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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 September 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, November 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: ____________
6,014
Form 13F Information Table Entry Total: _____________
96,026,298.91
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 1,488.00 31,000 SH SOLE 2 0 31,000
1-800-FLOWERS.COM COM 68243Q106 814.45 163,400 SH SOLE 2 0 163,400
1-800-FLOWERS.COM COM 68243Q106 87.43 17,540 SH SOLE 2 17,540 0
24/7 MEDIA INC COM 901314104 603.28 59,768 SH SOLE 2 0 59,768
24/7 MEDIA INC CLL 901314104 3.13 10,000 SH CLL SOLE 2 0 10,000
360NETWORKS COM 88575T205 944.94 48,150 SH SOLE 2 0 48,150
360NETWORKS COM 88575T205 871.84 44,425 SH SOLE 2 44,425 0
3COM CORP COM 885535104 19,068.20 993,783 SH SOLE 3 932,383 0 56,300
3COM CORP+A921 COM 885535104 8,733.80 455,182 SH SOLE 2 0 455,182
3COM CORP COM 885535104 3,215.80 167,600 SH OTH 3 1,700 0 165,900
3COM CORP COM 885535104 2,317.79 120,797 SH SOLE 2 120,797 0
99 CENTS ONLY STORES COM 65440K106 66,261.50 1,320,279 SH SOLE 3 1,318,979 0 1,300
99 CENTS ONLY STORES COM 65440K106 727.70 14,500 SH OTH 3 0 0 14,500
99 CENTS ONLY STORES COM 65440K106 250.94 5,000 SH SOLE 2 0 5,000
A SCHULMAN INC COM 808194104 806.30 73,300 SH SOLE 3 73,300 0 0
A T & T WIRELESS COM 001957406 43,136.10 2,066,400 SH SOLE 3 2,015,200 0 25,100
A T & T WIRELESS COM 001957406 192.10 9,200 SH OTH 3 7,000 0 0
A T & T WIRELESS COM 001957406 167.00 8,000 SH SHD 1 8,000 0 0
A.H. BELO CORP SER A COM 080555105 98,802.80 5,358,795 SH SOLE 3 3,868,265 0 1,480,980
A.H. BELO CORP SER A COM 080555105 2,506.20 135,598 SH OTH 3 81,649 0 40,100
A.O. SMITH CORP (DEL) COM 831865209 1,283.30 102,150 SH SOLE 3 97,100 0 5,050
AAR CORP COM 000361105 1,852.90 162,000 SH SOLE 3 157,900 0 4,100
AAR CORP COM 000361105 842.94 73,700 SH SOLE 2 0 73,700
AAR CORP COM 000361105 600.47 52,500 SH SOLE 2 52,500 0
AARON RENTS INC COM 002535201 14,753.70 1,145,920 SH SOLE 3 942,200 0 203,720
ABBOTT LABORATORIES COM 002824100 313,875.83 6,599,229 SH SOLE 2 0 6,599,229
ABBOTT LABORATORIES COM 002824100 301,371.93 6,336,335 SH SOLE 2 6,336,335 0
ABBOTT LABORATORIES COM 002824100 177,255.10 3,726,783 SH SOLE 3 3,580,783 0 121,800
ABBOTT LABORATORIES COM 002824100 30,270.70 636,441 SH OTH 3 51,200 0 0
ABBOTT LABORATORIES COM 002824100 16,904.43 355,415 SH SOLE 4 355,415 0
ABBOTT LABORATORIES CLL 002824100 1,095.31 140,200 SH CLL SOLE 2 140,200 0
ABBOTT LABORATORIES COM 002824100 1,208.10 25,400 SH SHD 1 25,400 0 0
ABERCROMBIE & FITCH CO. COM 002896207 6,923.50 363,200 SH SOLE 3 352,100 0 10,400
ABERCROMBIE & FITCH CO. COM 002896207 2,179.07 114,312 SH SOLE 2 0 114,312
ABERCROMBIE & FITCH CO. COM 002896207 295.24 15,488 SH SOLE 2 15,488 0
ABGENIX INC COM 00339B107 565.70 7,000 SH SOLE 3 7,000 0 0
ABGENIX INC COM 00339B107 405.36 5,016 SH SOLE 2 0 5,016
ABLE TELCOM HLDG CORP COM 003712304 31.25 10,000 SH SOLE 2 0 10,000
ABM INDUSTRIES INC COM 000957100 25,186.50 926,400 SH SOLE 3 714,800 0 211,600
ABOUT.COM INC COM 003736105 505.10 15,600 SH SOLE 3 13,500 0 1,900
ABOUT.COM INC COM 003736105 310.83 9,601 SH SOLE 2 0 9,601
ABOUT.COM INC COM 003736105 218.47 6,748 SH SOLE 2 6,748 0
ACACIA RESEARCH CORP COM 003881109 453.38 13,000 SH SOLE 2 0 13,000
ACCRUE SOFTWARE INC COM 00437W102 213.30 17,867 SH SOLE 3 17,367 0 0
ACE LTD COM G0070K103 19.60 500 SH SOLE 3 500 0 0
ACNIELSEN CORP COM 004833109 2,391.50 100,432 SH SOLE 3 73,032 0 26,700
ACNIELSEN CORP COM 004833109 1,033.50 43,400 SH OTH 3 0 0 43,400
ACORN PRODUCTS INC COM 004857108 50.57 52,200 SH SOLE 2 52,200 0
ACTEL CORP. COM 004934105 1,707.00 47,500 SH SOLE 3 43,100 0 4,000
ACTION PERFORMANCE COS INC COM 004933107 240.63 70,000 SH SOLE 2 0 70,000
ACTIVCARD SA COM 00505N109 345.00 15,000 SH SOLE 2 0 15,000
ACTIVE POWER INC COM 00504W100 1,954.86 31,530 SH SOLE 2 0 31,530
ACTIVE POWER INC COM 00504W100 1,762.97 28,435 SH SOLE 2 28,435 0
ACTUANT CORP COM 00508X104 24.80 6,300 SH SOLE 3 3,300 0 3,000
ACTUATE CORP COM 00508B102 11,695.60 338,544 SH SOLE 3 330,144 0 7,600
ACTUATE CORP COM 00508B102 689.69 19,964 SH SOLE 2 19,964 0
ACUSON CORP COM 005113105 741.65 32,600 SH SOLE 2 0 32,600
ACUSON CORP COM 005113105 436.80 19,200 SH SOLE 3 9,600 0 9,600
ACXIOM CORP COM 005125109 171.40 5,400 SH SOLE 3 5,400 0 0
ADAC LABORATORIES (NEW) COM 005313200 1,354.90 65,100 SH SOLE 3 58,200 0 6,000
ADAM.COM INC COM 00547M101 112.50 30,000 SH SOLE 2 0 30,000
ADAPTEC INC COM 00651F108 406.00 20,300 SH SOLE 2 0 20,300
ADAPTIVE BROADBAND CORP COM 00650M104 645.50 33,100 SH SOLE 3 26,800 0 5,800
ADAPTIVE BROADBAND CORP COM 00650M104 352.37 18,070 SH SOLE 2 0 18,070
ADC TELECOMMUNICATIONS INC COM 000886101 105,769.90 3,933,338 SH SOLE 3 3,844,838 0 67,100
ADC TELECOMMUNICATIONS INC COM 000886101 14,151.00 526,242 SH OTH 3 26,900 0 0
ADC TELECOMMUNICATIONS INC COM 000886101 11,256.74 418,612 SH SOLE 2 0 418,612
ADC TELECOMMUNICATIONS INC COM 000886101 7,699.86 286,340 SH SOLE 2 286,340 0
ADC TELECOMMUNICATIONS INC COM 000886101 747.60 27,800 SH SHD 1 27,800 0 0
ADECCO SA COM 006754105 561.97 6,845 SH SOLE 2 0 6,845
ADECCO SA COM 006754105 241.37 2,940 SH SOLE 2 2,940 0
ADELPHIA BUSINESS SOLUTIONS COM 006847107 178.37 15,100 SH SOLE 2 0 15,100
ADELPHIA BUSINESS SOLUTIONS COM 006847107 73.20 6,200 SH SOLE 3 0 0 5,600
ADELPHIA COMMUNICATIONS CP CLA COM 006848105 21,264.50 771,500 SH SOLE 3 625,800 0 145,700
ADELPHIA COMMUNICATIONS CP CLA COM 006848105 13,078.76 474,513 SH SOLE 2 0 474,513
ADELPHIA COMMUNICATIONS CP CLA COM 006848105 9,888.63 358,771 SH SOLE 2 358,771 0
ADEPT TECHNOLOGY INC COM 006854103 615.00 11,700 SH SOLE 3 9,500 0 2,000
ADMINISTAFF INC COM 007094105 37.90 500 SH SOLE 3 500 0 0
ADOBE SYSTEMS INC COM 00724F101 98,950.10 637,360 SH SOLE 3 632,360 0 2,900
ADOBE SYSTEMS INC COM 00724F101 7,435.10 47,891 SH OTH 3 1,400 0 0
ADOBE SYSTEMS INC COM 00724F101 807.30 5,200 SH SOLE 2 5,200 0
ADOBE SYSTEMS INC COM 00724F101 527.90 3,400 SH SHD 1 3,400 0 0
ADOLPH COORS CO CL B COM 217016104 5,088.80 80,535 SH SOLE 3 79,235 0 1,300
ADOLPH COORS CO CL B COM 217016104 1,549.20 24,517 SH OTH 3 2,400 0 0
ADTRAN INC COM 00738A106 927.50 21,800 SH OTH 3 0 0 21,800
ADTRAN INC COM 00738A106 689.30 16,200 SH SOLE 3 10,000 0 6,200
ADVANCE PARADIGM INC COM 007491103 16.90 400 SH SOLE 3 0 0 0
ADVANCED DIGITAL INFO CORP COM 007525108 3,432.40 226,000 SH SOLE 3 214,200 0 11,100
ADVANCED ENERGY INDUSTRIES CNV 007973AA8 274.50 300,000 SH SOLE 2 0 300,000
ADVANCED ENERGY INDUSTRIES INC COM 007973100 541.20 16,400 SH SOLE 3 14,200 0 2,000
ADVANCED ENERGY INDUSTRIES INC COM 007973100 214.50 6,500 SH SOLE 2 6,500 0
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 20,168.40 532,500 SH SOLE 3 517,400 0 11,400
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 3,234.53 85,400 SH SOLE 2 0 85,400
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 3,117.11 82,300 SH SOLE 2 82,300 0
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 1,624.80 42,900 SH OTH 3 2,300 0 12,300
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 60.60 1,600 SH SHD 1 1,600 0 0
ADVANCED MICRO DEVICES INC COM 007903107 82,097.80 3,475,040 SH SOLE 3 3,407,140 0 50,900
ADVANCED MICRO DEVICES INC COM 007903107 8,030.60 339,920 SH OTH 3 21,500 0 41,000
ADVANCED MICRO DEVICES INC COM 007903107 6,787.46 287,300 SH SOLE 2 0 287,300
ADVANCED MICRO DEVICES INC COM 007903107 803.20 34,000 SH SHD 1 34,000 0 0
ADVANCED MICRO DEVICES INC CLL 007903107 7.73 27,500 SH CLL SOLE 2 0 27,500
ADVANCED MICRO DEVICES INC CLL 007903107 45.70 22,500 SH CLL SOLE 2 0 22,500
ADVANCED MICRO DEVICES INC CLL 007903107 22.97 15,000 SH CLL SOLE 2 0 15,000
ADVANCED MICRO DEVICES INC COM 007903107 347.29 14,700 SH SOLE 2 14,700 0
ADVANCED MICRO DEVICES INC CLL 007903107 2.34 12,500 SH CLL SOLE 2 0 12,500
ADVANCED MICRO DEVICES INC CLL 007903107 20.97 11,000 SH CLL SOLE 2 0 11,000
ADVANCED MICRO DEVICES INC CLL 007903107 11.56 10,000 SH CLL SOLE 2 0 10,000
ADVANTA CORP CL A COM 007942105 1,809.00 160,800 SH SOLE 3 150,300 0 10,500
ADVANTICA RESTAURANT GROUP COM 00758B109 14.84 25,000 SH SOLE 2 0 25,000
ADVENT SOFTWARE INC COM 007974108 2,910.00 41,646 SH SOLE 3 37,646 0 3,600
ADVO INC COM 007585102 11,909.70 360,900 SH SOLE 3 347,600 0 12,900
AEGON N V AMER REG COM 007924103 20,085.10 541,014 SH SOLE 3 541,014 0 0
AEGON N V AMER REG COM 007924103 1,061.07 28,581 SH SOLE 2 0 28,581
AEP INDUSTRIES INC COM 001031103 2,443.50 72,000 SH SOLE 2 0 72,000
AEROFLEX INC COM 007768104 1,731.00 35,600 SH SOLE 3 31,450 0 3,850
AEROVOX INC. COM 00808M105 185.63 67,500 SH SOLE 2 67,500 0
AES CORP. COM 00130H105 594,779.00 8,682,905 SH SOLE 3 5,171,585 0 3,406,390
AES CORP. COM 00130H105 46,296.82 675,866 SH SOLE 2 0 675,866
AES CORP. COM 00130H105 12,358.80 180,614 SH OTH 3 104,750 0 54,400
AES CORP. COM 00130H105 3,064.01 44,730 SH SOLE 2 44,730 0
AETHER SYSTEMS INC COM 00808V105 939.00 8,900 SH SOLE 3 7,900 0 200
AETHER SYSTEMS INC COM 00808V105 200.98 1,905 SH SOLE 2 0 1,905
AETHER SYSTEMS INC COM 00808V105 21.10 200 SH OTH 3 200 0 0
AETNA INC COM 008117103 10,718.60 184,605 SH SOLE 3 178,305 0 6,300
AETNA INC COM 008117103 1,696.50 29,219 SH OTH 3 4,200 0 0
AETNA INC COM 008117103 324.74 5,593 SH SOLE 2 0 5,593
AFFILIATED COMPUTER SVCS CNV 008190AD2 6,881.79 5,309,000 SH SOLE 2 0 5,309,000
AFFILIATED COMPUTER SVCS CNV 008190AD2 2,519.91 1,944,000 SH SOLE 2 1,944,000 0
AFFILIATED COMPUTER SVCS CL A COM 008190100 498.75 10,000 SH SOLE 2 0 10,000
AFFILIATED COMPUTER SVCS CL A COM 008190100 214.46 4,300 SH SOLE 2 4,300 0
AFFILIATED COMPUTER SVCS-A COM 008190100 2,374.10 47,600 SH OTH 3 0 0 47,600
AFFILIATED COMPUTER SVCS-A COM 008190100 2,069.80 41,500 SH SOLE 3 32,900 0 8,600
AFFILIATED MANAGERS GROUP COM 008252108 37,913.40 665,878 SH SOLE 3 661,878 0 3,600
AFFILIATED MANAGERS GROUP INC COM 008252108 8,251.38 144,920 SH SOLE 2 0 144,920
AFFILIATED MANAGERS GROUP INC COM 008252108 216.36 3,800 SH SOLE 2 3,800 0
AFFYMETRIX INC COM 00826T108 74.80 1,500 SH SOLE 3 1,500 0 0
AFLAC CORP (NEW) COM 001055102 35,327.30 551,450 SH SOLE 3 483,650 0 65,300
AFLAC CORP (NEW) COM 001055102 9,169.10 143,127 SH OTH 3 5,350 0 0
AFLAC CORP (NEW) COM 001055102 858.40 13,400 SH SHD 1 13,400 0 0
AFLAC INCORPORATED (NEW) COM 001055102 2,512.02 39,212 SH SOLE 2 0 39,212
AFLAC INCORPORATED (NEW) COM 001055102 1,069.84 16,700 SH SOLE 2 16,700 0
AGCO CORP COM 001084102 5,576.50 469,600 SH SOLE 3 459,300 0 9,100
AGENCY.COM LTD COM 008447104 396.81 26,565 SH SOLE 2 0 26,565
AGENCY.COM LTD COM 008447104 106.10 7,100 SH SOLE 3 6,400 0 700
AGILE SOFTWARE CORP COM 00846X105 373.06 4,148 SH SOLE 2 0 4,148
AGILE SOFTWARE INC COM 00846X105 4,910.60 54,600 SH SOLE 3 54,100 0 200
AGILENT TECHNOLOGIES COM 00846U101 7,595.30 155,203 SH SOLE 3 143,374 0 8,898
AGILENT TECHNOLOGIES COM 00846U101 18.90 387 SH OTH 3 300 0 0
AGILENT TECHNOLOGIES INC. COM 00846U101 15,430.53 315,311 SH SOLE 2 0 315,311
AGILENT TECHNOLOGIES INC. COM 00846U101 4,233.04 86,499 SH SOLE 2 86,499 0
AGILENT TECHNOLOGIES INC. CMN+A142 COM 00846U101 655.76 13,400 SH SOLE 4 13,400 0
AGL RESOURCES INC COM 001204106 1,661.20 82,800 SH SOLE 3 73,100 0 9,700
AGRIBRANDS INTERNATIONAL COM 00849R105 4,157.50 95,300 SH SOLE 3 88,400 0 6,300
AGRIUM INC COM 008916108 5,013.30 489,100 SH SOLE 3 489,100 0 0
AHL SVCS INC. COM 001296102 13,486.00 1,563,600 SH SOLE 3 1,237,700 0 325,900
AIR PRODUCTS & CHEMICALS INC COM 009158106 16,077.60 446,600 SH SOLE 3 420,000 0 26,600
AIR PRODUCTS & CHEMICALS INC COM 009158106 5,781.70 160,603 SH OTH 3 18,200 0 0
AIRBORNE FREIGHT CORP COM 009266107 1,724.70 169,300 SH SOLE 3 146,000 0 23,300
AIRGAS INC COM 009363102 109.00 16,000 SH SOLE 2 0 16,000
AIRGAS INC COM 009363102 68.80 10,100 SH SOLE 3 10,100 0 0
AIRGATE PCS COM 009367103 4.50 100 SH SOLE 3 100 0 0
AK STEEL HOLDING CORP COM 001547108 797.00 85,017 SH OTH 3 0 0 85,017
AK STEEL HOLDING CORP COM 001547108 585.50 62,450 SH SOLE 3 35,305 0 26,245
AKAMAI TECHNOLOGIES COM 00971T101 2,510.30 47,801 SH SOLE 3 45,001 0 2,200
AKAMAI TECHNOLOGIES COM 00971T101 99.80 1,900 SH OTH 3 1,900 0 0
AKAMAI TECHNOLOGIES INC COM 00971T101 3,632.77 69,175 SH SOLE 2 0 69,175
ALABAMA NATL BANCORP DEL COM 010317105 43.20 2,000 SH SOLE 3 0 0 2,000
ALASKA AIR GROUP INC(DEL HLDG) COM 011659109 245.71 10,238 SH SOLE 2 10,238 0
ALASKA COMM SYSTEMS GROUP COM 01167P101 7,565.90 1,186,800 SH SOLE 3 985,400 0 201,400
ALASKA COMMUNICATIONS SYSTEMS COM 01167P101 78.09 12,250 SH SOLE 2 0 12,250
ALBANY INTERNATIONAL CORP COM 012348108 16.80 1,400 SH SOLE 3 0 0 0
ALBANY MOLECULAR RESEARCH COM 012423109 685.50 12,200 SH SOLE 3 12,200 0 0
ALBEMARLE CORP COM 012653101 3,827.60 189,600 SH SOLE 3 155,100 0 33,700
ALBEMARLE CORP COM 012653101 1,134.50 56,200 SH OTH 3 0 0 56,200
ALBERTO CULVER CO CL A COM 013068200 1,324.55 52,850 SH SOLE 2 0 52,850
ALBERTO CULVER CO CL A COM 013068200 260.65 10,400 SH SOLE 2 10,400 0
ALBERTO CULVER CO CL-B CONV COM 013068101 10,943.00 379,800 SH SOLE 3 356,400 0 23,400
ALBERTO CULVER CO CL-B CONV COM 013068101 3,151.50 109,379 SH OTH 3 2,400 0 23,300
ALBERTSONS INC COM 013104104 4,757.34 226,540 SH SOLE 2 0 226,540
ALBERTSONS INC COM 013104104 1,759.80 83,800 SH SOLE 3 74,400 0 9,400
ALBERTSONS INC COM 013104104 1,286.21 61,248 SH SOLE 2 61,248 0
ALBERTSONS INC COM 013104104 752.20 35,820 SH OTH 3 1,900 0 0
ALBERTSONS INC COM 013104104 207.90 9,900 SH SHD 1 9,900 0 0
ALCAN ALUMINUM LTD COM 013716105 23,712.80 819,450 SH SOLE 3 800,350 0 19,100
ALCAN ALUMINUM LTD COM 013716105 6,788.70 234,597 SH OTH 3 11,000 0 0
ALCAN ALUMINUM LTD COM 013716105 445.60 15,400 SH SHD 1 15,400 0 0
ALCATEL ALSTHOM SPON ADR COM 013904305 14,829.70 235,860 SH SOLE 3 235,860 0 0
ALCATEL SPON ADR COM 013904305 19,410.96 308,723 SH SOLE 2 0 308,723
ALCATEL SPON ADR COM 013904305 6,500.21 103,383 SH SOLE 2 103,383 0
ALCOA INC COM 013817101 22,651.90 894,890 SH SOLE 3 819,090 0 70,200
ALCOA INC COM 013817101 4,621.10 182,563 SH OTH 3 10,036 0 0
ALEXANDER & BALDWIN INC COM 014482103 436.80 16,800 SH OTH 3 0 0 16,800
ALEXANDER & BALDWIN INC COM 014482103 176.80 6,800 SH SOLE 3 3,500 0 3,300
ALEXANDERS INC. COM 014752109 16.40 200 SH SOLE 3 200 0 0
ALEXANDRIA REAL ESTATE COM 015271109 13,498.50 393,400 SH SOLE 3 313,900 0 79,500
ALEXANDRIA REAL ESTATE COM 015271109 5,587.45 162,840 SH SOLE 2 0 162,840
ALEXANDRIA REAL ESTATE COM 015271109 1,767.09 51,500 SH SOLE 2 51,500 0
ALEXION PHARMACEUTICALS INC COM 015351109 798.00 7,000 SH SOLE 3 5,300 0 1,600
ALFA CORP COM 015385107 742.80 42,600 SH SOLE 3 35,100 0 5,600
ALKERMES INC COM 01642T108 247.20 6,400 SH SOLE 2 0 6,400
ALKERMES INC COM 01642T108 127.50 3,300 SH SOLE 3 3,300 0 0
ALLAIRE CORP COM 016714107 944.22 111,085 SH SOLE 2 0 111,085
ALLAIRE CORP COM 016714107 232.90 27,400 SH SOLE 3 24,300 0 2,800
ALLEGHANY CORP (DELAWARE) COM 017175100 156.80 800 SH SOLE 3 200 0 600
ALLEGHENY ENERGY, INC. COM 017361106 2,123.23 55,600 SH SOLE 2 55,600 0
ALLEGHENY ENERGY, INC. COM 017361106 2,075.87 54,360 SH SOLE 2 0 54,360
ALLEGHENY ENERGY, INC. COM 017361106 72.60 1,900 SH SOLE 3 1,900 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 1,480.90 81,705 SH SOLE 2 0 81,705
ALLEGHENY TECHNOLOGIES INC COM 01741R102 483.30 26,667 SH SOLE 3 26,667 0 0
ALLEGIANCE TELECOM, INC. COM 01747T102 4,840.60 129,950 SH SOLE 3 129,950 0 0
ALLEGIANCE TELECOM, INC. COM 01747T102 1,426.08 38,284 SH SOLE 2 0 38,284
ALLEGIANCE TELECOM, INC. COM 01747T102 559.68 15,025 SH SOLE 2 15,025 0
ALLEGIANCE TELECOM, INC. COM 01747T102 471.20 12,650 SH OTH 3 1,450 0 11,200
ALLEN TELECOM INC COM 018091108 77.90 4,600 SH SOLE 3 0 0 3,900
ALLERGAN INC COM 018490102 181,751.70 2,152,500 SH SOLE 3 2,107,200 0 33,200
ALLERGAN INC COM 018490102 12,644.30 149,747 SH OTH 3 25,600 0 0
ALLERGAN INC COM 018490102 2,794.90 33,100 SH SHD 1 33,100 0 0
ALLERGAN INC COM 018490102 312.42 3,700 SH SOLE 2 3,700 0
ALLIANCE CAPITAL MANAGEMENT COM 01855A101 501.25 10,000 SH SOLE 2 0 10,000
ALLIANCE PHARMACEUTICAL COM 018773101 135.70 8,900 SH SOLE 3 0 0 8,100
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 5,763.75 290,000 SH SOLE 2 0 290,000
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 876.50 44,100 SH SOLE 3 39,200 0 4,900
ALLIANT ENERGY CORP COM 018802108 1,374.80 46,800 SH OTH 3 0 0 46,800
ALLIANT ENERGY CORP COM 018802108 901.80 30,700 SH SOLE 3 19,500 0 11,200
ALLIANT TECHSYSTEMS INC COM 018804104 32.90 400 SH SOLE 3 400 0 0
ALLIED CAPITAL CORP. COM 01903Q108 53,003.70 2,554,397 SH SOLE 3 1,964,567 0 589,830
ALLIED CAPITAL CORP. COM 01903Q108 884.00 42,600 SH OTH 3 0 0 42,600
ALLIED RISER COMMUN COM 019496108 410.80 62,000 SH SOLE 3 52,300 0 8,300
ALLIED RISER COMMUNICATIONS COM 019496108 35,526.39 5,362,474 SH SOLE 2 0 5,362,474
ALLIED RISER COMMUNICATIONS COM 019496108 291.50 44,000 SH SOLE 2 44,000 0
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AMERICA ONLINE INC. COM 02364J104 425,953.10 7,924,708 SH SOLE 3 7,669,608 0 183,000
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AMERICA WEST COM 023657208 738.60 60,600 SH OTH 3 0 0 0
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AMERICAN EXPRESS CO. COM 025816109 89,613.78 1,475,124 SH SOLE 2 1,475,124 0
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AMERICAN EXPRESS CO. COM 025816109 65,515.84 1,078,450 SH SOLE 4 1,078,450 0
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AMERICAN EXPRESS CO. COM 025816109 26,320.00 433,251 SH OTH 3 5,600 0 0
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AMERICAN HOME PRODUCTS CORP COM 026609107 24,178.00 427,438 SH OTH 3 52,462 0 24,400
AMERICAN HOME PRODUCTS CORP COM 026609107 226.20 4,000 SH SHD 1 4,000 0 0
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AMERICAN ITALIAN PASTA CO COM 027070101 479.69 25,000 SH SOLE 2 0 25,000
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AMERICAN MANAGEMENT SYSTEM INC COM 027352103 2,802.23 163,039 SH SOLE 2 163,039 0
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AMERICAN POWER CNVERSION CORP COM 029066107 218.74 11,400 SH SOLE 2 11,400 0
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AMERICAN SHARED HOSP SVCS COM 029595105 26.13 11,000 SH SOLE 2 11,000 0
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AMERICAN TECHNOLOGY CORP (DEL) COM 030145205 60.84 11,000 SH SOLE 2 0 11,000
AMERICAN TOWER CORP -CL A COM 029912201 54,963.70 1,458,406 SH SOLE 3 1,387,406 0 1,600
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AMERICAN TOWER SYSTEMS CL-A COM 029912201 286.43 7,600 SH SOLE 2 7,600 0
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AMERICREDIT CORP COM 03060R101 302.53 10,500 SH SOLE 2 10,500 0
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AMERISOURCE HEALTH COM 03071P102 4,521.40 96,200 SH SOLE 3 87,400 0 8,000
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AMGEN INC COM 031162100 32,555.90 466,229 SH SOLE 2 0 466,229
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AMGEN INC COM 031162100 12,294.50 176,068 SH SOLE 2 176,068 0
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AMPAL AMER ISRAEL CORP COM 032015109 784.90 59,800 SH SOLE 3 59,800 0 0
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AMSOUTH BANCORP COM 032165102 1,268.80 101,500 SH SOLE 3 101,500 0 0
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AMTRAN INC COM 03234G106 35.00 3,200 SH SOLE 3 3,200 0 0
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ANADARKO PETROLEUM CORP COM 032511107 101,713.80 1,530,452 SH SOLE 3 1,465,474 0 60,719
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ANADARKO PETROLEUM CORP COM 032511107 53.80 809 SH OTH 3 805 0 0
ANADIGICS INC. COM 032515108 1,089.70 49,250 SH SOLE 3 44,100 0 4,750
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ANC RENTAL CORP COM 001813104 243.46 42,341 SH SOLE 2 0 42,341
ANC RENTAL CORP COM 001813104 76.90 13,370 SH SOLE 3 13,370 0 0
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ANDREW CORP COM 034425108 29,197.60 1,114,944 SH SOLE 3 1,114,944 0 0
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ANHEUSER BUSCH COS INC. COM 035229103 28,580.80 675,470 SH SOLE 3 625,370 0 47,400
ANHEUSER BUSCH COS INC. COM 035229103 20,509.72 484,720 SH SOLE 2 484,720 0
ANHEUSER BUSCH COS INC. COM 035229103 7,673.70 181,358 SH OTH 3 4,400 0 0
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ANTEC CORP. COM 03664P105 482.09 16,342 SH SOLE 2 0 16,342
AO TATNEFT ADR COM 03737P306 2,020.30 203,300 SH OTH 3 0 0 0
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AON CORP COM 037389103 629.80 16,045 SH SOLE 3 7,545 0 8,500
AON CORP COM 037389103 368.13 9,379 SH SOLE 2 9,379 0
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APAC TELESVCS INC COM 00185E106 11.20 2,100 SH SOLE 3 800 0 0
APACHE CORP. COM 037411105 64,570.40 1,092,100 SH SOLE 3 1,049,400 0 35,700
APACHE CORP. COM 037411105 13,050.60 220,729 SH OTH 3 25,900 0 26,900
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APACHE CORP. COM 037411105 658.65 11,140 SH SOLE 2 11,140 0
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APARTMENT INVT & MGMT CO CL-A COM 03748R101 538.90 11,700 SH OTH 3 0 0 0
APEX SILVER MINES LIMITED COM G04074103 101.25 10,000 SH SOLE 2 10,000 0
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APPLE COMPUTER INC COM 037833100 70,455.90 2,736,150 SH SOLE 3 2,623,540 0 46,200
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APPLE COMPUTER INC COM 037833100 5,994.20 232,786 SH OTH 3 38,600 0 0
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APPLEBEE'S INTERNATIONAL INC COM 037899101 57.50 2,500 SH OTH 3 0 0 0
APPLICA INC. COM 03815A106 19.20 3,100 SH SOLE 3 0 0 3,100
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APPLIED ANALYTICAL INDUSTRIES INC COM 037939105 4,437.30 572,549 SH SOLE 3 572,549 0 0
APPLIED INDUSTRIAL TECH COM 03820C105 590.40 34,100 SH SOLE 3 25,700 0 8,400
APPLIED MATERIALS INC COM 038222105 80,703.60 1,360,650 SH SOLE 3 1,301,550 0 49,000
APPLIED MATERIALS INC COM 038222105 23,525.18 396,631 SH SOLE 2 396,631 0
APPLIED MATERIALS INC COM 038222105 21,434.05 361,375 SH SOLE 2 0 361,375
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APPLIED MICRO CIRCUITS CORP COM 03822W109 14,244.45 68,793 SH SOLE 2 68,793 0
APPLIED MICRO CIRCUITS CORP COM 03822W109 10,601.60 51,200 SH OTH 3 1,300 0 2,100
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APRIA HEALTHCARE GROUP COM 037933108 832.10 59,700 SH OTH 3 0 0 59,700
APTARGROUP INC COM 038336103 1,261.50 52,700 SH SOLE 3 48,000 0 4,700
ARACRUZ CELULOSE S.A. (NEW) COM 038496204 476.17 28,750 SH SOLE 2 28,750 0
ARADIGM CORP COM 038505103 229.38 10,000 SH SOLE 2 10,000 0
ARCH CAPITAL GROUP LTD (COM) COM 03937L105 1.60 100 SH SOLE 3 100 0 0
ARCH CHEMICALS INC. COM 03937R102 2,164.40 118,600 SH SOLE 3 108,200 0 9,500
ARCH COAL INC COM 039380100 94.00 9,400 SH SOLE 3 2,600 0 6,800
ARCHER DANIELS MIDLAND CO COM 039483102 11,488.40 1,331,983 SH SOLE 3 1,313,398 0 18,585
ARCHER DANIELS MIDLAND CO COM 039483102 1,398.50 162,141 SH OTH 3 0 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 550.30 63,803 SH SOLE 2 63,803 0
