 0 24,600
ALBEMARLE CORP COM 012653101 677.40 34,300 SH OTH 3 0 0 34,300
ALBERTO CULVER CO CL A COM 013068200 351.75 13,400 2 13,400
ALBERTO CULVER CO CL A COM 013068200 1,387.31 52,850 2 52,850
ALBERTO CULVER CO CL-B CV COM 013068101 11,476.20 375,500 SH SOLE 3 344,600 0 30,900
ALBERTO CULVER CO CL-B CV COM 013068101 2,576.70 84,310 SH OTH 3 2,400 0 29,500
ALBERTSONS INC. COM 013104104 2,636.70 79,300 SH SOLE 3 70,200 0 9,100
ALBERTSONS INC. COM 013104104 329.20 9,900 SH SHD 1 9,900 0 0
ALBERTSONS INC. COM 013104104 236.40 7,110 SH OTH 3 5,700 0 0
ALBERTSONS INC. COM 013104104 2,455.45 73,848 2 73,848
ALBERTSONS INC. COM 013104104 6,175.62 185,733 2 185,733
ALCAN ALUMINUM LTD COM 013716105 21,066.00 679,550 SH SOLE 3 662,350 0 17,200
ALCAN ALUMINUM LTD COM 013716105 7,505.40 242,110 SH OTH 3 1,900 0 37,300
ALCAN ALUMINUM LTD COM 013716105 477.40 15,400 SH SHD 1 15,400 0 0
ALCATEL ALSTHOM SPONS ADR COM 013904305 15,845.50 238,278 SH SOLE 3 236,253 0 2,025
ALCATEL SPONS ADR COM 013904305 4,248.88 63,893 2 63,893
ALCATEL SPONS ADR COM 013904305 15,951.49 239,872 2 239,872
ALCOA INC. COM 013817101 22,246.90 767,133 SH SOLE 3 721,333 0 41,800
ALCOA INC. COM 013817101 3,374.00 116,346 SH OTH 3 10,136 0 0
ALEXANDER & BALDWIN INC. COM 014482103 370.60 16,800 SH OTH 3 0 0 16,800
ALEXANDER & BALDWIN INC. COM 014482103 145.60 6,600 SH SOLE 3 3,300 0 3,300
ALEXANDERS INC. COM 014752109 7.30 100 SH SOLE 3 100 0 0
ALEXANDRIA REAL ESTATE COM 015271109 494.10 14,400 2 14,400
ALEXANDRIA REAL ESTATE COM 015271109 13,831.40 403,100 SH SOLE 3 321,100 0 79,900
ALEXION PHARMACEUTICALS INC. COM 015351109 586.30 8,200 SH SOLE 3 6,300 0 1,900
ALFA CORP COM 015385107 609.00 34,800 SH SOLE 3 30,500 0 4,300
ALKERMES INC. COM 01642T108 174.40 3,700 SH SOLE 3 3,700 0 0
ALLAIRE CORP COM 016714107 294.00 8,000 2 8,000
ALLAIRE CORP COM 016714107 4,099.46 111,550 2 111,550
ALLAIRE CORP COM 016714107 977.50 26,600 SH SOLE 3 23,500 0 3,100
ALLEGHENY ENERGY, INC. COM 017361106 985.50 36,000 SH OTH 3 0 0 0
ALLEGHENY ENERGY, INC. COM 017361106 27.40 1,000 SH SOLE 3 1,000 0 0
ALLEGHENY TECHNOLOGIES INC. COM 01741R102 480.00 26,667 SH SOLE 3 26,667 0 0
ALLEGHENY TECHNOLOGIES INC. COM 01741R102 0.20 10 SH OTH 3 0 0 0
ALLEGHENY TECHNOLOGIES INC. COM 01741R102 1,485.02 82,501 2 82,501
ALLEGIANCE TELECOM, INC. COM 01747T102 9,628.80 150,450 SH SOLE 3 146,650 0 2,000
ALLEGIANCE TELECOM, INC. COM 01747T102 726.40 11,350 SH OTH 3 1,350 0 10,000
ALLEGIANCE TELECOM, INC. COM 01747T102 1,217.60 19,025 2 19,025
ALLEGIANCE TELECOM, INC. COM 01747T102 2,405.76 37,590 2 37,590
ALLEN TELECOM INC. COM 018091108 69.00 3,900 SH SOLE 3 0 0 3,900
ALLERGAN INC. COM 018490102 145,237.80 1,949,500 SH SOLE 3 1,904,700 0 36,600
ALLERGAN INC. COM 018490102 12,151.70 163,110 SH OTH 3 45,800 0 8,300
ALLERGAN INC. COM 018490102 2,465.90 33,100 SH SHD 1 33,100 0 0
ALLERGAN INC. COM 018490102 636.98 8,550 2 8,550
ALLIANCE CAPITAL MANAGEMENT COM 01855A101 474.38 10,000 2 10,000
ALLIANCE PHARMACEUTICAL COM 018773101 91.10 8,100 SH SOLE 3 0 0 8,100
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 7,123.13 290,000 2 290,000
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 1,461.50 59,500 SH SOLE 3 54,600 0 4,900
ALLIANT ENERGY CORP COM 018802108 676.68 26,026 2 26,026
ALLIANT ENERGY CORP. COM 018802108 1,235.00 47,500 SH OTH 3 0 0 47,500
ALLIANT ENERGY CORP. COM 018802108 1,203.80 46,300 SH SOLE 3 29,900 0 16,400
ALLIANT TECHSYSTEMS INC. COM 018804104 20.20 300 SH SOLE 3 300 0 0
ALLIED CAPITAL CORP. COM 01903Q108 41,870.40 2,462,967 SH SOLE 3 1,870,937 0 590,530
ALLIED CAPITAL CORP. COM 01903Q108 618.80 36,400 SH OTH 3 0 0 36,400
ALLIED RISER COMMUNICATIONS COM 019496108 1,096.10 77,600 SH SOLE 3 71,200 0 6,400
ALLIED RISER COMMUNICATIONS COM 019496108 281.09 19,900 2 19,900
ALLIED RISER COMMUNICATIONS COM 019496108 76,152.18 5,391,305 2 5,391,305
ALLIED WASTE INDS INC. COM 019589308 944.00 94,400 2 94,400
ALLIED WASTE INDS INC. COM 019589308 1,173.50 117,350 2 117,350
ALLIED WASTE INDS INC. COM 019589308 17,825.50 1,782,545 SH SOLE 3 1,403,820 0 378,725
ALLIED WASTE INDS INC. COM 019589308 0.10 10 SH OTH 3 0 0 0
ALLMERICA FINANCIAL CORP. COM 019754100 340.40 6,500 SH SOLE 3 6,500 0 0
ALLSCRIPTS, INC. COM 019886100 170.20 7,400 SH SOLE 3 3,600 0 3,800
ALLSCRIPTS, INC. COM 019886100 315.10 13,700 2 13,700
ALLSCRIPTS, INC. COM 019886100 3,867.34 168,145 2 168,145
ALLSTATE CORP COM 020002101 3,224.56 144,924 2 144,924
ALLSTATE CORP CLL 020002101 9.38 10,000 CALL 2 10,000
ALLSTATE CORP COM 020002101 3,629.84 163,139 2 163,139
ALLSTATE CORP. COM 020002101 34,101.10 1,532,633 SH SOLE 3 1,366,333 0 166,300
ALLSTATE CORP. COM 020002101 10,673.50 479,706 SH OTH 3 99,196 0 0
ALLSTATE CORP. COM 020002101 989.50 44,472 SH SHD 1 44,472 0 0
ALLTEL CORP COM 020039103 522.32 8,433 2 8,433
ALLTEL CORP COM 020039103 383.95 6,199 2 6,199
ALLTEL CORP. COM 020039103 8,669.00 139,963 SH SOLE 3 133,913 0 5,550
ALLTEL CORP. COM 020039103 2,434.80 39,310 SH OTH 3 300 0 0
ALPHA INDS INC. COM 020753109 2,943.40 66,800 SH SOLE 3 66,800 0 0
ALPHA MICROSYSTEMS COM 020903100 49.69 10,000 2 10,000
ALPHARMA INC. COM 020813101 45,176.20 725,722 SH SOLE 3 696,022 0 21,500
ALPHARMA INC. COM 020813101 10,520.20 169,000 SH OTH 3 5,800 0 94,500
ALTEON WEBSYSTEMS COM 02145A109 4,252.70 42,500 SH SOLE 3 41,900 0 300
ALTEON WEBSYSTEMS INC. COM 02145A109 400.25 4,000 2 4,000
ALTERA CORP COM 021441100 6,349.48 62,288 2 62,288
ALTERA CORP COM 021441100 8,332.40 81,740 SH SOLE 3 77,640 0 2,200
ALTERA CORP COM 021441100 3,110.10 30,510 SH OTH 3 100 0 0
ALZA CORP CL A COM 022615108 5.90 100 SH SOLE 3 100 0 0
ALZA CORP CL A COM 022615108 0.60 10 SH OTH 3 0 0 0
AMAZON.COM INC. COM 023135106 17,593.40 484,500 SH SOLE 3 466,500 0 15,800
AMAZON.COM INC. COM 023135106 236.00 6,500 SH OTH 3 6,500 0 0
AMAZON.COM INC. COM 023135106 602.79 16,600 2 16,600
AMAZON.COM INC. COM 023135106 8,239.63 226,909 2 226,909
AMB PROPERTY CORP COM 00163T109 1,181.70 51,800 SH SOLE 3 42,700 0 9,100
AMB PROPERTY CORP COM 00163T109 57.00 2,500 SH OTH 3 0 0 0
AMBAC FINANCIAL GRP INC. COM 023139108 197,212.00 3,597,939 SH SOLE 3 2,508,719 0 1,077,420
AMBAC FINANCIAL GRP INC. COM 023139108 6,835.20 124,701 SH OTH 3 48,880 0 43,100
AMCOL INTERNATIONAL CORP COM 02341W103 1,234.20 74,800 SH SOLE 3 67,600 0 7,200
AMDOCS LIMITED COM G02602103 24,083.38 313,790 2 313,790
AMDOCS LIMITED COM G02602103 114,002.76 1,485,378 2 1,485,378
AMDOCS LIMITED COM G02602103 12,762.91 166,292 SH SOLE 4 166,292
AMDOCS LTD COM G02602103 18,893.90 246,175 SH SOLE 3 242,275 0 3,900
AMDOCS LTD COM G02602103 138.20 1,800 SH OTH 3 1,800 0 0
AMER GREETINGS CORP CL A COM 026375105 6,511.30 342,700 2 342,700
AMER GREETINGS CORP CL A COM 026375105 882.55 46,450 2 46,450
AMER GREETINGS CORP CL A COM 026375105 359.10 18,900 SH SOLE 3 12,400 0 6,500
AMER GREETINGS CORP CL A COM 026375105 340.30 17,910 SH OTH 3 0 0 17,900
AMER HOME PROD CORP COM 026609107 5,826.83 99,180 2 99,180
AMER HOME PROD CORP COM 026609107 10,074.22 171,476 2 171,476
AMER INTL GRP INC. COM 026874107 631,583.30 5,375,177 SH SOLE 3 4,908,311 0 458,721
AMER INTL GRP INC. COM 026874107 64,355.20 547,704 SH OTH 3 84,774 0 15,707
AMER INTL GRP INC. COM 026874107 5,656.10 48,137 SH SHD 1 48,137 0 0
AMER INTL GRP INC. CMN COM 026874107 19,312.30 164,360 SH SOLE 4 164,360
AMER INTL GRP INC. COM 026874107 292,270.68 2,487,410 2 2,487,410
AMER INTL GRP INC. COM 026874107 389,921.40 3,318,480 2 3,318,480
AMERADA HESS CORP. COM 023551104 12,205.90 197,666 SH SOLE 3 176,966 0 20,700
AMERADA HESS CORP. COM 023551104 5,138.20 83,210 SH OTH 3 3,600 0 9,600
AMEREN CORP. COM 023608102 3,179.20 94,200 SH SOLE 3 94,200 0 0
AMEREN CORP. COM 023608102 1,060.10 31,410 SH OTH 3 1,600 0 29,800
AMERICA ON-LINE INC.CV NTS4%11/15/02MN CNV 02364JAB0 404.03 50,000 SH SOLE 4 50,000
AMERICA ONLINE INC. CV SB 0%12/6/19USD CNV 02364JAC8 3,456.50 6,870,000 SH SOLE 4 6,870,000
AMERICA ONLINE INC. DEL CMN COM 02364J104 76,874.38 1,459,063 SH SOLE 4 1,459,063
AMERICA ONLINE INC. COM 02364J104 371,085.60 7,043,068 SH SOLE 3 6,789,468 0 188,200
AMERICA ONLINE INC. COM 02364J104 39,731.90 753,310 SH OTH 3 75,400 0 0
AMERICA ONLINE INC. COM 02364J104 3,166.50 60,100 SH SHD 1 60,100 0 0
AMERICA ON-LINE INC. CV NTS CNV 02364JAB0 6,581.64 815,000 2 815,000
AMERICA ON-LINE INC. CV NTS CNV 02364JAB0 565.29 70,000 2 70,000
AMERICA ONLINE INC. CV SUB CNV 02364JAC8 11,643.43 23,142,000 2 23,142,000
AMERICA ONLINE INC. CV SUB CNV 02364JAC8 11,045.21 21,953,000 2 21,953,000
AMERICA ONLINE INC. DEL COM 02364J104 113,775.86 2,159,447 2 2,159,447
AMERICA ONLINE INC. DEL COM 02364J104 193,110.59 3,665,207 2 3,665,207
AMERICA ONLINE INC. DEL CLL 02364J104 69.38 15,000 CALL 2 15,000
AMERICA ONLINE INC. DEL CLL 02364J104 108.75 20,000 CALL 2 20,000
AMERICA ONLINE INC. DEL CLL 02364J104 115.00 20,000 CALL 2 20,000
AMERICA ONLINE INC. DEL CLL 02364J104 126.25 10,000 CALL 2 10,000
AMERICA ONLINE INC. DEL CLL 02364J104 147.69 17,000 CALL 2 17,000
AMERICA WEST COM 023657208 6,012.60 351,100 SH SOLE 3 339,000 0 12,100
AMERICA WEST COM 023657208 1,037.80 60,600 SH OTH 3 0 0 0
AMERICA WEST HOLDINGS CORP COM 023657208 405.78 23,695 2 23,695
AMERICAN CLIC VOYAGER CO COM 024928103 113.40 5,500 SH SOLE 3 0 0 5,500
AMERICAN COIN MERCHANDISING COM 02516B108 741.50 296,600 SH SOLE 3 151,500 0 145,100
AMERICAN EAGLE OUTFITTERS INC. (NEW) COM 02553E106 126.00 9,000 SH SOLE 3 900 0 8,100
AMERICAN ECOLOGY CORP COM 025533100 164.24 50,536 2 50,536
AMERICAN ELECTRIC POWER INC. COM 025537101 26.10 880 SH SOLE 3 880 0 0
AMERICAN ELECTRIC POWER INC. COM 025537101 0.30 10 SH OTH 3 0 0 0
AMERICAN EXPRESS CO. COM 025816109 68,846.39 1,320,794 2 1,320,794
AMERICAN EXPRESS CO. COM 025816109 47,759.90 916,257 2 916,257
AMERICAN EXPRESS CO. COM 025816109 73,414.30 1,408,427 SH SOLE 3 1,401,727 0 6,700
AMERICAN EXPRESS CO. COM 025816109 18,025.30 345,810 SH OTH 3 4,200 0 0
AMERICAN EXPRESS CO. COM 025816109 1,110.30 21,300 SH SHD 1 21,300 0 0
AMERICAN EXPRESS CO. COM 025816109 55,583.49 1,066,350 SH SOLE 4 1,066,350
AMERICAN FINANCIAL GRP COM 025932104 409.40 16,500 SH OTH 3 0 0 16,500
AMERICAN FINANCIAL GRP COM 025932104 19.90 800 SH SOLE 3 800 0 0
AMERICAN FREIGHTWAYS CORP COM 02629V108 1,972.00 136,000 SH SOLE 3 131,000 0 5,000
AMERICAN GENERAL CORP COM 026351106 347.76 5,701 2 5,701
AMERICAN GENERAL CORP COM 026351106 387.78 6,357 2 6,357
AMERICAN GENERAL CORP COM 026351106 34,302.30 562,332 SH SOLE 3 547,932 0 14,400
AMERICAN GENERAL CORP COM 026351106 6,863.10 112,510 SH OTH 3 9,400 0 0
AMERICAN GENERAL CORP COM 026351106 573.40 9,400 SH SHD 1 9,400 0 0
AMERICAN HOME PRODS CORP COM 026609107 125,845.10 2,142,044 SH SOLE 3 1,493,104 0 643,580
AMERICAN HOME PRODS CORP COM 026609107 20,387.40 347,020 SH OTH 3 38,750 0 21,900
AMERICAN HOME PRODS CORP COM 026609107 246.80 4,200 SH SHD 1 4,200 0 0
AMERICAN INTL PETE CORP NEW COM 026909408 11.25 20,000 2 20,000
AMERICAN ITALIAN PASTA CO COM 027070101 517.19 25,000 2 25,000
AMERICAN MANAGEMENT SYSTEM INC. COM 027352103 26,217.00 798,613 SH SOLE 3 691,613 0 107,000
AMERICAN MANAGEMENT SYSTEM INC. COM 027352103 5,352.26 163,039 2 163,039
AMERICAN NATIONAL CAN GRP COM 027714104 2,872.10 170,200 SH SOLE 3 166,200 0 0
AMERICAN NATL INS CO COM 028591105 413.10 8,100 SH SOLE 3 5,600 0 2,500
AMERICAN NATL INS CO COM 028591105 51.00 1,000 SH OTH 3 1,000 0 0
AMERICAN POWER CVERSION CORP COM 029066107 465.26 11,400 2 11,400
AMERICAN POWER CVERSION CORP COM 029066107 763.19 18,700 2 18,700
AMERICAN POWER CVERSION CORP COM 029066107 23,846.70 584,300 SH SOLE 3 572,700 0 9,300
AMERICAN POWER CVERSION CORP COM 029066107 1,588.00 38,910 SH OTH 3 1,800 0 0
AMERICAN RETIREMENT CORP COM 028913101 556.25 100,000 2 100,000
AMERICAN RETIREMENT CORP. COM 028913101 4,443.90 798,900 SH SOLE 3 649,700 0 149,200
AMERICAN SHARED HOSP SVCS COM 029595105 31.63 11,000 2 11,000
AMERICAN STANDARD COS INC. COM 029712106 17,092.60 416,892 SH SOLE 3 404,692 0 12,200
AMERICAN STANDARD COS INC. COM 029712106 3,489.10 85,100 SH OTH 3 2,100 0 50,600
AMERICAN STANDARD COS COM 029712106 5,785.10 141,100 2 141,100
AMERICAN STANDARD COS COM 029712106 6,540.12 159,515 2 159,515
AMERICAN STATES WATER CO. COM 029899101 38.70 1,300 SH SOLE 3 1,300 0 0
AMERICAN SUPERCONDUCTOR CORP COM 030111108 617.60 12,800 SH SOLE 3 9,600 0 3,200
AMERICAN TECHNOLOGY CORP (DEL) COM 030145205 49.50 11,000 2 11,000
AMERICAN TOWER CORP -CL A COM 029912201 48,766.30 1,169,806 SH SOLE 3 1,120,206 0 0
AMERICAN TOWER CORP -CL A COM 029912201 312.70 7,500 SH OTH 3 0 0 7,500
AMERICAN TOWER CORP -CL A COM 029912201 191.80 4,600 SH SHD 1 4,600 0 0
AMERICAN TOWER SYSTEMS CL-A COM 029912201 316.83 7,600 2 7,600
AMERICAN TOWER SYSTEMS CL-A COM 029912201 14,971.36 359,133 2 359,133
AMERICAN WATER WORKS CO. COM 030411102 1,060.00 42,400 SH SOLE 3 42,400 0 0
AMERICAN WATER WORKS CO. COM 030411102 475.00 19,000 SH OTH 3 0 0 19,000
AMERICAN XTAL TECHNOLOGY, INC. COM 030514103 112.50 2,600 SH SOLE 3 0 0 2,600
AMERICREDIT CORP COM 03060R101 170.00 10,000 2 10,000
AMERICREDIT CORP COM 03060R101 2,556.80 150,400 SH SOLE 3 137,400 0 13,000
AMERIGAS PTNRS L.P. COM 030975106 398.25 23,600 2 23,600
AMERIGAS PTNRS L.P. COM 030975106 1,238.63 73,400 2 73,400
AMERIPATH INC. COM 03071D109 709.10 79,900 SH SOLE 3 69,400 0 10,500
AMERISOURCE HEALTH COM 03071P102 3,000.80 96,800 SH SOLE 3 87,800 0 9,000
AMERITRADE HOLDING CORP CL-A COM 03072H109 632.40 54,400 SH SOLE 3 54,000 0 200
AMERN TELESOURCE INTL INC. COM 03018P108 315.03 49,906 2 49,906
AMERON INTERNATIONAL CORP COM 030710107 321.75 9,000 2 9,000
AMERUS LIFE HOLDINGS, INC. COM 030732101 121.70 5,900 SH SOLE 3 2,000 0 3,900
AMETEK INC. COM 031100100 539.00 30,800 SH SOLE 3 30,800 0 0
AMF BOWLING, INC. COM 03113V109 4.30 22,800 SH SOLE 3 22,800 0 0
AMF BOWLING, INC. COM 03113V109 4.88 26,000 2 26,000
AMF BOWLING, INC. COM 03113V109 2,911.71 15,529,113 2 15,529,113
AMFM INC. COM 001693100 167,951.30 2,434,077 SH SOLE 3 1,745,627 0 469,750
AMFM INC. COM 001693100 1,601.90 23,216 SH OTH 3 13,840 0 5,500
AMFM INC. COM 001693100 4,192.72 60,764 2 60,764
AMFM INC. COM 001693100 38,486.96 557,782 2 557,782
AMGEN INC. COM 031162100 274,776.30 3,911,406 SH SOLE 3 3,503,606 0 392,500
AMGEN INC. COM 031162100 24,693.60 351,510 SH OTH 3 58,900 0 0
AMGEN INC. COM 031162100 2,290.20 32,600 SH SHD 1 32,600 0 0
AMGEN INC. CMN COM 031162100 2,413.09 34,350 SH SOLE 4 34,350
AMGEN INC. COM 031162100 13,791.34 196,318 2 196,318
AMGEN INC. COM 031162100 39,351.45 560,163 2 560,163
AMKOR TECHNOLOGIES INC. COM 031652100 18,860.40 534,100 SH SOLE 3 532,700 0 1,400
AMKOR TECHNOLOGIES INC. COM 031652100 2,295.31 65,000 2 65,000
AMLI RESIDENTIAL PPTYS TR COM 001735109 626.80 26,600 SH SOLE 3 14,600 0 12,000
AMPAL AMER ISRAEL CORP COM 032015109 781.50 52,100 SH SOLE 3 52,100 0 0
AMPHENOL CORP. COM 032095101 25,290.20 382,100 SH SOLE 3 372,400 0 5,900
AMPHENOL CORP. COM 032095101 959.70 14,500 SH OTH 3 900 0 12,700
AMPLICON INC. COM 032101107 4,541.90 478,100 SH SOLE 3 296,700 0 181,400
AMR CORP (DEL) COM 001765106 4,896.01 185,192 2 185,192
AMR CORP (DEL) COM 001765106 6,677.30 252,571 SH SOLE 3 234,671 0 17,900
AMR CORP (DEL) COM 001765106 822.50 31,110 SH OTH 3 7,100 0 0
AMR CORP (DEL) COM 001765106 92.50 3,500 SH SHD 1 3,500 0 0
AMRESCO CAPITAL TR COM 031919103 246.54 24,350 2 24,350
AMRESCO INC. COM 031909104 11.70 20,804 2 20,804
AMSOUTH BANCORP COM 032165102 749.75 47,603 2 47,603
AMSOUTH BANCORP COM 032165102 1,915.58 121,624 2 121,624
AMSOUTH BANCORP. COM 032165102 8.00 510 SH OTH 3 500 0 0
AMSOUTH BANCORP. COM 032165102 4.70 300 SH SOLE 3 300 0 0
AMTRAN INC. COM 03234G106 42.30 3,400 SH SOLE 3 3,400 0 0
AMYLIN PHARMACEUTICALS INC. COM 032346108 481.40 31,700 SH SOLE 3 23,900 0 7,800
ANADARKO PETROLEUM CORP COM 032511107 9,757.32 197,867 2 197,867
ANADARKO PETROLEUM CORP COM 032511107 5,049.16 102,391 2 102,391
ANADARKO PETROLEUM CORP COM 032511107 6,435.30 130,500 SH SOLE 3 130,500 0 0
ANADARKO PETROLEUM CORP COM 032511107 0.50 10 SH OTH 3 0 0 0
ANADIGICS INC. COM 032515108 5,484.10 161,000 SH SOLE 3 156,250 0 4,750
ANADIGICS INC. COM 032515108 47.20 1,385 SH OTH 3 1,385 0 0
ANADIGICS INC. COM 032515108 1,038.91 30,500 2 30,500
ANALOG DEVICES INC. COM 032654105 136,600.70 1,797,378 SH SOLE 3 1,735,178 0 17,200
ANALOG DEVICES INC. COM 032654105 10,663.60 140,310 SH OTH 3 17,100 0 7,000
ANALOG DEVICES INC. COM 032654105 1,390.80 18,300 SH SHD 1 18,300 0 0
ANALOG DEVICES INC. COM 032654105 805.60 10,600 SH SOLE 4 10,600
ANALOG DEVICES INC. COM 032654105 1,052.30 13,846 2 13,846
ANALOG DEVICES INC. COM 032654105 3,405.18 44,805 2 44,805
ANALYSTS INTL CORP COM 032681108 250.50 26,900 SH SOLE 3 24,400 0 2,500
ANAREN MICROWAVE INC. COM 032744104 1,574.80 12,000 SH SOLE 3 10,300 0 1,700
ANCHOR BANCORP WISC.INC. COM 032839102 1.50 100 SH SOLE 3 100 0 0
ANCOR COMMUNICATIONS INC. COM 03332K108 1,273.30 35,600 SH SOLE 3 31,100 0 4,500
ANDOVER BANCORP INC. (DEL) COM 034258103 167.10 5,800 SH SOLE 3 1,900 0 3,900
ANDREA ELECTRONICS CORP COM 034393108 228.00 32,000 2 32,000
ANDREW CORP COM 034425108 957.44 28,527 2 28,527
ANDREW CORP COM 034425108 37,427.00 1,115,144 SH SOLE 3 1,115,144 0 0
ANDREW CORP COM 034425108 0.30 10 SH OTH 3 0 0 0
ANDRX CORP COM 034551101 2,825.30 44,200 SH SOLE 3 41,100 0 1,300
ANDRX CORP COM 034551101 875.70 13,700 SH OTH 3 1,300 0 12,400
ANHEUSER BUSCH COS INC. COM 035229103 26,531.60 355,235 SH SOLE 3 332,535 0 21,300
ANHEUSER BUSCH COS INC. COM 035229103 3,324.30 44,510 SH OTH 3 400 0 0
ANHEUSER BUSCH COS INC. COM 035229103 18,362.67 245,860 2 245,860
ANHEUSER BUSCH COS INC. COM 035229103 4,669.16 62,516 2 62,516
ANICOM INC. COM 035250109 0.80 200 SH SOLE 3 200 0 0
ANIXTER INTERNATIONAL INC. COM 035290105 2,742.80 103,500 SH SOLE 3 97,500 0 6,000
ANNTAYLOR STORES CORP. COM 036115103 2,412.10 72,819 SH SOLE 3 68,719 0 4,100
ANSWERTHINK INC. COM 036916104 535.30 32,200 SH SOLE 3 24,400 0 7,800
ANTEC CORP. COM 03664P105 507.06 12,200 2 12,200
ANTEC CORP. COM 03664P105 4.20 100 SH SOLE 3 100 0 0
AO TATNEFT ADR COM 03737P306 2,582.30 261,500 SH OTH 3 0 0 0
AO TATNEFT ADR COM 03737P306 420.70 42,600 SH SOLE 3 42,600 0 0
AON CORP COM 037389103 223.74 7,203 2 7,203
AON CORP. COM 037389103 228.20 7,345 SH SOLE 3 7,345 0 0
AON CORP. COM 037389103 6.50 210 SH OTH 3 200 0 0
APAC CUSTOMER SVCS INC. COM 00185E106 1,194.75 108,000 2 108,000
APACHE CORP. COM 037411105 576.36 9,800 2 9,800
APACHE CORP. COM 037411105 1,166.84 19,840 2 19,840
APACHE CORP. COM 037411105 43,491.80 739,500 SH SOLE 3 723,700 0 13,400
APACHE CORP. COM 037411105 11,945.40 203,110 SH OTH 3 26,200 0 32,800
APACHE CORP. COM 037411105 588.10 10,000 SH SHD 1 10,000 0 0
APARTMENT INVT & MGMT CO CL-A COM 03748R101 9,385.20 217,000 SH SOLE 3 186,600 0 30,400
APARTMENT INVT & MGMT CO CL-A COM 03748R101 480.10 11,100 SH OTH 3 0 0 0
APEX INC. COM 037548104 1,662.50 38,000 SH SOLE 3 33,900 0 4,100
APEX SILVER MINES LIMITED COM G04074103 99.38 10,000 2 10,000
APOGEE ENTERPRISES INC. COM 037598109 90.05 25,500 2 25,500
APOLLO GRP COM 037604105 2.80 100 SH SOLE 3 100 0 0
APPLE COMPUTER INC. COM 037833100 172,142.50 3,286,730 SH SOLE 3 3,078,970 0 64,000
APPLE COMPUTER INC. COM 037833100 13,927.00 265,910 SH OTH 3 38,100 0 33,800
APPLE COMPUTER INC. COM 037833100 1,791.20 34,200 SH SHD 1 34,200 0 0
APPLE COMPUTER INC. COM 037833100 1,581.73 30,200 SH SOLE 4 30,200
APPLE COMPUTER INC. COM 037833100 11,117.22 212,262 2 212,262
APPLE COMPUTER INC. COM 037833100 13,646.15 260,547 2 260,547
APPLICA INC. COM 03815A106 35.10 3,100 SH SOLE 3 0 0 3,100
APPLIED ANALYTICAL INDS COM 037939105 21,864.46 2,279,032 2 2,279,032
APPLIED ANALYTICAL INDS INC. COM 037939105 5,492.90 572,549 SH SOLE 3 572,549 0 0
APPLIED INDUSTRIAL TECH COM 03820C105 473.20 28,900 SH SOLE 3 21,100 0 7,800
APPLIED MATERIALS INC. COM 038222105 155,449.10 1,715,300 SH SOLE 3 1,631,500 0 45,800
APPLIED MATERIALS INC. COM 038222105 22,424.20 247,440 SH OTH 3 25,730 0 0
APPLIED MATERIALS INC. COM 038222105 1,812.50 20,000 SH SHD 1 20,000 0 0
APPLIED MATERIALS INC. COM 038222105 11,175.06 123,311 2 123,311
APPLIED MATERIALS INC. COM 038222105 9,275.02 102,345 2 102,345
APPLIED MICRO CIRCUITS CORP COM 03822W109 3,334.59 33,768 2 33,768
APPLIED MICRO CIRCUITS CORP COM 03822W109 6,603.02 66,866 2 66,866
APPLIED MICRO CIRCUITS CORP COM 03822W109 74,726.70 756,726 SH SOLE 3 743,126 0 8,300
APPLIED MICRO CIRCUITS CORP COM 03822W109 3,831.50 38,800 SH OTH 3 600 0 20,500
APPLIED MICRO CIRCUITS CORP COM 03822W109 227.10 2,300 SH SHD 1 2,300 0 0
APPLIED POWER INC. CL-A (COM) COM 038225108 2,043.50 61,000 SH SOLE 3 53,700 0 7,300
APPLIED SCIENCE & TECHNOLOGY COM 038236105 271.69 10,500 2 10,500
APPLIED THEORY COM 03828R104 22.50 1,500 SH SOLE 3 100 0 1,400
APPNET INC. COM 03831Q101 1,288.80 35,800 SH SOLE 3 31,200 0 4,600
APRIA HEALTHCARE GRP COM 037933108 2,179.30 177,900 SH SOLE 3 165,600 0 12,300
APRIA HEALTHCARE GRP COM 037933108 814.60 66,500 SH OTH 3 0 0 66,500
APTARGRP INC. COM 038336103 1,603.80 59,400 SH SOLE 3 56,500 0 2,900
APTARGRP INC. COM 038336103 496.80 18,400 SH OTH 3 0 0 18,400
APTARGRP INC. COM 038336103 213.30 7,900 2 7,900
ARACRUZ CELULOSE S.A. (NEW) COM 038496204 555.23 28,750 2 28,750
ARADIGM CORP COM 038505103 175.00 10,000 2 10,000
ARCH CAPITAL GRP LTD (COM) COM 03937L105 1.50 100 SH SOLE 3 100 0 0
ARCH CHEMICALS INC. COM 03937R102 2,417.20 110,500 SH SOLE 3 103,200 0 7,300
ARCH COAL INC. COM 039380100 86.10 11,200 SH SOLE 3 4,400 0 6,800
ARCHER DANIELS MIDLAND CO COM 039483102 596.28 60,767 2 60,767
ARCHER DANIELS MIDLAND CO COM 039483102 13,273.30 1,352,694 SH SOLE 3 1,334,994 0 17,700
ARCHER DANIELS MIDLAND CO COM 039483102 1,061.80 108,205 SH OTH 3 0 0 0
ARCHITEL SYS CORP COM 039917109 830.81 31,500 2 31,500
ARCHSTONE COMMUNITIES TR COM 039581103 738.62 35,068 2 35,068
ARCHSTONE COMMUNITIES TR COM 039581103 585.81 27,813 2 27,813
ARCHSTONE COMMUNITIES TR COM 039581103 4,911.80 233,200 SH SOLE 3 198,800 0 34,400
ARCHSTONE COMMUNITIES TR COM 039581103 235.90 11,200 SH OTH 3 0 0 0
ARCTIC CAT INC. COM 039670104 269.60 22,700 SH SOLE 3 15,000 0 7,700
ARDEN REALTY GRP INC. COM 039793104 256.10 10,900 SH SOLE 3 10,900 0 0
ARDEN REALTY GRP INC. COM 039793104 2,192.55 93,300 2 93,300
AREMISSOFT CORP. COM 040026106 18.70 600 SH SOLE 3 600 0 0
ARGONAUT GRP INC. COM 040157109 1,507.00 88,000 SH SOLE 3 88,000 0 0
ARGOSY GAMING CO COM 040228108 359.38 25,000 2 25,000
ARGOSY GAMING CO COM 040228108 17,652.50 1,228,000 SH SOLE 3 1,153,200 0 74,800
ARGUSS COMMUNICATIONS INC. COM 040282105 4,450.99 235,814 2 235,814
ARIAD PHARMACEUTICALS INC. COM 04033A100 71.90 5,400 SH SOLE 3 0 0 5,400
ARIAD PHARMACEUTICALS INC. COM 04033A100 165.08 12,400 2 12,400
ARIAD PHARMACEUTICALS INC. COM 04033A100 430.49 32,337 2 32,337
ARIBA INC. COM 04033V104 1,166.76 11,900 SH SOLE 4 11,900
ARIBA INC. COM 04033V104 352.97 3,600 2 3,600
ARIBA INC. COM 04033V104 14,779.59 150,740 2 150,740
ARIBA INC. COM 04033V104 54,274.80 553,560 SH SOLE 3 506,560 0 1,900
ARM HOLDINGS COM 042068106 17,840.90 542,690 SH SOLE 3 434,190 0 0
ARMOR HOLDINGS INC. COM 042260109 838.50 64,500 2 64,500
ARMSTRONG HLDGS INC. COM 042384107 382.81 25,000 2 25,000
ARMSTRONG HOLDINGS INC. COM 042384107 0.20 10 SH OTH 3 0 0 0
ARNOLD INDS INC. COM 042595108 13,540.20 1,122,507 SH SOLE 3 1,103,007 0 19,500
ARROW ELECTRONICS INC. COM 042735100 5,955.10 192,100 SH SOLE 3 170,200 0 21,900
ARROW ELECTRONICS INC. COM 042735100 4,535.30 146,300 SH OTH 3 0 0 109,200
ARROW ELECTRONICS INC. COM 042735100 379.75 12,250 2 12,250
ARROW INTL INC. COM 042764100 73.70 2,200 SH SOLE 3 2,200 0 0
ART TECHNOLOGY GRP COM 04289L107 34,376.30 340,570 SH SOLE 3 283,970 0 500
ARTECH SYSTEMS INS COM 042902205 0.00 17,854 SH OTH 3 0 0 0
ARTESYN TECHNOLOGIES INC. COM 043127109 194.70 7,000 SH SOLE 3 1,200 0 5,800
ARTHROCARE CORP COM 043136100 628.40 11,800 SH SOLE 3 11,800 0 0
ARTHUR J GALLAGHER & CO COM 363576109 336.00 8,000 2 8,000
ARTHUR J GALLAGHER & CO COM 363576109 3,037.00 72,310 SH SOLE 3 72,310 0 0
ARTISAN COMPONENTS INC. COM 042923102 1,305.00 120,000 2 120,000
ARVIN INDS INC. COM 043339100 304.10 17,500 SH SOLE 3 0 0 17,500
ASHFORD.COM COM 044093102 188.36 65,515 2 65,515
ASHFORD.COM INC. COM 044093102 10.30 3,600 SH SOLE 3 3,600 0 0
ASHLAND INC. COM 044204105 42.10 1,200 SH SOLE 3 1,200 0 0
ASHLAND INC. COM 044204105 0.40 10 SH OTH 3 0 0 0
ASI SOLUTIONS INC. COM 00206F108 711.08 84,905 2 84,905
ASIACONTENT.COM LTD COM G05354108 180.71 47,400 2 47,400
ASIACONTENT.COM LTD COM G05354108 240.32 63,035 2 63,035
ASIAINFO HOLDINGS INC. COM 04518A104 983.10 22,000 SH SOLE 3 22,000 0 0
ASIAINFO HOLDINGS INC. COM 04518A104 272.60 6,100 SH OTH 3 0 0 2,800
ASK JEEVES INC. COM 045174109 1,503.76 83,253 2 83,253
ASK JEEVES INC. COM 045174109 1,338.70 74,115 SH SOLE 3 71,115 0 3,000
ASM LITHOGRAPHY HOLDING NV ADR COM N07059111 7,098.61 160,875 2 160,875
ASM LITHOGRAPHY HOLDING NV ADR COM N07059111 11,065.45 250,775 2 250,775
ASPECT COMMUNICATIONS CORP COM 04523Q102 4,914.10 125,000 SH SOLE 3 125,000 0 0
ASPECT COMMUNICATIONS CORP COM 04523Q102 2,048.20 52,100 SH OTH 3 0 0 27,200
ASPEN TECHNOLOGY INC. COM 045327103 8,208.20 213,200 SH SOLE 3 209,700 0 3,500
ASPEN TECHNOLOGY INC. COM 045327103 11,104.59 288,431 2 288,431
ASSOCIATED BANC CORP COM 045487105 469.40 21,520 SH SOLE 3 13,270 0 8,250
ASSOCIATED BANC CORP COM 045487105 379.10 17,380 SH OTH 3 0 0 17,380
ASSOCIATES FIRST CAPITAL COM 046008108 22,469.89 1,007,054 2 1,007,054
ASSOCIATES FIRST CAPITAL CLL 046008108 81.25 100,000 CALL 2 100,000
ASSOCIATES FIRST CAPITAL CLL 046008108 259.38 100,000 CALL 2 100,000
ASSOCIATES FIRST CAPITAL CLL 046008108 381.25 100,000 CALL 2 100,000
ASSOCIATES FIRST CAPITAL COM 046008108 28,947.75 1,297,378 2 1,297,378
ASSOCIATES FIRST CAPITAL CLL 046008108 10.16 12,500 CALL 2 12,500
ASSOCIATES FIRST CAPITAL CLL 046008108 24.44 11,500 CALL 2 11,500
ASSOCIATES FIRST CAPITAL CLL 046008108 108.30 15,200 CALL 2 15,200
ASSOCIATES FIRST CAPITAL COM 046008108 5,023.30 225,132 SH SOLE 3 225,132 0 0
ASSOCIATES FIRST CAPITAL COM 046008108 1,492.90 66,910 SH OTH 3 500 0 0
ASSOCIATES FIRST CAPITAL COM 046008108 290.06 13,000 SH SOLE 4 13,000
ASTEC INDS INC. COM 046224101 444.10 17,500 SH SOLE 3 17,500 0 0
ASTORIA FINANCIAL CORP COM 046265104 4,349.20 168,900 SH SOLE 3 155,000 0 13,900
ASTORIA FINANCIAL CORP COM 046265104 1,810.20 70,300 SH OTH 3 0 0 70,300
ASYST TECHNOLOGIES INC. COM 04648X107 1,870.00 54,600 SH SOLE 3 49,600 0 5,000
AT HOME CORP SER-A COM 045919107 2,110.94 101,732 2 101,732
AT HOME CORP SER-A COM 045919107 24,780.67 1,194,249 2 1,194,249
AT HOME CORP SER-A COM 045919107 549.88 26,500 SH SOLE 4 26,500
AT HOME CORP. COM 045919107 10,550.90 508,477 SH SOLE 3 504,877 0 2,801
AT HOME CORP. COM 045919107 27.00 1,300 SH OTH 3 1,300 0 0
AT&T CANADA INC. COM 00207Q202 5,168.80 155,744 SH SOLE 3 155,744 0 0
AT&T CORP COM 001957109 34,308.03 1,084,839 2 1,084,839
AT&T CORP COM 001957109 59,969.35 1,896,264 2 1,896,264
AT&T CORP CLL 001957109 46.88 25,000 CALL 2 25,000
AT&T CORP CLL 001957109 173.06 35,500 CALL 2 35,500
AT&T CORP COM 001957109 164,584.90 5,204,267 SH SOLE 3 4,926,376 0 273,247
AT&T CORP COM 001957109 37,322.70 1,180,164 SH OTH 3 149,254 0 0
AT&T CORP COM 001957109 3,597.30 113,750 SH SHD 1 113,750 0 0
AT&T CORP COM 001957109 6,374.65 201,570 SH SOLE 4 201,570
AT&T CORP LIBERTY MEDIA GRP CL A COM 001957208 665,583.30 27,446,732 SH SOLE 3 16,686,592 0 10,066,320
AT&T CORP LIBERTY MEDIA GRP CL A COM 001957208 8,382.00 345,650 SH OTH 3 213,860 0 87,200
AT&T CORP LIBERTY MEDIA GRP CL A COM 001957208 54,303.73 2,239,329 2 2,239,329
AT&T CORP LIBERTY MEDIA GRP CL A COM 001957208 90,109.41 3,715,852 2 3,715,852
AT&T CORP LIBERTY MEDIA GRP COM 001957307 438.75 13,500 2 13,500
AT&T WIRELESS GRP COM 001957406 14,364.27 515,310 SH SOLE 4 515,310
AT&T WIRELESS GRP COM 001957406 63,488.43 2,277,612 2 2,277,612
AT&T WIRELESS GRP COM 001957406 90,249.10 3,237,636 2 3,237,636
ATLAS AIR INC. COM 049164106 17,959.00 500,600 SH SOLE 3 500,600 0 0
ATLAS AIR INC. COM 049164106 322.88 9,000 2 9,000
ATLAS AIR INC. COM 049164106 1,359.95 37,908 2 37,908
ATMEL CORP. COM 049513104 3,635.88 98,600 2 98,600
ATMEL CORP. COM 049513104 12,392.60 336,071 SH SOLE 3 293,771 0 40,300
ATMEL CORP. COM 049513104 4,303.30 116,700 SH OTH 3 1,900 0 114,800
ATMI INC. COM 00207R101 441.80 9,500 SH SOLE 3 5,600 0 3,900
ATMI INC. COM 00207R101 942.46 20,268 2 20,268
ATWOOD OCEANICS INC. COM 050095108 1,854.90 41,800 SH SOLE 3 41,800 0 0
AUDIOVOX CORP. CL A COM 050757103 1,557.60 70,600 SH SOLE 3 65,500 0 5,100
AURORA BIOSCIENCES CORP COM 051920106 1,241.00 18,200 SH SOLE 3 15,400 0 2,800
AUSPEX SYSTEMS, INC. COM 052116100 2.00 400 SH SOLE 3 400 0 0
AUTODESK INC. COM 052769106 281.00 8,100 SH SOLE 3 8,100 0 0
AUTODESK INC. COM 052769106 0.30 10 SH OTH 3 0 0 0
AUTODESK INC. COM 052769106 4,387.97 126,500 2 126,500
AUTODESK INC. COM 052769106 2,324.06 67,000 2 67,000
AUTOMATIC DATA PROCESSING INC. COM 053015103 63,136.50 1,178,745 SH SOLE 3 1,160,245 0 15,400
AUTOMATIC DATA PROCESSING INC. COM 053015103 8,806.20 164,410 SH OTH 3 8,800 0 0
AUTOMATIC DATA PROCESSING INC. COM 053015103 808.80 15,100 SH SHD 1 15,100 0 0
AUTOMATIC DATA PROCESSING INC. COM 053015103 55,750.53 1,040,850 SH SOLE 4 1,040,850
AUTOMATIC DATA PROCESSING INC. COM 053015103 163,851.76 3,059,076 2 3,059,076
AUTOMATIC DATA PROCESSING INC. COM 053015103 213,036.27 3,977,340 2 3,977,340
AUTONATION INC. COM 05329W102 3,211.70 454,754 2 454,754
AUTONATION INC. COM 05329W102 755.30 106,952 SH SOLE 3 106,952 0 0
AUTOZONE, INC. COM 053332102 1,388.20 63,100 SH SOLE 3 63,100 0 0
AUTOZONE, INC. COM 053332102 0.20 10 SH OTH 3 0 0 0
AUTOZONE, INC. COM 053332102 580.80 26,400 2 26,400
AVALONBAY COMMUNITIES INC. COM 053484101 366.48 8,778 2 8,778
AVALONBAY COMMUNITIES INC. COM 053484101 13,463.20 322,473 SH SOLE 3 288,650 0 33,023
AVALONBAY COMMUNITIES INC. COM 053484101 471.80 11,300 SH OTH 3 0 0 0
AVANEX CORP COM 05348W109 879.84 9,213 2 9,213
AVANT CORP COM 053487104 677.72 36,175 2 36,175
AVANT CORP. COM 053487104 3,728.10 199,000 SH SOLE 3 182,400 0 14,100
AVENTIS SPONS ADR COM 053561106 2,448.98 33,750 2 33,750
AVENTIS SPONS ADR COM 053561106 1,177.76 16,231 2 16,231
AVERY DENNISON CORP COM 053611109 287.56 4,284 2 4,284
AVERY DENNISON CORP COM 053611109 733.34 10,925 2 10,925
AVERY DENNISON CORP. COM 053611109 12,834.30 191,200 SH SOLE 3 191,200 0 0
AVERY DENNISON CORP. COM 053611109 1,436.50 21,400 SH SHD 1 21,400 0 0
AVERY DENNISON CORP. COM 053611109 101.40 1,510 SH OTH 3 1,500 0 0
AVIALL INC. COM 05366B102 98.75 20,000 2 20,000
AVID TECHNOLOGY INC. COM 05367P100 480.00 40,000 SH SOLE 3 36,000 0 4,000
AVIGEN INC. COM 053690103 118.50 2,700 SH SOLE 3 0 0 2,700
AVIRON COM 053762100 95.70 3,100 SH SOLE 3 0 0 3,100
AVIS GRP HOLDINGS INC. COM 053790101 6,508.10 347,100 SH SOLE 3 337,800 0 9,300
AVIS GRP HOLDINGS INC. COM 053790101 1,151.20 61,400 SH OTH 3 0 0 61,400
AVISTA CORP COM 05379B107 828.28 47,500 2 47,500
AVISTA CORP. COM 05379B107 1,907.70 109,400 SH SOLE 3 106,500 0 2,900
AVISTA CORP. COM 05379B107 205.80 11,800 SH OTH 3 0 0 11,800
AVNET INC. COM 053807103 5,785.20 97,640 SH SOLE 3 92,940 0 4,700
AVNET INC. COM 053807103 1,350.90 22,800 SH OTH 3 0 0 22,800
AVON PRODS INC. COM 054303102 88,384.90 1,986,177 SH SOLE 3 1,501,927 0 476,830
AVON PRODS INC. COM 054303102 4,465.00 100,337 SH OTH 3 43,040 0 19,400
AVON PRODS INC. COM 054303102 207.99 4,674 2 4,674
AVT CORP. COM 002420107 444.00 60,200 SH SOLE 3 60,200 0 0
AVX CORP. NEW COM 002444107 25,820.70 1,125,700 SH SOLE 3 1,064,800 0 50,900
AVX CORP. NEW COM 002444107 4,642.60 202,400 SH OTH 3 22,600 0 76,800
AVX CORP. NEW COM 002444107 224.80 9,800 SH SHD 1 9,800 0 0
AWARE INC./MASS COM 05453N100 991.80 19,400 SH SOLE 3 16,500 0 2,900
AXA FINANCIAL INC. COM 002451102 32,038.20 942,300 SH SOLE 3 931,600 0 10,700
AXA FINANCIAL INC. COM 002451102 4,794.00 141,000 SH OTH 3 27,100 0 14,200
AXA FINANCIAL INC. COM 002451102 1,196.80 35,200 SH SHD 1 35,200 0 0
AXA FINANCIAL INC. COM 002451102 231.20 6,800 2 6,800
AXA FINANCIAL INC. COM 002451102 1,694.76 49,846 2 49,846
AXENT TECHNOLOGIES INC. COM 05459C108 756.80 30,500 SH SOLE 3 26,500 0 4,000
AXYS PHARMACEUTICALS INC. COM 054635107 157.50 26,526 2 26,526
AZTAR CORP. COM 054802103 3,365.10 217,100 SH SOLE 3 203,600 0 13,500
AZTEC TECHNOLOGY PTNRS INC. COM 05480L101 274.61 125,537 2 125,537
B F GOODRICH CO COM 382388106 294.64 8,650 2 8,650
B F GOODRICH CO. COM 382388106 180.50 5,300 SH SOLE 3 3,000 0 2,300
B F GOODRICH CO. COM 382388106 0.30 10 SH OTH 3 0 0 0
B2B INTERNET HOLDRERS TR COM 056033103 333.62 8,100 2 8,100
BAAN CO. N.V. COM N08044104 52.50 20,000 2 20,000
BAAN CO. N.V. (USD) COM N08044104 420.00 160,000 SH SOLE 3 160,000 0 0
BACKWEB TECHNOLOGIES LTD ORDS COM M15633106 258.49 11,300 2 11,300
BACOU USA INC. COM 056439102 80.00 4,000 SH SOLE 3 4,000 0 0
BAKER (MICHAEL) CORP COM 057149106 7,595.90 1,168,600 SH SOLE 3 920,700 0 247,900
BAKER HUGHES INC. COM 057224107 2,643.80 82,620 SH SOLE 3 70,100 0 11,620
BAKER HUGHES INC. COM 057224107 11.50 360 SH OTH 3 350 0 0
BALDOR ELECTRIC CO COM 057741100 3,767.84 202,300 2 202,300
BALDWIN & LYONS INC. CL-B COM 057755209 23.90 1,400 SH SOLE 3 1,400 0 0
BALL CORP. COM 058498106 2,278.90 70,800 SH SOLE 3 58,100 0 12,700
BALL CORP. COM 058498106 1,310.40 40,710 SH OTH 3 0 0 40,700
BALLY TOTAL FITNESS HLDG CORP COM 05873K108 1,050.50 41,400 SH SOLE 3 36,100 0 5,300
BANCFIRST CORP COM 05945F103 6.30 200 SH SOLE 3 200 0 0
BANCO BILBAO VIZCAYA(GIBRALTAR PRF 059456103 859.66 33,795 2 33,795
BANCO DE GALICIA ADR S.A. COM 059538207 917.59 61,947 2 61,947
BANCO GANADERO SA-ADR COM 059594408 1,556.30 264,900 SH OTH 3 0 0 0
BANCO GANADERO SA-ADR COM 059594408 289.60 49,300 SH SOLE 3 49,300 0 0
BANCO SANTANDER CHILE-SP ADR COM 05965F108 7,220.80 451,300 SH OTH 3 0 0 0
BANCO SANTANDER CHILE-SP ADR COM 05965F108 411.20 25,700 SH SOLE 3 25,700 0 0
BANCO SANTIAGO SA ADR COM 05965L105 6,876.50 384,700 SH OTH 3 0 0 0
BANCO SANTIAGO SA ADR COM 05965L105 1,085.00 60,700 SH SOLE 3 60,700 0 0
BANCORP SOUTH INC. COM 059692103 149.10 10,600 SH SOLE 3 7,200 0 3,400
BANCWEST CORP. COM 059790105 950.10 57,800 SH SOLE 3 57,800 0 0
BANDAG INC. COM 059815100 3,397.40 140,100 SH SOLE 3 121,500 0 18,600
BANDAG INC. COM 059815100 793.00 32,700 SH OTH 3 0 0 32,700
BANGOR HYDRO ELEC CO COM 060077104 4,830.50 206,100 SH SOLE 3 197,700 0 0
BANK NEW YORK INC. COM 064057102 212.60 4,572 2 4,572
BANK NEW YORK INC. COM 064057102 8,829.09 189,873 2 189,873
BANK NORTH GRP INC.NEW COM 06646R107 97.80 6,387 SH SOLE 3 6,387 0 0
BANK OF AMERICA CORP (NEW) COM 060505104 16,086.52 374,105 2 374,105
BANK OF AMERICA CORP (NEW) COM 060505104 49,294.81 1,146,391 2 1,146,391
BANK OF AMERICA CORP (NEW) COM 060505104 434.30 10,100 SH SOLE 4 10,100
BANK OF AMERICA CORP. COM 060505104 141,475.10 3,290,120 SH SOLE 3 3,175,620 0 111,221
BANK OF AMERICA CORP. COM 060505104 31,769.30 738,821 SH OTH 3 74,175 0 14,900
BANK OF AMERICA CORP. COM 060505104 2,322.70 54,016 SH SHD 1 54,016 0 0
BANK OF NEW YORK INC. COM 064057102 69,770.00 1,500,430 SH SOLE 3 767,280 0 728,150
BANK OF NEW YORK INC. COM 064057102 3,627.50 78,010 SH OTH 3 4,900 0 0
BANK ONE CORP (NEW) COM 06423A103 4,181.12 157,407 2 157,407
BANK ONE CORP (NEW) COM 06423A103 18,099.87 681,407 2 681,407
BANK ONE CORP (NEW) COM 06423A103 1,536.64 57,850 SH SOLE 4 57,850
BANK ONE CORP. COM 06423A103 22,740.40 856,110 SH SOLE 3 822,310 0 31,100
BANK ONE CORP. COM 06423A103 2,799.10 105,378 SH OTH 3 6,300 0 0
BANK PLUS CORP COM 064446107 51.53 17,000 2 17,000
BANK UNITED CORP COM 065412108 1,601.00 45,500 SH SOLE 3 35,900 0 9,600
BANKATLANTIC BANCORP CL-B COM 065908105 16.40 2,800 SH SOLE 3 2,800 0 0
BANTA CORP. COM 066821109 1,352.10 71,400 SH SOLE 3 57,000 0 14,400
BARD C R INC. N J COM 067383109 366.20 7,610 SH OTH 3 0 0 7,600
BARD C R INC. N J COM 067383109 341.70 7,100 SH SOLE 3 7,100 0 0
BARNES & NOBLE, INC. COM 067774109 8,570.70 385,200 SH SOLE 3 364,400 0 20,800
BARNES & NOBLE, INC. COM 067774109 2,298.40 103,300 SH OTH 3 4,600 0 37,200
BARNES GRP INC. COM 067806109 184.30 11,300 SH SOLE 3 11,300 0 0
BARNESANDNOBLE.COM INC. COM 067846105 18.30 2,800 SH SOLE 3 1,300 0 1,500
BARNESANDNOBLE.COM INC. COM 067846105 307.62 47,100 2 47,100
BARNESANDNOBLE.COM INC. COM 067846105 128.34 19,650 2 19,650
BARR LABS INC. COM 068306109 1,868.70 41,700 SH SOLE 3 37,650 0 4,050
BARRA INC. COM 068313105 1,402.60 28,300 SH SOLE 3 24,500 0 3,800
BARRETT RESOURCES CP (NEW) COM 068480201 913.13 30,000 2 30,000
BARRETT RESOURCES CP (NEW) COM 068480201 435.26 14,300 2 14,300
BARRETT RESOURCES CP (NEW) COM 068480201 2,906.80 95,500 SH SOLE 3 90,000 0 5,500
BARRICK GOLD CORP COM 067901108 5,498.10 302,300 SH SOLE 3 277,400 0 24,900
BARRICK GOLD CORP COM 067901108 2,244.50 123,410 SH OTH 3 8,400 0 0
BARRICK GOLD CORP COM 067901108 247.30 13,600 SH SHD 1 13,600 0 0
BARRISTER GLOBAL SVCS NTWK COM 068659200 22.47 21,150 2 21,150
BATTLE MOUNTAIN GOLD CO CL-A COM 071593107 2.00 900 SH SOLE 3 900 0 0
BAUSCH & LOMB INC. COM 071707103 25,015.30 323,300 SH SOLE 3 314,000 0 7,800
BAUSCH & LOMB INC. COM 071707103 6,105.70 78,910 SH OTH 3 1,600 0 32,300
BAUSCH & LOMB INC. COM 071707103 201.20 2,600 SH SHD 1 2,600 0 0
BAUSCH & LOMB INC. COM 071707103 9,404.39 121,543 2 121,543
BAXTER INTL INC. COM 071813109 72,998.60 1,038,203 SH SOLE 3 1,000,903 0 35,900
BAXTER INTL INC. COM 071813109 9,774.10 139,010 SH OTH 3 14,200 0 0
BAXTER INTL INC. COM 071813109 984.40 14,000 SH SHD 1 14,000 0 0
BAXTER INTL INC. COM 071813109 10,133.44 144,120 2 144,120
BAY VIEW CAPITAL CORP. COM 07262L101 1,201.00 122,400 SH SOLE 3 114,500 0 7,900
BAYCORP HOLDINGS LTD COM 072728108 81.25 10,000 2 10,000
BAYOU STEEL CORP CL A COM 073051104 71.15 32,526 2 32,526
BB&T CORP COM 054937107 425.09 17,805 2 17,805
BB&T CORP COM 054937107 3,650.70 152,909 2 152,909
BB&T CORP. COM 054937107 7,005.70 293,431 SH SOLE 3 293,431 0 0
BB&T CORP. COM 054937107 7.40 310 SH OTH 3 300 0 0
BBV BANCO BHIF SPONS ADR COM 073297103 3,407.50 235,000 SH OTH 3 0 0 0
BBV BANCO BHIF SPONS ADR COM 073297103 614.80 42,400 SH SOLE 3 42,400 0 0
BCE INC. COM 05534B109 48,704.90 2,045,351 SH SOLE 3 1,894,351 0 134,600
BCE INC. COM 05534B109 4,560.10 191,500 SH OTH 3 21,500 0 33,400
BCE INC. COM 05534B109 531.00 22,300 SH SHD 1 22,300 0 0
BE FREE INC. COM 073308108 280.80 31,200 SH SOLE 3 27,500 0 3,700
BE FREE INC. COM 073308108 330.63 36,737 2 36,737
BEA SYSTEMS INC. COM 073325102 32,787.10 663,203 SH SOLE 3 653,403 0 4,600
BEA SYSTEMS INC. COM 073325102 15,807.15 319,740 2 319,740
BEA SYSTEMS INC. COM 073325102 23,310.08 471,506 2 471,506
BEA SYSTEMS INC. CV SUB CNV 073325AB8 523.91 70,000 2 70,000
BEAR STEARNS COS INC. COM 073902108 678.74 16,306 2 16,306
BEAR STEARNS COS. INC. COM 073902108 11,897.90 285,835 SH SOLE 3 285,835 0 0
BEASLEY BROADCAST GRP INC. - A COM 074014101 7,902.50 580,000 SH SOLE 3 507,100 0 72,900
BECKMAN COULTER INC. COM 075811109 3,245.70 55,600 SH OTH 3 0 0 55,600
BECKMAN COULTER INC. COM 075811109 1,033.20 17,700 SH SOLE 3 10,300 0 7,400
BECTON DICKINSON & CO COM 075887109 345.51 12,044 2 12,044
BECTON DICKINSON & CO COM 075887109 1,865.00 65,010 SH OTH 3 300 0 0
BECTON DICKINSON & CO COM 075887109 1,015.50 35,400 SH SOLE 3 35,400 0 0
BED BATH & BEYOND INC. COM 075896100 7.60 210 SH OTH 3 200 0 0
BEDFORD PROPERTIES INV COM 076446301 1,485.00 80,000 SH SOLE 3 76,600 0 3,400
BELCO OIL & GAS CORP. PRF 077410207 860.25 62,000 2 62,000
BELDEN INC. COM 077459105 5,801.50 226,400 SH SOLE 3 218,400 0 3,400
BELL ATLANTIC CORP COM 077853109 499.28 9,826 2 9,826
BELL ATLANTIC CORP COM 077853109 1,915.38 37,695 2 37,695
BELL ATLANTIC CORP COM 077853109 138,390.20 2,723,546 SH SOLE 3 2,558,646 0 155,100
BELL ATLANTIC CORP COM 077853109 31,819.30 626,210 SH OTH 3 100,700 0 0
BELL ATLANTIC CORP COM 077853109 2,306.90 45,400 SH SHD 1 45,400 0 0
BELL ATLANTIC FIN(S)BR 4.25% 9/15/05 MS CNV 126990AA8 376.79 315,000 SH SOLE 4 315,000
BELL ATLANTIC FIN SVC5.75%4/1/03AO(REGS)CNV 869990CK5 331.60 330,000 SH SOLE 4 330,000
BELLSOUTH CORP COM 079860102 802.37 18,824 2 18,824
BELLSOUTH CORP COM 079860102 3,805.82 89,286 2 89,286
BELLSOUTH CORP COM 079860102 153,470.60 3,600,483 SH SOLE 3 3,467,983 0 120,200
BELLSOUTH CORP COM 079860102 31,114.50 729,960 SH OTH 3 75,750 0 0
BELLSOUTH CORP COM 079860102 3,013.60 70,700 SH SHD 1 70,700 0 0
BEMIS CO. COM 081437105 1,664.40 49,500 SH SOLE 3 49,500 0 0
BEMIS CO. COM 081437105 1,550.40 46,110 SH OTH 3 0 0 14,800
BENCHMARK ELECTRONICS INC. COM 08160H101 135.30 3,700 SH SOLE 3 100 0 3,600
BENIHANA INC. CL-A (NEW) COM 082047200 11,774.00 880,300 SH SOLE 3 727,600 0 152,700
BENTON OIL & GAS CO COM 083288100 30.25 11,000 2 11,000
BERGEN BRUNSWIG CORP CL-A COM 083739102 88.00 16,000 2 16,000
BERGEN BRUNSWIG CORP CL-A COM 083739102 577.50 105,000 SH SOLE 3 96,800 0 8,200
BERINGER WINE ESTATES COM 084102102 317.81 9,000 2 9,000
BERINGER WINE ESTATES-B COM 084102102 3,509.30 99,377 SH SOLE 3 99,377 0 0
BERKSHIRE HATHAWAY A COM 084670108 3,120.40 58 SH SOLE 3 58 0 0
BERKSHIRE HATHAWAY INC. COM 084670207 176.00 100 SH SOLE 3 100 0 0
BERKSHIRE HATHAWAY INC. CL-A COM 084670108 2,313.40 43 2 43
BERKSHIRE HATHAWAY INC. CL-A COM 084670108 13,772.80 256 2 256
BERKSHIRE HATHAWAY INC. COM 084670207 1,657.92 942 2 942
BERKSHIRE HATHAWAY INC. COM 084670207 2,772.00 1,575 2 1,575
BERRY PETROLEUM CO CL-A COM 085789105 170.00 10,000 2 10,000
BERRY PETROLEUM CO CL-A COM 085789105 20,592.10 1,211,300 SH SOLE 3 961,900 0 249,400
BEST BUY CO INC. COM 086516101 7,427.95 117,438 2 117,438
BEST BUY CO. INC. COM 086516101 29,919.30 473,033 SH SOLE 3 463,133 0 9,900
BEST BUY CO. INC. COM 086516101 2,094.20 33,110 SH OTH 3 100 0 0
BESTFOODS COM 08658U101 2,454.91 35,450 2 35,450
BESTFOODS COM 08658U101 4,134.92 59,710 2 59,710
BESTFOODS INC. COM 08658U101 24,286.00 350,700 SH SOLE 3 350,700 0 0
BESTFOODS INC. COM 08658U101 5,803.80 83,810 SH OTH 3 9,300 0 0
BESTFOODS INC. COM 08658U101 1,516.60 21,900 SH SHD 1 21,900 0 0
BETHLEHEM STEEL CORP COM 087509105 55.22 15,500 2 15,500
BEVERLY ENTERPRISES INC. COM 087851309 6,908.90 2,456,500 SH SOLE 3 2,359,200 0 50,100
BEVERLY ENTERPRISES INC. COM 087851309 1,162.70 413,400 SH OTH 3 0 0 221,900
BEYOND.COM CORP COM 08860E101 37.89 28,200 2 28,200
BHC COMMUNICATIONS INC. CL-A COM 055448104 1,748.00 11,500 SH SOLE 3 11,500 0 0
BIDCOM INTERNATIONAL INC. COM 088788104 26.88 10,000 2 10,000
BIGSTAR ENTERTAINMENT INC. COM 089896104 28.43 26,758 2 26,758
BILLING CONCEPTS CORP COM 090063108 1,104.94 249,000 2 249,000
BINDLEY WESTN INDS INC. COM 090324104 5,453.90 206,293 SH SOLE 3 201,373 0 4,920
BINDLEY WESTN INDS INC. COM 090324104 999.30 37,800 SH OTH 3 0 0 37,800
BINDLEY WESTN INDS INC. COM 090324104 298.43 11,288 2 11,288
BINDVIEW DEVELOPMENT CORP COM 090327107 420.00 35,000 2 35,000
BINDVIEW DEVELOPMENT CORP COM 090327107 87.60 7,300 SH SOLE 3 0 0 7,300
BINGHAM FINL SVCS CORP COM 090433103 255.75 46,500 2 46,500
BIO TECHNOLOGY GEN CORP COM 090578105 923.10 70,000 SH SOLE 3 60,200 0 9,800
BIOCHEM PHARMA INC. COM 09058T108 788.00 32,000 SH SOLE 3 32,000 0 0
BIOCRYST PHARMACEUTICALS INC. COM 09058V103 358.59 12,500 2 12,500
BIOGEN INC. COM 090597105 14,428.60 223,700 SH SOLE 3 223,700 0 0
BIOGEN INC. COM 090597105 0.60 10 SH OTH 3 0 0 0
BIOGEN INC. COM 090597105 1,977.89 30,665 SH SOLE 4 30,665
BIOGEN INC. COM 090597105 806.25 12,500 2 12,500
BIOGEN INC. COM 090597105 2,504.08 38,823 2 38,823
BIOJECT MEDICAL TECHNOLOGIES COM 09059T206 112.50 12,000 2 12,000
BIOMARIN PHARMACEUTICAL INC. COM 09061G101 446.28 26,252 SH SOLE 4 26,252
BIOMET INC. COM 090613100 38.40 1,000 SH SOLE 3 1,000 0 0
BIOMET INC. COM 090613100 0.40 10 SH OTH 3 0 0 0
BIO-RAD LAB CL-A COM 090572207 5.00 200 SH SOLE 3 200 0 0
BIOSITE DIAGNOSTICS CO COM 090945106 1,802.20 37,400 SH SOLE 3 34,400 0 3,000
BIOTECH HOLDERS TR COM 09067D201 2,153.80 12,100 2 12,100
BIOTECH HOLDERS TR COM 09067D201 6,087.60 34,200 2 34,200
BISYS GRP INC. COM 055472104 3,724.80 60,566 SH SOLE 3 60,566 0 0
BISYS GRP INC. COM 055472104 6,260.70 101,800 2 101,800
BJ SVCS CO. COM 055482103 375.00 6,000 2 6,000
BJ SVCS CO. COM 055482103 2,077.75 33,244 2 33,244
BJ SVCS CO. COM 055482103 39,100.00 625,600 SH SOLE 3 588,500 0 33,500
BJ SVCS CO. COM 055482103 8,325.00 133,200 SH OTH 3 11,400 0 68,200
BJ SVCS CO. COM 055482103 843.80 13,500 SH SHD 1 13,500 0 0
BJ'S WHOLESALE CLUB INC. COM 05548J106 1,560.90 47,300 SH OTH 3 0 0 17,800
BJ'S WHOLESALE CLUB INC. COM 05548J106 1,445.40 43,800 SH SOLE 3 35,000 0 8,800
BLACK & DECKER CORP COM 091797100 797.06 20,275 2 20,275
BLACK & DECKER CORP COM 091797100 448.20 11,400 SH SOLE 3 11,400 0 0
BLACK & DECKER CORP COM 091797100 8.30 210 SH OTH 3 200 0 0
BLACK BOX CORP (DE) COM 091826107 2,359.30 29,800 SH SOLE 3 26,600 0 3,200
BLACK HILLS CORP COM 092113109 1,103.30 48,900 SH SOLE 3 15,600 0 33,300
BLACKROCK INC. COM 09247X101 6,719.30 231,700 SH SOLE 3 219,200 0 8,300
BLOCK DRUG CO INC. CL A COM 093644102 500.50 11,828 SH SOLE 3 8,017 0 3,811
BLOCKBUSTER INC. COM 093679108 368.10 38,000 SH SOLE 3 38,000 0 0
BLOUNT INTERNATIONAL INC. COM 095180105 409.00 53,200 SH SOLE 3 48,600 0 4,600
BLUE WAVE SYSTEMS INC. COM 096081104 103.13 10,000 2 10,000
BLUEFLY INC. COM 096227103 54.69 25,000 2 25,000
BLUEGREEN CORP COM 096231105 41.25 15,000 2 15,000
BLYTH INC. COM 09643P108 1,541.40 52,250 SH SOLE 3 46,650 0 5,600
BLYTH INC. COM 09643P108 359.90 12,200 SH OTH 3 0 0 12,200
BMC SOFTWARE INC. COM 055921100 2,937.00 80,500 SH SOLE 3 80,500 0 0
BMC SOFTWARE INC. COM 055921100 7.70 210 SH OTH 3 200 0 0
BMC SOFTWARE INC. COM 055921100 4,099.02 112,350 2 112,350
BMC SOFTWARE INC. COM 055921100 4,324.02 118,517 2 118,517
BOARDWALK EQUITIES INC. COM 096613104 2,368.30 250,500 SH SOLE 3 213,000 0 37,500
BOARDWALK EQUITIES INC. COM 096613104 110.60 11,700 SH OTH 3 0 0 0
BOCA RESORTS INC. - CL A COM 09688T106 496.90 50,319 2 50,319
BOEING CO. COM 097023105 1,705.95 40,800 2 40,800
BOEING CO. COM 097023105 2,885.69 69,015 2 69,015
BOEING CO. COM 097023105 116,660.60 2,790,089 SH SOLE 3 2,674,089 0 109,400
BOEING CO. COM 097023105 17,231.30 412,110 SH OTH 3 65,300 0 0
BOEING CO. COM 097023105 1,806.30 43,200 SH SHD 1 43,200 0 0
BOISE CASCADE CORP. COM 097383103 993.90 38,410 SH OTH 3 0 0 38,400
BOISE CASCADE CORP. COM 097383103 802.10 31,000 SH SOLE 3 22,700 0 8,300
BOK FINANCIAL CORP (NEW) COM 05561Q201 1.80 100 SH SOLE 3 100 0 0
BOMBAY CO. INC. COM 097924104 176.25 60,000 2 60,000
BOOKHAM TECHNOLOGY PLC COM 09856Q108 770.25 13,000 2 13,000
BOOKHAM TECHNOLOGY PLC COM 09856Q108 1,121.60 18,930 2 18,930
BORDEN CHEMICALS & PLASTICS COM 099541203 82.50 20,000 2 20,000
BORDERS GRP INC. COM 099709107 1,076.90 69,200 SH SOLE 3 52,300 0 16,900
BORG WARNER INC. COM 099724106 471.76 13,431 2 13,431
BORG-WARNER INC. COM 099724106 888.70 25,300 SH SOLE 3 19,900 0 5,400
BOSTON PROPERTIES INC. COM 101121101 11,572.00 299,600 SH SOLE 3 267,100 0 32,500
BOSTON PROPERTIES INC. COM 101121101 436.50 11,300 SH OTH 3 0 0 0
BOSTON PROPERTIES INC. COM 101121101 4,362.89 112,955 2 112,955
BOSTON PROPERTIES INC. COM 101121101 7,508.31 194,390 2 194,390
BOSTON SCIENTIFIC CORP. COM 101137107 2,943.44 134,174 2 134,174
BOSTON SCIENTIFIC CORP. COM 101137107 8,723.21 397,639 2 397,639
BOSTON SCIENTIFIC CORP. COM 101137107 12,465.40 568,225 SH SOLE 3 568,225 0 0
BOSTON SCIENTIFIC CORP. COM 101137107 6.80 310 SH OTH 3 300 0 0
BOWATER INC. COM 102183100 8,196.20 185,750 SH SOLE 3 160,350 0 23,900
BOWATER INC. COM 102183100 8.80 200 SH OTH 3 200 0 0
BOWNE & CO INC. (P V $.01) COM 103043105 251.56 25,000 2 25,000
BOYD COLLECTION LTD COM 103354106 566.10 66,600 SH SOLE 3 64,900 0 0
BOYD GAMING CORP COM 103304101 320.40 57,600 SH SOLE 3 51,300 0 6,300
BP AMOCO PLC - SPONS ADR COM 055622104 71,151.80 1,257,933 SH SOLE 3 176,589 0 1,081,344
BP AMOCO PLC SPONS ADR COM 055622104 45,858.56 810,759 2 810,759
BP AMOCO PLC SPONS ADR COM 055622104 114,289.68 2,020,591 2 2,020,591
BP PRUDHOE BAY ROYALTY TR COM 055630107 119.38 10,000 2 10,000