ARCHSTONE COMMUNITIES TRUST COM 039581103 6,133.30 249,700 SH SOLE 3 214,600 0 35,100
ARCHSTONE COMMUNITIES TRUST COM 039581103 1,486.47 60,518 SH SOLE 2 60,518 0
ARCHSTONE COMMUNITIES TRUST COM 039581103 486.66 19,813 SH SOLE 2 0 19,813
ARCHSTONE COMMUNITIES TRUST COM 039581103 284.90 11,600 SH OTH 3 0 0 0
ARCTIC CAT INC COM 039670104 299.20 23,700 SH SOLE 3 16,000 0 7,700
ARDEN REALTY GROUP INC COM 039793104 292.30 10,900 SH SOLE 3 10,900 0 0
ARGONAUT GROUP INC COM 040157109 1,536.50 87,800 SH SOLE 3 87,800 0 0
ARGOSY GAMING CO COM 040228108 28,835.10 1,590,900 SH SOLE 3 1,357,300 0 233,600
ARGOSY GAMING CO COM 040228108 371.56 20,500 SH SOLE 2 20,500 0
ARGUSS COMMUNICATIONS INC COM 040282105 4,533.32 221,814 SH SOLE 2 0 221,814
ARIAD PHARMACEUTICALS INC COM 04033A100 343.42 27,337 SH SOLE 2 0 27,337
ARIAD PHARMACEUTICALS INC COM 04033A100 251.25 20,000 SH SOLE 2 20,000 0
ARIBA INC COM 04033V104 4,710.00 32,876 SH SOLE 2 0 32,876
ARIBA INC COM 04033V104 2,306.58 16,100 SH SOLE 2 16,100 0
ARIBA INC. COM 04033V104 83,360.50 581,860 SH SOLE 3 546,560 0 7,000
ARIBA INC. COM 04033V104 616.00 4,300 SH OTH 3 4,300 0 0
ARKANSAS BEST CORP DEL COM 040790107 213.70 13,900 SH SOLE 3 13,900 0 0
ARM HOLDINGS COM 042068106 15,335.00 465,580 SH SOLE 3 389,180 0 0
ARMOR HOLDINGS INC COM 042260109 967.50 64,500 SH SOLE 2 0 64,500
ARMSTRONG HLDGS INC COM 042384107 387.97 32,500 SH SOLE 2 0 32,500
ARMSTRONG HOLDINGS INC COM 042384107 46.60 3,900 SH SOLE 3 100 0 0
ARMSTRONG HOLDINGS INC COM 042384107 36.90 3,090 SH OTH 3 0 0 0
ARNOLD INDUSTRIES INC COM 042595108 18,942.30 1,122,507 SH SOLE 3 1,103,007 0 19,500
ARROW ELECTRONICS INC. COM 042735100 9,755.50 286,400 SH SOLE 3 263,200 0 23,200
ARROW ELECTRONICS INC. COM 042735100 4,925.40 144,600 SH OTH 3 0 0 107,500
ARROW ELECTRONICS INC. COM 042735100 417.27 12,250 SH SOLE 2 0 12,250
ARROW INTL INC COM 042764100 418.30 11,500 SH SOLE 3 11,500 0 0
ART TECHNOLOGY GROUP COM 04289L107 55,385.20 584,540 SH SOLE 3 529,740 0 700
ART TECHNOLOGY GROUP COM 04289L107 379.00 4,000 SH OTH 3 4,000 0 0
ARTECH SYSTEMS INS COM 042902205 0.00 17,854 SH OTH 3 0 0 0
ARTESYN TECHNOLOGIES INC COM 043127109 498.00 17,100 SH SOLE 3 11,500 0 5,200
ARTHROCARE CORP COM 043136100 655.00 33,700 SH SOLE 3 30,600 0 3,100
ARTHUR J GALLAGHER & CO COM 363576109 4,186.60 70,810 SH SOLE 3 70,310 0 0
ARTHUR J GALLAGHER & CO COM 363576109 549.03 9,286 SH SOLE 2 9,286 0
ARTISAN COMPONENTS INC COM 042923102 1,480.63 115,000 SH SOLE 2 0 115,000
ARVINMERITOR INC . COM 043353101 672.70 45,800 SH SOLE 3 11,125 0 34,675
ARVINMERITOR INC . COM 043353101 463.80 31,575 SH OTH 3 0 0 31,575
ASE TEST LIMITED COM Y02516105 777.00 37,000 SH SOLE 2 37,000 0
ASE TEST LIMITED COM Y02516105 276.05 13,145 SH SOLE 2 0 13,145
ASHFORD.COM COM 044093102 123.53 36,600 SH SOLE 2 36,600 0
ASHFORD.COM COM 044093102 118.55 35,125 SH SOLE 2 0 35,125
ASHFORD.COM INC COM 044093102 12.20 3,600 SH SOLE 3 3,600 0 0
ASHLAND INC COM 044204105 2,755.60 81,800 SH SOLE 3 81,800 0 0
ASHTON TECHNOLOGY GROUP INC COM 045084100 60.50 22,000 SH SOLE 2 0 22,000
ASI SOLUTIONS INCORPORATED COM 00206F108 1,581.36 84,905 SH SOLE 2 0 84,905
ASK JEEVES INC COM 045174109 2,155.18 112,322 SH SOLE 2 0 112,322
ASK JEEVES INC. COM 045174109 1,412.50 73,615 SH SOLE 3 70,715 0 2,700
ASM LITHOGRAPHY HOLDING NV ADR COM N07059111 5,024.92 155,510 SH SOLE 2 0 155,510
ASM LITHOGRAPHY HOLDING NV ADR COM N07059111 3,001.35 92,885 SH SOLE 2 92,885 0
ASPEN TECHNOLOGY INC COM 045327103 11,333.10 251,149 SH SOLE 2 0 251,149
ASPEN TECHNOLOGY INC COM 045327103 9,611.60 213,000 SH SOLE 3 209,500 0 3,200
ASSOCIATED BANC CORP COM 045487105 510.60 19,450 SH SOLE 3 11,200 0 8,250
ASSOCIATED BANC CORP COM 045487105 456.20 17,380 SH OTH 3 0 0 17,380
ASSOCIATED BANC CORP COM 045487105 238.72 9,094 SH SOLE 2 0 9,094
ASSOCIATES FIRST CAPITAL COM 046008108 45,426.68 1,195,439 SH SOLE 2 0 1,195,439
ASSOCIATES FIRST CAPITAL COM 046008108 37,282.10 981,108 SH SOLE 2 981,108 0
ASSOCIATES FIRST CAPITAL COM 046008108 13,210.00 347,632 SH SOLE 3 347,632 0 0
ASSOCIATES FIRST CAPITAL COM 046008108 4,659.30 122,612 SH OTH 3 300 0 0
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ASSOCIATES FIRST CAPITAL CLL 046008108 1,137.50 100,000 SH CLL SOLE 2 100,000 0
ASSOCIATES FIRST CAPITAL CLL 046008108 662.50 100,000 SH CLL SOLE 2 100,000 0
ASSOCIATES FIRST CAPITAL CLL 046008108 292.60 15,200 SH CLL SOLE 2 0 15,200
ASSOCIATES FIRST CAPITAL CLL 046008108 82.81 12,500 SH CLL SOLE 2 0 12,500
ASSOCIATES FIRST CAPITAL CLL 046008108 69.00 11,500 SH CLL SOLE 2 0 11,500
ASTORIA FINANCIAL CORP COM 046265104 4,380.10 113,400 SH SOLE 3 99,500 0 13,900
ASTORIA FINANCIAL CORP COM 046265104 2,645.80 68,500 SH OTH 3 0 0 68,500
ASTRAZENECA PLC SPONS ADR COM 046353108 8,774.78 166,940 SH SOLE 2 0 166,940
ASYST TECHNOLOGIES INC COM 04648X107 1,182.60 58,400 SH SOLE 3 52,300 0 5,600
AT HOME CORP COM 045919107 7,428.00 525,875 SH SOLE 3 523,075 0 1,800
AT HOME CORP COM 045919107 9.90 700 SH OTH 3 700 0 0
AT HOME CORP SER-A COM 045919107 16,880.75 1,195,097 SH SOLE 2 0 1,195,097
AT HOME CORP SER-A COM 045919107 345.10 24,432 SH SOLE 2 24,432 0
AT&T CANADA INC. COM 00207Q202 4,750.20 155,744 SH SOLE 3 155,744 0 0
AT&T CORP COM 001957109 281,417.60 9,580,173 SH SOLE 3 8,554,734 0 1,005,422
AT&T CORP COM 001957109 65,854.23 2,241,846 SH SOLE 2 0 2,241,846
AT&T CORP COM 001957109 47,945.40 1,632,183 SH OTH 3 212,186 0 21,297
AT&T CORP COM 001957109 29,749.03 1,012,733 SH SOLE 2 1,012,733 0
AT&T CORP COM 001957109 3,433.06 116,870 SH SOLE 4 116,870 0
AT&T CORP COM 001957109 3,276.80 111,550 SH SHD 1 111,550 0 0
AT&T CORP CLL 001957109 76.56 25,000 SH CLL SOLE 2 0 25,000
AT&T CORP CLL 001957109 15.63 25,000 SH CLL SOLE 2 0 25,000
AT&T CORP CLL 001957109 43.59 15,000 SH CLL SOLE 2 0 15,000
AT&T CORP LIBERTY MEDIA GROUP COM 001957208 84,819.76 4,712,209 SH SOLE 2 0 4,712,209
AT&T CORP LIBERTY MEDIA GROUP COM 001957208 63,841.66 3,546,759 SH SOLE 2 3,546,759 0
AT&T CORP LIBERTY MEDIA GROUP CL A COM 001957208 515,830.80 28,657,267 SH SOLE 3 18,042,522 0 10,043,125
AT&T CORP LIBERTY MEDIA GROUP CL A COM 001957208 8,451.10 469,055 SH OTH 3 281,065 0 143,400
AT&T CORP LIBERTY MEDIA GROUP CL-A COM 001957208 10,917.72 606,540 SH SOLE 4 606,540 0
AT&T WIRELESS GROUP COM 001957406 36,128.68 1,730,715 SH SOLE 2 0 1,730,715
AT&T WIRELESS GROUP COM 001957406 23,823.20 1,141,231 SH SOLE 2 1,141,231 0
AT&T WIRELESS GROUP CMN COM 001957406 8,401.35 402,460 SH SOLE 4 402,460 0
ATLANTIC COAST AIRLINES INC COM 048396105 160.90 5,000 SH SOLE 3 300 0 4,100
ATLAS AIR INC COM 049164106 21,209.50 502,000 SH SOLE 3 500,700 0 1,300
ATLAS AIR INC COM 049164106 1,517.11 35,908 SH SOLE 2 0 35,908
ATMEL CORP. COM 049513104 3,192.41 210,200 SH SOLE 2 0 210,200
ATMEL CORP. COM 049513104 2,689.70 177,100 SH SOLE 3 121,300 0 55,800
ATMEL CORP. COM 049513104 2,375.30 156,400 SH OTH 3 0 0 156,400
ATMI INC COM 00207R101 621.45 26,586 SH SOLE 2 0 26,586
ATMI INC COM 00207R101 116.90 5,000 SH SOLE 3 1,000 0 4,000
ATMOS ENERGY CORP COM 049560105 30.90 1,500 SH SOLE 3 0 0 0
ATWOOD OCEANICS INC COM 050095108 1,446.60 34,700 SH SOLE 3 34,200 0 0
AUDIOCODES LTD COM M15342104 702.28 8,250 SH SOLE 2 0 8,250
AUDIOVOX CORP CLASS A COM 050757103 912.80 60,600 SH SOLE 3 53,100 0 6,600
AURORA BIOSCIENCES CORP COM 051920106 1,822.40 26,800 SH SOLE 3 23,500 0 3,000
AUTODESK INC COM 052769106 1,015.00 40,000 SH SOLE 2 0 40,000
AUTODESK INC COM 052769106 40.60 1,600 SH SOLE 3 1,600 0 0
AUTOLIV INC COM 052800109 1.90 100 SH SOLE 3 100 0 0
AUTOMATIC DATA PROCESSING INC COM 053015103 266,567.63 3,986,058 SH SOLE 2 0 3,986,058
AUTOMATIC DATA PROCESSING INC COM 053015103 252,788.04 3,780,008 SH SOLE 2 3,780,008 0
AUTOMATIC DATA PROCESSING INC COM 053015103 109,510.20 1,637,535 SH SOLE 3 1,589,435 0 42,400
AUTOMATIC DATA PROCESSING INC COM 053015103 74,627.82 1,115,930 SH SOLE 4 1,115,930 0
AUTOMATIC DATA PROCESSING INC COM 053015103 14,200.70 212,347 SH OTH 3 8,600 0 0
AUTOMATIC DATA PROCESSING INC COM 053015103 976.40 14,600 SH SHD 1 14,600 0 0
AUTONATION INC COM 05329W102 2,392.43 398,739 SH SOLE 2 0 398,739
AUTONATION INC. COM 05329W102 5,990.70 998,452 SH SOLE 3 998,452 0 0
AUTOWEB.COM INC COM 053331104 69.54 51,749 SH SOLE 2 0 51,749
AUTOZONE, INC. COM 053332102 2,027.60 89,370 SH OTH 3 5,900 0 0
AUTOZONE, INC. COM 053332102 1,238.70 54,600 SH SOLE 3 54,600 0 0
AUTOZONE, INC. COM 053332102 197.40 8,700 SH SHD 1 8,700 0 0
AVALONBAY COMMUNITIES INC COM 053484101 410.97 8,618 SH SOLE 2 0 8,618
AVALONBAY COMMUNITIES INC. COM 053484101 15,249.20 319,773 SH SOLE 3 288,850 0 30,923
AVALONBAY COMMUNITIES INC. COM 053484101 505.50 10,600 SH OTH 3 0 0 0
AVANEX CORP COM 05348W109 1,798.38 16,700 SH SOLE 2 0 16,700
AVANT CORP COM 053487104 4,035.10 221,100 SH SOLE 3 202,700 0 17,200
AVANT CORP COM 053487104 422.94 23,175 SH SOLE 2 0 23,175
AVENTIS SPONS ADR COM 053561106 3,045.64 40,440 SH SOLE 2 40,440 0
AVENTIS SPONS ADR COM 053561106 2,022.29 26,852 SH SOLE 2 0 26,852
AVERY DENNISON CORP COM 053611109 8,769.50 189,100 SH SOLE 3 187,500 0 1,600
AVERY DENNISON CORP COM 053611109 992.40 21,400 SH SHD 1 21,400 0 0
AVERY DENNISON CORP COM 053611109 598.24 12,900 SH SOLE 2 0 12,900
AVERY DENNISON CORP COM 053611109 64.90 1,400 SH OTH 3 1,400 0 0
AVIALL INC COM 05366B102 128.75 20,000 SH SOLE 2 0 20,000
AVICI SYS INC COM 05367L109 7,610.00 80,000 SH SOLE 2 0 80,000
AVICI SYSTEMS COM 05367L109 7,086.80 74,500 SH SOLE 3 61,500 0 0
AVID TECHNOLOGY INC COM 05367P100 536.20 38,300 SH SOLE 3 34,300 0 4,000
AVIS GROUP HOLDINGS INC. COM 053790101 6,991.50 236,000 SH SOLE 3 233,600 0 1,800
AVIS GROUP HOLDINGS INC. COM 053790101 1,096.10 37,000 SH OTH 3 0 0 37,000
AVISTA CORP COM 05379B107 697.50 31,000 SH SOLE 2 0 31,000
AVNET INC. COM 053807103 20,609.90 726,340 SH SOLE 3 687,840 0 35,500
AVNET INC. COM 053807103 2,014.60 71,000 SH OTH 3 8,800 0 57,600
AVNET INC. COM 053807103 402.90 14,200 SH SHD 1 14,200 0 0
AVOCENT CORP COM 053893103 2,461.60 44,655 SH SOLE 3 38,984 0 5,271
AVON PRODUCTS INC. COM 054303102 108,329.90 2,650,272 SH SOLE 3 2,153,517 0 488,935
AVON PRODUCTS INC. COM 054303102 10,409.60 254,513 SH OTH 3 60,500 0 27,700
AVX CORP NEW COM 002444107 34,853.40 1,337,300 SH SOLE 3 1,291,200 0 34,000
AVX CORP NEW COM 002444107 5,444.50 208,900 SH OTH 3 20,000 0 58,100
AVX CORP NEW COM 002444107 448.30 17,200 SH SHD 1 17,200 0 0
AWARE INC/MASS COM 05453N100 96.20 2,500 SH SOLE 3 0 0 2,500
AXA FINANCIAL INC COM 002451102 31,240.00 613,300 SH SOLE 3 606,500 0 6,800
AXA FINANCIAL INC COM 002451102 5,450.30 107,000 SH OTH 3 19,900 0 0
AXA FINANCIAL INC COM 002451102 3,040.15 59,684 SH SOLE 2 0 59,684
AXA FINANCIAL INC COM 002451102 1,793.00 35,200 SH SHD 1 35,200 0 0
AXA FINANCIAL INC COM 002451102 360.23 7,072 SH SOLE 2 7,072 0
AXCELIS TECHNOLOGIES INC COM 054540109 3,068.50 258,400 SH SOLE 3 258,400 0 0
AXCELIS TECHNOLOGIES INC COM 054540109 182.30 15,350 SH OTH 3 15,350 0 0
AXCELIS TECHNOLOGIES, INC. COM 054540109 2,072.60 174,535 SH SOLE 2 174,535 0
AXCELIS TECHNOLOGIES, INC. COM 054540109 2,019.11 170,030 SH SOLE 2 0 170,030
AXCELIS TECHNOLOGIES, INC. COM 054540109 330.13 27,800 SH SOLE 4 27,800 0
AXENT TECHNOLOGIES INC COM 05459C108 685.70 31,800 SH SOLE 3 27,700 0 3,700
AXT INC COM 00246W103 96.20 2,300 SH SOLE 3 0 0 2,300
AXYS PHARMACEUTICALS INC COM 054635107 180.71 26,526 SH SOLE 2 0 26,526
AZTAR CORP COM 054802103 3,365.60 218,900 SH SOLE 3 203,400 0 13,500
AZTEC TECHNOLOGY PARTNERS INC COM 05480L101 129.46 125,537 SH SOLE 2 0 125,537
B F GOODRICH CO. COM 382388106 3,556.90 90,767 SH SOLE 3 88,467 0 2,300
B2B INTERNET HOLDRERS TRUST COM 056033103 278.41 5,900 SH SOLE 2 0 5,900
BAAN CO. N.V. (USD) COM N08044104 345.00 160,000 SH SOLE 3 160,000 0 0
BACKWEB TECHNOLOGIES LTD ORDS COM M15633106 437.34 43,128 SH SOLE 2 0 43,128
BACOU USA INC COM 056439102 259.38 10,000 SH SOLE 2 0 10,000
BACOU USA INC COM 056439102 210.10 8,100 SH SOLE 3 8,100 0 0
BAKER (MICHAEL) CORP COM 057149106 8,938.10 1,153,300 SH SOLE 3 905,400 0 247,900
BAKER HUGHES INC COM 057224107 3,695.80 99,550 SH SOLE 3 78,750 0 19,800
BAKER HUGHES INC COM 057224107 946.70 25,499 SH OTH 3 150 0 0
BALDOR ELECTRIC CO COM 057741100 3,845.16 189,300 SH SOLE 2 189,300 0
BALDOR ELECTRIC CO COM 057741100 24.40 1,200 SH SOLE 3 0 0 0
BALDWIN & LYONS INC CL-B COM 057755209 25.20 1,300 SH SOLE 3 1,300 0 0
BALL CORP COM 058498106 2,262.50 71,400 SH SOLE 3 58,700 0 12,700
BALL CORP COM 058498106 646.40 20,400 SH OTH 3 0 0 20,400
BANCFIRST CORP COM 05945F103 12.80 400 SH SOLE 3 400 0 0
BANCO BILBAO VIZCAYA(GIBRALTAR) PRF 059456103 853.32 33,795 SH SOLE 2 0 33,795
BANCO GANADERO SA-ADR COM 059594408 960.30 264,900 SH OTH 3 0 0 0
BANCO GANADERO SA-ADR COM 059594408 178.70 49,300 SH SOLE 3 49,300 0 0
BANCO SANTANDER CHILE-SP ADR COM 05965F108 1,064.70 72,800 SH OTH 3 0 0 0
BANCO SANTANDER CHILE-SP ADR COM 05965F108 61.40 4,200 SH SOLE 3 4,200 0 0
BANCO SANTIAGO SA ADR COM 05965L105 7,501.60 384,700 SH OTH 3 0 0 0
BANCO SANTIAGO SA ADR COM 05965L105 1,253.80 64,300 SH SOLE 3 64,300 0 0
BANCORP SOUTH INC COM 059692103 229.60 15,975 SH SOLE 3 11,875 0 4,100
BANCWEST CORP COM 059790105 2,299.50 118,300 SH SOLE 3 100,600 0 17,700
BANCWEST CORP COM 059790105 427.60 22,000 SH OTH 3 0 0 22,000
BANDAG INC COM 059815100 5,034.80 140,100 SH SOLE 3 121,500 0 18,600
BANDAG INC COM 059815100 1,175.20 32,700 SH OTH 3 0 0 32,700
BANGOR HYDRO ELEC CO COM 060077104 4,781.90 197,700 SH SOLE 3 197,700 0 0
BANK NEW YORK INC COM 064057102 10,011.25 178,573 SH SOLE 2 0 178,573
BANK NEW YORK INC COM 064057102 355.83 6,347 SH SOLE 2 6,347 0
BANK NORTH GROUP INC.NEW COM 06646R107 133.30 7,457 SH SOLE 3 7,457 0 0
BANK OF AMERICA CORP COM 060505104 209,305.60 3,996,289 SH SOLE 3 3,882,589 0 110,221
BANK OF AMERICA CORP COM 060505104 44,534.60 850,228 SH OTH 3 73,275 0 0
BANK OF AMERICA CORP COM 060505104 2,829.10 54,016 SH SHD 1 54,016 0 0
BANK OF AMERICA CORP (NEW) COM 060505104 56,102.69 1,071,173 SH SOLE 2 0 1,071,173
BANK OF AMERICA CORP (NEW) COM 060505104 28,913.83 552,054 SH SOLE 2 552,054 0
BANK OF AMERICA CORP (NEW) COM 060505104 528.99 10,100 SH SOLE 4 10,100 0
BANK OF NEW YORK INC COM 064057102 69,810.10 1,245,220 SH SOLE 3 855,120 0 386,100
BANK OF NEW YORK INC COM 064057102 7,788.00 138,916 SH OTH 3 9,200 0 0
BANK ONE CORP COM 06423A103 38,633.10 1,000,210 SH SOLE 3 928,610 0 66,000
BANK ONE CORP COM 06423A103 7,509.00 194,408 SH OTH 3 7,300 0 0
BANK ONE CORP (NEW) COM 06423A103 17,294.03 447,742 SH SOLE 2 0 447,742
BANK ONE CORP (NEW) COM 06423A103 6,154.47 159,339 SH SOLE 2 159,339 0
BANK ONE CORP (NEW) COM 06423A103 1,674.39 43,350 SH SOLE 4 43,350 0
BANK PLUS CORP COM 064446107 66.94 17,000 SH SOLE 2 0 17,000
BANK UNITED CORP COM 065412108 2,341.80 46,200 SH SOLE 3 36,600 0 9,600
BANTA CORP COM 066821109 1,854.90 76,100 SH SOLE 3 57,000 0 17,800
BARD C R INC N J COM 067383109 312.60 7,400 SH SOLE 3 7,400 0 0
BARNES & NOBLE, INC COM 067774109 6,471.30 328,700 SH SOLE 3 302,400 0 25,500
BARNES & NOBLE, INC COM 067774109 1,588.80 80,700 SH OTH 3 0 0 0
BARNES GROUP INC COM 067806109 207.60 11,300 SH SOLE 3 11,300 0 0
BARNESANDNOBLE.COM INC. COM 067846105 142.53 29,050 SH SOLE 2 29,050 0
BARNESANDNOBLE.COM INC. COM 067846105 68.69 14,000 SH SOLE 2 0 14,000
BARR LABS INC COM 068306109 2,320.90 35,000 SH SOLE 3 31,650 0 3,050
BARRA INC COM 068313105 3,885.10 62,600 SH SOLE 3 58,800 0 3,800
BARRETT RESOURCES CP (NEW) COM 068480201 3,611.10 95,500 SH SOLE 3 90,000 0 5,500
BARRETT RESOURCES CP (NEW) COM 068480201 434.84 11,500 SH SOLE 2 0 11,500
BARRETT RESOURCES CP (NEW) COM 068480201 264.69 7,000 SH SOLE 2 7,000 0
BARRICK GOLD CORP COM 067901108 4,610.10 302,300 SH SOLE 3 277,400 0 24,900
BARRICK GOLD CORP COM 067901108 2,345.00 153,770 SH OTH 3 8,400 0 0
BARRICK GOLD CORP COM 067901108 207.40 13,600 SH SHD 1 13,600 0 0
BARRISTER GLOBAL SERVICES NTWK COM 068659200 18.51 21,150 SH SOLE 2 0 21,150
BASS PUB LTD CO ADS (REPRESNTG) COM 069904209 2,364.00 236,400 SH SOLE 3 201,900 0 34,500
BASS PUB LTD CO ADS (REPRESNTG) COM 069904209 118.00 11,800 SH OTH 3 0 0 0
BATTLE MOUNTAIN GOLD CO CL-A COM 071593107 1.60 900 SH SOLE 3 900 0 0
BAUSCH & LOMB INC COM 071707103 5,286.20 135,760 SH SOLE 3 134,660 0 1,100
BAUSCH & LOMB INC COM 071707103 510.80 13,119 SH OTH 3 100 0 12,100
BAUSCH & LOMB INC COM 071707103 389.38 10,000 SH SOLE 2 10,000 0
BAUSCH & LOMB INC COM 071707103 101.20 2,600 SH SHD 1 2,600 0 0
BAXTER INTL INC COM 071813109 38,813.10 486,303 SH SOLE 3 460,203 0 24,600
BAXTER INTL INC COM 071813109 12,263.19 153,650 SH SOLE 2 0 153,650
BAXTER INTL INC COM 071813109 9,137.30 114,484 SH OTH 3 7,700 0 0
BAXTER INTL INC COM 071813109 949.80 11,900 SH SHD 1 11,900 0 0
BAXTER INTL INC COM 071813109 420.77 5,272 SH SOLE 2 5,272 0
BAY VIEW CAPITAL CORP COM 07262L101 1,042.80 97,000 SH SOLE 3 89,100 0 7,900
BAYCORP HOLDINGS LTD COM 072728108 86.25 10,000 SH SOLE 2 0 10,000
BAYOU STEEL CORP CL A COM 073051104 56.92 32,526 SH SOLE 2 0 32,526
BB&T CORP COM 054937107 8,854.70 293,931 SH SOLE 3 293,931 0 0
BB&T CORP COM 054937107 4,579.12 152,004 SH SOLE 2 0 152,004
BB&T CORP COM 054937107 812.10 26,957 SH OTH 3 200 0 0
BB&T CORP COM 054937107 536.38 17,805 SH SOLE 2 17,805 0
BBV BANCO BHIF SPONS ADR COM 073297103 3,422.20 235,000 SH OTH 3 0 0 0
BBV BANCO BHIF SPONS ADR COM 073297103 637.80 43,800 SH SOLE 3 43,800 0 0
BCE INC COM 05534B109 52,005.90 2,224,851 SH SOLE 3 2,063,451 0 135,800
BCE INC COM 05534B109 4,537.10 194,100 SH OTH 3 21,500 0 36,000
BCE INC COM 05534B109 521.30 22,300 SH SHD 1 22,300 0 0
BE FREE INC COM 073308108 986.51 232,120 SH SOLE 2 0 232,120
BE FREE INC COM 073308108 132.60 31,200 SH SOLE 3 27,300 0 3,500
BEA SYSTEMS INC COM 073325102 63,694.20 817,903 SH SOLE 3 797,303 0 13,400
BEA SYSTEMS INC COM 073325102 30,294.62 389,016 SH SOLE 2 0 389,016
BEA SYSTEMS INC COM 073325102 20,109.58 258,229 SH SOLE 2 258,229 0
BEA SYSTEMS INC COM 073325102 521.80 6,700 SH OTH 3 6,700 0 0
BEA SYSTEMS INC CNV SUB CNV 073325AB8 354.06 30,000 SH SOLE 2 0 30,000
BEAR STEARNS COMPANIES INC COM 073902108 1,258.24 19,972 SH SOLE 2 0 19,972
BEAR STEARNS COS. INC. COM 073902108 12,068.60 191,565 SH SOLE 3 191,565 0 0
BEAR STEARNS COS. INC. COM 073902108 497.70 7,900 SH OTH 3 0 0 7,900
BEASLEY BROADCAST GROUP INC - A COM 074014101 5,587.80 576,800 SH SOLE 3 489,300 0 87,500
BECKMAN COULTER INC. COM 075811109 7,905.30 102,500 SH SOLE 3 92,100 0 10,400
BECKMAN COULTER INC. COM 075811109 4,295.90 55,700 SH OTH 3 100 0 55,600
BECTON DICKINSON & CO COM 075887109 880.40 33,300 SH SOLE 3 32,000 0 1,300
BECTON DICKINSON & CO COM 075887109 253.80 9,600 SH SOLE 2 0 9,600
BECTON DICKINSON & CO COM 075887109 15.30 578 SH OTH 3 500 0 0
BED BATH & BEYOND INC COM 075896100 243.91 10,000 SH SOLE 2 0 10,000
BED BATH & BEYOND INC COM 075896100 2.40 100 SH SOLE 3 100 0 0
BEDFORD PROPERTIES INV COM 076446301 1,980.50 97,500 SH SOLE 3 94,100 0 3,400
BEDFORD PROPERTY INVESTORS INC COM 076446301 366.13 18,025 SH SOLE 2 18,025 0
BELCO OIL & GAS CORP. PRF 077410207 918.41 62,000 SH SOLE 2 0 62,000
BELDEN INC. COM 077459105 5,762.10 243,900 SH SOLE 3 237,100 0 5,700
BELL & HOWELL CO. COM 077852101 15.30 700 SH SOLE 3 0 0 0
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BELLSOUTH CORP COM 079860102 221,766.80 5,509,733 SH SOLE 3 5,332,233 0 166,300
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BELLSOUTH CORP COM 079860102 3,421.20 85,000 SH SHD 1 85,000 0 0
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BEMIS CO. COM 081437105 3,935.30 122,500 SH SOLE 3 108,000 0 14,500
BEMIS CO. COM 081437105 3,517.00 109,479 SH OTH 3 100 0 44,500
BENCHMARK ELECTRONICS INC COM 08160H101 176.80 3,400 SH SOLE 3 800 0 2,600
BENIHANA INC CL-A (NEW) COM 082047200 10,412.40 867,700 SH SOLE 3 715,000 0 152,700
BERGEN BRUNSWIG CORP CL-A COM 083739102 1,188.60 101,700 SH SOLE 3 87,400 0 12,600
BERINGER WINE ESTATES-B COM 084102102 4,221.20 75,973 SH SOLE 3 75,973 0 0
BERKLEY W R CORP. COM 084423102 41.50 1,200 SH SOLE 3 0 0 0
BERKSHIRE HATHAWAY A COM 084670108 3,735.20 58 SH SOLE 3 58 0 0
BERKSHIRE HATHAWAY INC CL-A COM 084670108 15,971.20 248 SH SOLE 2 0 248
BERKSHIRE HATHAWAY INC CL-A COM 084670108 2,769.20 43 SH SOLE 2 43 0
BERKSHIRE HATHAWAY INC. COM 084670207 2,038.95 985 SH SOLE 2 0 985
BERKSHIRE HATHAWAY INC. COM 084670207 1,656.00 800 SH SOLE 2 800 0
BERKSHIRE HATHAWAY INC. COM 084670207 207.00 100 SH SOLE 3 100 0 0
BERRY PETROLEUM CO CL-A COM 085789105 22,215.10 1,229,900 SH SOLE 3 983,000 0 246,900
BERRY PETROLEUM CO CL-A COM 085789105 180.63 10,000 SH SOLE 2 0 10,000
BEST BUY CO INC COM 086516101 2,093.26 32,900 SH SOLE 2 0 32,900
BEST BUY CO. INC. COM 086516101 33,780.60 530,933 SH SOLE 3 518,833 0 10,100
BEST BUY CO. INC. COM 086516101 1,462.90 22,992 SH OTH 3 500 0 0
BESTFOODS COM 08658U101 3,557.48 48,900 SH SOLE 2 0 48,900
BESTFOODS COM 08658U101 2,108.51 28,983 SH SOLE 2 28,983 0
BESTFOODS INC. COM 08658U101 174.60 2,400 SH SOLE 3 2,400 0 0
BESTFOODS INC. COM 08658U101 56.40 775 SH OTH 3 700 0 0
BETHLEHEM STEEL CORP COM 087509105 7.50 2,500 SH SOLE 3 0 0 0
BEVERLY ENTERPRISES INC COM 087851309 12,104.20 2,038,600 SH SOLE 3 1,988,500 0 50,100
BEVERLY ENTERPRISES INC COM 087851309 2,454.60 413,400 SH OTH 3 0 0 221,900
BG GROUP PLC SPON ADR COM 055434203 706.75 22,000 SH SOLE 2 0 22,000
BHC COMMUNICATIONS INC CL-A COM 055448104 1,904.20 12,100 SH SOLE 3 12,100 0 0
BHC COMMUNICATIONS INC CL-A COM 055448104 15.70 100 SH OTH 3 100 0 0
BIGSTAR ENTERTAINMENT INC COM 089896104 14.22 26,758 SH SOLE 2 0 26,758
BILLING CONCEPTS CORP COM 090063108 800.06 251,000 SH SOLE 2 0 251,000
BINDLEY WESTN INDS INC COM 090324104 6,950.20 217,193 SH SOLE 3 202,273 0 14,420
BINDLEY WESTN INDS INC COM 090324104 1,209.60 37,800 SH OTH 3 0 0 37,800
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BINGHAM FINL SVCS CORP COM 090433103 93.00 46,500 SH SOLE 2 0 46,500
BIO TECHNOLOGY GEN CORP COM 090578105 489.50 42,800 SH SOLE 3 33,000 0 9,800
BIOCRYST PHARMACEUTICALS INC COM 09058V103 260.16 12,500 SH SOLE 2 12,500 0
BIOGEN INC COM 090597105 3,714.90 60,900 SH SOLE 3 60,900 0 0
BIOGEN INC COM 090597105 3,612.60 59,223 SH SOLE 2 0 59,223
BIOGEN INC COM 090597105 1,738.81 28,505 SH SOLE 4 28,505 0
BIOGEN INC COM 090597105 762.50 12,500 SH SOLE 2 12,500 0
BIOGEN INC COM 090597105 18.30 300 SH OTH 3 300 0 0
BIOJECT MEDICAL TECHNOLOGIES COM 09059T206 65.25 12,000 SH SOLE 2 12,000 0
BIOMARIN PHARMACEUTICAL INC CMN COM 09061G101 482.38 26,252 SH SOLE 4 26,252 0
BIOMET INC COM 090613100 14.00 400 SH SOLE 3 400 0 0
BIOSITE DIAGNOSTICS CO COM 090945106 1,890.10 47,400 SH SOLE 3 44,200 0 2,900
BIOTECH HOLDERS TR COM 09067D201 5,516.73 28,300 SH SOLE 2 0 28,300
BIOTECH HOLDERS TR COM 09067D201 2,690.14 13,800 SH SOLE 2 13,800 0
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BISYS GROUP INC COM 055472104 4,690.20 60,666 SH SOLE 3 60,666 0 0
BJ SERVICES CO. COM 055482103 2,032.04 33,244 SH SOLE 2 0 33,244
BJ SERVICES CO. COM 055482103 305.63 5,000 SH SOLE 2 5,000 0
BJ SVCS CO. COM 055482103 27,329.00 447,100 SH SOLE 3 430,000 0 15,500
BJ SVCS CO. COM 055482103 7,383.90 120,800 SH OTH 3 8,900 0 45,800
BJ SVCS CO. COM 055482103 641.80 10,500 SH SHD 1 10,500 0 0
BJ'S WHOLESALE CLUB INC COM 05548J106 1,006.70 29,500 SH OTH 3 0 0 0
BJ'S WHOLESALE CLUB INC COM 05548J106 20.50 600 SH SOLE 3 600 0 0
BLACK & DECKER CORP COM 091797100 778.62 22,775 SH SOLE 2 0 22,775
BLACK & DECKER CORP COM 091797100 246.20 7,200 SH SOLE 3 7,200 0 0
BLACK & DECKER CORP COM 091797100 3.40 100 SH OTH 3 100 0 0
BLACK BOX CORP (DE) COM 091826107 1,170.30 25,100 SH SOLE 3 21,700 0 3,100
BLACK HILLS CORP COM 092113109 1,397.50 49,800 SH SOLE 3 15,400 0 33,300
BLACKROCK INC COM 09247X101 4,140.80 129,400 SH SOLE 3 118,600 0 10,300
BLOCK DRUG CO INC CL A COM 093644102 565.90 13,122 SH SOLE 3 8,811 0 3,811
BLOCKBUSTER INC COM 093679108 564.00 64,000 SH SOLE 3 40,200 0 23,800
BLOUNT INTERNATIONAL INC COM 095180105 600.80 53,400 SH SOLE 3 48,800 0 4,600
BLUE MARTINI SOFTWARE INC COM 095698106 2,684.76 79,255 SH SOLE 2 0 79,255
BLUE MARTINI SOFTWARE INC COM 095698106 2,288.43 67,555 SH SOLE 2 67,555 0
BLUE WAVE SYSTEMS INC COM 096081104 100.63 20,000 SH SOLE 2 0 20,000
BLUEFLY INC COM 096227103 45.69 17,000 SH SOLE 2 0 17,000
BLUEGREEN CORP COM 096231105 43.13 15,000 SH SOLE 2 0 15,000
BLUESTONE SOFTWARE INC COM 09623P102 255.40 14,700 SH SOLE 3 12,700 0 1,800
BLYTH INC. COM 09643P108 1,224.60 52,250 SH SOLE 3 46,650 0 5,600
BMC SOFTWARE INC COM 055921100 5,023.18 262,650 SH SOLE 2 262,650 0
BMC SOFTWARE INC COM 055921100 2,835.91 148,283 SH SOLE 2 0 148,283
BMC SOFTWARE INC COM 055921100 1,549.10 81,000 SH SOLE 3 80,300 0 700
BMC SOFTWARE INC COM 055921100 668.42 34,950 SH SOLE 4 34,950 0
BOARDWALK EQUITIES INC COM 096613104 3,269.20 409,800 SH SOLE 3 349,000 0 60,800
BOARDWALK EQUITIES INC COM 096613104 166.70 20,900 SH OTH 3 0 0 0
BOCA RESORTS INC - CL A COM 09688T106 113.51 10,319 SH SOLE 2 0 10,319
BOEING CO COM 097023105 3,874.82 61,505 SH SOLE 2 0 61,505
BOEING CO COM 097023105 2,211.30 35,100 SH SOLE 2 35,100 0
BOEING CO. COM 097023105 195,167.00 3,097,889 SH SOLE 3 2,995,789 0 86,200
BOEING CO. COM 097023105 33,266.30 528,037 SH OTH 3 66,000 0 0
BOEING CO. COM 097023105 3,156.30 50,100 SH SHD 1 50,100 0 0
BOISE CASCADE CORP. COM 097383103 456.90 17,200 SH OTH 3 0 0 17,200
BOISE CASCADE CORP. COM 097383103 334.70 12,600 SH SOLE 3 12,600 0 0
BOK FINANCIAL CORP (NEW) COM 05561Q201 1.90 100 SH SOLE 3 100 0 0
BOOKHAM TECHNOLOGY PLC COM 09856Q108 130,534.40 3,044,534 SH SOLE 2 0 3,044,534
BOOKHAM TECHNOLOGY PLC COM 09856Q108 7,327.34 170,900 SH SOLE 2 170,900 0
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BORDERS GROUP INC COM 099709107 1,618.10 116,100 SH SOLE 3 95,200 0 19,700
BORG WARNER INC COM 099724106 461.46 13,931 SH SOLE 2 0 13,931
BORG-WARNER INC. COM 099724106 848.00 25,600 SH SOLE 3 20,200 0 5,400
BOSTON PROPERTIES INC COM 101121101 26,510.34 617,417 SH SOLE 2 617,417 0
BOSTON PROPERTIES INC COM 101121101 12,988.60 302,500 SH SOLE 3 268,400 0 34,100
BOSTON PROPERTIES INC COM 101121101 11,934.05 277,940 SH SOLE 2 0 277,940
BOSTON PROPERTIES INC COM 101121101 502.40 11,700 SH OTH 3 0 0 0
BOSTON SCIENTIFIC CORP. COM 101137107 9,343.50 568,425 SH SOLE 3 568,425 0 0
BOSTON SCIENTIFIC CORP. COM 101137107 6,674.27 406,039 SH SOLE 2 0 406,039
BOSTON SCIENTIFIC CORP. COM 101137107 2,475.06 150,574 SH SOLE 2 150,574 0
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BOWATER INC COM 102183100 14,430.50 310,750 SH SOLE 3 259,450 0 48,300
BOWATER INC COM 102183100 37.10 800 SH OTH 3 800 0 0
BOWNE & CO INC (P V $.01) COM 103043105 243.75 25,000 SH SOLE 2 0 25,000
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BOYD GAMING CORP COM 103304101 269.60 54,600 SH SOLE 3 48,300 0 6,300
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BP AMOCO PLC - SPONS ADR COM 055622104 66,474.60 1,254,237 SH SOLE 3 172,893 0 1,081,344
BP AMOCO PLC SPONS ADR COM 055622104 120,893.90 2,281,017 SH SOLE 2 0 2,281,017
BP AMOCO PLC SPONS ADR COM 055622104 29,747.36 561,271 SH SOLE 2 561,271 0
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BP PRUDHOE BAY ROYALTY TR COM 055630107 138.75 10,000 SH SOLE 2 0 10,000
BRANDYWINE REALTY TRUST COM 105368203 3,422.20 169,000 SH SOLE 3 145,200 0 23,800
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BRASIL TELECOM PARTICIPACOES S.A. COM 105530109 3,835.90 65,852 SH SOLE 3 65,852 0 0
BRAUN CONSULTING INC COM 105651103 202.10 10,200 SH SOLE 3 10,200 0 0
BRE PROPERTIES INC COM 05564E106 1,609.60 50,300 SH SOLE 3 31,000 0 19,300
BRE PROPERTIES INC COM 05564E106 64.00 2,000 SH OTH 3 0 0 0
BREAKAWAY SOLUTIONS INC. COM 106372105 7.10 800 SH SOLE 3 0 0 0
BREEZECOM LIMITED COM M20385106 490.77 14,900 SH SOLE 2 0 14,900
BRIGGS & STRATTON CORP. COM 109043109 1,194.90 31,600 SH OTH 3 0 0 31,600
BRIGGS & STRATTON CORP. COM 109043109 139.90 3,700 SH SOLE 3 3,700 0 0
BRIGHTPOINT INC COM 109473108 1,274.90 253,400 SH SOLE 3 237,800 0 13,800
BRINKER INTERNATIONAL INC COM 109641100 16,321.70 541,800 SH SOLE 3 515,000 0 26,800
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BRISTOL MYERS SQUIBB CO COM 110122108 15,860.87 277,652 SH SOLE 2 0 277,652
BRISTOL MYERS SQUIBB CO. COM 110122108 435,532.00 7,624,193 SH SOLE 3 6,174,053 0 1,431,480
BRISTOL MYERS SQUIBB CO. COM 110122108 26,108.00 456,896 SH OTH 3 118,989 0 57,100
BRISTOL MYERS SQUIBB CO. COM 110122108 371.30 6,500 SH SHD 1 6,500 0 0
BRITISH AMERICAN TOBACCO PLC COM 110448107 768.08 58,800 SH SOLE 2 0 58,800
BRITISH TELECOM FNL INSTMT ADR COM 111021408 2,609.86 24,377 SH SOLE 2 0 24,377
BRITISH TELECOM FNL INSTMT ADR COM 111021408 717.32 6,700 SH SOLE 2 6,700 0
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BROOKLINE BANCORP INC COM 113739106 114.38 10,000 SH SOLE 2 0 10,000
BROOKS AUTOMATION INC COM 11434A100 1,599.90 48,300 SH SOLE 3 45,200 0 2,800
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BROWN & BROWN INC. COM 115236101 1,412.50 44,400 SH SOLE 3 44,400 0 0
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BROWN FORMAN CORP CL B COM 115637209 4,018.70 73,400 SH SOLE 3 64,400 0 9,000
BROWN FORMAN CORP CL B COM 115637209 377.80 6,900 SH OTH 3 5,200 0 0
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BROWN SHOE CO. COM 115736100 563.20 61,300 SH SOLE 3 55,600 0 5,700
BROWN TOM INC COM 115660201 2,815.10 114,900 SH SOLE 3 106,500 0 7,400
BRUNSWICK CORP. COM 117043109 6,405.80 351,000 SH SOLE 3 330,500 0 20,500
BRUNSWICK CORP. COM 117043109 3,054.10 167,346 SH OTH 3 8,100 0 52,100
BSB BANCORP INC COM 055652101 40.30 1,800 SH SOLE 3 0 0 1,800
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BUCKEYE PARTNERS LP UNITS COM 118230101 10,820.01 376,348 SH SOLE 2 376,348 0
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BUCKEYE TECHNOLOGIES INC COM 118255108 15,794.65 761,188 SH SOLE 2 761,188 0
BUCKEYE TECHNOLOGIES INC COM 118255108 784.40 37,800 SH SOLE 3 26,600 0 11,200
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BUFFETS INC COM 119882108 2,256.40 164,100 SH SOLE 3 134,300 0 28,000
BUFFETS INC COM 119882108 1,816.40 132,100 SH OTH 3 0 0 132,100
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BURLINGTON NORTHERN SANTA FE COM 12189T104 9,495.60 440,376 SH OTH 3 75,100 0 0
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BUSH BOAKE ALLEN INC. COM 123162109 124.30 2,600 SH SOLE 3 0 0 2,600
BUSH INDS INC CL-A COM 123164105 30.10 2,600 SH SOLE 3 0 0 2,600
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BWAY CORP COM 056039100 424.63 86,000 SH SOLE 2 0 86,000
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C D I CORP COM 125071100 424.37 26,523 SH SOLE 2 0 26,523
C F W COMMUNICATIONS CO COM 124923103 16,939.80 627,400 SH SOLE 3 502,300 0 124,500
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C.I.T. GROUP INC COM 125577106 3,067.80 175,300 SH SOLE 3 175,300 0 0
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CABLE DESIGN TECHNOLOGIES COM 126924109 2,341.60 96,314 SH SOLE 3 91,064 0 5,250
CABLETRON SYSTEMS, INC. COM 126920107 7,731.20 263,190 SH SOLE 3 263,190 0 0
CABLETRON SYSTEMS, INC. COM 126920107 3,069.98 104,510 SH SOLE 2 0 104,510
CABLETRON SYSTEMS, INC. COM 126920107 52.90 1,800 SH OTH 3 0 0 0
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CABLEVISION SYS CORP CL-A COM 12686C109 22,226.23 335,174 SH SOLE 2 0 335,174
CABLEVISION SYS CORP CL-A COM 12686C109 11,929.62 179,900 SH SOLE 2 179,900 0
CABLEVISION SYS CORP CL-A COM 12686C109 550.40 8,300 SH OTH 3 2,500 0 5,800
CABOT CORP. COM 127055101 4,433.10 139,900 SH SOLE 3 123,900 0 16,000
CABOT CORP. COM 127055101 1,026.70 32,400 SH OTH 3 0 0 32,400
CABOT MICROELECTRONICS CORP COM 12709P103 604.80 12,600 SH SOLE 3 12,600 0 0
CABOT OIL & GAS CORP COM 127097103 576.60 28,300 SH SOLE 3 28,300 0 0
CABOT OIL & GAS CORP COM 127097103 213.94 10,500 SH SOLE 2 0 10,500
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CACHEFLOW INC COM 126946102 1,014.30 7,093 SH SOLE 2 0 7,093
CACI INTL INC CL-A COM 127190304 7,325.20 341,700 SH SOLE 3 271,300 0 70,400
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CADENCE DESIGN SYSTEM COM 127387108 8,007.30 311,720 SH SOLE 3 280,120 0 31,600
CADENCE DESIGN SYSTEM COM 127387108 616.50 24,000 SH OTH 3 0 0 24,000
CADENCE DESIGN SYSTEMS INC COM 127387108 1,866.30 72,654 SH SOLE 2 0 72,654
CADENCE DESIGN SYSTEMS INC COM 127387108 237.87 9,260 SH SOLE 2 9,260 0
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CALGON CARBON CORP COM 129603106 39.50 5,800 SH SOLE 3 0 0 5,800
CALICO COMMERCE INC. COM 129897104 155.27 25,350 SH SOLE 2 0 25,350
CALICO COMMERCE INC. COM 129897104 89.40 14,600 SH SOLE 3 12,600 0 1,800
CALIFORNIA AMPLIFIER INC COM 129900106 308.20 13,400 SH SOLE 3 10,000 0 3,000
CALIFORNIA FEDERAL BK-GOODWILL COM 130209604 59.06 30,000 SH SOLE 2 0 30,000
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CALPINE CORP COM 131347106 141,334.20 1,354,100 SH SOLE 3 1,308,700 0 40,400
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CALPINE CORP COM 131347106 21,376.00 204,800 SH OTH 3 9,600 0 79,000
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CAMBRIDGE HEART, INC. COM 131910101 1,070.13 244,600 SH SOLE 2 0 244,600
CAMBRIDGE HEART, INC. COM 131910101 831.20 190,000 SH SOLE 3 190,000 0 0
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CSK AUTO CORP COM 125965103 4,507.20 1,001,600 SH SOLE 3 842,800 0 158,800
CSS INDUSTRIES COM 125906107 6,735.80 335,739 SH SOLE 3 335,739 0 0
CSX CORP COM 126408103 1,204.00 55,200 SH SOLE 3 55,200 0 0
CSX CORP COM 126408103 546.40 25,050 SH SOLE 2 0 25,050
CSX CORP COM 126408103 13.10 600 SH OTH 3 600 0 0
CT COMMUNICATIONS INC COM 126426402 554.50 27,300 SH SOLE 3 26,500 0 0
CTC COMMUNICATIONS GROUP INC COM 126419100 488.00 24,100 SH SOLE 3 23,600 0 0
CTS CORP COM 126501105 919.00 18,153 SH SOLE 3 14,653 0 3,500
CUBIST PHARMACEUTICALS INC COM 229678107 1,358.80 26,100 SH SOLE 3 22,100 0 3,700
CUBIST PHARMACEUTICALS INC COM 229678107 520.63 10,000 SH SOLE 2 0 10,000
CULLEN FROST BANKERS INC COM 229899109 9,961.00 306,493 SH SOLE 3 258,193 0 47,500
CULLEN FROST BANKERS INC COM 229899109 2,333.50 71,800 SH OTH 3 3,600 0 68,200
CUMMINS-ENGINE INC COM 231021106 3,113.50 104,000 SH SOLE 3 84,900 0 19,100
CUMMINS-ENGINE INC COM 231021106 2,292.80 76,586 SH OTH 3 0 0 25,200
CUMULUS MEDIA INC COM 231082108 710.50 116,000 SH SOLE 2 0 116,000
CURAGEN CORP COM 23126R101 1,406.60 26,400 SH SOLE 3 22,600 0 3,400
CURIS INC COM 231269101 2,728.71 136,863 SH SOLE 2 0 136,863
CURTISS-WRIGHT CORP COM 231561101 14.20 300 SH SOLE 3 300 0 0
CV THERAPEUTICS INC COM 126667104 700.00 9,000 SH SOLE 3 6,600 0 2,200
CVS CORP COM 126650100 128,976.20 2,784,912 SH SOLE 3 1,841,909 0 933,849
CVS CORP COM 126650100 7,040.00 152,011 SH OTH 3 60,111 0 28,700
CVS CORP (DEL) COM 126650100 1,645.71 35,535 SH SOLE 2 0 35,535
CVS CORP (DEL) COM 126650100 1,125.86 24,310 SH SOLE 2 24,310 0
CYBEAR GROUP NEW COM 23243C102 1.90 1,411 SH SOLE 3 1,411 0 0
CYBEAR GROUP NEW COM 23243C102 1.30 967 SH OTH 3 0 0 967
CYBER-CARE INC COM 23243T105 244.80 38,500 SH SOLE 3 33,600 0 4,600
CYBEROPTICS CORP COM 232517102 835.00 45,600 SH SOLE 3 42,400 0 2,900
CYBERSOURCE CORP COM 23251J106 115.40 10,200 SH SOLE 3 7,900 0 2,100
CYLINK CORP COM 232565101 280.80 26,900 SH SOLE 3 23,600 0 3,000
CYMER INC. COM 232572107 853.10 27,800 SH SOLE 3 23,600 0 3,800
CYPRESS BIOSCIENCE INC COM 232674101 50.62 29,998 SH SOLE 2 0 29,998
CYPRESS SEMICONDUCTOR CORP COM 232806109 2,506.20 60,300 SH SOLE 3 42,700 0 17,600
CYPRESS SEMICONDUCTOR CORP COM 232806109 2,198.70 52,900 SH OTH 3 0 0 52,900
CYPRESS SEMICONDUCTOR CORP COM 232806109 616.25 14,827 SH SOLE 2 14,827 0
CYRK INC COM 232817106 59.13 17,200 SH SOLE 2 0 17,200
CYTEC INDS INC COM 232820100 2,303.94 68,903 SH SOLE 2 68,903 0
CYTEC INDS INC COM 232820100 1,751.39 52,378 SH SOLE 2 0 52,378
CYTEC INDUSTRIES INC COM 232820100 11,556.50 345,615 SH SOLE 3 330,615 0 14,300
CYTEC INDUSTRIES INC COM 232820100 1,290.70 38,600 SH OTH 3 0 0 38,600
CYTYC CORP COM 232946103 1,654.50 38,366 SH SOLE 3 34,866 0 3,500
D R HORTON INC COM 23331A109 6,262.90 364,387 SH SOLE 3 355,776 0 8,611
DAIMLERCHRYSLER AG COM D1668R123 1,717.80 38,699 SH SOLE 3 31,835 0 6,864
DAIMLERCHRYSLER AG (US) COM D1668R123 842.08 18,970 SH SOLE 2 0 18,970
DAIMLERCHRYSLER AG (US) COM D1668R123 237.31 5,346 SH SOLE 2 5,346 0
DAIN RAUSCHER CORP COM 233856103 46.50 500 SH SOLE 3 500 0 0
DAL - TILE INTERNATIONAL INC COM 23426R108 752.50 60,200 SH SOLE 3 58,100 0 0
DALEEN TECHNOLOGIES INC COM 23437N104 148.13 10,000 SH SOLE 2 0 10,000
DALLAS SEMICONDUCTOR COM 235204104 1,232.80 37,500 SH SOLE 3 37,500 0 0
DALLAS SEMICONDUCTOR COM 235204104 644.40 19,600 SH OTH 3 0 0 19,600
DALLAS SEMICONDUCTOR COM 235204104 263.00 8,000 SH SOLE 2 0 8,000
DANA CORP COM 235811106 4,105.70 190,965 SH SOLE 3 190,965 0 0
DANA CORP COM 235811106 536.12 24,936 SH SOLE 2 0 24,936
DANA CORP COM 235811106 534.75 24,872 SH SOLE 2 24,872 0
DANA CORP COM 235811106 4.30 200 SH OTH 3 200 0 0
DANAHER CORP (DELAWARE) COM 235851102 3,349.57 67,328 SH SOLE 2 0 67,328
DANAHER CORP (DELAWARE) COM 235851102 1,900.50 38,200 SH SOLE 3 37,200 0 0
DANAHER CORP (DELAWARE) COM 235851102 1,262.50 25,376 SH OTH 3 100 0 0
DANKA BUSINESS SYS PLC COM 236277109 137.56 89,838 SH SOLE 2 0 89,838
DARDEN RESTAURANTS INC COM 237194105 2,095.80 100,700 SH SOLE 3 98,600 0 2,100
DARDEN RESTAURANTS INC COM 237194105 87.40 4,200 SH OTH 3 4,200 0 0
DATA BROADCASTING CORP COM 237596101 208.50 65,400 SH SOLE 3 56,600 0 8,400
DATA RETURN CORP COM 23785M104 184.30 9,100 SH SOLE 3 8,100 0 900
DATASCOPE CORP COM 238113104 837.50 25,000 SH SOLE 2 25,000 0
DATASCOPE CORP COM 238113104 77.00 2,300 SH SOLE 3 600 0 1,200
DATAWARE TECHNOLOGIES INC COM 237920103 616.67 308,336 SH SOLE 2 0 308,336
DAVEL COMMUNICATIONS INC COM 238341101 0.00 1 SH SOLE 3 1 0 0
DEAN FOODS CO. COM 242361103 6,914.77 207,963 SH SOLE 2 0 207,963
DEAN FOODS CO. COM 242361103 2,990.14 89,929 SH SOLE 2 89,929 0
DEAN FOODS CO. COM 242361103 2,789.50 83,894 SH SOLE 3 81,494 0 2,400
DECODE GENETICS INC COM 243586104 1,618.80 63,020 SH SOLE 3 62,020 0 1,000
DECODE GENETICS INC COM 243586104 254.30 9,900 SH OTH 3 0 0 9,900
DEERE & CO. COM 244199105 11,307.30 340,070 SH SOLE 3 307,270 0 28,500
DEERE & CO. COM 244199105 2,552.50 76,766 SH OTH 3 700 0 0
DEL MONTE FOODS CO COM 24522P103 1,280.19 206,900 SH SOLE 2 206,900 0
DEL MONTE FOODS CO COM 24522P103 467.78 75,600 SH SOLE 2 0 75,600
DEL WEBB CORP COM 947423109 929.60 33,500 SH SOLE 3 33,500 0 0
DELHAIZE AMERICA INC COM 246688105 393.72 22,579 SH SOLE 2 0 22,579
DELHAIZE AMERICA INC COM 246688204 323.30 19,300 SH OTH 3 0 0 19,300
DELHAIZE AMERICA INC COM 246688105 211.60 12,136 SH SOLE 3 12,135 0 1
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DELL COMPUTER CORP COM 247025109 250,166.50 8,118,994 SH SOLE 2 0 8,118,994
DELL COMPUTER CORP COM 247025109 183,351.29 5,950,549 SH SOLE 2 5,950,549 0
DELL COMPUTER CORP COM 247025109 15,026.30 487,669 SH OTH 3 17,800 0 0
DELL COMPUTER CORP COM 247025109 419.10 13,600 SH SHD 1 13,600 0 0
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DELL COMPUTER CORPORATION CMN COM 247025109 49,751.10 1,614,640 SH SOLE 4 1,614,640 0
DELPHI AUTOMATIVE SYSTEMS COM 247126105 7,809.90 516,355 SH SOLE 3 476,952 0 39,403
DELPHI AUTOMATIVE SYSTEMS COM 247126105 5,796.20 383,219 SH OTH 3 6,000 0 0
DELPHI AUTOMOTIVE SYSTEMS COM 247126105 602.94 39,864 SH SOLE 2 0 39,864
DELPHI FINANCIAL GRP INC CL-A COM 247131105 3,063.60 75,645 SH SOLE 3 73,445 0 2,200
DELTA & PINE LAND CO COM 247357106 16,632.70 647,500 SH SOLE 3 531,200 0 116,300
DELTA AIR LINES INC DEL COM 247361108 26,944.50 607,200 SH SOLE 3 573,700 0 33,500
DELTA AIR LINES INC DEL COM 247361108 9,349.90 210,702 SH OTH 3 27,200 0 30,000
DELTA AIR LINES INC DEL COM 247361108 5,451.42 122,849 SH SOLE 2 0 122,849
DELTA AIR LINES INC DEL COM 247361108 776.60 17,500 SH SHD 1 17,500 0 0
DELTA FINANCIAL CORP COM 247918105 174.00 232,000 SH SOLE 3 232,000 0 0
DELUXE CORP COM 248019101 1,143.60 56,300 SH SOLE 3 56,300 0 0
DENALI INC COM 248221103 81.06 78,600 SH SOLE 2 78,600 0
DENBURY RESOURCES INC (NEW) COM 247916208 70.00 10,000 SH SOLE 2 10,000 0
DENDRITE INTERNATIONAL COM 248239105 899.60 33,550 SH SOLE 3 28,750 0 4,800
DENDRITE INTERNATIONAL COM 248239105 201.09 7,500 SH SOLE 2 7,500 0
DENNISON INT'L PLC COM 248335101 5,970.00 447,400 SH SOLE 3 447,400 0 0
DENTSPLY INTL INC COM 249030107 1,023.70 29,300 SH SOLE 3 19,000 0 10,300
DENTSPLY INTL INC COM 249030107 1,007.95 28,850 SH SOLE 2 0 28,850
DEPARTMENT 56 COM 249509100 153.45 11,636 SH SOLE 2 0 11,636
DETROIT DIESEL CORP COM 250837101 342.20 15,000 SH SOLE 3 12,000 0 3,000
DEUTSCHE TELEKOM AG COM 251566105 16,797.74 490,445 SH SOLE 2 0 490,445
DEUTSCHE TELEKOM AG COM 251566105 3,507.20 102,400 SH SOLE 2 102,400 0
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DEVELOPERS DIVERSIFIED RLTY CP COM 251591103 1,255.96 97,550 SH SOLE 2 97,550 0
DEVELOPERS DIVERSIFIED RLTY CP COM 251591103 1,084.10 84,200 SH SOLE 3 75,800 0 8,400
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DEVON ENERGY CORP COM 25179M103 3,765.40 62,600 SH OTH 3 0 0 13,200
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DEVRY INC DEL COM 251893103 394.12 10,475 SH SOLE 2 0 10,475
DEVRY INC DEL COM 251893103 301.00 8,000 SH SOLE 2 8,000 0
DEXTER CORP COM 252165105 42.00 700 SH SOLE 3 700 0 0
DIAGEO PLC SPON ADR (NEW) COM 25243Q205 3,313.97 93,847 SH SOLE 2 0 93,847
DIAGEO PLC SPON ADR (NEW) COM 25243Q205 1,327.54 37,594 SH SOLE 2 37,594 0
DIAGNOSTIC PRODUCTS CORP COM 252450101 5,707.50 106,433 SH SOLE 3 98,433 0 7,400
DIAL CORP (NEW) COM 25247D101 266.21 22,900 SH SOLE 2 0 22,900
DIALOG SEMICONDUCTOR COM 25250P108 528.00 16,000 SH SOLE 2 0 16,000
DIAMOND OFFSHORE DRILLING INC COM 25271C102 4,981.50 121,500 SH SOLE 3 106,100 0 14,400
DIAMOND OFFSHORE DRILLING INC COM 25271C102 10.20 250 SH OTH 3 250 0 0
DIAMOND TECH PARTNERS INC COM 252762109 5,602.20 75,450 SH SOLE 3 72,050 0 3,000
DIAMONDS TRUST SERIES I COM 252787106 2,785.47 26,124 SH SOLE 2 0 26,124
DIANON SYSTEMS COM 252826102 7.40 185 SH SOLE 3 185 0 0
DIASYS CORP COM 252838107 828.13 100,000 SH SOLE 2 100,000 0
DIEBOLD INC. COM 253651103 2,352.70 88,574 SH SOLE 3 73,974 0 14,600
DIEBOLD INC. COM 253651103 1,014.70 38,200 SH OTH 3 0 0 38,200
DIGENE CORP COM 253752109 900.00 25,000 SH SOLE 2 25,000 0
DIGENE CORP COM 253752109 7.20 200 SH SOLE 3 0 0 0
DIGEX INC COM 253756100 1,415.60 30,200 SH SOLE 3 29,700 0 200
DIGI INTERNATIONAL, INC. COM 253798102 256.40 32,563 SH SOLE 3 32,563 0 0
DIGITAL COURIER TECHNOLOGIES COM 253838106 58.00 32,000 SH SOLE 3 27,100 0 4,300
DIGITAL IMPACT INC COM 25385G106 9.20 1,400 SH SOLE 3 0 0 1,400
DIGITAL INSIGHT CORP COM 25385P106 782.10 21,800 SH SOLE 3 19,600 0 2,000
DIGITAL ISLAND INC COM 25385N101 4,617.10 246,246 SH SOLE 3 237,746 0 7,700
DIGITAL ISLAND INC COM 25385N101 676.88 36,100 SH SOLE 2 0 36,100
DIGITAL ISLAND INC COM 25385N101 437.81 23,350 SH SOLE 2 23,350 0
DIGITAL LIGHTWAVE INC COM 253855100 1,982.70 27,300 SH SOLE 3 27,300 0 0
DIGITAL LIGHTWAVE INC COM 253855100 392.20 5,400 SH OTH 3 0 0 5,400
DIGITAL RIVER INC COM 25388B104 76.60 11,900 SH SOLE 3 8,900 0 3,000
DIGITALTHINK INC COM 25388M100 139.00 3,300 SH SOLE 3 3,000 0 300
DIGITAS INC COM 25388K104 223.70 12,600 SH SOLE 3 11,200 0 1,400
DILLARDS INC CL-A COM 254067101 633.20 59,600 SH SOLE 3 46,300 0 12,100
DIME BANCORP INC (NEW) COM 25429Q102 23,858.90 1,106,500 SH SOLE 3 1,081,000 0 25,500
DIME BANCORP INC (NEW) COM 25429Q102 1,390.80 64,500 SH OTH 3 0 0 64,500
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DIONEX CORP COM 254546104 966.90 35,000 SH SOLE 3 35,000 0 0
DIRECT FOCUS INC COM 254931108 39.80 1,000 SH SOLE 3 600 0 0
DISNEY WALT CO (HOLDING CO) COM 254687106 55,875.10 1,460,787 SH SOLE 2 0 1,460,787
DISNEY WALT CO (HOLDING CO) COM 254687106 40,644.14 1,062,592 SH SOLE 2 1,062,592 0
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DITECH COMMUNICATIONS CORP COM 25500M103 4,756.00 116,000 SH SOLE 3 112,300 0 1,600
DITECH COMMUNICATIONS CORP COM 25500M103 496.10 12,100 SH OTH 3 0 0 12,100
DIVERSA CORP COM 255064107 18.90 700 SH SOLE 3 700 0 0
DLJ DIRECT COM 257661504 151.20 22,000 SH SOLE 3 19,300 0 2,700
DMC STRATEX NETWORKS INC COM 23322L106 176.70 11,000 SH SOLE 3 11,000 0 0
DOBSON COMMUNICATIONS CORP - A COM 256069105 21,323.60 1,451,820 SH SOLE 3 1,202,420 0 249,400
DOBSON COMMUNICATIONS CORP - A COM 256069105 562.50 38,300 SH OTH 3 0 0 38,300
DOCUMENTUM INC. COM 256159104 2,135.20 26,300 SH SOLE 3 23,100 0 2,900
DOLE FOOD CO. INC COM 256605106 2,889.00 192,600 SH SOLE 2 0 192,600
DOLLAR GENL CORP COM 256669102 10,088.60 602,307 SH SOLE 3 602,307 0 0
DOLLAR GENL CORP COM 256669102 1,211.81 72,347 SH SOLE 2 0 72,347
DOLLAR GENL CORP COM 256669102 762.95 45,549 SH SOLE 2 45,549 0
DOLLAR GENL CORP COM 256669102 6.30 375 SH OTH 3 375 0 0
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DOLLAR TREE STORES INC COM 256747106 55,895.10 1,378,000 SH SOLE 3 1,365,400 0 11,700
DOLLAR TREE STORES INC COM 256747106 868.00 21,400 SH OTH 3 0 0 21,400
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DOMINION RES INC NEW COM 25746U109 1,757.40 30,267 SH OTH 3 2,076 0 0
DOMINION RES INC VA NEW COM 25746U109 1,589.46 27,375 SH SOLE 2 0 27,375
DONALDSON CO INC COM 257651109 1,038.40 47,200 SH SOLE 3 47,200 0 0
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DOUBLECLICK INC COM 258609304 115,459.40 3,608,105 SH SOLE 3 3,149,970 0 146,725
DOUBLECLICK INC COM 258609304 711.70 22,251 SH OTH 3 8,951 0 11,700
DOUBLECLICK, INC. COM 258609304 16,906.40 528,325 SH SOLE 2 0 528,325
DOUBLECLICK, INC. COM 258609304 1,975.04 61,720 SH SOLE 2 61,720 0
DOVER CORP COM 260003108 18,099.10 385,600 SH SOLE 3 382,300 0 3,300
DOVER CORP COM 260003108 4,480.37 95,454 SH SOLE 2 0 95,454
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DOW CHEMICAL CO COM 260543103 153,248.00 6,145,283 SH SOLE 3 5,906,493 0 223,200
DOW CHEMICAL CO COM 260543103 18,124.50 726,796 SH OTH 3 141,300 0 0
DOW CHEMICAL CO COM 260543103 5,671.79 227,440 SH SOLE 2 0 227,440
DOW CHEMICAL CO COM 260543103 2,192.00 87,900 SH SHD 1 87,900 0 0