BP PRUDHOE BAY ROYALTY TR COM 055630107 131.31 11,000 2 11,000
BRANDYWINE REALTY TR COM 105368203 4,368.10 228,400 SH SOLE 3 197,800 0 30,600
BRANDYWINE REALTY TR COM 105368203 147.30 7,700 SH OTH 3 0 0 0
BRASIL DISTR PAO ACU SP ADR COM 20440T201 8,898.60 277,000 SH OTH 3 0 0 0
BRASIL DISTR PAO ACU SP ADR COM 20440T201 2,102.60 65,450 SH SOLE 3 65,450 0 0
BRE PROPERTIES INC. COM 05564E106 2,226.30 77,100 SH SOLE 3 57,800 0 19,300
BRE PROPERTIES INC. COM 05564E106 52.00 1,800 SH OTH 3 0 0 0
BRIDGESTREET ACCOMODATIONS INC. COM 108452103 169.34 61,578 2 61,578
BRIGGS & STRATTON CORP. COM 109043109 1,908.10 55,710 SH OTH 3 0 0 55,700
BRIGGS & STRATTON CORP. COM 109043109 530.90 15,500 SH SOLE 3 12,400 0 3,100
BRIGHTPOINT INC. COM 109473108 2,015.20 232,800 SH SOLE 3 217,400 0 11,400
BRINKER INTERNATIONAL INC. COM 109641100 18,073.60 617,900 SH SOLE 3 584,900 0 33,000
BRINKER INTERNATIONAL INC. COM 109641100 6,563.70 224,400 SH OTH 3 12,500 0 125,100
BRIO TECHNOLOGY INC. COM 109704106 61.40 2,900 SH SOLE 3 0 0 2,900
BRISTOL MYERS SQUIBB CO COM 110122108 15,339.21 263,334 2 263,334
BRISTOL MYERS SQUIBB CO COM 110122108 26,256.83 450,761 2 450,761
BRISTOL MYERS SQUIBB CO. COM 110122108 455,642.70 7,822,192 SH SOLE 3 6,356,132 0 1,450,100
BRISTOL MYERS SQUIBB CO. COM 110122108 28,496.50 489,211 SH OTH 3 92,820 0 36,400
BRISTOL MYERS SQUIBB CO. COM 110122108 367.00 6,300 SH SHD 1 6,300 0 0
BRITISH SKY BROADCASTING GRP COM 111013108 85,980.46 740,413 2 740,413
BRITISH TELECOM FNL INSTMT ADR COM 111021408 938.98 7,100 2 7,100
BRITISH TELECOM FNL INSTMT ADR COM 111021408 2,198.00 16,620 2 16,620
BROADBASE SOFTWARE INC. COM 11130R100 1,047.40 34,200 SH SOLE 3 30,000 0 4,200
BROADBASE SOFTWARE INC. COM 11130R100 1,197.19 39,092 2 39,092
BROADCOM CORP CL A COM 111320107 86,930.40 397,056 SH SOLE 3 386,556 0 8,600
BROADCOM CORP CL A COM 111320107 14,887.80 68,000 SH OTH 3 2,500 0 0
BROADCOM CORP CL A COM 111320107 1,269.80 5,800 SH SHD 1 5,800 0 0
BROADCOM CORP CL B COM 111990214 16,858.20 77,000 SH SOLE 3 77,000 0 0
BROADCOM CORP CL-A COM 111320107 5,827.68 26,618 2 26,618
BROADCOM CORP CL-A COM 111320107 2,539.46 11,599 2 11,599
BROADVISION INC. COM 111412102 49,846.60 980,990 SH SOLE 3 861,490 0 2,200
BROADVISION INC. COM 111412102 91.50 1,800 SH OTH 3 1,800 0 0
BROADVISION INC. COM 111412102 1,715.18 33,755 2 33,755
BROADVISION INC. COM 111412102 6,993.07 137,625 2 137,625
BROADWING INC. COM 111620100 12,850.10 495,426 SH SOLE 3 466,426 0 29,000
BROADWING INC. COM 111620100 2,347.30 90,500 SH OTH 3 0 0 90,500
BROADWING INC. COM 111620100 392.93 15,149 2 15,149
BROCADE COMMUNICATIONS COM 111621108 3,770.60 20,550 2 20,550
BROCADE COMMUNICATIONS COM 111621108 2,335.39 12,728 2 12,728
BROCADE COMMUNICATIONS COM 111621108 68,678.90 374,304 SH SOLE 3 346,404 0 1,300
BROCADE COMMUNICATIONS COM 111621108 128.40 700 SH OTH 3 700 0 0
BROOKDALE LIVING COMMUNITIES COM 112462106 16,132.70 1,112,600 SH SOLE 3 888,300 0 224,300
BROOKLINE BANCORP INC. COM 113739106 559.30 48,900 SH SOLE 3 48,900 0 0
BROOKLINE BANCORP INC. COM 113739106 114.38 10,000 2 10,000
BROOKS AUTOMATION INC. COM 11434A100 2,397.70 37,500 SH SOLE 3 34,800 0 2,700
BROOKSTONE INC. COM 114537103 1,924.50 200,600 SH SOLE 3 192,300 0 0
BROOKSTONE INC. COM 114537103 1,552.42 161,816 2 161,816
BROWN & BROWN INC. COM 115236101 1,336.40 25,700 SH SOLE 3 24,400 0 0
BROWN FORMAN CORP CL A COM 115637100 1,055.00 20,000 SH SOLE 3 20,000 0 0
BROWN FORMAN CORP CL B COM 115637209 602.00 11,200 SH SOLE 3 800 0 10,400
BROWN FORMAN CORP CL B COM 115637209 0.50 10 SH OTH 3 0 0 0
BROWN SHOE CO. COM 115736100 923.00 71,000 SH SOLE 3 65,300 0 5,700
BROWN TOM INC. COM 115660201 2,352.40 102,000 SH SOLE 3 96,300 0 5,700
BRUNSWICK CORP. COM 117043109 4,134.00 249,600 SH SOLE 3 237,900 0 11,700
BRUNSWICK CORP. COM 117043109 2,638.60 159,310 SH OTH 3 6,800 0 52,100
BSB BANCORP INC. COM 055652101 36.10 1,800 SH SOLE 3 0 0 1,800
BUCKEYE PTNRS LP UNITS COM 118230101 11,052.06 412,198 2 412,198
BUCKEYE PTNRS LP UNITS COM 118230101 8,828.04 329,251 2 329,251
BUCKEYE TECHNOLOGIES INC. COM 118255108 1,024.50 46,700 SH SOLE 3 33,000 0 13,700
BUCKEYE TECHNOLOGIES INC. COM 118255108 18,124.50 826,188 2 826,188
BUCKEYE TECHNOLOGIES INC. COM 118255108 796.33 36,300 2 36,300
BUDGET GRP INC. COM 119003101 41.25 10,000 2 10,000
BUFFETS INC. COM 119882108 2,052.80 161,800 SH SOLE 3 133,800 0 28,000
BUFFETS INC. COM 119882108 1,676.00 132,100 SH OTH 3 0 0 132,100
BURLINGTON COAT FACTOR WHSE CP COM 121579106 5,665.70 523,992 SH SOLE 3 523,992 0 0
BURLINGTON INDS INC. COM 121693105 2,092.00 1,239,700 SH SOLE 3 1,209,000 0 0
BURLINGTON INDS INC. COM 121693105 110.20 65,300 SH OTH 3 0 0 65,300
BURLINGTON NORTHERN SANTA FE COM 12189T104 279.59 12,189 2 12,189
BURLINGTON NORTHERN SANTA FE COM 12189T104 220.64 9,619 2 9,619
BURLINGTON NORTHERN SANTA FE COM 12189T104 29,450.60 1,283,950 SH SOLE 3 1,148,650 0 131,800
BURLINGTON NORTHERN SANTA FE COM 12189T104 10,122.50 441,310 SH OTH 3 79,800 0 29,100
BURLINGTON NORTHERN SANTA FE COM 12189T104 224.80 9,800 SH SHD 1 9,800 0 0
BURLINGTON RESOURCES INC. COM 122014103 6,433.60 168,200 SH SOLE 3 168,200 0 0
BURLINGTON RESOURCES INC. COM 122014103 1,867.00 48,810 SH OTH 3 200 0 15,200
BURLINGTON RESOURCES INC. COM 122014103 409.08 10,695 2 10,695
BURNHAM PAC PPTYS INC. COM 12232C108 552.80 80,400 SH SOLE 3 67,200 0 13,200
BURNHAM PAC PPTYS INC. COM 12232C108 25.40 3,700 SH OTH 3 0 0 0
BURNHAM PAC PPTYS INC. COM 12232C108 343.75 50,000 2 50,000
BURNS INTERNATIONAL SVCS COM 122374101 187.50 15,000 2 15,000
BURNS INTL SVCS CORP. COM 122374101 13,187.50 1,055,000 SH SOLE 3 835,200 0 219,800
BURR BROWN CORP COM 122574106 572.10 6,600 SH SOLE 3 200 0 6,400
BUSH INDS INC. CL-A COM 123164105 41.60 2,600 SH SOLE 3 0 0 2,600
BUSINESS OBJECTS, S.A. SPONS COM 12328X107 793.13 9,000 2 9,000
BUTLER MANUFACTURING CO COM 123655102 25.50 1,500 SH SOLE 3 1,500 0 0
BWAY CORP COM 056039100 205.38 31,000 2 31,000
BYL BANCORP COM 056064108 228.00 24,000 2 24,000
C & D TECHNOLOGIES INC. COM 124661109 565.00 10,000 2 10,000
C AND D TECHNOLOGIES COM 124661109 5,520.10 97,700 SH SOLE 3 92,700 0 5,000
C COR ELECTRONICS COM 125010108 1,077.30 39,900 SH SOLE 3 35,100 0 4,800
C D I CORP COM 125071100 540.41 26,523 2 26,523
C F W COMMUNICATIONS CO COM 124923103 18,776.20 500,700 SH SOLE 3 381,500 0 119,200
C P & L ENERGY INC. COM 12614C106 9.60 300 SH SOLE 3 300 0 0
C P & L ENERGY INC. COM 12614C106 0.30 10 SH OTH 3 0 0 0
C V B FINL CORP COM 126600105 33.20 2,100 SH SOLE 3 2,100 0 0
C. E. SMITH RESIDENTIAL REALTY COM 832197107 805.60 21,200 2 21,200
C. E. SMITH RESIDENTIAL REALTY COM 832197107 568.10 14,950 2 14,950
C. E. SMITH RESIDENTIAL REALTY COM 832197107 2,865.20 75,400 SH SOLE 3 62,300 0 12,000
C. E. SMITH RESIDENTIAL REALTY COM 832197107 49.40 1,300 SH OTH 3 0 0 0
C.H. ROBINSON WORLDWIDE INC. COM 12541W100 232.70 4,700 SH SOLE 3 200 0 4,500
C.I.T. GRP INC. COM 125577106 3,744.00 230,400 SH SOLE 3 230,400 0 0
C.I.T. GRP INC. COM 125577106 931.10 57,300 SH OTH 3 3,000 0 0
CABLE & WIRELESS HKT LTD ADR COM 126828102 236.07 10,980 2 10,980
CABLE & WIRELESS PLC COM 126830207 33,017.82 659,532 2 659,532
CABLE DESIGN TECHNOLOGIES COM 126924109 2,800.60 83,600 SH SOLE 3 78,400 0 5,200
CABLETRON SYSTEMS, INC. COM 126920107 27,537.40 1,090,590 SH SOLE 3 1,084,090 0 6,500
CABLETRON SYSTEMS, INC. COM 126920107 2,462.10 97,510 SH OTH 3 14,600 0 18,800
CABLETRON SYSTEMS, INC. COM 126920107 712.00 28,200 SH SHD 1 28,200 0 0
CABLETRON SYSTEMS, INC. COM 126920107 5,176.50 205,010 2 205,010
CABLEVISION SYS CORP CL-A COM 12686C109 11,559.45 170,305 2 170,305
CABLEVISION SYS CORP CL-A COM 12686C109 24,312.21 358,191 2 358,191
CABLEVISION SYS CORP CL-A COM 12686C109 261,128.70 3,847,200 SH SOLE 3 2,611,900 0 1,042,100
CABLEVISION SYS CORP CL-A COM 12686C109 563.40 8,300 SH OTH 3 2,500 0 5,800
CABOT CORP. COM 127055101 2,975.70 109,200 SH SOLE 3 109,200 0 0
CABOT CORP. COM 127055101 466.00 17,100 SH OTH 3 0 0 17,100
CABOT MICROELECTRONICS CORP COM 12709P103 290.51 6,350 2 6,350
CABOT OIL & GAS CORP COM 127097103 222.47 10,500 2 10,500
CABOT OIL & GAS CORP. COM 127097103 1,220.40 57,600 SH SOLE 3 54,100 0 3,500
CACHEFLOW INC. COM 126946102 455.60 7,400 SH SOLE 3 7,400 0 0
CACI INTL INC. CL-A COM 127190304 838.50 43,000 SH SOLE 3 39,700 0 3,300
CADENCE DESIGN SYSTEM COM 127387108 6,351.30 311,720 SH SOLE 3 280,120 0 31,600
CADENCE DESIGN SYSTEM COM 127387108 489.00 24,000 SH OTH 3 0 0 24,000
CADENCE DESIGN SYSTEMS INC. COM 127387108 204.97 10,060 2 10,060
CADENCE DESIGN SYSTEMS INC. COM 127387108 4,749.62 233,110 2 233,110
CAIS INTERNET COM 12476Q102 32.30 2,300 SH SOLE 3 1,100 0 1,200
CAL DIVE INTERNATIONAL INC. COM 127914109 3,343.40 61,700 SH SOLE 3 61,100 0 0
CALGON CARBON CORP. COM 129603106 45.00 5,800 SH SOLE 3 0 0 5,800
CALICO COMMERCE INC. COM 129897104 170.63 10,500 2 10,500
CALICO COMMERCE INC. COM 129897104 873.44 53,750 2 53,750
CALIFORNIA AMPLIFIER INC. COM 129900106 855.50 18,700 SH SOLE 3 15,700 0 3,000
CALIFORNIA FEDERAL BK-GOODWILL COM 130209604 45.00 30,000 2 30,000
CALIFORNIA WATER SVS GRP COM 130788102 591.70 24,400 SH SOLE 3 22,400 0 2,000
CALLAWAY GOLF COM 131193104 1,016.30 62,300 SH SOLE 3 47,800 0 14,500
CALLAWAY GOLF COM 131193104 420.90 25,800 SH OTH 3 0 0 25,800
CALPINE CORP COM 131347106 13,177.62 200,420 2 200,420
CALPINE CORP COM 131347106 7,680.13 116,808 2 116,808
CALPINE CORP. COM 131347106 75,408.70 1,146,900 SH SOLE 3 1,104,500 0 39,800
CALPINE CORP. COM 131347106 12,985.60 197,500 SH OTH 3 10,700 0 122,600
CALPINE CORP. COM 131347106 1,407.00 21,400 SH SHD 1 21,400 0 0
CAMBREX CORP. COM 132011107 5,310.00 118,000 SH SOLE 3 110,400 0 7,600
CAMBREX CORP. COM 132011107 490.50 10,900 SH OTH 3 0 0 10,900
CAMBRIDGE HEART, INC. COM 131910101 617.50 190,000 SH SOLE 3 190,000 0 0
CAMBRIDGE HEART, INC. COM 131910101 3,842.15 1,182,200 2 1,182,200
CAMBRIDGE HEART, INC. COM 131910101 986.70 303,600 2 303,600
CAMDEN PROPERTY TR COM 133131102 1,081.00 36,800 SH SOLE 3 29,500 0 7,300
CAMINUS CORP COM 133766105 1,474.90 60,200 SH SOLE 3 59,100 0 0
CAMINUS CORP COM 133766105 269.50 11,000 SH OTH 3 0 0 11,000
CAMPBELL SOUP CO COM 134429109 1,077.63 37,000 2 37,000
CAMPBELL SOUP CO COM 134429109 325.04 11,160 2 11,160
CAMPBELL SOUP CO COM 134429109 114,178.70 3,920,300 SH SOLE 3 3,920,300 0 0
CAMPBELL SOUP CO COM 134429109 9.00 310 SH OTH 3 300 0 0
CANADIAN NATIONAL RAILWAY COM 136375102 13,837.80 474,100 SH SOLE 3 450,500 0 23,600
CANADIAN NATIONAL RAILWAY COM 136375102 5,668.20 194,200 SH OTH 3 9,300 0 70,200
CANADIAN NATIONAL RAILWAY COM 136375102 207.20 7,100 SH SHD 1 7,100 0 0
CANADIAN NATIONAL RAILWAY CO. COM 136375102 420.30 14,400 2 14,400
CANADIAN NATIONAL RAILWAY CO. COM 136375102 597.70 20,478 2 20,478
CANADIAN PACIFIC LIMITED (NEW) COM 135923100 225.21 8,600 2 8,600
CANADIAN PACIFIC LIMITED (NEW) COM 135923100 2,485.20 94,900 SH SOLE 3 94,900 0 0
CANANDAIGUA BRANDS INC. CL A COM 137219200 978.50 19,400 SH SOLE 3 18,100 0 1,300
CAPITAL ENVIRO RESOURCE INC. COM 14008M104 4,037.90 1,153,700 SH SOLE 3 938,600 0 215,100
CAPITAL ONE FINANCIAL CORP COM 14040H105 2,878.31 64,500 2 64,500
CAPITAL ONE FINANCIAL CORP COM 14040H105 535.50 12,000 2 12,000
CAPITAL ONE FINANCIAL CORP COM 14040H105 5,765.60 129,200 SH SOLE 3 129,200 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 9.40 210 SH OTH 3 200 0 0
CAPITOL FEDERAL FINANCIAL COM 14057C106 1,951.40 176,400 SH SOLE 3 170,700 0 5,700
CAPROCK COMMUNICATIONS CORP. COM 140667106 7,856.20 402,880 SH SOLE 3 397,080 0 5,800
CAPSTONE TURBINE CORP CMN COM 14067D102 680.44 15,100 SH SOLE 4 15,100
CARAUSTAR INDS, INC. COM 140909102 2,179.50 144,100 SH SOLE 3 138,200 0 2,400
CARBO CERAMICS INC. COM 140781105 24.60 700 SH SOLE 3 700 0 0
CARDIMA INC. COM 14147M106 1,344.31 1,132,050 2 1,132,050
CARDINAL HEALTH INC. COM 14149Y108 86,038.50 1,162,683 SH SOLE 3 1,127,004 0 27,779
CARDINAL HEALTH INC. COM 14149Y108 10,380.50 140,277 SH OTH 3 8,767 0 0
CARDINAL HEALTH INC. COM 14149Y108 855.10 11,556 SH SHD 1 11,556 0 0
CARDINAL HEALTH INC. COM 14149Y108 257.37 3,478 2 3,478
CARDINAL HEALTH INC. COM 14149Y108 29,062.32 392,734 2 392,734
CAREDATA.COM INC. COM 14166W100 1,760.10 1,043,000 SH SOLE 3 878,500 0 164,500
CAREDATA.COM INC. COM 14166W100 55.69 33,000 2 33,000
CAREER EDUCATION CORP COM 141665109 5,179.80 106,800 SH SOLE 3 100,900 0 3,300
CAREINSITE INC. COM 14170M106 357.50 20,000 SH SOLE 3 18,500 0 1,500
CAREMARK RX INC. COM 141705103 650.61 95,503 2 95,503
CAREMARK RX, INC. COM 141705103 2,900.90 425,820 SH SOLE 3 396,320 0 29,500
CARLISLE COS INC. COM 142339100 868.50 19,300 SH OTH 3 0 0 19,300
CARLISLE COS INC. COM 142339100 99.00 2,200 SH SOLE 3 0 0 2,200
CARMIKE CINEMAS CL A COM 143436103 1,619.75 418,000 2 418,000
CARMIKE CINEMAS CL A COM 143436103 137.60 35,500 SH SOLE 3 35,500 0 0
CARNIVAL CORP COM 143658102 10,438.04 535,284 2 535,284
CARNIVAL CORP COM 143658102 11,733.79 601,733 2 601,733
CARNIVAL CORP CL A COM 143658102 36,807.40 1,887,558 SH SOLE 3 1,774,058 0 106,400
CARNIVAL CORP CL A COM 143658102 31.40 1,610 SH OTH 3 1,600 0 0
CARPENTER TECHNOLOGY INC. COM 144285103 1,204.10 57,000 SH SOLE 3 43,400 0 13,600
CARRAMERICA REALTY COM 144418100 516.80 19,500 SH SOLE 3 19,500 0 0
CARRAMERICA REALTY CORP COM 144418100 1,152.75 43,500 2 43,500
CARRIAGE SVCS, INC. COM 143905107 4,838.70 1,433,700 SH SOLE 3 1,143,600 0 290,100
CARRIER ACCESS CORP COM 144460102 53,519.23 1,012,184 2 1,012,184
CARRIER ACCESS CORP. COM 144460102 1,411.80 26,700 SH SOLE 3 25,000 0 1,700
CARTER-WALLACE INC. COM 146285101 46.30 2,300 SH SOLE 3 0 0 2,300
CASCADE NATURAL GAS CORP COM 147339105 1,777.20 106,500 SH SOLE 3 95,600 0 10,900
CASELLA WASTE SYSTEMS INC. COM 147448104 2,938.80 273,377 2 273,377
CASELLA WASTE SYSTEMS INC.-A COM 147448104 16,980.70 1,579,600 SH SOLE 3 1,286,000 0 293,600
CASTLE & COOKE INC. COM 148433105 193.13 10,000 2 10,000
CATALINA MARKETING CORP COM 148867104 451.55 4,427 2 4,427
CATALINA MARKETING CORP COM 148867104 425.70 4,174 SH SOLE 3 4,174 0 0
CATALYTICA INC. COM 148885106 488.40 44,400 SH SOLE 3 34,100 0 10,300
CATELLUS DEVELOPMENT CORP COM 149111106 345.00 23,000 2 23,000
CATELLUS DEVELOPMENT CORP COM 149111106 10,692.00 712,800 SH SOLE 3 631,800 0 73,100
CATELLUS DEVELOPMENT CORP COM 149111106 304.50 20,300 SH OTH 3 0 0 0
CATERPILLAR INC. (DELAWARE) COM 149123101 5,772.20 170,398 SH SOLE 3 140,998 0 27,400
CATERPILLAR INC. (DELAWARE) COM 149123101 1,352.00 39,910 SH OTH 3 2,100 0 0
CATERPILLAR INC. (DELAWARE) COM 149123101 798.77 23,580 2 23,580
CATERPILLAR INC. (DELAWARE) COM 149123101 6,547.33 193,279 2 193,279
CATHAY BANCORP INC. COM 149150104 32.50 700 SH SOLE 3 700 0 0
CBL & ASSOC PROPERTIES, INC. COM 124830100 463.80 18,600 SH SOLE 3 18,600 0 0
CBL & ASSOC PROPERTIES, INC. COM 124830100 2,594.75 104,050 2 104,050
CBL & ASSOC PROPERTIES, INC. COM 124830100 736.90 29,550 2 29,550
CBRL GRP INC. COM 12489V106 12,027.60 818,900 SH SOLE 3 799,600 0 6,900
CBRL GRP INC. COM 12489V106 146.88 10,000 2 10,000
CCB FINANCIAL CP COM 124875105 521.70 14,100 SH OTH 3 0 0 14,100
CCB FINANCIAL CP COM 124875105 384.80 10,400 SH SOLE 3 4,500 0 5,900
C-CUBE MICROSYSTEMS INC.-NEW COM 12501N108 798.70 40,700 SH SOLE 3 36,200 0 4,500
CDW COMPUTER CENTERS INC. COM 125129106 1,200.00 19,200 SH SOLE 3 9,200 0 10,000
CDW COMPUTER CENTERS INC. COM 125129106 1,187.50 19,000 SH OTH 3 0 0 19,000
CDW COMPUTER CENTERS INC. COM 125129106 250.00 4,000 2 4,000
CE FRANKLIN LTD COM 125151100 74.38 10,000 2 10,000
CEC ENTERTAINMENT INC. COM 125137109 640.63 25,000 2 25,000
CEC ENTERTAINMENT INC. COM 125137109 1,615.70 63,050 SH SOLE 3 57,750 0 5,300
CELERITEK INC. COM 150926103 77.50 1,900 SH SOLE 3 0 0 1,900
CELESTICA INC. COM 15101Q108 297.75 6,000 2 6,000
CELGENE CORP COM 151020104 211.95 3,600 2 3,600
CELGENE CORP COM 151020104 3,138.00 53,300 SH SOLE 3 53,300 0 0
CELL GENESYS INC. COM 150921104 1,811.60 64,700 SH SOLE 3 60,100 0 4,600
CELL GENESYS INC. COM 150921104 607.85 21,709 2 21,709
CELL PATHWAYS INC. (NEW) COM 15114R101 1,270.27 54,054 2 54,054
CELL THERAPEUTICS INC. COM 150934107 468.60 15,300 SH SOLE 3 11,600 0 3,700
CELLSTAR CORP COM 150925105 906.13 325,800 2 325,800
CELLTECH GRP PLC. COM 151158102 977.18 25,800 2 25,800
CEMEX SA SPONS ADR PART CER COM 151290889 11,668.08 499,169 2 499,169
CEMEX SA-SPONS ADR PART CER COM 151290889 8,788.70 375,988 SH OTH 3 0 0 0
CEMEX SA-SPONS ADR PART CER COM 151290889 1,535.40 65,685 SH SOLE 3 65,685 0 0
CENDANT CORP COM 151313103 862.76 61,626 2 61,626
CENDANT CORP COM 151313103 10,251.11 732,222 2 732,222
CENDANT CORP. COM 151313103 118,834.60 8,488,186 SH SOLE 3 5,858,386 0 2,396,410
CENDANT CORP. COM 151313103 5,875.60 419,687 SH OTH 3 111,320 0 84,700
CENTENNIAL CELLULAR CORP. A COM 15133V208 75.60 5,500 SH SOLE 3 5,500 0 0
CENTERPOINT PPTYS CORP COM 151895109 6,442.60 158,100 SH SOLE 3 139,600 0 17,200
CENTERPOINT PPTYS CORP COM 151895109 167.10 4,100 SH OTH 3 0 0 0
CENTEX CONSTRUCTION PRODS COM 15231R109 188.30 8,300 SH SOLE 3 6,200 0 2,100
CENTEX CORP COM 152312104 446.50 19,000 2 19,000
CENTEX CORP COM 152312104 3,062.10 130,300 SH SOLE 3 116,100 0 14,200
CENTEX CORP COM 152312104 0.20 10 SH OTH 3 0 0 0
CENTOCOR INC. 4.75% 02/15/05FA CNV 152342AE1 2,585.98 1,860,000 SH SOLE 4 1,860,000
CENTRAL GARDEN & PET CO COM 153527106 45.70 5,100 SH SOLE 3 400 0 4,700
CENTRAL HUDSON GAS & ELEC CO COM 12541M102 78.10 2,300 SH SOLE 3 0 0 2,300
CENTRAL NEWSPAPERS INC. COM 154647101 1,012.00 16,000 SH OTH 3 0 0 16,000
CENTRAL NEWSPAPERS INC. COM 154647101 19.00 300 SH SOLE 3 300 0 0
CENTRAL PARKING CORP COM 154785109 11,090.50 468,200 SH SOLE 3 367,100 0 101,100
CENTURY BUSINESS SVCS INC. COM 156490104 128.84 66,500 2 66,500
CENTURYTEL INC. COM 156700106 2,663.57 92,646 2 92,646
CENTURYTEL INC. COM 156700106 14,892.50 517,999 SH SOLE 3 217,999 0 300,000
CENTURYTEL INC. COM 156700106 523.50 18,210 SH OTH 3 0 0 18,200
CEPHALON INC. COM 156708109 209.60 3,500 SH SOLE 3 3,500 0 0
CEPHALON INC. COM 156708109 464.03 7,750 2 7,750
CERIDIAN CORP. COM 15677T106 4,685.00 194,700 SH SOLE 3 194,700 0 0
CERIDIAN CORP. COM 15677T106 941.10 39,110 SH OTH 3 0 0 39,100
CERNER CORP COM 156782104 708.50 26,000 SH SOLE 3 19,900 0 6,100
CERUS CORP COM 157085101 12,336.19 241,000 2 241,000
CFM TECHNOLOGIES INC. COM 12525K106 922.13 59,492 2 59,492
CHAMPION ENTERPRISES INC. COM 158496109 106.79 21,906 2 21,906
CHAMPION INTL CORP COM 158525105 0.00 1,000 SH SOLE 3 1,000 0 0
CHAMPPS ENTERTAINMENT INC. COM 158787101 161.33 30,014 2 30,014
CHARLES & COLVARD LTD COM 159765106 140.00 20,000 2 20,000
CHARLES SCHWAB CORP COM 808513105 72,158.85 2,145,988 2 2,145,988
CHARLES SCHWAB CORP COM 808513105 96,675.61 2,875,111 2 2,875,111
CHARLES SCHWAB CORP. COM 808513105 277,779.00 8,261,085 SH SOLE 3 5,946,395 0 2,061,225
CHARLES SCHWAB CORP. COM 808513105 16,120.80 479,428 SH OTH 3 75,775 0 14,850
CHARLES SCHWAB CORP. COM 808513105 1,148.30 34,150 SH SHD 1 34,150 0 0
CHARLES SCHWAB CORP. COM 808513105 4,376.29 130,150 SH SOLE 4 130,150
CHARMING SHOPPES INC. COM 161133103 554.70 108,900 SH SOLE 3 100,300 0 8,600
CHARMING SHOPPES INC. COM 161133103 1,247.41 244,891 2 244,891
CHARTER COMMUNICATIONS, INC. COM 16117M107 3,470.29 211,120 SH SOLE 4 211,120
CHARTER COMMUNICATIONS, INC. COM 16117M107 35,732.82 2,173,860 2 2,173,860
CHARTER COMMUNICATIONS, INC. CLL 16117M107 157.63 48,500 CALL 2 48,500
CHARTER COMMUNICATIONS, INC. COM 16117M107 55,793.31 3,394,270 2 3,394,270
CHARTER MUNICIPAL MTG COM 160908109 60.30 4,900 SH SOLE 3 0 0 4,900
CHARTER ONE FINL INC. COM 160903100 2,095.60 91,115 SH SOLE 3 91,115 0 0
CHARTER ONE FINL INC. COM 160903100 582.10 25,310 SH OTH 3 0 0 25,300
CHASE MANHATTAN CORP (NEW) COM 16161A108 42,798.83 929,147 2 929,147
CHASE MANHATTAN CORP (NEW) COM 16161A108 53,532.50 1,162,171 2 1,162,171
CHASE MANHATTAN CORP (NEW) COM 16161A108 99,882.70 2,168,417 SH SOLE 3 2,032,317 0 131,900
CHASE MANHATTAN CORP (NEW) COM 16161A108 25,394.70 551,310 SH OTH 3 65,450 0 0
CHASE MANHATTAN CORP (NEW) COM 16161A108 3,254.30 70,650 SH SHD 1 70,650 0 0
CHASE MANHATTAN CORP (NEW) COM 16161A108 511.29 11,100 SH SOLE 4 11,100
CHATEAU COMMUNITIES INC. COM 161726104 18,617.50 659,027 SH SOLE 3 540,399 0 118,628
CHEAP TICKETS INC. COM 162672109 151.20 12,600 SH SOLE 3 11,400 0 1,200
CHECK POINT SOFTWARE TECH COM M22465104 29,052.10 137,200 SH OTH 3 0 0 0
CHECK POINT SOFTWARE TECH COM M22465104 5,399.60 25,500 SH SOLE 3 25,500 0 0
CHECK POINT SOFTWARE TECH. LTD COM M22465104 1,048.16 4,950 2 4,950
CHECK POINT SOFTWARE TECH. LTD COM M22465104 4,510.28 21,300 2 21,300
CHECKFREE HOLDINGS CORP COM 162816102 104,566.40 2,027,955 SH SOLE 3 1,559,245 0 325,950
CHECKFREE HOLDINGS CORP COM 162816102 3,199.80 62,057 SH OTH 3 14,290 0 44,100
CHECKFREE HOLDINGS CORP. COM 162816102 3,307.22 64,140 2 64,140
CHECKPOINT SYS INC. COM 162825103 282.80 37,700 SH SOLE 3 34,000 0 3,700
CHEESECAKE FACTORY INC. COM 163072101 156.80 5,700 SH SOLE 3 0 0 5,700
CHELSEA GCA REALTY, INC. COM 163262108 1,085.30 31,400 SH SOLE 3 26,300 0 5,100
CHELSEA GCA REALTY, INC. COM 163262108 476.96 13,800 2 13,800
CHEMED CORP COM 163596109 13,941.50 494,600 SH SOLE 3 379,300 0 115,300
CHEMFIRST INC. COM 16361A106 84.40 3,500 SH SOLE 3 3,500 0 0
CHESAPEAKE CORP ($1.00 PAR) COM 165159104 687.30 23,200 SH SOLE 3 12,300 0 10,900
CHESAPEAKE ENERGY CORP COM 165167107 144.90 18,700 SH SOLE 3 0 0 18,700
CHEVRON CORP COM 166751107 1,079.24 12,725 2 12,725
CHEVRON CORP COM 166751107 12,450.98 146,806 2 146,806
CHEVRON CORP COM 166751107 106,080.20 1,250,761 SH SOLE 3 1,203,661 0 47,100
CHEVRON CORP COM 166751107 26,343.60 310,610 SH OTH 3 40,600 0 0
CHEVRON CORP COM 166751107 2,790.30 32,900 SH SHD 1 32,900 0 0
CHILDRENS COMPREHENSIVE SVCS COM 16875K202 2,187.40 714,246 SH SOLE 3 545,800 0 168,446
CHINA SOUTHERN AIRLINES CO LTD COM 169409109 199.16 16,860 2 16,860
CHINA TELECOM (HONG KONG) LTD COM 169428109 13,415.95 75,450 2 75,450
CHINA TELECOM (HONG KONG) LTD COM 169428109 11,645.47 65,493 2 65,493
CHINADOTCOM CORP COM G2108N109 575.93 28,180 2 28,180
CHIREX INC. COM 170038103 1,022.00 51,100 SH SOLE 3 46,900 0 4,200
CHIRON CORP COM 170040109 237.50 5,000 2 5,000
CHIRON CORP COM 170040109 497.61 10,476 2 10,476
CHIRON CORP COM 170040109 25,597.80 538,900 SH SOLE 3 502,400 0 31,400
CHIRON CORP COM 170040109 6,559.80 138,100 SH OTH 3 3,200 0 89,100
CHIRON CORP COM 170040109 389.50 8,200 SH SHD 1 8,200 0 0
CHITTENDEN CORP COM 170228100 913.70 37,389 SH SOLE 3 35,600 0 1,789
CHRIS-CRAFT IND INC. COM 170520100 1,943.10 29,413 SH SOLE 3 20,649 0 8,764
CHRIS-CRAFT IND INC. COM 170520100 1,297.70 19,644 SH OTH 3 0 0 19,644
CHRIS-CRAFT IND INC. COM 170520100 309.77 4,689 2 4,689
CHROMATICS COLOR SCIENCES INTL COM 171116304 121.88 25,000 2 25,000
CHS ELECTRONICS INC. COM 12542A206 0.20 14,200 SH SOLE 3 14,200 0 0
CHUBB CORP COM 171232101 671.58 10,920 2 10,920
CHUBB CORP COM 171232101 43.00 700 SH SOLE 3 700 0 0
CHUBB CORP COM 171232101 12.90 210 SH OTH 3 200 0 0
CHURCH & DWIGHT INC. COM 171340102 1,359.00 75,500 SH SOLE 3 53,600 0 21,900
CHURCH & DWIGHT INC. COM 171340102 880.20 48,900 SH OTH 3 0 0 48,900
CIA ANONIMA TELEF DE VEN - ADR COM 204421101 17,196.10 632,500 SH OTH 3 0 0 0
CIA ANONIMA TELEF DE VEN - ADR COM 204421101 6,532.00 240,258 SH SOLE 3 117,591 0 122,667
CIBER INC. COM 17163B102 642.60 48,500 SH SOLE 3 37,600 0 10,900
CIDRA CORP VENTURE CAPITAL INV COM USVC08930 22.20 22,223 SH SOLE 3 22,223 0 0
CIENA CORP COM 171779101 16,758.59 100,539 2 100,539
CIENA CORP COM 171779101 35,409.26 212,429 2 212,429
CIENA CORP CLL 171779101 3,675.00 200,000 CALL 2 200,000
CIENA CORP. COM 171779101 48,772.80 292,600 SH SOLE 3 289,000 0 1,700
CIENA CORP. COM 171779101 516.70 3,100 SH SHD 1 3,100 0 0
CIENA CORP. COM 171779101 66.70 400 SH OTH 3 0 0 0
CIGNA CORP COM 125509109 75,024.40 802,400 SH SOLE 3 750,300 0 52,100
CIGNA CORP COM 125509109 18,916.00 202,310 SH OTH 3 15,200 0 30,600
CIGNA CORP COM 125509109 2,038.30 21,800 SH SHD 1 21,800 0 0
CIGNA HIGH INC.OME SHS (SBI) COM 12551D109 170.63 30,000 2 30,000
CINC.INNATI FINANCIAL CRP COM 172062101 845.70 26,900 SH SOLE 3 24,700 0 2,200
CINC.INNATI FINANCIAL CRP COM 172062101 47.50 1,510 SH OTH 3 1,500 0 0
CINERGY CORP COM 172474108 203.50 8,000 2 8,000
CINERGY CORP COM 172474108 10.20 400 SH SOLE 3 400 0 0
CINERGY CORP COM 172474108 0.30 10 SH OTH 3 0 0 0
CINTAS CORP COM 172908105 1,117.13 30,450 2 30,450
CINTAS CORP COM 172908105 5,091.70 138,787 SH SOLE 3 118,387 0 20,400
CINTAS CORP COM 172908105 1,432.60 39,050 SH OTH 3 0 0 39,050
CIRCLE INTERNATIONAL INC. COM 172574105 18,984.50 755,600 SH SOLE 3 576,600 0 179,000
CIRCLE.COM COM 832914204 594.10 161,102 SH SOLE 3 161,102 0 0
CIRCUIT CITY STORES INC. COM 172737108 43,976.80 1,325,100 SH SOLE 3 1,290,100 0 27,700
CIRCUIT CITY STORES INC. COM 172737108 5,214.10 157,110 SH OTH 3 23,400 0 0
CIRCUIT CITY STORES INC. COM 172737108 1,125.10 33,900 SH SHD 1 33,900 0 0
CIRCUIT CITY STORES INC. COM 172737108 2,668.28 80,400 2 80,400
CIRRUS LOGIC COM 172755100 717.36 44,835 2 44,835
CIRRUS LOGIC COM 172755100 1,512.00 94,500 SH SOLE 3 68,300 0 26,200
CISCO SYSTEMS, INC. COM 17275R102 2,023,083.00 31,828,248 SH SOLE 3 30,407,288 0 1,065,730
CISCO SYSTEMS, INC. COM 17275R102 152,404.80 2,397,716 SH OTH 3 329,986 0 54,000
CISCO SYSTEMS, INC. COM 17275R102 11,434.90 179,900 SH SHD 1 179,900 0 0
CISCO SYSTEMS, INC. COM 17275R102 101,152.92 1,591,393 SH SOLE 4 1,591,393
CISCO SYSTEMS, INC. COM 17275R102 480,852.41 7,565,033 2 7,565,033
CISCO SYSTEMS, INC. COM 17275R102 711,623.44 11,195,649 2 11,195,649
CISCO SYSTEMS, INC. CLL 17275R102 156.25 20,000 CALL 2 20,000
CISCO SYSTEMS, INC. CLL 17275R102 173.75 20,000 CALL 2 20,000
CISCO SYSTEMS, INC. CLL 17275R102 337.50 15,000 CALL 2 15,000
CISCO SYSTEMS, INC. CLL 17275R102 742.50 20,000 CALL 2 20,000
CITADEL COMMUNICATIONS CORP COM 172853202 2,064.80 59,100 SH SOLE 3 52,600 0 6,500
CITIGRP INC. COM 172967101 80,897.86 1,342,703 SH SOLE 4 1,342,703
CITIGRP INC. COM 172967101 641,314.10 10,644,218 SH SOLE 3 8,316,798 0 2,301,730
CITIGRP INC. COM 172967101 91,524.40 1,519,077 SH OTH 3 287,502 0 35,425
CITIGRP INC. COM 172967101 7,736.10 128,400 SH SHD 1 128,400 0 0
CITIGRP INC. COM 172967101 331,272.88 5,498,305 2 5,498,305
CITIGRP INC. CLL 172967101 161.25 20,000 CALL 2 20,000
CITIGRP INC. COM 172967101 507,595.71 8,424,825 2 8,424,825
CITIGRP INC. PUT 172967101 274.50 73,200 PUT 2 73,200
CITIZENS BANKING CORP MICH COM 174420109 185.10 11,400 SH SOLE 3 4,500 0 6,900
CITIZENS COMMUNICATIONS CO COM 17453B101 517.50 30,000 2 30,000
CITIZENS COMMUNICATIONS CO COM 17453B101 11,945.60 692,500 SH SOLE 3 692,500 0 0
CITIZENS COMMUNICATIONS CO COM 17453B101 940.10 54,500 SH OTH 3 9,200 0 39,500
CITIZENS COMMUNICATIONS CO COM 17453B101 370.90 21,500 SH SHD 1 21,500 0 0
CITRIX SYSTEMS INC. COM 177376100 1,206.30 63,700 SH SOLE 3 59,900 0 3,800
CITRIX SYSTEMS INC. COM 177376100 897.80 47,410 SH OTH 3 1,400 0 0
CITRIX SYSTEMS INC. COM 177376100 83.30 4,400 SH SHD 1 4,400 0 0
CITRIX SYSTEMS INC. COM 177376100 740.46 39,100 2 39,100
CITY NATIONAL CORP COM 178566105 1,042.50 30,000 2 30,000
CITY NATIONAL CORP COM 178566105 701.95 20,200 2 20,200
CITY NATIONAL CORP COM 178566105 2,408.20 69,300 SH OTH 3 0 0 69,300
CITY NATIONAL CORP COM 178566105 2,088.50 60,100 SH SOLE 3 36,200 0 23,900
CLARCOR INC. COM 179895107 622.10 31,300 SH SOLE 3 26,200 0 5,100
CLARUS CORP. COM 182707109 1,415.30 36,406 SH SOLE 3 33,506 0 2,900
CLIC COMMUNICATIONS INC. - CL A COM 182728204 11,023.50 1,233,400 SH SOLE 3 1,041,100 0 192,300
CLAYTON HOMES INC. $.10 PAR COM 184190106 18.40 2,300 SH SOLE 3 2,300 0 0
CLEAR CHANNEL Comm.1.5% 12/01/02 CNV 184502AE2 4,213.82 4,300,000 SH SOLE 4 4,300,000
CLEAR CHANNEL Comm.CMN COM 184502102 2,789.25 37,190 SH SOLE 4 37,190
CLEAR CHANNEL COMMUNCIATIONS2.625%4/1/03CNV 184502AB8 259.80 200,000 SH SOLE 4 200,000
CLEAR CHANNEL COMMUNICATIONS COM 184502102 18,653.33 248,711 2 248,711
CLEAR CHANNEL COMMUNICATIONS COM 184502102 38,941.65 519,222 2 519,222
CLEAR CHANNEL COMMUNICATIONS COM 184502102 128,688.40 1,715,846 SH SOLE 3 1,063,337 0 652,509
CLEAR CHANNEL COMMUNICATIONS COM 184502102 1,050.80 14,010 SH OTH 3 200 0 0
CLECO CORP. COM 12561W105 817.40 24,400 SH SOLE 3 6,900 0 17,500
CLEVELAND CLIFFS,INC. (HLDG CO) COM 185896107 629.80 24,400 SH SOLE 3 24,400 0 0
CLEVELAND CLIFFS,INC. (HLDG CO) COM 185896107 495.60 19,200 SH OTH 3 0 0 19,200
CLIC COMMUNICATIONS INC. COM 182728204 251.59 28,150 2 28,150
CLICK2LEARN COM INC. COM 18681S106 206.20 11,700 SH SOLE 3 10,100 0 1,600
CLOROX CO (THE) (DELAWARE) COM 189054109 11,231.49 250,633 2 250,633
CLOROX CO (THE) (DELAWARE) COM 189054109 2,709.18 60,456 2 60,456
CLOROX CO (THE) (DELAWARE) COM 189054109 4,651.60 103,802 SH SOLE 3 103,802 0 0
CLOROX CO (THE) (DELAWARE) COM 189054109 9.40 210 SH OTH 3 200 0 0
CMGI INC. COM 125750109 14,891.80 325,059 SH SOLE 3 308,659 0 13,800
CMGI INC. COM 125750109 210.70 4,600 SH OTH 3 4,600 0 0
CMGI INC. COM 125750109 632.21 13,800 SH SOLE 4 13,800
CMGI INC. COM 125750109 3,332.40 72,740 2 72,740
CMGI INC. COM 125750109 17,887.03 390,440 2 390,440
CMP GRP INC. COM 125887109 6,823.90 232,800 SH SOLE 3 206,200 0 26,600
CMP GRP INC. COM 125887109 1,600.50 54,600 SH OTH 3 0 0 54,600
CMS ENERGY CORP COM 125896100 331.88 15,000 2 15,000
CMS ENERGY CORP. COM 125896100 148.20 6,700 SH SOLE 3 6,700 0 0
CMS ENERGY CORP. COM 125896100 0.20 10 SH OTH 3 0 0 0
CNET INC. (RSTRCTD SHARES) COM 125990218 8,133.82 331,148 SH SOLE 4 331,148
CNET NETWORKS INC. COM 12613R104 3,446.10 140,300 SH SOLE 3 139,700 0 300
CNET NETWORKS INC. COM 12613R104 888.92 36,190 2 36,190
CNET NETWORKS INC. COM 12613R104 2,673.78 108,856 2 108,856
CNF TRANSPORTATION INC. COM 12612W104 2,946.10 129,500 SH SOLE 3 111,200 0 18,300
CNF TRANSPORTATION INC. COM 12612W104 864.50 38,000 SH OTH 3 0 0 38,000
CNH GLOBAL N.V. COM N20935107 185.00 20,000 2 20,000
COACHMEN INDS INC. COM 189873102 43.70 3,800 SH SOLE 3 3,800 0 0
COASTAL CORP COM 190441105 801.42 13,165 2 13,165
COASTAL CORP. COM 190441105 3,172.20 52,110 SH OTH 3 200 0 0
COASTAL CORP. COM 190441105 2,891.60 47,500 SH SOLE 3 47,500 0 0
COBALT NETWORKS INC. COM 19074R101 1,290.60 22,300 SH SOLE 3 18,000 0 4,300
COBALT NETWORKS INC. COM STK COM 19074R101 656.88 11,350 SH SOLE 4 11,350
COBALT NETWORKS INC. COM 19074R101 645.31 11,150 2 11,150
COBALT NETWORKS INC. COM 19074R101 1,566.39 27,065 2 27,065
COCA COLA CO COM 191216100 43,369.74 755,077 2 755,077
COCA COLA CO COM 191216100 38,760.72 674,833 2 674,833
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COCA COLA CO COM 191216100 2,138.97 37,240 SH SOLE 4 37,240
COCA-COLA ENTERPRISES INC. COM 191219104 8,824.60 540,973 SH SOLE 3 539,673 0 1,300
COCA-COLA ENTERPRISES INC. COM 191219104 1,045.80 64,110 SH OTH 3 400 0 0
COCA-COLA ENTERPRISES INC. COM 191219104 8,455.58 518,350 2 518,350
COFLEXIP ADR COM 192384105 5,124.40 84,700 SH SOLE 3 83,700 0 0
COGNEX CORP COM 192422103 291.87 5,640 2 5,640
COGNEX CORP COM 192422103 853.90 16,500 SH SOLE 3 16,500 0 0
COGNIZANT TECH SOLUTIONS COM 192446102 1,330.80 40,100 SH SOLE 3 38,000 0 2,100
COHERENT INC. COM 192479103 1,971.10 23,500 SH SOLE 3 20,300 0 3,200
COHU INC. COM 192576106 973.60 36,100 SH SOLE 3 31,900 0 4,200
COINMACH LAUNDRY CORP COM 19259L101 18,062.10 1,273,100 SH SOLE 3 1,027,500 0 245,600
COINSTAR INC. COM 19259P300 78.50 7,800 SH SOLE 3 0 0 7,800
COLE KENNETH PRODUCTIONS INC. COM 193294105 2,652.00 66,299 SH SOLE 3 66,299 0 0
COLGATE-PALMOLIVE CO COM 194162103 23,294.07 389,045 2 389,045
COLGATE-PALMOLIVE CO COM 194162103 40,450.65 675,585 2 675,585
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COLLINS & AIKMAN CORP COM 194830105 22.30 4,300 SH SOLE 3 4,300 0 0
COLONIAL BANCGRP INC. COM 195493309 4,580.10 508,900 SH SOLE 3 498,400 0 0
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COLUMBIA ENERGY GRP COM 197648108 32,566.47 496,251 2 496,251
COM21 INC. COM 205937105 452.50 18,100 SH SOLE 3 14,200 0 3,900
COMCAST CORP CL A COM 200300101 8,168.70 210,127 SH SOLE 3 210,127 0 0
COMCAST CORP CL A COM 200300101 5,174.73 133,112 2 133,112
COMCAST CP CL-A SPECIAL COM 200300200 16,727.84 413,033 2 413,033
COMCAST CP CL-A SPECIAL COM 200300200 57,982.47 1,431,666 2 1,431,666
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COMCAST CP NEW CL-A SPECIAL COM 200300200 579.50 14,309 SH OTH 3 12,020 0 1,200
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COMDISCO INC. COM 200336105 31,701.60 1,420,800 SH SOLE 3 1,338,500 0 73,500
COMDISCO INC. COM 200336105 5,328.20 238,800 SH OTH 3 31,500 0 126,200
COMDISCO INC. COM 200336105 497.60 22,300 SH SHD 1 22,300 0 0
COMDISCO INC. COM 200336105 842.30 37,750 2 37,750
COMERICA INC. COM 200340107 9,010.10 200,783 SH SOLE 3 198,283 0 2,500
COMERICA INC. COM 200340107 2,850.00 63,510 SH OTH 3 5,600 0 11,700
COMERICA INC. COM 200340107 1,808.46 40,300 2 40,300
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COMMERCE BANCORP INC. NJ COM 200519106 282.67 6,145 2 6,145
COMMERCE BANCSHARES INC. COM 200525103 74.40 2,500 SH SOLE 3 1,500 0 1,000
COMMERCE BANCSHARES INC. COM 200525103 53.50 1,800 SH OTH 3 1,800 0 0
COMMERCE GRP INC. (MASS) COM 200641108 1,365.80 46,300 SH SOLE 3 38,800 0 7,500
COMMERCE ONE INC. COM 200693109 9,342.70 205,900 SH SOLE 3 202,500 0 1,600
COMMERCE ONE INC. COM 200693109 1,302.13 28,697 SH SOLE 4 28,697
COMMERCE ONE INC. COM 200693109 4,933.08 108,718 2 108,718
COMMERCE ONE INC. COM 200693109 16,670.19 367,387 2 367,387
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COMMERCIAL METALS CO COM 201723103 4,268.00 155,200 SH SOLE 3 147,500 0 7,400
COMMERCIAL NET LEASE RLTY INC. COM 202218103 547.42 52,135 2 52,135
COMMERCIAL NET LEASE RLTY INC. COM 202218103 1,121.40 106,800 2 106,800
COMWEALTH TELEPHONE COM 203349105 141.20 3,000 SH SOLE 3 3,000 0 0
COMMSCOPE INC. COM 203372107 205.00 5,000 2 5,000
COMMSCOPE INC. COM 203372107 77.90 1,900 SH SOLE 3 1,900 0 0
COMMUNITY FIRST BANKSHARES INC. COM 203902101 4,221.70 258,800 SH SOLE 3 251,300 0 2,600
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COMMUNITY HEALTH SYS INC. COM 203668108 1,846.18 114,050 2 114,050
COMMUNITY HEALTH SYS INC. COM 203668108 4,107.90 253,770 2 253,770
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COMPAQ COMPUTER CORP COM 204493100 17,612.51 688,998 2 688,998
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COMPAQ COMPUTER CORP COM 204493100 7,341.80 287,210 SH OTH 3 6,800 0 0
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COMPASS BANCSHARES INC. COM 20449H109 1,392.30 81,600 SH SOLE 3 81,600 0 0
COMPASS BANCSHARES INC. COM 20449H109 1,409.40 82,602 2 82,602
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COMPLETEL EUROPE N.V. COM N21590109 200.88 16,740 2 16,740
COMPUCOM SYS INC. COM 204780100 0.70 400 SH SOLE 3 400 0 0
COMPUTER ASSOC INTL INC. COM 204912109 464.53 9,075 2 9,075
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COMPUTER ASSOCIATES INTL COM 204912109 8,584.70 167,710 SH OTH 3 1,400 0 0
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COMPUTER NETWORK TECHNOLOGY CP COM 204925101 114.70 6,600 SH SOLE 3 0 0 6,600
COMPUTER SCIENCE CORP COM 205363104 8,890.05 119,030 2 119,030
COMPUTER SCIENCE CORP COM 205363104 4,327.10 57,936 2 57,936
COMPUTER SCIENCE CORP COM 205363104 32,683.20 437,600 SH SOLE 3 419,800 0 12,500
COMPUTER SCIENCE CORP COM 205363104 5,490.30 73,510 SH OTH 3 10,300 0 0
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COMPUWARE CORP. COM 205638109 777.90 74,978 2 74,978
COMPUWARE CORP. COM 205638109 179.50 17,300 SH SOLE 3 17,300 0 0
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COMPX INTERNATIONAL INC. COM 20563P101 747.50 36,800 SH SOLE 3 18,000 0 18,800
COMSAT CORP COM 20564D107 2,009.20 85,500 SH SOLE 3 78,900 0 6,600
COMSTK RESOURCES INC.(NEW) COM 205768203 320.00 40,000 2 40,000
COMVERSE TECHNOLOGY INC. COM 205862402 16,386.60 176,200 SH SOLE 3 169,000 0 5,600
COMVERSE TECHNOLOGY INC. COM 205862402 1,144.80 12,310 SH OTH 3 100 0 0
COMVERSE TECHNOLOGY INC. (NEW) COM 205862402 2,100.87 22,590 2 22,590
COMVERSE TECHNOLOGY INC. (NEW) COM 205862402 4,845.77 52,105 2 52,105
CONAGRA INC. COM 205887102 57,859.30 3,035,242 SH SOLE 3 2,916,842 0 99,000
CONAGRA INC. COM 205887102 11,222.70 588,734 SH OTH 3 136,924 0 0
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CONAGRA INC. COM 205887102 203.97 10,700 2 10,700
CONCORD COMMUNICATIONS INC. COM 206186108 123.60 3,100 SH SOLE 3 0 0 3,100
CONCORD COMMUNICATIONS INC. COM 206186108 377.74 9,473 2 9,473
CONCORD EFS INC. COM 206197105 1,531.40 58,900 SH OTH 3 0 0 58,900
CONCORD EFS INC. COM 206197105 1,025.70 39,450 SH SOLE 3 17,400 0 22,050
CONCORD EFS INC. COM 206197105 907.06 34,887 2 34,887
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CONCURRENT COMPUTER CORP (NEW) COM 206710204 286.10 21,800 SH SOLE 3 12,200 0 9,600
CONECTIV INC. COM 206829103 684.75 44,000 2 44,000
CONECTIV INC. COM 206829103 129.20 8,300 SH SOLE 3 2,200 0 6,100
CONEXANT SYSTEMS INC. COM 207142100 4,291.16 88,250 SH SOLE 4 88,250
CONEXANT SYSTEMS INC. COM 207142100 4,231.59 87,025 2 87,025
CONEXANT SYSTEMS INC. CLL 207142100 204.38 10,000 CALL 2 10,000
CONEXANT SYSTEMS INC. COM 207142100 13,381.94 275,207 2 275,207
CONEXANT SYSTEMS INC. COM 207142100 714.80 14,700 SH SOLE 3 7,800 0 6,900
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CONMED CORP COM 207410101 28.50 1,100 SH SOLE 3 1,100 0 0
CONNECTICS CORP. COM 208192104 113.10 7,700 SH SOLE 3 0 0 7,700
CONOCO INC. CL B COM 208251405 26,661.80 1,085,470 SH SOLE 3 920,166 0 165,304
CONOCO INC. CL B COM 208251405 10,487.50 426,972 SH OTH 3 80,162 0 42,000
CONOCO INC. CL B COM 208251405 817.70 33,292 SH SHD 1 33,292 0 0
CONOCO INC. CL-B COM 208251405 876.27 35,675 2 35,675
CONOCO INC. CL-B COM 208251405 5,402.89 219,965 2 219,965
CONOLOG CORP COM 208254409 25.74 14,200 2 14,200
CONSECO INC. COM 208464107 113.10 11,600 SH SOLE 3 11,600 0 0
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CONSECO INC. COM 208464107 147.23 15,100 2 15,100
CONSECO INC. COM 208464107 370.31 37,980 2 37,980
CONSOL ENERGY INC. COM 20854P109 825.80 54,600 SH SOLE 3 54,600 0 0
CONSOLIDATED EDISON INC. COM 209115104 1,149.50 38,800 SH SOLE 3 18,300 0 20,500
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CONSORCIO G GRUPO DINA S A CV COM 210306304 28.51 14,257 2 14,257
CONSTELLATION ENERGY INC. COM 210371100 15,240.10 468,025 SH SOLE 3 442,925 0 25,100
CONSTELLATION ENERGY INC. COM 210371100 5,623.90 172,710 SH OTH 3 59,000 0 19,800
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CVERGENT COMMUNICATIONS INC. COM 211914403 984.80 123,100 2 123,100
CVERGENT COMMUNICATIONS INC. COM 211914403 2,217.18 277,147 2 277,147
CVERGYS CORP. COM 212485106 50,143.40 966,620 SH SOLE 3 847,220 0 113,400
CVERGYS CORP. COM 212485106 7,927.00 152,810 SH OTH 3 1,000 0 107,300
COOPER CAMERON CORP COM 216640102 858.00 13,000 2 13,000
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COOPER COS INC. (NEW) COM 216648402 2,990.00 82,200 SH SOLE 3 75,900 0 6,300
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COPART INC. COM 217204106 497.60 31,100 SH SOLE 3 24,400 0 6,700
COPPER MOUNTAIN COM 217510106 7,365.70 83,582 SH SOLE 3 82,182 0 700
COPPER MOUNTAIN NETWORKS INC. COM 217510106 555.80 6,307 2 6,307
COPYTELE INC. COM 217721109 15.63 10,000 2 10,000
COR THERAPEUDICS INC. COM 217753102 1,288.20 15,100 SH SOLE 3 15,100 0 0
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CORE INC. COM 21867P102 697.55 102,393 2 102,393
CORECOMM LIMITED COM G2422R109 6,582.95 337,587 2 337,587
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CORIXA CORP COM 21887F100 213.87 4,981 2 4,981
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CORNING INC. COM 219350105 10,040.43 37,204 2 37,204
CORNING INC. CLL 219350105 361.13 3,000 CALL 2 3,000
CORNING INC. COM 219350105 34,967.16 129,568 2 129,568
CORNING INC. COM 219350105 700,785.50 2,596,704 SH SOLE 3 2,280,204 0 210,670
CORNING INC. COM 219350105 35,529.90 131,653 SH OTH 3 20,000 0 4,700
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CORPORATE EXECUTIVE BOARD CO. COM 21988R102 299.38 5,000 2 5,000
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COST PLUS INC. COM 221485105 353.83 12,334 2 12,334
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COSTCO WHOLESALE CORP COM 22160K105 13,983.09 423,730 2 423,730
COSTCO WHOLESALE CORP. COM 22160K105 21,994.50 666,500 SH SOLE 3 255,900 0 410,600
COSTCO WHOLESALE CORP. COM 22160K105 2,293.80 69,510 SH OTH 3 300 0 0
COTELLIGENT INC. COM 221630106 82.87 14,570 2 14,570
COULTER PHARMECEUTICAL INC. COM 222116105 80.00 3,900 SH SOLE 3 0 0 3,900
COUNTRYWIDE CR INDS INC. COM 222372104 424.40 14,000 SH SOLE 3 7,700 0 6,300
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CRANE CO (DELAWARE) COM 224399105 12.40 510 SH OTH 3 500 0 0
CRAWFORD & CO CL-B COM 224633107 108.90 9,900 SH SOLE 3 9,900 0 0
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CREATIVE BIOMOLECULES INC. COM 225270107 455.00 32,500 2 32,500
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CROMPTON CORP COM 227116100 666.40 54,400 2 54,400
CROMPTON CORP COM 227116100 2,423.05 197,800 2 197,800
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CROSS TIMBERS OIL CO COM 227573102 2,046.60 92,500 SH SOLE 3 80,100 0 12,400
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CROWN CASTLE INTL CORP COM 228227104 10,512.69 288,019 2 288,019
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CSX CORP COM 126408103 8.70 410 SH OTH 3 400 0 0
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CTC COMMUNICATIONS GRP INC. COM 126419100 878.40 24,400 SH SOLE 3 20,100 0 4,300
CTS CORP. COM 126501105 1,048.50 23,300 SH SOLE 3 19,000 0 4,300
CUBIC CORP (DELAWARE) COM 229669106 3.80 200 SH SOLE 3 200 0 0
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CUBIST PHARMACEUTICALS INC. COM 229678107 492.50 10,000 2 10,000
CULLEN FROST BANKERS INC. COM 229899109 6,270.30 238,300 SH SOLE 3 199,700 0 37,900
CULLEN FROST BANKERS INC. COM 229899109 1,889.20 71,800 SH OTH 3 3,600 0 68,200
CUMMINS-ENGINE INC. COM 231021106 6,068.60 222,700 SH SOLE 3 205,700 0 17,000
CUMMINS-ENGINE INC. COM 231021106 2,365.60 86,810 SH OTH 3 1,600 0 37,000
CUMULUS MEDIA INC. COM 231082108 167.00 18,300 SH SOLE 3 18,300 0 0
CUMULUS MEDIA INC. COM 231082108 1,058.50 116,000 2 116,000
CURAGEN CORP COM 23126R101 643.30 16,900 SH SOLE 3 13,300 0 3,600
CURTISS-WRIGHT CORP COM 231561101 11.20 300 SH SOLE 3 300 0 0
CV THERAPEUTICS INC. COM 126667104 713.90 10,300 SH SOLE 3 7,900 0 2,400
CVS CORP (DEL) COM 126650100 1,263.20 31,580 2 31,580
CVS CORP (DEL) COM 126650100 7,666.04 191,651 2 191,651
CVS CORP. COM 126650100 120,370.70 3,009,267 SH SOLE 3 2,073,369 0 927,044
CVS CORP. COM 126650100 4,652.40 116,311 SH OTH 3 43,253 0 21,700
CYBEROPTICS CORP COM 232517102 1,581.80 34,200 SH SOLE 3 31,700 0 2,500
CYBERSOURCE CORP COM 23251J106 320.50 23,200 SH SOLE 3 20,500 0 2,700
CYBEX CORP COM 232522102 656.80 15,500 SH SOLE 3 11,800 0 3,700
CYGNUS INC. COM 232560102 49.90 3,500 SH SOLE 3 3,500 0 0
CYLINK CORP. COM 232565101 427.10 25,500 SH SOLE 3 22,300 0 3,200
CYMER INC. COM 232572107 1,656.90 34,700 SH SOLE 3 30,200 0 4,500
CYPRESS BIOSCIENCE INC. COM 232674101 60.00 29,998 2 29,998
CYPRESS SEMICONDUCTOR CORP COM 232806109 2,619.50 62,000 SH SOLE 3 44,900 0 17,100
CYPRESS SEMICONDUCTOR CORP COM 232806109 2,573.00 60,900 SH OTH 3 0 0 60,900
CYRK INC. COM 232817106 86.00 17,200 2 17,200
CYTEC INDS INC. COM 232820100 1,701.04 68,903 2 68,903
CYTEC INDS INC. COM 232820100 2,662.50 107,848 2 107,848
CYTEC INDS INC. COM 232820100 2,841.90 115,115 SH SOLE 3 100,515 0 14,600
CYTEC INDS INC. COM 232820100 952.90 38,600 SH OTH 3 0 0 38,600
CYTYC CORP COM 232946103 213.50 4,000 2 4,000
CYTYC CORP. COM 232946103 1,942.80 36,400 SH SOLE 3 34,900 0 1,500
D R HORTON INC. COM 23331A109 2,336.80 172,300 SH SOLE 3 163,200 0 7,900
D R HORTON INC. COM 23331A109 1,690.08 124,614 2 124,614
DAIMLERCHRYSLER AG (US) COM D1668R123 2,014.80 38,699 SH SOLE 3 31,835 0 6,864
DAIMLERCHRYSLER AG (US) COM D1668R123 460.54 8,846 2 8,846
DAIMLERCHRYSLER AG (US) COM D1668R123 1,250.96 24,028 2 24,028
DAIN RAUSCHER CORP COM 233856103 151.80 2,300 SH SOLE 3 300 0 2,000
DAISYTEK INTL CORP. COM 234053106 1.90 200 SH SOLE 3 200 0 0
DAL - TILE INTERNATIONAL INC. COM 23426R108 468.60 56,800 SH SOLE 3 56,800 0 0
DALEEN TECHNOLOGIES INC. COM 23437N104 154.38 10,000 2 10,000
DALLAS SEMICONDUCTOR COM 235204104 326.00 8,000 2 8,000
DALLAS SEMICONDUCTOR COM 235204104 1,124.70 27,600 SH SOLE 3 27,600 0 0
DANA CORP COM 235811106 526.98 24,872 2 24,872
DANA CORP COM 235811106 528.33 24,936 2 24,936
DANA CORP. COM 235811106 4,188.00 197,665 SH SOLE 3 197,665 0 0
DANA CORP. COM 235811106 0.20 10 SH OTH 3 0 0 0
DANAHER CORP. (DELAWARE) COM 235851102 3,353.25 67,828 2 67,828
DANAHER CORP. (DELAWARE) COM 235851102 1,690.80 34,200 SH SOLE 3 34,200 0 0
DANAHER CORP. (DELAWARE) COM 235851102 1,206.80 24,410 SH OTH 3 100 0 0
DANAHER CORP. (DELAWARE) COM 235851102 202.70 4,100 SH SHD 1 4,100 0 0
DANKA BUSINESS SYS PLC COM 236277109 348.12 89,838 2 89,838
DARDEN RESTAURANTS INC. COM 237194105 1,670.50 102,800 SH SOLE 3 100,700 0 2,100
DARDEN RESTAURANTS INC. COM 237194105 512.00 31,510 SH OTH 3 4,200 0 27,300
DARDEN RESTAURANTS INC. COM 237194105 249.50 15,354 2 15,354
DATA BROADCASTING CORP COM 237596101 497.40 78,800 SH SOLE 3 70,400 0 8,400
DATA RETURN CORP COM 23785M104 232.00 8,000 2 8,000
DATASCOPE CORP COM 238113104 900.00 25,000 2 25,000
DATASCOPE CORP COM 238113104 64.80 1,800 SH SOLE 3 600 0 1,200
DATASTREAM SYSTEMS INC. COM 238124101 35.00 2,800 SH SOLE 3 2,800 0 0
DATAWARE TECHNOLOGIES INC. COM 237920103 1,426.05 308,336 2 308,336
DAVEL COMMUNICATIONS INC. COM 238341101 388.20 1,128,547 SH SOLE 3 894,869 0 233,678
DEAN FOODS CO. COM 242361103 2,849.63 89,929 2 89,929
DEAN FOODS CO. COM 242361103 7,065.14 222,963 2 222,963
DEAN FOODS CO. COM 242361103 2,709.10 85,494 SH SOLE 3 85,494 0 0
DEB SHOPS INC. COM 242728103 2.50 200 SH SOLE 3 200 0 0
DEERE & CO. COM 244199105 11,309.80 305,670 SH SOLE 3 275,770 0 25,700
DEERE & CO. COM 244199105 2,183.40 59,010 SH OTH 3 900 0 0
DEL MONTE FOODS CO COM 24522P103 14.30 2,100 SH SOLE 3 2,100 0 0
DEL MONTE FOODS CO. COM 24522P103 1,239.19 181,900 2 181,900
DEL MONTE FOODS CO. COM 24522P103 399.21 58,600 2 58,600
DEL WEBB CORP. COM 947423109 782.50 51,100 SH SOLE 3 51,100 0 0
DELHAIZE AMERICA INC. COM 246688105 647.40 36,601 SH OTH 3 0 0 36,600
DELHAIZE AMERICA INC. COM 246688105 466.30 26,366 SH SOLE 3 11,300 0 15,066
DELHAIZE AMERICA INC. COM 246688204 296.70 19,300 SH OTH 3 0 0 19,300
DELHAIZE AMERICA INC. COM 246688204 18.40 1,200 SH SOLE 3 1,200 0 0
DELHAIZE AMERICA INC. COM 246688105 396.78 22,433 2 22,433
DELL COMPUTER CORP. COM 247025109 215,098.46 4,361,946 2 4,361,946
DELL COMPUTER CORP. COM 247025109 351,985.03 7,137,846 2 7,137,846
DELL COMPUTER CORP. COM 247025109 70,380.28 1,427,230 SH SOLE 4 1,427,230
DELL COMPUTER CORP. COM 247025109 652,771.10 13,237,437 SH SOLE 3 13,067,481 0 153,756
DELL COMPUTER CORP. COM 247025109 32,339.60 655,810 SH OTH 3 23,800 0 0
DELL COMPUTER CORP. COM 247025109 951.70 19,300 SH SHD 1 19,300 0 0
DELPHI AUTOMATIVE SYSTEMS COM 247126105 7,586.40 520,955 SH SOLE 3 477,152 0 43,803
DELPHI AUTOMATIVE SYSTEMS COM 247126105 4,958.70 340,510 SH OTH 3 6,500 0 0
DELPHI AUTOMOTIVE SYSTEMS COM 247126105 608.06 41,755 2 41,755
DELPHI FINANCIAL GRP INC. CL-A COM 247131105 2,612.00 76,965 SH SOLE 3 76,965 0 0
DELTA & PINE LAND CO COM 247357106 14,358.30 572,900 SH SOLE 3 455,900 0 117,000
DELTA AIR LINES INC. DEL COM 247361108 22,662.10 448,200 SH SOLE 3 405,600 0 42,600
DELTA AIR LINES INC. DEL COM 247361108 7,564.70 149,610 SH OTH 3 22,300 0 0
DELTA AIR LINES INC. DEL COM 247361108 793.80 15,700 SH SHD 1 15,700 0 0
DELTA AIR LINES INC. DEL COM 247361108 4,681.63 92,591 2 92,591
DELTA FINANCIAL CORP COM 247918105 377.00 232,000 SH SOLE 3 232,000 0 0
DELUXE CORP COM 248019101 0.20 10 SH OTH 3 0 0 0
DENALI INC. COM 248221103 164.57 78,600 2 78,600
DENBURY RESOURCES INC. (NEW) COM 247916208 51.88 10,000 2 10,000
DENDRITE INTERNATIONAL COM 248239105 249.84 7,500 2 7,500
DENDRITE INTERNATIONAL COM 248239105 1,559.00 46,800 SH SOLE 3 41,200 0 5,600
DENNISON INT'L PLC COM 248335101 7,860.30 622,600 SH SOLE 3 608,800 0 0
DENTSPLY INTL INC. COM 249030107 292.70 9,500 SH SOLE 3 0 0 9,500
DENTSPLY INTL INC. COM 249030107 888.94 28,850 2 28,850
DEPARTMENT 56 COM 249509100 199.28 18,116 2 18,116
DETROIT DIESEL CORP COM 250837101 252.20 17,100 SH SOLE 3 12,700 0 4,400
DEUTSCHE TELEKOM AG COM 251566105 15,824.74 278,850 2 278,850
DEUTSCHE TELEKOM AG COM 251566105 65,988.67 1,162,796 2 1,162,796
DEVELOPERS DIVERSIFIED RLTY CP COM 251591103 1,603.99 107,380 2 107,380
DEVELOPERS DIVERSIFIED RLTY CP COM 251591103 3,631.38 243,105 2 243,105
DEVELOPERS DIVERSIFIED RLTY CP COM 251591103 1,257.70 84,200 SH SOLE 3 75,800 0 8,400
DEVON ENERGY CORP COM 25179M103 28,009.50 498,500 SH SOLE 3 477,500 0 16,700
DEVON ENERGY CORP COM 25179M103 4,450.10 79,200 SH OTH 3 2,200 0 55,800
DEVRY INC. DEL COM 251893103 211.50 8,000 2 8,000
DEVRY INC. DEL COM 251893103 275.00 10,402 2 10,402
DEXTER CORP COM 252165105 6,523.20 135,900 SH SOLE 3 125,200 0 10,700
DEXTER CORP COM 252165105 2,390.40 49,800 SH OTH 3 0 0 49,800
DIAGEO PLC SPONS ADR (NEW) COM 25243Q205 1,375.34 38,674 2 38,674
DIAGEO PLC SPONS ADR (NEW) COM 25243Q205 3,208.84 90,231 2 90,231
DIAGNOSTIC PRODS CORP COM 252450101 3,277.90 102,433 SH SOLE 3 95,033 0 7,400
DIAMOND OFFSHORE DRILLING INC. COM 25271C102 2,976.80 84,750 SH SOLE 3 74,350 0 9,500
DIAMOND OFFSHORE DRILLING INC. COM 25271C102 5.30 150 SH OTH 3 150 0 0
DIAMOND TECH PARTNERS INC. COM 252762109 4,994.00 56,750 SH SOLE 3 53,350 0 3,400
DIAMOND TECHNOLOGY PTNRS COM 252762109 220.00 2,500 2 2,500
DIAMONDS TR SERIES I COM 252787106 3,833.07 36,724 2 36,724
DIEBOLD INC. COM 253651103 2,957.50 106,100 SH SOLE 3 91,500 0 14,600
DIEBOLD INC. COM 253651103 1,282.20 46,000 SH OTH 3 0 0 46,000
DIGENE CORP COM 253752109 1,009.38 25,000 2 25,000
DIGEX INC. COM 253756100 230.99 3,400 2 3,400
DIGI INTERNATIONAL, INC. COM 253798102 211.70 32,563 SH SOLE 3 32,563 0 0
DIGITAL COURIER TECHNOLOGIES COM 253838106 253.70 39,800 SH SOLE 3 36,300 0 3,500
DIGITAL IMPACT INC. DEL COM 25385G106 147.61 10,450 2 10,450
DIGITAL INSIGHT CORP COM 25385P106 19,461.02 572,383 2 572,383
DIGITAL ISLAND INC. COM 25385N101 12,644.70 260,046 SH SOLE 3 251,546 0 8,500
DIGITAL ISLAND INC. COM 25385N101 4,244.33 87,287 2 87,287
DIGITAL ISLAND INC. COM 25385N101 701.42 14,425 2 14,425
DIGITAL ISLAND, INC. CNV 25385NAA9 360.83 510,000 2 510,000
DIGITAL MICROWAVE CORP COM 253859102 324.10 8,500 SH SOLE 3 8,500 0 0
DIGITAL RIVER INC. COM 25388B104 200.60 26,100 SH SOLE 3 22,700 0 3,400
DILLARDS INC. CL-A COM 254067101 142.10 11,600 SH SOLE 3 0 0 11,600
DILLARDS INC. CL-A COM 254067101 0.10 10 SH OTH 3 0 0 0
DIME BANCORP INC. (NEW) COM 25429Q102 6,218.10 394,800 SH SOLE 3 369,300 0 25,500
DIME BANCORP INC. (NEW) COM 25429Q102 1,015.90 64,500 SH OTH 3 0 0 64,500
DIME COMMUNITY BANCSHARES COM 253922108 4.90 300 SH SOLE 3 300 0 0
DIMON INC. COM 254394109 52.10 24,500 SH SOLE 3 24,500 0 0
DIONEX CORP. COM 254546104 941.60 35,200 SH SOLE 3 35,200 0 0
DISNEY WALT CO (HOLDING CO) COM 254687106 27,835.94 717,190 2 717,190
DISNEY WALT CO (HOLDING CO) COM 254687106 45,290.31 1,166,900 2 1,166,900
DISNEY WALT CO (HOLDING CO) PUT 254687106 29.25 36,000 PUT 2 36,000
DISNEY WALT CO (HOLDING CO) CLL 254687106 68.13 10,000 CALL 2 10,000
DISNEY WALT CO (HOLDING CO) COM 254687106 492.92 12,700 SH SOLE 4 12,700
DISTRIBUCION Y SERVICIO-ADR COM 254753106 14,985.90 862,500 SH OTH 3 0 0 0
DISTRIBUCION Y SERVICIO-ADR COM 254753106 2,508.90 144,400 SH SOLE 3 144,400 0 0
DITECH COMMUNICATIONS CORP COM 25500M103 10,988.20 116,200 SH SOLE 3 112,000 0 2,000
DLJ DIRECT COM 257661504 171.70 24,100 SH SOLE 3 21,200 0 2,900
DOBSON COMMUNICATIONS CORP - A COM 256069105 19,330.80 1,004,200 SH SOLE 3 829,800 0 174,400
DOBSON COMMUNICATIONS CORP - A COM 256069105 737.30 38,300 SH OTH 3 0 0 38,300
DOCUMENTUM INC. COM 256159104 2,672.30 29,900 SH SOLE 3 27,000 0 2,900
DOCUMENTUM INC. COM 256159104 223.44 2,500 2 2,500
DOLE FOOD CO. INC. COM 256605106 2,780.40 198,600 2 198,600
DOLLAR GENL CORP COM 256669102 1,218.73 62,499 2 62,499
DOLLAR GENL CORP COM 256669102 6,989.87 358,455 2 358,455
DOLLAR GENL CORP COM 256669102 11,743.00 602,207 SH SOLE 3 602,207 0 0
DOLLAR GENL CORP COM 256669102 7.50 385 SH OTH 3 375 0 0
DOLLAR THRIFTY AUTOMOTIVE GRP COM 256743105 5,820.70 315,700 SH SOLE 3 306,500 0 9,200
DOLLAR THRIFTY AUTOMOTIVE GRP COM 256743105 383.50 20,800 SH OTH 3 0 0 20,800
DOLLAR TREE STORES INC. COM 256747106 52,754.30 1,333,443 SH SOLE 3 1,321,743 0 11,700
DOLLAR TREE STORES INC. COM 256747106 724.00 18,300 SH OTH 3 0 0 18,300
DOMINION RES INC. NEW COM 25746U109 3,732.00 87,044 SH SOLE 3 85,325 0 1,719
DOMINION RES INC. NEW COM 25746U109 514.80 12,007 SH OTH 3 2,076 0 0
DOMINION RES INC. NEW COM 25746U109 268.50 6,262 SH SHD 1 6,262 0 0
DONALDSON CO INC. COM 257651109 894.70 45,300 SH SOLE 3 41,200 0 4,100
DONALDSON CO INC. COM 257651109 395.00 20,000 SH OTH 3 0 0 20,000
DONALDSON,LUFKIN& JENRETTE,INC. COM 257661108 280.10 6,600 SH SOLE 3 6,600 0 0
DONALDSON,LUFKIN& JENRETTE,INC. COM 257661108 13,991.64 329,700 2 329,700
DORAL FINANCIAL CORP COM 25811P100 487.20 42,600 SH SOLE 3 42,600 0 0
DOUBLECLICK INC. COM 258609304 148,570.50 3,896,930 SH SOLE 3 3,363,980 0 147,340
DOUBLECLICK INC. COM 258609304 585.20 15,350 SH OTH 3 6,450 0 7,300
DOUBLECLICK, INC. COM 258609304 4,951.68 129,880 2 129,880
DOUBLECLICK, INC. COM 258609304 24,103.35 632,219 2 632,219
DOVER CORP COM 260003108 551.24 13,590 2 13,590
DOVER CORP COM 260003108 4,565.35 112,551 2 112,551
DOVER CORP. COM 260003108 4,100.90 101,100 SH SOLE 3 101,100 0 0
DOVER CORP. COM 260003108 2,807.30 69,210 SH OTH 3 200 0 0
DOVER CORP. COM 260003108 170.40 4,200 SH SHD 1 4,200 0 0
DOVER DOWNS ENTERTAINMENT COM 260086103 1,393.00 99,500 SH SOLE 3 83,400 0 16,100
DOW CHEMICAL CO COM 260543103 633.94 21,000 2 21,000
DOW CHEMICAL CO CLL 260543103 73.50 24,000 CALL 2 24,000
DOW CHEMICAL CO COM 260543103 3,550.65 117,620 2 117,620
DOW CHEMICAL CO CLL 260543103 37.50 15,000 CALL 2 15,000
DOW CHEMICAL CO COM 260543103 142,112.30 4,707,653 SH SOLE 3 4,458,863 0 241,500
DOW CHEMICAL CO COM 260543103 18,647.10 617,710 SH OTH 3 126,000 0 0
DOW CHEMICAL CO COM 260543103 2,653.50 87,900 SH SHD 1 87,900 0 0
DOW-JONES & CO INC. COM 260561105 47,905.50 654,000 SH SOLE 3 619,000 0 33,700
DOW-JONES & CO INC. COM 260561105 10,241.10 139,810 SH OTH 3 8,300 0 33,800
DOW-JONES & CO INC. COM 260561105 600.60 8,200 SH SHD 1 8,200 0 0
DOW-JONES & CO INC. COM 260561105 977.89 13,350 2 13,350
DOWNEY FINANCIAL CORP COM 261018105 2,670.50 92,086 SH SOLE 3 83,316 0 8,770
DPL INC. COM 233293109 6.60 300 SH SOLE 3 300 0 0
DQE INC. COM 23329J104 383.10 9,700 SH OTH 3 0 0 9,700
DRESS BARN INC. COM 261570105 573.00 25,900 SH SOLE 3 25,900 0 0
DSET CORP. COM 262504103 467.80 15,400 SH SOLE 3 12,400 0 3,000
DSP GRP INC. COM 23332B106 2,066.40 36,900 SH SOLE 3 32,900 0 4,000
DSP GRP INC. COM 23332B106 666.40 11,900 2 11,900
DST SYSTEM INC. COM 233326107 13,425.00 176,355 SH SOLE 3 165,155 0 11,200
DST SYSTEM INC. COM 233326107 4,955.70 65,100 SH OTH 3 2,300 0 40,600
DTE ENERGY CO. COM 233331107 8,377.20 274,100 SH SOLE 3 238,000 0 31,900
DTE ENERGY CO. COM 233331107 27.80 910 SH OTH 3 900 0 0
DTM CORP COM 23333L103 42.75 18,000 2 18,000
DU PONT E I DE NEMOURS & CO COM 263534109 22,608.99 516,777 2 516,777
DU PONT E I DE NEMOURS & CO COM 263534109 10,620.31 242,750 2 242,750
DU PONT E I DE NEMOURS & CO COM 263534109 85,516.00 1,954,652 SH SOLE 3 1,830,414 0 116,118
DU PONT E I DE NEMOURS & CO COM 263534109 11,200.90 256,020 SH OTH 3 20,927 0 809
DUCKWALL-ALCO STORES INC. COM 264142100 5,678.50 688,300 SH SOLE 3 688,300 0 0
DUKE ENERGY CORP COM 264399106 743.25 13,184 2 13,184
DUKE ENERGY CORP. COM 264399106 30,521.50 541,402 SH SOLE 3 539,102 0 600
DUKE ENERGY CORP. COM 264399106 8,958.60 158,910 SH OTH 3 18,100 0 0
DUKE ENERGY CORP. COM 264399106 2,023.90 35,900 SH SHD 1 35,900 0 0
DUKE REALTY INVTS INC. NEW COM 264411505 15,888.26 710,090 2 710,090
DUKE REALTY INVTS INC. NEW COM 264411505 1,712.11 76,519 2 76,519
DUKE-WEEKS REALTY CORP COM 264411505 15,619.30 698,068 SH SOLE 3 641,512 0 56,556
DUKE-WEEKS REALTY CORP COM 264411505 402.80 18,000 SH OTH 3 0 0 0
DUN & BRADSTREET (NEW) COM 26483B106 2,790.90 97,500 SH SOLE 3 97,500 0 0
DUN & BRADSTREET (NEW) COM 26483B106 0.30 10 SH OTH 3 0 0 0
DURA AUTOMOTIVE SYSTEMS A COM 265903104 790.40 73,097 SH SOLE 3 73,097 0 0
DURA PHARMACEUTICALS INC. COM 26632S109 1,457.60 101,400 SH SOLE 3 95,900 0 5,500
DUSA PHARMACEUTICALS INC. COM 266898105 109.20 3,700 SH SOLE 3 0 0 3,700
DUSA PHARMACEUTICALS INC. COM 266898105 295.00 10,000 2 10,000
DVI INC. COM 233343102 152.00 9,500 SH SOLE 3 3,800 0 5,700
DYCOM INDS INC. COM 267475101 32,326.60 702,752 SH SOLE 3 702,752 0 0
DYNAMIC HEALTHCARE TECH INC. COM 267927101 13.13 10,000 2 10,000
DYNAMIC SCIENCES INTL INC. COM 268006103 36.00 400,000 SH OTH 3 0 0 0
DYNEGY INC. COM 26816Q101 71,914.70 1,052,731 SH SOLE 3 1,009,731 0 41,000
DYNEGY INC. COM 26816Q101 12,975.80 189,947 SH OTH 3 5,200 0 112,747
DYNEGY INC. COM 26816Q101 746.90 10,934 SH SHD 1 10,934 0 0
DYNEGY INC. NEW COM 26816Q101 43,496.21 636,724 2 636,724
DYNEGY INC. NEW COM 26816Q101 8,936.64 130,820 2 130,820
E COM VENTURES INC. COM 26830K106 35.88 14,000 2 14,000
E MACHINES COM 29076P102 1,773.84 660,033 2 660,033
E SPIRE COMMUNICATIONS INC. COM 269153102 455.60 67,500 SH SOLE 3 58,500 0 9,000
E STEEL CORP. VENTURE CAPITAL INV COM USVC01930 2,000.00 2,000,000 SH SOLE 3 2,000,000 0 0
E SUPERSTARS VENTURE CAPITAL INV COM USVC06930 1,000.00 691,850 SH SOLE 3 691,850 0 0
E TOWN CORP COM 269242103 305.60 4,600 SH SOLE 3 4,600 0 0
E Z CORP INC. CL-A NON VTG COM 302301106 78.75 45,000 2 45,000
E*TRADE GRP INC. COM 269246104 6,723.80 407,505 SH SOLE 3 364,305 0 41,700
E*TRADE GRP INC. COM 269246104 2,701.10 163,700 SH OTH 3 200 0 160,100
E*TRADE GRP INC. COM 269246104 1,364.06 82,670 2 82,670
E*TRADE GRP INC. COM 269246104 971.39 58,872 2 58,872
E. W. BLANCH HOLDING INC. COM 093210102 16.20 800 SH SOLE 3 800 0 0
E.MEDSOFT.COM COM 26873Q101 80.00 10,000 2 10,000
E.PIPHANY COM 26881V100 60,811.80 567,340 SH SOLE 3 476,940 0 200
E.PIPHANY COM 26881V100 525.20 4,900 SH OTH 3 600 0 4,300
E.PIPHANY INC. COM 26881V100 2,293.28 21,395 2 21,395
E.SPIRE COMMUNICATIONS INC. COM 269153102 128.25 19,000 2 19,000
E4L INC. COM 268452109 137.02 168,643 2 168,643
EARL SCHEIB INC. COM 806398103 48.75 15,000 2 15,000
EARTHGRAINS CO COM 270319106 357.65 18,400 2 18,400
EARTHGRAINS CO COM 270319106 1,525.80 78,500 SH SOLE 3 75,200 0 3,300
EARTHLINK INC. COM 270321102 508.30 32,924 SH SOLE 3 32,524 0 0
EARTHLINK INC. COM 270321102 204.76 13,264 2 13,264
EAST WEST BANCORP INC. COM 27579R104 254.40 17,700 SH SOLE 3 12,700 0 5,000
EASTERN ENTERPRISES COM 27637F100 0.60 10 SH OTH 3 0 0 0
EASTGRP PROPERTIES COM 277276101 918.30 43,600 SH SOLE 3 37,300 0 6,300
EASTMAN CHEM CO COM 277432100 202.41 4,239 2 4,239
EASTMAN CHEM CO COM 277432100 1,685.60 35,300 SH SOLE 3 35,300 0 0
EASTMAN CHEM CO COM 277432100 1,089.20 22,810 SH OTH 3 0 0 0
EASTMAN KODAK CO COM 277461109 7,163.21 120,390 2 120,390
EASTMAN KODAK CO COM 277461109 3,683.17 61,902 2 61,902
EASTMAN KODAK CO COM 277461109 64,444.40 1,083,100 SH SOLE 3 990,300 0 92,800
EASTMAN KODAK CO COM 277461109 16,511.80 277,510 SH OTH 3 51,500 0 0
EASTMAN KODAK CO COM 277461109 2,516.80 42,300 SH SHD 1 42,300 0 0
EATON CORP COM 278058102 7,772.00 116,000 SH SOLE 3 109,800 0 6,200
EATON CORP COM 278058102 3,819.70 57,010 SH OTH 3 2,400 0 0
EATON CORP COM 278058102 649.90 9,700 SH SHD 1 9,700 0 0
EBAY INC. COM 278642103 30,197.30 555,992 SH SOLE 3 503,192 0 11,600
EBAY INC. COM 278642103 244.40 4,500 SH OTH 3 4,500 0 0
EBAY INC. COM 278642103 1,716.82 31,610 SH SOLE 4 31,610
EBAY INC. COM 278642103 7,863.09 144,775 2 144,775
EBAY INC. COM 278642103 17,449.03 321,271 2 321,271
ECHELON CORP COM 27874N105 428.56 7,397 2 7,397
ECHELON CORP COM 27874N105 1,193.50 20,600 SH SOLE 3 20,400 0 100
ECHOSTAR COMMUNICATIONS CORP COM 278762109 274.81 8,300 2 8,300
ECHOSTAR COMMUNICATIONS CORP COM 278762109 12,336.32 372,593 2 372,593
ECHOSTAR COMMUNICATIONS CORP COM 278762109 176,651.90 5,335,405 SH SOLE 3 3,945,985 0 1,246,160
ECHOSTAR COMMUNICATIONS CORP COM 278762109 1,503.20 45,402 SH OTH 3 28,570 0 9,900
ECI TELECOM LTD COM 268258100 246.68 6,900 2 6,900
ECI TELECOM LTD COM 268258100 378.95 10,600 2 10,600
ECI TELECOM LTD COM 268258100 3,799.20 106,270 SH OTH 3 0 0 0
ECI TELECOM LTD COM 268258100 744.70 20,830 SH SOLE 3 20,830 0 0
ECLIPSYS CORP COM 278856109 78.74 10,498 2 10,498
ECLIPSYS CORP COM 278856109 315.19 42,025 2 42,025
ECOLAB INC. COM 278865100 15.60 400 SH SOLE 3 400 0 0
ECOLAB INC. COM 278865100 0.40 10 SH OTH 3 0 0 0
ECOLLEGE COM COM 27887E100 70.00 16,000 2 16,000
EDISON INTERNATIONAL COM 281020107 8.40 410 SH OTH 3 400 0 0
EDWARDS A G INC. COM 281760108 7,031.70 180,300 SH SOLE 3 158,000 0 17,900
EDWARDS A G INC. COM 281760108 3,143.40 80,600 SH OTH 3 0 0 80,600
EDWARDS LIFESCIENCES CORP COM 28176E108 669.09 36,167 2 36,167
EDWARDS LIFESCIENCES CORP COM 28176E108 602.00 32,540 SH SOLE 3 28,360 0 3,900
EDWARDS LIFESCIENCES CORP COM 28176E108 0.90 50 SH OTH 3 50 0 0
EFFICIENT NETWORKS COM 282056100 2,140.70 29,100 SH SOLE 3 28,700 0 200
EFFICIENT NETWORKS INC. COM 282056100 5,669.24 77,067 2 77,067
EGGHEAD.COM INC. COM 282329101 30.40 10,357 SH SOLE 3 10,357 0 0
EGL INC. COM 268484102 420.51 13,675 2 13,675
EGLOBE INC. COM 282339100 30.00 10,000 2 10,000
EIDOS PLC-SPONSORED ADR COM 282485101 744.61 100,964 2 100,964
EL PASO ELECTRIC (NEW) COM 283677854 223.80 20,000 SH SOLE 3 8,000 0 12,000
EL PASO ENERGY CAPITAL TR I PRF 283678209 709.48 11,140 2 11,140
EL PASO ENERGY CAPITAL TR I PRF 283678209 1,926.56 30,250 2 30,250
EL PASO ENERGY CORP COM 283905107 140,787.28 2,763,922 2 2,763,922
EL PASO ENERGY CORP COM 283905107 21,028.53 412,830 2 412,830
EL PASO ENERGY CORP. COM 283905107 7,338.00 144,058 SH SOLE 3 144,058 0 0
EL PASO ENERGY CORP. COM 283905107 10.70 210 SH OTH 3 200 0 0
EL PASO ENERGY PTNRS COM 28368B102 494.81 20,300 2 20,300
ELAMEX, S.A. DE C.V. COM P36209107 105.00 35,000 2 35,000
ELAN CORP CV BD 0% 12/14/18 CNV 284129AC7 807.13 1,100,000 SH SOLE 4 1,100,000
ELAN CORP PLC (ADR) COM 284131208 4,873.98 100,624 2 100,624
ELAN CORP PLC (ADR) COM 284131208 12,022.38 248,204 2 248,204
ELAN CORP PLC (ADR) COM 284131208 1,695.30 35,000 SH SOLE 3 35,000 0 0
ELAN CORP PLC (ADR)CONTINGENT VALUE RTS COM G29539148 3.90 7,700 SH SOLE 3 0 0 7,700
ELANTEC SEMICONDUCTOR INC. COM 284155108 772.80 11,100 SH SOLE 3 8,200 0 2,900
ELDERTR COM 284560109 115.31 102,500 2 102,500
ELECTRIC LIGHTWAVE INC. COM 284895109 91.60 4,900 SH SOLE 3 4,900 0 0
ELECTRO RENT CORP COM 285218103 11,264.00 919,512 SH SOLE 3 638,412 0 281,100
ELECTRO SCIENTIFIC INDS INC. COM 285229100 1,739.20 39,500 SH SOLE 3 34,900 0 4,600
ELECTROGLAS INC. COM 285324109 453.60 21,100 SH SOLE 3 19,000 0 2,100
ELECTRONIC ARTS COM 285512109 511.36 7,011 2 7,011
ELECTRONIC ARTS COM 285512109 561.60 7,700 SH SOLE 3 1,600 0 6,100
ELECTRONIC DATA SYSTEMS COM 285661104 51,335.30 1,244,491 SH SOLE 3 1,170,491 0 67,600
ELECTRONIC DATA SYSTEMS COM 285661104 9,269.30 224,710 SH OTH 3 29,100 0 0
ELECTRONIC DATA SYSTEMS COM 285661104 453.80 11,000 SH SHD 1 11,000 0 0
ELECTRONIC DATA SYSTEMS CORP COM 285661104 4,648.88 112,700 2 112,700
ELECTRONIC DATA SYSTEMS CORP COM 285661104 8,763.60 212,451 2 212,451
ELECTRONICS BOUTIQUE HOLDINGS COM 286045109 328.48 20,060 2 20,060
ELECTRONICS FOR IMAGING INC. COM 286082102 237.90 9,400 SH OTH 3 0 0 9,400
ELECTRONICS FOR IMAGING INC. COM 286082102 17.70 700 SH SOLE 3 700 0 0
ELI LILLY & CO COM 532457108 89,511.87 896,239 2 896,239
ELI LILLY & CO COM 532457108 71,547.55 716,371 2 716,371
ELI LILLY & CO COM 532457108 173,981.00 1,741,987 SH SOLE 3 1,650,487 0 81,770
ELI LILLY & CO COM 532457108 29,075.50 291,119 SH OTH 3 17,940 0 7,300
ELI LILLY & CO COM 532457108 1,997.50 20,000 SH SOLE 4 20,000
ELOT INC. COM 290143106 18.75 10,000 2 10,000
ELOYALTY CORP COM 290151109 151.70 11,900 SH SOLE 3 1,600 0 10,300
EMBOTELLADORA ANDINA-ADR A COM 29081P204 365.40 31,100 SH OTH 3 0 0 0
EMBOTELLADORA ANDINA-ADR B COM 29081P303 8,724.80 912,400 SH OTH 3 0 0 0
EMBOTELLADORA ANDINA-ADR B COM 29081P303 1,567.30 163,900 SH SOLE 3 163,900 0 0
EMBRATEL ADR COM 29081N100 16,880.20 714,504 SH OTH 3 0 0 0
EMBRATEL ADR COM 29081N100 3,387.80 143,399 SH SOLE 3 143,399 0 0
EMBRATEL PARTICIPACOES S.A. COM 29081N100 1,463.81 61,960 2 61,960
EMC CORP MASS COM 268648102 116,823.05 1,518,415 2 1,518,415
EMC CORP MASS COM 268648102 169,008.84 2,196,703 2 2,196,703
EMC CORP MASS CLL 268648102 350.00 10,000 CALL 2 10,000
EMC Corp.MASS COM 268648102 88,143.45 1,145,650 SH SOLE 4 1,145,650
EMC CORP. MASS COM 268648102 610,367.40 7,933,289 SH SOLE 3 7,355,149 0 334,080
EMC CORP. MASS COM 268648102 56,173.60 730,120 SH OTH 3 99,500 0 23,800
EMC CORP. MASS COM 268648102 3,162.10 41,100 SH SHD 1 41,100 0 0
EMCOR GRP INC. COM 29084Q100 1,043.40 45,000 SH SOLE 3 40,400 0 4,600
EMCORE CORP COM 290846104 10,056.72 83,806 2 83,806
EMCORE CORP. COM 290846104 1,068.00 8,900 SH SOLE 3 7,100 0 1,800
EMERGE INTERACTIVE INC. COM 29088W103 202.94 11,314 2 11,314
EMERSON ELECTRIC CO. COM 291011104 715.02 11,843 2 11,843
EMERSON ELECTRIC CO. COM 291011104 1,711.39 28,346 2 28,346
EMERSON ELECTRIC CO. COM 291011104 36,488.90 604,371 SH SOLE 3 589,871 0 12,400
EMERSON ELECTRIC CO. COM 291011104 6,684.10 110,710 SH OTH 3 9,000 0 0
EMERSON ELECTRIC CO. COM 291011104 591.70 9,800 SH SHD 1 9,800 0 0
EMISPHERE TECHNOLOGIES INC. COM 291345106 1,563.80 36,700 SH SOLE 3 33,800 0 2,900
EMISPHERE TECHNOLOGIES INC. COM 291345106 213.05 5,000 2 5,000
EMISPHERE TECHNOLOGIES INC. COM 291345106 1,485.11 34,854 2 34,854
EMMIS BROADCASTING CL A COM 291525103 38,031.90 919,200 SH SOLE 3 737,200 0 182,000
EMMIS BROADCASTING CL A COM 291525103 707.50 17,100 SH OTH 3 0 0 17,100
EMMIS COMMUNICATIONS CORP COM 291525103 6,036.61 145,900 2 145,900
EMPIRE DISTRICT ELEC CO COM 291641108 781.00 35,400 SH SOLE 3 32,400 0 3,000
EMPRESA NACIONAL DE ELECTRCDAD COM 29244T101 14,244.10 1,287,600 SH OTH 3 0 0 0
EMPRESA NACIONAL DE ELECTRCDAD COM 29244T101 2,362.90 213,600 SH SOLE 3 213,600 0 0
EMULEX CORP COM 292475209 643.70 9,800 SH OTH 3 0 0 9,800
EMULEX CORP COM 292475209 282.50 4,300 SH SOLE 3 4,300 0 0
EMUSIC.COM INC. COM 292476108 3,418.91 1,439,540 2 1,439,540
ENCOMPASS SERV CORP COM 29255U104 9,352.80 1,626,571 SH SOLE 3 1,401,979 0 224,592
ENCOMPASS SVCS CORP COM 29255U104 632.91 110,071 2 110,071
ENDESA, S.A. COM 29258N107 1,236.30 63,400 2 63,400
ENDESA, S.A. COM 29258N107 2,426.37 124,429 2 124,429
ENDOCARE INC. COM 29264P104 202.50 10,000 2 10,000
ENERGEN CORP COM 29265N108 1,758.10 80,600 SH SOLE 3 73,000 0 7,600
ENERGIZER HLDGS INC. COM 29266R108 1,008.08 55,237 2 55,237
ENERGIZER HOLDINGS INC. COM 29266R108 87,160.20 4,775,900 SH SOLE 3 3,922,096 0 619,298
ENERGIZER HOLDINGS INC. COM 29266R108 1,895.30 103,853 SH OTH 3 35,133 0 61,167
ENERGY EAST CORP. COM 29266M109 13,265.60 695,900 SH SOLE 3 622,400 0 73,500
ENERGY EAST CORP. COM 29266M109 5,150.70 270,200 SH OTH 3 8,400 0 209,200
ENERGYNORTH INC. COM 292925104 758.40 12,800 SH SOLE 3 12,800 0 0
ENERSIS S.A ADR COM 29274F104 9,896.50 496,376 SH OTH 3 0 0 0
ENERSIS S.A ADR COM 29274F104 1,537.00 77,092 SH SOLE 3 77,092 0 0
ENGAGE INC. COM 292827102 416.07 32,160 2 32,160
ENGAGE INC. COM 292827102 223.80 17,300 SH SOLE 3 17,300 0 0
ENGELHARD CORP COM 292845104 1,612.60 94,510 SH OTH 3 0 0 35,400
ENGELHARD CORP COM 292845104 20.50 1,200 SH SOLE 3 1,200 0 0
ENHANCE FINANCIAL SVCS GRP COM 293310108 506.00 35,200 SH SOLE 3 35,200 0 0
ENRON CORP COM 293561106 170,060.12 2,636,591 2 2,636,591
ENRON CORP COM 293561106 200,651.24 3,110,872 2 3,110,872
ENRON CORP COM 293561106 140,126.20 2,172,499 SH SOLE 3 2,151,099 0 21,400
ENRON CORP COM 293561106 14,474.40 224,410 SH OTH 3 14,300 0 0
ENRON CORP COM 293561106 1,141.70 17,700 SH SHD 1 17,700 0 0
ENRON CORP COM 293561106 5,759.21 89,290 SH SOLE 4 89,290
ENRON CORP $10.50 2ND CV PFD PRF 293561601 18,000.00 9,000 2 9,000
ENSCO INTERNATIONAL INC. COM 26874Q100 1,497.00 41,800 SH OTH 3 0 0 41,800
ENSCO INTERNATIONAL INC. COM 26874Q100 1,420.40 39,663 SH SOLE 3 17,463 0 22,200
ENSCO INTERNATIONAL INC. COM 26874Q100 358.13 10,000 2 10,000
ENSCO INTERNATIONAL INC. COM 26874Q100 1,325.06 37,000 2 37,000
ENTERCOM COMMUNICATIONS CORP COM 293639100 24,370.00 499,897 SH SOLE 3 499,897 0 0
ENTERGY CORP. COM 29364G103 22,031.40 810,350 SH SOLE 3 750,650 0 53,000
ENTERGY CORP. COM 29364G103 6,315.90 232,310 SH OTH 3 6,600 0 21,800
ENTERTAINMENT PROPERTIES COM 29380T105 12.40 900 SH SOLE 3 900 0 0
ENTERTAINMENT PROPERTIES TR COM 29380T105 2,580.87 186,850 2 186,850
ENTERTAINMENT PROPERTIES TR COM 29380T105 1,276.97 92,450 2 92,450
ENTR TECHNOLOGIES COM 293848107 1,205.25 14,565 2 14,565
ENTR TECHNOLOGIES COM 293848107 4,989.00 60,290 2 60,290
ENTREMED INC. COM 29382F103 71.80 2,400 SH SOLE 3 0 0 2,400
ENTR TECHNOLOGIES COM 293848107 3,235.50 39,100 SH SOLE 3 38,400 0 300
ENTR TECHNOLOGIES COM 293848107 3,748.58 45,300 SH SOLE 4 45,300
ENZO BIOCHEM INC. COM 294100102 910.80 13,200 SH SOLE 3 10,000 0 3,200
ENZON INC. COM 293904108 1,466.20 34,500 SH SOLE 3 28,700 0 5,800
EOG RESOURCES INC. COM 26875P101 180.90 5,400 SH SOLE 3 5,400 0 0
EOG RESOURCES INC. COM 26875P101 9,465.43 282,550 2 282,550
EOG RESOURCES INC. COM 26875P101 9,040.24 269,858 2 269,858
EPICEDGE INC. COM 29426X102 2,300.00 100,000 2 100,000
EPLUS INC. COM 294268107 269.60 7,400 SH SOLE 3 6,500 0 900
EPOCH PHARMACEUTICALS INC. COM 294273107 88.75 10,000 2 10,000
EPRESENCE INC. COM 294348107 15.90 2,200 SH SOLE 3 2,200 0 0
EPRISE CORP COM 294352109 164.38 10,000 2 10,000
EQUIFAX INC. COM 294429105 0.30 10 SH OTH 3 0 0 0
EQUIFAX INC. COM 294429105 365.79 13,935 2 13,935
EQUITABLE RESOURCES INC. COM 294549100 4,028.90 83,500 SH SOLE 3 83,500 0 0
EQUITY INNS INC. COM 294703103 8,346.50 1,362,700 SH SOLE 3 1,095,200 0 267,500
EQUITY OFFICE PROPERTIES TR COM 294741103 6,109.56 221,662 2 221,662
EQUITY OFFICE PROPERTIES TR COM 294741103 6,408.03 232,491 2 232,491
EQUITY OFFICE PROPERTIES TR COM 294741103 20,279.10 735,750 SH SOLE 3 674,750 0 61,000
EQUITY OFFICE PROPERTIES TR COM 294741103 804.80 29,200 SH OTH 3 10,200 0 0
EQUITY RESIDENTIAL PROP TR PRF 29476L859 2,785.61 127,704 2 127,704
EQUITY RESIDENTIAL PROP TR PRF 29476L859 5,824.73 267,030 2 267,030
EQUITY RESIDENTIAL PROPERTIES COM 29476L107 698.05 15,175 2 15,175
EQUITY RESIDENTIAL PROPERTIES COM 29476L107 1,526.51 33,185 2 33,185
EQUITY RESIDENTIAL PROPERTIES COM 29476L107 21,599.30 469,550 SH SOLE 3 436,050 0 33,500
EQUITY RESIDENTIAL PROPERTIES COM 29476L107 630.20 13,700 SH OTH 3 3,600 0 0
ERICSSON L M TEL CO. ADR -B- COM 294821400 43,512.84 2,175,642 2 2,175,642
ERICSSON L M TEL CO. ADR -B- CLL 294821400 75.00 15,000 CALL 2 15,000
ERICSSON L M TEL CO. ADR -B- COM 294821400 66,287.28 3,314,364 2 3,314,364
ERICSSON L M TEL CO. ADR -B- PUT 294821400 245.00 78,400 PUT 2 78,400
ERICSSON L M TEL CO. ADR -B- PUT 294821400 368.15 79,600 PUT 2 79,600
ERICSSON L M TEL CO. ADR CL-B COM 294821400 136.00 6,800 SH SOLE 3 6,800 0 0
ERIE INDEMNITY CO. CL-A COM 29530P102 22.10 700 SH SOLE 3 700 0 0
ESC MEDICAL SYSTEMS LTD COM M40868107 818.80 50,000 SH SOLE 3 50,000 0 0
ESCO ELECTRONICS CORP COM 269030102 626.00 31,300 SH SOLE 3 28,500 0 2,800
ESHARE COMMUNICATIONS INC. COM 296428105 1,400.00 200,000 2 200,000
ESOFT INC. COM 296904105 361.23 51,604 2 51,604
ESS TECHNOLOGY INC. COM 269151106 478.50 33,000 SH SOLE 3 29,400 0 3,600
ESSEX PROPERTY TR INC. COM 297178105 441.00 10,500 2 10,500
ESSEX PROPERTY TR INC. COM 297178105 4,092.90 97,450 SH SOLE 3 77,950 0 19,500
ESSEX PROPERTY TR INC. COM 297178105 184.80 4,400 SH OTH 3 0 0 0
E-STAMP CORP COM 269154100 475.86 253,792 2 253,792
ESTEE LAUDER COS INC. CL-A COM 518439104 181,666.20 3,674,664 SH SOLE 3 3,667,564 0 7,100
ESTEE LAUDER COS INC. CL-A COM 518439104 59.30 1,200 SH OTH 3 1,200 0 0
ESTEE LAUDER COS INC. CL-A COM 518439104 55,183.52 1,116,228 SH SOLE 4 1,116,228
ESTEE LAUDER COS INC. CL-A COM 518439104 138,410.61 2,799,709 2 2,799,709
ESTEE LAUDER COS INC. CL-A COM 518439104 73,391.40 1,484,529 2 1,484,529
E-TEK DYNAMICS INC. COM 269240107 191,147.80 724,560 SH SOLE 3 609,960 0 400
E-TEK DYNAMICS INC. COM 269240107 870.60 3,300 SH OTH 3 1,300 0 2,000
E-TEK DYNAMICS INC. COM 269240107 923.34 3,500 2 3,500
E-TEK DYNAMICS INC. COM 269240107 4,418.86 16,750 2 16,750
ETHAN ALLEN INTERIORS INC. COM 297602104 3,280.80 136,700 SH SOLE 3 136,700 0 0
ETHAN ALLEN INTERIORS INC. COM 297602104 700.80 29,200 SH OTH 3 0 0 29,200
ETHYL CORP. COM 297659104 298.80 119,500 SH SOLE 3 107,000 0 12,500
ETOYS INC. COM 297862104 315.28 49,700 SH SOLE 4 49,700
ETOYS INC. COM 297862104 4,377.82 690,099 2 690,099
ETOYS INC. COM 297862104 8,473.63 1,335,744 2 1,335,744
ETOYS INC. COM 297862104 435.80 68,700 SH SOLE 3 60,000 0 8,700
EUNIVERSE INC. COM 298412107 342.75 63,035 2 63,035
EURONET SVCS INC. COM 298736109 175.00 20,000 2 20,000
EUROTELECOM COMM.INC. CMN CL A COM U2992G107 244.46 130,000 SH SOLE 4 130,000
EVANS BOB FARMS INC. COM 096761101 416.80 27,900 SH OTH 3 0 0 27,900
EVANS BOB FARMS INC. COM 096761101 123.40 8,263 SH SOLE 3 8,263 0 0
EVEREST RE GRP LTD COM G3223R108 12,574.70 382,500 SH SOLE 3 367,900 0 14,600
EVEREST RE GRP LTD COM G3223R108 2,439.30 74,200 SH OTH 3 0 0 74,200
EVEREST RE GRP LTD COM G3223R108 1,854.15 56,400 2 56,400
EVEREST RE GRP LTD COM G3223R108 3,120.26 94,913 2 94,913
EVOLVING SYSTEMS COM 30049R100 734.96 125,100 2 125,100
EXAR CORP COM 300645108 435.94 5,000 2 5,000
EXAR CORP. COM 300645108 2,868.50 32,900 SH SOLE 3 30,000 0 2,900
EXCALIBUR TECHNOLOGIES CP (NEW) COM 300651205 6,689.53 167,500 2 167,500
EXCALIBUR TECHNOLOGIES CP (NEW) COM 300651205 511.20 12,800 SH SOLE 3 11,200 0 1,600
EXCEL TECHNOLOGY INC. COM 30067T103 130.80 2,600 SH SOLE 3 0 0 2,600
EXCELON CORP COM 300691102 317.50 40,000 2 40,000
EXCHANGE APPLICATIONS INC. COM 300867108 902.60 33,900 SH SOLE 3 29,400 0 4,500
EXELIXIS INC. COM 30161Q104 245.31 7,350 2 7,350
EXELIXIS INC. COM 30161Q104 937.84 28,100 2 28,100
EXIDE CORP COM 302051107 112.00 14,000 2 14,000
EXODUS COMMUNICATIONS, INC. COM 302088109 92,307.00 2,003,952 SH SOLE 3 1,994,052 0 4,600
EXODUS COMMUNICATIONS, INC. COM 302088109 2,063.60 44,800 SH SOLE 4 44,800
EXODUS COMMUNICATIONS, INC.A2126 COM 302088109 9,371.88 203,460 2 203,460
EXODUS COMMUNICATIONS, INC. COM 302088109 33,383.01 724,733 2 724,733
EXODUS COMMUNICATIONS, INC. CLL 302088109 131.25 10,000 CALL 2 10,000
EXPEDIA INC. COM 302125109 5,638.50 380,660 SH SOLE 3 294,960 0 900
EXPEDIA INC. COM 302125109 251.07 16,950 2 16,950
EXPEDIA INC. COM 302125109 195.15 13,175 2 13,175
EXPRESS SCRIPTS CL A COM 302182100 1,925.90 31,000 SH SOLE 3 26,700 0 4,300
EXPRESS SCRIPTS CL A COM 302182100 1,025.10 16,500 SH OTH 3 0 0 16,500
EXTENDED STAY AMERICA INC. COM 30224P101 3.70 400 SH SOLE 3 400 0 0
EXTENDED SYSTEMS INC. COM 301973103 537.60 5,600 SH SOLE 3 4,400 0 1,200
EXTENDED SYSTEMS INC. COM 301973103 1,344.00 14,000 2 14,000
EXTENSITY INC. COM 302255104 1,427.06 41,666 2 41,666
EXTREME NETWORKS COM 30226D106 18,973.60 179,845 SH SOLE 3 179,445 0 200
EXTREME NETWORKS INC. COM 30226D106 870.16 8,248 2 8,248
EXXON MOBIL CORP COM 30231G102 35,927.49 457,675 2 457,675
EXXON MOBIL CORP COM 30231G102 27,309.60 347,893 2 347,893
EXXON MOBIL CORP COM 30231G102 509,610.50 6,491,853 SH SOLE 3 6,096,925 0 381,358
EXXON MOBIL CORP COM 30231G102 95,221.50 1,213,012 SH OTH 3 178,569 0 24,300
EXXON MOBIL CORP COM 30231G102 8,314.40 105,916 SH SHD 1 105,916 0 0
EZENIA! INC. COM 302311105 291.00 65,575 SH SOLE 3 65,575 0 0
EZENIA! INC. COM 302311105 44.38 10,000 2 10,000
F & M NATIONAL CORP COM 302374103 240.90 11,471 SH SOLE 3 6,147 0 5,324
F.Y.I. CORP COM 302712104 33,503.70 994,543 SH SOLE 3 830,643 0 163,900
F5 NETWORKS INC. COM 315616102 1,004.00 18,400 SH SOLE 3 16,100 0 2,300
F5 NETWORKS INC. COM 315616102 286.45 5,250 2 5,250
FACTORY 2-U STORES INC. COM 303072102 113.40 3,000 SH SOLE 3 100 0 2,900
FACTSET RESEARCH SYSTEMS COM 303075105 161.00 5,700 SH SOLE 3 200 0 5,500
FAIR ISAAC & CO INC. COM 303250104 1,878.80 42,700 SH SOLE 3 37,900 0 4,800
FAIRFIELD COMMUNITIES INC. COM 304231301 633.10 80,400 SH SOLE 3 68,400 0 12,000
FAIRMARKET INC. COM 305158107 197.75 28,000 2 28,000
FAMILY DOLLAR STORES INC. COM 307000109 80,430.70 4,111,472 SH SOLE 3 4,085,172 0 26,300
FAMILY DOLLAR STORES INC. COM 307000109 1,768.50 90,400 SH OTH 3 0 0 90,400
FANNIE MAE COM STK COM 313586109 337,744.70 6,471,755 SH SOLE 3 4,349,155 0 2,111,750
FANNIE MAE COM STK COM 313586109 24,349.90 466,584 SH OTH 3 94,490 0 28,000
FANNIE MAE COM STK COM 313586109 1,262.90 24,200 SH SHD 1 24,200 0 0
FANNIE MAE COM STK COM 313586109 22,810.37 437,085 2 437,085
FANNIE MAE COM STK COM 313586109 35,563.95 681,465 2 681,465
FANNIE MAE COM STK COM 313586109 1,816.13 34,800 SH SOLE 4 34,800
FAR EASTERN TEXTILE LTD-GDR COM 307331306 401.60 32,000 SH OTH 3 0 0 32,000
FARM FAMILY HOLDINGS INC. COM 307901108 37.10 1,200 SH SOLE 3 1,200 0 0
FASTENAL CO COM 311900104 202.50 4,000 2 4,000
FBL FINL GRP INC. CL A COM 30239F106 403.20 25,600 SH SOLE 3 23,100 0 2,500
FD HMN LN MTG CORP COM 313400301 96,455.73 2,381,623 2 2,381,623
FD HMN LN MTG CORP COM 313400301 120,701.66 2,980,288 2 2,980,288
FD HMN LN MTG CORP USD (333) 0.21 COM 313400301 1,033.48 25,518 SH SOLE 4 25,518
FEDDERS CORP COM 313135105 239.50 41,200 SH SOLE 3 23,800 0 17,400
FEDERAL SIGNAL CORP COM 313855108 1,820.80 110,349 SH SOLE 3 110,349 0 0
FEDERAL-MOGUL CORP. COM 313549107 172.84 18,075 2 18,075
FEDERAL-MOGUL CORP. COM 313549107 69.80 7,300 SH SOLE 3 1,100 0 6,200
FEDERATED DEPT STORES INC. COM 31410H101 89,651.80 2,656,350 SH SOLE 3 2,583,650 0 63,100
FEDERATED DEPT STORES INC. COM 31410H101 11,353.80 336,410 SH OTH 3 76,400 0 60,000
FEDERATED DEPT STORES INC. COM 31410H101 1,660.50 49,200 SH SHD 1 49,200 0 0
FEDERATED DEPT STORES INC. DEL COM 31410H101 216.00 6,400 2 6,400
FEDERATED DEPT STORES INC. DEL COM 31410H101 1,315.58 38,980 2 38,980
FEDEX CORP COM 31428X106 2,308.20 60,742 2 60,742
FEDEX CORP COM 31428X106 3,372.69 88,755 2 88,755
FEDEX CORP. COM 31428X106 4,491.10 118,186 SH SOLE 3 114,986 0 3,200
FEDEX CORP. COM 31428X106 11.80 310 SH OTH 3 300 0 0
FEI CO. COM 30241L109 765.50 25,100 SH SOLE 3 21,500 0 3,600
FELCOR LODGING TR INC. COM 31430F101 185.00 10,000 2 10,000
FELCOR LODGING TR INC. COM 31430F101 555.00 30,000 2 30,000
FELCOR LODGING TR INC. COM 31430F101 601.20 32,500 SH SOLE 3 28,300 0 4,200
FERRELLGAS PTNRS, L.P. COM 315293100 5,909.50 433,725 2 433,725
FERRELLGAS PTNRS, L.P. COM 315293100 5,493.26 403,175 2 403,175
FERRO CORP. COM 315405100 168.00 8,000 SH SOLE 3 5,600 0 2,400
FIDELITY FUNDS LATIN AMERICA COM 345991681 301.20 30,000 SH SOLE 4 30,000
FIDELITY NATIONAL FINANCL INC. COM 316326107 2,408.50 131,521 SH SOLE 3 121,021 0 10,500
FIFTH THIRD BANCORP COM 316773100 221.69 3,505 2 3,505
FIFTH THIRD BANCORP COM 316773100 227.76 3,601 2 3,601
FIFTH THIRD BANCORP COM 316773100 29,765.80 470,605 SH SOLE 3 469,705 0 900
FIFTH THIRD BANCORP COM 316773100 5,788.00 91,510 SH OTH 3 200 0 8,100
FILENET CORP COM 316869106 2,109.40 114,800 SH SOLE 3 106,900 0 7,900
FINANCIAL FEDERAL CORP COM 317492106 159.80 9,200 SH SOLE 3 9,200 0 0
FINANCIAL SECURITY ASSURANCE HLDGS COM 31769P100 3,209.50 42,300 SH SOLE 3 42,300 0 0
FINISAR CORP. COM 31787A101 240.90 9,200 SH SOLE 3 9,200 0 0
FINISH LINE INC. CL-A COM 317923100 4.90 600 SH SOLE 3 600 0 0
FINLAY ENTERPRISES, INC. COM 317884203 338.00 26,000 2 26,000
FINOVA GRP INC. COM 317928109 1,911.00 147,000 2 147,000
FIRST ALBANY COS INC. COM 318465101 339.17 16,151 2 16,151
FIRST AMERN CORP CALIF COM 318522307 343.50 24,000 2 24,000
FIRST CASH FINANNCIAL SVCS, INC. COM 31942D107 1,797.90 532,700 SH SOLE 3 397,600 0 135,100
FIRST CHARTER CORP COM 319439105 322.90 20,500 SH SOLE 3 16,400 0 4,100
FIRST CITIZENS BANKSHARES CL A COM 31946M103 428.40 7,200 SH SOLE 3 5,700 0 1,500
FIRST COMWLTH FINL CORP PA COM 319829107 152.20 16,800 SH SOLE 3 16,800 0 0
FIRST DATA CORP COM 319963104 16,697.08 336,465 2 336,465
FIRST DATA CORP COM 319963104 16,297.00 328,403 2 328,403
FIRST DATA CORP COM 319963104 370,869.00 7,473,430 SH SOLE 3 5,768,820 0 1,361,870
FIRST DATA CORP COM 319963104 12,595.20 253,808 SH OTH 3 84,430 0 35,200
FIRST DATA CORP COM 319963104 1,017.30 20,500 SH SHD 1 20,500 0 0
FIRST FINL BANKSHARES INC. COM 32020R109 5.50 200 SH SOLE 3 200 0 0
FIRST HEALTH GRP INC. COM 320960107 843.30 25,700 SH OTH 3 0 0 25,700
FIRST HEALTH GRP INC. COM 320960107 695.60 21,200 SH SOLE 3 9,300 0 11,900
FIRST INDUSTRIAL REALTY TR COM 32054K103 5,820.40 197,300 SH SOLE 3 157,800 0 39,500
FIRST INVS FINL SVCS GRP INC. COM 32058A101 209.63 43,000 2 43,000
FIRST MIDWEST BANCORP INC. DEL COM 320867104 3,452.60 148,500 SH SOLE 3 147,150 0 1,350
FIRST PRIORITY GRP COM 335914206 82.81 50,000 2 50,000
FIRST SECURITY CORP DEL COM 336294103 5,350.41 394,500 2 394,500
FIRST SECURITY CORP DEL COM 336294103 1,378.38 101,632 2 101,632
FIRST SECURITY CORP DEL COM 336294103 1,388.80 102,400 SH OTH 3 0 0 102,400
FIRST SECURITY CORP DEL COM 336294103 794.80 58,600 SH SOLE 3 31,000 0 27,600
FIRST SENTINEL BANCORP COM 33640T103 544.10 66,200 SH SOLE 3 53,700 0 12,500
FIRST TENN NATL CORP COM 337162101 1,410.66 85,172 2 85,172
FIRST TENN NATL CORP COM 337162101 314.69 19,000 2 19,000
FIRST TENN NATL CORP COM 337162101 2,970.50 179,350 SH SOLE 3 179,350 0 0
FIRST UNION CORP COM 337358105 5,895.15 237,588 2 237,588
FIRST UNION CORP COM 337358105 15,626.80 629,795 SH SOLE 3 627,495 0 2,300
FIRST UNION CORP COM 337358105 2,900.80 116,910 SH OTH 3 700 0 0
FIRST UNITED BANCSHARES ARK COM 33741E104 62.30 4,100 SH SOLE 3 4,100 0 0
FIRST VIRGINIA BANKS INC. COM 337477103 170.60 4,900 SH SOLE 3 4,900 0 0
FIRST WASHINGTON BANCORP COM 33748T104 4.20 300 SH SOLE 3 300 0 0
FIRSTAR CORP (NEW) COM 33763V109 11,204.13 531,947 2 531,947
FIRSTAR CORP (NEW) COM 33763V109 2,802.22 133,043 2 133,043
FIRSTAR CORP. WISCONSIN (NEW) COM 33763V109 49,827.20 2,365,681 SH SOLE 3 2,333,281 0 32,400
FIRSTAR CORP. WISCONSIN (NEW) COM 33763V109 8,346.40 396,270 SH OTH 3 13,100 0 29,760
FIRSTENERGY CORP COM 337932107 21.00 900 SH SOLE 3 900 0 0
FIRSTENERGY CORP COM 337932107 0.20 10 SH OTH 3 0 0 0
FIRSTFED FINANCIAL CORP COM 337907109 144.53 10,232 2 10,232
FIRSTFED FINANCIAL CORP COM 337907109 1,118.70 79,200 SH SOLE 3 75,300 0 3,900
FIRSTMERIT CORP COM 337915102 241.50 11,300 SH SOLE 3 11,300 0 0
FIRSTPLUS FINANCIAL GRP INC. COM 33763B103 44.20 162,037 SH SOLE 3 162,037 0 0
FISERV INC. COM 337738108 6,976.20 161,300 SH SOLE 3 142,600 0 18,700
FISERV INC. COM 337738108 2,979.90 68,900 SH OTH 3 1,200 0 65,900
FISERV INC. COM 337738108 266.42 6,160 2 6,160
FISERV INC. COM 337738108 2,089.36 48,309 2 48,309
FISHER SCIENTIFIC COM 338032204 346.50 14,000 SH SOLE 3 14,000 0 0
FLAG TELECOM HOLDINGS LTD COM G3529L102 263.96 17,745 2 17,745
FLEET BOSTON FINANCIAL CORP COM 339030108 1,252.56 36,840 2 36,840
FLEET BOSTON FINANCIAL CORP COM 339030108 4,116.52 121,074 2 121,074
FLEET BOSTON FINANCIAL CORP COM 339030108 105,762.00 3,110,646 SH SOLE 3 2,998,546 0 110,000
FLEET BOSTON FINANCIAL CORP COM 339030108 16,023.80 471,289 SH OTH 3 53,421 0 0
FLEET BOSTON FINANCIAL CORP COM 339030108 1,808.80 53,200 SH SHD 1 53,200 0 0
FLEMING COS INC. COM 339130106 8,934.80 684,000 SH SOLE 3 649,100 0 24,600
FLEMING COS INC. COM 339130106 1,972.40 151,000 SH OTH 3 0 0 64,200
FLEXTRADE.COM VENTURE CAPITAL INV COM USVC04930 1,000.00 1,000,001 SH SOLE 3 1,000,001 0 0
FLEXTRONICS INTL LTD COM Y2573F102 12,944.85 188,460 2 188,460
FLEXTRONICS INTL LTD COM Y2573F102 1,563.90 22,768 SH SOLE 3 22,768 0 0
FLOORING AMERICA INC. COM 339756108 23.63 63,016 2 63,016
FLORIDA PROGRESS CORP COM 341109106 921.09 19,650 2 19,650
FLORIDA PROGRESS CORP COM 341109106 2,180.20 46,510 SH OTH 3 0 0 24,800
FLORIDA PROGRESS CORP COM 341109106 806.20 17,200 SH SOLE 3 17,200 0 0
FLOWERS INDUST.INC. (GEORGIA) COM 343496105 436.63 21,900 2 21,900
FLOWSERVE CORP COM 34354P105 2,553.50 169,527 2 169,527
FLOWSERVE CORP. COM 34354P105 1,224.60 81,300 SH SOLE 3 76,500 0 4,800
FLUOR CORP COM 343861100 10,543.80 333,400 SH SOLE 3 316,600 0 16,800
FLUOR CORP COM 343861100 3,513.10 111,087 SH OTH 3 23,077 0 14,600
FLUOR CORP COM 343861100 265.60 8,400 SH SHD 1 8,400 0 0
FMC CORP. COM 302491303 1,821.20 31,400 SH SOLE 3 31,400 0 0
FMC CORP. COM 302491303 1,038.80 17,910 SH OTH 3 0 0 0
FOOTSTAR INC. COM 344912100 2,832.90 85,200 SH SOLE 3 83,200 0 2,000
FOOTSTAR INC. COM 344912100 1,998.30 60,100 SH OTH 3 0 0 27,500
FORCENERGY INC. COM 345206205 226.47 11,253 2 11,253
FORD MOTOR CO. COM 345370100 3,176.58 73,874 2 73,874
FORD MOTOR CO. COM 345370100 12,094.14 281,259 2 281,259
FORD MOTOR CO. (DEL) COM 345370100 102,919.80 2,393,484 SH SOLE 3 2,314,784 0 78,700
FORD MOTOR CO. (DEL) COM 345370100 21,870.20 508,610 SH OTH 3 92,800 0 0
FORD MOTOR CO. (DEL) COM 345370100 2,283.30 53,100 SH SHD 1 53,100 0 0
FOREST LABORATORIES INC. COM 345838106 28,865.80 285,800 SH SOLE 3 264,500 0 18,100
FOREST LABORATORIES INC. COM 345838106 8,463.80 83,800 SH OTH 3 1,300 0 43,300
FOREST LABORATORIES INC. COM 345838106 363.60 3,600 2 3,600
FOREST OIL CORP. (NEW) COM 346091606 78.10 4,900 SH SOLE 3 1,700 0 3,200
FORRESTER RESEARCH INC. COM 346563109 1,907.70 26,200 SH SOLE 3 24,000 0 2,200
FORT JAMES CORP. COM 347471104 11,630.70 502,950 SH SOLE 3 456,850 0 39,200
FORT JAMES CORP. COM 347471104 28.00 1,210 SH OTH 3 1,200 0 0
FORTUNE BRANDS INC. COM 349631101 10,548.80 457,400 SH SOLE 3 444,800 0 12,600
FORTUNE BRANDS INC. COM 349631101 2,181.90 94,610 SH OTH 3 5,700 0 0
FORTUNE BRANDS INC. COM 349631101 461.20 20,000 SH SHD 1 20,000 0 0
FOSTER WHEELER CORP COM 350244109 860.80 99,800 SH SOLE 3 93,200 0 6,600
FOUNDATION HEALTH SYSTEMS COM 350404109 13,223.60 1,017,200 SH SOLE 3 988,800 0 21,300
FOUNDRY NETWORKS INC. COM 35063R100 22.00 200 SH SOLE 3 200 0 0
FOUNDRY NETWORKS INC. COM 35063R100 3,148.09 28,619 2 28,619
FOUNDRY NETWORKS INC. COM 35063R100 421.74 3,834 2 3,834
FOUNTAIN VIEW INC. COM 9567ZUS96 0.00 79,032 SH OTH 3 0 0 79,032
FOUR SEASONS HOTELS LIMITED COM 35100E104 561.38 9,000 2 9,000
FOX ENTERTAINMENT GRP INC. COM 35138T107 52,545.70 1,729,900 SH SOLE 3 1,700,000 0 29,900
FOX ENTERTAINMENT GRP INC. COM 35138T107 5,516.10 181,600 SH OTH 3 10,200 0 48,500
FOX ENTERTAINMENT GRP INC. COM 35138T107 683.40 22,500 SH SHD 1 22,500 0 0
FPL GRP INC. COM 302571104 34,413.40 695,220 SH SOLE 3 654,420 0 37,300
FPL GRP INC. COM 302571104 7,786.80 157,310 SH OTH 3 18,600 0 0
FPL GRP INC. COM 302571104 133.70 2,700 SH SHD 1 2,700 0 0
FRANCHISE FINANCE CORP. COM 351807102 121.90 5,300 SH SOLE 3 5,300 0 0
FRANKLIN COVEY CO COM 353469109 1,438.70 207,382 SH SOLE 3 207,382 0 0
FRANKLIN ELECTRIC INC. COM 353514102 6.80 100 SH SOLE 3 100 0 0
FRANKLIN RESOURCES INC. COM 354613101 33,412.50 1,100,000 SH SOLE 3 1,100,000 0 0
FRANKLIN RESOURCES INC. COM 354613101 9.40 310 SH OTH 3 300 0 0
FRANKLIN RESOURCES INC. COM 354613101 792.79 26,100 2 26,100
FREDDIE MAC COM 313400301 325,557.20 8,038,450 SH SOLE 3 5,537,210 0 2,481,530
FREDDIE MAC COM 313400301 14,327.90 353,775 SH OTH 3 75,960 0 29,200
FREDDIE MAC COM 313400301 421.20 10,400 SH SHD 1 10,400 0 0
FREDS INC. CL A COM 356108100 17,974.30 998,575 SH SOLE 3 760,400 0 238,175
FREEMARKETS, INC. COM 356602102 2,396.10 50,510 SH SOLE 3 50,510 0 0
FREEMARKETS, INC. COM 356602102 764.46 16,115 2 16,115
FREEMARKETS, INC. COM 356602102 21,304.13 449,099 2 449,099
FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 8,685.80 939,000 SH SOLE 3 912,900 0 26,100
FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 1,073.10 116,010 SH OTH 3 10,100 0 0
FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 103.60 11,200 SH SHD 1 11,200 0 0
FRESENIUS MEDICAL CARE COM 358029205 281.26 20,738 2 20,738
FRESENIUS MEDICAL CARE AG ADR COM 358029106 1,702.20 65,000 SH SOLE 3 65,000 0 0
FRISCH'S RESTAURANTS INC. COM 358748101 162.75 15,500 2 15,500
FRITZ COS INC. COM 358846103 579.60 56,200 SH SOLE 3 52,500 0 3,700
FRONTIER AIRLINES INC. (NEW) COM 359065109 1,365.40 95,400 SH SOLE 3 85,100 0 10,300
FRONTLINE CAP GRP COM 35921N101 459.26 21,549 2 21,549
FULLER H B CO COM 359694106 934.00 20,500 SH SOLE 3 13,500 0 7,000
FULLER H B CO COM 359694106 915.80 20,100 SH OTH 3 0 0 20,100
FULTON FINANCIAL CORP. COM 360271100 2,901.40 164,039 SH SOLE 3 164,039 0 0
FURNITURE BRANDS INTERNATIONAL COM 360921100 485.50 32,100 SH OTH 3 0 0 32,100
FURNITURE BRANDS INTERNATIONAL COM 360921100 272.20 18,000 SH SOLE 3 2,900 0 15,100
FUTURELINK CORP (DEL) COM 36114Q208 107.81 15,000 2 15,000
FUTURELINK CORP (DEL) COM 36114Q208 176.67 24,580 2 24,580
GABELLI ASSET MANAGEMENT INC. COM 36239Y102 170.00 6,800 SH SOLE 3 700 0 6,100
GABLES RESIDENTIAL TR COM 362418105 422.30 16,400 2 16,400
GABLES RESIDENTIAL TR COM 362418105 378.01 14,680 2 14,680
GABLES RESIDENTIAL TR COM 362418105 154.50 6,000 SH SOLE 3 0 0 6,000
GAIAM INC. COM 36268Q103 854.70 46,200 2 46,200
GALILEO INTERNATIONAL INC. COM 363547100 18.80 900 SH SOLE 3 900 0 0
GALILEO INTERNATIONAL, INC. COM 363547100 3,151.46 150,968 2 150,968
GALILEO TECHNOLOGY LTD COM M47298100 1,831.80 85,200 SH OTH 3 0 0 0
GALLERY OF HISTORY INC. COM 363812108 152.69 34,900 2 34,900
GANNETT CO.INC. COM 364730101 117,306.80 1,961,242 SH SOLE 3 1,350,412 0 607,010
GANNETT CO.INC. COM 364730101 2,744.30 45,882 SH OTH 3 27,970 0 11,900
GANNETT CO.INC. COM 364730101 382.80 6,400 SH SHD 1 6,400 0 0
GANNETT CO.INC. COM 364730101 974.94 16,300 2 16,300
GANNETT CO.INC. COM 364730101 360.79 6,032 2 6,032
GAP INC. COM 364760108 8,263.19 264,422 2 264,422
GAP INC. COM 364760108 23,628.06 756,098 2 756,098
GARDENBURGER INC. COM 365476100 84.38 15,000 2 15,000
GARTNER GRP CL A COM 366651107 892.80 74,400 SH SOLE 3 74,400 0 0
GARTNER GRP CL A COM 366651107 268.80 22,400 SH OTH 3 0 0 22,400
GARTNER GRP CL A COM 366651107 324.00 27,000 2 27,000
GASONICS INTL CORP COM 367278108 110.40 2,800 SH SOLE 3 0 0 2,800
GATEWAY INC. COM 367626108 814.82 14,358 2 14,358
GATEWAY INC. COM 367626108 26,348.85 464,297 2 464,297
GATEWAY INC. COM 367626108 79,446.30 1,399,934 SH SOLE 3 1,389,834 0 10,100
GATEWAY INC. COM 367626108 5,800.40 102,210 SH OTH 3 3,400 0 0
GATEWAY INC. COM 367626108 510.80 9,000 SH SHD 1 9,000 0 0
GATX CORP. COM 361448103 17.00 500 SH SOLE 3 500 0 0
GAYLORD CONTAINER CORP CL A COM 368145108 49.72 18,500 2 18,500
GAYLORD ENTERTAINMENT CORP. NEW COM 367905106 1,818.38 84,576 2 84,576
GAYLORD ENTERTAINMENT CORP. NEW COM 367905106 227.90 10,600 SH SOLE 3 10,600 0 0
GBC BANCORP CALIF COM 361475106 260.30 8,900 SH SOLE 3 5,800 0 3,100
GC COS INC. COM 36155Q109 96.20 4,300 SH SOLE 3 4,300 0 0
GEDEON RICHTER - SPONS GDR COM 368467205 2,094.30 39,054 SH OTH 3 0 0 0
GEDEON RICHTER - SPONS GDR COM 368467205 305.20 5,692 SH SOLE 3 5,692 0 0
GEMSTAR INTL GRP LTD COM G3788V106 46,864.80 762,610 SH SOLE 3 300,910 0 461,700
GEMSTAR INTL GRP LTD COM G3788V106 86.00 1,400 SH OTH 3 1,400 0 0
GEMSTAR INTL GRP LTD COM G3788V106 1,582.42 25,750 2 25,750
GENCORP INC. COM 368682100 266.40 33,300 SH SOLE 3 28,500 0 4,800
GENE LOGIC INC. COM 368689105 5,044.00 141,338 SH SOLE 3 137,438 0 3,900
GENELABS TECHNOLOGIES INC. COM 368706107 44.69 11,000 2 11,000
GENENTECH INC. COM 368710406 63,450.80 368,900 SH SOLE 3 360,600 0 7,100
GENENTECH INC. COM 368710406 1,960.80 11,400 SH OTH 3 3,000 0 0
GENENTECH INC. COM 368710406 670.80 3,900 SH SHD 1 3,900 0 0
GENENTECH INC. COM 368710406 1,814.60 10,550 SH SOLE 4 10,550
GENENTECH INC. COM 368710406 13,964.68 81,190 2 81,190
GENENTECH INC. COM 368710406 43,912.29 255,304 2 255,304
GENERAL COMMUNICATION INC. CL A COM 369385109 43.00 8,400 SH SOLE 3 0 0 8,400
GENERAL DYNAMICS CORP. COM 369550108 806.37 15,433 2 15,433
GENERAL DYNAMICS CORP. COM 369550108 1,348.05 25,800 2 25,800
GENERAL DYNAMICS CORP. COM 369550108 40,493.80 775,000 SH SOLE 3 754,400 0 20,600
GENERAL DYNAMICS CORP. COM 369550108 8,344.80 159,710 SH OTH 3 7,400 0 0
GENERAL DYNAMICS CORP. COM 369550108 1,598.80 30,600 SH SHD 1 30,600 0 0
GENERAL ELECTRIC CO COM 369604103 316,217.88 5,966,375 2 5,966,375
GENERAL ELECTRIC CO COM 369604103 425,975.89 8,037,281 2 8,037,281
GENERAL ELECTRIC CO PUT 369604103 29.81 18,000 PUT 2 18,000
GENERAL ELECTRIC CO PUT 369604103 301.28 123,600 PUT 2 123,600
GENERAL ELECTRIC CO COM 369604103 1,586,944.50 29,942,349 SH SOLE 3 28,366,799 0 1,429,850
GENERAL ELECTRIC CO COM 369604103 194,022.00 3,660,792 SH OTH 3 541,825 0 91,800
GENERAL ELECTRIC CO COM 369604103 15,433.60 291,200 SH SHD 1 291,200 0 0
GENERAL ELECTRIC CO COM 369604103 30,469.70 574,900 SH SOLE 4 574,900
GENERAL GROWTH PROPERTIES INC. COM 370021107 6,291.30 198,150 SH SOLE 3 169,250 0 28,900
GENERAL GROWTH PROPERTIES INC. COM 370021107 311.10 9,800 SH OTH 3 0 0 0
GENERAL GROWTH PROPERTIES INC. COM 370021107 2,286.00 72,000 2 72,000
GENERAL GROWTH PROPERTIES INC. COM 370021107 2,034.86 64,090 2 64,090
GENERAL MAGIC, INC. COM 370253106 716.41 87,500 2 87,500
GENERAL MILLS INC. COM 370334104 1,478.50 38,654 SH SOLE 3 38,654 0 0
GENERAL MILLS INC. COM 370334104 8.00 210 SH OTH 3 200 0 0
GENERAL MOTORS CL H (NEW) COM 370442832 202,335.10 2,305,813 SH SOLE 3 1,913,333 0 385,180
GENERAL MOTORS CL H (NEW) COM 370442832 11,243.80 128,134 SH OTH 3 38,126 0 5,300
GENERAL MOTORS CL H (NEW) COM 370442832 1,913.00 21,800 SH SHD 1 21,800 0 0
GENERAL MOTORS CORP COM 370442832 598.54 6,821 2 6,821
GENERAL MOTORS CORP COM 370442832 8,111.96 92,444 2 92,444
GENERAL MOTORS CORP. COM 370442105 2,654.44 45,717 2 45,717
GENERAL MOTORS CORP. COM 370442105 16,414.44 282,703 2 282,703
GENERAL MOTORS CORP. COM 370442105 116,106.20 1,999,676 SH SOLE 3 1,897,676 0 102,000
GENERAL MOTORS CORP. COM 370442105 28,556.20 491,818 SH OTH 3 72,208 0 11,800
GENERAL MOTORS CORP. COM 370442105 2,932.20 50,500 SH SHD 1 50,500 0 0
GENERAL SEMICONDUCTOR INC. COM 370787103 7,441.40 504,500 SH SOLE 3 487,900 0 4,900
GENESCO INC. COM 371532102 1,644.80 102,400 SH SOLE 3 93,900 0 8,500
GENESIS HEALTH VENTURES INC. COM 371912106 3.60 20,000 2 20,000
GENLYTE GRP INC. COM 372302109 149.50 7,100 SH SOLE 3 7,100 0 0
GENOME THERAPEUTICS CORP COM 372430108 334.81 11,000 2 11,000
GENOME THERAPEUTICS CORP COM 372430108 998.40 32,800 SH SOLE 3 29,300 0 3,500
GENSTAR THERAPEUTICS CORP COM 37248D105 91.88 15,000 2 15,000
GENTIVA HEALTH SERV COM 37247A102 446.30 54,925 SH OTH 3 0 0 54,925
GENTIVA HEALTH SERV COM 37247A102 411.80 50,678 SH SOLE 3 43,254 0 7,424
GENUINE PARTS CO. COM 372460105 413.00 20,650 2 20,650
GENUINE PARTS CO. COM 372460105 3,816.00 190,800 SH SOLE 3 190,800 0 0
GENUINE PARTS CO. COM 372460105 6.20 310 SH OTH 3 300 0 0
GENUITY INC. CL A COM STK COM 37248E103 807.58 88,200 SH SOLE 4 88,200
GENZYME CORP COM 372917104 416.06 7,000 2 7,000
GENZYME CORP COM 372917104 1,006.04 16,926 2 16,926
GENZYME CORP COM 372917104 2,318.10 39,000 SH OTH 3 0 0 39,000
GENZYME CORP COM 372917104 968.90 16,300 SH SOLE 3 7,100 0 9,200
GENZYME CORP RP COM SURGICAL PRODS DIV COM 372917609 0.00 1 SH SOLE 3 1 0 0
GENZYME MOLECULAR ONCOLOGY COM 372917500 276.71 19,943 2 19,943
GENZYME TRANSGENICS CORP COM 37246E105 94.90 3,500 SH SOLE 3 0 0 3,500
GEON CO COM 37246W105 368.10 19,900 SH SOLE 3 19,900 0 0
GEORGIA GULF CORP NEW COM 373200203 1,040.63 50,000 2 50,000
GEORGIA GULF CORP NEW COM 373200203 279.53 13,431 2 13,431
GEORGIA GULF CORP NEW COM 373200203 965.70 46,400 SH SOLE 3 38,500 0 7,900
GEORGIA GULF CORP NEW COM 373200203 936.60 45,000 SH OTH 3 0 0 45,000
GEORGIA PAC (TIMBER GRP) COM 373298702 4,489.40 207,600 SH SOLE 3 207,600 0 0