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DOW CHEMICAL CO COM 260543103 299.25 12,000 SH SOLE 2 12,000 0
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DOW-JONES & CO INC COM 260561105 48,902.20 808,300 SH SOLE 3 769,100 0 33,900
DOW-JONES & CO INC COM 260561105 7,907.70 130,706 SH OTH 3 13,800 0 0
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DOW-JONES & CO INC COM 260561105 635.20 10,500 SH SHD 1 10,500 0 0
DOWNEY FINANCIAL CORP COM 261018105 3,406.40 86,239 SH SOLE 3 77,469 0 8,770
DPL INC COM 233293109 8.90 300 SH SOLE 3 300 0 0
DRESS BARN INC COM 261570105 583.80 27,800 SH SOLE 3 27,000 0 0
DRUGSTORE.COM INC COM 262241102 31.40 9,300 SH SOLE 3 6,200 0 3,100
DSET CORP COM 262504103 350.60 17,000 SH SOLE 3 13,500 0 3,200
DSL.NET INC COM 262506108 87.90 28,700 SH SOLE 3 24,300 0 4,000
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DSP GROUP INC COM 23332B106 6,125.76 163,900 SH SOLE 2 0 163,900
DSP GROUP INC COM 23332B106 1,554.80 41,600 SH SOLE 3 37,100 0 4,100
DST SYSTEM INC COM 233326107 22,648.70 192,755 SH SOLE 3 181,455 0 10,900
DST SYSTEM INC COM 233326107 8,060.50 68,600 SH OTH 3 2,900 0 38,500
DTE ENERGY CO. COM 233331107 8,942.90 233,800 SH SOLE 3 216,300 0 13,200
DTE ENERGY CO. COM 233331107 34.40 900 SH OTH 3 900 0 0
DTM CORP COM 23333L103 103.50 18,000 SH SOLE 2 0 18,000
DU PONT E I DE NEMOURS & CO COM 263534109 82,059.40 1,980,317 SH SOLE 3 1,853,769 0 119,828
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DUCKWALL-ALCO STORES INC COM 264142100 6,194.70 688,300 SH SOLE 3 688,300 0 0
DUKE ENERGY CORP COM 264399106 41,559.80 484,662 SH SOLE 3 462,662 0 19,800
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DUKE ENERGY CORP COM 264399106 1,071.88 12,500 SH SOLE 2 12,500 0
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DUKE REALTY INVTS INC NEW COM 264411505 7,449.08 308,770 SH SOLE 2 0 308,770
DUKE-WEEKS REALTY CORP COM 264411505 19,140.00 793,368 SH SOLE 3 722,912 0 70,456
DUKE-WEEKS REALTY CORP COM 264411505 550.00 22,800 SH OTH 3 0 0 0
DUN & BRADSTREET (NEW) COM 26483B106 2,606.90 75,700 SH SOLE 3 73,600 0 2,100
DUPONT PHOTOMASKS INC COM 26613X101 5.90 100 SH SOLE 3 100 0 0
DURA AUTOMOTIVE SYSTEMS A COM 265903104 483.10 52,310 SH SOLE 3 52,310 0 0
DURA AUTOMOTIVE SYSTEMS INC COM 265903104 387.84 42,000 SH SOLE 2 0 42,000
DURA PHARMACEUTICALS INC COM 26632S109 4,110.60 116,200 SH SOLE 3 104,300 0 11,100
DUSA PHARMACEUTICALS INC COM 266898105 308.13 10,000 SH SOLE 2 0 10,000
DUSA PHARMACEUTICALS INC COM 266898105 120.20 3,900 SH SOLE 3 0 0 3,600
DVI INC COM 233343102 184.70 9,500 SH SOLE 3 3,800 0 5,700
DYAX CORP COM 26746E103 2,148.10 49,100 SH SOLE 3 49,100 0 0
DYAX CORP COM 26746E103 393.80 9,000 SH OTH 3 0 0 9,000
DYCOM INDUSTRIES INC COM 267475101 31,252.10 750,802 SH SOLE 3 750,802 0 0
DYCOM INDUSTRIES INC COM 267475101 1,240.40 29,800 SH OTH 3 3,600 0 0
DYCOM INDUSTRIES INC COM 267475101 195.60 4,700 SH SHD 1 4,700 0 0
DYNAMIC HEALTHCARE TECH INC COM 267927101 10.63 10,000 SH SOLE 2 0 10,000
DYNAMIC SCIENCES INTL INC COM 268006103 28.00 400,000 SH OTH 3 0 0 0
DYNEGY INC NEW COM 26816Q101 5,616.21 98,530 SH SOLE 2 0 98,530
DYNEGY INC. COM 26816Q101 131,767.00 2,311,702 SH SOLE 3 2,210,002 0 97,000
DYNEGY INC. COM 26816Q101 16,700.70 292,994 SH OTH 3 8,500 0 90,694
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E4L INC COM 268452109 39.53 168,643 SH SOLE 2 0 168,643
EARL SCHEIB INC COM 806398103 48.75 15,000 SH SOLE 2 0 15,000
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EARTHGRAINS CO COM 270319106 339.25 18,400 SH SOLE 2 0 18,400
EARTHLINK INC COM 270321102 133.10 14,590 SH SOLE 3 13,522 0 962
EAST WEST BANCORP INC COM 27579R104 346.30 17,700 SH SOLE 3 12,700 0 5,000
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EASTGROUP PROPERTIES COM 277276101 972.30 43,700 SH SOLE 3 37,400 0 6,300
EASTMAN CHEM CO COM 277432100 2,338.10 63,300 SH SOLE 3 63,300 0 0
EASTMAN CHEM CO COM 277432100 1,506.60 40,787 SH OTH 3 400 0 0
EASTMAN KODAK CO COM 277461109 48,477.80 1,186,000 SH SOLE 3 1,148,400 0 37,600
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EASTMAN KODAK CO COM 277461109 2,111.28 51,652 SH SOLE 2 0 51,652
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EATON CORP COM 278058102 1,750.20 28,400 SH SOLE 3 22,200 0 6,200
EATON CORP COM 278058102 35.80 581 SH OTH 3 500 0 0
EATON VANCE CORP (NON-VTG) COM 278265103 5.10 100 SH SOLE 3 100 0 0
EB2B COMM INC COM 26824R109 34.69 15,000 SH SOLE 2 0 15,000
EBAY INC COM 278642103 25,703.70 374,212 SH SOLE 3 365,512 0 6,600
EBAY INC COM 278642103 316.00 4,600 SH OTH 3 4,600 0 0
EBAY INC. COM 278642103 22,277.42 324,330 SH SOLE 2 0 324,330
EBAY INC. COM 278642103 2,295.74 33,423 SH SOLE 2 33,423 0
EBENX INC COM 278668108 11.30 1,000 SH SOLE 3 0 0 1,000
ECHELON CORP COM 27874N105 602.20 20,500 SH SOLE 3 20,500 0 0
ECHELON CORP COM 27874N105 224.63 7,647 SH SOLE 2 0 7,647
ECHOSTAR COMMUNICATIONS CORP COM 278762109 263,703.30 4,999,115 SH SOLE 3 3,681,205 0 1,238,450
ECHOSTAR COMMUNICATIONS CORP COM 278762109 13,184.70 249,947 SH SOLE 2 0 249,947
ECHOSTAR COMMUNICATIONS CORP COM 278762109 3,708.30 70,181 SH OTH 3 40,249 0 23,000
ECI TELECOM LTD COM 268258100 3,441.30 112,370 SH OTH 3 0 0 0
ECI TELECOM LTD COM 268258100 659.40 21,530 SH SOLE 3 21,530 0 0
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ECLIPSYS CORP COM 278856109 167.97 10,498 SH SOLE 2 10,498 0
ECOLAB INC COM 278865100 234.41 6,500 SH SOLE 2 6,500 0
ECOLAB INC COM 278865100 14.40 400 SH SOLE 3 400 0 0
ECOLAB INC COM 278865100 3.60 100 SH OTH 3 100 0 0
EDISON INTERNATIONAL COM 281020107 845.89 43,800 SH SOLE 2 0 43,800
EDISON INTERNATIONAL COM 281020107 550.40 28,500 SH SOLE 3 28,200 0 300
EDISON INTERNATIONAL COM 281020107 506.20 26,209 SH OTH 3 700 0 0
EDUCATION MANAGEMENT CORP COM 28139T101 2,874.20 106,700 SH SOLE 3 80,100 0 26,600
EDWARDS A G INC COM 281760108 51,072.70 976,300 SH SOLE 3 902,300 0 64,000
EDWARDS A G INC COM 281760108 9,290.70 177,600 SH OTH 3 3,700 0 86,200
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EDWARDS LIFESCIENCES CORP COM 28176E108 100.30 4,600 SH SOLE 3 100 0 4,500
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EFFICIENT NETWORKS INC COM 282056100 2,894.22 77,567 SH SOLE 2 0 77,567
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EGAIN COMMUNICATIONS COM 28225C103 141.09 15,000 SH SOLE 2 0 15,000
EGGHEAD.COM INC COM 282329101 24.00 10,357 SH SOLE 3 10,357 0 0
EGL INC COM 268484102 564.92 18,675 SH SOLE 2 0 18,675
EGLOBE INC COM 282339100 12.19 10,000 SH SOLE 2 0 10,000
EIDOS PLC-SPONSORED ADR COM 282485101 608.74 113,254 SH SOLE 2 0 113,254
EL PASO ELECTRIC (NEW) COM 283677854 344.20 25,000 SH SOLE 3 8,600 0 14,200
EL PASO ENERGY CAPITAL TR I PRF 283678209 1,582.31 20,650 SH SOLE 2 0 20,650
EL PASO ENERGY CAPITAL TR I PRF 283678209 792.30 10,340 SH SOLE 2 10,340 0
EL PASO ENERGY CORP COM 283905107 23,468.65 380,830 SH SOLE 2 0 380,830
EL PASO ENERGY CORP COM 283905107 627.28 10,179 SH SOLE 2 10,179 0
EL PASO ENERGY CORP. COM 283905107 14,682.60 238,258 SH SOLE 3 221,158 0 15,600
EL PASO ENERGY CORP. COM 283905107 30.80 500 SH OTH 3 500 0 0
EL PASO ENERGY PARTNERS COM 28368B102 9,750.51 364,505 SH SOLE 2 364,505 0
EL PASO ENERGY PARTNERS COM 28368B102 3,999.79 149,525 SH SOLE 2 0 149,525
ELAMEX, S.A. DE C.V. COM P36209107 118.75 40,000 SH SOLE 2 0 40,000
ELAN CORP PLC (ADR) COM 284131208 14,283.95 260,894 SH SOLE 2 0 260,894
ELAN CORP PLC (ADR) COM 284131208 4,779.13 87,290 SH SOLE 2 87,290 0
ELAN CORP PLC (ADR) COM 284131208 1,916.20 35,000 SH SOLE 3 35,000 0 0
ELAN CORP PLC (ADR) COM 284131208 657.00 12,000 SH SOLE 4 12,000 0
ELAN CORP PLC (ADR)CONTINGENT VALUE RTS COM G29539148 7.50 7,700 SH SOLE 3 0 0 7,700
ELANTEC SEMICONDUCTOR INC COM 284155108 1,404.70 14,100 SH SOLE 3 11,100 0 2,700
ELDERTRUST COM 284560109 96.09 102,500 SH SOLE 2 0 102,500
ELECTRIC LIGHTWAVE INC COM 284895109 181.10 21,300 SH SOLE 3 21,300 0 0
ELECTRO RENT CORP COM 285218103 10,719.10 840,712 SH SOLE 3 588,012 0 252,700
ELECTRO SCIENTIFIC INDS INC COM 285229100 1,394.50 39,700 SH SOLE 3 34,700 0 4,600
ELECTROGLAS INC. COM 285324109 29.00 1,700 SH SOLE 3 1,200 0 0
ELECTRONIC ARTS COM 285512109 692.34 14,022 SH SOLE 2 0 14,022
ELECTRONIC ARTS COM 285512109 98.80 2,000 SH SOLE 3 1,000 0 1,000
ELECTRONIC ARTS COM 285512109 9.90 200 SH OTH 3 200 0 0
ELECTRONIC DATA SYSTEMS COM 285661104 42,249.90 1,018,071 SH SOLE 3 966,571 0 42,300
ELECTRONIC DATA SYSTEMS COM 285661104 5,754.30 138,658 SH OTH 3 13,400 0 0
ELECTRONIC DATA SYSTEMS COM 285661104 373.50 9,000 SH SHD 1 9,000 0 0
ELECTRONIC DATA SYSTEMS CORP COM 285661104 9,730.17 234,462 SH SOLE 2 0 234,462
ELECTRONIC DATA SYSTEMS CORP COM 285661104 9,374.85 225,900 SH SOLE 2 225,900 0
ELECTRONIC DATA SYSTEMS CORP PUT 285661104 108.75 30,000 SH PUT SOLE 2 0 30,000
ELECTRONICS BOUTIQUE HOLDINGS COM 286045109 431.29 20,060 SH SOLE 2 0 20,060
ELECTROSOURCE INC (NEW) COM 286150206 105.00 24,000 SH SOLE 2 24,000 0
ELI LILLY & CO COM 532457108 250,845.60 3,092,087 SH SOLE 3 2,761,047 0 314,730
ELI LILLY & CO COM 532457108 78,185.03 963,760 SH SOLE 2 963,760 0
ELI LILLY & CO COM 532457108 69,256.66 853,703 SH SOLE 2 0 853,703
ELI LILLY & CO COM 532457108 29,931.60 368,915 SH OTH 3 37,751 0 14,500
ELI LILLY & CO COM 532457108 3,593.84 44,300 SH SOLE 4 44,300 0
ELI LILLY & CO COM 532457108 1,241.20 15,300 SH SHD 1 15,300 0 0
ELOT INC COM 290143106 16.25 10,000 SH SOLE 2 10,000 0
ELOYALTY CORP COM 290151109 142.80 11,200 SH SOLE 3 1,600 0 8,400
EMBOTELLADORA ANDINA-ADR A COM 29081P204 394.60 31,100 SH OTH 3 0 0 0
EMBOTELLADORA ANDINA-ADR B COM 29081P303 9,352.10 912,400 SH OTH 3 0 0 0
EMBOTELLADORA ANDINA-ADR B COM 29081P303 1,750.70 170,800 SH SOLE 3 170,800 0 0
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EMC CORP MASS COM 268648102 912,986.70 9,210,459 SH SOLE 3 8,660,729 0 347,770
EMC CORP MASS COM 268648102 206,382.91 2,082,047 SH SOLE 2 0 2,082,047
EMC CORP MASS COM 268648102 159,025.94 1,604,297 SH SOLE 2 1,604,297 0
EMC CORP MASS COM 268648102 92,670.30 934,714 SH OTH 3 127,630 0 30,800
EMC CORP MASS COM 268648102 4,867.00 49,100 SH SHD 1 49,100 0 0
EMC CORP MASS CLL 268648102 520.00 10,000 SH CLL SOLE 2 0 10,000
EMC CORPORATION MASS COM 268648102 115,857.30 1,168,800 SH SOLE 4 1,168,800 0
EMCOR GROUP INC COM 29084Q100 1,203.80 46,300 SH SOLE 3 41,700 0 4,600
EMCORE CORP COM 290846104 532.20 12,800 SH SOLE 3 9,600 0 3,000
EMCORE CORP COM 290846104 380.11 9,142 SH SOLE 2 0 9,142
EMERGE INTERACTIVE INC COM 29088W103 178.97 11,274 SH SOLE 2 0 11,274
EMERGE INTERACTIVE INC COM 29088W103 61.90 3,900 SH SOLE 3 3,400 0 500
EMERSON ELECTRIC CO. COM 291011104 73,740.30 1,100,601 SH SOLE 3 1,065,101 0 33,400
EMERSON ELECTRIC CO. COM 291011104 11,614.90 173,357 SH OTH 3 13,100 0 0
EMERSON ELECTRIC CO. COM 291011104 2,772.19 41,376 SH SOLE 2 0 41,376
EMERSON ELECTRIC CO. COM 291011104 1,051.90 15,700 SH SHD 1 15,700 0 0
EMERSON ELECTRIC CO. COM 291011104 859.95 12,835 SH SOLE 2 12,835 0
EMISPHERE TECHNOLOGIES INC COM 291345106 6,126.83 204,654 SH SOLE 2 0 204,654
EMISPHERE TECHNOLOGIES INC COM 291345106 1,011.90 33,800 SH SOLE 3 30,300 0 2,900
EMMIS BROADCASTING CLASS A COM 291525103 30,764.00 1,242,990 SH SOLE 3 1,053,090 0 189,900
EMMIS BROADCASTING CLASS A COM 291525103 522.20 21,100 SH OTH 3 0 0 21,100
EMMIS COMMUNICATIONS CORP COM 291525103 5,324.59 215,135 SH SOLE 2 0 215,135
EMPIRE DISTRICT ELEC CO COM 291641108 740.20 28,200 SH SOLE 3 25,200 0 3,000
EMPRESA NACIONAL DE ELECTRCDAD COM 29244T101 10,547.50 958,862 SH OTH 3 0 0 0
EMPRESA NACIONAL DE ELECTRCDAD COM 29244T101 1,069.20 97,200 SH SOLE 3 97,200 0 0
EMULEX CORP COM 292475209 453.20 3,700 SH SOLE 3 3,700 0 0
EMUSIC.COM INC COM 292476108 2,308.13 1,448,240 SH SOLE 2 0 1,448,240
ENCOMPASS SERV CORP COM 29255U104 17,335.50 2,133,601 SH SOLE 3 1,825,909 0 307,692
ENCOMPASS SVCS CORP COM 29255U104 894.33 110,071 SH SOLE 2 0 110,071
ENDESA, S.A. COM 29258N107 2,135.21 113,878 SH SOLE 2 0 113,878
ENDESA, S.A. COM 29258N107 1,507.50 80,400 SH SOLE 2 80,400 0
ENDOCARE INC COM 29264P104 199.67 10,110 SH SOLE 2 0 10,110
ENERGEN CORP COM 29265N108 2,448.40 82,300 SH SOLE 3 73,200 0 7,600
ENERGIZER HOLDINGS INC COM 29266R108 119,332.00 4,870,694 SH SOLE 3 4,040,002 0 640,886
ENERGIZER HOLDINGS INC COM 29266R108 3,422.20 139,774 SH OTH 3 60,656 0 71,566
ENERGY EAST CORP COM 29266M109 25,600.20 1,131,500 SH SOLE 3 1,080,700 0 50,800
ENERGY EAST CORP COM 29266M109 4,835.00 213,700 SH OTH 3 4,500 0 209,200
ENERGYNORTH INC COM 292925104 758.60 12,500 SH SOLE 3 12,500 0 0
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ENGAGE INC COM 292827102 222.63 27,400 SH SOLE 2 0 27,400
ENGAGE INC. COM 292827102 212.90 26,200 SH SOLE 3 26,200 0 0
ENGELHARD CORP COM 292845104 575.20 35,400 SH OTH 3 0 0 35,400
ENGELHARD CORP COM 292845104 19.50 1,200 SH SOLE 3 1,200 0 0
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ENRON CORP COM 293561106 266,993.81 3,047,005 SH SOLE 2 0 3,047,005
ENRON CORP COM 293561106 237,114.13 2,706,010 SH SOLE 2 2,706,010 0
ENRON CORP COM 293561106 176,810.50 2,017,809 SH SOLE 3 2,005,409 0 12,400
ENRON CORP COM 293561106 18,646.20 212,795 SH OTH 3 9,000 0 0
ENRON CORP COM 293561106 7,000.36 79,890 SH SOLE 4 79,890 0
ENRON CORP COM 293561106 1,349.40 15,400 SH SHD 1 15,400 0 0
ENRON CORP $10.50 2ND CNV PFD PRF 293561601 21,600.00 9,000 SH SOLE 2 0 9,000
ENSCO INTERNATIONAL INC COM 26874Q100 1,543.90 40,363 SH SOLE 3 18,163 0 22,200
ENSCO INTERNATIONAL INC COM 26874Q100 998.30 26,100 SH OTH 3 100 0 26,000
ENSCO INTERNATIONAL INC COM 26874Q100 841.50 22,000 SH SOLE 2 0 22,000
ENSCO INTERNATIONAL INC COM 26874Q100 382.50 10,000 SH SOLE 2 10,000 0
ENTERCOM COMMUNICATIONS CORP COM 293639100 15,094.40 504,197 SH SOLE 3 504,197 0 0
ENTERGY CORP COM 29364G103 52,008.60 1,396,204 SH SOLE 3 1,276,004 0 113,000
ENTERGY CORP COM 29364G103 15,900.30 426,854 SH OTH 3 40,200 0 45,900
ENTERTAINMENT PROPERTIES COM 29380T105 9.60 900 SH SOLE 3 900 0 0
ENTERTAINMENT PROPERTIES TRUST COM 29380T105 2,366.72 222,750 SH SOLE 2 222,750 0
ENTERTAINMENT PROPERTIES TRUST COM 29380T105 855.84 80,550 SH SOLE 2 0 80,550
ENTRUST TECHNOLOGIES COM 293848107 2,835.43 102,640 SH SOLE 2 0 102,640
ENTRUST TECHNOLOGIES COM 293848107 535.90 19,400 SH SOLE 3 18,900 0 200
ENTRUST TECHNOLOGIES+A117 COM 293848107 1,088.43 39,400 SH SOLE 4 39,400 0
ENZO BIOCHEM INC COM 294100102 509.20 10,500 SH SOLE 3 7,800 0 2,700
ENZON INC COM 293904108 2,343.00 35,500 SH SOLE 3 29,800 0 5,200
EOG RESOURCES INC COM 26875P101 3,737.36 96,138 SH SOLE 2 0 96,138
EOG RESOURCES INC COM 26875P101 3,277.94 84,320 SH SOLE 2 84,320 0
EOG RESOURCES INC COM 26875P101 2,509.00 64,540 SH SOLE 3 64,540 0 0
EOTT ENERGY PARTNERS LP COM 294103106 199.37 13,291 SH SOLE 2 0 13,291
EPICEDGE INC COM 29426X102 275.00 100,000 SH SOLE 2 0 100,000
EPLUS INC COM 294268107 49.20 2,400 SH SOLE 3 1,500 0 900
EPRESENCE INC COM 294348107 14.80 2,200 SH SOLE 3 2,200 0 0
EPRISE CORP COM 294352109 86.25 10,000 SH SOLE 2 10,000 0
EPRISE CORP COM 294352109 6.90 800 SH SOLE 3 0 0 800
EQUIFAX INC COM 294429105 375.37 13,935 SH SOLE 2 0 13,935
EQUINIX, INC. COM 29444U106 3,747.85 422,293 SH SOLE 2 0 422,293
EQUINIX, INC. COM 29444U106 2,761.46 311,150 SH SOLE 2 311,150 0
EQUINIX, INC. CMN COM 29444U106 257.38 29,000 SH SOLE 4 29,000 0
EQUITABLE RESOURCES INC COM 294549100 5,443.90 85,900 SH SOLE 3 85,900 0 0
EQUITABLE RESOURCES INC COM 294549100 450.00 7,100 SH OTH 3 0 0 7,100
EQUITY INNS INC COM 294703103 9,455.20 1,427,200 SH SOLE 3 1,159,700 0 267,500
EQUITY OFFICE PROPERTIES TRUST COM 294741103 27,886.40 897,750 SH SOLE 3 833,250 0 64,500
EQUITY OFFICE PROPERTIES TRUST COM 294741103 8,552.53 275,333 SH SOLE 2 275,333 0
EQUITY OFFICE PROPERTIES TRUST COM 294741103 8,191.37 263,706 SH SOLE 2 0 263,706
EQUITY OFFICE PROPERTIES TRUST COM 294741103 907.00 29,200 SH OTH 3 10,200 0 0
EQUITY OFFICE PROPERTIES TRUST COM 294741103 869.75 28,000 SH SOLE 4 28,000 0
EQUITY RESIDENTIAL PROP TR PRF 29476L859 2,340.84 104,325 SH SOLE 2 0 104,325
EQUITY RESIDENTIAL PROP TR PRF 29476L859 553.10 24,650 SH SOLE 2 24,650 0
EQUITY RESIDENTIAL PROPERTIES COM 29476L107 27,309.60 568,950 SH SOLE 3 535,050 0 33,900
EQUITY RESIDENTIAL PROPERTIES COM 29476L107 2,931.22 61,067 SH SOLE 2 0 61,067
EQUITY RESIDENTIAL PROPERTIES COM 29476L107 681.60 14,200 SH OTH 3 3,800 0 0
EQUITY RESIDENTIAL PROPERTIES COM 29476L107 272.40 5,675 SH SOLE 2 5,675 0
ERICSSON L M TEL CO. ADR -B- COM 294821400 46,187.70 3,118,157 SH SOLE 2 0 3,118,157
ERICSSON L M TEL CO. ADR -B- COM 294821400 36,976.59 2,496,310 SH SOLE 2 2,496,310 0
ERICSSON L M TEL CO. ADR -B- PUT 294821400 626.85 79,600 SH PUT SOLE 2 0 79,600
ERICSSON L M TEL CO. ADR -B- PUT 294821400 441.00 78,400 SH PUT SOLE 2 0 78,400
ERICSSON L M TEL CO. ADR -B- CLL 294821400 17.81 15,000 SH CLL SOLE 2 15,000 0
ERICSSON L M TEL CO. ADR CL-B COM 294821400 81.50 5,500 SH SOLE 3 5,500 0 0
ERIE INDEMNITY CO. CL-A COM 29530P102 32.30 1,100 SH SOLE 3 1,100 0 0
ESC MEDICAL SYSTEMS LTD COM M40868107 937.50 50,000 SH SOLE 3 50,000 0 0
ESCO TECHNOLOGIES INC COM 296315104 894.80 51,500 SH SOLE 3 36,500 0 15,000
ESHARE COMMUNICATIONS INC COM 296428105 525.00 200,000 SH SOLE 2 0 200,000
ESOFT INC COM 296904105 377.07 64,182 SH SOLE 2 0 64,182
ESPEED INC COM 296643109 318.50 11,200 SH SOLE 3 9,900 0 1,200
ESS TECHNOLOGY INC COM 269151106 111.60 7,800 SH SOLE 3 7,200 0 0
ESSEX PROPERTY TRUST INC COM 297178105 1,891.10 34,150 SH SOLE 3 25,550 0 8,600
ESSEX PROPERTY TRUST INC COM 297178105 581.44 10,500 SH SOLE 2 0 10,500
ESSEX PROPERTY TRUST INC COM 297178105 83.10 1,500 SH OTH 3 0 0 0
E-STAMP CORP COM 269154100 26.79 29,560 SH SOLE 2 0 29,560
ESTEE LAUDER COS INC CL-A COM 518439104 136,829.70 3,735,964 SH SOLE 3 3,726,764 0 9,200
ESTEE LAUDER COS INC CL-A COM 518439104 128,851.36 3,518,126 SH SOLE 2 3,518,126 0
ESTEE LAUDER COS INC CL-A COM 518439104 77,170.52 2,107,045 SH SOLE 2 0 2,107,045
ESTEE LAUDER COS INC CL-A COM 518439104 139.20 3,800 SH OTH 3 2,500 0 0
ESTEE LAUDER COS INC CL-A COM 518439104 45,509.46 1,242,579 SH SOLE 4 1,242,579 0
ETHAN ALLEN INTERIORS INC COM 297602104 3,446.80 121,740 SH SOLE 3 120,040 0 1,700
ETHAN ALLEN INTERIORS INC COM 297602104 608.70 21,500 SH OTH 3 0 0 21,500
ETHYL CORP. COM 297659104 171.80 119,500 SH SOLE 3 107,000 0 12,500
ETOYS INC. COM 297862104 6,036.56 1,129,648 SH SOLE 2 0 1,129,648
ETOYS INC. COM 297862104 1,896.38 354,878 SH SOLE 2 354,878 0
ETOYS INC. COM 297862104 298.20 55,800 SH SOLE 3 47,200 0 7,800
EUFAULA BANCCORP INC COM 29816N102 123.41 13,808 SH SOLE 2 0 13,808
EURONET SERVICES INC COM 298736109 104.06 15,000 SH SOLE 2 0 15,000
EVANS BOB FARMS INC COM 096761101 516.10 27,900 SH OTH 3 0 0 27,900
EVANS BOB FARMS INC COM 096761101 184.30 9,963 SH SOLE 3 8,263 0 0
EVEREST RE GROUP LTD COM G3223R108 14,196.60 286,800 SH SOLE 3 271,400 0 15,400
EVEREST RE GROUP LTD COM G3223R108 3,980.44 80,413 SH SOLE 2 0 80,413
EVEREST RE GROUP LTD COM G3223R108 3,603.60 72,800 SH OTH 3 0 0 72,800
EVEREST RE GROUP LTD COM G3223R108 1,791.31 36,188 SH SOLE 2 36,188 0
EVOLVING SYSTEMS COM 30049R100 813.15 125,100 SH SOLE 2 0 125,100
EXAR CORP COM 300645108 4,259.20 35,200 SH SOLE 3 32,000 0 2,900
EXAR CORP COM 300645108 612.26 5,060 SH SOLE 2 0 5,060
EXCALIBUR TECHNOLOGIES CP (NEW COM 300651205 6,718.75 100,000 SH SOLE 2 0 100,000
EXCALIBUR TECHNOLOGIES CP (NEW) COM 300651205 799.50 11,900 SH SOLE 3 10,300 0 1,500
EXCEL TECHNOLOGY INC COM 30067T103 32.10 1,000 SH SOLE 3 600 0 0
EXCELON CORP COM 300691102 495.00 40,000 SH SOLE 2 0 40,000
EXCELON CORP COM 300691102 289.60 23,400 SH SOLE 3 23,400 0 0
EXCHANGE APPLICATIONS INC COM 300867108 108.80 24,000 SH SOLE 3 19,500 0 4,000
EXELIXIS INC COM 30161Q104 325.52 10,375 SH SOLE 2 0 10,375
EXODUS COMMUNICATIONS COM 302088109 106,529.10 2,157,552 SH SOLE 3 2,136,652 0 13,300
EXODUS COMMUNICATIONS COM 302088109 360.40 7,300 SH OTH 3 7,300 0 0
EXODUS COMMUNICATIONS, INC COM 302088109 31,119.83 630,275 SH SOLE 2 0 630,275
EXODUS COMMUNICATIONS, INC COM 302088109 7,028.04 142,340 SH SOLE 2 142,340 0
EXODUS COMMUNICATIONS, INC COM 302088109 1,491.13 30,200 SH SOLE 4 30,200 0
EXPEDIA INC COM 302125109 4,741.80 364,750 SH SOLE 3 298,750 0 700
EXPEDIA INC COM 302125109 168.68 12,975 SH SOLE 2 0 12,975
EXPEDITORS INTL WASH INC COM 302130109 59.00 1,310 SH SOLE 3 1,310 0 0
EXPRESS SCRIPTS CLASS A COM 302182100 1,423.30 19,700 SH SOLE 3 15,400 0 4,300
EXPRESS SCRIPTS CLASS A COM 302182100 968.10 13,400 SH OTH 3 0 0 13,400
EXTENDED STAY AMERICA INC COM 30224P101 6.60 500 SH SOLE 3 500 0 0
EXTENDED SYSTEMS INC COM 301973103 752.50 14,000 SH SOLE 2 0 14,000
EXTENSITY INC COM 302255104 1,935.11 92,148 SH SOLE 2 0 92,148
EXTENSITY INC COM 302255104 14.70 700 SH SOLE 3 0 0 700
EXTREME NETWORKS COM 30226D106 46,050.80 402,190 SH SOLE 3 400,490 0 700
EXTREME NETWORKS INC COM 30226D106 1,820.09 15,896 SH SOLE 2 0 15,896
EXXON MOBIL CORP COM 30231G102 707,045.30 7,933,187 SH SOLE 3 7,536,904 0 383,713
EXXON MOBIL CORP COM 30231G102 132,831.30 1,490,367 SH OTH 3 192,005 0 21,000
EXXON MOBIL CORP COM 30231G102 33,371.70 374,437 SH SOLE 2 0 374,437
EXXON MOBIL CORP COM 30231G102 29,929.24 335,812 SH SOLE 2 335,812 0
EXXON MOBIL CORP COM 30231G102 9,377.40 105,216 SH SHD 1 105,216 0 0
EXXON MOBIL CORPORATION CMN COM 30231G102 10,461.49 117,380 SH SOLE 4 117,380 0
EZENIA! INC. COM 302311105 159.80 65,575 SH SOLE 3 65,575 0 0
EZENIA! INC COM 302311105 24.38 10,000 SH SOLE 2 0 10,000
F & M NATIONAL CORP COM 302374103 422.10 17,271 SH SOLE 3 6,647 0 8,424
F.Y.I. CORP COM 302712104 37,002.90 990,043 SH SOLE 3 821,143 0 168,200
F5 NETWORKS INC COM 315616102 574.60 16,900 SH SOLE 3 14,800 0 1,900
F5 NETWORKS INC COM 315616102 340.00 10,000 SH SOLE 2 10,000 0
FACTORY 2-U STORES INC COM 303072102 91.70 3,000 SH SOLE 3 0 0 2,800
FACTSET RESEARCH SYSTEMS COM 303075105 176.70 4,700 SH SOLE 3 200 0 4,500
FAIR ISAAC & CO INC COM 303250104 2,014.80 47,200 SH SOLE 3 40,700 0 5,600
FAIRFIELD COMMUNITIES INC COM 304231301 1,037.80 102,500 SH SOLE 3 90,500 0 12,000
FAIRMARKET INC COM 305158107 91.00 28,000 SH SOLE 2 0 28,000
FAMILY DOLLAR STORES INC COM 307000109 79,869.60 4,149,072 SH SOLE 3 4,122,772 0 26,300
FAMILY DOLLAR STORES INC COM 307000109 1,376.40 71,500 SH OTH 3 0 0 71,500
FANNIE MAE COM 313586109 472,051.20 6,602,115 SH SOLE 3 4,483,975 0 2,107,790
FANNIE MAE COM 313586109 33,486.50 468,299 SH OTH 3 100,483 0 39,300
FANNIE MAE COM 313586109 1,730.30 24,200 SH SHD 1 24,200 0 0
FANNIE MAE COM 313586109 26,198.32 366,410 SH SOLE 2 366,410 0
FANNIE MAE COM 313586109 25,488.18 356,478 SH SOLE 2 0 356,478
FARM FAMILY HOLDINGS INC COM 307901108 38.00 1,200 SH SOLE 3 1,200 0 0
FASTENAL CO COM 311900104 230.50 4,000 SH SOLE 2 0 4,000
FASTENAL CO COM 311900104 34.60 600 SH SOLE 3 600 0 0
FASTENAL CO COM 311900104 5.80 100 SH OTH 3 100 0 0
FBL FINL GROUP INC CL A COM 30239F106 329.90 20,300 SH SOLE 3 20,300 0 0
FD HMN LN MTG CORP COM 313400301 160,354.89 2,966,102 SH SOLE 2 0 2,966,102
FD HMN LN MTG CORP COM 313400301 147,533.59 2,728,945 SH SOLE 2 2,728,945 0
FD HMN LN MTG CORP USD (333) 0.21 COM 313400301 1,131.42 20,928 SH SOLE 4 20,928 0