GEORGIA-PACIFIC CORP COM 373298108 2,182.69 83,150 2 83,150
GEORGIA-PACIFIC CORP CLL 373298108 25.63 10,000 CALL 2 10,000
GEORGIA-PACIFIC CORP COM 373298108 1,350.62 51,452 2 51,452
GEORGIA-PACIFIC CORP COM 373298702 5,022.97 232,276 2 232,276
GEORGIA-PACIFIC CORP COM 373298108 20,742.80 790,200 SH SOLE 3 737,800 0 52,400
GEORGIA-PACIFIC CORP COM 373298108 5,651.90 215,310 SH OTH 3 40,700 0 29,500
GEORGIA-PACIFIC CORP COM 373298108 837.40 31,900 SH SHD 1 31,900 0 0
GERBER SCIENTIFIC INC. COM 373730100 428.90 37,300 SH SOLE 3 34,600 0 2,700
GERDAU SA SPONS ADR COM 373737105 1,319.50 104,000 2 104,000
GETTHERE INC. COM 374266104 13,987.70 1,324,280 SH SOLE 3 1,143,680 0 18,100
GETTHERE INC. COM 374266104 439.40 41,600 SH OTH 3 0 0 35,400
GETTY IMAGES INC. (NEW) COM 374276103 29.60 800 SH SOLE 3 800 0 0
GETTY IMAGES INC. (NEW) COM 374276103 451.87 12,192 2 12,192
GIGA INFORMATION GRP INC. COM 37517M109 73.33 13,333 2 13,333
GIGAMEDIA LTD COM Y2711Y104 200.77 16,558 2 16,558
GILAT SATELLITE NETWORKS (ORD) COM M51474100 256.69 3,700 2 3,700
GILEAD SCIENCES COM 375558103 711.25 10,000 2 10,000
GILEAD SCIENCES COM 375558103 775.30 10,900 SH SOLE 3 7,100 0 3,800
GILLETTE CO COM 375766102 159,788.37 4,573,549 2 4,573,549
GILLETTE CO COM 375766102 158,431.54 4,534,713 2 4,534,713
GILLETTE CO COM 375766102 65,729.60 1,881,348 SH SOLE 3 1,769,388 0 108,930
GILLETTE CO COM 375766102 2,381.90 68,175 SH OTH 3 21,930 0 8,300
GILLETTE CO COM 375766102 16,093.96 460,650 SH SOLE 4 460,650
GILMAN & CIOCIA INC. COM 375908100 76.31 16,500 2 16,500
GLACIER WTR SVCS INC. COM 376395109 4,581.30 389,900 SH SOLE 3 310,100 0 79,800
GLATFELTER P H CO COM 377316104 754.90 74,100 SH SOLE 3 65,700 0 8,400
GLAXO WELLCOME PLC SPONS ADR COM 37733W105 363.93 6,295 2 6,295
GLAXO WELLCOME PLC SPONS ADR COM 37733W105 10,165.98 175,844 2 175,844
GLAXO WELLCOME PLC SPONS ADR COM 37733W105 57.80 1,000 SH SOLE 3 1,000 0 0
GLENAYRE TECHNOLOGIES INC. COM 377899109 540.80 51,200 SH SOLE 3 44,400 0 6,800
GLENBOROUGH REALTY COM 37803P105 1,490.90 85,500 SH SOLE 3 85,500 0 0
GLIMCHER REALTY TR SBI COM 379302102 472.72 32,885 2 32,885
GLIMCHER REALTY TR SBI COM 379302102 1,113.70 77,475 2 77,475
GLOBAL CROSSING LTD COM G3921A100 7,297.25 277,330 2 277,330
GLOBAL CROSSING LTD PRF G3921A134 328.88 1,500 2 1,500
GLOBAL CROSSING LTD COM G3921A100 26,151.49 993,881 2 993,881
GLOBAL CROSSING LTD PRF G3921A134 2,389.83 10,900 2 10,900
GLOBAL CROSSING LTD COM G3921A100 25,920.00 985,082 SH SOLE 3 985,082 0 0
GLOBAL CROSSING LTD COM G3921A100 2,944.60 111,910 SH OTH 3 500 0 0
GLOBAL DIRECTMAIL CORP COM 871851101 107.30 27,700 SH SOLE 3 23,400 0 4,300
GLOBAL MARINE INC. (NEW) COM 379352404 2,579.20 91,500 SH OTH 3 0 0 91,500
GLOBAL MARINE INC. (NEW) COM 379352404 2,173.30 77,100 SH SOLE 3 25,000 0 52,100
GLOBAL MARINE INC. (NEW) COM 379352404 222.70 7,900 SH SHD 1 7,900 0 0
GLOBAL MARINE INC. (NEW) COM 379352404 476.37 16,900 2 16,900
GLOBAL MARINE INC. (NEW) COM 379352404 783.61 27,800 2 27,800
GLOBAL TELESYSTEMS INC. COM 37936U104 168.90 14,000 SH SOLE 3 14,000 0 0
GLOBALSTAR TELECOMMUNICATION COM G3930H104 506.03 56,225 2 56,225
GLOBESPAN INC. COM 379571102 5,298.20 43,400 SH SOLE 3 42,400 0 500
GLOBESPAN INC. COM 379571102 467.07 3,826 2 3,826
GLOBIX CORP COM 37957F101 304.85 10,400 2 10,400
GLOBIX CORP. COM 37957F101 621.40 21,200 SH SOLE 3 18,800 0 2,400
GO.COM COM 254687205 1,174.91 98,422 2 98,422
GO.COM COM 254687205 8.70 730 SH SOLE 3 330 0 400
GO2NET INC. COM 383486107 254.68 5,062 2 5,062
GO2NET INC. COM 383486107 1,554.70 30,900 SH SOLE 3 27,200 0 3,700
GOLD BANC CORP. INC. COM 379907108 5,500.00 1,100,000 SH SOLE 3 1,100,000 0 0
GOLDEN STATE BANCORP INC. COM 381197102 28.80 1,600 SH SOLE 3 1,600 0 0
GOLDEN WEST FINL NEW COM 381317106 28,401.40 695,900 SH SOLE 3 684,900 0 11,000
GOLDEN WEST FINL NEW COM 381317106 3,400.10 83,310 SH OTH 3 11,700 0 0
GOLDEN WEST FINL NEW COM 381317106 534.60 13,100 SH SHD 1 13,100 0 0
GOLDMAN SACHS GRP COM 38141G104 70,303.00 741,007 SH SOLE 3 741,007 0 0
GOLDMAN SACHS GRP COM 38141G104 37,950.00 400,000 SH OTH 3 0 0 0
GOLDMAN SACHS US CORE EQUITY PORTF/REINVCOM 381991355 2,079.32 111,372 SH SOLE 4 111,372
GOLF TR OF AMERICA COM 38168B103 7.90 500 SH SOLE 3 500 0 0
GOOD GUYS (THE) COM 382091106 101.50 28,000 2 28,000
GOODYEAR TIRE & RUBBER CO COM 382550101 346.00 17,300 SH SOLE 3 17,300 0 0
GOODYEAR TIRE & RUBBER CO COM 382550101 6.20 310 SH OTH 3 300 0 0
GOTO.COM INC. COM 38348T107 456.30 29,800 SH SOLE 3 26,200 0 3,600
GOTO.COM INC. COM 38348T107 5,627.70 367,523 2 367,523
GPU INC. COM 36225X100 2,979.90 110,110 SH OTH 3 400 0 70,400
GPU INC. COM 36225X100 587.30 21,700 SH SOLE 3 2,400 0 19,300
GRACO INC. COM 384109104 3,050.30 93,856 SH SOLE 3 93,856 0 0
GRAINGER W W INC. COM 384802104 1,559.10 50,600 SH SOLE 3 50,600 0 0
GRAINGER W W INC. COM 384802104 317.70 10,310 SH OTH 3 200 0 10,100
GRAINGER W W INC. COM 384802104 713.62 23,160 2 23,160
GRAND UNION CO CMN PAR $1.00 COM 386532402 8.03 15,116 2 15,116
GRAND UNION CO. COM 386532402 0.20 400 SH SOLE 3 400 0 0
GRANITE BROADCASTING COM 387241102 117.68 15,956 2 15,956
GRANITE BROADCASTING COM 387241102 8,445.90 1,145,200 SH SOLE 3 848,800 0 296,400
GRANITE CONSTRUCTION INC. COM 387328107 1,087.80 44,400 SH SOLE 3 42,600 0 1,800
GRANITE ST BANKSHARES INC. COM 387472103 204.43 13,516 2 13,516
GRANT PRIDECO COM 38821G101 2.50 100 SH SOLE 3 100 0 0
GRAPHIC PACKAGING INTERNATIONAL CO COM 388690109 292.40 137,600 SH SOLE 3 137,600 0 0
GRAPHIC PACKAGING INTERNATIONAL CO COM 388690109 178.30 83,900 SH OTH 3 0 0 83,900
GRAY COMMUNICATIONS SYS CL B COM 389190208 4,078.40 418,300 SH SOLE 3 378,500 0 39,800
GRAY COMMUNICATIONS SYS INC. COM 389190109 1,573.90 160,400 SH SOLE 3 99,250 0 61,150
GREAT A&P TEA CO.INC. COM 390064103 2,034.90 122,400 SH SOLE 3 118,600 0 3,800
GREAT A&P TEA CO.INC. COM 390064103 745.00 44,810 SH OTH 3 0 0 44,800
GREAT LAKES CHEMICAL COM 390568103 0.30 10 SH OTH 3 0 0 0
GREAT PLAINS SOFTWARE INC. COM 39119E105 5,578.00 284,231 SH SOLE 3 284,231 0 0
GREAT PLAINS SOFTWARE INC. COM 39119E105 382.69 19,500 2 19,500
GREAT SOUTHERN BANCORP COM 390905107 7.00 400 SH SOLE 3 400 0 0
GREATER BAY BANCORP COM 391648102 2,819.00 60,300 SH SOLE 3 54,900 0 5,400
GREENPOINT FINL CORP COM 395384100 5,283.80 281,800 SH SOLE 3 281,800 0 0
GREIF BROTHERS CORP COM 397624107 1,226.90 39,900 SH SOLE 3 36,100 0 3,800
GREY WOLF INC. COM 397888108 149.50 29,900 SH SOLE 3 0 0 29,900
GRIFFON CORP. COM 398433102 26.70 4,800 SH SOLE 3 0 0 4,800
GRILL CONCEPTS INC. (NEW) COM 398502203 80.76 66,266 2 66,266
GRISTEDE'S FOODS INC. COM 398635102 37.58 16,700 2 16,700
GRP 1 AUTOMOTIVE INC. COM 398905109 238.80 19,900 SH SOLE 3 11,700 0 8,200
GRP 1 AUTOMOTIVE, INC. COM 398905109 5,599.63 466,636 2 466,636
GRPE DANONE SPONS ADR COM 399449107 228.16 8,470 2 8,470
GRPE DANONE SPONS ADR COM 399449107 3,403.28 126,340 2 126,340
GRUBB & ELLIS CO (NEW) COM 400095204 14,687.62 2,500,020 2 2,500,020
GRUPO IMSA SA SPONS ADR COM 40048T106 7,949.29 550,600 2 550,600
GRUPO IUSACELL S.A. DE C.V. COM 40050B100 186.58 11,941 2 11,941
GRUPO TELEVISA, S.A. GDS COM 40049J206 868.61 12,600 2 12,600
GRUPO TELEVISA, S.A. GDS COM 40049J206 8,548.20 124,000 SH OTH 3 0 0 0
GRUPO TELEVISA, S.A. GDS COM 40049J206 1,475.30 21,400 SH SOLE 3 21,400 0 0
GS EURO CORE LIQUIDITY (INST CL) REINV COM 362992109 49,593.07 5,232,008 SH SOLE 4 5,232,008
GS GLOBAL EMERGING MARKETS CASH DIV COM 380991372 910.42 76,700 SH SOLE 4 76,700
GS GLOBAL EMERGING MARKETS REINV DIV COM 380991380 202.88 17,092 SH SOLE 4 17,092
GS US CORE EQUITY PORTFOLIO COM L4492N160 1,566.51 83,905 SH SOLE 4 83,905
GST TELECOMMUNICATIONS INC. COM 361942105 342.39 22,000 2 22,000
GT GRP TELECOM INC. COM 362359408 772.92 48,880 2 48,880
GT GRP TELECOM INC. COM 362359408 175,304.24 11,086,434 2 11,086,434
GTE CORP COM 362320103 1,689.65 27,143 2 27,143
GTE CORP COM 362320103 1,511.37 24,279 2 24,279
GTE CORP. COM 362320103 159,417.30 2,560,920 SH SOLE 3 2,362,610 0 190,330
GTE CORP. COM 362320103 21,554.00 346,249 SH OTH 3 40,400 0 7,800
GTE CORP. COM 362320103 1,406.80 22,600 SH SHD 1 22,600 0 0
GTECH HLDGS CORP COM 400518106 4,083.80 180,000 SH SOLE 3 144,200 0 34,400
GTECH HLDGS CORP COM 400518106 1,583.60 69,800 SH OTH 3 0 0 69,800
GUIDANT CORP COM 401698105 1,649.14 33,316 2 33,316
GUIDANT CORP COM 401698105 20,318.12 410,467 2 410,467
GUIDANT CORP. COM 401698105 8,744.70 176,660 SH SOLE 3 176,660 0 0
GUIDANT CORP. COM 401698105 1,084.50 21,910 SH OTH 3 200 0 0
GUITAR CENTER, INC. COM 402040109 591.60 56,339 SH SOLE 3 56,339 0 0
GUITAR CENTER, INC. COM 402040109 105.00 10,000 2 10,000
GULF CANADA RESOURCES LTD(ORD) COM 40218L305 887.91 184,500 2 184,500
GULF INDONESIA RESOURCES LTD. COM 402284103 760.00 95,000 2 95,000
GULF INDONESIA RESOURCES LTD. COM 402284103 134.62 16,827 2 16,827
H & CB GDR COM 44182P102 728.70 31,240 SH OTH 3 0 0 31,240
H & CB GDR (WI) COM 44182P102 97.00 4,160 SH OTH 3 0 0 4,160
H & R BLOCK INC. COM 093671105 26,542.20 819,836 SH SOLE 3 819,836 0 0
H & R BLOCK INC. COM 093671105 0.30 10 SH OTH 3 0 0 0
H.J.HEINZ CO. COM 423074103 1,428.44 32,650 2 32,650
H.J.HEINZ CO. COM 423074103 674.19 15,410 2 15,410
H.J.HEINZ CO. COM 423074103 8,105.50 185,268 SH SOLE 3 185,268 0 0
H.J.HEINZ CO. COM 423074103 3,071.70 70,210 SH OTH 3 3,900 0 0
H.J.HEINZ CO. COM 423074103 708.80 16,200 SH SHD 1 16,200 0 0
HAEMONETICS CORP COM 405024100 5,210.10 248,100 SH SOLE 3 231,500 0 6,800
HAGGAR CORP COM 405173105 167.77 14,278 2 14,278
HAIN CELESTIAL GRP COM 405217100 17,643.90 480,925 SH SOLE 3 474,925 0 6,000
HAIN CELESTIAL GRP INC. COM 405217100 9,428.32 256,990 2 256,990
HALLIBURTON CO COM 406216101 16,179.46 342,876 2 342,876
HALLIBURTON CO COM 406216101 14,512.99 307,560 2 307,560
HALLIBURTON CO COM 406216101 19,251.60 407,980 SH SOLE 3 360,380 0 44,800
HALLIBURTON CO COM 406216101 38.20 810 SH OTH 3 800 0 0
HALLIBURTON CO COM 406216101 1,210.60 25,655 SH SOLE 4 25,655
HAMILTON BANCORP INC. (FLA) COM 407013101 150.50 8,600 SH SOLE 3 8,600 0 0
HANARO TELECOM INC. COM 409649209 1,084.80 153,600 2 153,600
HANARO TELECOM INC. COM 409649209 2,559.70 362,435 2 362,435
HANCOCK HOLDING CO COM 410120109 500.58 14,723 2 14,723
HANCOCK HOLDING CO COM 410120109 244.80 7,200 SH SOLE 3 5,700 0 1,500
HANDLEMAN CO. COM 410252100 1,517.50 121,400 SH SOLE 3 112,900 0 8,500
HANGER ORTHOPEDIC GRP COM 41043F208 246.88 50,000 2 50,000
HANNA,(M.A.) CO COM 410522106 45.90 5,100 SH SOLE 3 0 0 5,100
HANOVER COMPRESSOR CO COM 410768105 14,511.10 381,870 SH SOLE 3 367,270 0 14,600
HANOVER COMPRESSOR CO COM 410768105 2,048.20 53,900 SH OTH 3 0 0 53,900
HANOVER DIRECT INC. (DELAWARE) COM 410783104 46.88 30,000 2 30,000
HANOVER DIRECT INC. (DELAWARE) COM 410783104 281.25 180,000 2 180,000
HARBOR FLORIDA BANCSHARES COM 411901101 1,054.20 101,000 SH SOLE 3 90,000 0 11,000
HARCOURT GEN INC. COM 41163G101 697.40 12,825 SH SOLE 3 12,825 0 0
HARCOURT GEN INC. COM 41163G101 0.50 10 SH OTH 3 0 0 0
HARDINGE INC. COM 412324303 626.20 60,000 SH SOLE 3 60,000 0 0
HARLAND JOHN H CO COM 412693103 310.70 20,800 SH SOLE 3 4,700 0 16,100
HARLEY-DAVIDSON INC. COM 412822108 9,444.00 245,300 SH SOLE 3 245,300 0 0
HARLEY-DAVIDSON INC. COM 412822108 2,037.00 52,910 SH OTH 3 200 0 0
HARLEY-DAVIDSON INC. COM 412822108 327.20 8,500 SH SHD 1 8,500 0 0
HARLEY-DAVIDSON INC. COM 412822108 681.45 17,700 2 17,700
HARMAN INTL INDS INC. (NEW) COM 413086109 7,332.20 120,200 SH SOLE 3 118,300 0 1,900
HARMAN INTL INDS INC. (NEW) COM 413086109 817.40 13,400 SH OTH 3 0 0 13,400
HARMONIC INC. COM 413160102 488.37 19,732 2 19,732
HARMONIC LIGHTWAVES INC. COM 413160102 1,628.70 65,805 SH SOLE 3 65,105 0 300
HARMONIC LIGHTWAVES INC. COM 413160102 0.00 1 SH OTH 3 0 0 0
HARRAHS ENTERTAINMENT INC. COM 413619107 185,904.30 8,879,010 SH SOLE 3 6,466,890 0 2,400,750
HARRAHS ENTERTAINMENT INC. COM 413619107 4,405.20 210,398 SH OTH 3 55,020 0 65,100
HARRAHS ENTMT INC. COM 413619107 4,080.09 194,870 2 194,870
HARRAHS ENTMT INC. COM 413619107 1,428.57 68,230 2 68,230
HARRIS CORP COM 413875105 13,649.30 416,773 SH SOLE 3 406,273 0 10,500
HARRIS CORP COM 413875105 962.90 29,400 SH OTH 3 0 0 29,400
HARSCO CORP. COM 415864107 839.00 32,900 SH OTH 3 0 0 32,900
HARSCO CORP. COM 415864107 453.90 17,800 SH SOLE 3 1,200 0 16,600
HARTE-HANKS COMMUNICATIONS,INC. COM 416196103 260.00 10,400 2 10,400
HARTFORD FINANCIAL SVCS GRP COM 416515104 322.87 5,772 2 5,772
HARTFORD FINANCIAL SVCS GRP COM 416515104 12,681.53 226,709 2 226,709
HARTFORD FINANCIAL SVCS GRP COM 416515104 39,897.50 713,251 SH SOLE 3 663,401 0 46,550
HARTFORD FINANCIAL SVCS GRP COM 416515104 4,481.20 80,110 SH OTH 3 5,500 0 0
HARTFORD FINANCIAL SVCS GRP COM 416515104 699.20 12,500 SH SHD 1 12,500 0 0
HARTFORD LIFE INC. COM 416592103 22,008.40 435,810 SH SOLE 3 433,510 0 2,300
HARTFORD LIFE INC. COM 416592103 146.40 2,900 SH OTH 3 2,900 0 0
HASBRO INC. COM 418056107 168.70 11,200 SH SOLE 3 0 0 11,200
HASBRO INC. COM 418056107 0.20 10 SH OTH 3 0 0 0
HASTINGS ENTERTAINMENT INC. COM 418365102 130.16 42,500 2 42,500
HAVERTY FURNITURE COS INC. COM 419596101 1,441.60 169,600 SH SOLE 3 163,700 0 5,900
HAWAIIAN ELEC INDS INC. COM 419870100 242.80 7,400 SH SOLE 3 200 0 7,200
HCA - THE HEALTHCARE CO. COM 404119109 22,914.80 754,396 SH SOLE 3 725,996 0 28,400
HCA - THE HEALTHCARE CO. COM 404119109 7,126.30 234,610 SH OTH 3 10,600 0 0
HCA - THE HEALTHCARE CO. COM 404119109 440.40 14,500 SH SHD 1 14,500 0 0
HCA-HEALTHCARE CO COM 404119109 2,400.48 79,028 2 79,028
HCA-HEALTHCARE CO COM 404119109 1,769.68 58,261 2 58,261
HCB BANCSHARES INC. COM 40413N106 94.25 14,500 2 14,500
HCC INSURANCE HOLDINGS INC. COM 404132102 84.90 4,500 SH SOLE 3 0 0 4,500
HEALTH CARE PROPERTY INV., INC. COM 421915109 16,965.80 622,600 SH SOLE 3 502,400 0 118,000
HEALTH CARE PROPERTY INV., INC. COM 421915109 655.69 24,062 2 24,062
HEALTH CARE PROPERTY INV., INC. COM 421915109 1,295.71 47,549 2 47,549
HEALTH MANAGEMENT ASSOC. CL A COM 421933102 3,020.23 231,214 2 231,214
HEALTH MANAGEMENT ASSOC. CL A COM 421933102 3,948.60 302,287 SH SOLE 3 269,787 0 32,500
HEALTH MANAGEMENT ASSOC. CL A COM 421933102 423.20 32,400 SH OTH 3 0 0 32,400
HEALTHCARE REALTY TR INC. COM 421946104 1,264.30 74,100 SH SOLE 3 59,800 0 14,300
HEALTHEON CORP. COM 422209106 908.00 61,300 SH SOLE 3 60,800 0 400
HEALTHEON CORP. COM 422209106 3.00 200 SH OTH 3 200 0 0
HEALTHEON/WEBMD CORP COM 422209106 2,037.46 137,550 2 137,550
HEALTHSOUTH CORP COM 421924101 252.34 35,108 2 35,108
HEALTHSOUTH CORP COM 421924101 2,941.30 409,224 SH SOLE 3 365,824 0 43,400
HEALTHSOUTH CORP COM 421924101 0.10 10 SH OTH 3 0 0 0
HEALTHSOUTH CORP SB DB CV 3 1/4 4/1/03AOCNV 421924AF8 1,933.73 2,425,000 SH SOLE 4 2,425,000
HEALTHSOUTH CORP SB DB CV CNV 421924AF8 457.84 580,000 2 580,000
HEALTHTRONICS INC. COM 42222L107 503.25 33,000 2 33,000
HEARST-ARGYLE TEL INC. COM 422317107 5,644.18 289,445 2 289,445
HEARST-ARGYLE TELEVISION COM 422317107 10,214.30 523,810 SH SOLE 3 523,810 0 0
HEICO CORP. (NEW) COM 422806109 102.60 7,200 SH SOLE 3 7,200 0 0
HEIDRICK & STRUGGLES INC. COM 422819102 1,489.80 23,600 SH SOLE 3 20,300 0 3,300
HELEN OF TROY LTD (NEW) COM G4388N106 342.34 61,200 2 61,200
HELEN OF TROY LTD (NEW) COM G4388N106 7,994.60 1,429,200 SH SOLE 3 1,155,600 0 273,600
HELIX TECHNOLOGY CORP COM 423319102 955.50 24,500 SH SOLE 3 20,400 0 4,100
HELLER FINANCIAL CL A COM 423328103 1,567.80 76,478 2 76,478
HELLER FINANCIAL INC. COM 423328103 5,924.30 288,990 SH SOLE 3 288,990 0 0
HELLER FINANCIAL INC. COM 423328103 528.90 25,800 SH OTH 3 0 0 25,800
HELMERICH & PAYNE INC. COM 423452101 4,234.60 113,300 SH OTH 3 0 0 83,300
HELMERICH & PAYNE INC. COM 423452101 1,622.10 43,400 SH SOLE 3 31,000 0 12,400
HELMERICH & PAYNE INC. COM 423452101 459.56 12,296 2 12,296
HENRY SCHEIN INC. COM 806407102 12,331.30 714,858 SH SOLE 3 711,558 0 3,300
HERBALIFE INT'L CL A COM 426908208 1,242.50 142,000 SH SOLE 3 130,300 0 11,700
HERCULES INC. COM 427056106 0.10 10 SH OTH 3 0 0 0
HERSHEY FOODS CORP. COM 427866108 1,210.85 24,966 2 24,966
HERSHEY FOODS CORP. COM 427866108 354.44 7,308 2 7,308
HERSHEY FOODS CORP. COM 427866108 373.40 7,700 SH SOLE 3 7,700 0 0
HERSHEY FOODS CORP. COM 427866108 0.50 10 SH OTH 3 0 0 0
HERTZ CORP COM 428040109 377.81 13,463 2 13,463
HERTZ CORP. COM 428040109 51,390.90 1,831,301 SH SOLE 3 1,761,001 0 67,900
HERTZ CORP. COM 428040109 4,433.90 158,000 SH OTH 3 7,500 0 69,200
HERTZ CORP. COM 428040109 544.40 19,400 SH SHD 1 19,400 0 0
HEWLETT PACKARD CO. SB NT CV CNV 428236AC7 956.65 1,007,000 2 1,007,000
HEWLETT PACKARD CO. SB NT CV CNV 428236AC7 769.50 810,000 2 810,000
HEWLETT-PACKARD CO. COM 428236103 10,829.16 86,720 2 86,720
HEWLETT-PACKARD CO. COM 428236103 26,972.88 215,999 2 215,999
HEWLETT-PACKARD CO. COM 428236103 333,365.90 2,669,597 SH SOLE 3 2,560,097 0 100,500
HEWLETT-PACKARD CO. COM 428236103 48,065.60 384,910 SH OTH 3 45,100 0 0
HEWLETT-PACKARD CO. COM 428236103 5,069.90 40,600 SH SHD 1 40,600 0 0
HI/FN INC. COM 428358105 401.77 9,054 2 9,054
HIBERNIA CORP CL A COM 428656102 513.55 47,223 2 47,223
HIBERNIA CORP CL A COM 428656102 743.08 68,329 2 68,329
HIBERNIA CORP CL A COM 428656102 9,158.10 842,120 SH SOLE 3 842,120 0 0
HIGH SPEED ACCESS CORP COM 42979U102 248.10 37,800 SH SOLE 3 33,600 0 4,200
HIGH YIELD INC.OME FD INC. COM 429904105 125.95 22,900 2 22,900
HIGHWOOD PROPERTIES INC. COM 431284108 3,136.40 130,682 SH SOLE 3 117,882 0 12,800
HIGHWOOD PROPERTIES INC. COM 431284108 100.80 4,200 SH OTH 3 0 0 0
HIGHWOODS PROPERTIES INC. COM 431284108 350.40 14,600 2 14,600
HIGHWOODS PROPERTIES INC. COM 431284108 1,135.63 47,318 2 47,318
HILLENBRAND INDUST INC. COM 431573104 9.40 300 SH SOLE 3 300 0 0
HILTON HOTELS CORP COM 432848109 103.89 11,082 2 11,082
HILTON HOTELS CORP COM 432848109 908.80 96,943 SH SOLE 3 96,943 0 0
HILTON HOTELS CORP COM 432848109 0.10 10 SH OTH 3 0 0 0
HILTON HOTELS CORP SB NT CV CNV 432848AL3 518.27 655,000 2 655,000
HILTON HOTELS CORP SB NT CV 5%5/15/06MN CNV 432848AL3 638.00 800,000 SH SOLE 4 800,000
HISPANIC BROADCASTING CORP. COM 43357B104 10,106.90 305,114 SH SOLE 3 293,514 0 11,600
HISPANIC BROADCASTING CORP. COM 43357B104 447.20 13,500 SH OTH 3 0 0 13,500
HNC SOFTWARE COM 40425P107 13,832.00 224,000 SH SOLE 3 219,900 0 4,100
HOLLY CORP $.01 PAR COM 435758305 1,859.70 156,606 SH SOLE 3 156,606 0 0
HOLLYWOOD ENTERTAINMENT CORP COM 436141105 275.63 35,000 2 35,000
HOLLYWOOD ENTERTAINMENT CORP COM 436141105 4,216.67 535,450 2 535,450
HOLLYWOOD ENTERTAINMENT CORP PUT 436141105 32.59 74,500 PUT 2 74,500
HOLLYWOOD ENTERTAINMENT CORP COM 436141105 331.50 42,100 SH SOLE 3 36,700 0 5,400
HOLLYWOOD.COM INC. COM 436137103 151.10 19,500 SH SOLE 3 16,600 0 2,900
HOME DEPOT INC. COM 437076102 473,274.70 9,477,341 SH SOLE 3 7,990,146 0 1,450,445
HOME DEPOT INC. COM 437076102 40,587.70 812,769 SH OTH 3 110,995 0 20,950
HOME DEPOT INC. COM 437076102 2,896.40 58,000 SH SHD 1 58,000 0 0
HOME DEPOT INC. COM 437076102 18,416.00 368,781 2 368,781
HOME DEPOT INC. CLL 437076102 71.88 10,000 CALL 2 10,000
HOME DEPOT INC. COM 437076102 49,501.75 991,274 2 991,274
HOME PROPERTIES OF N.Y.,INC. COM 437306103 147.00 4,900 SH SOLE 3 0 0 4,900
HOMEBASE INC. COM 43738E108 70.20 44,900 SH SOLE 3 44,900 0 0
HOMESTAKE MINING CO (DELAWARE) COM 437614100 187.00 27,200 SH SOLE 3 27,200 0 0
HOMESTAKE MINING CO (DELAWARE) COM 437614100 0.10 10 SH OTH 3 0 0 0
HOMESTORE.COM COM 437852106 1,582.00 54,200 SH SOLE 3 53,800 0 200
HOMESTORE.COM INC. COM 437852106 1,459.38 50,000 2 50,000
HON INDS COM 438092108 63.50 2,700 SH SOLE 3 0 0 2,700
HONEYWELL INTERNATIONAL INC. COM 438516106 18,565.11 551,098 SH SOLE 3 551,098 0 20,200
HONEYWELL INTERNATIONAL INC. COM 438516106 7,262.50 215,585 SH OTH 3 5,400 0 0
HONEYWELL INTERNATIONAL INC. COM 438516106 771.40 22,900 SH SHD 1 22,900 0 0
HONEYWELL INTL INC. COM 438516106 9,517.36 282,519 2 282,519
HONEYWELL INTL INC. COM 438516106 31,945.92 948,302 2 948,302
HONEYWELL INTL INC. CLL 438516106 56.25 100,000 CALL 2 100,000
HOOPER HOLMES INC. COM 439104100 2,336.00 292,000 SH SOLE 3 280,700 0 11,300
HOOPER HOLMES INC. COM 439104100 422.40 52,800 SH OTH 3 0 0 52,800
HORIZON HEALTH CORP COM 44041Y104 5,355.60 921,400 SH SOLE 3 737,400 0 184,000
HORMEL FOODS CORP COM 440452100 11,960.40 711,400 SH SOLE 3 665,400 0 29,600
HORMEL FOODS CORP COM 440452100 2,152.00 128,000 SH OTH 3 4,600 0 69,600
HORMEL FOODS CORP COM 440452100 501.00 29,800 SH SHD 1 29,800 0 0
HOSPITALITY PROPERTIES TR COM 44106M102 3,341.50 148,100 SH SOLE 3 124,100 0 24,000
HOSPITALITY PROPERTIES TR COM 44106M102 126.30 5,600 SH OTH 3 0 0 0
HOST FUNDING INC. COM 441072105 42.00 28,000 2 28,000
HOST MARRIOTT CORP COM 44107P104 580.19 61,887 2 61,887
HOST MARRIOTT CORP. ( REIT ) COM 44107P104 52.50 5,600 SH SOLE 3 2,500 0 3,100
HOT TOPIC INC. COM 441339108 592.00 18,500 SH SOLE 3 15,300 0 3,200
HOTJOBS.COM LTD COM 441474103 800.30 57,940 2 57,940
HOUSEHOLD INTERNATIONAL COM 441815107 64,647.50 1,555,428 SH SOLE 3 1,503,678 0 49,950
HOUSEHOLD INTERNATIONAL COM 441815107 3,157.10 75,960 SH OTH 3 1,850 0 0
HOUSEHOLD INTL INC. COM 441815107 1,607.43 38,675 2 38,675
HOUSEHOLD INTL INC. COM 441815107 17,181.40 413,387 2 413,387
HOUSTON EXPLORATION CO. COM 442120101 427.13 17,000 2 17,000
HRPT PROPERTIES TR COM 40426W101 1,715.00 280,000 SH SOLE 3 280,000 0 0
HS RESOURCES INC. COM 404297103 63.00 2,100 SH SOLE 3 2,100 0 0
HSB GRP INC. (COM) COM 40428N109 80.90 2,600 SH SOLE 3 0 0 2,600
HSBC BANK PLC 10.25% PFD SER B PRF 44328M609 2,568.75 100,000 2 100,000
HSBC HOLDINGS PLC SPONS ADR COM 404280406 269.76 4,656 2 4,656
HUB GRP INC.-CL A COM 443320106 64.20 4,300 SH SOLE 3 0 0 0
HUBBELL INC. CL B COM 443510201 295.80 11,600 SH SOLE 3 1,300 0 10,300
HUDSON RIVER BANCORP COM 444128102 9.50 800 SH SOLE 3 800 0 0
HUDSON UNITED BANCORP COM 444165104 730.09 32,539 2 32,539
HUDSON UNITED BANCORP COM 444165104 1,565.60 69,777 SH SOLE 3 65,077 0 4,700
HUGHES SUPPLY INC. COM 444482103 6,161.00 311,950 SH SOLE 3 250,400 0 61,550
HUGOTON ROYALTY TR UNITS COM 444717102 6,591.38 529,960 2 529,960
HUGOTON ROYALTY TR UNITS COM 444717102 12,117.82 974,297 2 974,297
HUMAN GENOME SCIENCES INC. COM 444903108 53.40 400 SH SOLE 3 400 0 0
HUMAN GENOME SCIENCES INC. COM 444903108 5,177.62 38,820 SH SOLE 4 38,820
HUMAN GENOME SCIENCES INC. COM 444903108 800.25 6,000 2 6,000
HUMAN GENOME SCIENCES INC. CLL 444903108 270.94 5,000 CALL 2 5,000
HUMAN GENOME SCIENCES INC. COM 444903108 4,268.00 32,000 2 32,000
HUMANA INC. COM 444859102 0.00 10 SH OTH 3 0 0 0
HUMANA INC. COM 444859102 48.75 10,000 2 10,000
HUMANA INC. COM 444859102 48.75 10,000 2 10,000
HUNTINGTON BANCSHARES INC. COM 446150104 0.20 10 SH OTH 3 0 0 0
HUNTINGTON BANCSHARES INC. COM 446150104 355.20 22,463 2 22,463
HUTTIG BUILDING PRODS COM 448451104 73.10 17,722 SH SOLE 3 17,722 0 0
HYPERION SOLUTIONS CORP. COM 44914M104 1,524.60 47,000 SH SOLE 3 41,600 0 5,400
HYSEQ INC. COM 449163302 77.20 1,700 SH SOLE 3 0 0 1,700
I2 TECHNOLOGIES, INC. COM 465754109 63,721.60 611,147 SH SOLE 3 608,647 0 1,200
I2 TECHNOLOGIES, INC. COM 465754109 118.90 1,140 SH OTH 3 700 0 0
I2 TECHNOLOGIES, INC. COM 465754109 1,910.15 18,320 2 18,320
I2 TECHNOLOGIES, INC. COM 465754109 128,602.26 1,233,410 2 1,233,410
IBASIS INC. COM 450732102 641.60 14,900 SH SOLE 3 13,300 0 1,600
IBIS TECHNOLOGY CORP COM 450909106 96.60 1,600 SH SOLE 3 0 0 1,600
IBP INC. COM 449223106 40,460.10 2,620,900 SH SOLE 3 2,422,100 0 171,600
IBP INC. COM 449223106 8,021.30 519,600 SH OTH 3 25,000 0 227,000
IBP INC. COM 449223106 713.20 46,200 SH SHD 1 46,200 0 0
IBP INC. COM 449223106 1,587.90 102,860 2 102,860
ICG COMMUNICATIONS COM 449246107 11,752.70 532,700 SH SOLE 3 418,200 0 114,500
ICICI BANK LTD - ADR COM 45104G104 1,081.70 74,600 SH OTH 3 0 0 6,300
ICN PHARMACEUTICALS INC. (NEW) COM 448924100 372.70 13,400 SH SOLE 3 7,100 0 6,300
ID BIOMEDICAL CORP COM 44936D108 82.50 15,000 2 15,000
IDACORP INC. COM 451107106 1,644.80 51,000 SH SOLE 3 46,500 0 3,600
IDACORP INC. COM 451107106 516.00 16,000 SH OTH 3 0 0 16,000
IDEC PHARMACEUTICALS CORP COM 449370105 684.87 5,838 2 5,838
IDEC PHARMACEUTICALS CORP COM 449370105 434.10 3,700 SH SOLE 3 3,700 0 0
IDENTIX INC. COM 451906101 418.90 26,700 SH SOLE 3 23,300 0 3,400
IDEXX LABORATORIES COM 45168D104 732.00 32,000 SH SOLE 3 25,400 0 6,600
IDT CORP COM 448947101 828.10 24,400 SH SOLE 3 21,400 0 3,000
IDX CORP COM 449491109 286.74 20,300 2 20,300
IFX CORP (NEW) COM 449518208 116.25 10,000 2 10,000
IGATE CAPITAL CORP. COM 45169U105 610.50 44,400 SH SOLE 3 37,800 0 6,600
IGEN INC. COM 449536101 380.94 23,000 2 23,000
II-VI INC. COM 902104108 125.80 2,600 SH SOLE 3 2,600 0 0
IKON OFFICE SOLUTIONS INC. COM 451713101 38.75 10,000 2 10,000
IKON OFFICE SOLUTIONS, INC. COM 451713101 4.30 1,100 SH SOLE 3 1,100 0 0
IKON OFFICE SOLUTIONS, INC. COM 451713101 0.00 10 SH OTH 3 0 0 0
IL FORNAIO AMERICA CORP COM 451926109 707.25 82,000 2 82,000
ILEX ONCOLOGY INC. COM 451923106 1,265.50 35,900 SH SOLE 3 31,900 0 4,000
ILEX ONCOLOGY INC. COM 451923106 434.88 12,337 2 12,337
ILLINOIS TOOL WORKS COM 452308109 218.94 3,841 2 3,841
ILLINOIS TOOL WORKS COM 452308109 401.96 7,052 2 7,052
ILLINOIS TOOL WORKS COM 452308109 2,286.30 40,110 SH OTH 3 200 0 0
ILLINOIS TOOL WORKS COM 452308109 43.40 761 SH SOLE 3 761 0 0
IMAGEX.COM INC. COM 45244D102 60.63 10,000 2 10,000
IMANAGE INC. COM 45245Y105 1,530.05 153,967 2 153,967
IMATION CORP. COM 45245A107 3,157.80 107,500 SH SOLE 3 87,500 0 20,000
IMATION CORP. COM 45245A107 1,929.90 65,700 SH OTH 3 0 0 65,700
IMATRON INC. COM 452906100 23.44 10,000 2 10,000
IMAX CORP COM 45245E109 540.24 23,747 2 23,747
IMAX CORP. COM 45245E109 7,893.30 346,960 SH SOLE 3 346,960 0 0
IMC GLOBAL INC. COM 449669100 6,748.30 519,100 SH SOLE 3 494,400 0 20,800
IMC GLOBAL INC. COM 449669100 353.60 27,200 SH OTH 3 0 0 27,200
IMCLONE SYS INC. COM 45245W109 7.60 100 SH SOLE 3 100 0 0
IMCLONE SYS INC. COM 45245W109 1,261.22 16,500 2 16,500
IMMTECH INTERNATIONAL INC. COM 452519101 718.75 57,500 2 57,500
IMMUNEX CORP (NEW) COM 452528102 19,671.20 397,900 SH SOLE 3 97,900 0 300,000
IMMUNOMEDICS INC. COM 452907108 1,014.30 41,400 SH SOLE 3 36,500 0 4,900
IMPATH INC. COM 45255G101 607.60 11,200 SH SOLE 3 11,200 0 0
IMPERIAL BANCORP COM 452556103 2,836.30 182,254 SH SOLE 3 170,654 0 11,600
IMPSAT FIBER NETWORKS, INC. COM 45321T103 343.38 20,500 2 20,500
IMR GLOBAL CORP. COM 45321W106 576.10 44,100 SH SOLE 3 37,900 0 6,200
IMRGLOBAL CORP COM 45321W106 522.50 40,000 2 40,000
IMS HEALTH INC. COM 449934108 68.40 3,800 SH SOLE 3 3,800 0 0
IMS HEALTH INC. COM 449934108 0.20 10 SH OTH 3 0 0 0
IMS HEALTH INC. COM 449934108 13,221.00 734,500 2 734,500
IMS HEALTH INC. COM 449934108 266.40 14,800 2 14,800
INACOM CORP COM 45323G109 0.91 13,000 2 13,000
INACOM CORP COM 45323G109 2.50 35,900 SH SOLE 3 31,300 0 4,600
INC.YTE GENOMICS INC. COM 45337C102 288.31 3,508 2 3,508
INC.O LIMITED COM 453258402 2,600.60 169,010 SH OTH 3 0 0 34,100
INC.O LIMITED COM 453258402 1,317.60 85,700 SH SOLE 3 85,700 0 0
INC.YTE GENOMICS INC. COM 45337C102 1,857.40 22,600 SH SOLE 3 17,900 0 4,700
INC.YTE GENOMICS INC. COM 45337C102 1,265.70 15,400 SH OTH 3 0 0 15,400
INDEPENDENCE COMMUNITY BANK COM 453414104 286.89 21,652 2 21,652
INDEPENDENCE COMMUNITY BANK COM 453414104 2,084.20 157,300 SH SOLE 3 145,600 0 11,700
INDUSTRIAL HLDGS INC. COM 456160100 182.99 117,113 2 117,113
INDYMAC BANCORP, INC. COM 456607100 5,126.63 378,000 2 378,000
INDYMAC MORTGAGE HOLDINGS INC. COM 456607100 50.90 3,700 SH SOLE 3 0 0 3,700
INET TECHNOLOGIES INC. COM 45662V105 200.70 3,700 SH SOLE 3 3,700 0 0
INET TECHNOLOGIES, INC. COM 45662V105 664.56 12,250 2 12,250
INFINEON TECHNOLOGIES AG COM 45662N103 1,132.48 14,290 2 14,290
INFINEON TECHNOLOGIES AG COM 45662N103 3,833.40 48,371 2 48,371
INFINITY BROADCASTING A COM 45662S102 302,680.40 8,306,838 SH SOLE 3 6,534,597 0 1,278,306
INFINITY BROADCASTING A COM 45662S102 7,464.00 204,845 SH OTH 3 63,252 0 16,650
INFINITY BROADCASTING A COM 45662S102 568.40 15,600 SH SHD 1 15,600 0 0
INFINITY BROADCASTING CORP. COM 45662S102 20,581.76 564,851 2 564,851
INFINITY BROADCASTING CORP. COM 45662S102 39,607.64 1,087,002 2 1,087,002
INFINIUM SOFTWARE INC. COM 45662Y109 100.00 25,000 2 25,000
INFINIUM SOFTWARE INC. COM 45662Y109 700.00 175,000 2 175,000
INFOCUS CORP. COM 45665B106 4,084.60 126,900 SH SOLE 3 121,800 0 5,100
INFONAUTICS INC. CL-A COM 456662105 415.63 95,000 2 95,000
INFONET SVCS CORP. COM 45666T106 204.73 17,150 2 17,150
INFONOW CORP COM 456664309 70.08 16,990 2 16,990
INFORMATICA CORP COM 45666Q102 213.04 2,600 2 2,600
INFORMATICA CORP. COM 45666Q102 2,228.70 27,200 SH SOLE 3 23,600 0 3,600
INFORMATION ARCHITECTS CORP COM 45669R107 684.73 98,700 2 98,700
INFORMATION ARCHITECTS CORP COM 45669R107 193.60 27,900 SH SOLE 3 24,300 0 3,600
INFORMATION MGMT ASSOC INC. COM 456923101 109.38 25,000 2 25,000
INFORMIX CORP COM 456779107 2,456.23 330,250 2 330,250
INFORMIX CORP COM 456779107 142.91 19,215 2 19,215
INFORMIX CORP COM 456779107 828.50 111,400 SH SOLE 3 66,500 0 44,900
INFORMIX CORP COM 456779107 687.20 92,400 SH OTH 3 0 0 92,400
INFORNET INC. COM 45666T106 1,240.30 103,900 SH SOLE 3 103,900 0 0
INFORTE CORP COM 45677R107 7,023.60 195,100 2 195,100
INFORTE CORP COM 45677R107 17,342.64 481,740 2 481,740
INFORTE CORP. COM 45677R107 18.00 500 SH SOLE 3 0 0 500
INFOSPACE INC. COM 45678T102 30,947.70 560,140 SH SOLE 3 508,740 0 1,700
INFOSPACE INC. COM 45678T102 9,476.92 171,528 2 171,528
INFOSYS TECHNOLOGIES - SP ADR COM 456788108 159.50 900 SH SOLE 3 900 0 0
INFOSYS TECHNOLOGIES SPONS ADR COM 456788108 276.51 1,560 2 1,560
INFOUSA INC. COM 456818301 287.90 44,300 SH SOLE 3 32,900 0 11,400
INFOUSA INC. CL B SHARES COM 456818103 0.00 100 SH SOLE 3 100 0 0
ING GROEP N.V. SPONS ADR COM 456837103 579.40 8,584 SH SOLE 3 8,584 0 0
ING GROEP N.V. SPONS ADR COM 456837103 4,312.31 63,886 2 63,886
ING GROEP N.V. SPONS ADR COM 456837103 6,533.93 96,799 2 96,799
INGERSOLL-RAND CO COM 456866102 25,965.30 645,100 SH SOLE 3 593,200 0 50,600
INGERSOLL-RAND CO COM 456866102 4,564.80 113,410 SH OTH 3 20,500 0 0
INGERSOLL-RAND CO COM 456866102 986.10 24,500 SH SHD 1 24,500 0 0
INGLES MARKETS INC. CL-A COM 457030104 66.80 6,400 SH SOLE 3 0 0 6,400
INGRAM MICRO INC. COM 457153104 8,971.60 514,500 SH SOLE 3 514,500 0 0
INGRAM MICRO INC. COM 457153104 176.12 10,100 2 10,100
INHALE THERAPEUTIC SYS INC. COM 457191104 933.50 9,200 SH SOLE 3 6,800 0 2,400
INHALE THERAPEUTIC SYS INC. COM 457191104 507.34 5,000 2 5,000
INHALE THERAPEUTIC SYS INC. COM 457191104 710.28 7,000 2 7,000
INITIALS PLUS INC. COM 457197101 25.00 100,000 SH OTH 3 0 0 0
INKINE PHARMACEUTICAL CO INC. COM 457214104 48.75 10,000 2 10,000
INKTOMI CORP COM 457277101 27,833.45 235,378 2 235,378
INKTOMI CORP COM 457277101 83,559.00 706,630 2 706,630
INKTOMI CORP.COM STK COM 457277101 1,897.44 16,046 SH SOLE 4 16,046
INKTOMI CORP. COM 457277101 38,197.80 323,026 SH SOLE 3 320,926 0 1,000
INNOVATIVE GAMING CORP COM 45764F107 94.31 100,600 2 100,600
INNOVEX INC. COM 457647105 5.80 600 SH SOLE 3 600 0 0
INSCI-STATEMENTS.COM CORP COM 45765T106 112.23 33,882 2 33,882
INSIGHT COMMUNICATIONS COM 45768V108 18,421.90 1,179,000 SH SOLE 3 1,010,100 0 168,900
INSIGHT COMMUNICATIONS COM 45768V108 657.80 42,100 SH OTH 3 0 0 42,100
INSIGHT COMMUNICATIONS INC. COM 45768V108 546.88 35,000 2 35,000
INSIGHT ENTERPRISES INC. COM 45765U103 777.00 13,100 SH SOLE 3 9,500 0 3,600
INSIGHT ENTERPRISES INC. COM 45765U103 1,512.47 25,500 2 25,500
INSIGNIA FINANCIAL GRP COM 45767A105 266.30 26,632 SH SOLE 3 21,666 0 0
INSIGNIA FINANCIAL GRP INC. COM 45767A105 376.00 37,600 2 37,600
INSITUFORM TECHNOLOGIES INC. COM 457667103 339.10 12,500 SH SOLE 3 12,500 0 0
INSPIRE INS SOLUTIONS INC. COM 457732105 60.00 20,000 2 20,000
INSWEB CORP COM 45809K103 54.12 25,470 2 25,470
INSWEB CORP COM 45809K103 4.90 2,300 SH SOLE 3 2,300 0 0
INTEGRA BANK CORP. COM 45814P105 54.90 3,230 SH SOLE 3 1,230 0 2,000
INTEGRATED CIRCUIT SYSTEM COM 45811K208 20,740.60 1,211,130 SH SOLE 3 974,030 0 0
INTEGRATED DEVICE TECH INC. COM 458118106 19,920.40 332,700 SH SOLE 3 306,900 0 23,800
INTEGRATED DEVICE TECH INC. COM 458118106 6,807.80 113,700 SH OTH 3 0 0 76,700
INTEGRATED DEVICE TECH INC. COM 458118106 179.60 3,000 SH SHD 1 3,000 0 0
INTEGRATED DEVICE TECH INC. COM 458118106 1,377.13 23,000 2 23,000
INTEGRATED ELECTRICAL SVC COM 45811E103 43.00 8,400 SH SOLE 3 2,300 0 6,100
INTEGRATED HEALTH SVCS INC. COM 45812C106 29.20 194,993 SH SOLE 3 194,993 0 0
INTEGRATED MEASUREMENT SYSTEM COM 457923100 338.63 21,500 2 21,500
INTEGRATED SILICON SOLUTION COM 45812P107 1,706.20 44,900 SH SOLE 3 40,900 0 4,000
INTEGRATED SURGICAL SYSTEMS COM 45812Y108 75.00 50,000 2 50,000
INTEGRATED SURGICAL SYSTEMS COM 45812Y108 40.50 27,000 2 27,000
INTEL CORP COM 458140100 569,470.52 4,259,714 2 4,259,714
INTEL CORP COM 458140100 833,731.40 6,236,420 2 6,236,420
INTEL CORP PUT 458140100 732.38 86,800 PUT 2 86,800
INTEL CORP CLL 458140100 235.50 12,000 CALL 2 12,000
INTEL CORP CLL 458140100 1,970.00 40,000 CALL 2 40,000
INTEL CORP COM 458140100 1,686,417.50 12,614,624 SH SOLE 3 11,884,794 0 575,720
INTEL CORP COM 458140100 158,256.50 1,183,779 SH OTH 3 150,710 0 30,700
INTEL CORP COM 458140100 11,002.50 82,300 SH SHD 1 82,300 0 0
INTEL CORP CMN COM 458140100 88,703.26 663,512 SH SOLE 4 663,512
INTELECT COMMUNICATIONS INC. COM 458144102 143.38 62,000 2 62,000
INTELIDATA TECHNOLOGIES CORP COM 45814T107 80.40 7,800 SH SOLE 3 0 0 7,800
INTELLIGRP INC. COM 45816A106 120.00 10,000 2 10,000
INTELLIKEY CORP.(PP) RSTRCTD STK COM 458992104 705.00 117,500 SH SOLE 4 117,500
INTER TEL INC. COM 458372109 11,481.50 714,800 SH SOLE 3 570,300 0 144,500
INTER TEL INC. COM 458372109 517.21 32,200 2 32,200
INTERACT COMM CORP COM 45839Y107 4,760.37 402,994 2 402,994
INTERDIGITAL COMMUNICATIONS COM 45866A105 1,199.10 72,400 SH SOLE 3 64,300 0 8,100
INTEREST RATE CAP 1Y. EURIB COM OGR059204 343.30 10,200,000 SH SOLE 4 10,200,000
INTERGRAPH CORP COM 458683109 264.69 35,000 2 35,000
INTERGRAPH CORP COM 458683109 389.50 51,500 SH SOLE 3 46,000 0 5,500
INTERIM SVCS INC. COM 45868P100 4,622.10 260,400 SH SOLE 3 248,400 0 12,000
INTERIM SVCS INC. COM 45868P100 1,471.50 82,900 SH OTH 3 2,900 0 80,000
INTERIM SVCS INC. CV SB 4.5%6/1/05NTS JDCNV 45868PAA8 841.21 1,090,000 SH SOLE 4 1,090,000
INTERIORS INC. CL-A COM 458688108 37.11 51,625 2 51,625
INTERLINK ELECTRONICS COM 458751104 519.20 12,400 SH SOLE 3 9,800 0 2,600
INTERLOGIX INC.ES INC. COM 458763109 2.80 200 SH SOLE 3 200 0 0
INTERMEDIA COMMUNICATIONS INC. COM 458801107 11,944.60 401,500 SH SOLE 3 321,500 0 80,000
INTERMEDIA COMMUNICATIONS INC. COM 458801107 5,831.89 196,030 2 196,030
INTERNAP NETWORK COM 45885A102 83,817.50 2,018,938 SH SOLE 3 1,695,518 0 600
INTERNAP NETWORK COM 45885A102 182.20 4,389 SH OTH 3 4,389 0 0
INTERNAP NETWORK SVCS COM 45885A102 758.49 18,270 2 18,270
INTERNATIONAL BUSINESS MACHINES COM 459200101 437,619.90 3,994,249 SH SOLE 3 3,751,969 0 224,620
INTERNATIONAL BUSINESS MACHINES COM 459200101 63,626.20 580,730 SH OTH 3 67,930 0 13,600
INTERNATIONAL BUSINESS MACHINES COM 459200101 3,615.60 33,000 SH SHD 1 33,000 0 0
INTERNATIONAL BUSINESS MACHINES COM 459200101 257,403.95 2,349,380 2 2,349,380
INTERNATIONAL BUSINESS MACHINES COM 459200101 361,130.05 3,296,110 2 3,296,110
INTERNATIONAL BUSINESS MACHINES COM 459200101 29,711.71 271,185 SH SOLE 4 271,185
INTERNATIONAL HOME FOODS COM 459655106 2,654.90 126,800 SH SOLE 3 126,800 0 0
INTERNATIONAL PAPER CO. COM 460146103 277.41 9,305 2 9,305
INTERNATIONAL PAPER CO. COM 460146103 23,523.70 789,054 SH SOLE 3 707,973 0 75,961
INTERNATIONAL PAPER CO. COM 460146103 5,177.90 173,683 SH OTH 3 9,500 0 0
INTERNATIONAL REMOTE IMAGING COM 460259500 97.50 60,000 2 60,000
INTERNET CAPITAL GRP INC. COM 46059C106 2,591.10 70,000 SH SOLE 3 70,000 0 0
INTERNET CAPITAL GRP INC. COM 46059C106 2,074.39 56,041 2 56,041
INTERNET CAPITAL GRP INC. COM 46059C106 14,248.65 384,936 2 384,936
INTERNET CAPITAL GRP INC. CNV 46059CAA4 512.55 765,000 2 765,000
INTERNET COMMERCE CORP CL-A COM 46059F109 222.01 15,311 2 15,311
INTERNET INFRASTRUCTURE HOLD. COM 46059V104 518.23 8,300 2 8,300
INTERNET INITIATIVE JAPAN INC. COM 46059T109 588.06 9,925 2 9,925
INTERNET INITIATIVE JAPAN INC. COM 46059T109 1,164.26 19,650 2 19,650
INTERNET PICTURES CORP COM 46059S101 2,041.88 135,000 2 135,000
INTERNET PICTURES CORP COM 46059S101 345.53 22,845 2 22,845
INTERPHASE CORP COM 460593106 228.75 10,000 2 10,000
INTERPOOL INC. COM 46062R108 5,655.00 580,000 SH SOLE 3 580,000 0 0
INTERPUBLIC GRP COS COM 460690100 37,616.60 874,804 SH SOLE 3 870,704 0 1,100
INTERPUBLIC GRP COS COM 460690100 2,881.40 67,010 SH OTH 3 5,400 0 0
INTERPUBLIC GRP COS COM 460690100 103.20 2,400 SH SHD 1 2,400 0 0
INTERPUBLIC GRP COS COM 460690100 864.04 20,094 2 20,094
INTERPUBLIC GRP COS COM 460690100 16,129.47 375,104 2 375,104
INTERPUBLIC GRP COS SUB NT CNV 460690AF7 4,463.74 3,753,000 2 3,753,000
INTERPUBLIC GRP COS SUB NT CNV 460690AF7 7,225.48 6,075,000 2 6,075,000
INTERSTATE HOTELS CORP COM 46088R108 105.10 35,775 SH SOLE 3 35,775 0 0
INTERSYSTEMS INC. COM 460920101 7.50 12,000 2 12,000
INTERTAN INC. COM 461120107 1,078.10 91,750 SH SOLE 3 83,250 0 8,500
INTERTR TECHNOLOGIES CORP COM 46113Q109 36,791.50 1,789,250 SH SOLE 3 1,531,350 0 8,100
INTERTR TECHNOLOGIES CORP COM 46113Q109 355.70 17,300 SH OTH 3 2,700 0 14,600
INTERVISUAL BOOKS INC. CL A VTG COM 460918105 42.63 31,000 2 31,000
INTERVOICE INC. COM 461142101 2.00 300 SH SOLE 3 300 0 0
INTERWORLD CORP COM 46114Q108 329.03 16,050 2 16,050
INTERWOVEN INC. COM 46114T102 62,383.80 567,206 SH SOLE 3 463,106 0 2,200
INTERWOVEN INC. COM 46114T102 582.90 5,300 SH OTH 3 0 0 5,300
INTERWOVEN INC. COM 46114T102 206.22 1,875 2 1,875
INTIMATE BRANDS, INC. COM 461156101 37,534.80 1,900,498 SH SOLE 3 1,874,108 0 19,090
INTIMATE BRANDS, INC. COM 461156101 4,986.30 252,470 SH OTH 3 2,800 0 78,670
INTIMATE BRANDS, INC. COM 461156101 739.44 37,440 2 37,440
INTL FIBERCOM INC. COM 45950T101 1,254.60 49,200 SH SOLE 3 44,200 0 5,000
INTL FLAVORS & FRAGRANCES INC. COM 459506101 1,388.90 46,010 SH OTH 3 0 0 0
INTL FLAVORS & FRAGRANCES INC. COM 459506101 350.20 11,600 SH SOLE 3 11,600 0 0
INTL GAME TECHNOLOGY COM 459902102 667.06 25,172 2 25,172
INTL MULTIFOODS CORP COM 460043102 801.60 46,300 SH SOLE 3 41,500 0 4,800
INTL RECTIFIER CORP. COM 460254105 2,940.00 52,500 SH SOLE 3 52,500 0 0
INTL SPECIALTY PRODS COM 460337108 15.90 2,800 SH SOLE 3 2,800 0 0
INTL SPEEDWAY CORP-CL A COM 460335201 1,464.70 35,400 SH OTH 3 0 0 11,700
INTL SPEEDWAY CORP-CL A COM 460335201 1,357.10 32,800 SH SOLE 3 27,500 0 5,300
INTRANET SOLUTIONS INC. COM 460939309 644.70 16,800 SH SOLE 3 14,600 0 2,200
INTRAWARE INC. COM 46118M103 282.70 17,600 SH SOLE 3 15,400 0 2,200
INTRAWEST CORP COM 460915200 6,197.80 326,200 2 326,200
INTUIT COM 461202103 69,191.50 1,672,302 SH SOLE 3 1,470,002 0 30,500
INTUIT COM 461202103 5,403.60 130,600 SH OTH 3 600 0 130,000
INTUIT INC. COM 461202103 10,240.31 247,500 2 247,500
INTUIT INC. COM 461202103 900.94 21,775 2 21,775
INV TECHNOLOGY GRP (NEW) COM 46145F105 778.10 19,700 SH SOLE 3 14,800 0 4,900
INVESTORS FINANCIAL SVCS CP COM 461915100 873.10 22,000 SH SOLE 3 16,400 0 5,600
INVITROGEN CORP COM 46185R100 105.30 1,400 SH SOLE 3 0 0 1,400
IOMEGA INC. COM 462030107 659.60 164,900 SH SOLE 3 128,600 0 36,300
IOMEGA INC. COM 462030107 60.00 15,000 2 15,000
IONICS INC. COM 462218108 575.80 18,800 SH SOLE 3 18,800 0 0
IPC HOLDINGS LTD COM G4933P101 1,535.80 109,700 SH SOLE 3 105,800 0 0
IPRINT COM INC. COM 462628108 122.66 25,000 2 25,000
IRON MOUNTAIN INC. NEW COM 462846106 41,611.20 1,223,860 SH SOLE 3 961,220 0 262,640
IRON MTN INC. PA COM 462846106 566.61 16,665 2 16,665
IRSA - SPONS GDR COM 450047204 0.00 1 SH OTH 3 0 0 0
ISIS PHARMACEUTICALS COM 464330109 756.15 52,148 2 52,148
ISIS PHARMACEUTICALS COM 464330109 94.20 6,500 SH SOLE 3 0 0 6,500
ISLE OF CAPRI CASINOS COM 464592104 14,498.30 1,069,000 SH SOLE 3 839,500 0 229,500
ISPAT INTERNATIONAL NV COM 464899103 3,664.20 385,700 SH SOLE 3 381,700 0 0
ISPAT INTERNATIONAL NV COM 464899103 655.50 69,000 2 69,000
ISS GRP, INC. COM 450306105 59,806.30 605,729 SH SOLE 3 604,829 0 400
ISS GRP, INC. COM 450306105 7,449.01 75,445 2 75,445
ISS GRP, INC. COM 450306105 14,771.75 149,611 2 149,611
ISTAR FINL INC. COM 45031U101 7,413.05 354,056 2 354,056
I-STAT CORP COM 450312103 495.70 28,427 2 28,427
ITC DELTACOM INC. COM 45031T104 6,513.80 291,936 SH SOLE 3 283,736 0 8,200
ITC GDR COM Y4211T114 2,379.30 123,600 SH OTH 3 0 0 16,600
ITC GDR COM Y4211T114 325.30 16,900 SH SOLE 3 16,900 0 0
ITEQ INC. COM 450430103 107.31 149,300 2 149,300
ITT EDUCATIONAL SVCS, INC. COM 45068B109 8,205.20 467,200 SH SOLE 3 458,300 0 0
ITT EDUCATIONAL SVCS, INC. COM 45068B109 498.80 28,400 SH OTH 3 0 0 28,400
ITT INDS INC. (INDIANA) COM 450911102 2,357.10 77,600 SH SOLE 3 77,600 0 0
ITT INDS INC. (INDIANA) COM 450911102 1,877.50 61,810 SH OTH 3 4,200 0 0
ITT INDS INC. (INDIANA) COM 450911102 243.00 8,000 SH SHD 1 8,000 0 0
ITXC CORP. COM 45069F109 449.70 12,700 SH SOLE 3 11,700 0 1,000
IVAX CORP (FLORIDA) COM 465823102 2,261.75 54,500 2 54,500
IVAX CORP (FLORIDA) COM 465823102 56,555.70 1,362,789 SH SOLE 3 1,275,689 0 76,900
IVAX CORP (FLORIDA) COM 465823102 14,415.00 347,350 SH OTH 3 25,000 0 161,250
IVILLAGE INC. COM 46588H105 221.10 26,200 SH SOLE 3 23,300 0 2,900
IXL ENTERPRISES INC. COM 450718101 1,787.80 123,300 SH SOLE 3 117,600 0 5,700
IXL ENTERPRISES INC. COM 450718101 4,162.82 287,091 2 287,091
J&J SNACK FOODS CORP COM 466032109 41.10 2,300 SH SOLE 3 2,300 0 0
J.D. EDWARDS & CO. COM 281667105 116.00 7,700 SH SOLE 3 0 0 7,700
J.M.SMUCKER CO. CL-A COM 832696108 296.40 15,400 SH SOLE 3 12,700 0 2,700
J.P. MORGAN & CO. COM 616880100 1,173.49 10,656 2 10,656
J.P. MORGAN & CO. COM 616880100 20,212.01 183,537 2 183,537
JABIL CIRCUIT INC. COM 466313103 30,365.50 611,900 SH SOLE 3 589,300 0 22,600
JABIL CIRCUIT INC. COM 466313103 2,565.60 51,700 SH OTH 3 0 0 51,700
JACK HENRY & ASSOC INC. COM 426281101 8,362.65 166,836 2 166,836
JACK IN THE BOX INC. COM 466367109 1,014.50 41,200 SH SOLE 3 33,500 0 7,700
JACOR COMM.INC. CV NT 0% 2/9/18 CNV 469858AB0 2,615.27 4,400,000 SH SOLE 4 4,400,000
JAKKS PACIFIC INC. COM 47012E106 1,634.30 110,800 SH SOLE 3 105,200 0 5,600
JAZZTEL P.L.C. ADR COM 47214R152 328.13 12,500 2 12,500
JDA SOFTWARE GRP INC. COM 46612K108 51.80 2,700 SH SOLE 3 0 0 2,700
JDA SOFTWARE GRP INC. COM 46612K108 191.88 10,000 2 10,000
JDN REALTY CORP COM 465917102 2,330.90 228,800 SH SOLE 3 195,100 0 33,700
JDN REALTY CORP COM 465917102 120.20 11,800 SH OTH 3 0 0 0
JDS UNIPHASE CORP COM 46612J101 4,169.25 34,780 2 34,780
JDS UNIPHASE CORP COM 46612J101 18,382.11 153,344 2 153,344
JDS UNIPHASE CORP COM 46612J101 202,986.80 1,693,320 SH SOLE 3 1,654,920 0 27,400
JDS UNIPHASE CORP COM 46612J101 593.40 4,950 SH OTH 3 3,950 0 500
JDS UNIPHASE CORP COM 46612J101 551.40 4,600 SH SHD 1 4,600 0 0
JEFFERSON-PILOT CORP. COM 475070108 440.72 7,809 2 7,809
JEFFERSON-PILOT CORP. COM 475070108 6,046.90 107,144 SH SOLE 3 105,744 0 1,400
JEFFERSON-PILOT CORP. COM 475070108 886.60 15,710 SH OTH 3 0 0 0
JEFFERSON-PILOT CORP. COM 475070108 208.80 3,700 SH SHD 1 3,700 0 0
JEFFRIES GRP ( NEW ) COM 472319102 1,788.60 88,600 SH SOLE 3 85,500 0 3,100
JLK DIRECT DISTRIBUTION COM 46621C105 4.60 900 SH SOLE 3 900 0 0
JNI CORP COM 46622G105 221.38 7,000 2 7,000
JOHN HANCOCK FINL SVCS INC. COM 41014S106 520.86 21,989 2 21,989
JOHN Q HAMMONS HOTELS INC. COM 408623106 80.00 16,000 2 16,000
JOHNS MANVILLE CORP. COM 478129109 31.60 2,400 SH SOLE 3 2,400 0 0
JOHNSON & JOHNSON COM 478160104 77,850.53 764,177 2 764,177
JOHNSON & JOHNSON COM 478160104 93,453.71 917,337 2 917,337
JOHNSON & JOHNSON COM 478160104 422,528.80 4,147,522 SH SOLE 3 3,731,632 0 403,040
JOHNSON & JOHNSON COM 478160104 59,351.50 582,591 SH OTH 3 89,600 0 13,200
JOHNSON & JOHNSON COM 478160104 5,032.60 49,400 SH SHD 1 49,400 0 0
JOHNSON CONTROLS INC. COM 478366107 25,646.00 499,800 SH SOLE 3 475,400 0 24,400
JOHNSON CONTROLS INC. COM 478366107 4,977.80 97,010 SH OTH 3 11,000 0 20,000
JOHNSON CONTROLS INC. COM 478366107 928.80 18,100 SH SHD 1 18,100 0 0
JONES APPAREL GRP, INC. COM 480074103 773.10 32,900 SH OTH 3 0 0 32,900
JONES APPAREL GRP, INC. COM 480074103 593.60 25,261 SH SOLE 3 11,700 0 13,561
JONES APPAREL GRP, INC. CLL 480074103 60.00 10,000 CALL 2 10,000
JONES PHARMA INC. COM 480236108 7,796.80 195,225 SH SOLE 3 191,425 0 1,300
JONES PHARMA INC. COM 480236108 2,324.40 58,200 SH OTH 3 5,200 0 22,500
JONES PHARMA INC. COM 480236108 487.20 12,200 SH SHD 1 12,200 0 0
JONES PHARMA INC. COM 480236108 557.13 13,950 2 13,950
JOS A BANK CLOTHIERS INC. COM 480838101 63.40 16,362 2 16,362
JOURNAL REGISTER CO COM 481138105 442.56 24,250 2 24,250
JUNIPER COM 48203R104 63,551.10 436,590 SH SOLE 3 431,690 0 2,300
JUNIPER NETWORKS CV SUB CNV 48203RAA2 2,223.56 2,010,000 2 2,010,000
JUNIPER NETWORKS CV SUB CNV 48203RAA2 1,869.56 1,690,000 2 1,690,000
JUNIPER NETWORKS CV SUB 4.75% 3/15/07 CNV 48203RAA2 5,246.41 4,680,000 SH SOLE 4 4,680,000
JUNIPER NETWORKS INC. CMN COM 48203R104 2,954.92 20,300 SH SOLE 4 20,300
JUNIPER NETWORKS INC. COM 48203R104 13,766.43 94,574 2 94,574
JUNIPER NETWORKS INC. COM 48203R104 106,206.62 729,629 2 729,629
JUNO ONLINE SVCS COM 482048105 237.60 22,100 SH SOLE 3 19,200 0 2,900
JUNO ONLINE SVCS INC. COM 482048105 182.75 17,000 2 17,000
JUSTIN INDS INC. COM 482171105 218.75 10,000 2 10,000
JUSTIN INDS INC. COM 482171105 166.20 7,600 SH SOLE 3 4,200 0 3,400
K MART CORP COM 482584109 188.70 27,700 SH SOLE 3 25,000 0 2,700
K MART CORP COM 482584109 0.10 10 SH OTH 3 0 0 0
K TRON INTL INC. COM 482730108 870.00 55,345 SH SOLE 3 34,902 0 20,443
KAMAN CORP CL-A COM 483548103 423.20 39,600 SH SOLE 3 31,400 0 8,200
KANA COMMUNICATIONS INC. COM 483600102 9,709.30 156,918 SH SOLE 3 155,418 0 700
KANA COMMUNICATIONS INC. COM 483600102 816.75 13,200 2 13,200
KANA COMMUNICATIONS INC. COM 483600102 2,611.37 42,204 2 42,204
KANEB PIPE LINE PTNRS L.P. COM 484169107 4,678.17 191,925 2 191,925
KANEB PIPE LINE PTNRS L.P. COM 484169107 3,639.19 149,300 2 149,300
KANSAS CITY PWR.& LIGHT COM 485134100 922.50 41,000 2 41,000
KANSAS CITY PWR.& LIGHT COM 485134100 409.50 18,200 SH OTH 3 0 0 18,200
KANSAS CITY SOUTHERN IND COM 485170104 3,109.38 35,060 2 35,060
KAUFMAN AND BROAD HOME CORP COM 486168107 495.31 25,000 2 25,000
KAUFMAN AND BROAD HOME CORP COM 486168107 414.10 20,900 SH SOLE 3 13,400 0 7,500
KAUFMAN AND BROAD HOME CORP COM 486168107 0.20 10 SH OTH 3 0 0 0
KBK CAPITAL CORP COM 482412103 82.88 19,500 2 19,500
KEEBLER FOODS CO. COM 487256109 12,236.40 329,600 SH SOLE 3 323,400 0 6,200
KEEBLER FOODS CO. COM 487256109 2,086.40 56,200 SH OTH 3 1,800 0 20,700
KEITHLEY INSTRUMENTS INC. COM 487584104 618.60 7,100 SH SOLE 3 5,600 0 1,500
KEITHLEY INSTRUMENTS INC. COM 487584104 697.00 8,000 2 8,000
KEITHLEY INSTRUMENTS INC. COM 487584104 313.65 3,600 2 3,600
KELLOGG CO. COM 487836108 2,742.95 92,200 2 92,200
KELLOGG CO. COM 487836108 562.28 18,900 2 18,900
KELLOGG CO. COM 487836108 45,565.10 1,531,600 SH SOLE 3 1,531,600 0 0
KELLOGG CO. COM 487836108 9.20 310 SH OTH 3 300 0 0
KELLWOOD CO. COM 488044108 659.10 31,200 SH SOLE 3 31,200 0 0
KELLY SVCS INC.(CL-A) COM 488152208 353.80 15,300 SH SOLE 3 15,300 0 0
KEMET CORP COM 488360108 16,553.80 660,500 SH SOLE 3 647,400 0 6,100
KENNAMETAL INC. COM 489170100 1,888.60 88,100 SH SOLE 3 73,600 0 14,500
KENNAMETAL INC. COM 489170100 403.00 18,800 SH OTH 3 0 0 18,800
KENT ELECTRONICS CORP COM 490553104 1,586.00 53,200 SH SOLE 3 50,200 0 3,000
KERAVISION, INC. COM 492061106 2,117.50 440,000 2 440,000
KERAVISION, INC. COM 492061106 295.97 61,500 2 61,500
KERR MCGEE CORP 5.25% CNV 492386AP2 230.50 200,000 2 200,000
KERR MCGEE CORP 5.25% CNV 492386AP2 313.48 272,000 2 272,000
KERR-MCGEE CORP COM 492386107 465.49 7,898 2 7,898
KERR-MCGEE CORP. COM 492386107 23,604.50 400,500 SH SOLE 3 347,700 0 48,000
KERR-MCGEE CORP. COM 492386107 10,355.90 175,710 SH OTH 3 7,900 0 24,000
KERR-MCGEE CORP. COM 492386107 506.90 8,600 SH SHD 1 8,600 0 0
KEY ENERGY GRP INC. COM 492914106 162.70 16,900 SH SOLE 3 0 0 16,900
KEYCORP NEW COM 493267108 219.52 12,455 2 12,455
KEYCORP NEW COM 493267108 916.50 52,000 2 52,000
KEYCORP NEW COM 493267108 12,945.40 734,490 SH SOLE 3 734,490 0 0
KEYCORP NEW COM 493267108 7.20 410 SH OTH 3 400 0 0
KEYNOTE SYSTEMS INC. COM 493308100 7,056.20 100,000 SH SOLE 3 100,000 0 0
KEYNOTE SYSTEMS INC. COM 493308100 460.28 6,523 2 6,523
KEYSPAN CORP COM 49337W100 473.92 15,412 2 15,412
KEYSPAN CORP COM 49337W100 208.36 6,776 2 6,776
KEYSPAN CORP. COM 49337W100 7,056.20 229,470 SH SOLE 3 175,670 0 53,800
KEYSPAN CORP. COM 49337W100 4,993.80 162,400 SH OTH 3 0 0 126,800
KEYSTONE FINL INC. COM 493482103 70.10 3,300 SH SOLE 3 0 0 3,300
KFORCE.COM INC. COM 493732101 104.06 15,000 2 15,000
KILROY PROPERTIES COM 49427F108 417.60 16,100 SH SOLE 3 9,400 0 6,700
KIMBALL INTL INC. CL-B COM 494274103 1,104.80 74,900 SH SOLE 3 68,800 0 6,100
KIMBERLY CLARK CORP COM 494368103 57,420.21 1,000,788 2 1,000,788
KIMBERLY CLARK CORP COM 494368103 43,729.22 762,165 2 762,165
KIMBERLY CLARK CORP COM 494368103 43,283.60 754,398 SH SOLE 3 739,998 0 14,400
KIMBERLY CLARK CORP COM 494368103 13,701.70 238,810 SH OTH 3 33,100 0 0
KIMBERLY CLARK CORP COM 494368103 734.40 12,800 SH SHD 1 12,800 0 0
KIMCO REALTY CORP COM 49446R109 6,998.70 170,700 SH SOLE 3 146,400 0 24,300
KIMCO REALTY CORP COM 49446R109 344.40 8,400 SH OTH 3 0 0 0
KINDER MORGAN ENERGY PTNRS LPUNITS COM 494550106 2,444.57 61,210 SH SOLE 4 61,210
KINDER MORGAN ENERGY PTNRS COM 494550106 95,109.40 2,381,456 2 2,381,456
KINDER MORGAN ENERGY PTNRS COM 494550106 110,963.39 2,778,426 2 2,778,426
KINDER MORGAN INC. COM 49455P101 3,336.30 96,530 SH SOLE 3 83,030 0 13,500
KINDER MORGAN INC. COM 49455P101 1,392.90 40,300 SH OTH 3 0 0 40,300
KINDER MORGAN INC. KANS COM 49455P101 12,890.95 372,975 2 372,975
KINDER MORGAN INC. KANS COM 49455P101 9,176.34 265,500 2 265,500
KING PHARMACEUTICALS INC. COM 495582108 8,621.50 196,501 SH SOLE 3 196,501 0 0
KING PHARMACEUTICALS INC. COM 495582108 723.90 16,500 SH OTH 3 0 0 16,500
KLA INSTRUMENTS CORP COM 482480100 32,964.80 562,900 SH SOLE 3 542,550 0 17,900
KLA INSTRUMENTS CORP COM 482480100 4,419.10 75,460 SH OTH 3 5,850 0 0
KLA INSTRUMENTS CORP COM 482480100 263.50 4,500 SH SHD 1 4,500 0 0
KLA-TENCOR CORP COM 482480100 4,123.39 70,410 2 70,410
KLA-TENCOR CORP COM 482480100 15,822.18 270,176 2 270,176
KNIGHT RIDDER INC. COM 499040103 17,897.60 336,500 SH SOLE 3 309,700 0 26,800
KNIGHT RIDDER INC. COM 499040103 8,920.10 167,710 SH OTH 3 9,900 0 75,400
KNIGHT TRADING GRP INC. COM 499063105 199.70 6,700 SH SOLE 3 6,700 0 0
KNIGHTSBRIDGE TANKERS, LTD. COM G5299G106 19,337.00 966,850 2 966,850
KNIGHTSBRIDGE TANKERS, LTD. COM G5299G106 4,655.40 232,770 2 232,770
KOGER EQUITY INC. COM 500228101 216.00 12,800 2 12,800
KOHL'S CORP (WISCONSIN) COM 500255104 1,357.53 24,405 2 24,405
KOHL'S CORP (WISCONSIN) COM 500255104 11,214.00 201,600 SH SOLE 3 184,000 0 15,100
KOHL'S CORP (WISCONSIN) COM 500255104 4,228.10 76,010 SH OTH 3 3,700 0 0
KOMAG INC. COM 500453105 9.30 5,342 SH SOLE 3 5,342 0 0
KONINKLIJKE AHOLD NV COM 500467303 2,028.43 69,200 2 69,200
KONINKLIJKE PHILIPS COM 500472204 4,147.13 87,308 2 87,308
KONINKLIJKE PHILIPS COM 500472204 2,669.88 56,208 2 56,208
KONINKLIJKE PHILIPS ELECTRONICS COM 500472204 3,496.00 73,600 SH SOLE 3 73,600 0 0
KOOR INDS LTD ADR COM 500507108 2,025.10 95,300 SH OTH 3 0 0 0
KOOR INDS LTD ADR COM 500507108 533.20 25,093 SH SOLE 3 25,093 0 0
KOPIN CORP COM 500600101 415.50 6,000 2 6,000
KOPIN CORP COM 500600101 644.00 9,300 SH SOLE 3 8,700 0 600
KOREA ELECTRIC POWER CRP ADR COM 500631106 1,379.10 74,800 SH SOLE 3 74,800 0 0
KOREA ELECTRIC POWER CRP ADR COM 500631106 476.40 25,840 SH OTH 3 0 0 25,840
KOREA TELECOM CORP - SPONS ADR COM 50063P103 1,769.00 36,569 SH SOLE 3 36,569 0 0
KOREA TELECOM CORP - SPONS ADR COM 50063P103 392.80 8,120 SH OTH 3 0 0 7,420
KOREA TELECOM CORP ADS COM 50063P103 878.01 18,150 2 18,150
KOREA TELECOM CORP ADS COM 50063P103 761.91 15,750 2 15,750
KORN/FERRY INTERNATIONAL COM 500643200 187.00 5,900 SH SOLE 3 0 0 5,900
KOS PHARMACEUTICALS COM 500648100 942.90 58,700 SH SOLE 3 57,300 0 0
KPNQWEST N.V. CLL N50919104 126.25 10,000 CALL 2 10,000
KPNQWEST N.V. COM N50919104 1,664.25 42,000 2 42,000
KROGER CO. COM 501044101 13,229.78 599,650 2 599,650
KROGER CO. COM 501044101 8,146.58 369,250 2 369,250
KROGER CO. COM 501044101 28,189.30 1,277,700 SH SOLE 3 1,169,300 0 100,900
KROGER CO. COM 501044101 6,336.60 287,210 SH OTH 3 16,100 0 0
KROGER CO. COM 501044101 214.00 9,700 SH SHD 1 9,700 0 0
KRONOS INC. COM 501052104 569.40 21,900 SH SOLE 3 21,900 0 0
KRUG INTERNATIONAL CORP COM 501067102 123.64 70,652 2 70,652
K-SWISS INC. CL A COM 482686102 1,778.60 111,600 SH SOLE 3 111,600 0 0
KULICKE & SOFFA INDS COM 501242101 2,185.00 36,800 SH SOLE 3 31,800 0 5,000
KUSHNER LOCKE CO (NEW) COM 501337406 51.20 25,600 2 25,600
L.G. ELECTRONICS GDR 144A COM 50185P106 61.40 7,330 SH OTH 3 0 0 7,330
L-3 COMMUNICATIONS CORP COM 502424104 11.40 200 SH SOLE 3 200 0 0
LA Z BOY CHAIR CO COM 505336107 1,100.40 78,600 SH SOLE 3 68,200 0 10,400
LABORATORY CORP AMER HLDGS COM 50540R409 1,102.90 14,300 SH SOLE 3 14,300 0 0
LACLEDE GAS CO COM 505588103 1,678.60 87,200 SH SOLE 3 79,000 0 5,200
LAFARGE CORP COM 505862102 800.10 38,100 SH OTH 3 0 0 0
LAFARGE CORP COM 505862102 501.90 23,900 SH SOLE 3 20,400 0 3,500
LAKEHEAD PIPE LINE PTNRS LP COM 511557100 38,157.01 952,437 2 952,437
LAKEHEAD PIPE LINE PTNRS LP COM 511557100 30,491.65 761,102 2 761,102
LAKES GAMING INC. COM 51206P109 687.80 77,499 SH SOLE 3 77,499 0 0
LAM RESEARCH CORP COM 512807108 247.50 6,600 2 6,600
LAM RESEARCH CORP CLL 512807108 128.75 10,000 CALL 2 10,000
LAM RESEARCH CORP COM 512807108 1,912.50 51,000 2 51,000
LAM RESEARCH CORP COM 512807108 2,662.50 71,000 SH SOLE 3 61,600 0 9,400
LAMAR ADVERTISING COM 512815101 1,195.40 27,600 SH SOLE 3 17,800 0 9,800
LAMAR ADVERTISING COM 512815101 459.10 10,600 SH OTH 3 0 0 10,600
LAMAR ADVERTISING CO COM 512815101 1,492.81 34,466 2 34,466
LAMAR ADVERTISING CO. CNV 512815AF8 1,724.20 1,556,000 2 1,556,000
LAMAR ADVERTISING CO. CNV 512815AF8 3,264.55 2,946,000 2 2,946,000
LAMAR ADVERTISING CO. CVNTS 5.25%9/15/06CNV 512815AF8 224.69 200,000 SH SOLE 4 200,000
LANCASTER COLONY CORP COM 513847103 2,926.90 150,100 SH SOLE 3 125,700 0 24,400
LANCER CORP COM 514614106 151.81 34,700 2 34,700
LANDAMERICA FINANCIAL GRP COM 514936103 711.10 31,000 SH SOLE 3 27,000 0 4,000
LANDAUER,INC. COM 51476K103 1,560.90 100,300 SH SOLE 3 100,300 0 0
LANDRY'S SEAFOOD RESTAURANTS COM 51508L103 242.20 28,500 SH SOLE 3 23,800 0 4,700
LAND'S END INC. COM 515086106 83.40 2,500 SH SOLE 3 0 0 2,500
LANDSTAR SYSTEM INC. COM 515098101 4,300.40 72,200 SH SOLE 3 70,200 0 0
LANIER WORLDWIDE INC. COM 51589L105 4.8 4,800 2 4,800
LASERSIGHT INC. COM 517924106 305.76 80,200 2 80,200
LATTICE SEMICONDUCTOR CORP COM 518415104 380.20 5,500 SH SOLE 3 5,500 0 0
LAYNE CHRISTENSEN CO. COM 521050104 90.00 20,000 2 20,000
LCC INTERNATIONAL, INC. COM 501810105 92.90 3,400 SH SOLE 3 0 0 3,400
LEAP WIRELESS INTL INC. COM 521863100 2,303.00 49,000 SH SOLE 3 44,600 0 4,400
LEAP WIRELESS INTL INC. COM 521863100 3,525.24 75,005 2 75,005
LEAR CORP. COM 521865105 2,624.00 131,200 SH SOLE 3 119,000 0 12,200
LEARN2.COM INC. COM 522002104 29.53 15,000 2 15,000
LEARNING TREE INTL COM 522015106 1,849.80 30,200 SH SOLE 3 28,000 0 2,200
LEDCORE WORLDWIDE FIBER VENTURE CPTL COM USVC03930 2,000.00 2,000,000 SH SOLE 3 2,000,000 0 0
LEE ENTERPRISES INC. COM 523768109 8,037.70 344,780 SH SOLE 3 331,380 0 9,800
LEGATO SYSTEMS INC. COM 524651106 9,616.50 635,802 SH SOLE 3 635,802 0 0
LEGATO SYSTEMS INC. COM 524651106 379.91 25,118 2 25,118
LEGATO SYSTEMS INC. COM 524651106 7,848.33 518,898 2 518,898
LEGG MASON INC. COM 524901105 14,856.00 297,120 SH SOLE 3 284,620 0 12,500
LEGG MASON INC. COM 524901105 1,420.00 28,400 SH OTH 3 0 0 28,400
LEGGETT & PLATT INC. COM 524660107 146.80 8,900 SH SOLE 3 8,900 0 0
LEGGETT & PLATT INC. COM 524660107 0.20 10 SH OTH 3 0 0 0
LEHMAN BROTHERS HOLDINGS INC. COM 524908100 75,508.20 798,500 SH SOLE 3 760,400 0 33,300
LEHMAN BROTHERS HOLDINGS INC. COM 524908100 10,904.00 115,310 SH OTH 3 23,700 0 28,200
LEHMAN BROTHERS HOLDINGS INC. COM 524908100 652.50 6,900 SH SHD 1 6,900 0 0
LEHMAN BROTHERS HOLDINGS INC. COM 524908100 1,450.12 15,335 2 15,335
LENDINGTREE INC. COM 52602Q105 10,682.33 1,424,310 2 1,424,310
LENNAR CORP COM 526057104 970.00 47,900 SH SOLE 3 35,100 0 12,800
LENNOX INTERNATIONAL INC. COM 526107107 198.80 15,000 SH SOLE 3 9,100 0 5,900
LEUCADIA NATIONAL CORP COM 527288104 310.20 13,600 SH SOLE 3 4,400 0 9,200
LEVEL 3 COMM.INC. 6.0 3/15/10 CV SB NTSMCNV 52729NAS9 4,455.82 4,800,000 SH SOLE 4 4,800,000
LEVEL 3 COMM.INC. CV SB NTS 6% 9/15/09 CNV 52729NAG5 4,993.33 3,300,000 SH SOLE 4 3,300,000
LEVEL 3 COMMUNICATIONS INC. COM 52729N100 44,750.00 508,523 SH SOLE 3 502,223 0 3,700
LEVEL 3 COMMUNICATIONS INC. COM 52729N100 79.20 900 SH OTH 3 900 0 0
LEVEL 3 COMMUNICATIONS INC. COM 52729N100 1,999.62 22,723 2 22,723
LEVEL 3 COMMUNICATIONS INC. COM 52729N100 55,136.58 626,552 2 626,552
LEXICON GENETICS INC. COM 528872104 343.75 10,000 2 10,000
LEXICON GENETICS INC. COM 528872104 883.44 25,700 2 25,700
LEXMARK INTERNATIONAL INC. COM 529771107 14,095.60 209,600 SH SOLE 3 206,400 0 3,200
LEXMARK INTERNATIONAL INC. COM 529771107 2,952.90 43,910 SH OTH 3 2,900 0 0
LEXMARK INTERNATIONAL INC. COM 529771107 369.90 5,500 SH SHD 1 5,500 0 0
LEXMARK INTERNATIONAL INC. COM 529771107 617.83 9,187 2 9,187
LEXMARK INTERNATIONAL INC. COM 529771107 9,027.77 134,242 2 134,242
LG&E ENERGY CORP. COM 501917108 4,082.60 171,000 SH SOLE 3 171,000 0 0
LIBERATE TECHNOLOGY COM 530129105 1,694.30 57,800 SH SOLE 3 57,400 0 100
LIBERTY CORP. COM 530370105 1,003.80 23,900 SH SOLE 3 21,000 0 2,900
LIBERTY DIGITAL COM 530436104 24,824.10 827,470 SH SOLE 3 658,370 0 0
LIBERTY FINANCIAL COS COM 530512102 651.50 29,700 SH SOLE 3 29,000 0 0
LIBERTY FINANCIAL COS COM 530512102 239.07 10,898 2 10,898
LIBERTY FINANCIAL COS COM 530512102 648.12 29,544 2 29,544
LIBERTY PROPERTY TR SBI COM 531172104 207.50 8,000 2 8,000
LIBERTY PROPERTY TR SBI COM 531172104 509.67 19,650 2 19,650
LIBERTY PROPERTY TR SBI COM 531172104 7,479.10 288,350 SH SOLE 3 255,600 0 31,550
LIBERTY PROPERTY TR SBI COM 531172104 285.30 11,000 SH OTH 3 0 0 0
LIFELINE SYSTEM INC. COM 532192101 3,222.80 230,200 SH SOLE 3 225,200 0 5,000
LIFEPOINT HOSPITALS INC. COM 53219L109 329.50 14,809 2 14,809
LIFEPOINT HOSPITALS INC. COM 53219L109 304.80 13,697 SH SOLE 3 7,497 0 6,200
LIGAND PHARMACEUTICALS INC. COM 53220K207 113.40 8,600 SH SOLE 3 0 0 8,600
LIGAND PHARMACEUTICALS INC. COM 53220K207 274.09 20,784 2 20,784
LIGHTBRIDGE INC. COM 532226107 95.50 4,000 SH SOLE 3 0 0 4,000
LILLY INDS CL-A COM 532491107 447.90 14,900 SH SOLE 3 14,900 0 0
LIMITED INC. COM 532716107 96,755.20 4,474,230 SH SOLE 3 4,265,630 0 191,800
LIMITED INC. COM 532716107 10,198.60 471,610 SH OTH 3 23,600 0 43,800
LIMITED INC. COM 532716107 1,111.50 51,400 SH SHD 1 51,400 0 0
LIMITED INC. COM 532716107 229.23 10,600 2 10,600
LINC.OLN ELECTRIC HOLDINGS INC. COM 533900106 1,310.59 91,971 2 91,971
LINC.ARE HOLDINGS INC. COM 532791100 1,657.30 67,300 SH OTH 3 0 0 67,300
LINC.ARE HOLDINGS INC. COM 532791100 667.30 27,100 SH SOLE 3 17,700 0 9,400
LINC.OLN ELECTRIC HOLDINGS COM 533900106 3,800.50 266,700 SH SOLE 3 262,300 0 4,400
LINC.OLN NATL.CORP.INC. COM 534187109 3,674.30 101,710 SH OTH 3 6,300 0 0
LINC.OLN NATL.CORP.INC. COM 534187109 3,569.20 98,800 SH SOLE 3 72,500 0 26,300
LINC.OLN NATL.CORP.INC. COM 534187109 137.30 3,800 SH SHD 1 3,800 0 0
LINDSAY MFG CO COM 535555106 180.60 9,200 SH SOLE 3 0 0 9,200
LINEAR TECHNOLOGY CORP COM 535678106 73,416.23 1,148,250 2 1,148,250
LINEAR TECHNOLOGY CORP COM 535678106 108,949.69 1,704,003 2 1,704,003
LINEAR TECHNOLOGY CORP COM 535678106 12,550.90 196,300 SH SOLE 3 196,300 0 0
LINEAR TECHNOLOGY CORP COM 535678106 13.40 210 SH OTH 3 200 0 0
LINEN N' THINGS COM 535679104 729.70 26,900 SH SOLE 3 20,200 0 6,700
LIQUID AUDIO,INC. COM 53631T102 1,493.86 157,767 2 157,767
LITHIA MOTORS INC. COM 536797103 3,335.70 249,400 SH SOLE 3 243,000 0 0
LITTELFUSE INC. COM 537008104 3,018.40 61,600 SH SOLE 3 55,900 0 5,700
LITTON INDS INC. COM 538021106 37.80 900 SH SOLE 3 900 0 0
LIVEPERSON INC. COM 538146101 584.09 67,233 2 67,233
LIZ CLAIBORNE INC. COM 539320101 6,840.40 194,054 SH SOLE 3 177,854 0 16,200
LIZ CLAIBORNE INC. COM 539320101 4,642.80 131,710 SH OTH 3 3,700 0 70,200
LML PAYMENT SYSTEMS INC. COM 50208P109 291.78 14,190 2 14,190
LNR PROPERTY CORP COM 501940100 1,950.00 100,000 2 100,000
LNR PROPERTY CORP COM 501940100 4,282.20 219,600 SH SOLE 3 199,500 0 16,900
LOCKHEED MARTIN CORP COM 539830109 1,786.50 72,000 SH SOLE 3 68,900 0 3,100
LOCKHEED MARTIN CORP COM 539830109 7.70 310 SH OTH 3 300 0 0
LODGIAN INC. COM 54021P106 31.25 12,822 2 12,822
LOEWS CORP COM 540424108 234.00 3,900 2 3,900
LOEWS CORP COM 540424108 38,316.00 638,600 SH SOLE 3 609,600 0 29,000
LOEWS CORP COM 540424108 6,426.60 107,110 SH OTH 3 10,200 0 10,800
LONE STAR STEAKHOUSE SALOON COM 542307103 531.60 52,500 SH OTH 3 0 0 52,500
LONE STAR STEAKHOUSE SALOON COM 542307103 6.10 600 SH SOLE 3 600 0 0
LONE STAR TECHNOLOGIES COM 542312103 212.80 4,600 SH SOLE 3 100 0 4,500
LONG DRUG STORES CP (MARYLAND) COM 543162101 1,533.40 70,500 SH SOLE 3 70,500 0 0
LONG DRUG STORES CP (MARYLAND) COM 543162101 0.20 10 SH OTH 3 0 0 0
LONGVIEW FIBRE CO (WASHINHTON) COM 543213102 40.90 3,700 SH SOLE 3 0 0 3,700
LOOKSMART LTD. COM 543442107 1,054.50 57,000 SH SOLE 3 51,400 0 5,600
LOOKSMART LTD. COM 543442107 3,580.53 193,542 2 193,542
LORAL SPACE & COMMUNICATIONS COM G56462107 554.58 79,940 2 79,940
LOUIS DREYFUS NATURAL GAS CORP COM 546011107 4,352.40 139,000 SH SOLE 3 137,600 0 0
LOUIS DREYFUS NATURAL GAS CORP COM 546011107 673.20 21,500 SH OTH 3 0 0 21,500
LOUISIANA PACIFIC CORP COM 546347105 2,694.80 247,800 SH SOLE 3 228,500 0 19,300
LOUISIANA PACIFIC CORP COM 546347105 621.10 57,110 SH OTH 3 23,400 0 33,700
LOWES COS INC. COM 548661107 20,816.70 506,951 SH SOLE 3 486,651 0 16,600
LOWES COS INC. COM 548661107 6,377.40 155,310 SH OTH 3 5,300 0 0
LOWES COS INC. COM 548661107 414.70 10,100 SH SHD 1 10,100 0 0
LOWES COS INC. COM 548661107 513.28 12,500 2 12,500
LOWES COS INC. COM 548661107 1,286.90 31,340 2 31,340
LSI INDS INC. COM 50216C108 3.00 200 SH SOLE 3 200 0 0
LSI LOGIC CV BD 4% 02/15/05 FA CNV 502161AE2 1,501.03 1,400,000 SH SOLE 4 1,400,000
LSI LOGIC CV BD CNV 502161AE2 824.85 780,000 2 780,000
LSI LOGIC CORP COM 502161102 1,223.23 22,600 2 22,600
LSI LOGIC CORP CLL 502161102 220.00 10,000 CALL 2 10,000
LSI LOGIC CORP COM 502161102 36,546.80 675,230 SH SOLE 3 660,080 0 10,950
LSI LOGIC CORP COM 502161102 6,316.90 116,710 SH OTH 3 4,700 0 0
LSI LOGIC CORP COM 502161102 736.10 13,600 SH SHD 1 13,600 0 0
LTC PROPERTIES INC. COM 502175102 59.38 10,000 2 10,000
LTV CORP (NEW) COM 501921100 568.10 197,600 SH SOLE 3 197,600 0 0
LTV CORP (NEW) COM 501921100 249.30 86,700 SH OTH 3 0 0 86,700
LTX CORP COM 502392103 6,383.10 182,700 SH SOLE 3 175,700 0 7,000
LTX CORP COM 502392103 639.40 18,300 SH OTH 3 0 0 18,300
LUBRIZOL CORP. COM 549271104 4,405.80 209,800 SH SOLE 3 185,700 0 22,300
LUBRIZOL CORP. COM 549271104 938.70 44,700 SH OTH 3 0 0 44,700
LUBY'S INC. COM 549282101 950.40 118,800 SH SOLE 3 111,100 0 7,700
LUCENT TECHNOLOGIES CO COM 549463107 501,909.10 8,471,040 SH SOLE 3 8,210,050 0 225,520
LUCENT TECHNOLOGIES CO COM 549463107 45,466.10 767,360 SH OTH 3 51,650 0 1,800
LUCENT TECHNOLOGIES CO COM 549463107 2,551.10 43,056 SH SHD 1 43,056 0 0
LUCENT TECHNOLOGIES INC. COM 549463107 1,073.61 18,120 SH SOLE 4 18,120
LUCENT TECHNOLOGIES INC. COM 549463107 100,945.11 1,703,715 2 1,703,715
LUCENT TECHNOLOGIES INC. PUT 549463107 30.94 30,000 PUT 2 30,000
LUCENT TECHNOLOGIES INC. COM 549463107 107,887.08 1,820,879 2 1,820,879
LUCENT TECHNOLOGIES INC. PUT 549463107 92.81 22,500 PUT 2 22,500
LUCENT TECHNOLOGIES INC. PUT 549463107 114.37 110,900 PUT 2 110,900
LUKINTER FINANCE REG S 1% 11/03/03 MN CNV 640990AB3 443.29 500,000 SH SOLE 4 500,000
LUKOIL HOLDING ADR COM 677862104 13,026.60 252,944 SH OTH 3 0 0 0
LUKOIL HOLDING ADR COM 677862104 826.90 16,056 SH SOLE 3 16,056 0 0
LUKOIL HOLDING PREF ADR COM 677862302 9,768.70 488,433 SH OTH 3 0 0 0
LUKOIL HOLDING PREF ADR COM 677862302 2,826.90 141,344 SH SOLE 3 141,344 0 0
LUMENON INNOVATIVE LIGHTWAVE COM 55024L109 191.25 10,000 2 10,000
LUMINANT WORLDWIDE CORP COM 550260103 223.44 25,000 2 25,000
LUXTEC CORP (COM NEW) COM 550687305 86.10 57,400 2 57,400
LVMH MOET HENNESSY LOUIS COM 502441207 542.75 6,500 2 6,500
LVMH MOET HENNESSY LOUIS COM 502441207 508.10 6,085 2 6,085
LYCOS INC. COM 550818108 7,587.00 140,500 SH SOLE 3 138,100 0 1,100
LYCOS INC. COM 550818108 1,330.40 24,637 2 24,637
LYCOS INC. COM 550818108 3,269.05 60,538 2 60,538
LYDALL INC. COM 550819106 2,862.40 269,400 SH SOLE 3 255,900 0 0
LYNX THERAPEUTICS INC. (NEW) COM 551812308 85.60 1,800 SH SOLE 3 0 0 1,800
M&T BANK CORP COM 55261F104 450.00 1,000 2 1,000
M&T BANK CORP COM 55261F104 450.00 1,000 2 1,000
M.D.C.HOLDINGS,INC. (DELAWARE) COM 552676108 3,324.60 178,500 SH SOLE 3 164,100 0 14,400
MACERICH CO. COM 554382101 163.30 7,400 SH SOLE 3 600 0 6,800
MACK-CALI REALTY COM 554489104 624.20 24,300 SH SOLE 3 24,300 0 0
MACK-CALI REALTY CORP COM 554489104 736.46 28,670 2 28,670
MACK-CALI REALTY CORP COM 554489104 1,396.40 54,361 2 54,361
MACROMEDIA INC. COM 556100105 9,378.70 97,000 SH SOLE 3 88,400 0 7,800
MACROMEDIA INC. COM 556100105 2,620.20 27,100 SH OTH 3 0 0 27,100
MACROVISION CORP COM 555904101 4,800.50 75,100 SH SOLE 3 70,900 0 2,100
MADGE NETWORK N.V. COM N5424G106 114.06 25,000 2 25,000
MADISON GAS & ELEC COM 557497104 39.50 2,000 SH SOLE 3 0 0 2,000
MAF BANCORP INC. COM 55261R108 43.60 2,400 SH SOLE 3 2,400 0 0
MAGNA INTERNATIONAL SUB DEB CV CNV 559222AE4 259.46 255,000 2 255,000
MAGNA INTL INC. CV DEB 4.875%02/15/05FA CNV 559222AG9 4,465.79 4,850,000 SH SOLE 4 4,850,000
MAGNA INTL INC. CL A-SUB VTG COM 559222401 460.69 9,750 2 9,750
MAGNA INTL INC. CV DEB CNV 559222AG9 2,383.50 2,641,000 2 2,641,000
MAGNA INTL INC. CV DEB CNV 559222AG9 4,441.20 4,921,000 2 4,921,000
MAGNETEK INC. COM 559424106 876.70 109,589 SH SOLE 3 109,589 0 0
MAGYR TAVKOZLESI RT SPONS COM 559776109 13,786.50 396,735 SH OTH 3 0 0 0
MAGYR TAVKOZLESI RT SPONS COM 559776109 2,164.60 62,290 SH SOLE 3 62,290 0 0
MAIL.COM INC. COM 560311102 296.90 52,200 SH SOLE 3 45,300 0 6,900
MAIL-WELL INC. COM 560321200 26.70 3,100 SH SOLE 3 3,100 0 0
MAIL-WELL INC. COM 560321200 4,594.55 532,702 2 532,702
MALLINC.KRODT INC. COM 561232109 907.84 20,900 2 20,900
MALLINC.KRODT INC. COM 561232109 12,179.90 280,400 SH SOLE 3 261,100 0 19,300
MALLINC.KRODT INC. COM 561232109 7,871.30 181,210 SH OTH 3 0 0 114,400
MANAGEMENT NETWORK GRP INC. COM 561693102 1,610.00 46,000 2 46,000
MANDALAY RESORT GRP COM 562567107 200.30 10,015 2 10,015
MANHATTAN ASSOCIATES INC. COM 562750109 167.50 6,700 SH SOLE 3 5,900 0 800
MANITOWOC CO INC. COM 563571108 1,187.70 44,400 SH SOLE 3 39,050 0 5,350
MANOR CARE INC. COM 564055101 5,638.50 805,500 SH SOLE 3 792,000 0 6,900
MANOR CARE INC. COM 564055101 0.10 10 SH OTH 3 0 0 0
MANOR CARE INC. COM 564055101 819.00 117,000 2 117,000
MANPOWER INC. COM. COM 56418H100 9,276.80 289,900 SH SOLE 3 269,900 0 20,000
MANPOWER INC. COM. COM 56418H100 4,649.60 145,300 SH OTH 3 1,500 0 79,100
MANPOWER INC. COM. COM 56418H100 115.20 3,600 SH SHD 1 3,600 0 0
MANPOWER INC. COM 56418H100 514.05 16,064 2 16,064
MANUFACTURED HOME CMNTYS INC. COM 564682102 19,245.80 804,000 SH SOLE 3 91,700 0 712,300
MANUFACTURED HOME CMNTYS INC. COM 564682102 124.50 5,200 SH OTH 3 0 0 0
MANUFACTURERS SRVS LTD. COM 565005105 832.80 40,500 SH SOLE 3 40,500 0 0
MANUFACTURERS SRVS LTD. COM 565005105 195.30 9,500 SH OTH 3 0 0 9,500
MANUGISTICS GRP INC. COM 565011103 1,594.20 34,100 SH SOLE 3 30,300 0 3,800
MANULIFE FINANCIAL CORP COM 56501R106 391.48 21,978 2 21,978
MAPICS INC. COM 564910107 60.38 10,500 2 10,500
MAPINFO CORP COM 565105103 2,979.84 73,350 2 73,350
MAPINFO CORP COM 565105103 450.90 11,100 SH SOLE 3 8,600 0 2,500
MAPQUEST.COM INC. COM 565644101 6.60 400 SH SOLE 3 0 0 400
MARCHFIRST INC. COM 566244109 235.46 12,902 2 12,902
MARCHFIRST INC. COM 566244109 2,262.70 123,981 SH SOLE 3 102,484 0 20,719
MARCHFIRST INC. COM 566244109 1,173.50 64,300 SH OTH 3 0 0 64,300
MARIMBA INC. COM 56781Q109 239.70 17,200 SH SOLE 3 14,900 0 2,300
MARINE DRILLING COS INC. COM 568240204 8.40 300 SH SOLE 3 300 0 0
MARINE DRILLING COS INC. COM 568240204 702.80 25,100 2 25,100
MARINEMAX INC. COM 567908108 70.00 10,000 2 10,000
MARITRANS INC. COM 570363101 6,830.01 1,126,600 2 1,126,600
MARITRANS INC. COM 570363101 602.61 99,400 2 99,400
MARK IV INDS INC. COM 570387100 183.70 8,800 SH SOLE 3 4,800 0 4,000
MARK SOLUTIONS INC. (NEW) COM 570418202 20.07 16,900 2 16,900
MARKETING SPECIALISTS CORP COM 57060R107 1,571.80 898,200 SH SOLE 3 739,300 0 158,900
MARKETWATCH COM COM 570619106 13.20 700 SH SOLE 3 0 0 700
MARRIOTT INTERNATIONAL INC. COM 571903202 2,374.93 65,856 2 65,856
MARRIOTT INT'L A COM 571903202 95,080.40 2,636,546 SH SOLE 3 1,796,586 0 835,150
MARRIOTT INT'L A COM 571903202 5,099.70 141,412 SH OTH 3 37,980 0 18,400
MARSH & MCLENNAN CO INC. COM 571748102 56,618.20 542,125 SH SOLE 3 517,025 0 25,100
MARSH & MCLENNAN CO INC. COM 571748102 16,230.60 155,410 SH OTH 3 33,300 0 0
MARSH & MCLENNAN CO INC. COM 571748102 2,276.70 21,800 SH SHD 1 21,800 0 0
MARSH & MCLENNAN CO INC. COM 571748102 583.81 5,590 2 5,590
MARSH & MCLENNAN CO INC. COM 571748102 1,678.10 16,068 2 16,068
MARSHALL & ILSLEY CORP COM 571834100 610.00 14,700 SH SOLE 3 7,200 0 7,500
MARSHALL & ILSLEY CORP COM 571834100 427.40 10,300 SH OTH 3 0 0 10,300
MARTEK BIOSCIENCES CORP COM 572901106 525.00 28,000 2 28,000
MARTIN MARIETTA MATERIALS,INC. COM 573284106 2,155.30 53,300 SH SOLE 3 47,300 0 6,000
MARTIN MARIETTA MATERIALS,INC. COM 573284106 594.40 14,700 SH OTH 3 0 0 14,700
MARVELL Tech. GRP LTD CMN COM G5876H105 735.30 12,900 SH SOLE 4 12,900
MASCO CORP COM 574599106 638.15 35,330 2 35,330
MASCO CORP COM 574599106 926.39 51,288 2 51,288
MASCO CORP. COM 574599106 2,012.20 111,400 SH SOLE 3 111,400 0 0
MASCO CORP. COM 574599106 505.90 28,010 SH OTH 3 500 0 27,500
MASCOTECH INC. COM 574670105 32.40 3,000 SH SOLE 3 0 0 3,000
MASCOTECH INC. COM 574670105 162.19 15,000 2 15,000
MASTEC INC. COM 576323109 2,052.60 53,750 SH SOLE 3 53,750 0 0
MASTEC INC. COM 576323109 1,145.63 30,000 2 30,000
MATHSOFT INC. COM 576798102 26.25 10,000 2 10,000
MATRIA HEALTHCARE INC. COM 576817100 73.50 16,000 2 16,000
MATRIA HEALTHCARE INC. COM 576817100 546.66 119,000 2 119,000
MATRITECH INC. COM 576818108 99.38 15,000 2 15,000
MATRIX BANCORP INC. COM 576819106 101.25 15,000 2 15,000
MATRIXONE INC. COM 57685P304 280.30 6,900 SH SOLE 3 6,100 0 800
MATRIXONE INC. COM 57685P304 1,024.77 25,225 2 25,225
MATRIXONE INC. COM 57685P304 3,739.53 92,050 2 92,050
MATTEL INC. COM 577081102 257.20 19,500 SH SOLE 3 19,500 0 0
MATTEL INC. COM 577081102 0.10 10 SH OTH 3 0 0 0
MATTEL INC. COM 577081102 853.56 64,725 2 64,725
MATTEL INC. COM 577081102 3,226.81 244,687 2 244,687
MATTSON TECHNOLOGY INC. COM 577223100 110.50 3,400 SH SOLE 3 500 0 2,900
MAVERICK TUBE CORP. COM 577914104 116.50 4,000 SH SOLE 3 0 0 4,000
MAXIM INTEGRATED PRODS INC. COM 57772K101 19,833.70 291,940 SH SOLE 3 261,940 0 0
MAXIM INTEGRATED PRODS INC. COM 57772K101 95.80 1,410 SH OTH 3 1,400 0 0
MAXIM INTEGRATED PRODS INC. COM 57772K101 869.26 12,795 SH SOLE 4 12,795
MAXIM INTEGRATED PRODS INC. COM 57772K101 77,604.26 1,142,289 2 1,142,289
MAXIM INTEGRATED PRODS INC. COM 57772K101 90,767.63 1,336,046 2 1,336,046
MAXIM PHARMACEUTICALS INC. COM 57772M107 667.90 13,000 SH SOLE 3 9,900 0 3,100
MAXIM PHARMACEUTICALS INC. COM 57772M107 744.94 14,500 2 14,500
MAXIMUS INC. COM 577933104 380.60 17,200 SH SOLE 3 12,800 0 4,400
MAXTOR CORP COM 577729205 1,114.30 105,500 SH SOLE 3 92,200 0 13,300
MAXTOR CORP (NEW) COM 577729205 105.63 10,000 2 10,000
MAXXAM INC. COM 577913106 1.80 100 SH SOLE 3 100 0 0
MAXYGEN INC. COM 577776107 141.90 2,500 SH SOLE 3 2,500 0 0
MAXYGEN INC. COM 577776107 1,527.56 26,910 SH SOLE 4 26,910
MAXYGEN INC. COM 577776107 1,172.21 20,650 2 20,650
MAXYGEN INC. COM 577776107 6,934.77 122,165 2 122,165
MAY DEPT.STORES CO. COM 577778103 419.16 17,465 2 17,465
MAY DEPT.STORES CO. COM 577778103 10,790.40 449,600 SH SOLE 3 403,600 0 41,100
MAY DEPT.STORES CO. COM 577778103 1,183.40 49,310 SH OTH 3 2,900 0 0
MAYTAG CORP. COM 578592107 14.80 400 SH SOLE 3 400 0 0
MAYTAG CORP. COM 578592107 0.40 10 SH OTH 3 0 0 0
MAZEL STORES, INC. COM 578792103 127.50 15,000 2 15,000
MBIA INC. COM 55262C100 3,508.10 72,800 SH SOLE 3 72,800 0 0
MBIA INC. COM 55262C100 0.50 10 SH OTH 3 0 0 0
MBIA INC. COM 55262C100 289.13 6,000 2 6,000
MBIA INC. COM 55262C100 274.67 5,700 2 5,700
MBNA CORP COM 55262L100 235,233.83 8,672,215 2 8,672,215
MBNA CORP COM 55262L100 357,544.93 13,181,380 2 13,181,380
MBNA CORP COM 55262L100 195,643.00 7,212,645 SH SOLE 3 5,113,775 0 2,083,465
MBNA CORP COM 55262L100 11,054.90 407,554 SH OTH 3 115,650 0 41,250
MBNA CORP COM 55262L100 15,561.53 573,697 SH SOLE 4 573,697
MC CLATCHY NEWSPAPERS INC. COM 579489105 6,303.70 190,300 SH SOLE 3 172,000 0 18,300
MC CLATCHY NEWSPAPERS INC. COM 579489105 1,212.40 36,600 SH OTH 3 0 0 36,600
MC DONALDS CORP COM 580135101 27,372.05 831,030 2 831,030
MC DONALDS CORP COM 580135101 21,396.17 649,599 2 649,599
MC DONALDS CORP COM 580135101 161,381.20 4,899,620 SH SOLE 3 2,650,900 0 2,237,480
MC DONALDS CORP COM 580135101 10,210.90 310,009 SH OTH 3 40,820 0 17,200
MC DONALDS CORP COM 580135101 932.95 28,325 SH SOLE 4 28,325
MC SHIPPING INC. COM 55267Q104 21.09 25,000 2 25,000
MCCORMICK & CO NON VINTG COM 579780206 4,598.80 141,500 SH SOLE 3 114,600 0 26,900
MCCORMICK & CO NON VINTG COM 579780206 861.20 26,500 SH OTH 3 2,800 0 23,700
MCCORMICK & CO NON VINTG COM 579780206 250.20 7,700 SH SHD 1 7,700 0 0
MCDERMOTT INTL COM 580037109 96.94 11,000 2 11,000
MCDERMOTT INTL INC. COM 580037109 0.10 10 SH OTH 3 0 0 0
MCGRAW-HILL COS INC. COM 580645109 6,129.00 113,500 SH SOLE 3 113,100 0 400
MCGRAW-HILL COS INC. COM 580645109 1,868.90 34,610 SH OTH 3 200 0 0
MCGRAW-HILL COS INC. COM 580645109 221.40 4,100 SH SHD 1 4,100 0 0
MCGRAW-HILL COS INC. COM 580645109 580.50 10,750 2 10,750
MCI WORLDCOM INC. COM 55268B106 0.00 4,300 SH SOLE 3 4,300 0 0
MCKESSON HBOC INC. COM 58155Q103 308.79 14,748 2 14,748
MCKESSON HBOC INC. COM 58155Q103 10,073.93 481,143 2 481,143
MCKESSON HBOC, INC. COM 58155Q103 1,952.40 93,249 SH SOLE 3 93,249 0 0
MCKESSON HBOC, INC. COM 58155Q103 10.70 510 SH OTH 3 500 0 0
MCLAREN PERFORMANCE TECH INC. COM 581759107 27.50 20,000 2 20,000
MCLEODUSA INC. CL-A COM 582266102 31,484.70 1,521,920 SH SOLE 3 1,521,920 0 0
MCLEODUSA INC. CL-A COM 582266102 283.40 13,698 SH OTH 3 0 0 13,698
MCLEODUSA INC. PRF 582266201 305.25 550 2 550
MCLEODUSA INC. CL-A COM 582266102 362.03 17,500 2 17,500
MCLEODUSA INC. CL-A COM 582266102 9,310.80 450,069 2 450,069
MCSI INC. COM 55270M108 95.70 3,700 SH SOLE 3 0 0 3,700
MEAD CORP. COM 582834107 3,818.50 151,227 SH SOLE 3 151,227 0 0
MEAD CORP. COM 582834107 5.30 210 SH OTH 3 200 0 0
MEADE INSTRUMENTS CORP COM 583062104 223.60 8,900 SH SOLE 3 8,900 0 0
MECHANICAL TECHNOLOGY INC. COM 583538103 1,786.50 119,100 2 119,100
MEDAREX INC. COM 583916101 295.80 3,500 SH SOLE 3 3,500 0 0
MEDAREX INC. COM 583916101 1,419.77 16,802 2 16,802
MEDCOM USA INC. COM 584062103 93.77 41,390 2 41,390
MEDIA GENERAL INC. CL A COM 584404107 12,500.00 257,400 SH SOLE 3 252,000 0 3,400
MEDIA GENERAL INC. CL A COM 584404107 485.63 10,000 2 10,000
MEDIA METRIX INC. COM 58440X103 391.70 15,400 SH SOLE 3 13,400 0 2,000
MEDIACOM COMMUNICATIONS CORP COM 58446K105 663.12 43,130 2 43,130
MEDIACOM CORP COM 58446K105 14,578.60 948,200 SH SOLE 3 727,100 0 221,100
MEDIAONE GRP, INC. COM 58440J104 231,446.40 3,474,157 SH SOLE 3 2,189,097 0 1,275,840
MEDIAONE GRP, INC. COM 58440J104 14,820.50 223,005 SH OTH 3 41,460 0 13,500
MEDIAONE GRP INC. COM 58440J104 1,166.80 17,513 2 17,513
MEDIAONE GRP INC. COM 58440J104 4,893.27 73,445 2 73,445
MEDIAPLEX INC. COM 58446B105 299.30 15,500 SH SOLE 3 13,600 0 1,900
MEDIAPLEX INC. COM 58446B105 27,023.17 1,399,258 2 1,399,258
MEDICAL ALLIANCE INC. COM 58449S105 678.18 161,954 2 161,954
MEDICAL MANAGER CORP COM 58461U103 244.60 7,181 2 7,181
MEDICAL MANAGER CORP COM 58461U103 299.75 8,800 2 8,800
MEDICAL MANAGER CORP(NEW) COM 58461U103 790.20 23,200 SH SOLE 3 17,900 0 5,300
MEDICIS PHARMACEUTICAL CORP COM 584690309 285.00 5,000 2 5,000
MEDICIS PHARMACEUTICAL CORP COM 584690309 2,847.20 49,950 SH SOLE 3 45,300 0 4,650
MEDICONSULT.COM INC. COM 58469J100 11.29 7,529 2 7,529
MEDIMMUNE INC. COM 584699102 59,333.20 801,800 SH SOLE 3 782,300 0 16,200
MEDIMMUNE INC. COM 584699102 4,825.50 65,210 SH OTH 3 4,200 0 5,700
MEDIMMUNE INC. COM 584699102 799.20 10,800 SH SHD 1 10,800 0 0
MEDIMMUNE INC. COM 584699102 321.90 4,350 2 4,350
MEDIMMUNE INC. COM 584699102 2,443.85 33,025 2 33,025
MEDIS TECHNOLOGIES LTD COM 58500P107 260.30 13,700 2 13,700
MEDIS TECHNOLOGIES LTD COM 58500P107 403.47 21,235 2 21,235
MEDITR CORP-PAIRED STK NEW COM 58501T306 97.50 26,000 2 26,000
MEDIWARE INFORMATION SYS INC. COM 584946107 270.21 41,570 2 41,570
MEDQUIST INC. COM 584949101 11,216.00 329,883 SH SOLE 3 288,449 0 41,434
MEDQUIST INC. COM 584949101 5,107.62 150,224 2 150,224
MEDSCAPE INC. COM 585046105 206.43 64,762 2 64,762
MEDTRONIC INC. COM 585055106 96,089.90 1,929,032 SH SOLE 3 1,899,032 0 20,300
MEDTRONIC INC. COM 585055106 16,249.30 326,210 SH OTH 3 14,000 0 0
MEDTRONIC INC. COM 585055106 498.10 10,000 SH SHD 1 10,000 0 0
MEDTRONIC INC. COM 585055106 54,266.73 1,089,420 SH SOLE 4 1,089,420
MEDTRONIC INC. COM 585055106 208,786.50 4,191,448 2 4,191,448
MEDTRONIC INC. CLL 585055106 138.75 10,000 CALL 2 10,000
MEDTRONIC INC. COM 585055106 287,222.26 5,766,068 2 5,766,068
MELLON FINANCIAL CORP COM 58551A108 583.00 16,000 2 16,000
MELLON FINANCIAL CORP COM 58551A108 2,650.83 72,750 2 72,750
MELLON FINANCIAL CORP COM 58551A108 30,948.20 849,350 SH SOLE 3 785,650 0 57,100
MELLON FINANCIAL CORP COM 58551A108 5,666.40 155,510 SH OTH 3 5,300 0 0
MEMBERWORKS INC. COM 586002107 576.13 17,134 2 17,134
MEMC ELECTRONIC MATERIAL COM 552715104 180.00 10,000 2 10,000
MEMC ELECTRONIC MATERIAL COM 552715104 5,961.60 331,200 SH SOLE 3 326,700 0 0
MENS WEARHOUSE INC. (THE) COM 587118100 138.30 6,200 SH SOLE 3 0 0 6,200
MENTOR CORP MINN COM 587188103 1,506.20 55,400 SH SOLE 3 50,700 0 4,700
MENTOR GRAPHICS CORP COM 587200106 43.73 2,200 2 2,200
MENTOR GRAPHICS CORP COM 587200106 10,410.50 523,800 SH SOLE 3 506,200 0 10,900
MERCANTILE BANKSHARES CORP COM 587405101 2,136.10 71,650 SH OTH 3 0 0 71,650
MERCANTILE BANKSHARES CORP COM 587405101 351.80 11,800 SH SOLE 3 11,800 0 0
MERCATOR SOFTWARE INC. COM 587587106 1,326.90 19,300 SH SOLE 3 15,500 0 3,800
MERCATOR SOFTWARE INC. COM 587587106 371.25 5,400 2 5,400
MERCHANTS NEW YORK BANCORP INC. COM 589167105 2,485.73 144,624 2 144,624
MERCK & CO.INC. COM 589331107 621,530.70 8,111,330 SH SOLE 3 7,624,336 0 461,430
MERCK & CO.INC. COM 589331107 66,573.60 868,824 SH OTH 3 102,710 0 8,100
MERCK & CO.INC. COM 589331107 5,616.60 73,300 SH SHD 1 73,300 0 0
MERCK & CO.INC. COM 589331107 26,934.45 351,510 SH SOLE 4 351,510
MERCK & CO.INC. COM 589331107 269,419.09 3,516,073 2 3,516,073
MERCK & CO.INC. COM 589331107 326,110.25 4,255,925 2 4,255,925
MERCURY COMPUTER SYSTEMS INC. COM 589378108 1,599.50 49,500 SH SOLE 3 44,900 0 4,600
MERCURY GENERAL CORP. COM 589400100 44.90 1,900 SH SOLE 3 0 0 1,900
MERCURY INTERACTIVE CORP COM 589405109 7,062.80 73,000 SH SOLE 3 71,000 0 900
MEREDITH CORP. COM 589433101 941.60 27,900 SH SOLE 3 27,900 0 0
MEREDITH CORP. COM 589433101 0.30 10 SH OTH 3 0 0 0
MERISEL INC. COM 589849108 0.10 200 SH SOLE 3 200 0 0
MERISEL INC. COM 589849108 155.96 207,950 2 207,950
MERISTAR HOSPITALITY COM 58984Y103 2,242.80 106,800 SH SOLE 3 88,500 0 18,300
MERISTAR HOSPITALITY COM 58984Y103 107.10 5,100 SH OTH 3 0 0 0
MERISTAR HOTELS & RESORTS INC. COM 589988104 192.96 67,116 2 67,116
MERITOR AUTOMOTIVE INC. COM 59000G100 463.10 42,100 SH OTH 3 0 0 42,100
MERITOR AUTOMOTIVE INC. COM 59000G100 422.40 38,400 SH SOLE 3 11,100 0 27,300
MERIX CORP COM 590049102 1,175.00 25,000 2 25,000
MERRILL LYNCH CO INC. COM 590188108 115,258.80 1,002,250 SH SOLE 3 623,550 0 375,700
MERRILL LYNCH CO INC. COM 590188108 11,144.60 96,910 SH OTH 3 7,700 0 0
MERRILL LYNCH CO INC. COM 590188108 368.00 3,200 SH SHD 1 3,200 0 0
MERRILL LYNCH CO INC. COM 590188108 5,781.05 50,270 SH SOLE 4 50,270
MERRILL LYNCH CO INC. COM 590188108 115,045.20 1,000,393 2 1,000,393
MERRILL LYNCH CO INC. COM 590188108 223,444.89 1,942,999 2 1,942,999
MERRILL LYNCH CO INC. PUT 590188108 36.72 25,000 PUT 2 25,000
MESSAGEMEDIA INC. COM 590787107 0.70 200 SH SOLE 3 200 0 0
MESSAGEMEDIA INC. COM 590787107 48.15 13,756 2 13,756
MESTEK INC. COM 590829107 15.90 900 SH SOLE 3 900 0 0
META GRP INC. COM 591002100 288.75 15,000 2 15,000
METACREATIONS CORP COM 591016100 4,200.00 350,000 2 350,000
METAL MANAGEMENT INC. COM 591097100 338.81 293,029 2 293,029
METAL MANAGEMENT INC. COM 591097100 23.13 20,000 2 20,000
METALS USA INC. COM 591324108 1,472.00 314,034 SH SOLE 3 296,234 0 17,800
METALS USA INC. COM 591324108 46.88 10,000 2 10,000
METASOLV SOFTWARE INC. COM 591393103 88.00 2,000 SH SOLE 3 0 0 2,000
METHANEX CORP COM 59151K108 136.25 40,000 2 40,000
METHANEX CORP. COM 59151K108 7,015.20 2,059,500 SH SOLE 3 2,006,400 0 0
METHODE ELECTRONICS INC. CL A COM 591520200 1,514.10 39,200 SH SOLE 3 33,300 0 5,900
METLIFE INC. CMN COM 59156R108 1,263.75 60,000 SH SOLE 4 60,000
METLIFE INC. COM 59156R108 11,272.12 535,175 2 535,175
METLIFE INC. COM 59156R108 19,187.75 910,991 2 910,991
METLIFE INC. COM 59156R108 74,805.20 3,551,581 SH SOLE 3 3,309,791 0 233,370
METLIFE INC. COM 59156R108 3,524.00 167,310 SH OTH 3 69,610 0 78,200
METRICOM INC. COM 591596101 621.60 22,300 SH SOLE 3 19,300 0 3,000
METRIS COS INC. COM 591598107 4,614.90 183,678 SH SOLE 3 174,227 0 9,451
METRIS COS INC. COM 591598107 439.70 17,500 SH OTH 3 0 0 17,500
METROCALL INC. COM 591647102 546.30 60,700 SH SOLE 3 48,100 0 12,600
METROCALL INC. COM 591647102 331.60 36,844 2 36,844
METRO-GOLDMAN-MAYER INC. COM 591610100 5,164.90 197,700 SH SOLE 3 191,800 0 5,900
METRO-GOLDMAN-MAYER INC. COM 591610100 836.00 32,000 SH OTH 3 0 0 32,000
METROMEDIA FIBER NETWORK A COM 591689104 1,134.07 28,575 2 28,575
METROMEDIA FIBER NETWORK A CLL 591689104 210.00 10,000 CALL 2 10,000
METROMEDIA FIBER NETWORK A COM 591689104 3,214.69 81,000 2 81,000
METROMEDIA FIBER NETWORK A COM 591689104 99.20 2,500 SH SOLE 3 2,500 0 0
METROMEDIA INTL GRP INC. COM 591695101 141.38 29,764 2 29,764
METROPOLITAN FINANCIAL CORP COM 59189N108 233.70 49,200 2 49,200
METTLER-TOLDEO INTL COM 592688105 244.00 6,100 SH SOLE 3 0 0 6,100
MGC COMMUNICATIONS COM 552763302 511.45 8,533 2 8,533
MGC COMMUNICATIONS INC. COM 552763302 2,361.50 39,400 SH SOLE 3 34,700 0 4,700
MGI PROPERTIES COM 552885105 3.20 1,400 SH SOLE 3 1,400 0 0
MGIC INV CORP COM 552848103 2,844.30 62,512 2 62,512
MGIC INV CORP COM 552848103 2,213.21 48,642 2 48,642
MGIC INV CORP COM 552848103 35,851.10 787,936 SH SOLE 3 756,836 0 31,100
MGIC INV CORP COM 552848103 6,898.30 151,610 SH OTH 3 17,900 0 11,000
MGIC INV CORP COM 552848103 1,078.30 23,700 SH SHD 1 23,700 0 0
MGM GRAND INC. COM 552953101 1,757.20 54,700 SH SOLE 3 54,700 0 0
MGM GRAND INC. COM 552953101 1,413.90 44,014 SH OTH 3 0 0 12,000
MICHAEL ANTHONY JEWELERS INC. COM 594060105 925.40 336,500 SH SOLE 3 200,000 0 136,500
MICHAEL FOODS INC. (NEW) COM 594079105 71.00 2,900 SH SOLE 3 800 0 2,100
MICHAELS STORES INC. COM 594087108 8,429.50 184,000 SH SOLE 3 177,300 0 6,700
MICREL INC. COM 594793101 599.40 13,800 SH SOLE 3 8,200 0 5,600
MICRO SYS INC. COM 594901100 1.90 100 SH SOLE 3 100 0 0
MICROCHIP TECHNOLOGY COM 595017104 387.47 6,650 2 6,650
MICROCHIP TECHNOLOGY COM 595017104 3,402.70 58,400 SH SOLE 3 47,950 0 10,450
MICROCHIP TECHNOLOGY COM 595017104 2,651.10 45,500 SH OTH 3 0 0 45,500
MICROFINANCIAL INC. COM 595072109 200.00 20,000 2 20,000
MICROMUSE INC. COM 595094103 15,489.30 93,600 SH SOLE 3 91,500 0 1,500
MICROMUSE INC. COM 595094103 1,456.30 8,800 SH OTH 3 1,400 0 7,000
MICROMUSE INC. COM 595094103 546.10 3,300 SH SHD 1 3,300 0 0
MICRON TECHNOLOGY INC. COM 595112103 81,624.30 926,890 SH SOLE 3 888,290 0 28,200
MICRON TECHNOLOGY INC. COM 595112103 11,048.30 125,460 SH OTH 3 1,350 0 0
MICRON TECHNOLOGY INC. COM 595112103 245.87 2,792 2 2,792
MICRON TECHNOLOGY INC. COM 595112103 20,223.38 229,648 2 229,648
MICROSOFT CORP. COM 594918104 203,614.00 2,545,175 2 2,545,175
MICROSOFT CORP. CLL 594918104 103.75 10,000 CALL 2 10,000
MICROSOFT CORP. COM 594918104 387,150.64 4,839,383 2 4,839,383
MICROSOFT CORP. PUT 594918104 966.00 55,200 PUT 2 55,200
MICROSOFT CORP. CLL 594918104 186.88 10,000 CALL 2 10,000
MICROSOFT CORP. CMN COM 594918104 26,321.76 329,022 SH SOLE 4 329,022
MICROSOFT CORP. COM 594918104 1,302,263.60 16,278,295 SH SOLE 3 15,270,265 0 764,200
MICROSOFT CORP. COM 594918104 139,333.20 1,741,665 SH OTH 3 244,640 0 50,200
MICROSOFT CORP. COM 594918104 9,120.00 114,000 SH SHD 1 114,000 0 0
MICROSTRATEGY INC. COM 594972101 1,143.00 38,100 SH SOLE 3 34,000 0 4,100
MICROSTRATEGY INC. COM 594972101 240.00 8,000 2 8,000
MICROSTRATEGY INC. COM 594972101 1,153.74 38,458 2 38,458
MICROSTRATEGY INC. PUT 594972101 1,630.00 20,000 PUT 2 20,000
MICROTOUCH SYS INC. COM 595145103 86.25 10,000 2 10,000
MID AMERICA BANCORP COM 595915109 86.80 3,472 SH SOLE 3 1,330 0 2,142
MID-AMERICA APT CMNTYS INC. COM 59522J103 1,058.40 44,100 SH SOLE 3 39,000 0 5,100
MIDAS INC. COM 595626102 1,233.00 61,649 SH SOLE 3 61,649 0 0
MIDLAND CO. COM 597486109 80.80 3,300 SH SOLE 3 3,300 0 0
MIDWAY GAMES INC. COM 598148104 616.80 76,500 SH SOLE 3 76,500 0 0
MIDWAY GAMES INC. COM 598148104 125.76 15,598 2 15,598
MILACRON INC. COM 598709103 5,985.60 412,800 SH SOLE 3 398,400 0 5,500
MILACRON INC. COM 598709103 0.10 10 SH OTH 3 0 0 0
MILLENNIUM CHEMICALS INC. COM 599903101 10,948.00 644,000 SH SOLE 3 630,400 0 7,800
MILLENNIUM PHARMACEUTICALS INC. COM 599902103 108,943.90 973,800 SH SOLE 3 953,200 0 18,800
MILLENNIUM PHARMACEUTICALS INC. COM 599902103 6,097.20 54,500 SH OTH 3 3,000 0 50,700
MILLENNIUM PHARMACEUTICALS INC. COM 599902103 648.90 5,800 SH SHD 1 5,800 0 0
MILLENNIUM PHARMACEUTICALS INC. COM 599902103 1,922.01 17,180 SH SOLE 4 17,180
MILLENNIUM PHARMACEUTICALS INC. COM 599902103 3,230.95 28,880 2 28,880
MILLENNIUM PHARMACEUTICALS INC. COM 599902103 6,241.62 55,791 2 55,791
MILLER HERMAN INC. COM 600544100 2,126.90 82,200 SH SOLE 3 82,200 0 0
MILLER HERMAN INC. COM 600544100 1,306.70 50,500 SH OTH 3 0 0 50,500
MILLICOM INT'L CELLULAR S.A. COM L6388F102 227.50 6,500 2 6,500
MILLIPORE CORP. COM 601073109 1,567.80 20,800 SH SOLE 3 20,800 0 0
MILLIPORE CORP. COM 601073109 535.90 7,110 SH OTH 3 0 0 7,100
MINAS BUENAVENTURA-SPONS ADR COM 204448104 2,446.30 141,300 SH OTH 3 0 0 0
MINAS BUENAVENTURA-SPONS ADR COM 204448104 470.90 27,200 SH SOLE 3 27,200 0 0
MINERALS TECHNOLOGIES INC. COM 603158106 202.40 4,400 SH SOLE 3 1,100 0 3,300
MINIMED INC. COM 60365K108 5,664.00 48,000 SH SOLE 3 41,800 0 5,400
MINIMED INC. COM 60365K108 2,277.40 19,300 SH OTH 3 0 0 19,300
MINIMED INC. COM 60365K108 33,104.78 280,549 2 280,549
MINNESOTA MNG. & MFG.CO. COM 604059105 1,819.13 22,050 2 22,050
MINNESOTA MNG. & MFG.CO. COM 604059105 698.69 8,469 2 8,469
MINNESOTA MNG. & MFG.CO. COM 604059105 128,537.80 1,558,034 SH SOLE 3 1,456,664 0 97,520
MINNESOTA MNG. & MFG.CO. COM 604059105 17,134.80 207,694 SH OTH 3 26,290 0 5,700
MINNESOTA MNG. & MFG.CO. COM 604059105 1,650.00 20,000 SH SHD 1 20,000 0 0
MIPS TECHNOLOGIES INC. CL A COM 604567107 2,129.20 50,100 SH SOLE 3 43,800 0 6,300
MIPS TECHNOLOGIES INC. CL B COM 604567206 33.60 874 SH SOLE 3 874 0 0
MIPS TECHNOLOGIES INC. CL A COM 604567107 680.00 16,000 2 16,000
MIRAE CORP. ADR COM 60461U109 105.70 13,640 SH OTH 3 0 0 13,640
MIRAVANT MEDICAL TECHNOLOGIES COM 604690107 397.43 17,812 2 17,812
MITCHELL ENERGY & DEV COM 606592202 552.50 17,200 SH SOLE 3 17,200 0 0
MKS INSTRUMENTS INC. COM 55306N104 391.25 10,000 2 10,000
MMC NETWORKS COM 55308N102 1,019.30 19,074 SH SOLE 3 14,674 0 4,400
MMC NETWORKS INC. COM 55308N102 293.91 5,500 2 5,500
MMC NETWORKS INC. COM 55308N102 1,486.90 27,825 2 27,825
MOBILE TELESYSTEMS ADR COM 607409109 447.50 20,000 SH SOLE 3 20,000 0 0
MOBIUS MANAGEMENT SYSTEMS,INC. COM 606925105 158.64 34,770 2 34,770
MODEM MEDIA POPPE TYSON INC. COM 607533106 175.40 14,100 SH SOLE 3 12,100 0 2,000
MODINE MFG CO COM 607828100 170.10 6,300 SH SOLE 3 6,300 0 0
MODIS PROFESSIONAL SVCS COM 607830106 3,930.95 515,534 2 515,534
MODIS PROFESSIONAL SVCS COM 607830106 4,754.30 623,511 SH SOLE 3 602,311 0 18,000
MODIS PROFESSIONAL SVCS COM 607830106 608.50 79,800 SH OTH 3 0 0 79,800
MOHAWK INDS INC. COM 608190104 893.90 41,100 SH OTH 3 0 0 41,100
MOHAWK INDS INC. COM 608190104 543.80 25,000 SH SOLE 3 9,900 0 15,100
MOL MAGYAR OLAJ-ES GZ-SP GDR COM 608464202 1,490.10 107,589 SH OTH 3 0 0 0
MOL MAGYAR OLAJ-ES GZ-SP GDR COM 608464202 241.70 17,452 SH SOLE 3 17,452 0 0
MOLECULAR DEVICES CORP COM 60851C107 553.50 8,000 SH SOLE 3 6,000 0 2,000
MOLEX INC. COM 608554101 21,976.30 456,650 SH SOLE 3 433,250 0 21,175
MOLEX INC. COM 608554101 5,615.50 116,685 SH OTH 3 36,550 0 32,050
MOLEX INC. CL A COM 608554200 1,914.00 54,687 SH SOLE 3 54,687 0 0
MOLEX INC. CL-A COM 608554200 10,447.82 298,509 2 298,509
MOMENTUM BUSINESS APPLICATIONS COM 60877P108 42.20 5,719 SH SOLE 3 5,719 0 0
MONACO COACH CORP COM 60886R103 83.10 6,100 SH SOLE 3 6,100 0 0
MONSANTO CO ACES UNITS CNV 611662305 630.49 13,800 2 13,800
MONSANTO CO ACES UNITS CNV 611662305 268.42 5,875 2 5,875
MONTANA POWER CO COM 612085100 1,719.72 48,700 2 48,700
MONTANA POWER CO COM 612085100 1,175.90 33,300 SH SOLE 3 18,300 0 15,000
MONTANA POWER CO COM 612085100 1,041.70 29,500 SH OTH 3 0 0 29,500
MONY GRP INC. COM 615337102 3,168.20 93,700 SH SOLE 3 93,700 0 0
MOOG INC. CL A COM 615394202 274.30 10,400 SH SOLE 3 8,500 0 1,900
MOORE LTD. COM 615785102 26.25 10,000 2 10,000
MORGAN J P & CO INC. COM 616880100 30,125.20 273,555 SH SOLE 3 248,055 0 24,700
MORGAN J P & CO INC. COM 616880100 7,203.30 65,410 SH OTH 3 3,600 0 3,900
MORGAN J P & CO INC. COM 616880100 396.40 3,600 SH SHD 1 3,600 0 0
MORGAN STANLEY DEAN WITTER COM 617446448 21,675.89 260,371 2 260,371
MORGAN STANLEY DEAN WITTER COM 617446448 54,610.83 655,986 2 655,986
MORGAN STANLEY DEAN WITTER & CO COM 617446448 54,525.09 654,956 SH SOLE 4 654,956
MORGAN STANLEY DEAN WITTER DISCOVER&CO COM 617446448 117,819.50 1,415,249 SH SOLE 3 1,339,299 0 72,550
MORGAN STANLEY DEAN WITTER DISCOVER&CO COM 617446448 27,614.90 331,710 SH OTH 3 22,500 0 0
MORGAN STANLEY DEAN WITTER DISCOVER&CO COM 617446448 2,339.30 28,100 SH SHD 1 28,100 0 0
MORRISON KNUDSEN CORP COM 61844A109 1,580.50 218,000 SH SOLE 3 205,100 0 7,400
MORTGAGE.COM INC. COM 61910V102 15.00 10,000 2 10,000
MORTON'S RESTAURANT GRP, INC. COM 619429103 6,063.00 282,000 SH SOLE 3 273,800 0 0
MOTIENT CORP. COM 619908106 454.90 29,000 SH SOLE 3 22,500 0 6,500
MOTOROLA INC. COM 620076109 208,536.70 7,175,457 SH SOLE 3 6,967,157 0 191,050
MOTOROLA INC. COM 620076109 18,929.50 651,336 SH OTH 3 39,926 0 0
MOTOROLA INC. COM 620076109 581.20 20,000 SH SHD 1 20,000 0 0
MOTOROLA INC. COM 620076109 1,789.09 61,560 SH SOLE 4 61,560
MOTOROLA INC. COM 620076109 19,584.11 673,862 2 673,862
MOTOROLA INC. CLL 620076109 120.00 15,000 CALL 2 15,000
MOTOROLA INC. COM 620076109 41,118.96 1,414,846 2 1,414,846
MOTOROLA INC. PUT 620076109 866.72 64,500 PUT 2 64,500
MOVADO GRP INC. COM 624580106 6,113.40 509,449 SH SOLE 3 494,749 0 0
MOVADO GRP INC. COM 624580106 389.10 32,425 2 32,425
MPW INDUSTRIAL SVCS GRP COM 553444100 7,778.90 1,003,733 SH SOLE 3 739,933 0 263,800
MRV COMMUNICATIONS INC. COM 553477100 3,954.30 58,800 SH SOLE 3 51,900 0 6,900
MRV COMMUNICATIONS INC. COM 553477100 416.95 6,200 2 6,200
MSC INDUSTRIAL DIRECT CO INC. COM 553530106 328.70 15,700 SH SOLE 3 15,700 0 0
MTI TECHNOLOGY CORP COM 553903105 62.40 7,800 SH SOLE 3 200 0 7,600
MUELLER INDS INC. COM 624756102 2,021.60 72,200 SH SOLE 3 67,200 0 5,000
MULTEX.COM COM 625367107 251.88 10,000 2 10,000
MULTEX.COM INC. COM 625367107 450.90 17,900 SH SOLE 3 15,600 0 2,300
MUNICIPAL MORTGAGE & EQUITY COM 62624B101 1,006.25 50,000 2 50,000
MURPHY OIL CORP COM 626717102 206.49 3,474 2 3,474
MURPHY OIL CORP COM 626717102 7,411.90 124,700 SH SOLE 3 107,500 0 17,200
MURPHY OIL CORP COM 626717102 4,410.30 74,200 SH OTH 3 2,200 0 54,700
MUSICLAND STORES CORP. COM 62758B109 95.20 12,800 SH SOLE 3 0 0 12,800
MUTUALFIRST FINL INC. COM 62845B104 235.00 20,000 2 20,000
MYLAN LABORATORIES INC. COM 628530107 1,492.50 81,781 SH SOLE 3 66,981 0 14,800
MYLAN LABORATORIES INC. COM 628530107 335.80 18,400 SH OTH 3 0 0 18,400
MYPOINTS.COM INC. COM 62855T102 3,930.35 207,372 2 207,372
MYRIAD GENETICS INC. COM 62855J104 1,895.40 12,800 SH SOLE 3 11,400 0 1,400
N V R INC. COM 62944T105 5,434.80 95,347 SH SOLE 3 95,347 0 0
N.EUROPEAN OIL RLTY CBI COM 659310106 225.30 14,192 2 14,192
NABISCO GRP HOLDINGS CORP COM 62952P102 158,334.60 6,104,465 SH SOLE 3 5,830,465 0 262,420
NABISCO GRP HOLDINGS CORP COM 62952P102 16,387.50 631,807 SH OTH 3 181,590 0 22,800
NABISCO GRP HOLDINGS CORP COM 62952P102 2,816.80 108,600 SH SHD 1 108,600 0 0
NABISCO GRP HOLDINGS COM 62952P102 7,353.54 283,510 2 283,510
NABISCO GRP HOLDINGS CLL 62952P102 30.00 10,000 CALL 2 10,000
NABISCO HOLDINGS CORP. COM 629526104 6,282.94 119,675 2 119,675
NABISCO HOLDINGS CORP. COM 629526104 14,923.13 284,250 2 284,250
NABISCO HOLDINGS CORP. CLL 629526104 180.00 10,000 CALL 2 10,000
NABISCO HOLDINGS CORP. COM 629526104 82,346.20 1,568,500 SH SOLE 3 1,497,100 0 71,400
NABISCO HOLDINGS CORP. COM 629526104 17,445.80 332,300 SH OTH 3 51,500 0 51,000
NABISCO HOLDINGS CORP. COM 629526104 1,160.20 22,100 SH SHD 1 22,100 0 0
NABORS INDS INC. COM 629568106 14,533.37 349,675 2 349,675
NABORS INDS INC. COM 629568106 3,869.50 93,100 SH SOLE 3 80,300 0 12,800
NABORS INDS INC. COM 629568106 2,294.20 55,200 SH OTH 3 0 0 55,200
NACCO INDS INC. CL-A (COM) COM 629579103 302.10 8,600 SH OTH 3 0 0 8,600
NACCO INDS INC. CL-A (COM) COM 629579103 77.30 2,200 SH SOLE 3 0 0 2,200
NANOGEN INC. COM 630075109 1,001.50 23,600 SH SOLE 3 21,000 0 2,600
NANOGEN INC. COM 630075109 742.66 17,500 2 17,500
NANOMETRICS INC. COM 630077105 634.30 15,400 SH SOLE 3 15,400 0 0
NASDAQ-100 SHARES COM 631100104 4,732.99 50,790 2 50,790
NASDAQ-100 SHARES COM 631100104 19,847.07 212,980 2 212,980
NASDAQ-100 SHARES PUT 631100104 89.00 16,000 PUT 2 16,000
NASDAQ-100 SHARES PUT 631100104 104.06 15,000 PUT 2 15,000
NASDAQ-100 SHARES PUT 631100104 115.28 15,500 PUT 2 15,500
NASDAQ-100 SHARES PUT 631100104 438.42 91,100 PUT 2 91,100
NASDAQ-100 SHARES CMN COM 631100104 1,239.39 13,300 SH SOLE 4 13,300
NATIONAL CITY CORP COM 635405103 606.13 35,524 2 35,524
NATIONAL CITY CORP COM 635405103 744.78 43,650 2 43,650
NATIONAL CITY CORP COM 635405103 3,505.00 205,422 SH SOLE 3 205,422 0 0
NATIONAL CITY CORP COM 635405103 8.70 510 SH OTH 3 500 0 0
NATIONAL COMM BANCORP. COM 635449101 1,754.00 109,200 SH SOLE 3 109,200 0 0
NATIONAL COMM BANCORP. COM 635449101 506.00 31,500 SH OTH 3 0 0 31,500
NATIONAL COMPUTER SYSTEMS INC. COM 635519101 2,186.70 44,400 SH SOLE 3 39,000 0 5,400
NATIONAL DATA CORP. COM 635621105 1,897.50 82,500 2 82,500
NATIONAL DATA CORP. COM 635621105 2,735.60 118,940 SH SOLE 3 112,840 0 6,100
NATIONAL DENTEX CORP COM 63563H109 8,634.90 511,700 SH SOLE 3 412,600 0 99,100
NATIONAL DISCOUNT BROKERS COM 635646102 3,534.90 110,900 SH SOLE 3 107,300 0 3,600
NATIONAL FUEL GAS CO COM 636180101 2,276.60 46,700 SH OTH 3 0 0 46,700
NATIONAL FUEL GAS CO COM 636180101 2,247.40 46,100 SH SOLE 3 33,800 0 12,300
NATIONAL HEALTH INVS INC. COM 63633D104 860.20 78,200 SH SOLE 3 78,200 0 0
NATIONAL INFORMATION CONS COM 636491102 265.00 23,300 SH SOLE 3 20,700 0 2,600