FEDDERS CORP COM 313135105 143.40 37,000 SH SOLE 3 19,600 0 17,400
FEDERAL SIGNAL CORP COM 313855108 2,193.20 110,349 SH SOLE 3 110,349 0 0
FEDERAL-MOGUL CORP. COM 313549107 153.39 28,210 SH SOLE 2 0 28,210
FEDERAL-MOGUL CORP. COM 313549107 51.10 9,400 SH SOLE 3 1,100 0 6,200
FEDERATED DEPT STORES INC COM 31410H101 50,387.30 1,928,700 SH SOLE 3 1,903,100 0 20,500
FEDERATED DEPT STORES INC COM 31410H101 6,461.40 247,328 SH OTH 3 30,900 0 0
FEDERATED DEPT STORES INC COM 31410H101 1,285.30 49,200 SH SHD 1 49,200 0 0
FEDERATED DEPT STORES INC DEL COM 31410H101 886.87 33,947 SH SOLE 2 0 33,947
FEDEX CORP COM 31428X106 5,289.10 119,286 SH SOLE 3 115,086 0 4,200
FEDEX CORP COM 31428X106 3,581.12 80,765 SH SOLE 2 0 80,765
FEDEX CORP COM 31428X106 2,472.13 55,754 SH SOLE 2 55,754 0
FEDEX CORP COM 31428X106 1,004.70 22,658 SH OTH 3 400 0 0
FEI CO. COM 30241L109 652.80 30,100 SH SOLE 3 26,500 0 3,600
FELCOR LODGING TRUST INC COM 31430F101 693.75 30,000 SH SOLE 2 0 30,000
FELCOR LODGING TRUST INC COM 31430F101 450.94 19,500 SH SOLE 2 19,500 0
FELCOR LODGING TRUST INC. COM 31430F101 464.80 20,100 SH SOLE 3 3,700 0 16,400
FERRELLGAS PARTNERS, L.P. COM 315293100 5,639.16 344,376 SH SOLE 2 0 344,376
FERRELLGAS PARTNERS, L.P. COM 315293100 5,285.85 322,800 SH SOLE 2 322,800 0
FERRO CORP COM 315405100 135.30 7,100 SH SOLE 3 4,000 0 3,100
FIDELITY NATIONAL FINANCL INC COM 316326107 3,030.10 122,430 SH SOLE 3 111,930 0 10,500
FIFTH THIRD BANCORP COM 316773100 37,386.90 693,957 SH SOLE 3 693,957 0 0
FIFTH THIRD BANCORP COM 316773100 8,672.20 160,969 SH OTH 3 500 0 0
FIFTH THIRD BANCORP COM 316773100 290.98 5,401 SH SOLE 2 0 5,401
FIFTH THIRD BANCORP COM 316773100 283.22 5,257 SH SOLE 2 5,257 0
FILENET CORP COM 316869106 1,642.30 90,300 SH SOLE 3 82,300 0 7,100
FINANCIAL FEDERAL CORP COM 317492106 193.50 8,000 SH SOLE 3 8,000 0 0
FINISAR CORP COM 31787A101 338.60 7,000 SH SOLE 3 7,000 0 0
FINLAY ENTERPRISES, INC. COM 317884203 364.00 26,000 SH SOLE 2 0 26,000
FINOVA GROUP INC COM 317928109 108.75 15,000 SH SOLE 2 0 15,000
FIREPOND COM 318224102 81.20 5,600 SH SOLE 3 4,700 0 900
FIRST ALBANY COS INC COM 318465101 247.31 16,151 SH SOLE 2 0 16,151
FIRST AMERN CORP CALIF COM 318522307 501.00 24,000 SH SOLE 2 0 24,000
FIRST BANCORP PUERTO RICO COM 318672102 41.50 1,700 SH SOLE 3 0 0 0
FIRST CASH FINANNCIAL SVCS, INC COM 31942D107 1,136.40 466,200 SH SOLE 3 331,100 0 135,100
FIRST CHARTER CORP COM 319439105 313.30 21,700 SH SOLE 3 16,400 0 4,100
FIRST CITIZENS BANKSHS CL A COM 31946M103 722.80 10,100 SH SOLE 3 7,700 0 1,500
FIRST COMWLTH FINL CORP PA COM 319829107 182.10 18,800 SH SOLE 3 16,800 0 0
FIRST DATA CORP COM 319963104 292,589.50 7,490,290 SH SOLE 3 6,055,310 0 1,244,190
FIRST DATA CORP COM 319963104 27,470.59 703,247 SH SOLE 2 0 703,247
FIRST DATA CORP COM 319963104 18,750.98 480,025 SH SOLE 2 480,025 0
FIRST DATA CORP COM 319963104 14,392.40 368,446 SH OTH 3 112,230 0 56,000
FIRST DATA CORP COM 319963104 843.80 21,600 SH SHD 1 21,600 0 0
FIRST FINL BANKSHS INC COM 32020R109 16.00 500 SH SOLE 3 500 0 0
FIRST HEALTH GROUP INC COM 320960107 190.30 5,900 SH SOLE 3 0 0 5,900
FIRST INDUSTRIAL REALTY TRUST COM 32054K103 16,325.20 530,900 SH SOLE 3 427,500 0 103,400
FIRST INVS FINL SVCS GROUP INC COM 32058A101 166.63 43,000 SH SOLE 2 0 43,000
FIRST MIDWEST BANCORP INC DEL COM 320867104 3,917.90 147,150 SH SOLE 3 147,150 0 0
FIRST PRIORITY GROUP COM 335914206 70.31 50,000 SH SOLE 2 0 50,000
FIRST SECURITY CORP DEL COM 336294103 6,516.84 399,500 SH SOLE 2 399,500 0
FIRST SECURITY CORP DEL COM 336294103 1,657.87 101,632 SH SOLE 2 0 101,632
FIRST SECURITY CORP DEL COM 336294103 438.80 26,900 SH OTH 3 0 0 26,900
FIRST SECURITY CORP DEL COM 336294103 168.00 10,300 SH SOLE 3 1,600 0 8,700
FIRST SENTINEL BANCORP COM 33640T103 561.40 58,900 SH SOLE 3 46,400 0 12,500
FIRST TENN NATL CORP COM 337162101 3,665.50 179,350 SH SOLE 3 179,350 0 0
FIRST TENN NATL CORP COM 337162101 1,612.15 78,882 SH SOLE 2 78,882 0
FIRST TENN NATL CORP COM 337162101 329.04 16,100 SH SOLE 2 0 16,100
FIRST UNION CORP COM 337358105 20,088.10 624,095 SH SOLE 3 612,595 0 11,500
FIRST UNION CORP COM 337358105 7,535.96 234,127 SH SOLE 2 0 234,127
FIRST UNION CORP COM 337358105 6,175.80 191,871 SH OTH 3 400 0 0
FIRST UNION CORP COM 337358105 254.28 7,900 SH SOLE 2 7,900 0
FIRST VIRGINIA BANKS INC COM 337477103 272.80 6,400 SH SOLE 3 6,400 0 0
FIRSTAR CORP (NEW) COM 33763V109 12,355.99 552,223 SH SOLE 2 552,223 0
FIRSTAR CORP (NEW) COM 33763V109 10,297.51 460,224 SH SOLE 2 0 460,224
FIRSTAR CORP (NEW) CLL 33763V109 56.88 10,000 SH CLL SOLE 2 10,000 0
FIRSTAR CORP. WISCONSIN (NEW) COM 33763V109 76,629.50 3,424,781 SH SOLE 3 3,392,381 0 32,400
FIRSTAR CORP. WISCONSIN (NEW) COM 33763V109 8,857.50 395,864 SH OTH 3 12,800 0 0
FIRSTENERGY CORP COM 337932107 3,324.10 123,400 SH SOLE 3 121,600 0 1,800
FIRSTENERGY CORP COM 337932107 911.20 33,826 SH OTH 3 16,100 0 0
FIRSTFED FINANCIAL CORP COM 337907109 1,966.50 85,500 SH SOLE 3 75,300 0 8,600
FIRSTFED FINANCIAL CORP COM 337907109 235.34 10,232 SH SOLE 2 0 10,232
FIRSTPLUS FINANCIAL GROUP INC COM 33763B103 28.40 162,037 SH SOLE 3 162,037 0 0
FISERV INC COM 337738108 7,864.60 131,350 SH SOLE 3 112,250 0 19,100
FISERV INC COM 337738108 5,047.50 84,300 SH OTH 3 1,100 0 55,200
FISERV INC COM 337738108 2,892.50 48,309 SH SOLE 2 0 48,309
FISERV INC COM 337738108 368.83 6,160 SH SOLE 2 6,160 0
FISHER SCIENTIFIC COM 338032204 921.40 27,300 SH SOLE 3 25,000 0 2,300
FLAG TELECOM HOLDINGS LTD COM G3529L102 554.95 50,450 SH SOLE 2 50,450 0
FLEET BOSTON FINANCIAL CORP COM 339030108 184,766.80 4,737,609 SH SOLE 3 4,585,609 0 149,700
FLEET BOSTON FINANCIAL CORP COM 339030108 27,251.60 698,759 SH OTH 3 83,021 0 19,100
FLEET BOSTON FINANCIAL CORP COM 339030108 4,499.70 115,377 SH SOLE 2 0 115,377
FLEET BOSTON FINANCIAL CORP COM 339030108 2,074.80 53,200 SH SHD 1 53,200 0 0
FLEET BOSTON FINANCIAL CORP COM 339030108 1,549.28 39,725 SH SOLE 2 39,725 0
FLEMING COS INC COM 339130106 7,410.40 567,300 SH SOLE 3 555,600 0 10,400
FLEMING COS INC COM 339130106 1,133.80 86,800 SH OTH 3 0 0 0
FLEXTRADE.COM VENTURE CAPITAL INVEST COM USVC04930 1,000.00 834,864 SH SOLE 3 834,864 0 0
FLEXTRONICS INTL LTD COM Y2573F102 15,293.89 186,227 SH SOLE 2 0 186,227
FLEXTRONICS INTL LTD COM Y2573F102 1,869.80 22,768 SH SOLE 3 22,768 0 0
FLORIDA PROGRESS CORP COM 341109106 3,059.05 57,786 SH SOLE 2 0 57,786
FLORIDA PROGRESS CORP COM 341109106 15.90 300 SH SOLE 3 300 0 0
FLORIDA PROGRESS CORP COM 341109106 5.30 100 SH OTH 3 100 0 0
FLOWERS INDUST.INC (GEORGIA) COM 343496105 397.80 20,400 SH SOLE 2 0 20,400
FLOWSERVE CORP COM 34354P105 1,354.50 82,400 SH SOLE 3 76,500 0 4,800
FLUOR CORP COM 343861100 10,863.00 362,100 SH SOLE 3 347,900 0 14,200
FLUOR CORP COM 343861100 3,589.20 119,639 SH OTH 3 40,377 0 0
FLUOR CORP COM 343861100 252.00 8,400 SH SHD 1 8,400 0 0
FMC CORP COM 302491303 174.40 2,600 SH SOLE 3 2,600 0 0
FMC CORP COM 302491303 40.20 600 SH OTH 3 600 0 0
FNB CORP PA COM 302520101 36.30 1,700 SH SOLE 3 0 0 0
FOCAL COMMUNICATIONS COM 344155106 97.30 6,300 SH SOLE 3 6,300 0 0
FOGDOG INC COM 344167101 22.66 25,000 SH SOLE 2 0 25,000
FOOTSTAR INC COM 344912100 4,197.40 129,900 SH SOLE 3 109,600 0 19,600
FOOTSTAR INC COM 344912100 3,053.50 94,500 SH OTH 3 0 0 51,800
FORCENERGY INC COM 345206205 28.70 1,100 SH SOLE 3 400 0 0
FORD MOTOR CO. (DEL) COM 345370860 144,420.90 5,705,516 SH SOLE 3 5,612,343 0 93,172
FORD MOTOR CO. (DEL) COM 345370860 26,527.90 1,048,017 SH OTH 3 159,378 0 0
FORD MOTOR CO. (DEL) COM 345370860 2,349.70 92,828 SH SHD 1 92,828 0 0
FORD MTR CO DEL COM 345370860 13,832.29 546,461 SH SOLE 2 0 546,461
FORD MTR CO DEL COM 345370860 2,589.42 102,298 SH SOLE 2 102,298 0
FOREST CITY ENTERPRISES (CL-A) COM 345550107 28.80 800 SH SOLE 3 0 0 0
FOREST LABORATORIES INC COM 345838106 69,551.10 606,440 SH SOLE 3 568,240 0 32,300
FOREST LABORATORIES INC COM 345838106 15,001.10 130,800 SH OTH 3 1,800 0 48,800
FOREST LABORATORIES INC COM 345838106 229.38 2,000 SH SOLE 2 0 2,000
FOREST OIL CORP (NEW) COM 346091606 51.80 3,200 SH SOLE 3 0 0 3,200
FORRESTER RESEARCH INC COM 346563109 2,416.10 37,900 SH SOLE 3 35,400 0 2,200
FORT JAMES CORP COM 347471104 2,989.00 97,800 SH SOLE 3 97,800 0 0
FORT JAMES CORP COM 347471104 9.20 300 SH OTH 3 300 0 0
FORTUNE BRANDS INC COM 349631101 16,581.00 625,700 SH SOLE 3 613,100 0 12,600
FORTUNE BRANDS INC COM 349631101 2,834.30 106,954 SH OTH 3 5,900 0 0
FORTUNE BRANDS INC COM 349631101 530.00 20,000 SH SHD 1 20,000 0 0
FOSTER WHEELER CORP COM 350244109 627.10 86,500 SH SOLE 3 79,900 0 6,600
FOUNDATION HEALTH SYSTEMS COM 350404109 16,773.00 1,008,900 SH SOLE 3 982,200 0 25,100
FOUNDRY NETWORKS INC COM 35063R100 2,049.56 30,619 SH SOLE 2 30,619 0
FOUNDRY NETWORKS INC COM 35063R100 1,486.01 22,200 SH SOLE 2 0 22,200
FOUNDRY NETWORKS INC COM 35063R100 53.50 800 SH SOLE 3 400 0 400
FOUNTAIN VIEW INC. COM 9567ZUS96 0.00 79,032 SH OTH 3 0 0 79,032
FOUR SEASONS HOTELS LIMITED COM 35100E104 658.69 9,000 SH SOLE 2 0 9,000
FOX ENTERTAINMENT GRP INC COM 35138T107 48,206.20 1,819,100 SH SOLE 3 1,778,000 0 40,300
FOX ENTERTAINMENT GRP INC COM 35138T107 5,512.00 208,000 SH OTH 3 10,200 0 48,500
FOX ENTERTAINMENT GRP INC COM 35138T107 596.20 22,500 SH SHD 1 22,500 0 0
FPL GROUP INC COM 302571104 64,232.50 976,920 SH SOLE 3 928,820 0 44,300
FPL GROUP INC COM 302571104 13,625.24 207,228 SH SOLE 2 0 207,228
FPL GROUP INC COM 302571104 10,972.20 166,877 SH OTH 3 14,500 0 0
FPL GROUP INC COM 302571104 2,136.88 32,500 SH SOLE 4 32,500 0
FPL GROUP INC COM 302571104 2,022.54 30,761 SH SOLE 2 30,761 0
FPL GROUP INC COM 302571104 177.50 2,700 SH SHD 1 2,700 0 0
FRANCHISE FINANCE CORP COM 351807102 94.50 4,200 SH SOLE 3 4,200 0 0
FRANKLIN COVEY CO COM 353469109 1,516.50 207,382 SH SOLE 3 207,382 0 0
FRANKLIN ELECTRIC INC COM 353514102 6.90 100 SH SOLE 3 100 0 0
FRANKLIN RESOURCES INC COM 354613101 48,918.30 1,101,020 SH SOLE 3 1,101,020 0 0
FRANKLIN RESOURCES INC COM 354613101 1,137.41 25,600 SH SOLE 2 0 25,600
FRANKLIN RESOURCES INC COM 354613101 17.80 400 SH OTH 3 400 0 0
FREDDIE MAC COM 313400301 457,629.80 8,464,828 SH SOLE 3 5,913,118 0 2,531,200
FREDDIE MAC COM 313400301 21,977.20 406,325 SH OTH 3 96,555 0 46,400
FREDDIE MAC COM 313400301 551.40 10,200 SH SHD 1 10,200 0 0
FREDS INC CL A COM 356108100 18,247.90 813,275 SH SOLE 3 637,000 0 176,275
FREE MARKETS COM 356602102 3,056.80 53,510 SH SOLE 3 53,510 0 0
FREEMARKETS, INC. COM 356602102 140,397.43 2,457,723 SH SOLE 2 0 2,457,723
FREEMARKETS, INC. PUT 356602102 220.00 40,000 SH PUT SOLE 2 0 40,000
FREEMARKETS, INC. COM 356602102 397.02 6,950 SH SOLE 2 6,950 0
FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 4,100.50 465,300 SH SOLE 3 437,900 0 26,100
FRESENIUS MEDICAL CARE AG ADR COM 358029106 1,941.90 65,000 SH SOLE 3 65,000 0 0
FRISCH'S RESTAURANTS INC COM 358748101 144.38 14,000 SH SOLE 2 0 14,000
FRITZ COS INC COM 358846103 13,131.60 1,094,300 SH SOLE 3 877,500 0 216,800
FRONTIER AIRLINES INC (NEW) COM 359065109 2,309.20 118,800 SH SOLE 3 108,900 0 9,900
FRONTLINE CAP GROUP COM 35921N101 682.96 41,549 SH SOLE 2 0 41,549
FRONTLINE CAP GROUP COM 35921N101 327.10 19,900 SH SOLE 3 17,100 0 2,600
FSI INTL INC COM 302633102 12.80 900 SH SOLE 3 0 0 0
FULLER H B CO COM 359694106 428.40 14,900 SH OTH 3 0 0 14,900
FULLER H B CO COM 359694106 11.50 400 SH SOLE 3 0 0 0
FULTON FINANCIAL CORP COM 360271100 3,442.20 173,739 SH SOLE 3 164,039 0 8,700
FURNITURE BRANDS INTERNATIONAL COM 360921100 530.30 31,900 SH OTH 3 0 0 31,900
FUSION NETWORKS HLDGS INC COM 36112N108 30.00 16,000 SH SOLE 2 0 16,000
FUTURELINK CORP (DEL) COM 36114Q208 147.55 48,180 SH SOLE 2 0 48,180
G & K SVCS INC (CL-A) COM 361268105 2.80 100 SH SOLE 3 100 0 0
GABELLI ASSET MANAGEMENT INC COM 36239Y102 390.00 13,000 SH SOLE 3 2,700 0 10,300
GABLES RESIDENTIAL TR COM 362418105 3,455.50 127,100 SH SOLE 3 100,900 0 24,100
GABLES RESIDENTIAL TR COM 362418105 375.19 13,800 SH SOLE 2 13,800 0
GABLES RESIDENTIAL TR COM 362418105 168.60 6,200 SH OTH 3 0 0 0
GALILEO INTERNATIONAL, INC. COM 363547100 2,340.00 150,968 SH SOLE 2 0 150,968
GALILEO TECHNOLOGY LTD COM M47298100 2,705.10 85,200 SH OTH 3 0 0 0
GALLERY OF HISTORY INC COM 363812108 113.43 34,900 SH SOLE 2 0 34,900
GANNETT CO.INC. COM 364730101 102,378.40 1,931,667 SH SOLE 3 1,455,592 0 472,255
GANNETT CO.INC. COM 364730101 2,816.90 53,176 SH OTH 3 31,474 0 15,700
GANNETT CO.INC. COM 364730101 863.90 16,300 SH SOLE 2 16,300 0
GANNETT CO.INC. COM 364730101 330.30 6,232 SH SOLE 2 0 6,232
GAP INC COM 364760108 19,989.80 993,282 SH SOLE 2 0 993,282
GAP INC COM 364760108 9,879.00 490,882 SH SOLE 2 490,882 0
GAP INC COM 364760108 652.05 32,400 SH SOLE 4 32,400 0
GARTNER GROUP CL A COM 366651107 267.38 23,000 SH SOLE 2 23,000 0
GARTNER GROUP CLASS A COM 366651107 146.50 12,600 SH SOLE 3 1,300 0 11,300
GASONICS INTL CORP COM 367278108 7.30 600 SH SOLE 3 0 0 0
GATEWAY INC COM 367626108 15,145.22 323,962 SH SOLE 2 0 323,962
GATEWAY INC COM 367626108 6,129.21 131,106 SH SOLE 2 131,106 0
GATEWAY INC CMN COM 367626108 6,404.75 137,000 SH SOLE 4 137,000 0
GATEWAY INC. COM 367626108 59,383.40 1,270,234 SH SOLE 3 1,269,434 0 800
GATEWAY INC. COM 367626108 1,772.00 37,903 SH OTH 3 400 0 0
GATEWAY INC. COM 367626108 173.00 3,700 SH SHD 1 3,700 0 0
GAYLORD CONTAINER CORP CL A COM 368145108 31.22 18,500 SH SOLE 2 0 18,500
GAYLORD ENTERTAINMENT CO (NEW) COM 367905106 2,019.25 84,576 SH SOLE 2 84,576 0
GAYLORD ENTERTAINMENT CORP. NEW COM 367905106 195.80 8,200 SH SOLE 3 8,200 0 0
GBC BANCORP CALIF COM 361475106 1,239.90 36,400 SH SOLE 3 25,100 0 10,400
GC COS INC COM 36155Q109 12.90 4,300 SH SOLE 3 4,300 0 0
GELTEX PHARMACEUTICALS INC COM 368538104 1,043.90 22,300 SH SOLE 3 17,500 0 4,400
GEMSTAR TV GUIDE INTL INC COM 36866W106 124,486.80 1,427,806 SH SOLE 3 989,961 0 312,500
GEMSTAR TV GUIDE INTL INC COM 36866W106 122.10 1,400 SH OTH 3 1,400 0 0
GEMSTAR-TV GUIDE INTL INC COM 36866W106 3,330.56 38,200 SH SOLE 2 0 38,200
GENCORP INC COM 368682100 102.40 12,600 SH SOLE 3 7,800 0 4,800
GENE LOGIC INC. COM 368689105 2,790.80 121,338 SH SOLE 3 116,738 0 4,100
GENENCOR INTL INC COM 368709101 488.81 16,500 SH SOLE 2 0 16,500
GENENTECH INC COM 368710406 128,588.60 692,500 SH SOLE 3 681,900 0 6,400
GENENTECH INC COM 368710406 4,530.80 24,400 SH OTH 3 3,100 0 0
GENENTECH INC COM 368710406 724.20 3,900 SH SHD 1 3,900 0 0
GENENTECH INC. COM 368710406 27,422.33 147,680 SH SOLE 2 0 147,680
GENENTECH INC. COM 368710406 17,047.04 91,805 SH SOLE 2 91,805 0
GENERAL COMMUNICATION INC CL A COM 369385109 60.10 8,400 SH SOLE 3 0 0 8,400
GENERAL DYNAMICS CORP. COM 369550108 82,705.20 1,316,700 SH SOLE 3 1,290,600 0 26,100
GENERAL DYNAMICS CORP. COM 369550108 38,325.05 610,150 SH SOLE 2 0 610,150
GENERAL DYNAMICS CORP. COM 369550108 25,508.66 406,108 SH SOLE 2 406,108 0
GENERAL DYNAMICS CORP. COM 369550108 13,699.70 218,104 SH OTH 3 6,100 0 0
GENERAL DYNAMICS CORP. COM 369550108 12,204.47 194,300 SH SOLE 4 194,300 0
GENERAL DYNAMICS CORP. COM 369550108 1,922.10 30,600 SH SHD 1 30,600 0 0
GENERAL ELECTRIC CO COM 369604103 2,051,223.60 35,557,506 SH SOLE 3 32,336,146 0 3,043,260
GENERAL ELECTRIC CO COM 369604103 446,993.15 7,748,527 SH SOLE 2 0 7,748,527
GENERAL ELECTRIC CO COM 369604103 376,777.48 6,531,354 SH SOLE 2 6,531,354 0
GENERAL ELECTRIC CO COM 369604103 260,412.00 4,513,499 SH OTH 3 611,675 0 114,400
GENERAL ELECTRIC CO COM 369604103 32,642.76 565,855 SH SOLE 4 565,855 0
GENERAL ELECTRIC CO COM 369604103 16,694.80 289,400 SH SHD 1 289,400 0 0
GENERAL ELECTRIC CO PUT 369604103 77.25 123,600 SH PUT SOLE 2 0 123,600
GENERAL ELECTRIC CO PUT 369604103 5.63 18,000 SH PUT SOLE 2 0 18,000
GENERAL GROWTH PROPERTIES INC COM 370021107 6,152.60 191,150 SH SOLE 3 162,250 0 28,900
GENERAL GROWTH PROPERTIES INC COM 370021107 1,990.80 61,850 SH SOLE 2 61,850 0
GENERAL GROWTH PROPERTIES INC COM 370021107 1,580.41 49,100 SH SOLE 2 0 49,100
GENERAL GROWTH PROPERTIES INC COM 370021107 315.40 9,800 SH OTH 3 0 0 0
GENERAL MAGIC, INC. COM 370253106 543.44 92,500 SH SOLE 2 0 92,500
GENERAL MILLS INC COM 370334104 29,892.90 842,054 SH SOLE 3 839,354 0 2,700
GENERAL MILLS INC COM 370334104 1,735.10 48,875 SH OTH 3 0 0 0
GENERAL MILLS INC COM 370334104 1,057.90 29,800 SH SOLE 2 29,800 0
GENERAL MOTORS CL H (NEW) COM 370442832 259,000.50 6,966,124 SH SOLE 3 5,789,874 0 1,149,150
GENERAL MOTORS CL H (NEW) COM 370442832 13,484.00 362,730 SH OTH 3 85,206 0 23,400
GENERAL MOTORS CL H (NEW) COM 370442832 2,431.60 65,400 SH SHD 1 65,400 0 0
GENERAL MOTORS CORP COM 370442832 10,416.98 280,177 SH SOLE 2 0 280,177
GENERAL MOTORS CORP COM 370442832 1,075.62 28,930 SH SOLE 2 28,930 0
GENERAL MOTORS CORP. COM 370442105 171,200.20 2,633,849 SH SOLE 3 2,550,949 0 82,900
GENERAL MOTORS CORP. COM 370442105 38,849.00 597,677 SH OTH 3 69,008 0 11,800
GENERAL MOTORS CORP. COM 370442105 15,856.88 243,952 SH SOLE 2 0 243,952
GENERAL MOTORS CORP. COM 370442105 3,276.00 50,400 SH SHD 1 50,400 0 0
GENERAL MOTORS CORP. COM 370442105 1,480.31 22,774 SH SOLE 2 22,774 0
GENERAL SEMICONDUCTOR INC. COM 370787103 5,684.20 466,400 SH SOLE 3 461,400 0 4,600
GENESCO INC. COM 371532102 1,780.10 105,100 SH SOLE 3 95,700 0 8,500
GENESIS ENERGY, L.P. COM 371927104 130.33 19,131 SH SOLE 2 0 19,131
GENESIS MICROCHIP INC COM 371933102 332.39 18,213 SH SOLE 2 0 18,213
GENLYTE GROUP INC COM 372302109 135.50 5,300 SH SOLE 3 5,300 0 0
GENOME THERAPEUTICS CORP COM 372430108 787.50 38,300 SH SOLE 3 33,600 0 4,200
GENOME THERAPEUTICS CORP COM 372430108 226.19 11,000 SH SOLE 2 0 11,000
GENSTAR THERAPEUTICS CORP COM 37248D105 928.11 84,374 SH SOLE 2 84,374 0
GENSTAR THERAPEUTICS CORP COM 37248D105 165.00 15,000 SH SOLE 2 0 15,000
GENSYM CORP COM 37245R107 61.80 20,600 SH SOLE 2 0 20,600
GENTEK INC. COM 37245X104 65.60 4,300 SH SOLE 3 4,300 0 0
GENTEX CORP COM 371901109 47.00 1,880 SH SOLE 3 1,880 0 0
GENTIVA HEALTH SERV COM 37247A102 700.30 54,925 SH OTH 3 0 0 54,925
GENTIVA HEALTH SERV COM 37247A102 611.70 47,973 SH SOLE 3 40,549 0 7,424
GENUINE PARTS CO. COM 372460105 3,623.80 190,100 SH SOLE 3 190,100 0 0
GENUINE PARTS CO. COM 372460105 350.75 18,400 SH SOLE 2 0 18,400
GENUITY INC COM 37248E103 1,071.88 164,115 SH SOLE 2 0 164,115
GENUITY INC COM 37248E103 603.49 92,400 SH SOLE 2 92,400 0
GENZYME CORP COM 372917104 2,413.70 35,398 SH SOLE 3 27,298 0 8,100
GENZYME CORP COM 372917104 1,092.77 16,026 SH SOLE 2 0 16,026
GENZYME CORP COM 372917104 954.60 14,000 SH OTH 3 0 0 14,000
GENZYME CORP COM 372917104 477.31 7,000 SH SOLE 2 7,000 0
GENZYME CORP RP COM SURGICAL PRODS DIV COM 372917609 0.00 1 SH SOLE 3 1 0 0
GENZYME MOLECULAR ONCOLOGY COM 372917500 264.22 19,043 SH SOLE 2 0 19,043
GENZYME TRANSGENICS CORP COM 37246E105 112.80 3,200 SH SOLE 3 0 0 3,200
GEORGIA GULF CORP NEW COM 373200203 1,642.43 143,600 SH SOLE 2 143,600 0
GEORGIA GULF CORP NEW COM 373200203 153.62 13,431 SH SOLE 2 0 13,431
GEORGIA GULF CORP NEW COM 373200203 16.00 1,400 SH SOLE 3 400 0 0
GEORGIA PAC (TIMBER GRP) COM 373298702 4,923.50 183,200 SH SOLE 3 183,200 0 0
GEORGIA-PACIFIC CORP COM 373298108 21,406.20 910,900 SH SOLE 3 866,000 0 44,900
GEORGIA-PACIFIC CORP COM 373298702 5,919.92 220,276 SH SOLE 2 0 220,276
GEORGIA-PACIFIC CORP COM 373298108 4,673.90 198,891 SH OTH 3 40,700 0 0
GEORGIA-PACIFIC CORP COM 373298108 3,669.13 156,133 SH SOLE 2 156,133 0
GEORGIA-PACIFIC CORP COM 373298108 1,674.42 71,252 SH SOLE 2 0 71,252
GEORGIA-PACIFIC CORP COM 373298108 749.60 31,900 SH SHD 1 31,900 0 0
GEORGIA-PACIFIC CORP CLL 373298108 8.44 10,000 SH CLL SOLE 2 10,000 0
GERDAU SA SPON ADR COM 373737105 1,335.75 104,000 SH SOLE 2 104,000 0
GETTHERE INC COM 374266104 203.41 11,500 SH SOLE 2 0 11,500
GETTY IMAGES INC (NEW) COM 374276103 425.30 13,973 SH SOLE 2 0 13,973
GETTY IMAGES INC (NEW) COM 374276103 60.90 2,000 SH SOLE 3 2,000 0 0
GIGAMEDIA LTD COM Y2711Y104 114.89 14,250 SH SOLE 2 0 14,250
GILAT SATELLITE NETWORKS (ORD) COM M51474100 1,725.84 22,450 SH SOLE 2 0 22,450
GILAT SATELLITE NETWORKS LTD COM M51474100 3,159.60 41,100 SH OTH 3 0 0 0
GILAT SATELLITE NETWORKS LTD COM M51474100 505.80 6,580 SH SOLE 3 6,580 0 0
GILEAD SCIENCES COM 375558103 822.66 7,500 SH SOLE 2 7,500 0
GILEAD SCIENCES COM 375558103 581.30 5,300 SH SOLE 3 3,700 0 1,600
GILEAD SCIENCES COM 375558103 11.00 100 SH OTH 3 100 0 0
GILLETTE CO COM 375766102 152,486.28 4,938,827 SH SOLE 2 4,938,827 0
GILLETTE CO COM 375766102 129,700.81 4,200,836 SH SOLE 2 0 4,200,836
GILLETTE CO COM 375766102 42,851.40 1,387,898 SH SOLE 3 1,305,478 0 79,390
GILLETTE CO COM 375766102 6,925.26 224,300 SH SOLE 4 224,300 0
GILLETTE CO COM 375766102 1,267.80 41,033 SH OTH 3 25,464 0 11,900
GILLETTE CO COM 375766102 123.50 4,000 SH SHD 1 4,000 0 0
GILMAN & CIOCIA INC COM 375908100 67.03 16,500 SH SOLE 2 0 16,500
GLACIER WTR SVCS INC COM 376395109 4,556.60 387,800 SH SOLE 3 308,000 0 79,800
GLATFELTER P H CO COM 377316104 653.50 53,900 SH SOLE 3 53,900 0 0
GLAXO WELLCOME PLC SPONS ADR COM 37733W105 17,900.92 296,189 SH SOLE 2 0 296,189
GLAXO WELLCOME PLC SPONS ADR COM 37733W105 380.45 6,295 SH SOLE 2 6,295 0
GLAXO WELLCOME PLC SPONS ADR COM 37733W105 60.40 1,000 SH SOLE 3 1,000 0 0
GLENAYRE TECHNOLOGIES INC COM 377899109 1,175.60 108,100 SH SOLE 3 99,300 0 7,800
GLENBOROUGH REALTY COM 37803P105 1,593.00 88,500 SH SOLE 3 85,700 0 0
GLIMCHER REALTY TRUST SBI COM 379302102 887.06 59,385 SH SOLE 2 59,385 0
GLIMCHER REALTY TRUST SBI COM 379302102 688.25 46,075 SH SOLE 2 0 46,075
GLOBAL CROSSING LTD COM G3921A100 30,578.83 986,414 SH SOLE 2 0 986,414
GLOBAL CROSSING LTD COM G3921A100 28,677.50 925,082 SH SOLE 3 925,082 0 0
GLOBAL CROSSING LTD COM G3921A100 8,854.53 285,630 SH SOLE 2 285,630 0
GLOBAL CROSSING LTD PRF G3921A134 1,298.05 5,200 SH SOLE 2 0 5,200
GLOBAL CROSSING LTD PRF G3921A134 374.44 1,500 SH SOLE 2 1,500 0
GLOBAL CROSSING LTD COM G3921A100 15.40 498 SH OTH 3 400 0 0
GLOBAL DIRECTMAIL CORP COM 871851101 76.20 27,700 SH SOLE 3 23,400 0 4,300
GLOBAL MARINE INC (NEW) COM 379352404 1,670.30 54,100 SH SOLE 3 22,600 0 31,500
GLOBAL MARINE INC (NEW) COM 379352404 1,333.80 43,200 SH OTH 3 0 0 43,200
GLOBAL MARINE INC (NEW) COM 379352404 521.79 16,900 SH SOLE 2 16,900 0
GLOBAL MARINE INC (NEW) COM 379352404 441.51 14,300 SH SOLE 2 0 14,300
GLOBAL MARINE INC (NEW) COM 379352404 243.90 7,900 SH SHD 1 7,900 0 0
GLOBAL TELESYSTEMS INC COM 37936U104 75.28 16,500 SH SOLE 2 16,500 0
GLOBAL TELESYSTEMS INC COM 37936U104 22.80 5,000 SH SOLE 3 5,000 0 0
GLOBALNET FINANCIAL.COM INC COM 37937R209 128.80 20,400 SH SOLE 3 17,400 0 2,900
GLOBALSTAR TELECOMMUNICATION COM G3930H104 650.76 75,451 SH SOLE 2 0 75,451
GLOBESPAN INC COM 379571102 7,503.00 61,500 SH SOLE 3 60,300 0 500
GLOBESPAN INC COM 379571102 366.00 3,000 SH SOLE 2 0 3,000
GLOBIX CORP COM 37957F101 475.60 20,400 SH SOLE 3 17,900 0 2,300
GLOBIX CORP COM 37957F101 274.04 11,755 SH SOLE 2 0 11,755
GO2NET INC. COM 383486107 1,763.60 32,500 SH SOLE 3 28,900 0 3,300
GOAMERICA INC. COM 38020R106 88.40 10,000 SH SOLE 3 9,100 0 900
GOLD BANC CORP INC. COM 379907108 5,637.50 1,100,000 SH SOLE 3 1,100,000 0 0
GOLDEN STATE BANCORP INC COM 381197102 37.80 1,600 SH SOLE 3 1,600 0 0