NATIONAL INSTRUMENTS CORP COM 636518102 763.44 17,500 2 17,500
NATIONAL INSTRUMENTS CORP COM 636518102 4.40 100 SH SOLE 3 100 0 0
NATIONAL OILWELL INC. COM 637071101 9,895.40 301,000 SH SOLE 3 301,000 0 0
NATIONAL PROCESSING INC. COM 637229105 117.50 9,400 SH SOLE 3 9,400 0 0
NATIONAL R.V. HLDGS INC. COM 637277104 2.10 200 SH SOLE 3 200 0 0
NATIONAL SERVICE INDS INC. COM 637657107 652.50 32,626 SH SOLE 3 32,626 0 0
NATIONAL SERVICE INDS INC. COM 637657107 578.20 28,910 SH OTH 3 0 0 28,900
NATIONAL STEEL COM 637844309 471.50 112,600 SH SOLE 3 106,100 0 6,500
NATIONAL TECHTEAM INC. COM 638108100 118.00 33,416 2 33,416
NATIONAL WIRELESS HOLDINGS CO COM 638560102 502.82 22,410 2 22,410
NATIONAL-OILWELL, INC. COM 637071101 982.93 29,899 2 29,899
NATIONAL-OILWELL, INC. COM 637071101 2,090.16 63,579 2 63,579
NATIONWIDE FINANCIAL SVCS COM 638612101 46,716.40 1,421,030 SH SOLE 3 908,330 0 512,700
NATIONWIDE FINANCIAL SVCS COM 638612101 3,267.80 99,400 SH OTH 3 4,300 0 95,100
NATIONWIDE HEALTH PROPERTIES COM 638620104 868.30 62,300 SH SOLE 3 62,300 0 0
NATL SEMICONDUCTOR CORP COM 637640103 3,723.08 65,605 2 65,605
NATL SEMICONDUCTOR CORP COM 637640103 4,826.60 85,051 SH SOLE 3 78,951 0 6,100
NATL SEMICONDUCTOR CORP COM 637640103 11.90 210 SH OTH 3 200 0 0
NATL WESTN LIFE INS CO CL-A COM 638522102 252.00 3,500 SH SOLE 3 3,500 0 0
NATURAL MICROSYSTEMS CORP COM 638882100 3,092.00 27,500 SH SOLE 3 25,000 0 2,500
NATURES SUNSHINE PRODS INC. COM 639027101 3.50 500 SH SOLE 3 500 0 0
NAUTICA ENTERPRISES INC. COM 639089101 1,068.80 100,000 SH SOLE 3 100,000 0 0
NAVIGANT CONSULTING CO COM 63935N107 892.50 210,000 SH SOLE 3 210,000 0 0
NAVIGANT CONSULTING INC. COM 63935N107 513.74 120,880 2 120,880
NAVIGANT INTERNATIONAL INC. COM 63935R108 122.89 12,768 2 12,768
NAVIGANT INTERNATIONAL INC. COM 63935R108 0.00 1 SH SOLE 3 0 0 1
NAVISITE INC. COM 63935M109 485.00 11,600 SH SOLE 3 11,600 0 0
NAVISTAR INTL CORP (NEW) COM 63934E108 3,637.40 117,100 SH SOLE 3 113,900 0 3,200
NAVISTAR INTL CORP (NEW) COM 63934E108 1,870.30 60,210 SH OTH 3 3,100 0 26,000
NBC INTERNET INC. COM 62873D105 478.80 38,300 SH SOLE 3 34,100 0 4,200
NBC INTERNET INC. COM 62873D105 672.65 53,812 2 53,812
NBTY INC. COM 628782104 2,618.40 410,732 SH SOLE 3 410,732 0 0
NCH CORP. COM 628850109 130.30 3,600 SH SOLE 3 1,100 0 2,500
NCI BUILDING SYSTEMS INC. COM 628852105 648.00 32,000 SH SOLE 3 26,200 0 5,800
NCO GRP INC. COM 628858102 11,072.20 478,800 SH SOLE 3 390,600 0 88,200
NCO GRP INC. COM 628858102 460.20 19,900 SH OTH 3 0 0 19,900
NCO GRP INC. COM 628858102 925.00 40,000 2 40,000
NCR CORP NEW COM 62886E108 486.70 12,500 SH SOLE 3 12,100 0 400
NCR CORP NEW COM 62886E108 0.40 10 SH OTH 3 0 0 0
NEIMAN MARCUS GRP INC. CL A COM 640204202 6,805.30 230,200 SH SOLE 3 208,000 0 18,700
NEIMAN MARCUS GRP INC. CL A COM 640204202 1,555.00 52,600 SH OTH 3 0 0 52,600
NEIMAN MARCUS GRP INC. CLB COM 640204301 106.40 3,834 SH SOLE 3 3,834 0 0
NEOMEDIA TECHNOLOGIES INC. COM 640505103 185.06 31,500 2 31,500
NEON SYSTEMS COM 640509105 238.13 12,700 2 12,700
NEON SYSTEMS COM 640509105 41.20 2,200 SH SOLE 3 1,300 0 900
NEOSE TECHNOLOGIES INC. COM 640522108 1,203.00 28,600 SH SOLE 3 25,400 0 3,200
NET GENESIS CORP COM 64107E107 12,241.14 677,710 2 677,710
NET PERCEPTIONS INC. COM 64107U101 273.10 17,200 SH SOLE 3 15,100 0 2,100
NET.B@NK INC. COM 640933107 375.60 30,200 SH SOLE 3 26,300 0 3,900
NET2000 COMMUNICATIONS INC. COM 64122G103 216.20 13,200 SH SOLE 3 11,700 0 1,500
NET2000 COMMUNICATIONS INC. COM 64122G103 365.98 22,350 2 22,350
NET2000 COMMUNICATIONS INC. COM 64122G103 1,210.93 73,950 2 73,950
NETEGRITY INC. COM 64110P107 1,378.20 18,300 SH SOLE 3 16,000 0 2,300
NETIA ADR COM 64114B203 626.40 23,200 SH OTH 3 0 0 0
NETIA ADR COM 64114B203 132.30 4,900 SH SOLE 3 4,900 0 0
NETIA HOLDINGS SA - ADR COM 64114B104 378.20 13,600 SH OTH 3 0 0 0
NETIA HOLDINGS SA - ADR COM 64114B104 64.00 2,300 SH SOLE 3 2,300 0 0
NETMANAGE INC. COM 641144100 1,199.90 268,510 SH SOLE 3 268,510 0 0
NETOBJECTS INC. COM 64114L102 20.10 2,200 SH SOLE 3 0 0 2,200
NETOPIA INC. COM 64114K104 571.50 14,200 SH SOLE 3 12,300 0 1,900
NETPLIANCE INC. COM 64115K103 1,861.50 204,000 2 204,000
NETRADIO CORP COM 64114E108 21.72 10,000 2 10,000
NETRIX CORP COM 641148101 258.56 21,000 2 21,000
NETRIX CORP COM 641148101 91.10 7,400 SH SOLE 3 0 0 7,400
NETRO CORP COM 64114R109 932.34 16,250 2 16,250
NETRO CORP COM 64114R109 11,892.69 207,280 2 207,280
NETRO CORP. COM 64114R109 2,226.20 38,800 SH SOLE 3 33,800 0 5,000
NETWORK ACCESS SOLUTIONS COM 64120S109 200.80 21,000 SH SOLE 3 18,200 0 2,800
NETWORK APPLIANCE INC. COM 64120L104 871.82 10,830 SH SOLE 4 10,830
NETWORK APPLIANCE INC. COM 64120L104 3,690.12 45,840 2 45,840
NETWORK APPLIANCE INC. COM 64120L104 19,179.93 238,260 2 238,260
NETWORK APPLIANCES INC. COM 64120L104 211,113.70 2,622,530 SH SOLE 3 2,512,530 0 28,400
NETWORK APPLIANCES INC. COM 64120L104 9,290.50 115,410 SH OTH 3 15,800 0 0
NETWORK APPLIANCES INC. COM 64120L104 1,344.30 16,700 SH SHD 1 16,700 0 0
NETWORK ASSOCIATES INC. COM 640938106 794.38 38,988 2 38,988
NETWORK ASSOCIATES INC. COM 640938106 3,294.60 161,700 SH SOLE 3 139,000 0 21,700
NETWORK ASSOCIATES INC. COM 640938106 1,540.30 75,600 SH OTH 3 500 0 75,100
NETWORK EQUIPMENT TECHNOLOGIES COM 641208103 270.70 26,900 SH SOLE 3 24,100 0 2,800
NETWORK PERIPHERALS INC. COM 64121R100 82.10 4,900 SH SOLE 3 0 0 4,900
NETWORK PLUS CORP COM 64122D506 730.66 51,500 2 51,500
NETWORK PLUS CORP COM 64122D506 1,625.39 114,565 2 114,565
NETWORK PLUS CORP COM 64122D506 187.30 13,200 SH SOLE 3 11,500 0 1,700
NETWORK PLUS CORP. PRF 64122D605 1,019.92 34,500 2 34,500
NETZERO INC. COM 64122R109 943.00 180,700 SH SOLE 3 175,900 0 4,800
NETZERO INC. COM 64122R109 807.70 154,769 2 154,769
NEUBERGER BERMAN INC. COM 641234109 612.41 13,170 2 13,170
NEUROCRINE BIOSCIENCES INC. COM 64125C109 522.80 14,700 SH SOLE 3 11,100 0 3,600
NEUROCRINE BIOSCIENCES INC. COM 64125C109 265.26 7,459 2 7,459
NEW CENTURY ENERGIES INC. COM 64352U103 24.00 800 SH SOLE 3 800 0 0
NEW CENTURY ENERGIES INC. COM 64352U103 0.30 10 SH OTH 3 0 0 0
NEW CENTURY FINANCIAL CORP COM 64352D101 4.40 500 SH SOLE 3 500 0 0
NEW ERA OF NETWORKS INC. COM 644312100 1,304.80 30,700 SH SOLE 3 27,000 0 3,700
NEW ERA OF NETWORKS INC. COM 644312100 578.00 13,600 2 13,600
NEW FOCUS INC. COM 644383101 3,648.80 44,430 SH SOLE 3 34,530 0 0
NEW YORK TIMES CO.A COM 650111107 265.12 6,712 2 6,712
NEW YORK TIMES CO.A COM 650111107 213,966.70 5,416,878 SH SOLE 3 3,992,018 0 1,408,350
NEW YORK TIMES CO.A COM 650111107 10,389.70 263,031 SH OTH 3 48,950 0 72,100
NEWELL RUBBERMAID INC. COM 651229106 13,606.80 528,420 SH SOLE 3 528,420 0 0
NEWELL RUBBERMAID INC. COM 651229106 0.30 10 SH OTH 3 0 0 0
NEWELL RUBBERMAID INC. COM 651229106 5,136.58 199,479 2 199,479
NEWELL RUBBERMAID INC. COM 651229106 5,952.14 231,151 2 231,151
NEWFIELD EXPLORATION CO. COM 651290108 2,799.59 71,555 2 71,555
NEWFIELD EXPLORATION CO. COM 651290108 2,207.63 56,425 2 56,425
NEWMONT MINING CORP COM 651639106 384.90 17,800 SH SOLE 3 17,800 0 0
NEWMONT MINING CORP COM 651639106 0.20 10 SH OTH 3 0 0 0
NEWMONT MINING CORP COM 651639106 356.81 16,500 SH SOLE 4 16,500
NEWPARK RES INC. COM 651718504 187.80 19,900 SH SOLE 3 0 0 19,900
NEWPORT CORP COM 651824104 526.10 4,900 SH SOLE 3 4,900 0 0
NEWPORT NEWS SHIPBUILDING COM 652228107 3,828.00 104,163 SH SOLE 3 104,163 0 0
NEWS CORP LTD ADR NEW COM 652487703 294.30 5,400 2 5,400
NEWS CORP LTD ADR NEW COM 652487703 1,296.72 23,793 2 23,793
NEWS CORP LTD SPONS ADR REPSTG COM 652487802 18,607.60 391,739 2 391,739
NEWS CORP LTD SPONS ADR REPSTG COM 652487802 9,956.24 209,605 2 209,605
NEXELL THERAPEUTICS INC. COM 65332H104 127.08 33,333 2 33,333
NEXTCARD INC. COM 65332K107 301.80 35,500 SH SOLE 3 30,800 0 4,700
NEXTCARD INC. COM 65332K107 297.87 35,043 2 35,043
NEXTEL Comm.5.25 01/15/10 CV JJ CNV 65332VAY9 3,297.50 3,100,000 SH SOLE 4 3,100,000
NEXTEL COMMUNICATIONS CL A COM 65332V103 37,648.36 615,295 2 615,295
NEXTEL COMMUNICATIONS CL A PUT 65332V103 61.88 10,000 PUT 2 10,000
NEXTEL COMMUNICATIONS CL A COM 65332V103 71,396.88 1,166,854 2 1,166,854
NEXTEL COMMUNICATIONS CL A COM 65332V103 58,901.90 962,646 SH SOLE 3 445,046 0 516,000
NEXTEL COMMUNICATIONS CL A COM 65332V103 10,365.80 169,410 SH OTH 3 600 0 0
NEXTEL PTNRS INC. COM 65333F107 528.33 16,225 2 16,225
NEXTEL PTNRS INC. COM 65333F107 8,950.62 274,875 2 274,875
NEXTERA ENTERPRISES INC. A COM 65332E101 406.41 85,000 2 85,000
NEXTLINK Comm.INC. CL A COM 65333H707 811.86 21,400 SH SOLE 4 21,400
NEXTLINK COMMUNICATIONS INC. COM 65333H707 31,620.40 833,488 SH SOLE 3 815,788 0 14,300
NEXTLINK COMMUNICATIONS INC. COM 65333H707 56.90 1,500 SH OTH 3 1,500 0 0
NEXTLINK COMMUNICATIONS INC. COM 65333H707 3,674.59 96,859 2 96,859
NEXTLINK COMMUNICATIONS INC. COM 65333H707 4,239.74 111,756 2 111,756
NIAGARA CORP (DEL) COM 653349100 43.11 10,450 2 10,450
NIAGARA MOHAWK HOLDINGS INC. COM 653520106 10,465.70 750,900 SH SOLE 3 688,100 0 53,700
NIAGARA MOHAWK HOLDINGS INC. COM 653520106 21.00 1,510 SH OTH 3 1,500 0 0
NIAGARA MOHAWK HOLDINGS INC. COM 653520106 1,070.32 76,794 2 76,794
NICOR INC. COM 654086107 26.10 800 SH SOLE 3 800 0 0
NICOR INC. COM 654086107 0.30 10 SH OTH 3 0 0 0
NIKE CL-B COM 654106103 27,168.40 682,410 SH SOLE 3 628,760 0 47,650
NIKE CL-B COM 654106103 4,519.10 113,510 SH OTH 3 16,900 0 0
NIKE CL-B COM 654106103 549.41 13,800 2 13,800
NIKE CL-B COM 654106103 930.22 23,365 2 23,365
NIKU CORP COM 654113109 6,309.26 186,941 2 186,941
NIKU CORP COM 654113109 20,058.54 594,327 2 594,327
NIKU CORP COM 654113109 354.40 10,500 SH SOLE 3 9,300 0 1,200
NIPPON TELEG & TEL SPONS ADR COM 654624105 20,193.53 295,335 2 295,335
NIPPON TELEG & TEL SPONS ADR COM 654624105 44,713.97 653,952 2 653,952
NISOURCE INC. COM 65473P105 1,046.70 56,200 SH OTH 3 0 0 56,200
NISOURCE INC. COM 65473P105 93.10 5,000 SH SOLE 3 5,000 0 0
NOBLE AFFILIATES INC. COM 654894104 5,267.10 141,400 SH SOLE 3 128,900 0 12,500
NOBLE AFFILIATES INC. COM 654894104 3,896.30 104,600 SH OTH 3 13,100 0 62,400
NOBLE AFFILIATES INC. COM 654894104 499.10 13,400 SH SHD 1 13,400 0 0
NOBLE DRILLING CORP COM 655042109 494.25 12,000 2 12,000
NOBLE DRILLING CORP COM 655042109 1,589.43 38,590 2 38,590
NOBLE DRILLING CORP. COM 655042109 21,232.20 515,500 SH SOLE 3 494,600 0 20,900
NOBLE DRILLING CORP. COM 655042109 5,865.10 142,400 SH OTH 3 0 0 72,900
NOBLE DRILLING CORP. COM 655042109 333.60 8,100 SH SHD 1 8,100 0 0
NOKIA CORP SPONS ADR COM 654902204 100,193.10 2,006,370 2 2,006,370
NOKIA CORP SPONS ADR COM 654902204 181,345.63 3,631,452 2 3,631,452
NOKIA CORP SPONS ADR PUT 654902204 775.78 161,200 PUT 2 161,200
NOKIA CORP. - ADR COM 654902204 14,246.50 285,287 SH SOLE 3 285,287 0 0
NORDSON CORP COM 655663102 541.70 10,700 SH SOLE 3 9,500 0 1,200
NORDSTROM INC. COM 655664100 655.00 27,152 SH SOLE 3 27,152 0 0
NORDSTROM INC. COM 655664100 0.20 10 SH OTH 3 0 0 0
NORFOLK SOUTHERN CORP COM 655844108 287.39 19,320 2 19,320
NORFOLK SOUTHERN CORP COM 655844108 11.90 800 SH SOLE 3 800 0 0
NORFOLK SOUTHERN CORP COM 655844108 0.10 10 SH OTH 3 0 0 0
NORSK HYDRO AS SPONSORED ADR COM 656531605 250.73 5,961 2 5,961
NORTEK INC. (DELAWARE) COM 656559101 466.10 23,600 SH SOLE 3 21,300 0 2,300
NORTEL NETWORKS CORP COM 656568102 26,539.29 388,854 2 388,854
NORTEL NETWORKS CORP CLL 656568102 228.00 11,400 CALL 2 11,400
NORTEL NETWORKS CORP COM 656568102 55,654.53 815,451 2 815,451
NORTEL NETWORKS CORP CLL 656568102 214.00 10,700 CALL 2 10,700
NORTEL NETWORKS CORP. (HOLDING CO) COM 656568102 695,290.00 10,188,373 SH SOLE 3 8,907,295 0 943,038
NORTEL NETWORKS CORP. (HOLDING CO) COM 656568102 71,527.70 1,048,026 SH OTH 3 104,670 0 38,200
NORTEL NETWORKS CORP. (HOLDING CO) COM 656568102 2,732.60 40,038 SH SHD 1 40,038 0 0
NORTH FORK BANCORPORATN INC. NY COM 659424105 936.80 61,940 SH SOLE 3 46,140 0 15,800
NORTH FORK BANCORPORATN INC. NY COM 659424105 825.80 54,600 SH OTH 3 0 0 54,600
NORTH PITTSBURGH SYS COM 661562108 4.40 300 SH SOLE 3 300 0 0
NORTHEAST OPTIC NETWORK COM 664334109 265.00 4,300 SH SOLE 3 4,300 0 0
NORTHEAST OPTIC NETWORK INC. COM 664334109 462.19 7,500 2 7,500
NORTHEAST UTILITIES COM 664397106 7,816.90 359,400 SH SOLE 3 337,100 0 22,300
NORTHEAST UTILITIES COM 664397106 611.20 28,100 SH OTH 3 0 0 28,100
NORTHERN BORDER PTNRS, L.P. COM 664785102 8,645.64 316,545 2 316,545
NORTHERN BORDER PTNRS, L.P. COM 664785102 10,394.32 380,570 2 380,570
NORTHERN STATES POWER CO MINN COM 665772109 265.97 13,175 2 13,175
NORTHERN STATES POWER CO MINN COM 665772109 0.20 10 SH OTH 3 0 0 0
NORTHERN TR CORP COM 665859104 145,502.85 2,236,355 2 2,236,355
NORTHERN TR CORP COM 665859104 214,112.55 3,290,875 2 3,290,875
NORTHERN TR CORP COM 665859104 7,943.20 122,085 SH SOLE 3 122,085 0 0
NORTHERN TR CORP COM 665859104 1,048.20 16,110 SH OTH 3 200 0 15,900
NORTHERN TR CORP COM 665859104 66,595.37 1,023,560 SH SOLE 4 1,023,560
NORTHPOINT COMMUNICATION GRP COM 666610100 112.99 10,100 2 10,100
NORTHPOINT COMMUNICATION GRP COM 666610100 1,498.43 133,938 2 133,938
NORTHPOINT COMMUNICATIONS COM 666610100 5,896.90 527,100 SH SOLE 3 527,000 0 100
NORTHPOINT COMMUNICATIONS COM 666610100 1.10 100 SH OTH 3 100 0 0
NORTHROP GRUMMAN CORP.COM COM 666807102 556.90 8,406 2 8,406
NORTHROP GRUMMAN CORP.COM COM 666807102 57,062.40 861,320 SH SOLE 3 801,320 0 56,700
NORTHROP GRUMMAN CORP.COM COM 666807102 19,029.00 287,230 SH OTH 3 20,320 0 59,800
NORTHROP GRUMMAN CORP.COM COM 666807102 271.60 4,100 SH SHD 1 4,100 0 0
NORTHWEST AIRLS CORP CL A COM 667280101 30.40 1,000 SH SOLE 3 1,000 0 0
NORTHWEST NATURAL GAS CO COM 667655104 1,716.20 76,700 SH SOLE 3 70,900 0 5,800
NORTHWESTERN CORP. COM 668074107 862.60 37,300 SH SOLE 3 33,800 0 3,500
NOVA CHEMICALS CORP COM 66977W109 232.20 10,800 2 10,800
NOVA CORP/GEORGIA COM 669784100 9,055.83 324,146 2 324,146
NOVA CORP/GEORGIA COM 669784100 32,987.50 1,180,759 SH SOLE 3 989,063 0 191,696
NOVA CORP/GEORGIA COM 669784100 592.30 21,200 SH OTH 3 0 0 21,200
NOVAMED EYECARE INC. COM 66986W108 88.13 10,000 2 10,000
NOVARTIS AG-ADR COM 66987V109 603.92 15,098 2 15,098
NOVELL INC. COM 670006105 5,566.60 601,800 SH SOLE 3 601,800 0 0
NOVELL INC. COM 670006105 0.10 10 SH OTH 3 0 0 0
NOVELL INC. COM 670006105 2,992.58 323,522 2 323,522
NOVELLUS SYSTEMS INC. COM 670008101 2,777.20 49,100 SH SOLE 3 44,600 0 4,200
NOVELLUS SYSTEMS INC. COM 670008101 4.50 80 SH OTH 3 70 0 0
NOVELLUS SYSTEMS INC. COM 670008101 1,885.34 33,332 2 33,332
NOVEN PHARMACEUTICALS INC. COM 670009109 1,545.20 51,400 SH SOLE 3 46,600 0 4,800
NOVO-NORDISK A/S ADR COM 670100205 802.75 9,500 2 9,500
NOVOSTE CORP. COM 67010C100 738.10 12,100 SH SOLE 3 9,500 0 2,600
NPS PHARMACEUTICALS INC. COM 62936P103 91.00 3,400 SH SOLE 3 0 0 3,400
NRG ENERGY INC. COM 629377102 921.63 50,500 2 50,500
NRG ENERGY INC. COM 629377102 2,132.42 116,845 2 116,845
NSTAR COM 67019E107 699.80 17,200 SH OTH 3 0 0 17,200
NTL INC. (NEW) COM 629407107 3,324.08 55,517 2 55,517
NTL INC. (NEW) COM 629407107 438,368.41 7,321,393 2 7,321,393
NTL INC. COM 629407107 55,814.10 932,177 SH SOLE 3 781,752 0 1,300
NTL INC. COM 629407107 634.70 10,600 SH OTH 3 4,700 0 4,000
NTL INC. WI COM 629407107 9,940.50 166,021 SH OTH 3 7,583 0 1,070
NTL INC. WI COM 629407107 1,053.00 17,587 SH SOLE 3 10,331 0 7,256
NTN COMMUNICATIONS INC. (NEW) COM 629410309 85.31 35,000 2 35,000
NU SKIN ASIA PACIFIC INC. CL-A COM 67018T105 142.60 24,800 SH SOLE 3 24,800 0 0
NUANCE COMMUNICATIONS INC. COM 669967101 424.90 5,100 SH SOLE 3 4,400 0 700
NUANCE COMMUNICATIONS INC. COM 669967101 2,230.69 26,775 2 26,775
NUANCE COMMUNICATIONS INC. COM 669967101 3,227.11 38,735 2 38,735
NUCOR CORP COM 670346105 224.88 6,776 2 6,776
NUCOR CORP COM 670346105 15,933.50 480,105 SH SOLE 3 453,705 0 26,400
NUCOR CORP COM 670346105 707.20 21,310 SH OTH 3 4,200 0 17,100
NUEVO ENERGY CO COM 670509108 1.90 100 SH SOLE 3 100 0 0
NUI CORP. COM 629430109 388.80 14,400 SH SOLE 3 12,900 0 1,500
NUWAVE TECHNOLOGIES INC. COM 67065M102 54.38 30,000 2 30,000
NVIDIA CORP. COM 67066G104 2,046.70 32,200 SH OTH 3 0 0 32,200
NVIDIA CORP. COM 67066G104 1,258.50 19,800 SH SOLE 3 11,000 0 8,800
OAK TECHNOLOGY INC. COM 671802106 603.80 28,000 SH SOLE 3 20,800 0 7,200
OAKWOOD HOMES CORP COM 674098108 1.10 600 SH SOLE 3 600 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 210.63 10,000 2 10,000
OCCIDENTAL PETROLEUM CORP COM 674599105 1,065.76 50,600 2 50,600
OCCIDENTAL PETROLEUM CORP COM 674599105 6,546.20 310,800 SH SOLE 3 296,200 0 14,600
OCCIDENTAL PETROLEUM CORP COM 674599105 3,243.80 154,010 SH OTH 3 21,200 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 210.60 10,000 SH SHD 1 10,000 0 0
OCEAN ENERGY INC. (NEW) COM 67481E106 288.01 20,300 2 20,300
OCEAN ENERGY INC. (NEW) COM 67481E106 457.50 32,247 2 32,247
OCEAN ENERGY, INC. COM 67481E106 2,037.30 143,600 SH SOLE 3 114,400 0 29,200
OCEAN ENERGY, INC. COM 67481E106 1,342.10 94,600 SH OTH 3 0 0 94,600
OCEANFIRST FINANCIAL CORP COM 675234108 680.30 36,900 SH SOLE 3 31,000 0 5,900
OCTEL CORP. COM 675727101 335.20 42,900 SH SOLE 3 42,900 0 0
OCWEN FINANCIAL CORP COM 675746101 1,516.69 272,663 2 272,663
OFFICE DEPOT INC. COM 676220106 0.10 10 SH OTH 3 0 0 0
OFFICEMAX INC. COM 67622M108 858.50 171,700 SH SOLE 3 157,300 0 14,400
OGDEN CORP. COM 676346109 76.50 8,500 SH SOLE 3 8,500 0 0
OGE ENERGY CORP COM 670837103 3,132.80 169,340 SH SOLE 3 169,340 0 0
OGE ENERGY CORP COM 670837103 294.10 15,900 SH OTH 3 0 0 15,900
OHIO CASUALTY CORP COM 677240103 134.90 12,700 SH SOLE 3 0 0 12,700
OLD EG & G INC. COM 268457108 0.30 10 SH OTH 3 0 0 0
OLD ICICI-SPONS ADR COM 44926P103 5,116.70 263,240 SH OTH 3 0 0 8,250
OLD ICICI-SPONS ADR COM 44926P103 2,326.30 119,681 SH SOLE 3 119,681 0 0
OLD KANSAS CITY SOUTHERN IND COM 485170104 11,600.10 130,797 SH SOLE 3 124,297 0 6,500
OLD KANSAS CITY SOUTHERN IND COM 485170104 4,852.10 54,710 SH OTH 3 3,600 0 12,600
OLD KENT FINC.L CORP COM 679833103 650.20 24,308 SH SOLE 3 24,308 0 0
OLD KENT FINC.L CORP COM 679833103 606.30 22,664 SH OTH 3 0 0 22,654
OLD REPUBLIC INTL CORP COM 680223104 7,748.40 469,600 SH SOLE 3 464,900 0 1,900
OLIN CORP NEW $1 PAR COM 680665205 463.60 28,100 SH OTH 3 0 0 28,100
OLIN CORP NEW $1 PAR COM 680665205 67.70 4,100 SH SOLE 3 0 0 4,100
OLYMPIC STEEL, INC. COM 68162K106 875.00 250,000 SH SOLE 3 250,000 0 0
OLYMPIC STEEL, INC. COM 68162K106 87.85 25,100 2 25,100
OM GRP INC. COM 670872100 118.80 2,700 SH SOLE 3 200 0 2,500
OMEGA FINANCIAL CORP COM 682092101 15.20 600 SH SOLE 3 600 0 0
OMI CORP (NEW) COM Y6476W104 2,468.63 454,000 2 454,000
OMI CORP (NEW) COM Y6476W104 7,901.29 1,453,110 2 1,453,110
OMNICARE INC. COM 681904108 1,683.80 185,800 SH SOLE 3 168,500 0 17,300
OMNICOM GRP COM 681919106 32,842.40 368,757 SH SOLE 3 365,457 0 800
OMNICOM GRP COM 681919106 4,275.90 48,010 SH OTH 3 1,800 0 0
OMNICOM GRP COM 681919106 7,264.12 81,562 2 81,562
ON COMMAND CORP COM 682160106 3,783.10 265,481 2 265,481
ON TECHNOLOGY CORP COM 68219P108 31.88 10,000 2 10,000
ON-ASSIGNMENT INC. COM 682159108 134.20 4,400 SH SOLE 3 0 0 4,400
ONE MAIN.COM COM 68267P109 308.20 27,400 SH SOLE 3 24,400 0 3,000
ONE VALLEY BANCORP INC. COM 682419106 1,609.40 51,500 SH SOLE 3 48,100 0 3,400
ONEOK INC. (NEW) COM 682680103 2,661.20 102,600 SH SOLE 3 95,700 0 6,900
ONEOK INC. (NEW) COM 682680103 1,442.40 55,610 SH OTH 3 0 0 22,100
ONHEALTH NETWORK CO. COM 68272W107 432.50 187,028 2 187,028
ONI SYSTEMS CORP COM 68273F103 4,855.14 41,425 2 41,425
ONI SYSTEMS CORP COM 68273F103 6,569.82 56,055 2 56,055
ONVIA COM INC. COM 68338T106 309.21 35,850 2 35,850
ONYX SOFTWARE INC. COM 683402101 463.10 15,600 SH SOLE 3 11,900 0 3,700
OPEN MARKET INC. COM 68370M100 559.70 40,518 SH SOLE 3 35,418 0 5,100
OPEN MARKET INC. COM 68370M100 780.16 56,482 2 56,482
OPTIMAL ROBOTICS CORP CL A COM 68388R208 287.81 7,500 2 7,500
OPUS360 CORP COM 68400F109 96.13 26,069 2 26,069
ORACLE CORP COM 68389X105 105,524.16 1,255,306 2 1,255,306
ORACLE CORP CLL 68389X105 302.50 10,000 CALL 2 10,000
ORACLE CORP COM 68389X105 135,413.84 1,610,871 2 1,610,871
ORACLE CORP CLL 68389X105 236.88 5,000 CALL 2 5,000
ORACLE CORP CLL 68389X105 330.00 10,000 CALL 2 10,000
ORACLE CORP CLL 68389X105 423.00 6,000 CALL 2 6,000
ORACLE CORP. COM 68389X105 923,495.30 10,985,818 SH SOLE 3 10,124,458 0 637,630
ORACLE CORP. COM 68389X105 88,236.10 1,049,649 SH OTH 3 157,670 0 26,100
ORACLE CORP. COM 68389X105 7,019.20 83,500 SH SHD 1 83,500 0 0
ORACLE CORP. COM 68389X105 8,214.08 97,714 SH SOLE 4 97,714
ORBITAL SCIENCES CORP COM 685564106 182.81 15,000 2 15,000
ORBOTECH LTD (ORD) COM M75253100 204.33 2,200 2 2,200
ORBOTECH LTD (ORD) COM M75253100 1,950.38 21,000 2 21,000
ORGANIC,INC. COM 68617E101 10.70 1,100 SH SOLE 3 0 0 1,100
ORGANIC,INC. COM 68617E101 507.99 52,102 2 52,102
ORGANOGENESIS INC. COM 685906109 83.50 7,300 SH SOLE 3 0 0 7,300
ORGANOGENESIS INC. COM 685906109 5,495.11 480,447 2 480,447
ORIENTAL FINANCIAL GRP COM 68618W100 164.60 11,400 SH SOLE 3 0 0 11,400
ORTEC INTERNATIONAL INC. COM 68749B108 159.66 16,588 2 16,588
ORTH ALLIANCE INC. COM 687913103 9,601.20 1,600,200 SH SOLE 3 1,268,000 0 332,200
ORTHODONTIC CTRS OF AMER COM 68750P103 29,573.10 1,307,100 SH SOLE 3 1,011,100 0 296,000
OSHKOSH TRUCK CORP CL B COM COM 688239201 1,397.80 39,100 SH SOLE 3 37,400 0 1,700
OSI PHARMACEUTICALS INC. COM 671040103 144.10 5,000 SH SOLE 3 700 0 4,300
OTTER TAIL POWER CO COM 689648103 46.20 2,200 SH SOLE 3 0 0 2,200
OUTBACK STEAKHOUSE INC. COM 689899102 5.80 200 SH SOLE 3 100 0 100
OVERSEAS SHIPHOLDING GRP COM 690368105 445.70 18,100 SH SOLE 3 13,900 0 4,200
OWENS & MINOR INC. (NEW) COM 690732102 3,004.40 174,800 SH SOLE 3 167,500 0 7,300
OWENS CORNING COM 69073F103 221.54 23,950 2 23,950
OWENS CORNING COM 69073F103 0.10 10 SH OTH 3 0 0 0
OWENS-ILLINOIS INC. COM 690768403 0.10 10 SH OTH 3 0 0 0
OXFORD HEALTH PLANS INC. COM 691471106 4,762.50 200,000 SH SOLE 3 200,000 0 0
OXFORD HEALTH PLANS INC. COM 691471106 506.02 21,250 2 21,250
P G & E CORP. COM 69331C108 1,787.80 72,600 SH SOLE 3 42,100 0 30,500
P G & E CORP. COM 69331C108 113.50 4,610 SH OTH 3 4,600 0 0
P.F. CHANGS CHINA BISTRO INC. COM 69333Y108 664.30 20,800 SH SOLE 3 20,800 0 0
PACCAR INC. COM 693718108 2,368.00 59,665 SH SOLE 3 50,065 0 9,600
PACCAR INC. COM 693718108 0.40 10 SH OTH 3 0 0 0
PACIFIC CAPITAL BANCORP COM 69404P101 205.50 8,200 SH SOLE 3 8,200 0 0
PACIFIC CENTURY FINC.L CORP. COM 694058108 13,329.20 911,400 SH SOLE 3 905,400 0 0
PACIFIC CENTURY FINC.L CORP. COM 694058108 936.00 64,000 SH OTH 3 0 0 64,000
PACIFIC GATEWAY EXCHANGE INC. COM 694327107 1,021.90 300,000 SH SOLE 3 300,000 0 0
PACIFIC GATEWAY PROPERTIES COM 694330101 250.69 21,000 2 21,000
PACIFIC GULF PROPERTIES INC. COM 694396102 1,000.00 39,900 SH SOLE 3 39,900 0 0
PACIFIC SUNWEAR OF CALIFORNIA COM 694873100 506.25 27,000 2 27,000
PACIFIC SUNWEAR OF CALIFORNIA COM 694873100 538.10 28,700 SH SOLE 3 21,600 0 7,100
PACIFICARE HEALTH SYSTEMS COM COM 695112102 24,438.50 406,039 SH SOLE 3 391,139 0 13,300
PACIFICARE HEALTH SYSTEMS COM COM 695112102 2,744.60 45,600 SH OTH 3 1,400 0 44,200
PACKAGING CO OF AMERICA COM 695156109 2,764.10 273,000 SH SOLE 3 266,000 0 0
PACKAGING CORP OF AMERICA COM 695156109 1,028.70 101,600 2 101,600
PACKAGING CORP OF AMERICA COM 695156109 1,205.88 119,099 2 119,099
PACKETEER INC. COM 695210104 611.30 20,989 2 20,989
PACTIV CORP COM 695257105 473.40 60,110 SH OTH 3 0 0 60,100
PACTIV CORP COM 695257105 429.20 54,500 SH SOLE 3 23,700 0 30,800
PAGING NETWORK INC. COM 695542100 10.42 14,500 2 14,500
PAINE WEBBER GRP INC. COM 695629105 492.30 10,820 SH SOLE 3 7,720 0 2,500
PAINE WEBBER GRP INC. COM 695629105 5.00 110 SH OTH 3 100 0 0
PALL CORP COM 696429307 4,877.00 263,623 SH SOLE 3 263,623 0 0
PALL CORP COM 696429307 50.10 2,710 SH OTH 3 2,700 0 0
PALM INC. CMN COM 696642107 714.23 21,400 SH SOLE 4 21,400
PALM INC. COM 696642107 2,829.87 84,790 2 84,790
PALM INC. COM 696642107 5,498.20 164,740 2 164,740
PAMECO CORP COM 697934107 593.00 237,200 SH SOLE 3 75,400 0 161,800
PAN PACIFIC RETIAL PROPERTIES COM 69806L104 60.40 3,000 SH SOLE 3 0 0 3,000
PANAMERICAN BEVERAGES, INC. COM P74823108 6,721.90 450,000 SH OTH 3 0 0 0
PANAMERICAN BEVERAGES, INC. COM P74823108 1,139.70 76,300 SH SOLE 3 76,300 0 0
PANAMERICAN BEVERAGES, INC. COM P74823108 401.28 26,864 2 26,864
PANAMSAT CORP COM 697933109 218.44 5,000 2 5,000
PANAMSAT CORP. COM 697933109 5,024.10 115,000 SH SOLE 3 0 0 115,000
PANJA INC. COM 698493103 189.88 15,500 2 15,500
PAPA JOHN'S INTL INC. COM 698813102 144.60 5,900 SH SOLE 3 5,900 0 0
PARALLEL PETE CRP (DEL) COM 699157103 59.97 20,746 2 20,746
PARAMETRIC TECHNOLOGY CORP COM 699173100 8,251.62 750,147 2 750,147
PARAMETRIC TECHNOLOGY CORP COM 699173100 34,807.76 3,164,342 2 3,164,342
PARAMETRIC TECHNOLOGY CORP COM 699173100 248.80 22,620 SH SOLE 3 22,620 0 0
PARAMETRIC TECHNOLOGY CORP COM 699173100 0.10 10 SH OTH 3 0 0 0
PAREXEL INTERNATIONAL CORP COM 699462107 722.00 75,504 SH SOLE 3 75,504 0 0
PARK ELECTROCHEMICAL CRP COM 700416209 2,059.20 57,100 SH SOLE 3 57,100 0 0
PARK PLACE ENTERTAINMENT CORP COM 700690100 503.25 41,292 2 41,292
PARK PLACE ENTERTAINMENT CORP COM 700690100 14,275.20 1,171,300 SH SOLE 3 1,136,800 0 34,500
PARK PLACE ENTERTAINMENT CORP COM 700690100 1,773.30 145,500 SH OTH 3 0 0 33,400
PARK PLACE ENTERTAINMENT CORP COM 700690100 359.50 29,500 SH SHD 1 29,500 0 0
PARKER DRILLING CO. COM 701081101 2,017.10 326,000 SH SOLE 3 316,000 0 10,000
PARKER-HANNIFIN CORP. COM 701094104 32,566.60 950,850 SH SOLE 3 907,550 0 41,500
PARKER-HANNIFIN CORP. COM 701094104 5,901.60 172,310 SH OTH 3 10,700 0 16,100
PARKER-HANNIFIN CORP. COM 701094104 551.40 16,100 SH SHD 1 16,100 0 0
PARKWAY PROPERTIES CO COM 70159Q104 2,711.40 88,900 SH SOLE 3 74,600 0 14,200
PARKWAY PROPERTIES CO COM 70159Q104 119.00 3,900 SH OTH 3 0 0 0
PARTHUS TECHNOLOGIES PLC COM 70211Y103 781.04 27,405 2 27,405
PARTHUS TECHNOLOGIES PLC COM 70211Y103 8,802.08 308,845 2 308,845
PATINA OIL AND GAS CORP COM 703224105 132.80 6,400 SH SOLE 3 3,700 0 2,700
PATTERSON DENTAL COM 703412106 30.60 600 SH SOLE 3 600 0 0
PATTERSON ENERGY, INC. COM 703414102 1,598.80 56,100 SH SOLE 3 49,800 0 6,300
PAXAR CORP COM 704227107 1,239.10 103,800 SH SOLE 3 103,800 0 0
PAXSON COMMUNICATIONS CORP COM 704231109 120.00 15,000 2 15,000
PAYCHEX INC. COM 704326107 27.30 650 SH SOLE 3 650 0 0
PAYCHEX INC. COM 704326107 13.00 310 SH OTH 3 300 0 0
PAYCHEX INC. COM 704326107 11,410.56 271,680 2 271,680
PAYLESS SHOESOURCE INC. COM 704379106 2,547.10 49,700 SH SOLE 3 49,700 0 0
PAYLESS SHOESOURCE INC. COM 704379106 471.50 9,200 SH OTH 3 0 0 9,200
PC CONNECTION INC. COM 69318J100 1,710.00 30,000 2 30,000
PC HLDGS S A COM 693200107 466.47 25,473 2 25,473
P-COM INC. COM 693262107 73.40 12,900 SH SOLE 3 0 0 12,900
PCORDER.COM INC. COM 70453H107 792.21 102,220 2 102,220
PE CORP - PR BIOSYSTEMS COM 69332S102 22,305.30 338,600 SH SOLE 3 332,700 0 5,900
PE CORP - PR BIOSYSTEMS COM 69332S102 3,860.90 58,610 SH OTH 3 2,200 0 0
PE CORP - PR BIOSYSTEMS COM 69332S102 408.40 6,200 SH SHD 1 6,200 0 0
PE CORP CELERA GENOMICS COM 69332S201 11,316.00 123,000 SH SOLE 3 121,200 0 700
PE CORP CELERA GENOMICS COM 69332S201 515.20 5,600 SH OTH 3 0 0 5,600
PE CORP-CELERA COM 69332S201 288.33 3,134 2 3,134
PE CORP-CELERA COM 69332S201 1,044.48 11,353 2 11,353
PE CORP-PE BIOSYSTEMS GRP COM 69332S102 1,221.32 18,540 2 18,540
PECO ENERGY CO. COM 693304107 402.84 9,993 2 9,993
PECO ENERGY CO. COM 693304107 1,636.70 40,600 SH SOLE 3 40,600 0 0
PECO ENERGY CO. COM 693304107 0.40 10 SH OTH 3 0 0 0
PEDIATRIX MEDICAL GRP INC. COM 705324101 7.00 600 SH SOLE 3 600 0 0
PEGASUS COMMUNICATIONS INC. COM 705904100 9.80 200 SH SOLE 3 200 0 0
PEGASUS SOLUTIONS INC. COM 705906105 817.80 75,200 SH SOLE 3 71,600 0 3,600
PENN TREATY AMERN CORP COM 707874103 13,055.10 767,950 SH SOLE 3 590,600 0 177,350
PENNEY J C INC. COM 708160106 10,013.10 543,085 SH SOLE 3 543,085 0 0
PENNEY J C INC. COM 708160106 7.60 410 SH OTH 3 400 0 0
PENNEY J C INC. COM 708160106 224.13 12,156 2 12,156
PENNZOIL-QUAKER STATE COM 709323109 1,213.50 100,600 SH SOLE 3 86,600 0 14,000
PENNZOIL-QUAKER STATE COM 709323109 574.20 47,600 SH OTH 3 0 0 47,600
PENTAIR INC. COM 709631105 276.90 7,800 SH SOLE 3 0 0 7,800
PENTON MEDIA INC. COM 709668107 1,270.50 36,300 SH SOLE 3 34,200 0 2,100
PEOPLES BANK OF BRIDEPORT CT COM 710198102 91.90 5,000 SH SOLE 3 5,000 0 0
PEOPLES ENERGY CORP COM 711030106 498.90 15,410 SH OTH 3 0 0 15,400
PEOPLES ENERGY CORP COM 711030106 466.20 14,400 SH SOLE 3 11,200 0 3,200
PEOPLESOFT INC. COM 712713106 5,081.90 303,400 SH SOLE 3 303,400 0 0
PEOPLESOFT INC. COM 712713106 0.20 10 SH OTH 3 0 0 0
PEOPLESOFT INC. COM 712713106 1,053.58 62,900 2 62,900
PEP BOYS MANNY-MOE &JACK COM 713278109 810.00 135,000 SH SOLE 3 135,000 0 0
PEPSICO BOTTLING GRP COM 713409100 64,945.10 2,225,100 SH SOLE 3 2,144,900 0 71,000
PEPSICO BOTTLING GRP COM 713409100 8,963.50 307,100 SH OTH 3 19,800 0 37,500
PEPSICO BOTTLING GRP COM 713409100 639.20 21,900 SH SHD 1 21,900 0 0
PEPSICO INC. (NORTH CAROLINA) COM 713448108 371,828.40 8,367,446 SH SOLE 3 6,986,416 0 1,367,270
PEPSICO INC. (NORTH CAROLINA) COM 713448108 31,546.70 709,911 SH OTH 3 110,740 0 13,300
PEPSICO INC. (NORTH CAROLINA) COM 713448108 4,146.00 93,300 SH SHD 1 93,300 0 0
PEPSICO INC. COM 713448108 29,595.95 666,013 2 666,013
PEPSICO INC. CLL 713448108 201.88 10,000 CALL 2 10,000
PEPSICO INC. COM 713448108 38,599.52 868,625 2 868,625
PEREGRINE SYSTEMS INC. COM 71366Q101 421.50 12,151 SH SOLE 3 12,150 0 1
PEREGRINE SYSTEMS INC. COM 71366Q101 8,060.92 232,387 2 232,387
PEREGRINE SYSTEMS INC. COM 71366Q101 1,713.98 49,412 2 49,412
PERFORMANCE FOOD GRP CO COM 713755106 51.20 1,600 SH SOLE 3 0 0 1,600
PERICOM SEMICONDUCTOR CORP COM 713831105 136.00 2,000 SH SOLE 3 0 0 2,000
PERKINELMER INC. COM 714046109 502.60 7,600 SH SOLE 3 7,600 0 0
PERKINELMER INC. COM 714046109 396.22 5,992 2 5,992
PERKINELMER INC. COM 714046109 5,376.69 81,311 2 81,311
PERMIAN BASIN RTY TR UBI COM 714236106 185.25 38,000 2 38,000
PEROT SYSTEMS CORP CL-A COM 714265105 900.21 81,837 2 81,837
PERRIGO CO. COM 714290103 645.80 102,300 SH SOLE 3 81,500 0 20,800
PER-SE TECHNOLOGIES INC. NEW COM 713569309 403.20 43,011 SH SOLE 3 43,011 0 0
PERSISTENCE SOFTWARE INC. COM 715329108 1,314.06 72,500 2 72,500
PERSONNEL GRP OF AMER INC. COM 715338109 0.90 300 SH SOLE 3 300 0 0
PERVASIVE SOFTWARE INC. COM 715710109 281.25 50,000 2 50,000
PETCO ANIMAL SUPPLIES INC. COM 716016100 2,162.70 110,200 SH SOLE 3 104,500 0 5,700
PETCO ANIMAL SUPPLIES INC. COM 716016100 196.25 10,000 2 10,000
PETROCHINA CO LTD COM 71646E100 7,578.75 361,970 2 361,970
PETROCHINA CO LTD COM 71646E100 16,886.09 806,500 2 806,500
PETSMART, INC. COM 716768106 297.30 88,100 SH SOLE 3 71,800 0 16,300
PETSMART, INC. COM 716768106 101.25 30,000 2 30,000
PETSMART, INC. COM 716768106 105.58 31,283 2 31,283
PFF BANCORP INC. COM 69331W104 1,007.40 55,200 SH SOLE 3 52,500 0 2,700
PFIZER INC. COM 717081103 1,432,071.10 29,834,815 SH SOLE 3 25,339,906 0 4,382,379
PFIZER INC. COM 717081103 121,071.10 2,522,316 SH OTH 3 353,015 0 63,725
PFIZER INC. COM 717081103 10,012.80 208,600 SH SHD 1 208,600 0 0
PFIZER INC. COM 717081103 48,870.72 1,018,140 SH SOLE 4 1,018,140
PFIZER INC. COM 717081103 178,280.40 3,714,175 2 3,714,175
PFIZER INC. COM 717081103 241,275.70 5,026,577 2 5,026,577
PHARMACEUTICAL HLDRS TR COM 71712A206 1,142.78 10,800 2 10,800
PHARMACEUTICAL PRODUCT DEV COM 717124101 1,295.60 61,695 SH SOLE 3 54,795 0 6,900
PHARMACIA CORP COM 71713U102 3,715.76 71,889 2 71,889
PHARMACIA CORP COM 71713U102 9,020.35 174,517 2 174,517
PHARMACIA CORP COM 71713U102 50,793.00 982,694 SH SOLE 3 936,437 0 42,415
PHARMACIA CORP COM 71713U102 14,659.90 283,625 SH OTH 3 13,779 0 0
PHARMACIA CORP COM 71713U102 1,433.10 27,727 SH SHD 1 27,727 0 0
PHARMACOPEIA INC. COM 71713B104 1,484.00 32,000 SH SOLE 3 28,500 0 3,500
PHARMACYCLICS INC. COM 716933106 460.49 7,549 2 7,549
PHARMACYCLICS INC. COM 716933106 622.20 10,200 SH SOLE 3 7,700 0 2,500
PHARMCHEM INC. COM 717133102 48.16 18,347 2 18,347
PHELPS DODGE CORP COM 717265102 2,148.20 57,768 SH SOLE 3 57,768 0 0
PHELPS DODGE CORP COM 717265102 0.40 10 SH OTH 3 0 0 0
PHILIP MORRIS CO INC. (HLDG CO) COM 718154107 142,397.10 5,360,833 SH SOLE 3 4,979,703 0 373,470
PHILIP MORRIS CO INC. (HLDG CO) COM 718154107 24,930.80 938,570 SH OTH 3 96,860 0 42,700
PHILIP MORRIS CO INC. (HLDG CO) COM 718154107 1,976.20 74,400 SH SHD 1 74,400 0 0
PHILIP MORRIS CO INC. (HLDG CO) COM 718154107 2,575.23 96,950 SH SOLE 4 96,950
PHILIP MORRIS CO INC. (HLDG CO) COM 718154107 9,869.80 371,569 2 371,569
PHILIP MORRIS CO INC. (HLDG CO) CLL 718154107 4.69 10,000 CALL 2 10,000
PHILIP MORRIS CO INC. (HLDG CO) CLL 718154107 892.50 210,000 CALL 2 210,000
PHILIP MORRIS CO INC. (HLDG CO) COM 718154107 27,537.90 1,036,721 2 1,036,721
PHILIP MORRIS CO INC. (HLDG CO) CLL 718154107 4.69 10,000 CALL 2 10,000
PHILIP MORRIS CO INC. (HLDG CO) CLL 718154107 57.19 30,000 CALL 2 30,000
PHILIPPINE LONG DIST-SP ADR COM 718252604 1,731.90 97,570 SH OTH 3 0 0 0
PHILIPPINE LONG DIST-SP ADR COM 718252604 275.10 15,500 SH SOLE 3 15,500 0 0
PHILLIPS PETROLEUM CO. COM 718507106 316.80 6,250 2 6,250
PHILLIPS PETROLEUM CO. COM 718507106 756.46 14,924 2 14,924
PHILLIPS PETROLEUM CO. COM 718507106 11,749.40 231,800 SH SOLE 3 207,100 0 24,700
PHILLIPS PETROLEUM CO. COM 718507106 3,264.80 64,410 SH OTH 3 3,200 0 0
PHILLIPS PETROLEUM CO. COM 718507106 304.10 6,000 SH SHD 1 6,000 0 0
PHILLIPS-VAN HEUSEN CORP COM 718592108 99.04 10,425 2 10,425
PHILLIPS-VAN HEUSEN CORP COM 718592108 396.10 41,700 SH SOLE 3 36,100 0 5,600
PHOENIX TECHNOLOGY LTD COM 719153108 391.50 24,000 SH SOLE 3 24,000 0 0
PHONE.COM COM 71920Q100 8,994.10 138,105 SH SOLE 3 137,505 0 300
PHONE.COM INC. COM 71920Q100 1,080.10 16,585 2 16,585
PHONE.COM INC. COM 71920Q100 3,230.07 49,598 2 49,598
PHOTOGEN TECHNOLOGIES INC. COM 71932A101 286.78 34,500 2 34,500
PHOTOGEN TECHNOLOGIES INC. COM 71932A101 1,872.39 225,250 2 225,250
PHOTON DYNAMICS INC. COM 719364101 2,457.20 32,900 SH SOLE 3 30,800 0 2,100
PHOTRONICS INC. COM 719405102 110.70 3,900 SH SOLE 3 0 0 3,900
PICTET ASIA GROWTH FUND USD COM TAM990EL4 1,064.19 14,632 SH SOLE 4 14,632
PIEDMONT NATURAL GAS CO INC. COM 720186105 146.10 5,500 SH SOLE 3 5,500 0 0
PIER 1 IMPORTS INC. (DELAWARE) COM 720279108 943.80 96,800 SH SOLE 3 82,500 0 14,300
PILGRIMS PRIDE CORP.-CL B COM 721467108 406.10 57,000 SH SOLE 3 57,000 0 0
PINNACLE ENTERTAINMENT INC. COM 723456109 13,089.20 673,400 SH SOLE 3 496,100 0 177,300
PINNACLE HOLDINGS INC. COM 72346N101 13,786.20 255,300 SH SOLE 3 210,300 0 45,000
PINNACLE HOLDINGS INC. COM 72346N101 787.05 14,575 2 14,575
PINNACLE SYSTEMS INC. COM 723481107 1,427.80 63,500 SH SOLE 3 56,200 0 7,300
PINNACLE WEST CAPITAL CORP COM 723484101 4,430.90 130,800 SH SOLE 3 107,400 0 23,400
PINNACLE WEST CAPITAL CORP COM 723484101 3,211.70 94,810 SH OTH 3 0 0 94,800
PIONEER GRP INC. COM 723684106 182.20 4,300 SH SOLE 3 0 0 4,300
PIONEER NATURAL RES COM 723787107 926.90 72,700 SH SOLE 3 63,000 0 9,700
PIONEER STAND. ELECTRNCS COM 723877106 5,162.50 350,000 SH SOLE 3 335,200 0 6,500
PITNEY-BOWES INC. COM 724479100 2,228.00 55,700 SH SOLE 3 55,700 0 0
PITNEY-BOWES INC. COM 724479100 296.40 7,410 SH OTH 3 200 0 7,200
PITNEY-BOWES INC. COM 724479100 642.48 16,062 2 16,062
PITT DESMOINES INC. COM 724508106 1.90 100 SH SOLE 3 100 0 0
PITTSTON BRINK'S GRP COM 725701106 21,983.30 1,606,084 SH SOLE 3 1,298,363 0 307,721
PITTSTON BRINK'S GRP COM 725701106 1,185.30 86,600 SH OTH 3 0 0 86,600
PLACER DOME INC. COM 725906101 9.60 1,000 SH OTH 3 1,000 0 0
PLAINS ALL AMERICAN PIPELINE COM 726503105 17,796.84 955,535 2 955,535
PLAINS ALL AMERICAN PIPELINE COM 726503105 6,905.68 370,775 2 370,775
PLAINS RESOURCES INC. (NEW) COM 726540503 120.00 7,500 SH SOLE 3 0 0 7,500
PLANET HOLLYWOOD INTL INC. COM 727025108 14.80 1,476,000 SH SOLE 3 1,476,000 0 0
PLANTRONICS INC. COM 727493108 1,270.50 11,000 SH SOLE 3 8,500 0 2,500
PLAYBOY ENTERPRISES INC. CL-B COM 728117300 186.70 14,500 SH SOLE 3 14,500 0 0
PLAYTEX PRODS, INC. COM 72813P100 20,181.50 1,784,000 SH SOLE 3 1,779,800 0 4,200
PLAYTEX PRODS, INC. COM 72813P100 240.54 21,263 2 21,263
PLEXUS CORP COM 729132100 3,593.40 31,800 SH SOLE 3 29,000 0 2,800
PLUG POWER INC. COM 72919P103 1,490.63 23,850 2 23,850
PLUM CREEK TIMBER CO INC. COM 729251108 287.04 11,040 2 11,040
PLX TECHNOLOGIES COM 693417107 112.00 2,700 SH SOLE 3 0 0 2,700
PLX TECHNOLOGY INC. COM 693417107 311.25 7,500 2 7,500
PMA CAPITAL CORP. COM 693419202 524.40 27,600 SH SOLE 3 23,300 0 4,300
PMC - SIERRA INC. COM 69344F106 96,363.00 542,317 SH SOLE 3 490,477 0 11,700
PMC - SIERRA INC. COM 69344F106 2,644.00 14,880 SH OTH 3 2,880 0 4,600
PMC - SIERRA INC. COM 69344F106 497.50 2,800 SH SHD 1 2,800 0 0
PMC-SIERRA INC. COM 69344F106 22,811.88 128,382 2 128,382
PMC-SIERRA INC. CLL 69344F106 261.25 5,000 CALL 2 5,000
PMC-SIERRA INC. COM 69344F106 17,619.31 99,159 2 99,159
PMI GRP, INC. COM 69344M101 20,845.40 438,850 SH SOLE 3 404,850 0 34,000
PMI GRP, INC. COM 69344M101 7,051.40 148,450 SH OTH 3 7,700 0 71,200
PMI GRP, INC. COM 69344M101 731.50 15,400 SH SHD 1 15,400 0 0
PNC FINANCIAL SVCS GRP COM 693475105 25,565.10 545,388 SH SOLE 3 518,988 0 26,400
PNC FINANCIAL SVCS GRP COM 693475105 6,806.70 145,210 SH OTH 3 17,100 0 0
PNC FINL SVCS GRP INC. COM 693475105 1,271.67 27,129 2 27,129
POCAHONTAS BANCORP COM 730234101 69.95 11,000 2 11,000
POGO PRODUCING CO COM 730448107 3,330.48 150,530 2 150,530
POGO PRODUCING CO COM 730448107 12,523.17 566,019 2 566,019
POGO PRODUCING CO COM 730448107 878.40 39,700 SH SOLE 3 31,600 0 8,100
POGO PRODUCING CO (REGISTERED) CNV 730448AE7 634.29 770,000 2 770,000
POHANG IRON & STEEL CO LTD ADR COM 730450103 485.30 20,220 SH OTH 3 9,900 0 10,320
POLARIS INDS INC. COM 731068102 7,734.00 241,688 SH SOLE 3 241,688 0 0
POLAROID CORP. COM 731095105 92.10 5,100 SH SOLE 3 0 0 5,100
POLAROID CORP. COM 731095105 0.20 10 SH OTH 3 0 0 0
POLO RALPH LAUREN CORP COM 731572103 157.25 11,035 2 11,035
POLYCOM INC. COM 73172K104 1,270.30 13,500 SH OTH 3 0 0 13,500
POLYCOM INC. COM 73172K104 884.50 9,400 SH SOLE 3 4,200 0 5,200
POLYMEDICA INDS INC. COM 731738100 1,544.00 35,700 SH SOLE 3 33,300 0 2,400
POLYPHASE CORP COM 731791109 11.25 15,000 2 15,000
POPE & TALBOT CO COM 732827100 489.60 30,600 SH SOLE 3 30,600 0 0
POPULAR INC. COM 733174106 13.30 700 SH SOLE 3 700 0 0
PORTAL SOFTWARE COM 736126103 23,034.70 360,622 SH SOLE 3 357,922 0 1,300
PORTAL SOFTWARE, INC. COM 736126103 1,533.00 24,000 2 24,000
PORTAL SOFTWARE, INC. COM 736126103 5,833.96 91,334 2 91,334
POTASH CORP. OF SASKATCHEWAN COM 73755L107 6,037.50 109,400 SH SOLE 3 109,400 0 0
POTLATCH CORP COM 737628107 0.30 10 SH OTH 3 0 0 0
POTOMAC ELEC.POWER CO. COM 737679100 25.00 1,000 SH SOLE 3 1,000 0 0
POWER INTEGRATIONS INC. COM 739276103 103.70 4,400 SH SOLE 3 0 0 4,400
POWER-ONE INC. COM 739308104 14,453.00 126,850 SH SOLE 3 124,150 0 1,000
POWERTEL INC. COM 73936C109 354.70 5,000 SH SOLE 3 5,000 0 0
POWERTEL INC. COM 73936C109 1,023.84 14,433 2 14,433
POWERWAVE TECHNOLOGIES INC. COM 739363109 12,086.80 274,700 SH SOLE 3 260,700 0 11,300
POWERWAVE TECHNOLOGIES INC. COM 739363109 1,698.40 38,600 SH OTH 3 0 0 38,600
PPG INDS INC. COM 693506107 16,555.20 373,600 SH SOLE 3 356,900 0 16,700
PPG INDS INC. COM 693506107 2,229.40 50,310 SH OTH 3 9,400 0 0
PPG INDS INC. COM 693506107 141.80 3,200 SH SHD 1 3,200 0 0
PPL CORP. COM 69351T106 4.40 200 SH SOLE 3 200 0 0
PPL CORP. COM 69351T106 0.20 10 SH OTH 3 0 0 0
PRAXAIR INC. COM 74005P104 39,138.50 1,045,435 SH SOLE 3 961,535 0 70,400
PRAXAIR INC. COM 74005P104 8,880.50 237,210 SH OTH 3 22,500 0 0
PRAXAIR INC. COM 74005P104 497.90 13,300 SH SHD 1 13,300 0 0
PRAXAIR INC. COM 74005P104 286.77 7,660 2 7,660
PRE PAID LEGAL SVCS INC. COM 740065107 158.30 5,300 SH SOLE 3 0 0 5,300
PRECISION CASTPARTS CORP. COM 740189105 5,502.40 121,600 SH SOLE 3 104,000 0 17,600
PRECISION CASTPARTS CORP. COM 740189105 4,072.50 90,000 SH OTH 3 0 0 59,100
PRECISION DRILLING CORP CL A COM 74022D100 18,915.40 489,719 2 489,719
PRECISION OPTICS INC. MASS COM 740294103 175.22 10,500 2 10,500
PREDICTIVE SYS INC. COM 74036W102 16,680.75 464,160 2 464,160
PREMIER NATIONAL BANCORP INC. COM 74053F107 32.90 2,530 SH SOLE 3 0 0 2,530
PREMIER PARKS INC. (NEW) COM 740540208 320.80 14,100 SH SOLE 3 5,800 0 8,300
PRENTISS PROPERTIES COM 740706106 13,599.60 566,650 SH SOLE 3 506,850 0 55,500
PRENTISS PROPERTIES COM 740706106 398.40 16,600 SH OTH 3 0 0 0
PRESIDENTIAL LIFE CORP COM 740884101 86.00 6,200 SH SOLE 3 6,200 0 0
PRESSTEK INC. COM 741113104 107.70 6,600 SH SOLE 3 0 0 6,600
PRI AUTOMATION INC. COM 69357H106 1,660.90 25,400 SH SOLE 3 22,200 0 3,200
PRICE COMMUNICATIONS CORP NEW COM 741437305 1,669.97 70,874 2 70,874
PRICE COMMUNICATIONS CORP NEW COM 741437305 22,266.60 945,000 SH SOLE 3 732,990 0 212,010
PRICELINE.COM COM 741503106 5,458.40 143,700 SH SOLE 3 142,600 0 500
PRICELINE.COM INC. COM 741503106 424.67 11,180 SH SOLE 4 11,180
PRICELINE.COM INC. COM 741503106 2,920.39 76,884 2 76,884
PRICELINE.COM INC. COM 741503106 12,892.28 339,410 2 339,410
PRICELINE.COM INC. PUT 741503106 3,248.00 116,000 PUT 2 116,000
PRIDE INTERNATIONAL INC. COM 741932107 618.75 25,000 2 25,000
PRIDE INTERNATIONAL INC. COM 741932107 116.30 4,700 SH SOLE 3 4,700 0 0
PRIMARK CORP. COM 741903108 607.20 16,300 SH SOLE 3 16,300 0 0
PRIME GRP REALTY TR COM 74158J103 361.50 23,800 SH SOLE 3 18,500 0 5,300
PRIME MED SVCS INC. (NEW) COM 74156D108 10,188.10 1,314,600 SH SOLE 3 999,800 0 314,800
PRIME RETAIL INC. PFD CV PRF 741570303 422.10 60,300 2 60,300
PRIMEDIA INC. COM 74157K101 261.60 11,500 SH SOLE 3 11,500 0 0
PRIMEDIA INC. COM 74157K101 1,916.89 84,259 2 84,259
PRIMEX TECHNOLOGIES INC. COM 741597108 424.60 19,300 SH SOLE 3 16,900 0 2,400
PRIMUS TELECOMMUNICATIONS GRP COM 741929103 703.96 28,300 2 28,300
PRIMUS TELECOMMUNICATIONS GRP COM 741929103 1,059.70 42,600 SH SOLE 3 37,900 0 4,700
PRINCETON VIDEO IMAGE INC. COM 742476104 57.50 10,000 2 10,000
PRIORITY HEALTHCARE CORP COM 74264T102 9,052.20 121,812 SH SOLE 3 119,712 0 2,100
PRISON REALTY TR INC. COM 74264N105 24.10 7,875 SH SOLE 3 7,875 0 0
PROCOM TECHNOLOGY INC. COM 74270W107 118.90 2,300 SH SOLE 3 1,000 0 1,300
PROCTER & GAMBLE CO COM 742718109 67,696.92 1,182,479 2 1,182,479
PROCTER & GAMBLE CO COM 742718109 68,972.22 1,204,755 2 1,204,755
PROCTER & GAMBLE CO COM 742718109 114,846.70 2,006,056 SH SOLE 3 1,796,776 0 205,340
PROCTER & GAMBLE CO COM 742718109 22,852.00 399,162 SH OTH 3 48,350 0 11,700
PROCTER & GAMBLE CO COM 742718109 53,580.85 935,910 SH SOLE 4 935,910
PROCURENET INC. COM 742804107 0.00 3,200 SH SOLE 3 3,200 0 0
PRODIGY COMMUNICATIONS CORP COM 74283P206 383.78 36,550 2 36,550
PROFESSIONALS GRP INC. COM 742954100 4.90 200 SH SOLE 3 200 0 0
PROFIT RECOVERY GRP INTL COM 743168106 575.20 34,600 SH SOLE 3 25,950 0 8,650
PROGRESS SOFTWARE COM 743312100 4,735.50 264,000 SH SOLE 3 255,600 0 8,400
PROGRESSIVE CORP OF OHIO COM 743315103 8.10 110 SH OTH 3 100 0 0
PROJECT SOFTWARE & DEV INC. COM 74339P101 12,238.20 679,900 SH SOLE 3 676,000 0 3,900
PROJECT SOFTWARE & DEV INC. COM 74339P101 1,395.36 77,520 2 77,520
PROLOGIS TR COM 743410102 3,972.46 186,391 2 186,391
PROLOGIS TR COM 743410102 271.01 12,716 2 12,716
PROLOGIS TR COM 743410102 9,166.50 430,100 SH SOLE 3 369,800 0 60,300
PROLOGIS TR COM 743410102 428.40 20,100 SH OTH 3 0 0 0
PROTECTION ONE INC. COM 743663304 4,620.60 2,112,296 SH SOLE 3 1,546,996 0 565,300
PROTECTION ONE INC. COM 743663304 70.00 32,000 2 32,000
PROTECTIVE LIFE CORP COM 743674103 1,658.74 62,300 2 62,300
PROTECTIVE LIFE CORP COM 743674103 913.20 34,300 SH OTH 3 0 0 34,300
PROTECTIVE LIFE CORP COM 743674103 394.10 14,800 SH SOLE 3 9,900 0 4,900
PROTEIN DESIGN LABS COM 74369L103 6,070.30 36,800 SH SOLE 3 35,700 0 500
PROVIDENT BANKSHARES CORP COM 743859100 80.80 5,985 SH SOLE 3 840 0 5,145
PROVIDENT FINANCIAL GRP COM 743866105 704.90 29,600 SH OTH 3 0 0 29,600
PROVIDENT FINANCIAL GRP COM 743866105 547.70 23,000 SH SOLE 3 12,300 0 10,700
PROVIDENT FINANCIAL GRP COM 743866105 596.50 25,050 2 25,050
PROVIDENT FINANCIAL GRP COM 743866105 714.73 30,015 2 30,015
PROVIDIAN FINANCIAL CORP COM 74406A102 35,421.66 393,574 2 393,574
PROVIDIAN FINANCIAL CORP COM 74406A102 60,016.41 666,849 2 666,849
PROVIDIAN FINANCIAL CORP COM 74406A102 12,449.30 138,326 SH SOLE 3 135,626 0 2,700
PROVIDIAN FINANCIAL CORP COM 74406A102 3,609.90 40,110 SH OTH 3 1,900 0 0
PROVIDIAN FINANCIAL CORP COM 74406A102 108.00 1,200 SH SHD 1 1,200 0 0
PROVIDIAN FINANCIAL CORP COM 74406A102 4,330.80 48,120 SH SOLE 4 48,120
PROVINC.E HEALTHCARE CO. COM 743977100 747.80 20,700 SH SOLE 3 15,900 0 4,800
PROXICOM INC. COM 744282104 6,470.30 135,150 SH SOLE 3 134,050 0 500
PROXIM INC. COM 744284100 1,949.70 19,700 SH SOLE 3 17,700 0 2,000
PS BUSINESS PARKS INC./CA COM 69360J107 662.40 27,600 SH SOLE 3 22,400 0 5,200
PSINET INC. COM 74437C101 4,050.20 161,200 SH SOLE 3 158,600 0 1,200
PSINET INC. COM 74437C101 499.49 19,880 2 19,880
PSS WORLD MEDICAL INC. COM 69366A100 266.73 39,700 2 39,700
PSS WORLD MEDICL INC. COM 69366A100 393.70 58,600 SH SOLE 3 58,600 0 0
PT INDONESIAN SATELLITE COM 715680104 2,758.40 242,500 SH OTH 3 0 0 0
PT INDONESIAN SATELLITE COM 715680104 364.00 32,000 SH SOLE 3 32,000 0 0
PTEK HLDGS INC. COM 69366M104 136.83 42,100 2 42,100
PUBLIC SERV.CO.NEW MEX. COM 744499104 16,610.80 1,076,000 SH SOLE 3 1,007,900 0 60,200
PUBLIC SERV.CO.NEW MEX. COM 744499104 568.10 36,800 SH OTH 3 0 0 36,800
PUBLIC STORAGE INC. COM 74460D109 11,300.40 482,150 SH SOLE 3 434,750 0 47,400
PUBLIC STORAGE INC. COM 74460D109 339.80 14,500 SH OTH 3 0 0 0
PUBLIC-SVC ENTERPRISE GRP COM 744573106 25,452.80 735,100 SH SOLE 3 719,200 0 15,900
PUBLIC-SVC ENTERPRISE GRP COM 744573106 7,351.20 212,310 SH OTH 3 13,500 0 0
PUBLIC-SVC ENTERPRISE GRP COM 744573106 515.90 14,900 SH SHD 1 14,900 0 0
PUGET SOUND PWR.& LT.CO. COM 745332106 714.00 33,500 SH SOLE 3 33,500 0 0
PUGET SOUND PWR.& LT.CO. COM 745332106 432.60 20,300 SH OTH 3 0 0 20,300
PULITZER INC. COM 745769109 17,549.20 415,980 SH SOLE 3 411,280 0 4,700
PULITZER INC. COM 745769109 464.10 11,000 SH OTH 3 0 0 11,000
PULITZER INC. COM 745769109 210.94 5,000 2 5,000
PULTE CORP COM 745867101 979.60 45,300 SH SOLE 3 39,700 0 5,600
PULTE CORP COM 745867101 932.30 43,110 SH OTH 3 0 0 0
PUMA TECHNOLOGY INC. COM 745887109 1,136.90 42,400 SH SOLE 3 37,500 0 4,900
PURCHASEPRO.COM INC. COM 746144104 586.30 14,300 SH SOLE 3 12,800 0 1,500
PURCHASEPRO.COM INC. COM 746144104 7,747.20 188,956 2 188,956
PURE RES INC. COM 74622E102 460.66 25,771 2 25,771
PXRE GRP LIMITED COM G73018106 5,428.40 402,100 SH SOLE 3 390,400 0 0
QIAGEN N.V. COM N72482107 1,461.60 8,400 2 8,400
QIAGEN N.V. COM N72482107 826.50 4,750 2 4,750
QIAGEN N.V. (EUR) RSTRCTD STK COM 748991114 7,921.08 44,900 SH SOLE 4 44,900
QLOGIC CORP COM 747277101 568.14 8,600 2 8,600
QLOGIC CORP COM 747277101 7,702.90 116,600 SH SOLE 3 104,700 0 11,000
QLOGIC CORP COM 747277101 2,649.10 40,100 SH OTH 3 0 0 40,100
QRS CORP COM 74726X105 90.90 3,700 SH SOLE 3 0 0 3,700
QUAKER OATS CO. COM 747402105 1,387.11 18,464 2 18,464
QUAKER OATS CO. COM 747402105 17,568.00 233,850 SH SOLE 3 201,800 0 29,850
QUAKER OATS CO. COM 747402105 1,138.90 15,160 SH OTH 3 450 0 0
QUALCOMM INC. COM 747525103 296,627.20 4,943,786 SH SOLE 3 4,327,506 0 448,550
QUALCOMM INC. COM 747525103 20,457.40 340,956 SH OTH 3 60,300 0 7,580
QUALCOMM INC. COM 747525103 2,124.00 35,400 SH SHD 1 35,400 0 0
QUALCOMM INC. COM 747525103 7,896.66 131,611 2 131,611
QUALCOMM INC. CLL 747525103 105.00 10,000 CALL 2 10,000
QUALCOMM INC. COM 747525103 17,218.86 286,981 2 286,981
QUANEX CORP COM 747620102 1,616.90 108,700 SH SOLE 3 103,900 0 4,800
QUANTA SVCS INC. COM 74762E102 2,090.00 38,000 SH OTH 3 0 0 19,500
QUANTA SVCS INC. COM 74762E102 1,526.20 27,750 SH SOLE 3 27,750 0 0
QUANTA SVCS INC. COM 74762E102 13,335.96 242,472 2 242,472
QUANTA SVCS INC. COM 74762E102 42,760.08 777,456 2 777,456
QUANTUM CO DLT & STORAGE COM 747906204 565.80 58,400 SH OTH 3 0 0 58,400
QUANTUM CO DLT & STORAGE COM 747906204 535.70 55,300 SH SOLE 3 33,900 0 21,400
QUANTUM CORP - HARD DISK DRIVE COM 747906303 903.80 81,700 SH SOLE 3 65,000 0 16,700
QUANTUM CORP SUB CV CNV 747906AC9 236.63 300,000 2 300,000
QUEBECOR WORLD INC. COM 748203106 48.50 2,000 SH SOLE 3 2,000 0 0
QUEST DIAGNOSTICS, INC. COM 74834L100 10,801.40 144,500 SH SOLE 3 141,700 0 1,400
QUEST SOFTWARE, INC. COM 74834T103 16.60 300 SH SOLE 3 300 0 0
QUICKLOGIC CORP (CALIF) COM 74837P108 222.50 10,000 2 10,000
QUINTEL COMMUNICATIONS INC. COM 748762101 36.75 12,000 2 12,000
QUINTILES TRANSNATIONAL CORP COM 748767100 141.25 10,000 2 10,000
QUINTILES TRANSNATIONAL CORP COM 748767100 282.50 20,000 2 20,000
QUINTILES TRANSNATIONAL CORP COM 748767100 3,601.00 254,939 SH SOLE 3 254,939 0 0
QUINTILES TRANSNATIONAL CORP COM 748767100 0.10 10 SH OTH 3 0 0 0
QUINTUS CORP COM 748798105 585.81 29,498 2 29,498
QUORUM HEALTH GRP, INC. COM 749084109 16,375.70 1,587,950 SH SOLE 3 1,266,950 0 321,000
QUORUM HEALTH GRP, INC. COM 749084109 582.73 56,507 2 56,507
QUORUM HEALTH GRP, INC. COM 749084109 2,442.26 236,825 2 236,825
QWEST COMMUNICATIONS INTL INC COM 749121109 38,290.70 770,506 SH SOLE 3 742,657 0 26,344
QWEST COMMUNICATIONS INTL INC. COM 749121109 1,329.20 26,589 SH OTH 3 978 0 0
QWEST COMMUNICATIONS INTL INC. COM 749121109 4,832.81 97,264 2 97,264
QWEST COMMUNICATIONS INTL INC. COM 749121109 13,356.99 268,820 2 268,820
R & B FALCON CORP COM 74912E101 589.06 25,000 2 25,000
R & B FALCON CORP COM 74912E101 28.30 1,200 SH SOLE 3 1,200 0 0
R R DONNELLEY & SONS CO COM 257867101 3,676.50 162,948 SH SOLE 3 162,948 0 0
R R DONNELLEY & SONS CO COM 257867101 0.20 10 SH OTH 3 0 0 0
R.H. DONNELLY CORP. COM 74955W307 288.70 14,900 SH OTH 3 0 0 14,900
R.H. DONNELLY CORP. COM 74955W307 1.90 100 SH SOLE 3 100 0 0
R.J.REYNOLDS TOBACCO HOLDINGS COM 76182K105 887.43 31,765 2 31,765
RADIAN GRP COM 750236101 9,597.30 185,454 SH SOLE 3 185,454 0 0
RADIAN GRP INC. COM 750236101 11,648.93 225,100 2 225,100
RADIAN GRP INC. COM 750236101 2,615.96 50,550 2 50,550
RADIANT SYSTEMS INC. COM 75025N102 1,135.20 47,300 SH SOLE 3 42,800 0 4,500
RADIO ONE CL D NON VOTING COM 75040P405 66.20 3,000 SH SOLE 3 1,200 0 1,800
RADIO ONE INC. COM 75040P405 209.90 9,514 2 9,514
RADIO ONE INC. COM 75040P108 473.00 16,000 SH SOLE 3 16,000 0 0
RADIOLOGIX INC. COM 75040K109 36.00 10,100 SH SOLE 3 0 0 0
RADIOSHACK CORP COM 750438103 2,144.05 45,257 2 45,257
RADIOSHACK CORP COM 750438103 46,135.90 973,844 SH SOLE 3 739,969 0 230,945
RADIOSHACK CORP COM 750438103 3,084.30 65,105 SH OTH 3 13,980 0 6,400
RADISYS CORP COM 750459109 1,557.80 27,450 SH SOLE 3 24,550 0 2,900
RAINBOW TECHNOLOGIES INC. COM 750862104 841.20 17,300 SH SOLE 3 14,500 0 2,800
RALSTON-RALSTON PURINA GRP COM 751277302 71,683.30 3,595,403 SH SOLE 3 2,699,641 0 887,462
RALSTON-RALSTON PURINA GRP COM 751277302 7,910.30 396,753 SH OTH 3 94,918 0 50,527
RALSTON-RALSTON PURINA GRP COM 751277302 117.60 5,900 SH SHD 1 5,900 0 0
RALSTON-RALSTON PURINA GRP COM 751277302 1,868.42 93,714 2 93,714
RAMBUS INC. COM 750917106 45,127.60 438,132 SH SOLE 3 438,132 0 0
RAMBUS INC. COM 750917106 1,994.08 19,360 2 19,360
RAMP NETWORKS INC. COM 751567108 218.50 18,400 SH SOLE 3 16,000 0 2,400
RANKIN AUTOMOTIVE GRP INC. COM 753050103 14.44 11,000 2 11,000
RARE HOSPITALITY INTL INC. COM 753820109 10,994.90 389,200 SH SOLE 3 381,100 0 8,100
RARE MEDIUM GRP INC. COM 75382N109 570.80 36,100 SH SOLE 3 32,100 0 4,000
RATIONAL SOFTWARE CORP COM 75409P202 8,817.91 94,880 2 94,880
RATIONAL SOFTWARE CORP COM 75409P202 17,750.13 190,990 2 190,990
RATIONAL SOFTWARE CORP (NEW) COM 75409P202 11,408.60 122,756 SH SOLE 3 108,156 0 13,500
RATIONAL SOFTWARE CORP (NEW) COM 75409P202 4,172.90 44,900 SH OTH 3 0 0 44,900
RAWLINGS SPORTING GOODS CO COM 754459105 325.00 50,000 2 50,000
RAYMOND JAMES FINANCIAL INC. COM 754730109 1,991.20 88,500 SH SOLE 3 77,400 0 11,100
RAYONIER INC. COM 754907103 1,331.00 37,100 SH SOLE 3 23,000 0 14,100
RAYONIER INC. COM 754907103 552.50 15,400 SH OTH 3 0 0 15,400
RAYTHEON CO. CL-B (NEW) COM 755111408 498.58 25,900 2 25,900
RAYTHEON CO. CL-B (NEW) COM 755111408 481.79 25,028 2 25,028
RAYTHEON CO. CL B COM 755111408 2,239.00 116,310 SH OTH 3 300 0 0
RAYTHEON CO. CL B COM 755111408 340.70 17,700 SH SOLE 3 17,700 0 0
RAZORFISH INC. COM 755236106 496.30 30,900 SH SOLE 3 29,100 0 1,800
RAZORFISH INC. COM 755236106 1,188.63 74,000 2 74,000
RCM TECHNOLOGIES INC. COM 749360400 4,228.80 573,400 SH SOLE 3 463,800 0 109,600
RCN CORP. COM 749361101 629.30 24,800 SH SOLE 3 24,500 0 300
RCN CORP. COM 749361101 5.10 200 SH OTH 3 200 0 0
READ RITE CORP COM 755246105 64.66 29,142 2 29,142
READER'S DIGEST ASSOC., INC. COM 755267101 322.00 8,100 SH SOLE 3 100 0 8,000
READER'S DIGEST ASSOC., INC. COM 755267101 5,127.75 129,000 2 129,000
READING ENTERTAINMENT INC. COM 755358108 63.59 11,059 2 11,059
REALNETWORKS, INC. COM 75605L104 7,943.40 157,100 SH SOLE 3 155,800 0 600
REALNETWORKS, INC. COM STK COM 75605L104 758.44 15,000 SH SOLE 4 15,000
REALNETWORKS, INC. COM 75605L104 4,208.82 83,240 2 83,240
REALNETWORKS, INC. COM 75605L104 47,841.33 946,182 2 946,182
REALTY INC.OME CORP. COM 756109104 1,208.80 51,300 SH SOLE 3 51,300 0 0
RECKSON ASSOC REALTY CORP COM 75621K304 589.13 23,160 2 23,160
RECKSON ASSOC REALTY CORP COM 75621K304 2,035.51 80,020 2 80,020
RECKSON ASSOCIATES REALTY CP COM 75621K106 463.13 19,500 2 19,500
RECKSON ASSOCIATES REALTY CP COM 75621K106 539.84 22,730 2 22,730
RECKSON ASSOCIATES REALTY CP COM 75621K106 4,558.80 191,950 SH SOLE 3 165,500 0 24,250
RECKSON ASSOCIATES REALTY CP COM 75621K106 109.20 4,600 SH OTH 3 0 0 0
RECKSON ASSOCIATES REALTY CP PRF 75621K205 273.27 12,600 2 12,600
RED HAT INC. COM 756577102 2,638.60 97,500 SH SOLE 3 96,400 0 500
RED HAT, INC. COM 756577102 849.57 31,393 2 31,393
RED HAT, INC. COM 756577102 5,171.67 191,101 2 191,101
REDBACK NETWORK COM 757209101 58,009.60 323,850 SH SOLE 3 286,950 0 1,200
REDBACK NETWORKS COM 757209101 3,947.02 22,035 2 22,035
REDBACK NETWORKS COM 757209101 13,680.85 76,376 2 76,376
REDBACK NETWORKS INC. 144A CNV 757209AA9 285.31 250,000 2 250,000
REDIFF.COM INDIA LIMITED COM 757479100 1,287.72 91,980 2 91,980
REDIFF.COM INDIA LIMITED COM 757479100 1,725.36 123,240 2 123,240
REEBOK INTERNATIONAL LTD COM 758110100 1,687.80 105,900 SH SOLE 3 100,000 0 5,900
REEBOK INTERNATIONAL LTD COM 758110100 0.20 10 SH OTH 3 0 0 0
REGENCY REALTY CORP COM 758939102 869.20 36,600 SH SOLE 3 36,600 0 0
REGENERON PHARMACEUTICAL INC. COM 75886F107 89.40 3,000 SH SOLE 3 0 0 3,000
REGIONS FINANCIAL CORP COM 758940100 497.75 25,044 2 25,044
REGIONS FINANCIAL CORP COM 758940100 6,006.38 302,208 2 302,208
REGIONS FINANCIAL CORP COM 758940100 894.40 45,000 SH SOLE 3 45,000 0 0
REGIONS FINANCIAL CORP COM 758940100 0.20 10 SH OTH 3 0 0 0
RELIANCE GRP HOLDINGS INC. COM 759464100 34.02 45,364 2 45,364
RELIANCE STEEL & ALUMINUM CO COM 759509102 764.00 39,950 SH SOLE 3 36,000 0 3,950
RELIANT ENERGY INC. COM 75952J108 233.54 7,900 2 7,900
RELIANT ENERGY INC. COM 75952J108 8,413.50 284,600 SH SOLE 3 253,900 0 30,700
RELIANT ENERGY INC. COM 75952J108 5,451.60 184,410 SH OTH 3 300 0 27,900
RELIANT ENERGY INC. COM 75952J108 384.30 13,000 SH SHD 1 13,000 0 0
RELIASTAR FINANCIAL CORP COM 75952U103 308.96 5,892 2 5,892
REMEC INC. COM 759543101 1,783.90 42,600 SH SOLE 3 38,700 0 3,900
REMEC INC. COM 759543101 519.63 12,409 2 12,409
REMEDY CORP COM 759548100 8,884.32 159,360 2 159,360
REMEDY CORP COM 759548100 2,514.30 45,100 SH SOLE 3 40,900 0 4,200
RENAISSANCE WORLDWIDE INC. COM 75968A109 355.84 227,739 2 227,739
RENAL CARE GRP INC. COM 759930100 14,473.80 591,900 SH SOLE 3 460,059 0 131,841
RENT-A-CENTER INC. COM 76009N100 785.20 34,900 SH SOLE 3 26,300 0 8,600
RENT-WAY INC. COM 76009U104 1,187.90 40,700 SH SOLE 3 34,700 0 6,000
REPSOL, S.A. ADS COM 76026T205 4,645.93 234,495 2 234,495
REPSOL, S.A. ADS COM 76026T205 2,255.46 113,840 2 113,840
REPUBLIC BANCORP COM 760282103 60.00 6,710 SH SOLE 3 0 0 6,710
REPUBLIC FIRST BANCORP INC. COM 760416107 61.54 13,305 2 13,305
REPUBLIC GRP INC. COM 760473108 2.70 300 SH SOLE 3 300 0 0
REPUBLIC SECURITY FINANCIAL CORP COM 760758102 860.70 172,147 SH SOLE 3 158,647 0 13,500
REPUBLIC SVCS INC. CL A COM 760759100 22,524.80 1,407,800 SH SOLE 3 1,376,300 0 31,500
REPUBLIC SVCS INC. CL A COM 760759100 1,233.60 77,100 SH OTH 3 0 0 0
REPUBLIC SVCS INC. COM 760759100 208.51 13,032 2 13,032
RES-CARE INC. COM 760943100 8,521.30 1,585,350 SH SOLE 3 1,226,150 0 359,200
RESIDUAL VALUE OBLIGATION ASSOCS 1ST CAPCOM 046008207 0.30 9,100 SH SOLE 3 0 0 9,100
RESMED INC. COM 761152107 1,214.50 45,400 SH SOLE 3 39,900 0 5,500
RESORTQUEST INTL INC. COM 761183102 143.50 28,000 2 28,000
RESOURCE AMERICA INC. COM 761195205 371.00 56,800 SH SOLE 3 56,800 0 0
RESOURCE AMERICA INC. CL-A COM 761195205 1,331.65 203,889 2 203,889
RESOURCE BANCSHARES MTG GRP COM 761197102 521.40 124,525 SH SOLE 3 124,525 0 0
RESPIRONICS INC. COM 761230101 581.40 32,300 SH SOLE 3 22,500 0 9,800
RESTORATION HARDWARE INC. COM 760981100 933.41 169,711 2 169,711
RETEK INC. COM 76128Q109 387.20 12,100 SH SOLE 3 11,000 0 1,100
REUTERS GRP PLC SPONS ADR COM 76132M102 494.19 4,945 2 4,945
REUTERS GRP PLC SPONS ADR COM 76132M102 5,660.16 56,637 2 56,637
REYNOLDS & REYNOLDS CO CL A COM 761695105 788.40 43,200 SH OTH 3 0 0 43,200
REYNOLDS & REYNOLDS CO CL A COM 761695105 768.30 42,100 SH SOLE 3 27,500 0 14,600
RF MICRO DEVICES INC. COM 749941100 12,975.00 148,074 SH SOLE 3 146,474 0 700
RF MICRO DEVICES INC. COM 749941100 61.30 700 SH OTH 3 700 0 0
RF MICRO DEVICES INC. COM 749941100 443.38 5,060 2 5,060
RF MICRO DEVICES INC. COM 749941100 315.45 3,600 2 3,600
RGS ENERGY GRP COM 74956K104 3,248.50 146,000 SH SOLE 3 129,500 0 16,500
RHYTHMS NETCONNECTIONS COM 762430205 851.70 67,800 SH SOLE 3 59,400 0 8,400
RHYTHMS NETCONNECTIONS INC. COM 762430205 571.10 45,461 2 45,461
RICHMOND COUNTY FINANCIAL CORP COM 764556106 2,465.20 128,900 SH SOLE 3 120,700 0 8,200
RIGGS NATL CORP WASH D C COM 766570105 51.80 4,100 SH SOLE 3 4,100 0 0
RIGHTCHOICE MANAGED CARE-A COM 76657K101 118.10 7,500 SH SOLE 3 0 0 7,500
RITE AID CORP COM 767754104 267.75 40,800 2 40,800
RITE AID CORP COM 767754104 8,606.26 1,311,430 2 1,311,430
RITE AID CORP CLL 767754104 5.63 20,000 CALL 2 20,000
RITE AID CORP COM 767754104 0.10 10 SH OTH 3 0 0 0
RITE AID CORP CV NTS 5.25% 9/15/02 MS CNV 767754AL8 228.82 370,000 SH SOLE 4 370,000
RIVIANA FOODS, INC. COM 769536103 10,288.10 590,000 SH SOLE 3 590,000 0 0
RIVIANA FOODS, INC. COM 769536103 279.00 16,000 2 16,000
RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 7,286.00 260,797 SH SOLE 3 257,997 0 2,800
RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 1,064.40 38,100 SH OTH 3 2,800 0 0
RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 187.20 6,700 SH SHD 1 6,700 0 0
RLI CORP COM 749607107 542.10 15,600 SH SOLE 3 13,200 0 2,400
ROADWAY EXPRESS INC. COM 769742107 539.10 23,000 SH SOLE 3 17,900 0 5,100
ROANOKE ELEC STL CORP COM 769841107 202.50 16,200 2 16,200
ROBBINS MYERS INC. COM 770196103 698.10 30,600 SH SOLE 3 28,300 0 2,300
ROBERT HALF INTL INC. COM 770323103 23,116.30 811,100 SH SOLE 3 724,500 0 78,000
ROBERT HALF INTL INC. COM 770323103 6,609.10 231,900 SH OTH 3 3,600 0 136,800
ROBERT HALF INTL INC. COM 770323103 245.10 8,600 SH SHD 1 8,600 0 0
ROBERT MONDAVI CL A COM 609200100 1,921.00 62,600 SH SOLE 3 60,000 0 2,600
ROBOTIC VISION SYS INC. COM 771074101 1,063.80 59,100 SH SOLE 3 51,700 0 7,400
ROCK OF AGES COM 772632105 1,331.60 269,700 SH SOLE 3 269,700 0 0
ROCK-TENN CO. CL. A COM 772739207 103.60 12,100 SH SOLE 3 8,400 0 3,700
ROCKWELL INTERNATIONAL CORP NEW COM 773903109 2,014.11 63,940 2 63,940
ROCKWELL INTERNATIONAL CORP NEW COM 773903109 937.50 29,762 2 29,762
ROCKWELL INTERNATIONAL CORP NEW COM 773903109 365.40 11,600 SH SOLE 4 11,600
ROCKWELL INTERNATIONAL CORP NEW COM 773903109 13,821.80 438,786 SH SOLE 3 418,386 0 20,400
ROCKWELL INTERNATIONAL CORP NEW COM 773903109 1,411.50 44,810 SH OTH 3 7,800 0 0
ROCKWELL INTERNATIONAL CORP NEW COM 773903109 192.20 6,100 SH SHD 1 6,100 0 0
ROGERS CORP COM 775133101 311.50 8,900 SH SOLE 3 5,500 0 3,400
ROGUE WAVE SOFTWARE COM 775369101 1,080.37 221,615 2 221,615
ROHM AND HAAS CO COM 775371107 8,454.40 245,054 SH SOLE 3 225,254 0 19,800
ROHM AND HAAS CO COM 775371107 2,684.40 77,810 SH OTH 3 11,900 0 0
ROHM AND HAAS CO COM 775371107 269.10 7,800 SH SHD 1 7,800 0 0
ROLLINS INC. COM 775711104 139.80 9,400 SH SOLE 3 9,400 0 0
ROLLINS TRUCK LEASING CORP. COM 775741101 463.10 66,750 SH SOLE 3 62,550 0 4,200
ROPER INDS INC. (NEW) COM 776696106 486.90 19,000 SH SOLE 3 14,000 0 5,000
ROPER INDS INC. (NEW) COM 776696106 6,402.07 249,837 2 249,837
ROSLYN BANCORP INC. COM 778162107 41.50 2,500 SH SOLE 3 2,500 0 0
ROSS STORES,INC. COM 778296103 9,776.80 573,000 SH SOLE 3 558,500 0 14,500
ROSS STORES,INC. COM 778296103 1,419.60 83,200 SH OTH 3 0 0 83,200
ROSTELECOM - SPONSORED ADR COM 778529107 2,992.10 219,600 SH OTH 3 0 0 0
ROUSE CO COM 779273101 1,145.63 46,288 2 46,288
ROUSE CO COM 779273101 229.28 9,264 2 9,264
ROUSE CO COM 779273101 4,467.40 180,500 SH SOLE 3 151,850 0 28,650
ROUSE CO COM 779273101 178.20 7,200 SH OTH 3 0 0 0
ROWAN COS INC. COM 779382100 571.40 18,810 SH OTH 3 0 0 18,800
ROWAN COS INC. COM 779382100 397.90 13,100 SH SOLE 3 13,100 0 0
ROYAL BANK OF CANADA COM 780087102 209.80 4,059 2 4,059
ROYAL BANK OF SCOTLAND 7.25% PRF 780097879 603.56 29,000 2 29,000
ROYAL BANK OF SCOTLAND 7.25% PRF 780097879 952.17 45,750 2 45,750
ROYAL BANK OF SCOTLAND 7.40% PRF 780097887 474.38 23,000 2 23,000
ROYAL BANK OF SCOTLAND 7.40% PRF 780097887 206.25 10,000 2 10,000
ROYAL BK OF SCOTLAND GP PLC PRF 780097408 814.47 33,500 2 33,500
ROYAL BK OF SCOTLAND GRP PLC PRF 780097606 565.68 24,200 2 24,200
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 774.23 41,850 2 41,850
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 5,694.30 307,800 SH SOLE 3 302,000 0 5,800
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 753.00 40,700 SH OTH 3 7,200 0 31,300
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 353.40 19,100 SH SHD 1 19,100 0 0
ROYAL DUTCH PETROL CO. COM 780257804 180,034.20 2,924,414 SH SOLE 3 2,859,914 0 60,100
ROYAL DUTCH PETROL CO. COM 780257804 42,915.80 697,110 SH OTH 3 39,700 0 0
ROYAL DUTCH PETROL CO. COM 780257804 1,760.70 28,600 SH SHD 1 28,600 0 0
ROYAL DUTCH PETROLEUM CO. COM 780257804 14,738.49 239,407 2 239,407
ROYAL DUTCH PETROLEUM CO. COM 780257804 19,778.18 321,270 2 321,270
RSA SECURITY INC. COM 749719100 3,531.80 51,000 SH SOLE 3 49,700 0 800
RSA SECURITY INC. COM 749719100 13.80 200 SH OTH 3 200 0 0
RSA SECURITY INC. COM 749719100 692.50 10,000 2 10,000
RSA SECURITY INC. COM 749719100 346.25 5,000 2 5,000
RSL COMMUNICATIONS CL A COM G7702U102 5,030.00 439,781 SH SOLE 3 439,781 0 0
RSL COMMUNICATIONS, LTD. CL A COM G7702U102 194.44 17,000 2 17,000
RSL COMMUNICATIONS, LTD. CL A COM G7702U102 996.78 87,150 2 87,150
RTI INTERNATIONAL METALS COM 74973W107 166.10 14,600 SH SOLE 3 9,000 0 5,600
RUBY TUESDAY INC. COM 781182100 997.50 79,400 SH SOLE 3 55,000 0 24,400
RUDDICK CORP COM 781258108 298.90 25,300 SH SOLE 3 10,900 0 14,400
RURAL CELLULAR CORP CL-A COM 781904107 40,092.00 523,650 SH SOLE 3 395,800 0 127,850
RURAL/METRO CORP COM 781748108 85.31 52,501 2 52,501
RUSS BERRIE AND CO. INC. COM 782233100 413.90 21,500 SH SOLE 3 21,500 0 0
RUSSELL CORP COM 782352108 2,666.00 133,300 SH SOLE 3 129,400 0 3,900
RUSSELL CORP COM 782352108 0.20 10 SH OTH 3 0 0 0
RWD TECHNOLOGIES, INC. COM 74975B101 58.13 10,000 2 10,000
RYAN FAMILY STEAK HOUSES INC. COM 783519101 1,031.10 122,200 SH SOLE 3 117,700 0 4,500
RYDER SYSTEM INC. COM 783549108 1,422.20 75,100 SH SOLE 3 62,100 0 13,000
RYDER SYSTEM INC. COM 783549108 47.50 2,510 SH OTH 3 2,500 0 0
RYERSON TULL INC.(NEW) COM 78375P107 72.90 7,030 SH SOLE 3 2,100 0 4,930
RYERSON TULL INC.(NEW) COM 78375P107 103.75 10,000 2 10,000
RYLAND GRP INC. COM 783764103 1,624.00 73,400 SH SOLE 3 70,200 0 3,200
S C I SYSTEMS INC. COM 783890106 5,329.50 136,000 SH SOLE 3 113,700 0 20,400
S C I SYSTEMS INC. COM 783890106 2,178.80 55,600 SH OTH 3 0 0 55,600
S1 CORP COM 78463B101 484.90 20,800 2 20,800
S1 CORP COM 78463B101 14,422.63 618,665 2 618,665
S1 CORP. COM 78463B101 1,578.26 67,700 SH SOLE 4 67,700
S1 CORP. COM 78463B101 45,235.40 1,940,392 SH SOLE 3 1,575,722 0 199,270
S1 CORP. COM 78463B101 381.60 16,370 SH OTH 3 5,370 0 10,500
S3 INC. COM 784849101 718.30 48,700 SH SOLE 3 35,200 0 13,500
SAATCHI & SAATCHI PLC SPONS ADR COM 785144205 2,108.80 65,900 2 65,900
SABA SOFTWARE INC. COM 784932105 14.70 700 SH SOLE 3 0 0 700
SABA SOFTWARE INC. CMN COM 784932105 241.50 11,500 SH SOLE 4 11,500
SABA SOFTWARE INC. COM 784932105 481.01 22,905 2 22,905
SABA SOFTWARE INC. COM 784932105 2,380.25 113,345 2 113,345
SABINE RTY TR U.B.I. COM 785688102 1,168.23 72,730 2 72,730
SABRE GRP HOLDINGS INC. COM 785905100 3,461.90 121,469 SH SOLE 3 117,269 0 4,200
SABRE GRP HOLDINGS INC. COM 785905100 1,161.60 40,759 SH OTH 3 2,106 0 0
SABRE GRP HOLDINGS INC. COM 785905100 66.40 2,329 SH SHD 1 2,329 0 0
SABRE GRP HOLDINGS COM 785905100 1,986.93 69,717 2 69,717
SAFECO CORP COM 786429100 57.20 2,880 SH SOLE 3 2,880 0 0
SAFECO CORP COM 786429100 0.20 10 SH OTH 3 0 0 0
SAFEGUARD SCIENTIFICS COM 786449108 8,931.36 278,561 2 278,561
SAFEGUARD SCIENTIFICS COM 786449108 301.40 9,400 SH SOLE 3 9,400 0 0
SAFEWAY INC. COM 786514208 61,859.90 1,374,607 SH SOLE 3 1,329,307 0 42,500
SAFEWAY INC. COM 786514208 6,568.10 145,560 SH OTH 3 2,150 0 0
SAFEWAY INC. COM 786514208 882.00 19,600 SH SHD 1 19,600 0 0
SAFEWAY INC. COM STK COM 786514208 6,704.55 148,990 SH SOLE 4 148,990
SAFEWAY INC. COM 786514208 156,276.45 3,472,810 2 3,472,810
SAFEWAY INC. COM 786514208 175,590.99 3,902,022 2 3,902,022
SAGA COMMUNICATION INC. CL-A COM 786598102 22,796.30 1,036,194 SH SOLE 3 788,564 0 247,630
SAGA SYSTEMS INC. COM 786610105 485.10 39,000 SH SOLE 3 31,100 0 7,900
SAGENT COM 786693101 302.10 21,200 SH SOLE 3 18,500 0 2,700
SAKS INC. COM 79377W108 653.47 62,235 2 62,235
SAKS INC. COM 79377W108 969.30 92,314 SH SOLE 3 92,314 0 0
SALEM COMMUNICATIONS - CL A COM 794093104 9,762.00 1,051,800 SH SOLE 3 859,900 0 191,900
SALEM COMMUNICATIONS CL-A COM 794093104 92.81 10,000 2 10,000
SALTON INC. COM 795757103 2,618.10 71,000 SH SOLE 3 71,000 0 0
SAMSUNG ELECTRONICS-SPONS GDR COM 796050888 1,991.40 10,160 SH OTH 3 0 0 10,160
SAN JUAN BASIN RLTY UBI COM 798241105 200.00 20,000 2 20,000
SAN JUAN BASIN RLTY UBI COM 798241105 100.00 10,000 2 10,000
SANDISK COM 80004C101 28,568.40 466,900 SH SOLE 3 454,100 0 9,900
SANDISK COM 80004C101 3,212.30 52,500 SH OTH 3 2,200 0 22,500
SANDISK COM 80004C101 263.10 4,300 SH SHD 1 4,300 0 0
SANDISK CORP COM 80004C101 3,304.13 54,000 2 54,000
SANDISK CORP CLL 80004C101 227.50 10,000 CALL 2 10,000
SANDISK CORP COM 80004C101 5,200.02 84,985 2 84,985
SANGSTAT MEDICAL CORP COM 801003104 7,546.65 261,356 2 261,356
SANMINA CORP COM 800907107 1,410.75 16,500 2 16,500
SANMINA CORP COM 800907107 765.23 8,950 2 8,950
SANMINA CORP COM 800907107 23,127.80 270,500 SH SOLE 3 264,860 0 5,640
SANMINA CORP COM 800907107 1,172.20 13,710 SH OTH 3 0 0 13,700
SANTA CRUZ OPERATION, INC. COM 801833104 1,399.31 219,500 2 219,500
SANTA FE INTERNATIONAL CORP COM G7805C108 44,973.30 1,287,250 2 1,287,250
SANTA FE INTERNATIONAL CORP COM G7805C108 93,416.41 2,673,815 2 2,673,815
SANTA FE INTERNATIONAL CORP COM G7805C108 5,245.50 150,140 SH SOLE 3 129,240 0 19,300
SANTA FE INTERNATIONAL CORP COM G7805C108 7.00 200 SH OTH 3 200 0 0
SANTA FE INTERNATIONAL CORP COM G7805C108 16,621.52 475,750 SH SOLE 4 475,750
SANTA FE SNYDER CORP COM 80218K105 305.42 26,850 2 26,850
SANTA FE SNYDER CORP. COM 80218K105 4,596.60 404,101 SH SOLE 3 368,101 0 36,000
SANTA FE SNYDER CORP. COM 80218K105 1,449.20 127,400 SH OTH 3 0 0 127,400
SAP AKTIENGESELLSCHAFT COM 803054204 2,548.52 54,296 2 54,296
SAP AKTIENGESELLSCHAFT COM 803054204 4,087.55 87,085 2 87,085
SAPIENS INTL CORP N.V. COM N7716A102 102.58 16,250 2 16,250
SAPIENT CORP. COM 803062108 10,665.30 99,734 2 99,734
SAPIENT CORP. COM 803062108 95,816.11 896,001 2 896,001
SAPIENT CORP. COM 803062108 184,246.50 1,722,936 SH SOLE 3 1,720,636 0 1,700
SAPIENT CORP. COM 803062108 2,385.80 22,310 SH OTH 3 1,500 0 0
SAPIENT CORP. COM 803062108 139.00 1,300 SH SHD 1 1,300 0 0
SARA LEE CORP COM 803111103 6,985.33 361,700 2 361,700
SARA LEE CORP COM 803111103 1,626.89 84,240 2 84,240
SARA LEE CORP COM 803111103 82,060.10 4,249,068 SH SOLE 3 4,249,068 0 0
SARA LEE CORP COM 803111103 13.70 710 SH OTH 3 700 0 0
SARA LEE CORP COM 803111103 757.05 39,200 SH SOLE 4 39,200
SAUER-DANFOSS INC. COM 804137107 51.40 5,200 SH SOLE 3 5,200 0 0
SAUL CENTERS INC. COM 804395101 161.25 10,000 2 10,000
SAVVIS COMMUNICATIONS CORP COM 805423100 4,753.89 363,934 2 363,934
SAWTEK INC. COM 805468105 5,243.90 91,100 SH SOLE 3 83,500 0 7,600
SAWTEK INC. COM 805468105 2,647.90 46,000 SH OTH 3 0 0 27,900
SBA COMMUNICATIONS CORP COM 78388J106 825.80 15,900 SH SOLE 3 11,900 0 4,000
SBC COMMUNICATIONS INC. COM 78387G103 271,197.50 6,270,463 SH SOLE 3 5,835,476 0 418,032
SBC COMMUNICATIONS INC. COM 78387G103 52,427.40 1,212,194 SH OTH 3 175,366 0 21,558
SBC COMMUNICATIONS INC. COM 78387G103 2,792.50 64,566 SH SHD 1 64,566 0 0
SBC COMMUNICATIONS INC. COM 78387G103 11,304.25 261,370 2 261,370
SBC COMMUNICATIONS INC. COM 78387G103 8,516.53 196,914 2 196,914
SBS BROADCASTING S,A, COM L8137F102 948.85 17,410 2 17,410
SCANA CORP COM 80589M102 4,967.30 205,900 SH SOLE 3 205,900 0 0
SCB COMPUTER TECHNOLOGY INC. COM 78388N107 227.96 107,274 2 107,274
SCENIX SERIES VC INV COM USVC07930 685.50 685,471 SH SOLE 3 685,471 0 0
SCHEIN PHARMACEUTICAL INC. COM 806416103 4,325.00 200,000 SH SOLE 3 200,000 0 0
SCHERING-PLOUGH CORP COM 806605101 39,321.27 778,639 2 778,639
SCHERING-PLOUGH CORP PUT 806605101 13.75 10,000 PUT 2 10,000
SCHERING-PLOUGH CORP COM 806605101 41,352.13 818,854 2 818,854
SCHERING-PLOUGH CORP COM 806605101 215,649.70 4,270,292 SH SOLE 3 3,336,342 0 918,780
SCHERING-PLOUGH CORP COM 806605101 17,304.90 342,672 SH OTH 3 46,210 0 16,500
SCHLUMBERGER LTD COM 806857108 26,349.79 353,096 2 353,096
SCHLUMBERGER LTD COM 806857108 48,897.73 655,246 2 655,246
SCHLUMBERGER LTD. COM 806857108 144,210.90 1,932,475 SH SOLE 3 1,767,235 0 158,400
SCHLUMBERGER LTD. COM 806857108 12,882.40 172,628 SH OTH 3 38,560 0 16,300
SCHOLASTIC CORP COM 807066105 6,322.28 103,432 2 103,432
SCHOLASTIC CORP. COM 807066105 2,169.90 35,500 SH OTH 3 0 0 35,500
SCHOLASTIC CORP. COM 807066105 1,748.20 28,600 SH SOLE 3 19,300 0 9,300
SCHOOL SPECIALTY INC. COM 807863105 436.20 23,500 SH SOLE 3 23,500 0 0
SCHOOL SPECIALTY, INC. COM 807863105 4,204.41 226,500 2 226,500
SCHOOL SPECIALTY, INC. COM 807863105 202.29 10,898 2 10,898
SCHULER HOMES INC. COM 808188106 7,350.00 1,200,000 SH SOLE 3 1,200,000 0 0
SCHWEITZER-MAUDUIT INTL INC. COM 808541106 1,088.80 87,100 SH SOLE 3 82,700 0 4,400
SCICLONE PHARMACEUTICALS INC. COM 80862K104 98.30 7,600 SH SOLE 3 0 0 7,600
SCIENT CORP COM 80864H109 4,596.37 104,167 2 104,167
SCIENT CORP COM 80864H109 4,774.90 108,212 SH SOLE 3 106,912 0 600
SCIENTIFIC-ATLANTA INC. COM 808655104 84,017.40 1,127,750 SH SOLE 3 1,111,650 0 13,300
SCIENTIFIC-ATLANTA INC. COM 808655104 7,659.30 102,810 SH OTH 3 16,800 0 0
SCIENTIFIC-ATLANTA INC. COM 808655104 894.00 12,000 SH SHD 1 12,000 0 0
SCIENTIFIC-ATLANTA INC. COM 808655104 499.15 6,700 2 6,700
SCM MICROSYSTEMS INC. COM 784018103 823.60 13,600 SH SOLE 3 11,900 0 1,700
SCM MICROSYSTEMS, INC. COM 784018103 475.42 7,850 2 7,850
SCOTT TECHNOLOGIES INC. COM 810022301 1,387.00 80,700 SH SOLE 3 73,800 0 6,900
SCP POOL CORP COM 784028102 1,460.50 62,150 SH SOLE 3 62,150 0 0
SCPIE HOLDINGS INC. COM 78402P104 225.50 11,000 SH SOLE 3 8,900 0 2,100
SDL INC. COM 784076101 103,272.10 362,120 SH SOLE 3 340,720 0 2,900
SDL INC. COM 784076101 2,481.10 8,700 SH OTH 3 700 0 3,800
SDL INC. COM 784076101 427.80 1,500 SH SHD 1 1,500 0 0
SDL INC. COM 784076101 638.82 2,240 2 2,240
SEACHANGE INTERNATIONAL INC. COM 811699107 95.30 3,300 SH SOLE 3 0 0 3,300
SEACOR HOLDINGS INC. COM 811904101 5.80 150 SH SOLE 3 150 0 0
SEAGATE TECHNOLOGY INC. COM 811804103 50,507.20 918,312 SH SOLE 3 868,212 0 50,100
SEAGATE TECHNOLOGY INC. COM 811804103 4,510.60 82,010 SH OTH 3 8,900 0 0
SEAGATE TECHNOLOGY INC. COM 811804103 902.00 16,400 SH SHD 1 16,400 0 0
SEAGATE TECHNOLOGY INC. COM 811804103 780.07 14,183 2 14,183
SEAGATE TECHNOLOGY INC. COM 811804103 25,609.10 465,620 2 465,620
SEAGRAM LTD. COM 811850106 1,071.26 18,470 2 18,470
SEAGRAM LTD. COM 811850106 2,223.37 38,334 2 38,334
SEAGRAM LTD. COM 811850106 12,922.40 222,800 SH SOLE 3 222,800 0 0
SEAGRAM LTD. COM 811850106 8,526.00 147,000 SH OTH 3 300 0 0
SEAGRAM LTD. COM 811850106 203.00 3,500 SH SHD 1 3,500 0 0
SEALED AIR CORP (NEW) COM 81211K100 921.22 17,589 2 17,589
SEALED AIR CORP. COM 81211K100 1,206.70 23,040 SH SOLE 3 23,040 0 0
SEALED AIR CORP. COM 81211K100 5.80 110 SH OTH 3 100 0 0
SEALED AIR SER A PFD COM 81211K209 1,598.20 32,125 SH SOLE 3 32,125 0 0
SEARS ROEBUCK & CO COM 812387108 215.81 6,615 2 6,615
SEARS ROEBUCK & CO COM 812387108 24,860.20 762,000 SH SOLE 3 692,500 0 63,900
SEARS ROEBUCK & CO COM 812387108 6,313.30 193,510 SH OTH 3 21,200 0 0
SEARS ROEBUCK & CO COM 812387108 391.50 12,000 SH SHD 1 12,000 0 0
SECURE COMPUTING CORP COM 813705100 528.60 28,100 SH SOLE 3 24,500 0 3,600
SECURITY CPTL 2%REG S 5/22/03MNPVT REGS CNV L81838AB7 5,965.22 7,599,000 SH SOLE 4 7,599,000
SECURITY CPTL GRP B COM 81413P204 1,312.40 77,200 SH SOLE 3 67,800 0 9,400
SECURITY CPTL GRP INC. COM 81413P204 5,848.00 344,000 2 344,000
SECURITY CPTL GRP INC. COM 81413P204 883.15 51,950 2 51,950
SEI CORP COM 784117103 11.90 300 SH SOLE 3 300 0 0
SEITEL INC. COM 816074306 37.40 4,600 SH SOLE 3 0 0 4,600
SEITEL INC. COM 816074306 113.75 14,000 2 14,000
SEMCO ENERGY INC. COM 78412D109 345.80 26,600 SH SOLE 3 26,600 0 0
SEMICONDUCTOR HLDRS TR COM 816636203 282.00 3,000 2 3,000
SEMINIS, INC. COM 816658108 313.69 119,500 2 119,500
SEMPRA ENERGY COM 816851109 22,469.00 1,321,707 SH SOLE 3 1,313,307 0 8,400
SEMPRA ENERGY COM 816851109 324.60 19,097 SH OTH 3 427 0 10,899
SEMTECH CORP COM 816850101 290.60 3,800 SH SOLE 3 3,800 0 0
SENIOR HOUSING PROPERTIES COM 81721M109 204.80 28,000 SH SOLE 3 28,000 0 0
SENIOR HOUSING PROPERTIES TR COM 81721M109 1,070.08 146,336 2 146,336
SENSORMATIC ELECTRONICS COM 817265101 2,128.40 134,600 SH SOLE 3 115,800 0 18,800
SEPRACOR INC. COM 817315104 1,568.10 13,000 SH SOLE 3 5,900 0 7,100
SEPRACOR INC. COM 817315104 1,133.90 9,400 SH OTH 3 0 0 9,400
SEPRACOR INC. COM 817315104 1,375.13 11,400 2 11,400
SEQUA CORP. CL A COM 817320104 168.00 4,400 SH SOLE 3 2,900 0 1,500
SERENA SOFTWARE INC. COM 817492101 408.70 9,000 SH SOLE 3 4,700 0 4,300
SEROLOGICALS CORP. COM 817523103 225.00 45,000 SH SOLE 3 45,000 0 0
SERVICE CORP INTERNATIONAL COM 817565104 234.60 73,600 SH SOLE 3 60,000 0 13,600
SERVICE CORP INTERNATL COM 817565104 33.47 10,500 2 10,500
SERVICE MASTER CO. COM 81760N109 1,390.30 122,228 SH SOLE 3 121,928 0 300
SERVICEMASTER CO. COM 81760N109 635.21 55,843 2 55,843
SFX ENTERTAINMENT CL A COM 784178105 580.00 12,800 SH OTH 3 0 0 12,800
SFX ENTERTAINMENT CL A COM 784178105 135.90 3,000 SH SOLE 3 3,000 0 0
SFX ENTERTAINMENT CL-A COM 784178105 1,619.92 35,750 2 35,750
SFX ENTERTAINMENT CL-A COM 784178105 15,249.02 336,530 2 336,530
SHANGHAI PETROCHEMICAL CO LTD COM 819424102 172.66 12,500 2 12,500
SHARED MEDICAL SYS CORP COM 819486101 12,946.41 177,500 2 177,500
SHARED MEDICAL SYS CORP COM 819486101 14.60 200 SH SOLE 3 200 0 0
SHAW COMMUNICATIONS INC. COM 82028K200 340.69 13,800 2 13,800
SHAW GRP INC. COM 820280105 235.63 5,000 2 5,000
SHAW INDS INC. COM 820286102 402.50 32,200 SH SOLE 3 18,500 0 13,700
SHAW INDS INC. COM 820286102 327.50 26,200 SH OTH 3 0 0 26,200
SHELL TRNS&TRADNG PLC NY SHS COM 822703609 459.43 9,200 2 9,200
SHERWIN-WILLIAMS CO COM 824348106 9,265.30 437,300 SH SOLE 3 417,900 0 19,400
SHERWIN-WILLIAMS CO COM 824348106 2,421.90 114,310 SH OTH 3 2,400 0 0
SHIRE PHARMACEUTICALS GRP COM 82481R106 14,220.65 274,133 2 274,133
SHOPKO STORES INC. COM 824911101 3,714.60 241,600 SH SOLE 3 230,100 0 6,200
SHURGARD STORAGE CENTERS INC. COM 82567D104 1,093.50 48,600 SH SOLE 3 43,500 0 5,100
SICOR INC. COM 825846108 395.20 49,400 SH SOLE 3 49,400 0 0
SIEBEL SYSTEMS INC. COM 826170102 21,799.94 133,282 2 133,282
SIEBEL SYSTEMS INC. COM 826170102 94,122.69 575,454 2 575,454
SIEBEL SYSTEMS INC. PUT 826170102 165.00 30,000 PUT 2 30,000
SIEBEL SYSTEMS INC. COM 826170102 125,091.90 764,796 SH SOLE 3 755,496 0 7,100
SIEBEL SYSTEMS INC. COM 826170102 10,109.80 61,810 SH OTH 3 2,200 0 0
SIEBEL SYSTEMS INC. COM 826170102 834.20 5,100 SH SHD 1 5,100 0 0
SIERRA HEALTH SVCS INC. COM 826322109 817.59 256,500 2 256,500
SIERRA PACIFIC RESOURCES (NEW) COM 826428104 781.39 62,200 2 62,200
SIERRACITIES INC. COM 826521106 0.80 200 SH SOLE 3 200 0 0
SIGMA ALDRICH CORP COM 826552101 251.55 8,600 2 8,600
SIGMA ALDRICH CORP COM 826552101 912.90 31,210 SH OTH 3 0 0 0
SIGMA ALDRICH CORP COM 826552101 456.30 15,600 SH SOLE 3 15,600 0 0
SIGNET GRP ADR (NEW) COM 82668L872 257.87 10,634 2 10,634
SILICON GRAPHICS INC. COM 827056102 23.70 6,312 SH SOLE 3 6,312 0 0
SILICON GRAPHICS INC. COM 827056102 107.64 28,703 2 28,703
SILICON LABORATORIES INC. COM 826919102 13,387.50 252,000 2 252,000
SILICON STORAGE TECHNOLOGY COM 827057100 264.90 3,000 SH SOLE 3 3,000 0 0
SILICON VALLEY BANCSHARES COM 827064106 8,162.70 191,500 SH SOLE 3 177,500 0 14,000
SILICON VALLEY GRP INC. COM 827066101 1,878.50 72,600 SH SOLE 3 66,600 0 6,000
SILICONIX INC. (NEW) COM 827079203 2,706.80 40,100 SH SOLE 3 40,100 0 0
SILICONWARE PRECISION ADR COM 827084864 1,193.20 129,000 SH OTH 3 100,000 0 27,000
SILICONWARE PRECISION GDR COM Y7934R117 348.90 31,500 SH OTH 3 0 0 31,500
SILICONWARE PRECISION INDS - ADR COM 827084872 4,791.50 518,000 SH OTH 3 0 0 0
SILICONWARE PRECISION INDS - ADR COM 827084872 790.00 85,400 SH SOLE 3 85,400 0 0
SIMON PROPERTY GRP INC. COM 828806109 6,197.00 279,300 SH SOLE 3 239,800 0 39,500
SIMON PROPERTY GRP INC. COM 828806109 279.60 12,600 SH OTH 3 0 0 0
SIMON PROPERTY GRP INC. COM 828806109 1,291.49 58,208 2 58,208
SIMPSON MANUFACTURING CO INC. COM 829073105 186.50 3,900 SH SOLE 3 0 0 3,900
SIPEX CORP COM 829909100 168.90 6,100 SH SOLE 3 2,000 0 4,100
SIRIUS SATELLITE RADIO COM 82966U103 908.40 20,500 SH SOLE 3 15,400 0 5,100
SIRIUS SATELLITE RADIO INC. COM 82966U103 992.60 22,400 2 22,400
SITEL CORP COM 82980K107 11.80 2,400 SH SOLE 3 2,400 0 0
SK TELECOM CO LTD ADR COM 78440P108 3,596.43 99,041 2 99,041
SK TELECOM CO LTD ADR COM 78440P108 2,884.59 79,438 2 79,438
SK TELECOM CO LTD ADR COM 78440P108 4,362.00 120,124 SH OTH 3 95,168 0 1,040
SK TELECOM CO LTD ADR COM 78440P108 512.00 14,101 SH SOLE 3 14,101 0 0
SKECHERS USA INC. CL-A COM 830566105 999.40 63,200 SH SOLE 3 55,300 0 7,900
SKY FINANCIAL GRP INC. COM 83080P103 621.00 38,966 SH SOLE 3 38,966 0 0
SKYLINE CORP. COM 830830105 208.60 9,700 SH SOLE 3 0 0 9,700
SKYWEST,INC. COM 830879102 707.90 19,100 SH SOLE 3 14,200 0 4,900
SL GREEN REALTY COM 78440X101 1,669.20 62,400 SH SOLE 3 57,700 0 4,700
SMARTDISK CORP COM 83169Q105 275.00 10,000 2 10,000
SMARTERKIDS.COM COM 83169C106 276.56 150,000 2 150,000
SMARTFORCE PLC ADRS COM 83170A206 10,560.00 220,000 2 220,000
SMARTFORCE PLC SPONS ADR COM 83170A206 24,110.40 502,300 SH SOLE 3 502,300 0 0
SMARTFORCE PLC SPONS ADR COM 83170A206 14,464.30 301,340 SH OTH 3 50,100 0 117,700
SMITH INTERNATIONAL(CALF COM 832110100 13,929.00 191,300 SH SOLE 3 186,700 0 4,600
SMITHFIELD FOODS INC. COM 832248108 816.60 29,100 SH SOLE 3 24,300 0 4,800
SMITH-GARDNER & ASSOCIATES COM 832059109 129.94 27,000 2 27,000
SMITHKLINE BEECHAM PLC ADR COM 832378301 1,086.81 16,672 2 16,672
SMITHKLINE BEECHAM PLC ADR COM 832378301 1,574.34 24,151 2 24,151
SMITHKLINE BEECHAM PLC ADR COM 832378301 8,274.40 126,900 SH SOLE 3 110,300 0 16,600
SMURFIT-STONE CONTAINER COM 832727101 1,412.40 109,700 SH SOLE 3 109,700 0 0
SNAP-ON INC. COM 833034101 87.90 3,300 SH SOLE 3 800 0 2,500
SNOWBALL.COM INC. COM 83335R102 168.14 34,490 2 34,490
SNOWBALL.COM INC. COM 83335R102 4,620.38 947,770 2 947,770
SNYDER COMMUNICATIONS INC. COM 832914105 15,304.70 644,410 SH SOLE 3 644,410 0 0
SNYDER COMMUNICATIONS INC. COM 832914105 225.63 9,500 2 9,500
SOCKET Comm.INC. CMN COM 833672108 2,454.38 187,000 SH SOLE 4 187,000
SODEXHO MARIOTT SVCS INC. COM 833793102 28,800.00 1,800,000 SH SOLE 3 1,800,000 0 0
SOFTNET SYSTEMS INC. COM 833964109 325.30 33,800 SH SOLE 3 30,300 0 3,500
SOFTWARE.COM COM 83402P104 6,467.80 49,800 SH SOLE 3 48,800 0 500
SOLA INTERNATIONAL INC. COM 834092108 158.40 32,500 SH SOLE 3 32,500 0 0
SOLA INTERNATIONAL INC. COM 834092108 195.00 40,000 2 40,000
SOLECTRON CORP. COM 834182107 395.72 9,450 2 9,450
SOLECTRON CORP. CLL 834182107 70.63 10,000 CALL 2 10,000
SOLECTRON CORP. COM 834182107 2,759.56 65,900 2 65,900
SOLECTRON CORP. COM 834182107 32,277.20 770,800 SH SOLE 3 630,900 0 139,900
SOLECTRON CORP. COM 834182107 2,529.70 60,410 SH OTH 3 400 0 0
SOLECTRON CORP. COM 834182107 1,892.42 45,192 SH SOLE 4 45,192
SOLUTIA INC. COM 834376105 87.30 6,350 SH SOLE 3 6,350 0 0
SOLUTIA INC. COM 834376105 3,006.52 218,656 2 218,656
SOMNUS MED TECHNOLOGIES INC. COM 835397100 137.50 36,667 2 36,667
SONERA CORP ADS COM 835433202 8,139.70 176,950 2 176,950
SONERA CORP ADS COM 835433202 8,672.61 188,535 2 188,535
SONIC CORP COM 835451105 1,379.20 46,950 SH SOLE 3 41,150 0 5,800
SONIC INNOVATIONS INC. COM 83545M109 193.98 10,450 2 10,450
SONOCO PRODS CO COM 835495102 1,264.60 61,500 SH SOLE 3 61,500 0 0
SONOSITE INC. COM 83568G104 89.30 3,100 SH SOLE 3 0 0 3,100
SONUS NETWORKS INC. COM 835916107 2,976.73 18,855 2 18,855
SONUS NETWORKS INC. COM 835916107 3,912.93 24,785 2 24,785
SONY CORP COM 835699307 3,552.00 37,662 2 37,662
SONY CORP COM 835699307 12,537.90 132,940 2 132,940
SOTHEBYS HLDGS CL-A LTD VTG COM 835898107 227.50 13,000 2 13,000
SOURCE INFORMATION MGMT CO COM 836151209 488.00 32,000 SH SOLE 3 32,000 0 0
SOURCE MEDIA INC. COM 836153304 54.29 13,898 2 13,898
SOUTH FINANCIAL GRP COM 837841105 214.60 14,800 SH SOLE 3 14,800 0 0
SOUTH JERSEY INDS COM 838518108 286.00 11,000 SH SOLE 3 5,800 0 5,200
SOUTHDOWN INC. COM 841297104 664.10 11,500 SH SOLE 3 6,900 0 4,600
SOUTHDOWN INC. COM 841297104 514.00 8,900 SH OTH 3 900 0 8,000
SOUTHERN AFRICA FUND INC. COM 842157109 632.63 48,200 2 48,200
SOUTHERN UNION CO (NEW) COM 844030106 433.60 27,420 SH SOLE 3 27,420 0 0
SOUTHTR CORP COM 844730101 374.72 16,562 2 16,562
SOUTHTR CORP COM 844730101 770.38 34,050 2 34,050
SOUTHTR CORP COM 844730101 1,411.80 62,400 SH SOLE 3 50,400 0 12,000
SOUTHTR CORP COM 844730101 1,013.80 44,810 SH OTH 3 2,800 0 0
SOUTHWEST AIRLINES CO COM 844741108 329.85 17,418 2 17,418
SOUTHWEST AIRLINES CO COM 844741108 17,669.30 933,031 SH SOLE 3 872,531 0 56,500
SOUTHWEST AIRLINES CO COM 844741108 19.10 1,010 SH OTH 3 1,000 0 0
SOUTHWEST BANCORP OF TEXAS COM 84476R109 881.88 42,500 2 42,500
SOUTHWEST BANCORP OF TEXAS COM 84476R109 2,094.17 100,924 2 100,924
SOUTHWEST BANCORP OF TEXAS COM 84476R109 278.10 13,400 SH SOLE 3 13,400 0 0
SOUTHWEST GAS CORP COM 844895102 127.80 7,300 SH SOLE 3 5,700 0 1,600
SOUTHWEST SECS GRP INC. COM 845224104 2,111.30 56,680 SH SOLE 3 53,480 0 3,200
SOUTHWEST SECS GRP INC. COM 845224104 774.80 20,800 SH OTH 3 0 0 20,800
SOUTHWESTERN ENERGY CO. COM 845467109 246.20 39,400 SH SOLE 3 39,400 0 0
SOVEREIGN BANCORP INC. COM 845905108 8,238.50 1,171,700 SH SOLE 3 1,158,400 0 0
SOVEREIGN BANCORP INC. COM 845905108 217.73 30,966 2 30,966
SOVRAN SELF STORAGE COM 84610H108 8,748.60 408,100 SH SOLE 3 286,100 0 122,000
SPARTECH CORP (NEW) COM 847220209 866.70 32,100 SH SOLE 3 30,700 0 1,400
SPECTRASITE HOLDINGS INC. COM 84760T100 7,773.96 273,972 2 273,972
SPEEDWAY MOTORSPORTS INC. COM 847788106 568.10 24,700 2 24,700
SPIEGEL INC. CL-A NON VTG COM 848457107 2,846.70 334,900 SH SOLE 3 329,400 0 5,500
SPIEKER PROPERTIES,INC. COM 848497103 12,440.70 270,450 SH SOLE 3 244,850 0 25,600
SPIEKER PROPERTIES,INC. COM 848497103 377.20 8,200 SH OTH 3 0 0 0
SPIEKER PROPERTIES,INC. COM 848497103 7,027.88 152,780 2 152,780
SPIEKER PROPERTIES,INC. COM 848497103 2,909.50 63,250 2 63,250
SPLASH TECHNOLOGY HLDGS INC. COM 848623104 226.79 28,799 2 28,799
SPORTS CLUB CO INC. COM 84917P100 350.00 100,000 2 100,000
SPORTSLINE.COM INC. COM 848934105 392.40 23,000 SH SOLE 3 20,000 0 3,000
SPORTSLINE.COM INC. COM 848934105 189.85 11,127 2 11,127
SPRINGS INDS INC. COM 851783100 5,369.60 167,800 SH SOLE 3 149,200 0 18,600
SPRINGS INDS INC. COM 851783100 2,598.70 81,210 SH OTH 3 0 0 81,200
SPRINT CORP COM 852061100 23,350.71 457,857 2 457,857
SPRINT CORP COM 852061100 31,246.94 612,685 2 612,685
SPRINT CORP COM 852061100 226,072.10 4,432,786 SH SOLE 3 3,698,426 0 529,420
SPRINT CORP COM 852061100 19,615.80 384,623 SH OTH 3 64,380 0 7,900
SPRINT CORP COM 852061100 2,050.20 40,200 SH SHD 1 40,200 0 0
SPRINT CORP (PCS GRP) COM 852061506 1,657.67 27,860 2 27,860
SPRINT CORP (PCS GRP) COM 852061506 2,534.88 42,603 2 42,603
SPRINT CORP PCS GRP COM 852061506 330,556.70 5,555,575 SH SOLE 3 4,100,445 0 1,054,430
SPRINT CORP PCS GRP COM 852061506 12,141.50 204,059 SH OTH 3 27,020 0 9,800
SPX CORP. COM 784635104 677.20 5,600 SH OTH 3 0 0 5,600
SPX CORP. COM 784635104 435.40 3,600 SH SOLE 3 100 0 3,500
SPYGLASS INC. COM 852192103 560.50 17,900 SH SOLE 3 15,600 0 2,300
ST JUDE MEDICAL INC. COM 790849103 18,749.10 408,700 SH SOLE 3 408,700 0 0
ST. JOE CO. COM 790148100 351.00 11,700 SH SOLE 3 11,700 0 0
ST. MARY LAND & EXPL CO. COM 792228108 1,707.70 40,600 SH SOLE 3 36,200 0 4,400
ST.PAUL COS INC. COM 792860108 587.60 17,220 SH SOLE 3 9,220 0 8,000
ST.PAUL COS INC. COM 792860108 7.20 210 SH OTH 3 200 0 0
ST.PAUL COS INC. COM 792860108 1,488.81 43,628 2 43,628
STAFF LEASING INC. COM 852381102 1,197.50 336,136 SH SOLE 3 336,136 0 0
STAMPS.COM INC. COM 852857101 274.90 37,600 SH SOLE 3 33,800 0 3,800
STAMPS.COM INC. COM 852857101 133.82 18,300 2 18,300
STANCORP FINANCIAL GRP COM 852891100 1,419.90 44,200 SH SOLE 3 39,900 0 4,300
STANDARD & POORS DEP RCPTS SPDR COM 78462F103 18,712.23 128,800 SH SOLE 4 128,800
STANDARD MICROSYSTEMS COM 853626109 1,230.00 80,000 SH SOLE 3 78,000 0 0
STANDARD PACIFIC CORP NEW COM 85375C101 1,466.00 146,600 SH SOLE 3 136,200 0 10,400
STANDARD REGISTER CO COM 853887107 887.80 62,300 SH SOLE 3 43,400 0 18,900
STANDEX INTERNATL CORP COM 854231107 3,433.50 216,286 SH SOLE 3 214,386 0 1,900
STANLEY WORKS COM 854616109 9.50 400 SH SOLE 3 400 0 0
STAPLES, INC. COM 855030102 3,344.10 217,500 SH SOLE 3 217,500 0 0
STAPLES, INC. COM 855030102 806.42 52,450 2 52,450
STAPLES, INC. COM 855030102 3,295.40 214,335 2 214,335
STARBASE CORP. (NEW) COM 854910205 106.25 10,000 2 10,000
STARBASE CORP. (NEW) COM 854910205 483.40 45,500 SH SOLE 3 36,000 0 9,500
STARBUCKS CORP. COM 855244109 3,497.98 91,600 2 91,600
STARBUCKS CORP. COM 855244109 7,794.30 204,106 2 204,106
STARBUCKS CORP. COM 855244109 7,819.80 204,774 SH SOLE 3 204,774 0 0
STARBUCKS CORP. COM 855244109 1,497.30 39,210 SH OTH 3 0 0 9,000
STARMEDIA NETWORK INC. COM 855546107 1,961.90 103,944 SH SOLE 3 98,944 0 5,000
STARMEDIA NETWORK, INC. COM 855546107 3,894.40 206,326 2 206,326
STARTEK INC. COM 85569C107 2,292.10 45,500 SH SOLE 3 43,300 0 2,200
STARTEK INC. COM 85569C107 1,763.13 35,000 2 35,000
STARWOOD HOTELS & RESORTS COM 85590A203 2,967.81 91,142 2 91,142
STARWOOD HOTELS & RESORTS COM 85590A203 6,317.94 194,025 2 194,025
STARWOOD HOTELS & RESORTS COM 85590A203 156,384.00 4,802,581 SH SOLE 3 3,415,795 0 1,378,306
STARWOOD HOTELS & RESORTS COM 85590A203 3,197.10 98,183 SH OTH 3 44,600 0 19,000
STATE STREET CORP COM 857477103 355,968.80 3,356,217 SH SOLE 3 2,176,077 0 1,172,810
STATE STREET CORP COM 857477103 10,280.90 96,932 SH OTH 3 40,070 0 22,900
STATE STREET CORP (NEW) COM 857477103 791.76 7,465 2 7,465
STATE STREET CORP (NEW) COM 857477103 1,107.08 10,438 2 10,438
STATEN ISLAND BANCORP INC. COM 857550107 2,605.00 147,800 SH SOLE 3 137,500 0 10,300
STATION CASINOS INC. COM 857689103 21,587.50 863,500 SH SOLE 3 726,000 0 137,500
STEAMCELLS INC. COM 85857R105 597.68 112,504 2 112,504
STEEL DYNAMICS INC. COM 858119100 1,515.31 167,207 2 167,207
STEELCASE INC. CL-A COM 858155203 6,725.20 395,600 SH SOLE 3 380,900 0 14,700
STEELCASE INC. CL-A COM 858155203 1,315.80 77,400 SH OTH 3 0 0 77,400
STEIN MART INC. COM 858375108 410.00 40,000 2 40,000
STEIN MART INC. COM 858375108 102.50 10,000 2 10,000
STEINWAY MUSICAL INSTRUMENTS COM 858495104 608.85 36,900 2 36,900
STEINWAY MUSICAL INSTRUMENTS COM 858495104 742.50 45,000 2 45,000
STEPAN CO COM 858586100 51.10 2,200 SH SOLE 3 0 0 2,200
STERICYCLE INC. COM 858912108 722.40 30,100 SH SOLE 3 25,000 0 5,100
STERIS CORP COM 859152100 189.94 21,402 2 21,402
STET HELLAS TELECOMM SA ADR COM 859823106 1,563.80 78,682 SH OTH 3 0 0 0
STET HELLAS TELECOMM SA ADR COM 859823106 243.90 12,271 SH SOLE 3 12,271 0 0
STEWART & STEVENSON SVCS COM 860342104 866.10 57,500 SH SOLE 3 50,300 0 7,200
STEWART ENTERPRISES INC. COM 860370105 3,497.70 990,500 2 990,500
STEWART ENTERPRISES INC. COM 860370105 346.10 98,012 2 98,012
STEWART INFORMATION SVCS CORP COM 860372101 1,358.70 92,900 SH SOLE 3 90,300 0 2,600
STILLWATER MINING CO. COM 86074Q102 1,324.10 47,500 SH SOLE 3 40,400 0 7,100
STIRLING COOKE BROWN HOLDINGS COM G84951105 4,054.64 1,894,137 2 1,894,137
STMICROELECTRONICS NV COM 861012102 1,480.81 23,070 2 23,070
STMICROELECTRONICS NV COM 861012102 2,796.65 43,570 2 43,570
STND MOTOR PROD INC. CL-A COM 853666105 115.90 13,635 2 13,635
STOLT OFFSHORE COM L8873E103 5,592.10 395,900 SH SOLE 3 393,000 0 0
STONE & WEBSTER INC. COM 861572105 14.60 19,400 SH SOLE 3 19,400 0 0
STONE ENERGY CORP COM 861642106 209.10 3,500 SH SOLE 3 0 0 3,500
STORAGE TECHNOLOGY CORP COM 862111200 493.30 45,100 SH SOLE 3 39,700 0 5,400
STORAGE USA INC. COM 861907103 2,492.80 84,500 SH SOLE 3 77,700 0 5,700
STORAGE USA INC. COM 861907103 10,828.71 367,075 2 367,075
STORAGE USA INC. COM 861907103 1,531.05 51,900 2 51,900
STORAGENETWORKS INC. CMN COM 86211E103 2,497.67 27,675 SH SOLE 4 27,675
STRATEGIC HOTEL CPTL INC. (RSTRCTD SHS) COM 862991205 499.99 41,666 SH SOLE 4 41,666
STRATEGIC HOTEL CPTL CV DB 6.5%5/11/08JDCNV 862990AA6 500.00 500,000 SH SOLE 4 500,000
STREAMLINE.COM INC. COM 863239109 59.16 20,139 2 20,139
STRUCTURAL DYNAMICS RESEARCH COM 863555108 48.20 3,200 SH SOLE 3 0 0 3,200
STRUM RUGER & CO INC. COM 864159108 99.40 11,200 SH SOLE 3 4,500 0 6,700
STRYKER CORP COM 863667101 1,093.75 25,000 2 25,000
STRYKER CORP COM 863667101 619.41 14,158 2 14,158
STRYKER CORP COM 863667101 13,890.60 317,500 SH SOLE 3 284,400 0 33,100
STRYKER CORP COM 863667101 4,593.80 105,000 SH OTH 3 0 0 77,800
SUBURBAN PROPANE PTNRS, LP COM 864482104 10,232.90 511,645 2 511,645
SUBURBAN PROPANE PTNRS, LP COM 864482104 13,491.96 674,598 2 674,598
SUIZA FOODS CORP. COM 865077101 15,542.20 318,000 SH SOLE 3 299,900 0 18,100
SUIZA FOODS CORP. COM 865077101 3,470.10 71,000 SH OTH 3 1,400 0 40,400
SUIZA FOODS CORP. COM 865077101 146.60 3,000 SH SHD 1 3,000 0 0
SUMMIT BANCORP COM 866005101 3,920.20 159,196 2 159,196
SUMMIT BANCORP COM 866005101 147.80 6,000 SH SOLE 3 6,000 0 0
SUMMIT PROPERTIES INC. COM 866239106 2,133.60 101,600 SH SOLE 3 98,800 0 2,800
SUMMIT PROPERTIES INC. COM 866239106 245.70 11,700 2 11,700
SUMMIT TECHNOLOGY INC. COM 86627E101 273.70 14,500 SH SOLE 3 14,500 0 0
SUN COMMUNITIES INC. COM 866674104 13,980.20 418,100 SH SOLE 3 321,800 0 96,300
SUN INTL HOTELS LTD (ORD) COM P8797T133 376.00 18,800 2 18,800
SUN INTL HOTELS LTD (ORD) COM P8797T133 1,050.00 52,500 2 52,500
SUN INTL HOTELS LTD (ORD) COM P8797T133 3,000.00 150,000 SH SOLE 4 150,000
SUN LIFE FINL SVCS CDA INC. COM 866796105 599.72 35,539 2 35,539
SUN LIFE FINL SVCS CDA INC. COM 866796105 870.68 51,596 2 51,596
SUN MICROSYSTEMS,INC. COM 866810104 786,267.40 8,646,240 SH SOLE 3 8,225,940 0 241,850
SUN MICROSYSTEMS,INC. COM 866810104 51,838.00 570,040 SH OTH 3 57,520 0 11,300
SUN MICROSYSTEMS,INC. COM 866810104 4,692.40 51,600 SH SHD 1 51,600 0 0
SUN MICROSYSTEMS,INC. COM 866810104 9,901.28 108,880 SH SOLE 4 108,880
SUN MICROSYSTEMS,INC. COM 866810104 47,567.13 523,075 2 523,075
SUN MICROSYSTEMS,INC. CLL 866810104 170.00 10,000 CALL 2 10,000
SUN MICROSYSTEMS,INC. COM 866810104 218,502.81 2,402,780 2 2,402,780
SUN MICROSYSTEMS,INC. CLL 866810104 348.75 10,000 CALL 2 10,000
SUNBEAM CORP. COM 867071102 35.62 10,362 2 10,362
SUNBEAM CORP. COM 867071102 254.00 73,885 SH SOLE 3 73,885 0 0
SUNGARD DATA SYSTEMS,INC. COM 867363103 18,930.00 610,646 SH SOLE 3 577,146 0 30,700
SUNGARD DATA SYSTEMS,INC. COM 867363103 2,734.20 88,200 SH OTH 3 0 0 88,200
SUNGARD DATA SYSTEMS,INC. COM 867363103 486.58 15,696 2 15,696
SUNGARD DATA SYSTEMS,INC. CLL 867363103 20.63 10,000 CALL 2 10,000
SUNGARD DATA SYSTEMS,INC. COM 867363103 8,830.26 284,847 2 284,847
SUNOCO INC. COM 86764P109 0.30 10 SH OTH 3 0 0 0
SUNRISE MEDICAL INC. COM 867910101 99.00 20,300 SH SOLE 3 20,300 0 0
SUNRISE TECHNOLOGIES INTL INC. COM 86769L103 89.00 8,900 SH SOLE 3 0 0 8,900
SUNTERRA CORP COM 86787D109 3.95 17,170 2 17,170
SUNTERRA CORP. COM 86787D109 166.10 722,000 SH SOLE 3 722,000 0 0
SUNTR BANKS INC. $1 PAR COM 867914103 1,681.44 36,803 2 36,803
SUNTR BANKS INC. $1 PAR COM 867914103 30,601.80 669,807 SH SOLE 3 662,307 0 7,500
SUNTR BANKS INC. $1 PAR COM 867914103 5,592.60 122,410 SH OTH 3 13,000 0 0
SUNTR BANKS INC. $1 PAR COM 867914103 438.60 9,600 SH SHD 1 9,600 0 0
SUPERCONDUCTOR TECHNOLOGIES COM 867931107 393.52 10,010 2 10,010
SUPERCONDUCTOR TECHNOLOGIES COM 867931107 94.30 2,400 SH SOLE 3 0 0 2,400
SUPERGEN INC. COM 868059106 1,167.20 32,200 SH SOLE 3 27,800 0 4,400
SUPERGEN INC. COM 868059106 1,993.75 55,000 2 55,000
SUPERIOR INDS INTL COM 868168105 1,738.10 67,500 SH SOLE 3 60,000 0 7,500
SUPERIOR INDS INTL COM 868168105 383.70 14,900 SH OTH 3 0 0 14,900
SUPERIOR TR CV TR COM 86836P202 20.40 768 SH SOLE 3 768 0 0
SUPERTEX INC. COM 868532102 452.25 9,000 2 9,000
SUPERVALU INC. COM 868536103 16,434.30 862,129 SH SOLE 3 833,029 0 29,100
SUPERVALU INC. COM 868536103 6,593.90 345,910 SH OTH 3 86,100 0 50,400
SUPERVALU INC. COM 868536103 93.40 4,900 SH SHD 1 4,900 0 0
SURETY CAPITAL CORP COM 868666207 8.69 10,300 2 10,300
SURGUTNEFTEGAZ SP ADR COM 868861204 14,962.80 1,129,268 SH OTH 3 0 0 0
SURGUTNEFTEGAZ SP ADR COM 868861204 2,239.00 168,980 SH SOLE 3 168,980 0 0
SURGUTNEFTEGAZ-SP ADR COM 868861105 1,805.90 137,700 SH OTH 3 0 0 0
SURGUTNEFTEGAZ-SP ADR COM 868861105 490.50 37,400 SH SOLE 3 37,400 0 0
SUSQUEHANNA BANCSHARES COM 869099101 2,012.10 141,200 SH SOLE 3 132,800 0 2,600
SVI HOLDINGS INC. COM 784872103 105.60 20,600 SH SOLE 3 18,000 0 2,600
SWIFT ENERGY CO. COM 870738101 3,393.70 119,600 SH SOLE 3 116,500 0 0
SWIFT TRANSPORTATION COM 870756103 1.40 100 SH SOLE 3 100 0 0
SWISS RE AMER HLDG CORP 2.25%6/10/04 JUNCNV 784990CB7 5,762.10 5,940,000 SH SOLE 4 5,940,000
SWISSCOM COM 871013108 1,339.50 38,000 2 38,000
SYBASE INC. COM 871130100 1,271.90 55,300 SH OTH 3 0 0 55,300
SYBASE INC. COM 871130100 867.10 37,700 SH SOLE 3 29,200 0 8,500
SYBASE INC. COM 871130100 4,263.35 185,363 2 185,363
SYBRON INTERNATIONAL CORP COM 87114F106 223.88 11,300 2 11,300
SYBRON INTERNATIONAL CORP COM 87114F106 4,136.90 208,800 SH SOLE 3 193,900 0 14,900
SYBRON INTERNATIONAL CORP COM 87114F106 1,277.90 64,500 SH OTH 3 0 0 64,500
SYCAMORE NETWORKS COM 871206108 51,200.80 463,880 SH SOLE 3 401,580 0 1,200
SYCAMORE NETWORKS INC. COM 871206108 220.75 2,000 2 2,000
SYCAMORE NETWORKS INC. COM 871206108 761.59 6,900 2 6,900
SYKES ENTERPRISES INC. COM 871237103 262.60 20,400 SH OTH 3 0 0 20,400
SYLVAN INC. COM 871371100 4,925.60 532,500 SH SOLE 3 369,400 0 163,100
SYLVAN LEARNING SYS INC. COM 871399101 2,363.10 171,859 SH SOLE 3 167,259 0 4,600
SYMANTEC CORP. COM 871503108 33,504.90 621,180 SH SOLE 3 523,780 0 18,300
SYMANTEC CORP. COM 871503108 2,529.70 46,900 SH OTH 3 2,200 0 44,000
SYMANTEC CORP. COM 871503108 275.10 5,100 SH SHD 1 5,100 0 0
SYMBOL TECHNOLOGIES COM 871508107 8,526.60 157,900 SH SOLE 3 139,525 0 18,375