GOLDEN WEST FINL NEW COM 381317106 55,786.10 1,040,300 SH SOLE 3 991,500 0 48,800
GOLDEN WEST FINL NEW COM 381317106 7,622.00 142,136 SH OTH 3 13,800 0 13,200
GOLDEN WEST FINL NEW COM 381317106 702.50 13,100 SH SHD 1 13,100 0 0
GOLDMAN SACHS GROUP COM 38141G104 84,428.50 741,007 SH SOLE 3 741,007 0 0
GOLDMAN SACHS GROUP COM 38141G104 45,575.00 400,000 SH OTH 3 0 0 0
GOLDMAN SACHS US CORE EQ PORTF/REINVEST COM 381991355 2,250.18 117,872 SH SOLE 4 117,872 0
GOOD GUYS (THE) COM 382091106 2,296.00 328,000 SH SOLE 3 328,000 0 0
GOOD GUYS (THE) COM 382091106 196.00 28,000 SH SOLE 2 0 28,000
GOODYEAR TIRE & RUBBER CO COM 382550101 7.20 400 SH SOLE 3 400 0 0
GOTO.COM INC COM 38348T107 5,289.31 320,564 SH SOLE 2 0 320,564
GOTO.COM INC COM 38348T107 499.90 30,300 SH SOLE 3 26,900 0 3,100
GPU INC. COM 36225X100 19,471.30 600,270 SH SOLE 3 585,470 0 14,800
GPU INC. COM 36225X100 13.40 413 SH OTH 3 400 0 0
GRACO INC COM 384109104 3,026.90 93,856 SH SOLE 3 93,856 0 0
GRAINGER W W INC COM 384802104 2,756.00 104,740 SH SOLE 3 103,240 0 1,500
GRAINGER W W INC COM 384802104 546.25 20,760 SH SOLE 2 0 20,760
GRAINGER W W INC COM 384802104 365.70 13,900 SH OTH 3 0 0 13,900
GRANITE BROADCASTING COM 387241102 4,240.50 923,100 SH SOLE 3 664,500 0 258,600
GRANITE BROADCASTING COM 387241102 73.30 15,956 SH SOLE 2 15,956 0
GRANITE CONSTRUCTION INC COM 387328107 982.10 40,500 SH SOLE 3 37,800 0 1,800
GRANITE ST BANKSHS INC COM 387472103 255.11 13,516 SH SOLE 2 13,516 0
GRANT PRIDECO COM 38821G101 2.20 100 SH SOLE 3 100 0 0
GRAPHIC PACKAGING INTERNATIONAL CO COM 388690109 247.10 116,300 SH SOLE 3 116,300 0 0
GRAPHIC PACKAGING INTERNATIONAL CO COM 388690109 178.30 83,900 SH OTH 3 0 0 83,900
GRAY COMMUNICATIONS SYS CLASS B COM 389190208 4,233.40 405,600 SH SOLE 3 365,800 0 39,800
GRAY COMMUNICATIONS SYS INC COM 389190109 1,623.30 143,500 SH SOLE 3 82,350 0 61,150
GREAT A&P TEA CO.INC. COM 390064103 910.40 82,300 SH SOLE 3 74,000 0 7,000
GREAT PLAINS SOFTWARE INC COM 39119E105 7,994.00 284,231 SH SOLE 3 284,231 0 0
GREAT PLAINS SOFTWARE INC. COM 39119E105 478.13 17,000 SH SOLE 2 0 17,000
GREATER BAY BANCORP COM 391648102 3,020.50 43,500 SH SOLE 3 39,300 0 4,200
GREENPOINT FINL CORP COM 395384100 7,578.10 255,800 SH SOLE 3 255,800 0 0
GREIF BROTHERS CORP COM 397624107 1,353.30 40,700 SH SOLE 3 36,100 0 3,900
GREY GLOBAL GROUP INC COM 39787M108 62.00 100 SH SOLE 3 100 0 0
GREY WOLF INC COM 397888108 171.90 29,900 SH SOLE 3 0 0 29,900
GRIFFON CORP COM 398433102 36.30 4,800 SH SOLE 3 0 0 4,800
GRILL CONCEPTS INC (NEW) COM 398502203 140.82 66,266 SH SOLE 2 0 66,266
GRISTEDE'S FOODS INC COM 398635102 29.23 16,700 SH SOLE 2 0 16,700
GROUP 1 AUTOMOTIVE INC COM 398905109 220.80 20,300 SH SOLE 3 12,100 0 8,200
GROUP 1 AUTOMOTIVE, INC. COM 398905109 3,627.98 333,607 SH SOLE 2 0 333,607
GROUPE DANONE SPONS ADR COM 399449107 1,726.17 61,870 SH SOLE 2 0 61,870
GROUPE DANONE SPONS ADR COM 399449107 325.31 11,660 SH SOLE 2 11,660 0
GRUBB & ELLIS CO (NEW) COM 400095204 15,312.62 2,500,020 SH SOLE 2 0 2,500,020
GRUPO IMSA SA SPON ADR COM 40048T106 5,024.23 550,600 SH SOLE 2 0 550,600
GRUPO IUSACELL S.A. DE C.V. COM 40050B100 141.80 11,941 SH SOLE 2 0 11,941
GRUPO TELEVISA, S.A. GDS COM 40049J206 6,217.70 107,782 SH OTH 3 0 0 0
GRUPO TELEVISA, S.A. GDS COM 40049J206 1,039.70 18,023 SH SOLE 3 18,023 0 0
GRUPO TELEVISA, S.A. GDS COM 40049J206 726.86 12,600 SH SOLE 2 12,600 0
GS GLOBAL EMERGING MARKETS CASH DIV COM 380991372 3,194.06 295,200 SH SOLE 4 295,200 0
GS GLOBAL EMERGING MARKETS REINVEST DIV COM 380991380 504.13 46,592 SH SOLE 4 46,592 0
GS US CORE EQUITY PORTFOLIO COM L4492N160 1,426.98 74,750 SH SOLE 4 74,750 0
GT GROUP TELECOM INC. COM 362359408 146,132.03 11,081,102 SH SOLE 2 0 11,081,102
GT GROUP TELECOM INC. COM 362359408 612.30 46,430 SH SOLE 2 46,430 0
GTECH HLDGS CORP COM 400518106 3,920.30 236,700 SH SOLE 3 192,900 0 42,200
GTECH HLDGS CORP COM 400518106 1,652.90 99,800 SH OTH 3 0 0 99,800
GUIDANT CORP COM 401698105 23,041.30 325,960 SH SOLE 3 325,960 0 0
GUIDANT CORP COM 401698105 22,659.94 320,565 SH SOLE 2 0 320,565
GUIDANT CORP COM 401698105 4,387.29 62,066 SH SOLE 2 62,066 0
GUIDANT CORP COM 401698105 14.10 200 SH OTH 3 200 0 0
GUITAR CENTER, INC. COM 402040109 693.70 56,339 SH SOLE 3 56,339 0 0
GUITAR CENTER, INC. COM 402040109 123.13 10,000 SH SOLE 2 0 10,000
GULF CANADA RESOURCES LTD(ORD) COM 40218L305 937.94 174,500 SH SOLE 2 0 174,500
GULF INDONESIA RESOURCES LTD COM 402284103 3,502.80 322,100 SH OTH 3 317,100 0 0
GULF INDONESIA RESOURCES LTD. COM 402284103 1,033.13 95,000 SH SOLE 2 95,000 0
GULF INDONESIA RESOURCES LTD. COM 402284103 237.37 21,827 SH SOLE 2 0 21,827
GYMBOREE CORP. COM 403777105 535.59 98,500 SH SOLE 2 0 98,500
H & CB GDR COM 404008104 27.00 1,143 SH OTH 3 0 0 1,143
H & R BLOCK INC. COM 093671105 30,381.50 819,736 SH SOLE 3 819,736 0 0
H.J.HEINZ CO. COM 423074103 22,482.80 606,618 SH SOLE 3 602,818 0 3,800
H.J.HEINZ CO. COM 423074103 1,828.60 49,339 SH OTH 3 3,700 0 0
H.J.HEINZ CO. COM 423074103 1,180.44 31,850 SH SOLE 2 31,850 0
H.J.HEINZ CO. COM 423074103 562.79 15,185 SH SOLE 2 0 15,185
H.J.HEINZ CO. COM 423074103 496.60 13,400 SH SHD 1 13,400 0 0
HAEMONETICS CORP COM 405024100 3,677.10 144,200 SH SOLE 3 136,400 0 6,800
HAIN CELESTIAL GROUP COM 405217100 16,842.30 479,496 SH SOLE 3 474,696 0 4,800
HAIN CELESTIAL GROUP INC COM 405217100 9,062.07 257,995 SH SOLE 2 0 257,995
HALL KINION & ASSOCIATES INC COM 406069104 253.10 8,900 SH SOLE 3 6,100 0 2,400
HALLIBURTON CO COM 406216101 25,474.81 520,558 SH SOLE 2 520,558 0
HALLIBURTON CO COM 406216101 22,172.60 453,080 SH SOLE 3 378,280 0 71,800
HALLIBURTON CO COM 406216101 6,281.81 128,364 SH SOLE 2 0 128,364
HALLIBURTON CO COM 406216101 1,502.38 30,700 SH SOLE 4 30,700 0
HALLIBURTON CO COM 406216101 34.30 700 SH OTH 3 700 0 0
HA-LO INDUSTRIES, INC. COM 404429102 7.20 1,800 SH SOLE 3 0 0 0
HAMILTON BANCORP INC (FLA) COM 407013101 1,173.00 69,000 SH SOLE 3 69,000 0 0
HANARO TELECOM INC COM 409649209 576.63 131,800 SH SOLE 2 131,800 0
HANARO TELECOM INC COM 409649209 136.72 31,250 SH SOLE 2 0 31,250
HANCOCK HOLDING CO COM 410120109 455.49 14,723 SH SOLE 2 0 14,723
HANCOCK HOLDING CO COM 410120109 284.60 9,200 SH SOLE 3 6,000 0 2,400
HANDLEMAN CO. COM 410252100 1,518.40 122,700 SH SOLE 3 113,200 0 8,600
HANOVER COMPRESSOR CO COM 410768105 12,564.70 381,470 SH SOLE 3 366,870 0 14,600
HANOVER COMPRESSOR CO COM 410768105 1,775.30 53,900 SH OTH 3 0 0 53,900
HANOVER DIRECT INC (DELAWARE) COM 410783104 112.50 200,000 SH SOLE 2 0 200,000
HANOVER DIRECT INC (DELAWARE) COM 410783104 16.88 30,000 SH SOLE 2 30,000 0
HANSON PLC SPON ADR COM 411352404 1,265.47 45,500 SH SOLE 2 0 45,500
HARBOR FLORIDA BANCSHS COM 411901101 1,218.30 101,000 SH SOLE 3 90,000 0 11,000
HARCOURT GEN INC COM 41163G101 6,167.00 104,525 SH SOLE 3 92,025 0 6,100
HARCOURT GEN INC COM 41163G101 5.90 100 SH OTH 3 100 0 0
HARDINGE INC. COM 412324303 720.00 60,000 SH SOLE 3 60,000 0 0
HARLAND JOHN H CO COM 412693103 297.10 19,400 SH SOLE 3 3,300 0 16,100
HARLEY-DAVIDSON INC COM 412822108 4,725.10 98,696 SH SOLE 3 92,796 0 5,900
HARLEY-DAVIDSON INC COM 412822108 424.89 8,875 SH SOLE 2 8,875 0
HARLEY-DAVIDSON INC COM 412822108 265.71 5,550 SH SOLE 2 0 5,550
HARLEY-DAVIDSON INC COM 412822108 14.40 300 SH OTH 3 300 0 0
HARMAN INTL INDS INC (NEW) COM 413086109 10,491.30 268,320 SH SOLE 3 263,120 0 5,200
HARMAN INTL INDS INC (NEW) COM 413086109 1,188.60 30,400 SH OTH 3 0 0 30,400
HARMONIC INC COM 413160102 293.57 12,232 SH SOLE 2 0 12,232
HARMONIC LIGHTWAVES INC COM 413160102 832.10 34,672 SH SOLE 3 33,972 0 300
HARMONIC LIGHTWAVES INC COM 413160102 0.00 1 SH OTH 3 0 0 0
HARRAHS ENTERTAINMENT INC COM 413619107 244,059.50 8,874,890 SH SOLE 3 6,478,030 0 2,386,590
HARRAHS ENTERTAINMENT INC COM 413619107 4,616.10 167,712 SH OTH 3 74,016 0 79,400
HARRAHS ENTMT INC COM 413619107 1,936.55 70,420 SH SOLE 2 70,420 0
HARRAHS ENTMT INC COM 413619107 1,890.08 68,730 SH SOLE 2 0 68,730
HARRIS CORP COM 413875105 13,178.50 463,420 SH SOLE 3 450,320 0 13,100
HARRIS CORP COM 413875105 836.10 29,400 SH OTH 3 0 0 29,400
HARSCO CORP COM 415864107 1,065.60 48,300 SH SOLE 3 23,700 0 24,600
HARSCO CORP COM 415864107 875.90 39,700 SH OTH 3 0 0 39,700
HARTE-HANKS INC COM 416196103 3,937.60 144,500 SH SOLE 3 144,500 0 0
HARTFORD FINANCIAL SERVICES COM 416515104 5,947.25 81,539 SH SOLE 2 0 81,539
HARTFORD FINANCIAL SERVICES COM 416515104 326.18 4,472 SH SOLE 2 4,472 0
HARTFORD FINANCIAL SVCS GROUP COM 416515104 57,059.10 782,301 SH SOLE 3 711,601 0 67,200
HARTFORD FINANCIAL SVCS GROUP COM 416515104 8,110.40 111,196 SH OTH 3 7,900 0 0
HARTFORD FINANCIAL SVCS GROUP COM 416515104 911.70 12,500 SH SHD 1 12,500 0 0
HASBRO INC COM 418056107 128.10 11,200 SH SOLE 3 0 0 11,200
HASTINGS ENTERTAINMENT INC COM 418365102 250.00 100,000 SH SOLE 2 0 100,000
HAVERTY FURNITURE COS INC COM 419596101 1,724.80 157,700 SH SOLE 3 151,800 0 5,900
HAWAIIAN ELEC INDS INC COM 419870100 209.20 6,000 SH SOLE 3 0 0 6,000
HCA - THE HEALTHCARE CO. COM 404119109 18,866.80 508,196 SH SOLE 3 492,196 0 16,000
HCA - THE HEALTHCARE CO. COM 404119109 10,298.70 277,407 SH OTH 3 10,600 0 0
HCA - THE HEALTHCARE CO. COM 404119109 538.30 14,500 SH SHD 1 14,500 0 0
HCA-HEALTHCARE CO COM 404119109 1,124.59 30,292 SH SOLE 2 0 30,292
HCA-HEALTHCARE CO COM 404119109 326.33 8,790 SH SOLE 2 8,790 0
HCB BANCSHS INC COM 40413N106 105.13 14,500 SH SOLE 2 0 14,500
HCC INSURANCE HOLDINGS INC COM 404132102 253.91 12,500 SH SOLE 2 0 12,500
HCC INSURANCE HOLDINGS INC COM 404132102 249.80 12,300 SH SOLE 3 7,800 0 4,500
HEALTH CARE PROPERTY INV., INC COM 421915109 23,412.60 790,300 SH SOLE 3 672,300 0 118,000
HEALTH CARE PROPERTY INV., INC COM 421915109 391.26 13,207 SH SOLE 2 0 13,207
HEALTH MANAGEMENT ASSOC. CL A COM 421933102 4,928.10 236,787 SH SOLE 3 204,287 0 32,500
HEALTH MANAGEMENT ASSOC. CL A COM 421933102 4,706.79 226,152 SH SOLE 2 0 226,152
HEALTH MANAGEMENT ASSOC. CL A PUT 421933102 6.25 50,000 SH PUT SOLE 2 0 50,000
HEALTH MANAGEMENT ASSOC. CL A COM 421933102 674.30 32,400 SH OTH 3 0 0 32,400
HEALTHCARE REALTY TRUST INC COM 421946104 1,575.90 74,600 SH SOLE 3 60,300 0 14,300
HEALTHSOUTH CORP COM 421924101 2,978.80 366,624 SH SOLE 3 357,324 0 9,300
HEALTHSOUTH CORP COM 421924101 240.40 29,588 SH OTH 3 0 0 0
HEALTHSOUTH CORP COM 421924101 207.20 25,502 SH SOLE 2 0 25,502
HEALTHSOUTH CORP SUB DEB CNV CNV 421924AF8 401.70 480,000 SH SOLE 2 480,000 0
HEALTHSOUTH CORP SB DB CNV3 1/4 4/1/03AOCNV 421924AF8 1,816.97 2,130,000 SH SOLE 4 2,130,000 0
HEALTHTRONICS INC COM 42222L107 467.36 30,900 SH SOLE 2 0 30,900
HEARST-ARGYLE TELEVISION COM 422317107 10,476.20 523,810 SH SOLE 3 523,810 0 0
HEICO CORP (NEW) COM 422806109 70.20 5,400 SH SOLE 3 5,400 0 0
HEICO CORP CLASS A COM 422806208 9.10 720 SH SOLE 3 720 0 0
HEIDRICK & STRUGGLES INC. COM 422819102 1,757.00 34,200 SH SOLE 3 30,500 0 3,400
HELEN OF TROY LTD (NEW) COM G4388N106 10,753.00 1,509,200 SH SOLE 3 1,225,000 0 284,200
HELEN OF TROY LTD (NEW) COM G4388N106 436.05 61,200 SH SOLE 2 0 61,200
HELIX TECHNOLOGY CORP COM 423319102 537.80 18,000 SH SOLE 3 14,100 0 3,900
HELLER FINANCIAL CL A COM 423328103 2,012.97 70,476 SH SOLE 2 0 70,476
HELLER FINANCIAL INC COM 423328103 9,305.40 325,790 SH SOLE 3 325,790 0 0
HELLER FINANCIAL INC COM 423328103 902.60 31,600 SH OTH 3 0 0 31,600
HELMERICH & PAYNE INC. COM 423452101 4,093.00 113,300 SH OTH 3 0 0 83,300
HELMERICH & PAYNE INC. COM 423452101 1,763.10 48,805 SH SOLE 3 36,405 0 12,400
HELMERICH & PAYNE INC. COM 423452101 550.11 15,228 SH SOLE 2 15,228 0
HENRY SCHEIN INC COM 806407102 14,364.10 720,458 SH SOLE 3 716,158 0 3,300
HERBALIFE INT'L CL A COM 426908208 1,282.00 138,600 SH SOLE 3 126,900 0 11,700
HERCULES INC. COM 427056106 918.13 65,000 SH SOLE 2 0 65,000
HERSHEY FOODS CORP. COM 427866108 1,771.50 32,730 SH OTH 3 100 0 0
HERSHEY FOODS CORP. COM 427866108 422.20 7,800 SH SOLE 3 7,800 0 0
HERTZ CORP COM 428040109 59,245.50 1,866,001 SH SOLE 3 1,803,301 0 55,800
HERTZ CORP COM 428040109 4,216.40 132,800 SH OTH 3 7,500 0 44,000
HERTZ CORP COM 428040109 616.00 19,400 SH SHD 1 19,400 0 0
HERTZ CORP COM 428040109 403.64 12,713 SH SOLE 2 12,713 0
HEWLETT PACKARD CO SUB NT CV CNV 428236AC7 490.98 672,000 SH SOLE 2 672,000 0
HEWLETT PACKARD CO SUB NT CV CNV 428236AC7 366.05 501,000 SH SOLE 2 0 501,000
HEWLETT-PACKARD CO. COM 428236103 273,958.70 2,824,317 SH SOLE 3 2,738,117 0 73,600
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HOLLYWOOD ENTERTAINMENT CORP COM 436141105 96.69 13,000 SH SOLE 2 13,000 0
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HOME DEPOT INC COM 437076102 520,640.20 9,811,830 SH SOLE 3 8,315,540 0 1,453,840
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HOME DEPOT INC CLL 437076102 70.00 10,000 SH CLL SOLE 2 10,000 0
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HOMESTAKE MINING CO (DELAWARE) COM 437614100 141.10 27,200 SH SOLE 3 27,200 0 0
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HONEYWELL INTERNATIONAL INC COM 438516106 15,369.10 431,414 SH SOLE 3 402,414 0 26,500
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HORMEL FOODS CORP COM 440452100 1,834.00 109,900 SH OTH 3 4,600 0 51,500
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HOST MARRIOTT CORP COM 44107P104 696.23 61,887 SH SOLE 2 0 61,887
HOST MARRIOTT CORP. ( REIT ) COM 44107P104 63.00 5,600 SH SOLE 3 2,500 0 3,100
HOT TOPIC INC COM 441339108 933.00 31,100 SH SOLE 3 27,400 0 3,300
HOT TOPIC INC COM 441339108 446.76 14,892 SH SOLE 2 14,892 0
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HOUSEHOLD INTERNATIONAL COM 441815107 6,368.80 112,473 SH OTH 3 2,050 0 0
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HOUSEHOLD INTL INC. COM 441815107 26,712.62 471,746 SH SOLE 2 471,746 0
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HSB GROUP INC. (COM) COM 40428N109 136.40 3,400 SH SOLE 3 0 0 3,400
HSBC BANK PLC 10.25% PFD SER B PRF 44328M609 2,637.50 100,000 SH SOLE 2 0 100,000
HSBC HOLDINGS PLC SPONS ADR COM 404280406 1,190.60 16,675 SH SOLE 2 0 16,675
HUBBELL INC. CLASS B COM 443510201 413.50 16,500 SH SOLE 3 1,300 0 15,200
HUDSON UNITED BANCORP COM 444165104 1,707.60 61,814 SH SOLE 3 56,414 0 5,400
HUDSON UNITED BANCORP COM 444165104 383.60 13,886 SH SOLE 2 0 13,886
HUGHES SUPPLY INC COM 444482103 2,105.20 107,300 SH SOLE 3 99,400 0 6,800
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HUMAN GENOME SCIENCES INC COM 444903108 6,570.09 37,950 SH SOLE 4 37,950 0
HUMAN GENOME SCIENCES INC COM 444903108 5,540.00 32,000 SH SOLE 2 0 32,000
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HUMANA INC COM 444859102 2,168.30 201,700 SH SOLE 3 200,100 0 0
HUMANA INC COM 444859102 107.50 10,000 SH SOLE 2 0 10,000
HUNTINGTON BANCSHS INC COM 446150104 25.00 1,704 SH OTH 3 0 0 0
HUTCHINSON TECHNOLOGIES COM 448407106 10.50 500 SH SOLE 3 0 0 0
HUTTIG BUILDING PRODUCTS COM 448451104 79.70 17,722 SH SOLE 3 17,722 0 0
HYBRID NETWORKS INC COM 44860K102 253.88 13,677 SH SOLE 2 0 13,677
HYPERION SOLUTIONS CORP. COM 44914M104 1,386.90 53,600 SH SOLE 3 46,700 0 6,500
I2 TECHNOLOGIES, INC. COM 465754109 164,175.03 877,648 SH SOLE 2 0 877,648
I2 TECHNOLOGIES, INC. COM 465754109 147,365.40 787,787 SH SOLE 3 766,787 0 1,200
I2 TECHNOLOGIES, INC. COM 465754109 5,664.81 30,283 SH SOLE 2 30,283 0
I2 TECHNOLOGIES, INC. COM 465754109 598.60 3,200 SH OTH 3 3,200 0 0
IASIAWORKS, INC. COM 45072L101 3,664.50 366,450 SH SOLE 2 0 366,450
IASIAWORKS, INC. COM 45072L101 2,532.25 253,225 SH SOLE 2 253,225 0
IASIAWORKS, INC. COM 45072L101 500.00 50,000 SH SOLE 4 50,000 0
IBASIS INC. COM 450732102 181.00 11,400 SH SOLE 3 9,600 0 1,600
IBEAM BROADCASTING CORP COM 45073P101 12.90 1,900 SH SOLE 3 1,700 0 200
IBP INC COM 449223106 45,920.40 2,507,600 SH SOLE 3 2,379,800 0 98,300
IBP INC COM 449223106 9,515.20 519,600 SH OTH 3 25,000 0 227,000
IBP INC COM 449223106 5,088.31 277,860 SH SOLE 2 0 277,860
IBP INC COM 449223106 846.00 46,200 SH SHD 1 46,200 0 0
ICG COMMUNICATIONS COM 449246107 16.60 38,000 SH SOLE 3 30,500 0 7,500
ICICI BANK LTD - ADR COM 45104G104 503.70 68,300 SH OTH 3 0 0 0
ICICI LTD - SPONS ADR COM 44926P202 1,227.50 111,590 SH OTH 3 0 0 0
ICN PHARMACEUTICALS INC (NEW) COM 448924100 488.80 14,700 SH OTH 3 0 0 14,700
ICN PHARMACEUTICALS INC (NEW) COM 448924100 309.20 9,300 SH SOLE 3 9,300 0 0
ID BIOMEDICAL CORP COM 44936D108 114.75 17,000 SH SOLE 2 0 17,000
IDACORP INC COM 451107106 1,808.40 39,100 SH SOLE 3 33,600 0 5,500
IDACORP INC COM 451107106 425.50 9,200 SH OTH 3 0 0 9,200
IDEC PHARMACEUTICALS CORP COM 449370105 1,806.20 10,300 SH OTH 3 100 0 10,200
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IDEC PHARMACEUTICALS CORP COM 449370105 1,256.98 7,168 SH SOLE 2 0 7,168
IDENTIX INC COM 451906101 373.00 30,700 SH SOLE 3 26,800 0 3,600
IDEXX LABORATORIES COM 45168D104 869.40 32,500 SH SOLE 3 25,900 0 6,600
IDT CORP COM 448947101 948.50 24,400 SH SOLE 3 21,400 0 2,700
IFX CORP (NEW) COM 449518208 56.25 10,000 SH SOLE 2 0 10,000
IGATE CAPITAL CORP COM 45169U105 68.30 12,700 SH SOLE 3 11,700 0 0
IGEN INC. COM 449536101 684.25 34,000 SH SOLE 2 0 34,000
II-VI INC COM 902104108 675.90 36,200 SH SOLE 3 35,800 0 0
IKON OFFICE SOLUTIONS INC COM 451713101 39.38 10,000 SH SOLE 2 10,000 0
IKON OFFICE SOLUTIONS, INC. COM 451713101 14.20 3,600 SH SOLE 3 1,100 0 0
IL FORNAIO AMERICA CORP COM 451926109 144.00 16,000 SH SOLE 2 0 16,000
ILEX ONCOLOGY INC COM 451923106 1,211.60 40,220 SH SOLE 3 35,120 0 4,700
ILEX ONCOLOGY INC COM 451923106 285.49 9,477 SH SOLE 2 0 9,477
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ILLUMINA INC COM 452327109 1,044.76 23,025 SH SOLE 2 0 23,025
ILLUMINA INC COM 452327109 372.08 8,200 SH SOLE 2 8,200 0
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IMAGEX.COM INC COM 45244D102 40.94 10,000 SH SOLE 2 0 10,000
IMANAGE INC. COM 45245Y105 794.23 99,279 SH SOLE 2 0 99,279
IMATION CORP COM 45245A107 2,212.70 118,800 SH SOLE 3 94,600 0 24,200
IMATION CORP COM 45245A107 761.80 40,900 SH OTH 3 0 0 40,900
IMATRON INC COM 452906100 23.13 10,000 SH SOLE 2 0 10,000
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IMAX CORP COM 45245E109 362.41 21,397 SH SOLE 2 0 21,397
IMAX CORP COM 45245E109 169.63 10,015 SH SOLE 2 10,015 0
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IMC GLOBAL INC COM 449669100 394.40 27,200 SH OTH 3 0 0 27,200
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IMPATH INC COM 45255G101 895.90 14,192 SH SOLE 3 13,792 0 0
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IMPSAT FIBER NETWORKS INC COM 45321T103 123.20 11,200 SH SOLE 3 9,400 0 1,700
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INCO LIMITED COM 453258402 1,381.90 85,700 SH SOLE 3 85,700 0 0
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INCYTE GENOMICS INC. COM 45337C102 10,885.80 264,700 SH SOLE 3 245,100 0 19,600
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INDEPENDENCE COMMUNITY BANK COM 453414104 303.13 21,652 SH SOLE 2 0 21,652
INDYMAC BANCORP, INC. COM 456607100 7,207.16 350,500 SH SOLE 2 350,500 0
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INET TECHNOLOGIES INC COM 45662V105 122.80 4,200 SH SOLE 3 4,200 0 0
INET TECHNOLOGIES, INC. COM 45662V105 2,667.89 91,210 SH SOLE 2 0 91,210
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INFINEON TECHNOLOGIES AG - ADR COM 45662N103 1,683.40 35,440 SH SOLE 2 35,440 0
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INFINITY BROADCASTING A COM 45662S102 514.80 15,600 SH SHD 1 15,600 0 0
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INFINITY BROADCASTING CORP. COM 45662S102 19,146.63 580,201 SH SOLE 2 580,201 0
INFINIUM SOFTWARE INC COM 45662Y109 476.09 177,150 SH SOLE 2 0 177,150
INFINIUM SOFTWARE INC COM 45662Y109 67.19 25,000 SH SOLE 2 25,000 0
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INFONET SERVICES CORP. COM 45666T106 167.94 15,900 SH SOLE 2 0 15,900
INFONOW CORP COM 456664309 39.29 16,990 SH SOLE 2 0 16,990
INFORMATICA CORP COM 45666Q102 2,573.70 27,600 SH SOLE 3 24,200 0 3,100
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INFORMATION ARCHITECTS CORP COM 45669R107 91.80 27,700 SH SOLE 3 24,200 0 3,500
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INFORMIX CORP COM 456779107 381.10 92,400 SH OTH 3 0 0 92,400
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INFORNET INC COM 45666T106 802.80 76,000 SH SOLE 3 76,000 0 0
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INFORTE CORP. COM 45677R107 14.10 400 SH SOLE 3 0 0 400
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INFOSPACE INC COM 45678T102 5,644.05 186,580 SH SOLE 2 0 186,580
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INGERSOLL-RAND CO COM 456866102 3,957.40 116,825 SH OTH 3 11,300 0 0
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INGLES MARKETS INC CL-A COM 457030104 70.40 6,400 SH SOLE 3 0 0 6,400
INGRAM MICRO INC. COM 457153104 4,827.60 351,100 SH SOLE 3 351,100 0 0
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INKINE PHARMACEUTICAL CO INC COM 457214104 161.25 15,000 SH SOLE 2 15,000 0
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INTEL CORP COM 458140100 1,159,792.30 27,904,778 SH SOLE 3 25,836,078 0 1,955,180
INTEL CORP COM 458140100 412,472.86 9,924,159 SH SOLE 2 0 9,924,159
INTEL CORP COM 458140100 324,304.00 7,802,803 SH SOLE 2 7,802,803 0
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INTELECT COMMUNICATIONS INC COM 458144102 89.13 62,000 SH SOLE 2 0 62,000
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INTER TEL INC COM 458372109 8,324.20 731,800 SH SOLE 3 587,900 0 143,900
INTER TEL INC COM 458372109 366.28 32,200 SH SOLE 2 0 32,200
INTERACT COMM CORP COM 45839Y107 4,407.75 402,994 SH SOLE 2 0 402,994
INTERACTIVE INTELLIGENCE COM 45839M103 133.70 3,400 SH SOLE 3 2,900 0 500
INTERACTIVE PICTURES CORP COM 46059S101 216.40 39,800 SH SOLE 3 34,300 0 4,900
INTERDIGITAL COMMUNICATIONS COM 45866A105 624.40 44,600 SH SOLE 3 37,500 0 7,100
INTEREST RATE CAP 1Y. EURIB.4/6/00 COM OGR059204 312.26 10,200,000 SH SOLE 4 10,200,000 0
INTERGRAPH CORP COM 458683109 376.60 52,400 SH SOLE 3 46,300 0 5,500
INTERGRAPH CORP COM 458683109 251.56 35,000 SH SOLE 2 0 35,000
INTERIM SRVCS INC CV SB 4.50%6/1/05NTSJDCNV 45868PAA8 740.39 1,090,000 SH SOLE 4 1,090,000 0
INTERIORS INC CL-A COM 458688108 22.59 51,625 SH SOLE 2 51,625 0
INTERLAND INC COM 458726106 5,947.50 704,890 SH SOLE 3 577,690 0 0
INTERLIANT INC COM 458742103 332.00 41,500 SH SOLE 3 35,700 0 5,200
INTERLINK ELECTRONICS COM 458751104 401.10 20,700 SH SOLE 3 17,300 0 3,100
INTERMEDIA COMMUNICATIONS INC COM 458801107 14,879.80 504,400 SH SOLE 3 405,400 0 98,700
INTERMET CORP COM 45881K104 2,539.70 350,300 SH SOLE 3 350,300 0 0
INTERNAP NETWORK COM 45885A102 79,597.60 2,463,368 SH SOLE 3 2,162,848 0 700
INTERNAP NETWORK COM 45885A102 704.10 21,789 SH OTH 3 21,789 0 0
INTERNAP NETWORK SERVICES COM 45885A102 719.60 22,270 SH SOLE 2 0 22,270
INTERNATIONAL BUSINESS MACHINES COM 459200101 521,117.50 4,632,156 SH SOLE 3 4,381,586 0 229,010
INTERNATIONAL BUSINESS MACHINES COM 459200101 75,713.10 673,037 SH OTH 3 83,856 0 17,200
INTERNATIONAL BUSINESS MACHINES COM 459200101 3,712.50 33,000 SH SHD 1 33,000 0 0
INTERNATIONAL BUSINESS MACHS COM 459200101 374,730.19 3,330,935 SH SOLE 2 0 3,330,935
INTERNATIONAL BUSINESS MACHS COM 459200101 293,473.13 2,608,650 SH SOLE 2 2,608,650 0
INTERNATIONAL BUSINESS MACHS CLL 459200101 32.50 10,000 SH CLL SOLE 2 0 10,000
INTERNATIONAL BUSINESS MACHS CMN COM 459200101 26,231.29 233,167 SH SOLE 4 233,167 0
INTERNATIONAL PAPER CO. COM 460146103 26,231.90 914,403 SH SOLE 3 812,284 0 95,600
INTERNATIONAL PAPER CO. COM 460146103 148.90 5,192 SH OTH 3 5,191 0 0
INTERNATIONAL REMOTE IMAGING COM 460259500 116.25 60,000 SH SOLE 2 0 60,000
INTERNET CAPITAL GROUP COM 46059C106 2,865.00 164,300 SH SOLE 3 162,300 0 2,000
INTERNET CAPITAL GROUP COM 46059C106 22.70 1,300 SH OTH 3 1,300 0 0
INTERNET CAPITAL GROUP INC COM 46059C106 6,938.56 397,910 SH SOLE 2 0 397,910
INTERNET CAPITAL GROUP INC COM 46059C106 1,322.23 75,827 SH SOLE 2 75,827 0
INTERNET CAPITAL GROUP INC. CNV 46059CAA4 997.90 1,940,000 SH SOLE 2 0 1,940,000
INTERNET COMMERCE CORP CL-A COM 46059F109 158.85 15,311 SH SOLE 2 0 15,311
INTERNET INFRASTRUCTURE HOLD. COM 46059V104 330.38 6,000 SH SOLE 2 0 6,000
INTERNET INITIATIVE JAPAN INC COM 46059T109 577.81 14,050 SH SOLE 2 0 14,050
INTERNET INITIATIVE JAPAN INC COM 46059T109 408.17 9,925 SH SOLE 2 9,925 0
INTERNET PICTURES CORP COM 46059S101 734.06 135,000 SH SOLE 2 135,000 0
INTERNET PICTURES CORP COM 46059S101 69.84 12,845 SH SOLE 2 0 12,845
INTERNET SEC SYS INC COM 46060X107 8,627.58 114,843 SH SOLE 2 0 114,843
INTERNET SEC SYS INC COM 46060X107 5,262.13 70,045 SH SOLE 2 70,045 0
INTERNET SECURITY SYSTEMS INC COM 46060X107 46,624.80 620,629 SH SOLE 3 619,429 0 500
INTERNET.COM CORP COM 460967102 433.10 14,000 SH SOLE 3 12,200 0 1,600
INTERPHASE CORP COM 460593106 166.25 10,000 SH SOLE 2 0 10,000
INTERPOOL INC COM 46062R108 6,633.80 580,000 SH SOLE 3 580,000 0 0
INTERPUBLIC GROUP COS COM 460690100 34,239.80 1,005,204 SH SOLE 3 994,704 0 6,800
INTERPUBLIC GROUP COS COM 460690100 12,792.79 375,568 SH SOLE 2 0 375,568
INTERPUBLIC GROUP COS COM 460690100 3,074.50 90,260 SH OTH 3 5,500 0 0
INTERPUBLIC GROUP COS COM 460690100 1,217.80 35,752 SH SOLE 2 35,752 0
INTERPUBLIC GROUP COS COM 460690100 81.80 2,400 SH SHD 1 2,400 0 0
INTERPUBLIC GROUP COS SUB NT CNV 460690AF7 5,923.40 6,052,000 SH SOLE 2 0 6,052,000
INTERPUBLIC GROUP COS SUB NT CNV 460690AF7 2,507.56 2,562,000 SH SOLE 2 2,562,000 0
INTERSIL HOLDING CORP COM 46069S109 279.30 5,600 SH SOLE 3 5,600 0 0
INTERSTATE HOTELS CORP COM 46088R108 76.00 35,775 SH SOLE 3 35,775 0 0
INTERSYSTEMS INC COM 460920101 5.25 12,000 SH SOLE 2 12,000 0
INTERTAN INC COM 461120107 1,256.10 87,000 SH SOLE 3 78,500 0 8,500
INTERTRUST TECHNOLOGIES CORP COM 46113Q109 28,472.70 2,360,430 SH SOLE 3 2,066,030 0 9,900
INTERTRUST TECHNOLOGIES CORP COM 46113Q109 440.30 36,500 SH OTH 3 11,900 0 24,600
INTERVISUAL BOOKS INC CL A VTG COM 460918105 56.19 31,000 SH SOLE 2 0 31,000
INTERWORLD CORP COM 46114Q108 61.19 16,050 SH SOLE 2 0 16,050
INTERWORLD CORP COM 46114Q108 59.90 15,700 SH SOLE 3 13,500 0 1,900
INTERWOVEN INC COM 46114T102 99,525.80 880,272 SH SOLE 3 766,672 0 4,400
INTERWOVEN INC COM 46114T102 712.30 6,300 SH OTH 3 0 0 6,300
INTERWOVEN INC COM 46114T102 580.01 5,130 SH SOLE 2 0 5,130
INTIMATE BRANDS, INC. COM 461156101 35,612.70 1,905,698 SH SOLE 3 1,866,608 0 25,090
INTIMATE BRANDS, INC. COM 461156101 5,033.90 269,370 SH OTH 3 2,800 0 95,570
INTIMATE BRANDS, INC. COM 461156101 699.66 37,440 SH SOLE 2 37,440 0
INTL FIBERCOM INC COM 45950T101 865.80 59,200 SH SOLE 3 54,500 0 4,700
INTL FLAVORS & FRAGRANCES INC COM 459506101 1,091.20 59,793 SH OTH 3 0 0 0
INTL FLAVORS & FRAGRANCES INC COM 459506101 200.80 11,000 SH SOLE 3 11,000 0 0
INTL GAME TECHNOLOGY COM 459902102 841.30 25,020 SH SOLE 2 0 25,020
INTL MULTIFOODS CORP COM 460043102 804.50 46,300 SH SOLE 3 41,500 0 4,800
INTL RECTIFIER CORP. COM 460254105 3,343.10 66,200 SH SOLE 3 66,200 0 0
INTL RECTIFIER CORP. COM 460254105 1,333.20 26,400 SH OTH 3 0 0 26,400
INTL SPECIALTY PRODUCTS COM 460337108 15.10 2,800 SH SOLE 3 2,800 0 0
INTL SPEEDWAY CORP-CL A COM 460335201 1,380.60 35,400 SH OTH 3 0 0 11,700
INTL SPEEDWAY CORP-CL A COM 460335201 639.60 16,400 SH SOLE 3 12,000 0 4,400
INTRANET SOLUTIONS INC COM 460939309 950.00 19,000 SH SOLE 3 16,700 0 2,100
INTRANET SOLUTIONS INC COM 460939309 250.00 5,000 SH SOLE 2 0 5,000
INTRAWARE INC COM 46118M103 84.40 11,300 SH SOLE 3 9,000 0 2,200
INTRAWEST CORP COM 460915200 5,950.09 357,900 SH SOLE 2 0 357,900
INTUIT COM 461202103 103,414.10 1,814,282 SH SOLE 3 1,644,582 0 35,700
INTUIT COM 461202103 6,384.00 112,000 SH OTH 3 4,200 0 107,800
INTUIT INC COM 461202103 2,105.87 36,945 SH SOLE 2 0 36,945
INVACARE CORP COM 461203101 642.50 20,000 SH SOLE 2 20,000 0
INVACARE CORP COM 461203101 276.30 8,600 SH SOLE 3 6,400 0 2,200
INVERNESS MED TECHNOLOGY INC COM 461268104 192.50 10,000 SH SOLE 2 10,000 0
INVEST TECHNOLOGY GROUP (NEW) COM 46145F105 171.70 4,300 SH SOLE 3 200 0 3,800
INVESTORS FINANCIAL SVCS CP COM 461915100 1,186.80 18,800 SH SOLE 3 14,300 0 4,500
IOMEGA INC COM 462030107 1,171.00 234,200 SH SOLE 3 194,000 0 36,300
IOMEGA INC COM 462030107 75.00 15,000 SH SOLE 2 15,000 0
IONICS INC COM 462218108 400.70 18,800 SH SOLE 3 18,800 0 0
IPC HOLDINGS LTD COM G4933P101 2,695.40 145,700 SH SOLE 3 145,700 0 0
IPRINT COM INC COM 462628108 87.50 25,000 SH SOLE 2 0 25,000
IRON MOUNTAIN INC NEW COM 462846106 49,596.70 1,340,450 SH SOLE 3 1,135,410 0 205,040
IRSA - SPONS GDR COM 450047204 0.00 1 SH OTH 3 0 0 0
ISIS PHARMACEUTICALS COM 464330109 576.70 50,148 SH SOLE 2 0 50,148
ISLE OF CAPRI CASINOS COM 464592104 20,356.20 1,313,300 SH SOLE 3 1,041,900 0 271,400
ISPAT INTERNATIONAL COM 464899103 1,247.50 249,500 SH SOLE 3 249,500 0 0
ISPAT INTERNATIONAL NV COM 464899103 346.50 69,300 SH SOLE 2 0 69,300
ISTAR FINL INC COM 45031U101 7,918.33 352,906 SH SOLE 2 0 352,906
I-STAT CORP COM 450312103 756.29 33,427 SH SOLE 2 0 33,427
ITC DELTACOM INC COM 45031T104 4,007.35 348,465 SH SOLE 2 0 348,465
ITC DELTACOM INC COM 45031T104 3,403.30 295,936 SH SOLE 3 286,036 0 9,200
ITC DELTACOM INC COM 45031T104 483.00 42,000 SH SOLE 2 42,000 0
ITC GDR COM Y4211T114 2,743.90 162,600 SH OTH 3 0 0 0
ITC GDR COM Y4211T114 474.80 28,135 SH SOLE 3 28,135 0 0
ITT EDUCATIONAL SVCS, INC. COM 45068B109 10,942.20 403,400 SH SOLE 3 401,500 0 1,900
ITT EDUCATIONAL SVCS, INC. COM 45068B109 770.40 28,400 SH OTH 3 0 0 28,400
ITT INDUSTRIES INC (INDIANA) COM 450911102 4,372.60 134,800 SH SOLE 3 134,800 0 0
ITT INDUSTRIES INC (INDIANA) COM 450911102 3,615.10 111,449 SH OTH 3 15,000 0 0
ITT INDUSTRIES INC (INDIANA) COM 450911102 259.50 8,000 SH SHD 1 8,000 0 0
ITXC CORP COM 45069F109 119.90 8,200 SH SOLE 3 7,100 0 1,100
IVAX CORP (FLORIDA) COM 465823102 67,709.20 1,471,939 SH SOLE 3 1,382,839 0 77,800
IVAX CORP (FLORIDA) COM 465823102 15,978.10 347,350 SH OTH 3 15,500 0 100,750
IVAX CORP (FLORIDA) COM 465823102 1,817.00 39,500 SH SOLE 2 0 39,500
IVAX CORP (FLORIDA) COM 465823102 128.80 2,800 SH SHD 1 2,800 0 0
IVILLAGE INC COM 46588H105 75.20 19,400 SH SOLE 3 16,200 0 2,900
IXL ENTERPRISES INC COM 450718101 1,256.86 287,282 SH SOLE 2 0 287,282
IXL ENTERPRISES INC COM 450718101 510.10 116,600 SH SOLE 3 111,000 0 5,100
J B HUNT TRANS SVCS INC COM 445658107 15.30 1,200 SH SOLE 3 0 0 0
J&J SNACK FOODS CORP COM 466032109 25.90 2,000 SH SOLE 3 2,000 0 0
J.M.SMUCKER CO. COM 832696306 403.60 16,600 SH SOLE 3 12,500 0 2,700
J.P. MORGAN & CO COM 616880100 8,808.53 53,916 SH SOLE 2 53,916 0
J.P. MORGAN & CO COM 616880100 4,180.28 25,587 SH SOLE 2 0 25,587
JABIL CIRCUIT INC COM 466313103 54,390.90 958,430 SH SOLE 3 934,030 0 23,900
JABIL CIRCUIT INC COM 466313103 8,359.84 147,310 SH SOLE 2 0 147,310
JABIL CIRCUIT INC COM 466313103 4,131.40 72,800 SH OTH 3 0 0 72,800
JABIL CIRCUIT INC COM 466313103 1,666.18 29,360 SH SOLE 2 29,360 0
JACK HENRY & ASSOC INC COM 426281101 7,236.51 166,836 SH SOLE 2 0 166,836
JACK IN THE BOX INC COM 466367109 958.30 44,700 SH SOLE 3 37,000 0 7,700
JACOBS ENGINEERING GRP COM 469814107 112.90 2,800 SH SOLE 3 0 0 2,800
JAKKS PACIFIC INC COM 47012E106 824.90 87,700 SH SOLE 3 82,100 0 5,600
JAZZTEL- ADR COM 47214R152 2,995.90 133,152 SH OTH 3 0 0 133,152
JAZZTEL- ADR COM 47214R152 331.00 14,713 SH SOLE 3 0 0 14,713
JDA SOFTWARE GROUP INC COM 46612K108 85.40 6,700 SH SOLE 3 1,100 0 4,900
JDN REALTY CORP COM 465917102 3,060.00 270,500 SH SOLE 3 230,400 0 40,100
JDN REALTY CORP COM 465917102 471.73 41,700 SH SOLE 2 41,700 0
JDN REALTY CORP COM 465917102 167.40 14,800 SH OTH 3 0 0 0
JDS UNIPHASE CORP COM 46612J101 523,508.80 5,528,806 SH SOLE 3 5,082,152 0 302,124
JDS UNIPHASE CORP COM 46612J101 50,640.30 534,747 SH OTH 3 68,147 0 22,200
JDS UNIPHASE CORP COM 46612J101 41,286.69 436,031 SH SOLE 2 0 436,031
JDS UNIPHASE CORP COM 46612J101 14,994.71 158,360 SH SOLE 2 158,360 0
JDS UNIPHASE CORP COM 46612J101 3,295.10 34,800 SH SHD 1 34,800 0 0
JDS UNIPHASE CORPORATION CMN COM 46612J101 2,052.35 21,675 SH SOLE 4 21,675 0
JEFFERSON-PILOT CORP. COM 475070108 6,878.70 101,344 SH SOLE 3 99,944 0 1,400
JEFFERSON-PILOT CORP. COM 475070108 1,609.60 23,714 SH OTH 3 100 0 0
JEFFERSON-PILOT CORP. COM 475070108 428.22 6,309 SH SOLE 2 0 6,309
JEFFERSON-PILOT CORP. COM 475070108 251.10 3,700 SH SHD 1 3,700 0 0
JEFFRIES GROUP ( NEW ) COM 472319102 2,338.10 87,000 SH SOLE 3 84,400 0 2,600
JLG INDS INC COM 466210101 14.60 1,200 SH SOLE 3 0 0 0
JOHN HANCOCK FINL SVCS INC COM 41014S106 591.38 22,005 SH SOLE 2 0 22,005
JOHN HANCOCK FINL SVCS INC COM 41014S106 233.25 8,679 SH SOLE 2 8,679 0
JOHN Q HAMMONS HOTELS INC COM 408623106 104.00 16,000 SH SOLE 2 0 16,000
JOHNS MANVILLE CORP COM 478129109 27.10 2,400 SH SOLE 3 2,400 0 0
JOHNSON & JOHNSON COM 478160104 511,676.30 5,446,987 SH SOLE 3 5,041,562 0 385,575
JOHNSON & JOHNSON COM 478160104 87,292.83 929,265 SH SOLE 2 0 929,265
JOHNSON & JOHNSON COM 478160104 70,395.26 749,384 SH SOLE 2 749,384 0
JOHNSON & JOHNSON COM 478160104 66,787.60 710,898 SH OTH 3 107,845 0 16,500
JOHNSON & JOHNSON COM 478160104 5,044.40 53,700 SH SHD 1 53,700 0 0
JOHNSON CONTROLS INC COM 478366107 44,842.40 843,100 SH SOLE 3 804,600 0 38,500
JOHNSON CONTROLS INC COM 478366107 8,524.90 160,281 SH OTH 3 46,100 0 17,100
JOHNSON CONTROLS INC COM 478366107 968.00 18,200 SH SHD 1 18,200 0 0
JONES APPAREL GROUP, INC. COM 480074103 871.90 32,900 SH OTH 3 0 0 32,900
JONES APPAREL GROUP, INC. COM 480074103 695.90 26,261 SH SOLE 3 11,700 0 14,561
JONES LANG LASALLE INC COM 48020Q107 16.90 1,300 SH SOLE 3 0 0 0
JOS A BANK CLOTHIERS INC COM 480838101 73.63 16,362 SH SOLE 2 0 16,362
JOURNAL REGISTER CO COM 481138105 403.16 24,250 SH SOLE 2 0 24,250
JUNIPER COM 48203R104 118,486.80 541,190 SH SOLE 3 531,890 0 5,400
JUNIPER NETWORKS CNV SUB CNV 48203RAA2 1,915.69 1,265,000 SH SOLE 2 0 1,265,000
JUNIPER NETWORKS CNV SUB CNV 48203RAA2 1,105.50 730,000 SH SOLE 2 730,000 0
JUNIPER NETWORKS CNV SUB CNV 48203RAA2 4,564.24 3,010,000 SH SOLE 4 3,010,000 0
JUNIPER NETWORKS INC COM 48203R104 132,293.86 604,254 SH SOLE 2 0 604,254
JUNIPER NETWORKS INC COM 48203R104 23,456.74 107,139 SH SOLE 2 107,139 0
JUNO ONLINE SERVICES INC COM 482048105 68.00 17,000 SH SOLE 2 0 17,000
JUNO ONLINE SVCS COM 482048105 50.40 12,600 SH SOLE 3 9,700 0 2,900
JUPITER MEDIA METRIX INC. COM 48206U104 247.00 15,500 SH SOLE 3 13,500 0 1,800
K MART CORP COM 482584109 137.40 22,900 SH SOLE 3 22,900 0 0
K V PHARMACEUTICAL CO CL-B COM 482740107 232.88 6,750 SH SOLE 2 0 6,750
KAMAN CORP CL-A COM 483548103 667.90 52,900 SH SOLE 3 41,800 0 9,200
KANA COMMUNICATIONS INC COM 483600102 5,623.00 252,718 SH SOLE 3 249,618 0 1,200
KANA COMMUNICATIONS INC COM 483600102 5,537.69 248,885 SH SOLE 2 0 248,885
KANA COMMUNICATIONS INC COM 483600102 563.90 25,344 SH SOLE 2 25,344 0
KANA COMMUNICATIONS INC COM 483600102 373.80 16,800 SH SOLE 4 16,800 0
KANEB PIPE LINE PARTNERS L.P. COM 484169107 5,295.38 179,125 SH SOLE 2 179,125 0
KANEB PIPE LINE PARTNERS L.P. COM 484169107 4,367.86 147,750 SH SOLE 2 0 147,750
KANSAS CITY SOUTHERN IND COM 485170302 198.10 22,798 SH SOLE 3 22,798 0 0
KANSAS CITY SOUTHERN IND COM 485170302 55.30 6,369 SH OTH 3 50 0 6,300
KANSAS CITY SOUTHN INDS INC COM 485170302 152.03 17,500 SH SOLE 2 0 17,500
KAUFMAN AND BROAD HOME CORP COM 486168107 571.10 21,200 SH SOLE 3 13,700 0 7,500
KAUFMAN AND BROAD HOME CORP COM 486168107 296.31 11,000 SH SOLE 2 0 11,000
KAYDON CORP COM 486587108 25.30 1,100 SH SOLE 3 0 0 0
KBK CAPITAL CORP COM 482412103 80.44 19,500 SH SOLE 2 0 19,500
KEANE INC. COM 486665102 160.10 9,200 SH SOLE 3 0 0 9,200
KEEBLER FOODS CO COM 487256109 3,687.60 87,800 SH SOLE 2 0 87,800
KEEBLER FOODS CO. COM 487256109 11,011.30 262,174 SH SOLE 3 254,374 0 7,000
KEEBLER FOODS CO. COM 487256109 4,720.80 112,400 SH OTH 3 0 0 7,000
KEITHLEY INSTRUMENTS INC COM 487584104 560.00 8,000 SH SOLE 2 8,000 0
KEITHLEY INSTRUMENTS INC COM 487584104 329.00 4,700 SH SOLE 3 3,000 0 1,500
KEITHLEY INSTRUMENTS INC COM 487584104 252.00 3,600 SH SOLE 2 0 3,600
KELLOGG CO COM 487836108 2,019.66 83,500 SH SOLE 2 83,500 0
KELLOGG CO COM 487836108 426.38 17,628 SH SOLE 2 0 17,628
KELLOGG CO. COM 487836108 37,048.00 1,531,700 SH SOLE 3 1,531,700 0 0
KELLOGG CO. COM 487836108 765.10 31,634 SH OTH 3 500 0 0
KELLWOOD CO. COM 488044108 587.60 32,200 SH SOLE 3 31,200 0 0
KELLY SVCS INC(CL-A) COM 488152208 330.80 14,000 SH SOLE 3 14,000 0 0
KEMET CORP COM 488360108 54,942.50 1,988,867 SH SOLE 3 1,932,967 0 42,400
KEMET CORP COM 488360108 4,986.30 180,500 SH OTH 3 3,200 0 80,900
KEMET CORP COM 488360108 190.60 6,900 SH SHD 1 6,900 0 0
KENNAMETAL INC. COM 489170100 2,016.20 78,300 SH SOLE 3 74,200 0 4,100
KENNAMETAL INC. COM 489170100 484.10 18,800 SH OTH 3 0 0 18,800
KENT ELECTRONICS CORP COM 490553104 1,475.50 61,800 SH SOLE 3 51,400 0 10,000
KERAVISION, INC. COM 492061106 1,203.28 377,500 SH SOLE 2 377,500 0
KERAVISION, INC. COM 492061106 196.03 61,500 SH SOLE 2 0 61,500
KERR MCGEE CORP 5.25% CNV 492386AP2 339.49 272,000 SH SOLE 2 0 272,000
KERR-MCGEE CORP COM 492386107 106,108.70 1,601,641 SH SOLE 3 1,518,541 0 69,700
KERR-MCGEE CORP COM 492386107 21,619.10 326,326 SH OTH 3 13,300 0 54,300
KERR-MCGEE CORP COM 492386107 616.10 9,300 SH SHD 1 9,300 0 0
KERR-MCGEE CORP COM 492386107 388.36 5,862 SH SOLE 2 0 5,862
KEY ENERGY GROUP INC. COM 492914106 165.80 16,900 SH SOLE 3 0 0 16,900
KEY PRODUCTION INC COM 493138101 145.60 6,600 SH SOLE 3 2,000 0 4,600
KEY3MEDIA GROUP COM 49326R104 22.40 2,050 SH SOLE 3 0 0 2,050
KEY3MEDIA GROUP INC COM 49326R104 161.19 14,737 SH SOLE 2 0 14,737
KEYCORP NEW COM 493267108 18,617.10 735,490 SH SOLE 3 735,490 0 0
KEYCORP NEW COM 493267108 1,316.25 52,000 SH SOLE 2 0 52,000
KEYCORP NEW COM 493267108 1,155.06 45,632 SH SOLE 2 45,632 0
KEYCORP NEW COM 493267108 10.10 400 SH OTH 3 400 0 0
KEYNOTE SYSTEMS INC COM 493308100 3,156.50 118,000 SH SOLE 3 115,600 0 2,200
KEYSPAN CORP COM 49337W100 12,421.50 309,570 SH SOLE 3 260,770 0 48,800
KEYSPAN CORP COM 49337W100 6,989.80 174,200 SH OTH 3 0 0 116,200
KEYSPAN CORP COM 49337W100 601.88 15,000 SH SOLE 2 15,000 0
KEYSPAN CORP COM 49337W100 271.89 6,776 SH SOLE 2 0 6,776
KILROY PROPERTIES COM 49427F108 469.70 17,600 SH SOLE 3 9,400 0 6,700
KIMBALL INTL INC CL-B COM 494274103 1,435.40 80,300 SH SOLE 3 73,200 0 6,100
KIMBERLY CLARK CORP COM 494368103 61,412.95 1,100,344 SH SOLE 2 1,100,344 0
KIMBERLY CLARK CORP COM 494368103 60,674.20 1,087,108 SH SOLE 3 1,064,408 0 22,700
KIMBERLY CLARK CORP COM 494368103 43,191.40 773,866 SH SOLE 2 0 773,866
KIMBERLY CLARK CORP COM 494368103 16,690.70 299,050 SH OTH 3 36,500 0 0
KIMBERLY CLARK CORP COM 494368103 714.40 12,800 SH SHD 1 12,800 0 0
KIMCO REALTY CORP COM 49446R109 5,293.90 125,300 SH SOLE 3 108,900 0 16,400
KIMCO REALTY CORP COM 49446R109 245.10 5,800 SH OTH 3 100 0 0
KINDER MORGAN ENERGY PARTNERS COM 494550106 116,085.76 2,450,359 SH SOLE 2 2,450,359 0
KINDER MORGAN ENERGY PARTNERS COM 494550106 114,603.20 2,419,065 SH SOLE 2 0 2,419,065
KINDER MORGAN INC COM 49455P101 4,357.00 106,430 SH SOLE 3 85,430 0 21,000
KINDER MORGAN INC COM 49455P101 884.20 21,600 SH OTH 3 0 0 21,600
KINDER MORGAN INC KANS COM 49455P101 15,093.66 368,700 SH SOLE 2 368,700 0
KINDER MORGAN INC KANS COM 49455P101 12,438.61 303,844 SH SOLE 2 0 303,844
KING PHARAMACEUTICALS INC COM 495582108 531.49 15,895 SH SOLE 2 0 15,895
KING PHARMACEUTICALS INC. COM 495582108 17,041.50 509,654 SH SOLE 3 504,179 0 2,662
KING PHARMACEUTICALS INC. COM 495582108 1,657.60 49,575 SH OTH 3 5,850 0 41,812
KING PHARMACEUTICALS INC. COM 495582108 458.90 13,725 SH SHD 1 13,725 0 0
KIRBY CORP COM 497266106 15.70 800 SH SOLE 3 0 0 0
KLA INSTRUMENTS CORP COM 482480100 20,836.80 505,900 SH SOLE 3 496,300 0 6,900
KLA INSTRUMENTS CORP COM 482480100 3,948.90 95,877 SH OTH 3 12,000 0 0
KLA INSTRUMENTS CORP COM 482480100 185.30 4,500 SH SHD 1 4,500 0 0
KLA-TENCOR CORP COM 482480100 10,236.00 248,522 SH SOLE 2 0 248,522
KLA-TENCOR CORP COM 482480100 2,394.85 58,145 SH SOLE 2 58,145 0
KNIGHT RIDDER INC COM 499040103 44,684.50 879,400 SH SOLE 3 864,300 0 14,400
KNIGHT RIDDER INC COM 499040103 5,003.10 98,462 SH OTH 3 10,100 0 0
KNIGHT TRADING GROUP INC COM 499063105 216.00 6,000 SH SOLE 3 6,000 0 0
KNIGHTSBRIDGE TANKERS, LTD. COM G5299G106 21,014.22 960,650 SH SOLE 2 960,650 0
KNIGHTSBRIDGE TANKERS, LTD. COM G5299G106 4,547.16 207,870 SH SOLE 2 0 207,870
KOGER EQUITY INC COM 500228101 217.60 12,800 SH SOLE 2 0 12,800
KOHL'S CORP (WISCONSIN) COM 500255104 20,892.80 362,172 SH SOLE 3 334,872 0 24,300
KOHL'S CORP (WISCONSIN) COM 500255104 8,868.90 153,740 SH OTH 3 3,600 0 0
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KOMAG INC COM 500453105 21.40 5,342 SH SOLE 3 5,342 0 0
KONINKLIJKE AHOLD NV COM 500467303 1,099.31 39,000 SH SOLE 2 0 39,000
KONINKLIJKE PHILIPS ELECTRONICS COM 500472303 3,034.20 71,392 SH SOLE 3 71,392 0 0
KONINKLIJKE PHILIPS ELECTRS NV COM 500472303 3,179.98 74,823 SH SOLE 2 74,823 0
KONINKLIJKE PHILIPS ELECTRS NV COM 500472303 2,116.08 49,790 SH SOLE 2 0 49,790
KOOR INDUSTRIES LTD ADR COM 500507108 1,870.30 95,300 SH OTH 3 0 0 0
KOOR INDUSTRIES LTD ADR COM 500507108 463.00 23,593 SH SOLE 3 23,593 0 0
KOPIN CORP COM 500600101 307.80 17,100 SH SOLE 2 0 17,100
KOPIN CORP COM 500600101 118.80 6,600 SH SOLE 3 6,600 0 0
KOREA ELECTRIC POWER CRP ADR COM 500631106 1,205.70 92,300 SH SOLE 3 92,300 0 0
KOREA TELECOM CORP ADS COM 50063P103 542.71 16,140 SH SOLE 2 16,140 0
KOREA TELECOM CORP ADS COM 50063P103 285.81 8,500 SH SOLE 2 0 8,500
KORN/FERRY INTERNATIONAL COM 500643200 177.70 4,700 SH SOLE 3 0 0 4,700
KOS PHARMACEUTICALS COM 500648100 1,131.70 57,300 SH SOLE 3 57,300 0 0
KPNQWEST N.V. COM N50919104 1,206.40 41,600 SH SOLE 2 0 41,600
KRISPY KREME DOUGHNUTS INC COM 501014104 25.10 300 SH SOLE 3 300 0 0
KROGER CO COM 501044101 15,321.07 679,050 SH SOLE 2 679,050 0
KROGER CO COM 501044101 7,101.55 314,750 SH SOLE 2 0 314,750
KROGER CO. COM 501044101 19,418.40 860,650 SH SOLE 3 797,650 0 60,200
KROGER CO. COM 501044101 7,917.20 350,899 SH OTH 3 15,700 0 0
KROGER CO. COM 501044101 218.90 9,700 SH SHD 1 9,700 0 0
KRONOS INC COM 501052104 426.00 14,200 SH SOLE 3 14,200 0 0
KRUG INTERNATIONAL CORP COM 501067102 88.32 70,652 SH SOLE 2 0 70,652
K-SWISS INC. CLASS A COM 482686102 2,511.00 111,600 SH SOLE 3 111,600 0 0
KULICKE & SOFFA INDS COM 501242101 1,120.90 84,200 SH SOLE 3 74,200 0 9,200
L-3 COMMUNICATIONS CORP COM 502424104 22.60 400 SH SOLE 3 400 0 0
LA Z BOY CHAIR CO COM 505336107 72.80 5,000 SH SOLE 3 1,600 0 3,400
LABORATORY CORP AMER HLDGS COM 50540R409 3,376.90 28,200 SH SOLE 3 26,600 0 1,400
LACLEDE GAS CO COM 505588103 1,881.40 87,000 SH SOLE 3 81,800 0 5,200
LAFARGE CORP COM 505862102 828.70 38,100 SH OTH 3 0 0 0
LAFARGE CORP COM 505862102 271.90 12,500 SH SOLE 3 9,000 0 3,500
LAKEHEAD PIPE LINE PTNRS LP COM 511557100 41,343.84 996,237 SH SOLE 2 996,237 0
LAKEHEAD PIPE LINE PTNRS LP COM 511557100 29,411.22 708,704 SH SOLE 2 0 708,704
LAKES GAMING INC. COM 51206P109 668.40 77,499 SH SOLE 3 77,499 0 0
LAM RESEARCH CORP COM 512807108 45,563.29 2,176,157 SH SOLE 2 0 2,176,157
LAM RESEARCH CORP COM 512807108 11,391.78 544,085 SH SOLE 2 544,085 0
LAM RESEARCH CORP COM 512807108 6,772.23 323,450 SH SOLE 4 323,450 0
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LAM RESEARCH CORP COM 512807108 358.00 17,100 SH SOLE 3 17,100 0 0
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LAMAR ADVERTISING COM 512815101 352.20 9,300 SH SOLE 3 9,300 0 0
LAMAR ADVERTISING CO CNV 512815AF8 1,646.14 1,641,000 SH SOLE 2 0 1,641,000
LAMAR ADVERTISING CO CNV 512815AF8 756.36 754,000 SH SOLE 2 754,000 0
LAMAR ADVERTISING CO COM 512815101 1,305.40 34,466 SH SOLE 2 0 34,466
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LANCASTER COLONY CORP COM 513847103 1,355.80 55,200 SH SOLE 3 45,000 0 10,200
LANCER CORP COM 514614106 217.44 49,700 SH SOLE 2 49,700 0
LANDAMERICA FINANCIAL GROUP COM 514936103 1,271.00 44,500 SH SOLE 3 34,700 0 8,600
LANDAUER,INC COM 51476K103 1,885.00 100,000 SH SOLE 3 100,000 0 0
LANDRY'S SEAFOOD RESTAURANTS COM 51508L103 195.50 28,700 SH SOLE 3 24,000 0 4,700
LANDSTAR SYSTEM INC COM 515098101 2,441.00 54,700 SH SOLE 3 54,300 0 0
LANOPTICS LTD COM M6706C103 245.00 7,000 SH SOLE 2 0 7,000
LANTE CORP COM 516540101 58.50 11,700 SH SOLE 3 10,000 0 1,700
LASALLE RE HOLDINGS LTD COM G5383Q101 134.70 7,136 SH OTH 3 0 0 0
LASERSIGHT INC COM 517924106 162.11 52,400 SH SOLE 2 0 52,400
LATTICE SEMICONDUCTOR CORP COM 518415104 650.40 12,100 SH SOLE 3 12,100 0 0
LATTICE SEMICONDUCTOR CORP COM 518415104 483.80 9,000 SH OTH 3 0 0 9,000
LATTICE SEMICONDUCTOR CORP COM 518415104 274.13 5,100 SH SOLE 2 0 5,100
LAYNE CHRISTENSEN CO COM 521050104 80.00 20,000 SH SOLE 2 0 20,000
LEAP WIRELESS INTL INC COM 521863100 4,581.45 73,230 SH SOLE 2 0 73,230
LEAP WIRELESS INTL INC COM 521863100 2,671.40 42,700 SH SOLE 3 38,500 0 3,800
LEAR CORP COM 521865105 3,725.90 181,200 SH SOLE 3 162,300 0 17,900
LEARN2.COM INC COM 522002104 31.41 15,000 SH SOLE 2 0 15,000
LEARNING TREE INTL COM 522015106 1,400.20 29,400 SH SOLE 3 27,000 0 2,200
LEE ENTERPRISES INC COM 523768109 10,201.00 353,280 SH SOLE 3 337,980 0 14,500
LEGATO SYSTEMS INC COM 524651106 8,660.50 644,502 SH SOLE 3 635,802 0 8,700
LEGATO SYSTEMS INC COM 524651106 5,940.69 442,098 SH SOLE 2 0 442,098
LEGG MASON INC COM 524901105 14,512.10 249,670 SH SOLE 3 244,370 0 5,300
LEGG MASON INC COM 524901105 476.60 8,200 SH OTH 3 0 0 8,200
LEGGETT & PLATT INC COM 524660107 3.20 200 SH SOLE 3 200 0 0
LEHMAN BROTHERS HOLDINGS INC COM 524908100 160,057.60 1,083,300 SH SOLE 3 1,053,100 0 23,600
LEHMAN BROTHERS HOLDINGS INC COM 524908100 29,812.40 201,776 SH OTH 3 25,300 0 11,100
LEHMAN BROTHERS HOLDINGS INC COM 524908100 2,305.79 15,606 SH SOLE 2 0 15,606
LEHMAN BROTHERS HOLDINGS INC COM 524908100 989.90 6,700 SH SHD 1 6,700 0 0
LENDINGTREE INC COM 52602Q105 6,409.40 1,424,310 SH SOLE 2 0 1,424,310
LENNAR CORP COM 526057104 1,775.30 59,800 SH SOLE 3 46,200 0 12,800
LENNAR CORP COM 526057104 62.30 2,100 SH OTH 3 2,100 0 0
LENNOX INTERNATIONAL INC COM 526107107 147.20 15,700 SH SOLE 3 9,800 0 5,900
LEUCADIA NATIONAL CORP COM 527288104 224.70 8,400 SH SOLE 3 0 0 8,400