SYMBOL TECHNOLOGIES COM 871508107 4,082.40 75,600 SH OTH 3 0 0 75,600
SYMBOL TECHNOLOGIES COM 871508107 345.60 6,400 SH SHD 1 6,400 0 0
SYMPHONIX DEVICES INC. COM 871951109 49.38 10,000 2 10,000
SYNAGRO TECHNOLOGIES INC.(NEW) COM 871562203 92.19 25,000 2 25,000
SYNCOR INTERNATIONAL CORP(NEW) COM 87157J106 2,001.60 27,800 SH SOLE 3 25,500 0 2,300
SYNNEX TECHNOLOGY INTL GDR COM 87161A208 438.60 20,400 SH OTH 3 0 0 20,400
SYNOPSYS INC. COM 871607107 2,400.80 69,464 SH SOLE 3 63,664 0 5,800
SYNOPSYS INC. COM 871607107 1,728.13 50,000 2 50,000
SYNOVUS FINANCIAL CORP COM 87161C105 267.67 15,187 2 15,187
SYNOVUS FINANCIAL CORP. COM 87161C105 33.50 1,900 SH SOLE 3 0 0 1,900
SYNOVUS FINANCIAL CORP. COM 87161C105 0.20 10 SH OTH 3 0 0 0
SYNTEL INC. COM 87162H103 13.00 1,300 SH SOLE 3 0 0 1,300
SYNTHETECH INC. COM 87162E100 94.69 30,000 2 30,000
SYNTROLEUM CORP COM 871630109 195.23 11,400 2 11,400
SYNTROLEUM CORP COM 871630109 1,369.23 79,955 2 79,955
SYNTROLEUM CORP COM 871630109 71.90 4,200 SH SOLE 3 0 0 4,200
SYSCO CORP COM 871829107 957.80 22,737 2 22,737
SYSCO CORP COM 871829107 1,750.80 41,562 2 41,562
SYSCO CORP COM 871829107 170,766.90 4,053,814 SH SOLE 3 3,935,914 0 107,100
SYSCO CORP COM 871829107 12,406.20 294,510 SH OTH 3 46,000 0 0
SYSCO CORP COM 871829107 973.10 23,100 SH SHD 1 23,100 0 0
SYSTEMS & COMPUTER TECH COM 871873105 410.00 20,500 2 20,500
SYSTEMS & COMPUTER TECH COM 871873105 182.00 9,100 SH SOLE 3 1,200 0 7,900
T ROWE PRICE ASSOCIATES,INC. COM 741477103 4.20 100 SH SOLE 3 100 0 0
T ROWE PRICE ASSOCIATES,INC. COM 741477103 0.40 10 SH OTH 3 0 0 0
T ROWE PRICE ASSOCIATES,INC. COM 741477103 314.50 7,400 2 7,400
TAIWAN SEMICONDUCTOR MFG LTD COM 874039209 11,438.04 294,700 2 294,700
TAIWAN SEMICONDUCTOR MFG LTD COM 874039209 26,349.81 678,900 2 678,900
TAIWAN SEMICONDUCTOR MFG(ADS) COM 874039100 10,872.98 280,593 2 280,593
TAIWAN SEMICONDUCTOR MFG(ADS) COM 874039100 39,968.11 1,031,435 2 1,031,435
TAKE TWO INTERACTIVE SOFTWARE COM 874054109 498.30 41,100 SH SOLE 3 37,000 0 4,100
TALBOTS, INC. COM 874161102 9,976.60 181,600 SH SOLE 3 174,900 0 3,400
TALBOTS, INC. COM 874161102 87.90 1,600 SH OTH 3 0 0 0
TALK.COM INC. COM 874264104 61.61 10,600 2 10,600
TALK.COM INC. COM 874264104 4,465.70 768,300 SH SOLE 3 759,600 0 8,700
TANGER FACTORY OUTLET CTR COM 875465106 176.20 7,500 SH SOLE 3 5,400 0 2,100
TARGET CORP COM 87612E106 2,060.16 35,520 2 35,520
TARGET CORP COM 87612E106 1,039.65 17,925 2 17,925
TARGET CORP COM 87612E106 69,362.20 1,195,900 SH SOLE 3 880,200 0 310,900
TARGET CORP COM 87612E106 9,199.40 158,610 SH OTH 3 7,900 0 0
TARGET CORP COM 87612E106 1,490.60 25,700 SH SHD 1 25,700 0 0
TAUBMAN CENTERS INC. COM 876664103 280.50 25,500 2 25,500
TAUBMAN CENTERS INC. COM 876664103 256.30 23,300 2 23,300
TBA ENTERTAINMENT CORP INC. COM 872173109 105.47 25,000 2 25,000
TC PIPELINES, L.P. COM 87233Q108 16,356.86 991,325 2 991,325
TC PIPELINES, L.P. COM 87233Q108 30,223.05 1,831,700 2 1,831,700
TCF FINANCIAL CORP COM 872275102 444.91 17,320 2 17,320
TCF FINANCIAL CORP COM 872275102 1,012.10 39,400 SH SOLE 3 13,900 0 25,500
TD WATERHOUSE GRP INC. COM 872362108 1,966.70 113,600 SH SOLE 3 113,600 0 0
TD WATERHOUSE GRP INC. COM 872362108 578.20 33,400 SH OTH 3 0 0 33,400
TDSM 24/7 MEDIA COM 901314104 376.60 24,100 SH SOLE 3 21,100 0 3,000
TECH DATA CORP COM 878237106 400.78 9,200 2 9,200
TECH DATA CORP COM 878237106 13,386.80 307,300 SH SOLE 3 297,000 0 7,300
TECH DATA CORP COM 878237106 718.80 16,500 SH OTH 3 0 0 16,500
TECHNE CORP COM 878377100 260.00 2,000 2 2,000
TECHNE CORP COM 878377100 13.00 100 SH SOLE 3 100 0 0
TECHNITROL INC. COM 878555101 242.20 2,500 SH SOLE 3 400 0 2,100
TECHNOLOGY SOLUTIONS COM 87872T108 848.30 137,100 SH SOLE 3 137,100 0 0
TECNOMATIX TECHS. LTD. (ORD) COM M8743P105 1,654.10 121,400 SH SOLE 3 121,400 0 0
TECO ENERGY INC. COM 872375100 1,404.40 70,000 SH OTH 3 0 0 70,000
TECO ENERGY INC. COM 872375100 385.20 19,200 SH SOLE 3 19,200 0 0
TECUMSEH PRODS CO CL-A COM 878895200 4,922.40 128,900 SH SOLE 3 117,600 0 11,300
TECUMSEH PRODS CO CL-A COM 878895200 4,460.30 116,800 SH OTH 3 0 0 86,100
TEEKAY SHIPPING CORP. COM Y8564W103 5,805.70 176,600 SH SOLE 3 172,300 0 0
TEEKAY SHIPPING MARSHALL ISLND COM Y8564W103 473.40 14,400 2 14,400
TEEKAY SHIPPING MARSHALL ISLND COM Y8564W103 427.38 13,000 2 13,000
TEJON RANCH CO COM 879080109 225.63 10,000 2 10,000
TEKELEC COM 879101103 226.50 4,700 SH SOLE 3 4,700 0 0
TEKTRONIX INC. COM 879131100 12,898.20 174,300 SH SOLE 3 168,900 0 1,700
TEKTRONIX INC. COM 879131100 6,046.50 81,710 SH OTH 3 2,400 0 22,400
TEKTRONIX INC. COM 879131100 170.20 2,300 SH SHD 1 2,300 0 0
TELCOM SEMICONDUCTOR, INC. COM 87921P107 1,069.70 26,700 SH SOLE 3 23,400 0 3,300
TELE1 EUROPE HLDG AB COM 87944T201 375.20 31,105 2 31,105
TELE1 EUROPE HOLDINGS ADR COM 87944T200 212.40 17,612 SH OTH 3 0 0 17,612
TELECENTRO SUL ADR COM 879239101 28,201.30 385,989 SH OTH 3 0 0 0
TELECENTRO SUL ADR COM 879239101 5,088.90 69,652 SH SOLE 3 69,652 0 0
TELECOM ITALIA SPA SPONS ADR COM 87927W106 381.05 2,770 2 2,770
TELECOMUNICACOES BRASILEIRAS COM 879287308 2,411.61 24,830 2 24,830
TELECOMUNICACOES DE SAO PAULO COM 87929A102 5,244.30 283,473 SH OTH 3 0 0 0
TELECOMUNICACOES DE SAO PAULO COM 87929A102 2,618.49 141,540 2 141,540
TELEDYNE TECHNOLOGIES INC. COM 879360105 378.90 22,619 SH SOLE 3 15,419 0 7,200
TELEDYNE TECHNOLOGIES INC. COM 879360105 365.25 21,806 2 21,806
TELEFLEX INC. COM 879369106 489.80 13,700 SH OTH 3 0 0 13,700
TELEFLEX INC. COM 879369106 325.30 9,100 SH SOLE 3 0 0 9,100
TELEFLEX INC. COM 879369106 436.15 12,200 2 12,200
TELEFONICA DE ARGENTINA S.A. COM 879378206 9,474.20 298,400 SH OTH 3 0 0 0
TELEFONICA DE ARGENTINA S.A. COM 879378206 1,428.80 45,000 SH SOLE 3 45,000 0 0
TELEFONICA DE PERU - SPONS ADR COM 879384105 20,462.50 1,798,900 SH OTH 3 0 0 0
TELEFONICA DE PERU - SPONS ADR COM 879384105 2,569.60 225,900 SH SOLE 3 225,900 0 0
TELEFONICA OF ARGENTINA S.A. COM 879378206 893.45 28,140 2 28,140
TELEFONICA S.A. ADR COM 879382208 1,742.18 27,195 2 27,195
TELEFONICA S.A. ADR COM 879382208 3,161.68 49,353 2 49,353
TELEFONOS DE MEXICO SA COM 879403780 1,736.60 30,400 2 30,400
TELEFONOS DE MEXICO SA COM 879403780 2,144.36 37,538 2 37,538
TELEFONOS DE MEXICO SA COM 879403780 99,020.20 1,731,500 SH OTH 3 0 0 0
TELEFONOS DE MEXICO SA COM 879403780 17,696.60 309,480 SH SOLE 3 309,480 0 0
TELEKOMUNIK INDONESIA-ADR WI COM 715684106 170.70 24,600 SH OTH 3 0 0 0
TELENORTE LESTE PARTICIPACOES ADR COM 879246106 43,877.40 1,857,244 SH OTH 3 0 0 0
TELENORTE LESTE PARTICIPACOES ADR COM 879246106 6,902.60 292,172 SH SOLE 3 292,172 0 0
TELENORTE LESTE PARTICIPACOES ADR COM 879246106 721.74 30,550 2 30,550
TELEPHONE & DATA SYS INC. COM 879433100 52,661.30 525,300 SH SOLE 3 508,600 0 16,700
TELEPHONE & DATA SYS INC. COM 879433100 9,192.90 91,700 SH OTH 3 4,200 0 28,600
TELEPHONE & DATA SYS INC. COM 879433100 1,303.20 13,000 SH SHD 1 13,000 0 0
TELEPHONE & DATA SYS INC. COM 879433100 300.75 3,000 2 3,000
TELEPHONE & DATA SYS INC. COM 879433100 1,754.38 17,500 2 17,500
TELESYSTEMS INTL WIRELESS INC. COM 879946101 370.00 20,000 2 20,000
TELETECH HOLDINGS INC. COM 879939106 4,802.30 154,600 SH SOLE 3 148,600 0 2,800
TELEWEST COMMUNICATIONS PLC COM 87956P105 694.90 18,781 2 18,781
TELIGENT INC. CL A COM 87959Y103 458.30 19,400 SH SOLE 3 16,000 0 3,400
TELIGENT, INC. COM 87959Y103 958.58 40,575 2 40,575
TELLABS INC. COM 879664100 22,600.40 330,234 SH SOLE 3 330,234 0 0
TELLABS INC. COM 879664100 1,150.40 16,810 SH OTH 3 300 0 0
TELLABS INC. COM 879664100 24,672.20 360,507 2 360,507
TELLABS INC. COM 879664100 43,718.63 638,811 2 638,811
TELXON CORP COM 879700102 446.88 25,000 2 25,000
TELXON CORP. COM 879700102 98.30 5,500 SH SOLE 3 0 0 5,500
TEMPLE INLAND INC. COM 879868107 1,012.60 24,110 SH OTH 3 0 0 0
TEMPLE INLAND INC. COM 879868107 58.80 1,400 SH SOLE 3 1,400 0 0
TENET HEALTHCARE CORP COM 88033G100 272.70 10,100 2 10,100
TENET HEALTHCARE CORP. COM 88033G100 15,411.10 570,780 SH SOLE 3 562,880 0 7,900
TENET HEALTHCARE CORP. COM 88033G100 443.10 16,410 SH OTH 3 16,400 0 0
TENFOLD CORP COM 88033A103 908.01 55,240 2 55,240
TENFOLD CORP COM 88033A103 2,122.74 129,140 2 129,140
TENFOLD CORP. COM 88033A103 3,336.80 203,000 SH SOLE 3 200,000 0 3,000
TENNECO AUTOMOTIVE INC. COM 880349105 164.30 31,300 SH SOLE 3 23,200 0 8,100
TEPPCO PTNRS L.P. COM 872384102 19,065.43 802,755 2 802,755
TEPPCO PTNRS L.P. COM 872384102 17,484.39 736,185 2 736,185
TERADYNE INC. COM 880770102 45,547.90 619,700 SH SOLE 3 601,000 0 15,200
TERADYNE INC. COM 880770102 5,204.50 70,810 SH OTH 3 1,700 0 0
TERADYNE INC. COM 880770102 352.80 4,800 SH SHD 1 4,800 0 0
TERADYNE INC. COM 880770102 8,631.84 117,440 SH SOLE 4 117,440
TERADYNE INC. COM 880770102 7,970.34 108,440 2 108,440
TERADYNE INC. COM 880770102 50,683.84 689,576 2 689,576
TERAGLOBAL COMMUNICATIONS CO COM 880771100 34.13 13,000 2 13,000
TERAYON COMMUNICATIONS SYSTEMS COM 880775101 3,644.53 56,738 2 56,738
TERAYON COMMUNICATIONS SYSTEMS COM 880775101 532.50 8,290 2 8,290
TERAYON COMMUNICATIONS SYSTEMS COM 880775101 16,900.10 263,100 SH SOLE 3 263,100 0 0
TERAYON COMMUNICATIONS SYSTEMS COM 880775101 777.20 12,100 SH OTH 3 3,600 0 7,300
TERAYON COMMUNICATIONS SYSTEMS COM 880775101 552.40 8,600 SH SHD 1 8,600 0 0
TEREX CORP (NEW) COM 880779103 392.70 27,800 SH SOLE 3 23,200 0 4,600
TERRA NETWORKS SA COM 88100W103 395.69 10,850 2 10,850
TERRA NETWORKS SA COM 88100W103 547.94 15,025 2 15,025
TERREMARK WORLDWIDE, INC. COM 881448104 567.81 115,000 2 115,000
TESORO PETROLEUM CO COM 881609101 212.60 21,000 SH SOLE 3 17,600 0 3,400
TETRA TECH INC. (NEW) COM 88162G103 207.00 9,050 SH SOLE 3 1,350 0 7,700
TETRA TECHNOLOGIES INC. (DEL) COM 88162F105 122.00 8,600 SH SOLE 3 8,400 0 0
TEVA PHARMACEUTICAL IND LTD COM 881624209 14,575.60 262,920 SH OTH 3 0 0 0
TEVA PHARMACEUTICAL IND LTD COM 881624209 2,368.80 42,730 SH SOLE 3 42,730 0 0
TEXACO INC. COM 881694103 20,941.10 393,260 SH SOLE 3 371,010 0 17,950
TEXACO INC. COM 881694103 2,093.30 39,310 SH OTH 3 3,800 0 0
TEXACO INC. COM 881694103 10,374.80 194,832 2 194,832
TEXACO INC. COM 881694103 15,406.08 289,316 2 289,316
TEXAS BIOTECHNOLOGY CORP COM 88221T104 503.50 26,500 SH SOLE 3 20,100 0 6,400
TEXAS INDS INC. COM 882491103 352.30 12,200 SH SOLE 3 8,800 0 3,400
TEXAS INSTRUMENTS INC. COM 882508104 425,932.10 6,201,014 SH SOLE 3 5,839,494 0 249,120
TEXAS INSTRUMENTS INC. COM 882508104 43,983.10 640,336 SH OTH 3 94,110 0 12,000
TEXAS INSTRUMENTS INC. COM 882508104 3,613.00 52,600 SH SHD 1 52,600 0 0
TEXAS INSTRUMENTS INC. COM 882508104 9,052.05 131,786 2 131,786
TEXAS INSTRUMENTS INC. CLL 882508104 91.88 14,000 CALL 2 14,000
TEXAS INSTRUMENTS INC. COM 882508104 16,938.06 246,596 2 246,596
TEXAS REGIONAL BANCSHARES-A COM 882673106 852.60 33,600 SH SOLE 3 29,800 0 3,800
TEXTRON INC.DEL. COM 883203101 488.81 9,000 2 9,000
TEXTRON INC.DEL. COM 883203101 315.01 5,800 2 5,800
TEXTRON INC.DEL. COM 883203101 7,229.00 133,100 SH SOLE 3 118,100 0 14,000
TEXTRON INC.DEL. COM 883203101 2,963.30 54,560 SH OTH 3 1,250 0 0
TFC ENTERPRISE INC. COM 872388103 60.00 30,000 2 30,000
THCG INC. COM 87242T101 194.06 27,000 2 27,000
THE BOSTON BEER CO.,INC. CL-A COM 100557107 5,746.40 671,110 SH SOLE 3 671,110 0 0
THE CATO CORP. CL A COM 149205106 2,094.80 180,200 SH SOLE 3 175,800 0 4,400
THE CIT GRP COM 125577106 652.93 40,180 2 40,180
THE FIRST AMERICAN CORP. COM 318522307 3,090.10 215,900 SH SOLE 3 207,300 0 8,600
THE GAP INC. COM 364760108 14,096.90 451,100 SH SOLE 3 188,700 0 262,400
THE GAP INC. COM 364760108 1,075.30 34,410 SH OTH 3 600 0 0
THE GOLDMAN SACHS GRP, INC. COM 38141G104 35,675.85 376,030 SH SOLE 4 376,030
THE GOLDMAN SACHS GRP, INC. COM 38141G104 198,660.94 2,093,923 2 2,093,923
THE GOLDMAN SACHS GRP, INC. CLL 38141G104 237.50 10,000 CALL 2 10,000
THE GOLDMAN SACHS GRP, INC. COM 38141G104 369,598.85 3,895,640 2 3,895,640
THE GOLDMAN SACHS GRP,INC1%5/07REG S CNV 9FI502HK2 2,820.89 3,120,000 SH SOLE 4 3,120,000
THE JOHN NUVEEN CO COM 478035108 4,256.70 101,500 SH SOLE 3 94,200 0 7,300
THE MONY GRP INC. COM 615337102 8,083.22 239,060 2 239,060
THE NORTH FACE, INC. COM 659317101 19.69 10,000 2 10,000
THE PEPSI BOTTLING GRP,INC. COM 713409100 691.74 23,700 2 23,700
THE SCOTTS CO COM 810186106 759.20 20,800 2 20,800
THE SCOTTS CO COM 810186106 1,310.30 35,900 SH SOLE 3 35,900 0 0
THE SEAGRAM CO. LTD. ACES CNV 811850205 2,571.20 48,685 2 48,685
THE SEAGRAM CO. LTD. ACES CNV 811850205 5,910.46 111,913 2 111,913
THE SOUTHERN CO. COM 842587107 275.09 11,800 2 11,800
THE SOUTHERN CO. CLL 842587107 7.50 10,000 CALL 2 10,000
THE SOUTHERN CO. COM 842587107 7,972.90 342,000 SH SOLE 3 342,000 0 0
THE SOUTHERN CO. COM 842587107 6,406.50 274,810 SH OTH 3 11,800 0 0
THE TITAN CORP COM 888266103 223.75 5,000 2 5,000
THE TITAN CORP. COM 888266103 3,553.20 79,400 SH SOLE 3 67,200 0 10,000
THE TITAN CORP. COM 888266103 1,673.70 37,400 SH OTH 3 0 0 37,400
THE TOPPS CO. INC. COM 890786106 1,351.20 117,500 SH SOLE 3 101,700 0 15,800
THE TOWN & COUNTRY TR COM 892081100 598.81 34,840 2 34,840
THE TOWN & COUNTRY TR COM 892081100 942.73 54,850 2 54,850
THERAGENICS CORP COM 883375107 85.63 10,000 2 10,000
THERAGENICS CORP COM 883375107 41.10 4,800 SH SOLE 3 0 0 4,800
THERMEDICS INC. COM 883901100 224.60 22,600 SH SOLE 3 20,100 0 2,500
THERMO ELECTRON BEARER 4.25% 1/1/03 JJ CNV 883990AD5 3,547.61 3,810,000 SH SOLE 4 3,810,000
THERMO ELECTRON CV 4 1/4 1/1/03 JJ CNV 883556AF9 251.41 270,000 SH SOLE 4 270,000
THERMO ELECTRON CV CNV 883556AF9 1,369.19 1,504,600 2 1,504,600
THERMO ELECTRON CV CNV 883556AF9 1,961.05 2,155,000 2 2,155,000
THERMO ELECTRON CORP. COM 883556102 697.17 33,100 2 33,100
THERMO ELECTRON CORP. CLL 883556102 128.75 20,000 CALL 2 20,000
THERMO ELECTRON CORP. COM 883556102 337.00 16,000 SH SOLE 3 16,000 0 0
THERMO ELECTRON CORP. COM 883556102 0.20 10 SH OTH 3 0 0 0
THERMO INSTRUMENT SYSTEMS INC. COM 883559106 7.50 400 SH SOLE 3 400 0 0
THESTREET.COM, INC. COM 88368Q103 147.06 25,300 2 25,300
THISTLE GRP HOLDINGS CO COM 88431E103 215.06 31,000 2 31,000
THOMAS & BETTS CO. COM 884315102 0.20 10 SH OTH 3 0 0 0
THOMAS INDS COM 884425109 143.30 8,100 SH SOLE 3 8,100 0 0
THOR INDS INC. COM 885160101 4.20 200 SH SOLE 3 200 0 0
THORATEC LABS CORP (NEW) COM 885175307 728.44 45,000 2 45,000
THREE-FIVE SYSTEMS INC. COM 88554L108 2,539.90 43,050 SH SOLE 3 39,750 0 3,300
TIBCO SOFTWARE INC. COM 88632Q103 25,918.50 241,700 SH SOLE 3 238,800 0 1,300
TIBCO SOFTWARE INC. COM 88632Q103 1,190.30 11,100 SH SOLE 4 11,100
TIBCO SOFTWARE INC. COM 88632Q103 7,695.57 71,764 2 71,764
TIBCO SOFTWARE INC. COM 88632Q103 25,055.31 233,650 2 233,650
TICKETMASTER COM 88633P203 2,897.44 181,800 2 181,800
TICKETMASTER ONLINE - CITY SEARCH COM 88633P203 5,155.80 323,500 SH SOLE 3 320,300 0 3,200
TICKETS.COM INC. COM 88633M101 80.84 23,733 2 23,733
TIDEWATER INC. COM 886423102 1,479.60 41,100 SH OTH 3 0 0 41,100
TIDEWATER INC. COM 886423102 234.00 6,500 SH SOLE 3 0 0 6,500
TIFFANY & CO COM 886547108 594.00 8,800 2 8,800
TIFFANY & CO COM 886547108 63,196.90 936,250 SH SOLE 3 916,550 0 14,900
TIFFANY & CO COM 886547108 3,834.70 56,810 SH OTH 3 6,300 0 0
TIFFANY & CO COM 886547108 958.50 14,200 SH SHD 1 14,200 0 0
TIMBERLAND CO CL A COM 887100105 53,630.60 757,360 SH SOLE 3 757,360 0 0
TIME WARNER INC. COM 887315109 850,105.20 11,185,595 SH SOLE 3 8,350,835 0 2,460,170
TIME WARNER INC. COM 887315109 40,056.60 527,061 SH OTH 3 104,720 0 30,200
TIME WARNER INC. COM 887315109 2,568.80 33,800 SH SHD 1 33,800 0 0
TIME WARNER INC. COM 887315109 16,278.29 214,188 2 214,188
TIME WARNER INC. COM 887315109 40,558.69 533,667 2 533,667
TIME WARNER TELECOM COM 887319101 25.80 400 SH SOLE 3 400 0 0
TIMES MIRROR CO CL-A (NEW) COM 887364107 598.10 6,600 SH OTH 3 6,600 0 0
TIMES MIRROR CO CL-A (NEW) COM 887364107 287.60 3,173 SH SOLE 3 3,173 0 0
TIMKEN CO. COM 887389104 2,760.20 148,200 SH SOLE 3 140,900 0 7,300
TIMKEN CO. COM 887389104 0.20 10 SH OTH 3 0 0 0
TITAN INTERNATIONAL INC. COM 88830M102 1,819.50 342,500 SH SOLE 3 332,400 0 0
TITAN PHARMACEUTICALS INC. COM 888314101 662.20 15,400 SH SOLE 3 11,800 0 3,600
TITAN PHARMACEUTICALS INC. COM 888314101 215.00 5,000 2 5,000
TITANIUM METALS CORP COM 888339108 220.31 47,000 2 47,000
TJX COS INC. (NEW) COM 872540109 15.00 800 SH SOLE 3 800 0 0
TJX COS INC. (NEW) COM 872540109 0.20 10 SH OTH 3 0 0 0
TLC LASER EYE CENTERS INC. COM 87255E108 106.75 14,000 2 14,000
TMP WORLDWIDE COM 872941109 21,313.50 288,752 SH SOLE 3 286,952 0 800
TMP WORLDWIDE INC. COM 872941109 8,551.62 115,856 2 115,856
TMP WORLDWIDE INC. COM 872941109 79,213.21 1,073,168 2 1,073,168
TOLL BROTHERS INC. COM 889478103 2,166.80 105,700 SH SOLE 3 100,100 0 5,600
TOLLGRADE COMMUNICATIONS INC. COM 889542106 1,550.20 11,700 SH SOLE 3 10,000 0 1,700
TOMKINS PLC SPONSORED ADR COM 890030208 1,232.54 96,198 2 96,198
TOMMY HILFIGER CORP COM G8915Z102 1,267.50 169,000 2 169,000
TOO INC. COM 890333107 615.00 24,178 SH SOLE 3 17,978 0 6,200
TOOLEX INTERNATIONAL N.V. COM N8715N103 3,536.00 221,000 2 221,000
TORCHMARK CORP COM 891027104 765.30 31,000 SH SOLE 3 31,000 0 0
TORCHMARK CORP COM 891027104 0.20 10 SH OTH 3 0 0 0
TORO CO (DELAWARE) COM 891092108 3,099.40 94,100 SH SOLE 3 90,800 0 3,300
TORONTO DOMINION BANK COM 891160509 437.63 18,000 2 18,000
TOSCO CORP (NEW) COM 891490302 10,787.10 381,000 SH SOLE 3 366,200 0 14,800
TOSCO CORP (NEW) COM 891490302 2,205.80 77,910 SH OTH 3 0 0 0
TOTAL FINA ELF S.A. COM 89151E109 447.05 5,820 2 5,820
TOTAL RENAL CARE HOLDINGS INC. COM 89151A107 174.00 29,000 2 29,000
TOWER AIR,INC. COM 891697104 17.81 124,521 2 124,521
TOWER AUTOMOTIVE INC. COM 891707101 646.20 51,700 SH SOLE 3 45,900 0 5,800
TOWER TECH INC. COM 891864100 14.25 19,000 2 19,000
TOWNE SVCS INC. COM 892148107 28.13 30,000 2 30,000
TOYS R US INC. (HOLDING CO) COM 892335100 198.10 13,600 SH SOLE 3 1,700 0 11,900
TOYS R US INC. (HOLDING CO) COM 892335100 0.10 10 SH OTH 3 0 0 0
TOYS R US INC. (HOLDING CO) COM 892335100 179.12 12,300 2 12,300
TRACTOR SUPPLY CO COM 892356106 1,656.20 100,000 SH SOLE 3 100,000 0 0
TRAMMEL CROW CO. COM 89288R106 15,615.20 1,452,574 SH SOLE 3 1,445,974 0 0
TRAMMELL CROW CO. COM 89288R106 897.11 83,452 2 83,452
TRANSACTION SYSTEMS ARCHITECTS COM 893416107 207.73 12,130 2 12,130
TRANSACTION SYSTEMS ARCHITECTS COM 893416107 2,067.40 120,727 SH SOLE 3 116,027 0 4,700
TRANSATLANTIC HOLDING INC. COM 893521104 4,145.60 49,500 SH SOLE 3 49,500 0 0
TRANSATLANTIC HOLDING INC. COM 893521104 1,645.70 19,650 SH OTH 3 0 0 19,650
TRANSCANADA PIPELINES LTD COM 893526103 396.50 52,000 2 52,000
TRANSCOASTAL MARINE SVCS, INC. COM 893537100 6.01 29,590 2 29,590
TRANSKARYOTIC THERAPIES, INC. COM 893735100 110.20 3,000 SH SOLE 3 0 0 3,000
TRANSKARYOTIC THERAPIES, INC. COM 893735100 499.80 13,600 2 13,600
TRANSMONTAIGNE INC. COM 893934109 102.29 16,700 2 16,700
TRANSOCEAN SEDCO FOREX COM G90078109 11,390.30 213,152 SH SOLE 3 160,111 0 50,541
TRANSOCEAN SEDCO FOREX COM G90078109 3,887.90 72,756 SH OTH 3 604 0 0
TRANSOCEAN SEDCO FOREX INC. COM G90078109 707.89 13,247 2 13,247
TRANSOCEAN SEDCO FOREX INC. COM G90078109 6,953.39 130,122 2 130,122
TRANSWITCH CORP COM 894065101 611.87 7,927 2 7,927
TRANSWITCH CORP COM 894065101 1,991.40 25,800 SH SOLE 3 19,600 0 6,200
TRANSWITCH CORP COM 894065101 1,420.20 18,400 SH OTH 3 0 0 18,400
TRANSWORLD ENTERTAINMENT CORP COM 89336Q100 5,526.60 455,800 SH SOLE 3 451,700 0 4,100
TRAVELOCITY.COM INC. COM 893953109 20,468.80 1,250,000 SH SOLE 3 904,620 0 160,780
TREDEGAR INDS INC. COM 894650100 3.80 200 SH SOLE 3 200 0 0
TRENDWEST RESORTS INC. COM 894917103 269.30 16,700 SH SOLE 3 16,700 0 0
TREX CO. INC. COM 89531P105 305.00 6,100 SH SOLE 3 6,100 0 0
TRIAD GUARANTY INC. COM 895925105 970.30 42,300 SH SOLE 3 39,500 0 2,800
TRIAD HOSPITALS INC. COM 89579K109 19,932.80 824,097 SH SOLE 3 690,997 0 133,100
TRIANGLE PHARMACEUTICALS INC. COM 89589H104 958.00 105,715 SH SOLE 3 105,715 0 0
TRIANGLE PHARMACEUTICALS INC. COM 89589H104 1,129.04 124,584 2 124,584
TRIARC COS INC. CL-A COM 895927101 4,354.20 212,400 2 212,400
TRIBUNE CO NEW COM 896047107 732.55 20,930 2 20,930
TRIBUNE CO NEW COM 896047107 1,030.61 29,446 2 29,446
TRIBUNE CO NEW COM 896047107 50,036.20 1,429,606 SH SOLE 3 851,136 0 575,410
TRIBUNE CO NEW COM 896047107 1,095.30 31,295 SH OTH 3 18,180 0 8,600
TRICON GLOBAL RESTAURANTS COM 895953107 687.66 24,342 2 24,342
TRICON GLOBAL RESTAURANTS COM 895953107 16,825.10 595,579 SH SOLE 3 577,779 0 17,800
TRICON GLOBAL RESTAURANTS COM 895953107 1,410.00 49,910 SH OTH 3 9,600 0 0
TRICON GLOBAL RESTAURANTS COM 895953107 158.20 5,600 SH SHD 1 5,600 0 0
TRIGON HEALTHCARE INC. COM 89618L100 3,011.20 58,400 SH OTH 3 0 0 58,400
TRIGON HEALTHCARE INC. COM 89618L100 1,283.90 24,900 SH SOLE 3 15,300 0 9,600
TRIMBLE NAVIGATION LTD COM 896239100 1,225.20 25,100 SH SOLE 3 22,000 0 3,100
TRIMERIS INC. COM 896263100 650.40 9,300 SH SOLE 3 6,900 0 2,400
TRINITY INDS INC. (DEL) COM 896522109 2,799.10 151,300 SH SOLE 3 132,300 0 19,000
TRINITY INDS INC. (DEL) COM 896522109 368.10 19,900 SH OTH 3 0 0 19,900
TRIQUINT SEMICONDUCTOR INC. COM 89674K103 11,702.60 122,300 SH SOLE 3 114,800 0 7,500
TRIQUINT SEMICONDUCTOR INC. COM 89674K103 4,277.20 44,700 SH OTH 3 0 0 34,900
TRITEL INC. CL -A- COM 89675X104 632.94 21,320 2 21,320
TRITEL INC. CL -A- COM 89675X104 268.52 9,045 2 9,045
TRITON ENERGY LTD (CAYMAN) COM G90751101 400.99 10,200 2 10,200
TRITON ENERGY LTD (CAYMAN) COM G90751101 235.88 6,000 2 6,000
TRITON PCS HOLDINGS INC. CL A COM 89677M106 4,429.40 76,700 SH SOLE 3 76,700 0 0
TRITON PCS HOLDINGS INC. CL A COM 89677M106 848.90 14,700 SH OTH 3 0 0 14,700
TRIUMPH GRP INC. COM 896818101 5.60 200 SH SOLE 3 200 0 0
TRIZEC HAHN CORP COM 896938107 383.42 21,450 2 21,450
TRIZEC HAHN CORP COM 896938107 15,779.20 882,750 SH SOLE 3 796,950 0 85,800
TRIZEC HAHN CORP COM 896938107 516.60 28,900 SH OTH 3 0 0 0
TRIZETTO GRP INC. COM 896882107 210.44 13,000 2 13,000
TRMARK CORP COM 898402102 1,331.81 76,376 2 76,376
TROPICAL SPORTSWEAR INTL COM 89708P102 2,800.00 160,000 SH SOLE 3 155,900 0 0
TRUE NORTH COMMUNICATIONS INC. COM 897844106 13,208.80 300,200 SH SOLE 3 300,200 0 0
TRCO BANK CORP NY COM 898349105 523.10 41,850 SH SOLE 3 25,300 0 16,550
TRW INC. COM 872649108 846.20 19,510 SH OTH 3 1,100 0 0
TRW INC. COM 872649108 494.50 11,400 SH SOLE 3 9,800 0 1,600
TUCKER ANTHONY SUTRO COM 898647102 423.00 23,500 SH SOLE 3 18,600 0 4,900
TUPPERWARE CORP. COM 899896104 140.80 6,400 SH SOLE 3 1,600 0 4,800
TUPPERWARE CORP. COM 899896104 0.20 10 SH OTH 3 0 0 0
TURNSTONE SYSTEMS INC. COM 900423104 1,495.19 9,025 2 9,025
TURNSTONE SYSTEMS INC. COM 900423104 12,060.10 72,795 SH SOLE 3 72,795 0 0
TUT SYSTEMS INC. COM 901103101 963.90 16,800 SH SOLE 3 14,700 0 2,100
TV GUIDE INC. COM 87307Q109 41,760.30 1,219,280 SH SOLE 3 982,280 0 11,500
TV GUIDE INC. COM 87307Q109 373.30 10,900 SH OTH 3 1,000 0 9,900
TWEETER HOME ENTERTAINMENT GP COM 901167106 613.60 20,200 SH SOLE 3 16,700 0 3,500
TWINLAB CORP COM 901774109 57.40 9,000 SH SOLE 3 0 0 9,000
TXU CORP COM 873168108 247.42 8,387 2 8,387
TXU CORP. COM 873168108 8,062.40 273,300 SH SOLE 3 244,700 0 28,600
TXU CORP. COM 873168108 5,516.80 187,010 SH OTH 3 8,200 0 0
TXU CORP. COM 873168108 477.90 16,200 SH SHD 1 16,200 0 0
TYCO INTERNATIONAL LIMITED COM 902124106 108,095.40 2,281,698 SH SOLE 3 2,233,998 0 47,700
TYCO INTERNATIONAL LIMITED COM 902124106 22,025.10 464,910 SH OTH 3 25,700 0 0
TYCO INTERNATIONAL LIMITED COM 902124106 952.20 20,100 SH SHD 1 20,100 0 0
TYCO INTERNATIONAL LTD (NEW) COM 902124106 31,982.67 675,096 2 675,096
TYCO INTERNATIONAL LTD (NEW) COM 902124106 25,515.84 538,593 2 538,593
TYCO INTERNATIONAL LTD (NEW) COM 902124106 663.25 14,000 SH SOLE 4 14,000
TYLER TECHNOLOGIES INC. COM 902252105 0.30 100 SH SOLE 3 100 0 0
TYSON FOODS INC. CL-A COM 902494103 11,461.60 1,309,900 SH SOLE 3 1,237,600 0 72,300
TYSON FOODS INC. CL-A COM 902494103 2,865.60 327,500 SH OTH 3 12,800 0 125,600
TYSON FOODS INC. CL-A COM 902494103 229.20 26,200 SH SHD 1 26,200 0 0
U S INTERNETWORKING COM 917311805 425.60 20,825 SH SOLE 3 20,825 0 0
U S WEST INC. (NEW) COM 91273H101 659.07 7,686 2 7,686
U S WEST INC. (NEW) COM 91273H101 532.85 6,214 2 6,214
U.S. AGGREGATES INC. COM 90334D109 19,359.30 1,068,100 SH SOLE 3 838,800 0 229,300
U.S. BANCORP (NEW) COM 902973106 4,966.65 258,008 2 258,008
U.S. CAN CORP COM 90328W105 1,030.30 59,300 SH SOLE 3 52,300 0 7,000
U.S. CONCRETE INC. COM 90333L102 355.70 44,463 2 44,463
U.S. INDS INC. COM 912080108 1,441.78 118,910 2 118,910
UAL CORP (NEW) COM 902549500 221.11 3,800 2 3,800
UAL CORP (NEW) COM 902549500 462.59 7,950 2 7,950
UAL CORP. COM 902549500 17,793.70 305,800 SH SOLE 3 278,800 0 27,000
UAL CORP. COM 902549500 3,485.40 59,900 SH OTH 3 5,700 0 0
UAL CORP. COM 902549500 896.10 15,400 SH SHD 1 15,400 0 0
UCAR INTERNATIONAL COM 90262K109 4,166.90 319,000 SH SOLE 3 313,500 0 0
UGI CORP (HOLDING CO) COM 902681105 615.00 30,000 2 30,000
UGI CORP. (HOLDING CO) COM 902681105 1,859.30 90,700 SH SOLE 3 86,200 0 4,500
UICI INC. COM 902737105 328.10 50,000 SH SOLE 3 50,000 0 0
ULTRAMAR DIAMOND SHAMROCK CP COM 904000106 2,535.80 102,200 SH SOLE 3 80,100 0 22,100
ULTRAMAR DIAMOND SHAMROCK CP COM 904000106 1,533.40 61,800 SH OTH 3 2,200 0 59,600
ULTRAPAR PARTICPAC SPONS ADR COM 90400P101 9,873.90 993,600 SH OTH 3 0 0 0
ULTRAPAR PARTICPAC SPONS ADR COM 90400P101 1,532.40 154,200 SH SOLE 3 154,200 0 0
UMB FINANCIAL CORP COM 902788108 154.20 4,700 SH SOLE 3 4,700 0 0
UNICOM CORP COM 904911104 205.04 5,300 2 5,300
UNICOM CORP. COM 904911104 61,263.60 1,583,550 SH SOLE 3 1,420,450 0 160,000
UNICOM CORP. COM 904911104 13,904.70 359,410 SH OTH 3 65,700 0 47,800
UNICOM CORP. COM 904911104 1,427.60 36,900 SH SHD 1 36,900 0 0
UNIFIED ENERGY SYSTEMS - GDR COM 904688207 9,392.30 850,905 SH OTH 3 0 0 0
UNIFIED ENERGY SYSTEMS - GDR COM 904688207 1,045.30 94,700 SH SOLE 3 94,700 0 0
UNIGRAPHICS SOLUTIONS INC. COM 904928108 961.40 49,300 SH SOLE 3 44,000 0 5,300
UNILEVER N.V. NY SHS (NEW) COM 904784709 10,337.30 240,402 SH SOLE 3 210,002 0 30,400
UNILEVER N.V. NY SHS (NEW) COM 904784709 8,488.60 197,410 SH OTH 3 400 0 0
UNILEVER N.V. NY SHS (NEW) COM 904784709 2,118.31 49,263 2 49,263
UNILEVER N.V. NY SHS (NEW) COM 904784709 10,926.60 254,107 2 254,107
UNIMARK GRP INC. COM 904789104 9.19 14,000 2 14,000
UNION CARBIDE CORP(HLDG CO) COM 905581104 702.55 14,193 2 14,193
UNION CARBIDE CORP(HLDG CO) COM 905581104 1,108.80 22,400 SH SOLE 3 22,400 0 0
UNION CARBIDE CORP(HLDG CO) COM 905581104 5.40 110 SH OTH 3 100 0 0
UNION PACIFIC CORP. COM 907818108 1,428.40 38,410 SH OTH 3 200 0 13,000
UNION PACIFIC CORP. COM 907818108 763.40 20,528 SH SOLE 3 20,528 0 0
UNION PACIFIC RESOURCES GRP COM 907834105 60,992.40 2,772,381 SH SOLE 3 2,657,381 0 105,200
UNION PACIFIC RESOURCES GRP COM 907834105 43.10 1,960 SH OTH 3 1,950 0 0
UNION PACIFIC RESOURCES GRP COM 907834105 1,689.60 76,800 2 76,800
UNION PACIFIC RESOURCES GRP COM 907834105 3,128.58 142,208 2 142,208
UNION PLANTERS CORP COM 908068109 578.30 20,700 SH SOLE 3 20,700 0 0
UNION PLANTERS CORP COM 908068109 262.90 9,410 SH OTH 3 0 0 9,400
UNIONBANCAL CORP. COM 908906100 7,885.40 424,800 SH SOLE 3 368,900 0 55,900
UNIONBANCAL CORP. COM 908906100 1,635.40 88,100 SH OTH 3 6,800 0 13,200
UNIONBANCAL CORP. COM 908906100 193.10 10,400 SH SHD 1 10,400 0 0
UNISOURCE ENERGY CORP HLD CO COM 909205106 46.50 3,100 SH SOLE 3 0 0 3,100
UNISYS CORP. COM 909214108 1,639.85 112,608 2 112,608
UNISYS CORP. COM 909214108 4,545.70 312,150 SH SOLE 3 269,900 0 39,350
UNISYS CORP. COM 909214108 11.80 810 SH OTH 3 800 0 0
UNITED ASSET MANAGEMENT CORP COM 909420101 916.30 39,200 SH SOLE 3 34,400 0 4,800
UNITED AUTO GRP INC. COM 909440109 59.30 6,500 SH SOLE 3 1,700 0 4,800
UNITED BANKSHARES INC. W V COM 909907107 500.20 27,500 SH SOLE 3 19,900 0 7,600
UNITED COMMUNITY FINANCIAL COM 909839102 300.20 45,100 SH SOLE 3 39,400 0 5,700
UNITED DOMINION RLTY TR INC. COM 910197102 825.00 75,000 SH SOLE 3 75,000 0 0
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UNITED GLOBAL COM DEP SHS PRF 913247805 382.44 8,440 2 8,440
UNITED ILLUMINATING CO COM 910637107 4,033.80 92,200 SH SOLE 3 86,900 0 5,300
UNITED NATIONAL BANCORP (NJ) COM 910909100 126.60 6,888 SH SOLE 3 6,888 0 0
UNITED NATURAL FOODS INC. COM 911163103 206.25 15,000 2 15,000
UNITED PAN EUROPE CL-A ADR COM 911300200 1,235.25 45,750 2 45,750
UNITED PAN EUROPE CL-A ADR COM 911300200 4,431.65 164,135 2 164,135
UNITED PARCEL SERVICE, INC. COM 911312106 15,703.91 266,168 2 266,168
UNITED PARCEL SERVICE, INC. COM 911312106 10,380.34 175,938 2 175,938
UNITED PARCEL SVCS CL-B COM 911312106 30,615.10 518,900 SH SOLE 3 513,300 0 2,400
UNITED RENTALS INC. COM 911363109 2,320.40 135,498 SH SOLE 3 130,998 0 4,500
UNITED RENTALS INC. COM 911363109 2,688.63 157,000 2 157,000
UNITED RETAIL GRP INC. COM 911380103 259.33 30,509 2 30,509
UNITED STATES CELLULAR CORP COM 911684108 3,622.50 57,500 2 57,500
UNITED STATES CELLULAR CORP COM 911684108 9,876.26 156,766 2 156,766
UNITED STATES CELLULAR CORP COM 911684108 15,894.90 252,300 SH SOLE 3 250,200 0 600
UNITED STATES CELLULAR CORP COM 911684108 1,719.90 27,300 SH OTH 3 3,300 0 7,300
UNITED STATES CELLULAR CORP COM 911684108 258.30 4,100 SH SHD 1 4,100 0 0
UNITED STATES CELLULAR CORP COM 911684108 774.90 12,300 SH SOLE 4 12,300
UNITED STATES INDS INC. COM 912080108 97.00 8,000 SH SOLE 3 1,900 0 6,100
UNITED STATIONERS INC. COM 913004107 3,069.20 94,800 SH SOLE 3 86,400 0 8,400
UNITED TECHNOLOGIES CORP COM 913017109 2,333.81 39,640 2 39,640
UNITED TECHNOLOGIES CORP COM 913017109 9,796.33 166,392 2 166,392
UNITED TECHNOLOGIES CORP COM 913017109 62,355.80 1,059,122 SH SOLE 3 1,007,022 0 51,300
UNITED TECHNOLOGIES CORP COM 913017109 15,319.90 260,210 SH OTH 3 28,300 0 0
UNITED TECHNOLOGIES CORP COM 913017109 2,207.80 37,500 SH SHD 1 37,500 0 0
UNITED THERAPEUTICS CORP COM 91307C102 899.50 8,300 SH SOLE 3 6,300 0 2,000
UNITEDGLOBALCOM INC. CL A COM 913247508 31,689.00 677,840 SH SOLE 3 542,540 0 1,800
UNITEDGLOBALCOM INC. CL A COM 913247508 533.00 11,400 SH OTH 3 3,300 0 5,500
UNITEDGLOBALCOM INC. CL A COM 913247508 1,808.29 38,680 2 38,680
UNITEDGLOBALCOM INC. CL A COM 913247508 20,351.91 435,335 2 435,335
UNITEDHEALTH GRP INC. COM 91324P102 69,174.40 806,698 SH SOLE 3 787,698 0 16,500
UNITEDHEALTH GRP INC. COM 91324P102 7,075.20 82,510 SH OTH 3 9,100 0 18,200
UNITEDHEALTH GRP INC. COM 91324P102 2,272.40 26,500 SH SHD 1 26,500 0 0
UNITEDHEALTH GRP INC. COM 91324P102 3,309.09 38,590 2 38,590
UNITRIN INC. COM 913275103 367.20 12,500 SH OTH 3 0 0 12,500
UNITS BARCLAYS BK PLC ADNR 8% PRF 06738C836 348.75 15,000 2 15,000
UNIVERSAL ACCESS INC. COM 913363107 345.40 14,100 SH SOLE 3 12,200 0 1,900
UNIVERSAL ACCESS INC. COM 913363107 270.73 11,050 2 11,050
UNIVERSAL ACCESS INC. COM 913363107 4,472.48 182,550 2 182,550
UNIVERSAL AMERICAN FINANCIAL COM 913377107 44.00 11,000 2 11,000
UNIVERSAL CORP. HLDG CO COM 913456109 2,230.80 105,600 SH SOLE 3 105,600 0 0
UNIVERSAL CORP. HLDG CO COM 913456109 781.60 37,000 SH OTH 3 0 0 37,000
UNIVERSAL FOODS CORP. COM 913538104 904.60 48,900 SH SOLE 3 29,500 0 19,400
UNIVERSAL FOREST PRODS INC. COM 913543104 5.50 400 SH SOLE 3 400 0 0
UNIVERSAL HEALTH RLTY INC.M SBI COM 91359E105 558.66 29,500 2 29,500
UNIVISION COMMUNICATIONS, INC. COM 914906102 109,691.40 1,059,820 SH SOLE 3 626,920 0 360,900
UNIVISION COMMUNICATIONS, INC. COM 914906102 1,645.70 15,900 SH OTH 3 0 0 15,900
UNIVISION COMMUNICATIONS, INC. COM 914906102 1,242.00 12,000 SH SHD 1 12,000 0 0
UNIVISION COMMUNICATIONS, INC. COM 914906102 414.00 4,000 2 4,000
UNIVISION COMMUNICATIONS, INC. COM 914906102 4,047.78 39,109 2 39,109
UNIVRSL HEALTH SVC CL B COM 913903100 3,595.70 54,896 SH SOLE 3 50,396 0 4,500
UNIVRSL HEALTH SVC CL B COM 913903100 2,122.20 32,400 SH OTH 3 0 0 32,400
UNOCAL CORP COM 915289102 18,231.17 550,375 2 550,375
UNOCAL CORP COM 915289102 4,416.36 133,324 2 133,324
UNOCAL CORP CLL 915289102 243.75 25,000 CALL 2 25,000
UNOCAL CORP COM 915289102 15,437.80 466,048 SH SOLE 3 424,648 0 38,500
UNOCAL CORP COM 915289102 103.00 3,110 SH OTH 3 3,100 0 0
UNOVA INC. COM 91529B106 3,360.10 459,500 SH SOLE 3 454,200 0 0
UNUMPROVIDENT CORP COM 91529Y106 1,517.65 75,646 2 75,646
UNUMPROVIDENT CORP COM 91529Y106 996.00 49,643 SH SOLE 3 49,643 0 0
UNUMPROVIDENT CORP COM 91529Y106 0.20 10 SH OTH 3 0 0 0
URBAN SHOPPING CENTERS COM 917060105 114.50 3,400 SH SOLE 3 3,400 0 0
URS CORP. (NEW) COM 903236107 14,031.50 920,100 SH SOLE 3 785,700 0 134,400
US AIRWAYS GRP INC. COM 911905107 312.00 8,000 2 8,000
US BANCORP COM 902973106 2,102.30 109,211 SH SOLE 3 99,511 0 9,700
US BANCORP COM 902973106 9.80 510 SH OTH 3 500 0 0
US LEC CORP - CL A COM 90331S109 1,067.60 62,800 SH SOLE 3 58,200 0 4,600
US ONCOLOGY INC. COM 90338W103 138.27 27,653 2 27,653
US ONCOLOGY INC. COM 90338W103 80.00 16,000 2 16,000
US STEEL DYNAMICS COM 858119100 237.10 26,162 SH SOLE 3 26,162 0 0
USA NETWORKS INC. COM 902984103 2,677.40 123,810 SH SOLE 3 123,810 0 0
USA NETWORKS INC. COM 902984103 134.10 6,200 SH OTH 3 6,200 0 0
USA NETWORKS INC. CMN COM 902984103 849.86 39,300 SH SOLE 4 39,300
USA NETWORKS INC. COM 902984103 2,011.13 93,000 2 93,000
USA NETWORKS INC. COM 902984103 1,683.03 77,828 2 77,828
USAIR GRP INC. COM 911905107 3.90 100 SH SOLE 3 100 0 0
USAIR GRP INC. COM 911905107 0.40 10 SH OTH 3 0 0 0
USEC INC. COM 90333E108 1,217.80 263,300 SH SOLE 3 232,900 0 30,400
USFREIGHTWAYS CORP. COM 916906100 2,146.80 87,400 SH SOLE 3 82,400 0 5,000
USFS HAWTHORN INC. COM 902956309 227.32 47,235 2 47,235
USG CORP (NEW) COM 903293405 9,852.80 324,371 SH SOLE 3 279,171 0 45,200
USG CORP (NEW) COM 903293405 5,753.00 189,400 SH OTH 3 33,200 0 65,300
USG CORP (NEW) COM 903293405 164.00 5,400 SH SHD 1 5,400 0 0
USINTERNETWORKING INC. COM 917311805 791.61 38,733 2 38,733
UST INC. COM 902911106 6,606.40 449,800 SH SOLE 3 449,800 0 0
UST INC. COM 902911106 2,144.50 146,010 SH OTH 3 5,900 0 0
UST INC. COM 902911106 299.26 20,375 2 20,375
USX-MARATHON GRP COM 902905827 22,573.80 900,700 SH SOLE 3 775,600 0 118,800
USX-MARATHON GRP COM 902905827 4,298.50 171,510 SH OTH 3 56,200 0 0
USX-MARATHON GRP COM 902905827 528.80 21,100 SH SHD 1 21,100 0 0
USX-U S STEEL GRP COM 90337T101 63.10 3,400 SH SOLE 3 3,400 0 0
USX-U S STEEL GRP COM 90337T101 0.20 10 SH OTH 3 0 0 0
UTI ENERGY CORP COM 903387108 1,424.40 35,500 SH SOLE 3 35,500 0 0
UTILICORP UNITED INC. (MISSOURI) COM 918005109 1,170.60 58,900 SH SOLE 3 36,300 0 22,600
VAIL RESORTS INC. COM 91879Q109 45.70 2,800 SH SOLE 3 0 0 2,800
VALASSIS COMMUNICATIONS INC. COM 918866104 176,814.00 4,637,743 SH SOLE 3 3,038,913 0 1,589,740
VALASSIS COMMUNICATIONS INC. COM 918866104 6,460.90 169,466 SH OTH 3 48,910 0 109,000
VALASSIS COMMUNICATIONS INC. COM 918866104 319.49 8,380 2 8,380
VALENCE TECHNOLOGY INC. COM 918914102 86.70 4,700 SH SOLE 3 0 0 4,700
VALERO ENERGY CORP COM 91913Y100 9,496.40 299,100 SH SOLE 3 290,700 0 5,700
VALLEY MEDIA INC. COM 91972C106 175.00 50,000 2 50,000
VALLEY NATL BANCORP COM 919794107 520.31 21,401 2 21,401
VALLEY NATL BANCORP COM 919794107 1,103.60 45,391 SH SOLE 3 27,700 0 17,691
VALMONT INDS INC. COM 920253101 125.20 6,300 SH SOLE 3 300 0 0
VALUE AMERICA INC. COM 92038N102 72.60 66,381 2 66,381
VALUE CITY DEPT STORES,INC. COM 920387107 762.90 80,300 SH SOLE 3 77,900 0 2,400
VALUECLICK INC. COM 92046N102 259.94 25,360 2 25,360
VALUECLICK INC. COM 92046N102 554.23 54,071 2 54,071
VALUEVISION INTL INC. COM 92047K107 544.80 22,700 SH SOLE 3 16,900 0 5,800
VALUEVISION INTL INC. COM 92047K107 1,848.29 77,012 2 77,012
VARCO INTL CO (NEW) COM 922122106 586.40 25,222 SH OTH 3 0 0 25,222
VARCO INTL CO (NEW) COM 922122106 270.00 11,612 SH SOLE 3 2,279 0 9,333
VARIAN INC. COM 922206107 941.00 20,400 SH SOLE 3 15,600 0 4,800
VARIAN MEDICAL SYSTEMS INC. COM 92220P105 4,667.60 119,300 SH SOLE 3 112,700 0 5,000
VARIAN MEDICAL SYSTEMS INC. COM 92220P105 995.14 25,435 2 25,435
VARIAN SEMICONDUCTOR EQUIP COM 922207105 3,184.60 50,700 SH SOLE 3 46,300 0 4,400
VASOMEDICAL INC. COM 922321104 143.92 30,500 2 30,500
VASTAR RESOURCES, INC. COM 922380100 1,642.50 20,000 2 20,000
VASTAR RESOURCES, INC. COM 922380100 587.60 7,155 2 7,155
VECTREN CORP. COM 92240G101 1,440.40 83,500 SH SOLE 3 80,400 0 0
VEECO INSTRUMENTS INC. COM 922417100 871.70 11,900 SH SOLE 3 8,500 0 3,400
VEECO INSTRUMENTS INC. COM 922417100 439.50 6,000 2 6,000
VENATOR GRP COM 922944103 6,360.10 620,500 SH SOLE 3 595,300 0 13,700
VENTANA MEDICAL SYSTEMS INC. COM 92276H106 75.20 3,200 SH SOLE 3 900 0 2,300
VENTIV HEALTH INC. COM 922793104 2,571.80 231,173 2 231,173
VENTIV HEALTH INC. COM 922793104 9,468.30 851,082 SH SOLE 3 851,082 0 0
VENTRO CORP COM 922815105 4,268.92 226,168 2 226,168
VENTRO CORPP COM 922815105 443.60 23,500 SH SOLE 3 20,300 0 3,200
VERIO INC. COM 923433106 279.42 5,036 2 5,036
VERIO INC. COM 923433106 4,277.80 77,100 SH SOLE 3 76,000 0 500
VERISIGN INC. COM 92343E102 436,117.70 2,470,922 SH SOLE 3 1,895,637 0 381,213
VERISIGN INC. COM 92343E102 3,542.00 20,068 SH OTH 3 10,495 0 6,970
VERISIGN INC. COM 92343E102 573.63 3,250 2 3,250
VERISIGN INC. COM 92343E102 1,485.60 8,417 2 8,417
VERITAS DGC INC. COM 92343P107 1,661.40 63,900 SH SOLE 3 54,700 0 9,200
VERITAS SOFTWARE CO COM 923436109 2,187.98 19,360 2 19,360
VERITAS SOFTWARE CO COM 923436109 6,487.66 57,405 2 57,405
VERITAS SOFTWARE CO CLL 923436109 26.25 10,000 CALL 2 10,000
VERITAS SOFTWARE CO COM 923436109 252,962.30 2,238,295 SH SOLE 3 2,135,535 0 54,505
VERITAS SOFTWARE CO COM 923436109 21,040.10 186,170 SH OTH 3 18,685 0 19,325
VERITAS SOFTWARE CO COM 923436109 2,469.40 21,850 SH SHD 1 21,850 0 0
VERITY INC. COM 92343C106 1,200.80 31,600 SH SOLE 3 27,900 0 3,700
VERTEX PHARMACEUTICALS INC. COM 92532F100 3,701.10 35,123 SH SOLE 3 35,123 0 0
VERTICALNET INC. COM 92532L107 5,245.10 142,000 SH SOLE 3 139,600 0 1,100
VERTICALNET INC. COM 92532L107 1,204.16 32,600 SH SOLE 4 32,600
VERTICALNET INC. COM 92532L107 579.92 15,700 2 15,700
VERTICALNET INC. COM 92532L107 6,260.91 169,500 2 169,500
VF CORP COM 918204108 505.10 21,210 SH OTH 3 0 0 21,200
VF CORP COM 918204108 138.10 5,800 SH SOLE 3 1,500 0 4,300
VIACOM INC. CL-A COM COM 925524100 273.50 4,000 SH SOLE 3 0 0 4,000
VIACOM INC. CL-B COM COM 925524308 681,707.10 9,997,538 SH SOLE 3 6,466,357 0 3,123,542
VIACOM INC. CL-B COM COM 925524308 38,619.90 566,378 SH OTH 3 101,629 0 27,719
VIACOM INC. CL-B COM COM 925524308 2,086.50 30,600 SH SHD 1 30,600 0 0
VIACOM INC. CL-B COM COM 925524308 14,804.73 217,118 SH SOLE 4 217,118
VIACOM INC. CL-A COM COM 925524100 3,304.22 48,325 2 48,325
VIACOM INC. CL-A COM COM 925524100 4,798.56 70,180 2 70,180
VIACOM INC. CL-B COM COM 925524308 315,518.29 4,627,216 2 4,627,216
VIACOM INC. CL-B COM COM 925524308 450,666.46 6,609,224 2 6,609,224
VIAD CORP COM 92552R109 493.20 18,100 SH OTH 3 0 0 18,100
VIAD CORP COM 92552R109 397.90 14,600 SH SOLE 3 100 0 14,500
VIANT CORP COM 92553N107 2,208.25 74,540 2 74,540
VIANT CORP COM 92553N107 7,299.84 246,408 2 246,408
VIANT CORP COM 92553N107 4,756.60 160,559 SH SOLE 3 155,359 0 5,200
VIASAT INC. COM 92552V100 92.20 1,700 SH SOLE 3 0 0 1,700
VIATEL INC. COM 925529208 2,884.80 101,000 SH SOLE 3 94,800 0 6,200
VIATEL INC. COM 925529208 20.00 700 SH OTH 3 700 0 0
VIATEL INC. COM 925529208 206.36 7,225 2 7,225
VICAL INC. COM 925602104 102.00 5,300 SH SOLE 3 1,000 0 4,300
VICAL INC. COM 925602104 645.07 33,510 2 33,510
VICINITY CORP COM 925653107 235.50 12,000 2 12,000
VICOR CORP COM 925815102 703.21 20,200 2 20,200
VICOR CORP COM 925815102 1,430.80 41,100 SH SOLE 3 37,300 0 3,800
VIEWCAST.COM INC. COM 926713108 146.81 40,500 2 40,500
VIGNETTE CORP COM 926734104 592.67 11,394 2 11,394
VIGNETTE CORP COM 926734104 3,483.49 66,970 2 66,970
VIGNETTE CORP COM 926734104 21,498.10 413,300 SH SOLE 3 408,100 0 2,400
VINTAGE PETROLEUM INC. COM 927460105 3,666.40 162,500 SH SOLE 3 145,800 0 16,700
VIRTUAL COMMUNITIES INC. COM 92825D101 45.00 20,000 2 20,000
VISHAY INTERTECHNOLOGY COM 928298108 75,806.70 1,998,200 SH SOLE 3 1,941,350 0 46,200
VISHAY INTERTECHNOLOGY COM 928298108 9,100.70 239,887 SH OTH 3 9,600 0 127,737
VISHAY INTERTECHNOLOGY COM 928298108 464.70 12,250 SH SHD 1 12,250 0 0
VISTA INFORMATION SOLUTIONS COM 928365204 27.63 13,000 2 13,000
VISTEON CORP COM 92839U107 1,910.34 157,554 2 157,554
VISTEON CORP COM 92839U107 3,781.30 311,856 SH SOLE 3 301,225 0 10,632
VISTEON CORP COM 92839U107 777.10 64,094 SH OTH 3 9,651 0 0
VISTEON CORP COM 92839U107 84.30 6,953 SH SHD 1 6,953 0 0
VISUAL NETWORKS, INC. COM 928444108 3,927.10 137,793 SH SOLE 3 133,093 0 4,700
VISUAL NETWORKS, INC. COM 928444108 398.94 13,998 2 13,998
VISUAL NETWORKS, INC. COM 928444108 1,168.70 41,007 2 41,007
VISX, INC. COM 92844S105 914.80 32,600 SH SOLE 3 24,300 0 8,300
VISX, INC. COM 92844S105 252.56 9,000 2 9,000
VISX, INC. COM 92844S105 2,006.47 71,500 2 71,500
VITAL SIGNS, INC. COM 928469105 5.40 300 SH SOLE 3 300 0 0
VITESSE SEMICONDUCTOR CORP COM 928497106 1,264.25 17,186 2 17,186
VITESSE SEMICONDUCTOR CORP COM 928497106 4,877.20 66,300 SH OTH 3 0 0 66,300
VITESSE SEMICONDUCTOR CORP COM 928497106 2,743.90 37,300 SH SOLE 3 17,000 0 20,300
VITRIA TECHNOLOGY COM 92849Q104 5,892.40 96,400 SH SOLE 3 95,100 0 600
VITRIA TECHNOLOGY INC. COM 92849Q104 607.03 9,931 2 9,931
VITRO S.A. ADS COM 928502301 1,713.28 537,500 2 537,500
VITRO S.A. ADS COM 928502301 295.48 92,700 2 92,700
VIVUS INC. COM 928551100 414.20 59,700 SH SOLE 3 48,300 0 11,400
VLASIC FOODS COM 928559103 247.00 152,000 SH SOLE 3 152,000 0 0
VODAFONE AIRTOUCH PLC SPONS ADR COM 92857T107 49,395.41 1,192,046 2 1,192,046
VODAFONE AIRTOUCH PLC SPONS ADR COM 92857T107 83,890.59 2,024,509 2 2,024,509
VODAFONE AIRTOUCH PLC SPONS ADR COM 92857T107 499.32 12,050 SH SOLE 4 12,050
VODAFONE AIRTOUCH PLC SPONS ADR COM 92857T107 207,080.40 4,997,416 SH OTH 3 12,710 0 1,100
VODAFONE AIRTOUCH PLC SPONS ADR COM 92857T107 147,264.20 3,553,888 SH SOLE 3 2,622,468 0 574,310
VOICESTREAM WIRELESS CORP COM 928615103 2,174.75 18,700 2 18,700
VOICESTREAM WIRELESS CORP COM 928615103 1,163,379.28 10,003,530 2 10,003,530
VOICESTREAM WIRELESS CORP COM 928615103 42,575.10 366,089 SH SOLE 3 362,573 0 3,517
VORNADO REALTY TR COM 929042109 5,092.93 146,559 2 146,559
VORNADO REALTY TR PRF 929042208 432.54 8,850 2 8,850
VORNADO REALTY TR COM 929042109 11,095.81 319,304 2 319,304
VORNADO REALTY TR PRF 929042208 1,598.21 32,700 2 32,700
VORNADO REALTY TR COM 929042109 7,570.30 217,850 SH SOLE 3 184,450 0 33,400
VORNADO REALTY TR COM 929042109 323.20 9,300 SH OTH 3 0 0 0
VOTORANTIM CELULOSE - SPONS ADR COM 92906P106 19,830.30 1,079,200 SH OTH 3 0 0 0
VOTORANTIM CELULOSE - SPONS ADR COM 92906P106 3,138.40 170,800 SH SOLE 3 170,800 0 0
VOXWARE INC. COM 92906L105 940.13 218,000 2 218,000
VSI HOLDINGS INC. COM 918322108 687.50 250,000 2 250,000
VSI HOLDINGS INC. COM 918322108 68.75 25,000 2 25,000
VULCAN MATERIALS CO COM 929160109 1,537.73 36,023 2 36,023
VULCAN MATERIALS CO COM 929160109 3,744.90 87,728 SH SOLE 3 87,728 0 0
VULCAN MATERIALS CO COM 929160109 0.40 10 SH OTH 3 0 0 0
WOLVERINE TUBE INC. COM 978093102 13,855.00 815,000 SH SOLE 3 714,300 0 91,500
WOODWARD GOVERNOR CO. COM 980745103 73.60 2,600 SH SOLE 3 0 0 2,600
WORLD ACCESS INC. COM 98141A101 1,304.10 117,885 SH SOLE 3 103,200 0 14,685
WORLD ACCESS INC. COM 98141A101 113.00 10,211 SH OTH 3 0 0 10,211
WORLD ACCESS INC. (NEW) COM 98141A101 571.93 51,700 2 51,700
WORLDCOM INC. CMN COM 98157D106 47,019.40 1,024,946 SH SOLE 4 1,024,946
WORLDCOM INC. COM 98157D106 118,882.49 2,591,444 2 2,591,444
WORLDCOM INC. CLL 98157D106 811.65 77,300 CALL 2 77,300
WORLDCOM INC. COM 98157D106 196,908.35 4,292,280 2 4,292,280
WORLDCOM INC. COM 98157D106 552,456.20 12,042,642 SH SOLE 3 10,542,317 0 1,368,885
WORLDCOM INC. COM 98157D106 43,202.20 941,737 SH OTH 3 125,215 0 21,950
WORLDCOM INC. COM 98157D106 3,109.50 67,781 SH SHD 1 67,781 0 0
WORLDGATE COMMUNICATIONS COM 98156L307 287.60 16,200 SH SOLE 3 14,200 0 2,000
WORLDWIDE ENTERTAINMENT COM 98157N104 11.63 12,000 2 12,000
WORTHINGTON INDS COM 981811102 1,599.20 152,300 SH SOLE 3 140,700 0 11,600
WORTHINGTON INDS COM 981811102 0.10 10 SH OTH 3 0 0 0
WPP GRP PLC ADR COM 929309300 926.33 12,755 2 12,755
WPP GRP PLC ADR COM 929309300 15,720.48 216,461 2 216,461
WPS RESOURCES CORP COM 92931B106 174.40 5,800 SH SOLE 3 400 0 5,400
WTS CEMEX S.A.DE CV WTS 151290871 89.82 33,036 2 33,036
WTS/GOLDEN STATE BANCORP WTS 381197136 303.98 270,200 2 270,200
WTS/MAGNUM HUNTER RESOURCES WTS 55972F120 17.33 10,666 2 10,666
WTS/NEXELL THERAPEUTICS INC. WTS 65332H112 51.04 16,667 2 16,667
WTS/ORTEC INTERNATIONAL WT B WTS 68749B124 12.50 20,000 2 20,000
WYNDHAM INTERNATIONAL CL-A COM 983101106 1,000.25 400,098 2 400,098
WYNDHAM INTL COM 983101106 2,685.10 1,074,028 SH SOLE 3 1,074,028 0 0
XCEED INC./DE COM 98388N105 117.70 12,900 SH SOLE 3 12,900 0 0
XCELERA.COM INC. COM G31611109 251.60 7,400 2 7,400
XEROX CORP COM 984121103 1,967.02 94,796 2 94,796
XEROX CORP COM 984121103 6,806.02 328,001 2 328,001
XEROX CORP. COM 984121103 3,965.60 191,111 SH SOLE 3 191,111 0 0
XEROX CORP. COM 984121103 62.50 3,010 SH OTH 3 3,000 0 0
XILINX INC. COM 983919101 611.79 7,410 2 7,410
XILINX INC. COM 983919101 531.70 6,440 2 6,440
XILINX INC. CLL 983919101 295.50 6,000 CALL 2 6,000
XILINX INC. COM 983919101 104,488.60 1,265,570 SH SOLE 3 1,181,370 0 16,200
XILINX INC. COM 983919101 9,008.40 109,110 SH OTH 3 15,400 0 0
XILINX INC. COM 983919101 800.90 9,700 SH SHD 1 9,700 0 0
XIRCOM COM 983922105 741.00 15,600 SH SOLE 3 11,600 0 4,000
XL CAPITAL LTD CL-A COM G98255105 3,838.55 70,920 2 70,920
XL CAPITAL LTD CL-A COM G98255105 1,543.65 28,520 2 28,520
XL CAPITAL LTD CL A COM G98255105 41,405.60 765,000 SH SOLE 3 662,300 0 93,100
XL CAPITAL LTD CL A COM G98255105 86.60 1,600 SH OTH 3 1,600 0 0
XOMA LTD COM G9825R107 68.50 16,000 2 16,000
XTRA CORP COM 984138107 1,088.50 27,600 SH SOLE 3 25,100 0 2,500
XYBERNAUT CORP COM 984149104 223.75 20,000 2 20,000
YAHOO! INC. COM 984332106 318,200.60 2,568,723 SH SOLE 3 2,134,643 0 332,220
YAHOO! INC. COM 984332106 22,920.60 185,030 SH OTH 3 25,520 0 3,800
YAHOO! INC. COM 984332106 1,709.50 13,800 SH SHD 1 13,800 0 0
YAHOO! INC. COM 984332106 27,740.57 223,940 SH SOLE 4 223,940
YAHOO! INC. COM 984332106 31,364.65 253,196 2 253,196
YAHOO! INC. COM 984332106 831,978.44 6,716,274 2 6,716,274
YELLOW CORP COM 985509108 1,697.70 115,100 SH SOLE 3 107,400 0 7,700
YORK INTERNATIONAL CORP NEW COM 986670107 378.75 15,000 2 15,000
YORK INTERNATIONAL CORP NEW COM 986670107 1,833.20 72,600 SH SOLE 3 67,100 0 5,500
YOUNG & RUBICAM INC. COM 987425105 245.90 4,300 SH SOLE 3 4,300 0 0
YOUNG & RUBICAM INC. COM 987425105 0.60 10 SH OTH 3 0 0 0
YOUNG & RUBICAM INC. COM 987425105 772.03 13,500 2 13,500
YOUNG BROADCASTING INC. CL-A COM 987434107 267.25 10,404 2 10,404
YPF SOCIEDAD ANONIMA COM 984245100 582.19 15,000 2 15,000
Z TEL TECHNOLOGIES INC. COM 988792107 278.35 23,196 2 23,196
ZALE CORP (NEW) COM 988858106 21,918.20 600,500 SH SOLE 3 580,600 0 16,600
ZALE CORP (NEW) COM 988858106 3,993.10 109,400 SH OTH 3 3,400 0 53,200
ZANY BRAINY INC. COM 98906Q101 11.90 4,532 2 4,532
ZD NET GRP COM 989511209 0.90 100 SH SOLE 3 100 0 0
ZEBRA TECHNOLOGIES INC. COM 989207105 3,381.00 76,300 SH SOLE 3 71,200 0 5,100
ZENITH NATIONAL INS CORP COM 989390109 6,245.40 293,900 SH SOLE 3 286,300 0 0
ZIFF DAVIS INC. ZD COM 989511100 135.00 15,000 SH SOLE 3 10,900 0 4,100
ZIFF-DAVIS INC. COM 989511100 218.48 24,275 2 24,275
ZIFF-DAVIS INC.-ZDNET COM 989511209 806.63 89,625 2 89,625
ZIONS BANCORP COM 989701107 1,697.95 37,000 2 37,000
ZIONS BANCORP COM 989701107 2,733.70 59,570 2 59,570
ZIONS BANCORP COM 989701107 8,365.90 182,300 SH SOLE 3 175,000 0 7,300
ZIXIT CORP COM 98974P100 690.94 15,000 2 15,000
ZIXIT CORP. COM 98974P100 4.60 100 SH SOLE 3 100 0 0
ZOLL MEDICAL CORP COM 989922109 632.10 12,900 SH SOLE 3 12,900 0 0
ZOMAX INC. MN COM 989929104 1,279.70 97,500 SH SOLE 3 89,800 0 7,700
ZORAN CORP COM 98975F101 659.38 10,000 2 10,000
ZYGO CORP COM 989855101 771.90 8,500 SH SOLE 3 6,500 0 2,000
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