LEVEL 3 COMMUNICATIONS COM 52729N100 48,960.70 634,823 SH SOLE 3 620,423 0 10,600
LEVEL 3 COMMUNICATIONS COM 52729N100 570.70 7,400 SH OTH 3 7,400 0 0
LEVEL 3 COMMUNICATIONS INC COM 52729N100 46,529.82 603,304 SH SOLE 2 0 603,304
LEVEL 3 COMMUNICATIONS INC COM 52729N100 4,073.20 52,813 SH SOLE 2 52,813 0
LEVEL 3 COMMUNICTNS INC6.0 3/15/10CVSBNTCNV 52729NAS9 549.66 650,000 SH SOLE 4 650,000 0
LEVEL 3 COMMUNICATNS INCCVSBNTS6%9/15/09CNV 52729NAG5 3,255.02 2,410,000 SH SOLE 4 2,410,000 0
LEXICON GENETICS INC COM 528872104 1,129.01 35,700 SH SOLE 2 0 35,700
LEXICON GENETICS INC COM 528872104 284.63 9,000 SH SOLE 2 9,000 0
LEXMARK INTERNATIONAL INC. COM 529771107 2,263.31 60,355 SH SOLE 2 0 60,355
LEXMARK INTERNATIONAL INC. COM 529771107 22.50 600 SH SOLE 3 600 0 0
LEXMARK INTERNATIONAL INC. COM 529771107 3.80 100 SH OTH 3 100 0 0
LG&E ENERGY CORP COM 501917108 2,899.50 118,650 SH SOLE 3 118,650 0 0
LIBBEY INC COM 529898108 24.90 800 SH SOLE 3 0 0 0
LIBERATE TECHNOLOGY COM 530129105 1,389.00 48,000 SH SOLE 3 47,500 0 200
LIBERTY CORP COM 530370105 1,263.80 36,500 SH SOLE 3 33,000 0 3,500
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LIBERTY DIGITAL COM 530436104 196.40 9,700 SH OTH 3 0 0 9,700
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LIBERTY FINANCIAL COMPANIES COM 530512102 256.10 10,898 SH SOLE 2 10,898 0
LIBERTY FINANCIAL COS COM 530512102 681.50 29,000 SH SOLE 3 29,000 0 0
LIBERTY LIVEWIRE CORP COM 530709104 936.65 30,460 SH SOLE 2 30,460 0
LIBERTY LIVEWIRE CORP COM 530709104 482.34 15,686 SH SOLE 2 0 15,686
LIBERTY PROPERTY TRUST SBI COM 531172104 10,907.90 396,650 SH SOLE 3 359,900 0 36,750
LIBERTY PROPERTY TRUST SBI COM 531172104 346.50 12,600 SH OTH 3 0 0 0
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LIFELINE SYSTEM INC COM 532192101 3,378.20 209,500 SH SOLE 3 209,500 0 0
LIFEMINDERS INC COM 53220Q105 277.50 12,100 SH SOLE 3 10,600 0 1,300
LIFEPOINT HOSPITALS INC COM 53219L109 461.50 13,000 SH SOLE 2 13,000 0
LIFEPOINT HOSPITALS INC. COM 53219L109 541.40 15,250 SH SOLE 3 9,050 0 6,200
LIGAND PHARMACEUTICALS INC COM 53220K207 266.30 20,784 SH SOLE 2 0 20,784
LIGHTBRIDGE INC COM 532226107 53.50 4,600 SH SOLE 3 0 0 4,600
LIGHTSPAN INC COM 53226T103 3.90 1,600 SH SOLE 3 0 0 1,600
LIMITED INC. COM 532716107 109,333.80 4,955,640 SH SOLE 3 4,799,440 0 132,900
LIMITED INC. COM 532716107 12,948.00 586,880 SH OTH 3 36,900 0 43,800
LIMITED INC. COM 532716107 1,134.00 51,400 SH SHD 1 51,400 0 0
LIMITED INC. COM 532716107 233.86 10,600 SH SOLE 2 0 10,600
LINCARE HOLDINGS INC COM 532791100 1,006.90 35,100 SH OTH 3 0 0 35,100
LINCARE HOLDINGS INC COM 532791100 743.00 25,900 SH SOLE 3 16,900 0 8,400
LINCOLN ELECTRIC HOLDINGS COM 533900106 3,591.70 269,800 SH SOLE 3 262,300 0 6,000
LINCOLN ELECTRIC HOLDINGS INC COM 533900106 1,224.36 91,971 SH SOLE 2 0 91,971
LINCOLN NATL.CORP.INC. COM 534187109 9,783.80 203,300 SH SOLE 3 173,500 0 27,800
LINCOLN NATL.CORP.INC. COM 534187109 4,284.00 89,018 SH OTH 3 1,700 0 0
LINDSAY MFG CO COM 535555106 238.40 12,800 SH SOLE 3 500 0 12,300
LINEAR TECHNOLOGY CORP COM 535678106 124,702.28 1,925,904 SH SOLE 2 0 1,925,904
LINEAR TECHNOLOGY CORP COM 535678106 111,387.81 1,720,275 SH SOLE 2 1,720,275 0
LINEAR TECHNOLOGY CORP COM 535678106 26,573.40 410,400 SH SOLE 3 410,400 0 0
LINEAR TECHNOLOGY CORP COM 535678106 1,345.60 20,781 SH OTH 3 500 0 0
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LINEN N' THINGS COM 535679104 622.20 24,400 SH SOLE 3 18,300 0 5,700
LIQUID AUDIO,INC. COM 53631T102 727.38 161,639 SH SOLE 2 0 161,639
LITHIA MOTORS INC COM 536797103 3,139.20 258,900 SH SOLE 3 258,900 0 0
LITTELFUSE INC COM 537008104 5,705.90 192,200 SH SOLE 3 153,900 0 37,700
LITTON INDUSTRIES INC. COM 538021106 26.80 600 SH SOLE 3 600 0 0
LIVEPERSON INC COM 538146101 5,615.09 1,283,449 SH SOLE 2 0 1,283,449
LIZ CLAIBORNE INC. COM 539320101 6,866.60 178,354 SH SOLE 3 167,854 0 10,500
LIZ CLAIBORNE INC. COM 539320101 3,592.50 93,312 SH OTH 3 5,100 0 56,600
LML PAYMENT SYSTEMS INC COM 50208P109 92.24 14,190 SH SOLE 2 0 14,190
LNR PROPERTY CORP COM 501940100 4,108.60 185,700 SH SOLE 3 175,800 0 9,900
LOCKHEED MARTIN CORP COM 539830109 4,604.50 139,700 SH SOLE 3 113,200 0 26,500
LOCKHEED MARTIN CORP COM 539830109 4,031.80 122,325 SH OTH 3 26,200 0 0
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LODGIAN INC COM 54021P106 36.86 12,822 SH SOLE 2 0 12,822
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LONE STAR STEAKHOUSE SALOON COM 542307103 387.20 52,500 SH OTH 3 0 0 52,500
LONE STAR STEAKHOUSE SALOON COM 542307103 19.90 2,700 SH SOLE 3 700 0 0
LONE STAR TECHNOLOGIES COM 542312103 207.70 4,500 SH SOLE 3 0 0 4,500
LONG DRUG STORES CP (MARYLAND) COM 543162101 1,059.50 55,400 SH SOLE 3 55,400 0 0
LONGVIEW FIBRE CO (WASHINGTON) COM 543213102 141.60 11,800 SH SOLE 3 0 0 8,800
LOOKSMART LTD COM 543442107 622.00 55,600 SH SOLE 3 50,100 0 5,000
LOOKSMART LTD. COM 543442107 1,632.36 145,909 SH SOLE 2 0 145,909
LORAL SPACE & COMMUNICATIONS COM G56462107 477.38 77,940 SH SOLE 2 0 77,940
LOUDEYE TECHNOLOGIES INC COM 545754103 6.10 900 SH SOLE 3 0 0 900
LOUIS DREYFUS NATURAL GAS CORP COM 546011107 7,072.70 178,490 SH SOLE 3 176,590 0 1,900
LOUIS DREYFUS NATURAL GAS CORP COM 546011107 851.90 21,500 SH OTH 3 0 0 21,500
LOUISIANA PACIFIC CORP COM 546347105 2,307.00 251,100 SH SOLE 3 228,500 0 21,100
LOUISIANA PACIFIC CORP COM 546347105 524.60 57,100 SH OTH 3 23,400 0 33,700
LOWES COMPANIES INC COM 548661107 560.94 12,500 SH SOLE 2 12,500 0
LOWES COMPANIES INC COM 548661107 457.73 10,200 SH SOLE 2 0 10,200
LOWES COS INC COM 548661107 39,604.50 882,551 SH SOLE 3 849,051 0 29,200
LOWES COS INC COM 548661107 9,493.30 211,549 SH OTH 3 7,300 0 0
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LSI LOGIC CONV BD 4% 02/15/2005FA CNV 502161AE2 2,559.38 3,150,000 SH SOLE 4 3,150,000 0
LSI LOGIC CORP COM 502161102 6,009.41 205,450 SH SOLE 2 0 205,450
LSI LOGIC CORP COM 502161102 2,600.33 88,900 SH SOLE 2 88,900 0
LSI LOGIC CORP COM 502161102 2,533.10 86,600 SH SOLE 3 86,600 0 0
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LTV CORP (NEW) COM 501921100 113.80 86,700 SH OTH 3 0 0 86,700
LTX CORP COM 502392103 1,371.10 72,400 SH SOLE 3 65,000 0 6,800
LTX CORP. COM 502392103 189.38 10,000 SH SOLE 2 10,000 0
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LUBRIZOL CORP COM 549271104 460.70 23,400 SH OTH 3 0 0 23,400
LUBY'S INC COM 549282101 600.80 113,100 SH SOLE 3 105,400 0 7,700
LUCENT TECHNOLOGIES CO COM 549463107 242,896.10 7,947,520 SH SOLE 3 7,630,890 0 280,500
LUCENT TECHNOLOGIES CO COM 549463107 27,078.20 885,976 SH OTH 3 52,400 0 15,500
LUCENT TECHNOLOGIES CO COM 549463107 698.50 22,856 SH SHD 1 22,856 0 0
LUCENT TECHNOLOGIES INC COM 549463107 76,937.67 2,517,388 SH SOLE 2 0 2,517,388
LUCENT TECHNOLOGIES INC COM 549463107 55,248.90 1,807,735 SH SOLE 2 1,807,735 0
LUCENT TECHNOLOGIES INC COM 549463107 2,268.04 74,210 SH SOLE 4 74,210 0
LUCENT TECHNOLOGIES INC CLL 549463107 26.88 10,000 SH CLL SOLE 2 10,000 0
LUKINTER FINANCE REG S 1% 11/03/2003 MN CNV 640990AB3 482.04 500,000 SH SOLE 4 500,000 0
LUMENON INNOVATIVE LIGHTWAVE COM 55024L109 159.38 10,000 SH SOLE 2 0 10,000
LUMINEX CORP DEL COM 55027E102 106.40 2,800 SH SOLE 3 2,500 0 300
LUXTEC CORP (COM NEW) COM 550687305 50.23 57,400 SH SOLE 2 0 57,400
LVMH MOET HENNESSY LOUIS COM 502441207 483.44 32,500 SH SOLE 2 32,500 0
LVMH MOET HENNESSY LOUIS COM 502441207 389.87 26,210 SH SOLE 2 0 26,210
LYCOS INC. COM 550818108 11,167.50 162,400 SH SOLE 3 159,800 0 900
LYCOS INC. COM 550818108 2,803.02 40,762 SH SOLE 2 0 40,762
LYCOS INC. COM 550818108 426.35 6,200 SH SOLE 2 6,200 0
LYDALL INC COM 550819106 2,926.90 255,900 SH SOLE 3 255,900 0 0
LYONDELL CHEMICAL CO. COM 552078107 14.20 1,200 SH SOLE 3 1,200 0 0
M & T BANK CORP COM 55261F104 306.00 600 SH SOLE 3 600 0 0
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M.D.C.HOLDINGS,INC (DELAWARE) COM 552676108 4,641.00 178,500 SH SOLE 3 164,100 0 14,400
MACERICH CO. COM 554382101 265.60 12,500 SH SOLE 3 1,700 0 10,800
MACK-CALI REALTY COM 554489104 654.00 23,200 SH SOLE 3 23,200 0 0
MACK-CALI REALTY CORP COM 554489104 2,183.12 77,450 SH SOLE 2 0 77,450
MACK-CALI REALTY CORP COM 554489104 1,385.98 49,170 SH SOLE 2 49,170 0
MACROMEDIA INC COM 556100105 9,102.70 112,640 SH SOLE 3 104,240 0 7,600
MACROMEDIA INC COM 556100105 1,907.20 23,600 SH OTH 3 0 0 23,600
MACROVISION CORP COM 555904101 2,551.50 31,500 SH SOLE 3 29,700 0 1,800
MACROVISION CORP COM 555904101 2,211.30 27,300 SH OTH 3 0 0 5,200
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MADISON GAS & ELEC COM 557497104 45.50 2,000 SH SOLE 3 0 0 2,000
MAF BANCORP INC. COM 55261R108 97.00 3,900 SH SOLE 3 2,700 0 0
MAGNA INTERNATIONAL SUB DEB CV CNV 559222AE4 248.94 255,000 SH SOLE 2 255,000 0
MAGNA INTL INC CL A-SUB VOTING COM 559222401 43.20 1,000 SH SOLE 3 1,000 0 0
MAGNA INTL INC CNV DEB CNV 559222AG9 3,251.57 3,656,000 SH SOLE 2 0 3,656,000
MAGNA INTL INC CNV DEB CNV 559222AG9 2,050.02 2,305,000 SH SOLE 2 2,305,000 0
MAGNETEK INC COM 559424106 1,164.40 109,589 SH SOLE 3 109,589 0 0
MAGNUM HUNTER RESOURCES INC COM 55972F203 246.38 27,000 SH SOLE 2 0 27,000
MAGYR TAVKOZLESI RT SPON COM 559776109 8,650.60 367,135 SH OTH 3 0 0 0
MAGYR TAVKOZLESI RT SPON COM 559776109 1,375.90 58,395 SH SOLE 3 58,395 0 0
MAIL.COM INC COM 560311102 233.30 44,700 SH SOLE 3 38,000 0 6,200
MAIL-WELL INC COM 560321200 2,674.49 602,702 SH SOLE 2 0 602,702
MAIL-WELL INC COM 560321200 13.80 3,100 SH SOLE 3 3,100 0 0
MALLINCKRODT INC COM 561232109 35,605.80 780,400 SH SOLE 3 750,500 0 29,900
MALLINCKRODT INC COM 561232109 9,556.60 209,459 SH OTH 3 3,600 0 45,400
MANAGEMENT NETWORK GROUP INC COM 561693102 960.25 46,000 SH SOLE 2 0 46,000
MANDALAY RESORT GROUP COM 562567107 256.63 10,015 SH SOLE 2 0 10,015
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MANOR CARE INC COM 564055101 10,728.70 683,900 SH SOLE 3 677,000 0 6,900
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MANPOWER INC COM 56418H100 601.83 18,844 SH SOLE 2 18,844 0
MANPOWER INC COM. COM 56418H100 15,860.20 496,600 SH SOLE 3 475,900 0 20,700
MANPOWER INC COM. COM 56418H100 4,640.50 145,300 SH OTH 3 1,500 0 79,100
MANPOWER INC COM. COM 56418H100 108.60 3,400 SH SHD 1 3,400 0 0
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MANUFACTURED HOME CMNTYS INC COM 564682102 130.00 5,200 SH OTH 3 0 0 0
MANUFACTURERS SRVS LTD. COM 565005105 1,012.10 85,230 SH SOLE 3 85,230 0 0
MANUFACTURERS SRVS LTD. COM 565005105 184.10 15,500 SH OTH 3 0 0 15,500
MANUGISTICS GROUP INC COM 565011103 3,159.60 32,200 SH SOLE 3 28,400 0 3,500
MAPICS INC COM 564910107 70.88 10,500 SH SOLE 2 0 10,500
MAPINFO CORP COM 565105103 4,229.54 135,075 SH SOLE 2 0 135,075
MAPINFO CORP COM 565105103 854.80 27,300 SH SOLE 3 22,050 0 5,250
MARCHFIRST INC. COM 566244109 1,974.80 125,886 SH SOLE 3 99,189 0 25,719
MARCHFIRST INC. COM 566244109 1,044.80 66,600 SH OTH 3 0 0 66,600
MARIMBA INC. COM 56781Q109 217.50 17,800 SH SOLE 3 15,400 0 2,100
MARINEMAX INC COM 567908108 67.50 10,000 SH SOLE 2 0 10,000
MARITRANS INC. COM 570363101 6,113.80 1,111,600 SH SOLE 2 1,111,600 0
MARITRANS INC. COM 570363101 546.70 99,400 SH SOLE 2 0 99,400
MARK SOLUTIONS INC (NEW) COM 570418202 8.45 16,900 SH SOLE 2 0 16,900
MARKEL CORP COM 570535104 30.40 200 SH SOLE 3 200 0 0
MARKETING SPECIALISTS CORP COM 57060R107 1,226.90 892,300 SH SOLE 3 733,400 0 158,900
MARRIOTT INTERNATIONAL INC COM 571903202 1,257.75 34,518 SH SOLE 2 0 34,518
MARRIOTT INT'L A COM 571903202 87,537.90 2,402,411 SH SOLE 3 1,580,716 0 816,885
MARRIOTT INT'L A COM 571903202 6,255.50 171,664 SH OTH 3 49,448 0 21,600
MARSH & MCLENNAN CO INC COM 571748102 86,967.80 655,125 SH SOLE 3 642,925 0 12,200
MARSH & MCLENNAN CO INC COM 571748102 21,518.00 162,094 SH OTH 3 30,700 0 0
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MARSH & MCLENNAN CO INC COM 571748102 2,226.75 16,774 SH SOLE 2 0 16,774
MARSH & MCLENNAN CO INC COM 571748102 781.90 5,890 SH SOLE 2 5,890 0
MARSHALL & ILSLEY CORP COM 571834100 852.10 17,000 SH SOLE 3 7,700 0 9,300
MARSHALL & ILSLEY CORP COM 571834100 516.30 10,300 SH OTH 3 0 0 10,300
MARTEK BIOSCIENCES CORP COM 572901106 546.00 28,000 SH SOLE 2 0 28,000
MARTHA STEWART LIVING COM 573083102 15.80 600 SH SOLE 3 0 0 0
MARTIN MARIETTA MATERIALS,INC COM 573284106 4,406.00 115,100 SH SOLE 3 114,000 0 1,100
MARTIN MARIETTA MATERIALS,INC COM 573284106 562.70 14,700 SH OTH 3 0 0 14,700
MARVEL ENTERPRISES INC COM 57383M108 32.50 10,000 SH SOLE 2 0 10,000
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 3,580.53 46,425 SH SOLE 2 0 46,425
MARVELL TECHNOLOGY GROUP LTD COM G5876H105 811.74 10,525 SH SOLE 2 10,525 0
MASCO CORP COM 574599106 4,817.50 258,660 SH SOLE 3 255,260 0 3,400
MASCO CORP COM 574599106 662.83 35,588 SH SOLE 2 0 35,588
MASCO CORP COM 574599106 658.02 35,330 SH SOLE 2 35,330 0
MASCO CORP COM 574599106 517.80 27,800 SH OTH 3 300 0 27,500
MASCOTECH INC COM 574670105 248.44 15,000 SH SOLE 2 0 15,000
MASCOTECH INC COM 574670105 49.70 3,000 SH SOLE 3 0 0 3,000
MASTEC INC COM 576323109 2,650.00 84,800 SH SOLE 3 84,800 0 0
MASTEC INC COM 576323109 1,112.50 35,600 SH OTH 3 0 0 0
MASTEC INC COM 576323109 937.50 30,000 SH SOLE 2 30,000 0
MATHSOFT INC COM 576798102 20.63 10,000 SH SOLE 2 0 10,000
MATRIA HEALTHCARE INC COM 576817100 416.50 119,000 SH SOLE 2 0 119,000
MATRIA HEALTHCARE INC COM 576817100 56.00 16,000 SH SOLE 2 16,000 0
MATRITECH INC COM 576818108 105.00 15,000 SH SOLE 2 0 15,000
MATRIX BANCORP INC COM 576819106 119.06 15,000 SH SOLE 2 0 15,000
MATRIXONE INC COM 57685P304 5,118.40 127,960 SH SOLE 2 0 127,960
MATRIXONE INC COM 57685P304 264.00 6,600 SH SOLE 3 5,800 0 800
MATTEL INC COM 577081102 2,273.80 203,245 SH SOLE 2 0 203,245
MATTEL INC COM 577081102 408.21 36,488 SH SOLE 2 36,488 0
MATTEL INC COM 577081102 218.20 19,500 SH SOLE 3 19,500 0 0
MATTSON TECHNOLOGY INC COM 577223100 327.20 22,000 SH SOLE 3 17,300 0 4,000
MAVERICK TUBE CORP. COM 577914104 13.50 500 SH SOLE 3 0 0 0
MAXIM INTEGRATED PRODUCTS INC COM 57772K101 126,057.15 1,567,144 SH SOLE 2 1,567,144 0
MAXIM INTEGRATED PRODUCTS INC COM 57772K101 119,424.91 1,484,692 SH SOLE 2 0 1,484,692
MAXIM INTEGRATED PRODUCTS INC COM 57772K101 49,529.40 615,750 SH SOLE 3 565,050 0 4,400
MAXIM INTEGRATED PRODUCTS INC COM 57772K101 1,520.10 18,898 SH OTH 3 1,800 0 0
MAXIM PHARMACEUTICALS INC COM 57772M107 2,381.40 39,200 SH SOLE 3 35,500 0 3,300
MAXIM PHARMACEUTICALS INC COM 57772M107 425.25 7,000 SH SOLE 2 7,000 0
MAXTOR CORP COM 577729205 849.50 80,900 SH SOLE 3 67,600 0 13,300
MAXTOR CORP (NEW) COM 577729205 105.00 10,000 SH SOLE 2 0 10,000
MAXYGEN INC. COM 577776107 11,247.90 216,827 SH SOLE 2 0 216,827
MAXYGEN INC. COM 577776107 1,305.18 25,160 SH SOLE 4 25,160 0
MAXYGEN INC. COM 577776107 1,113.24 21,460 SH SOLE 2 21,460 0
MAY DEPT.STORES CO. COM 577778103 5,659.00 276,050 SH SOLE 3 245,750 0 27,200
MAY DEPT.STORES CO. COM 577778103 219.66 10,715 SH SOLE 2 0 10,715
MAY DEPT.STORES CO. COM 577778103 14.30 700 SH OTH 3 700 0 0
MAYTAG CORP COM 578592107 285.78 9,200 SH SOLE 2 0 9,200
MAYTAG CORP COM 578592107 18.60 600 SH SOLE 3 600 0 0
MAZEL STORES, INC. COM 578792103 66.56 15,000 SH SOLE 2 15,000 0
MBIA INC COM 55262C100 17,653.20 248,200 SH SOLE 3 247,400 0 800
MBIA INC COM 55262C100 426.75 6,000 SH SOLE 2 6,000 0
MBIA INC COM 55262C100 405.41 5,700 SH SOLE 2 0 5,700
MBNA CORP COM 55262L100 466,519.17 12,117,381 SH SOLE 2 0 12,117,381
MBNA CORP COM 55262L100 344,899.71 8,958,434 SH SOLE 2 8,958,434 0
MBNA CORP COM 55262L100 286,789.80 7,449,087 SH SOLE 3 5,401,637 0 2,032,645
MBNA CORP COM 55262L100 19,861.50 515,959 SH OTH 3 144,316 0 59,450
MBNA CORP COM 55262L100 17,511.11 454,834 SH SOLE 4 454,834 0
MC CLATCHY NEWSPAPERS INC COM 579489105 6,685.60 190,000 SH SOLE 3 169,200 0 19,900
MC CLATCHY NEWSPAPERS INC COM 579489105 1,287.90 36,600 SH OTH 3 0 0 36,600
MC DONALDS CORP COM 580135101 177,061.20 5,865,380 SH SOLE 3 3,515,680 0 2,336,800
MC DONALDS CORP COM 580135101 25,886.42 857,521 SH SOLE 2 857,521 0
MC DONALDS CORP COM 580135101 23,992.69 794,789 SH SOLE 2 0 794,789
MC DONALDS CORP COM 580135101 12,208.80 404,403 SH OTH 3 63,848 0 30,200
MC DONALDS CORP COM 580135101 855.06 28,325 SH SOLE 4 28,325 0
MC SHIPPING INC COM 55267Q104 13.28 25,000 SH SOLE 2 0 25,000
MCAFFEE.COM COM 579062100 102.60 6,900 SH SOLE 3 5,900 0 1,000
MCCORMICK & CO NON VINTG COM 579780206 3,180.30 106,900 SH SOLE 3 94,000 0 12,900
MCCORMICK & CO NON VINTG COM 579780206 83.30 2,800 SH OTH 3 2,800 0 0
MCDATA CORP COM 580031102 57,380.10 466,920 SH SOLE 3 412,820 0 0
MCDATA CORP COM 580031102 1,474.69 12,000 SH SOLE 2 0 12,000
MCDATA CORP COM 580031102 608.30 4,950 SH OTH 3 4,950 0 0
MCDERMOTT INTL COM 580037109 121.00 11,000 SH SOLE 2 0 11,000
MCGRAW-HILL COMPANIES INC COM 580645109 641.35 10,090 SH SOLE 2 0 10,090
MCGRAW-HILL COS INC COM 580645109 11,968.80 188,300 SH SOLE 3 186,100 0 2,200
MCGRAW-HILL COS INC COM 580645109 3,167.40 49,831 SH OTH 3 500 0 0
MCGRAW-HILL COS INC COM 580645109 235.20 3,700 SH SHD 1 3,700 0 0
MCKESSON HBOC INC COM 58155Q103 9,206.74 301,243 SH SOLE 2 0 301,243
MCKESSON HBOC, INC COM 58155Q103 2,969.10 97,149 SH SOLE 3 93,949 0 3,200
MCKESSON HBOC, INC COM 58155Q103 21.40 700 SH OTH 3 700 0 0
MCLAREN PERFORMANCE TECH INC COM 581759107 35.00 20,000 SH SOLE 2 20,000 0
MCLEODUSA INC CL-A COM 582266102 23,226.60 1,622,820 SH SOLE 3 1,608,220 0 14,600
MCLEODUSA INC CL-A COM 582266102 6,419.30 448,510 SH SOLE 2 0 448,510
MCLEODUSA INC CL-A COM 582266102 970.39 67,800 SH SOLE 2 67,800 0
MCLEODUSA INC CL-A COM 582266102 310.60 21,698 SH OTH 3 5,700 0 13,698
MCLEODUSA INC CL-A COM 582266102 194.70 13,600 SH SHD 1 13,600 0 0
MCLEODUSA INCORPORATED PRF 582266201 215.43 550 SH SOLE 2 0 550
MEAD CORP COM 582834107 3,546.60 151,727 SH SOLE 3 151,727 0 0
MEAD CORP COM 582834107 1,302.03 55,702 SH SOLE 2 0 55,702
MEAD CORP COM 582834107 4.70 200 SH OTH 3 200 0 0
MEADE INSTRUMENTS CORP COM 583062104 209.90 10,400 SH SOLE 3 10,400 0 0
MECHANICAL TECHNOLOGY INC COM 583538103 1,287.77 119,100 SH SOLE 2 0 119,100
MEDAREX INC COM 583916101 22,969.80 195,800 SH SOLE 3 192,200 0 1,400
MEDAREX INC COM 583916101 2,358.00 20,100 SH OTH 3 0 0 6,700
MEDAREX INC COM 583916101 803.94 6,853 SH SOLE 2 0 6,853
MEDCOM USA INC COM 584062103 78.26 40,390 SH SOLE 2 0 40,390
MEDIA GENERAL INC CL A COM 584404107 9,309.50 216,500 SH SOLE 3 212,900 0 3,100
MEDIA GENERAL INC CL A COM 584404107 430.00 10,000 SH SOLE 2 10,000 0
MEDIACOM COMMUNICATIONS CORP COM 58446K105 526.16 32,630 SH SOLE 2 0 32,630
MEDIACOM CORP COM 58446K105 15,455.80 958,500 SH SOLE 3 725,100 0 233,400
MEDIAPLEX INC COM 58446B105 42.50 10,300 SH SOLE 3 8,300 0 2,000
MEDICAL ALLIANCE INC COM 58449S105 708.55 161,954 SH SOLE 2 0 161,954
MEDICALOGIC/MEDSCAPE INC COM 584642102 78.04 21,905 SH SOLE 2 0 21,905
MEDICALOGIC/MEDSCAPE INC COM 584642102 8.20 2,300 SH SOLE 3 0 0 2,300
MEDICIS PHARMACEUTICAL CORP COM 584690309 3,809.90 61,950 SH SOLE 3 56,900 0 4,550
MEDICIS PHARMACEUTICAL CORP COM 584690309 307.50 5,000 SH SOLE 2 5,000 0
MEDIMMUNE INC COM 584699102 33,120.90 428,750 SH SOLE 3 423,650 0 2,900
MEDIMMUNE INC COM 584699102 5,130.80 66,418 SH OTH 3 15,900 0 3,500
MEDIMMUNE INC COM 584699102 2,390.35 30,943 SH SOLE 2 0 30,943
MEDIMMUNE INC COM 584699102 892.24 11,550 SH SOLE 2 11,550 0
MEDIMMUNE INC COM 584699102 834.30 10,800 SH SHD 1 10,800 0 0
MEDIS TECHNOLOGIES LTD COM 58500P107 624.04 27,735 SH SOLE 2 0 27,735
MEDIS TECHNOLOGIES LTD COM 58500P107 308.25 13,700 SH SOLE 2 13,700 0
MEDITRUST CORP-PAIRED STK NEW COM 58501T306 76.38 26,000 SH SOLE 2 26,000 0
MEDIWARE INFORMATION SYS INC COM 584946107 185.47 31,570 SH SOLE 2 0 31,570
MEDQUIST INC COM 584949101 16,637.60 824,153 SH SOLE 3 681,019 0 143,134
MEDQUIST INC COM 584949101 1,224.84 60,673 SH SOLE 2 0 60,673
MEDTRONIC INC COM 585055106 315,220.36 6,083,867 SH SOLE 2 0 6,083,867
MEDTRONIC INC COM 585055106 277,958.67 5,364,703 SH SOLE 2 5,364,703 0
MEDTRONIC INC COM 585055106 103,798.90 2,003,356 SH SOLE 3 1,962,356 0 28,600
MEDTRONIC INC COM 585055106 73,375.83 1,416,180 SH SOLE 4 1,416,180 0
MEDTRONIC INC COM 585055106 20,392.40 393,580 SH OTH 3 13,700 0 0
MEDTRONIC INC COM 585055106 518.10 10,000 SH SHD 1 10,000 0 0
MEDTRONIC INC CLL 585055106 145.00 10,000 SH CLL SOLE 2 10,000 0
MELLON FINANCIAL CORP COM 58551A108 36,258.30 781,850 SH SOLE 3 719,750 0 57,000
MELLON FINANCIAL CORP COM 58551A108 8,955.40 193,108 SH OTH 3 5,200 0 0
MELLON FINANCIAL CORP COM 58551A108 3,111.76 67,100 SH SOLE 2 0 67,100
MELLON FINANCIAL CORP COM 58551A108 755.91 16,300 SH SOLE 2 16,300 0
MEMBERWORKS INC COM 586002107 668.97 20,349 SH SOLE 2 0 20,349
MEMC ELECTRONIC MATERIAL COM 552715104 2,875.00 223,300 SH SOLE 3 223,300 0 0
MEMC ELECTRONIC MATERIAL COM 552715104 128.75 10,000 SH SOLE 2 0 10,000
MENS WEARHOUSE INC (THE) COM 587118100 175.50 6,200 SH SOLE 3 0 0 6,200
MENTOR GRAPHICS CORP COM 587200106 10,657.30 452,300 SH SOLE 3 430,200 0 21,100
MENTOR GRAPHICS CORP COM 587200106 638.50 27,100 SH OTH 3 0 0 27,100
MERCANTILE BANKSHS CORP COM 587405101 2,600.70 71,650 SH OTH 3 0 0 71,650
MERCANTILE BANKSHS CORP COM 587405101 831.20 22,900 SH SOLE 3 22,900 0 0
MERCATOR SOFTWARE INC COM 587587106 86.10 5,200 SH SOLE 3 800 0 3,800
MERCHANTS NEW YORK BANCORP INC COM 589167105 1,696.90 82,524 SH SOLE 2 0 82,524
MERCK & CO.INC. COM 589331107 742,551.90 9,975,508 SH SOLE 3 9,531,349 0 403,995
MERCK & CO.INC. COM 589331107 349,618.27 4,696,803 SH SOLE 2 0 4,696,803
MERCK & CO.INC. COM 589331107 311,784.37 4,188,539 SH SOLE 2 4,188,539 0
MERCK & CO.INC. COM 589331107 80,274.70 1,078,401 SH OTH 3 113,982 0 9,400
MERCK & CO.INC. COM 589331107 25,831.60 347,024 SH SOLE 4 347,024 0
MERCK & CO.INC. COM 589331107 5,456.30 73,300 SH SHD 1 73,300 0 0
MERCURY COMPUTER SYSTEMS INC COM 589378108 1,243.20 44,700 SH SOLE 3 38,600 0 5,500
MERCURY INTERACTIVE CORP COM 589405109 32,933.20 210,100 SH SOLE 3 201,000 0 6,700
MERCURY INTERACTIVE CORP COM 589405109 4,436.00 28,300 SH OTH 3 0 0 0
MEREDITH CORP. COM 589433101 1,056.10 35,800 SH SOLE 3 35,800 0 0
MERISEL INC COM 589849108 129.22 187,950 SH SOLE 2 0 187,950
MERISTAR HOSPITALITY COM 58984Y103 386.78 19,100 SH SOLE 2 19,100 0
MERISTAR HOSPITALITY COM 58984Y103 105.30 5,200 SH SOLE 3 0 0 5,200
MERISTAR HOTELS & RESORTS INC COM 589988104 263.12 97,905 SH SOLE 2 0 97,905
MERIX CORP COM 590049102 2,430.47 37,500 SH SOLE 2 0 37,500
MERRILL LYNCH CO INC COM 590188108 240,980.52 3,651,220 SH SOLE 2 0 3,651,220
MERRILL LYNCH CO INC COM 590188108 144,701.96 2,192,454 SH SOLE 2 2,192,454 0
MERRILL LYNCH CO INC COM 590188108 110,934.10 1,680,820 SH SOLE 3 1,619,520 0 50,500
MERRILL LYNCH CO INC COM 590188108 12,846.90 194,650 SH OTH 3 16,100 0 0
MERRILL LYNCH CO INC COM 590188108 11,930.82 180,770 SH SOLE 4 180,770 0
MERRILL LYNCH CO INC COM 590188108 422.40 6,400 SH SHD 1 6,400 0 0
MESSAGEMEDIA INC COM 590787107 43.55 17,204 SH SOLE 2 0 17,204
METACREATIONS CORP COM 591016100 1,125.00 100,000 SH SOLE 2 0 100,000
METALS USA INC COM 591324108 922.50 314,034 SH SOLE 3 296,234 0 17,800
METALS USA INC COM 591324108 29.38 10,000 SH SOLE 2 0 10,000
METHANEX CORP COM 59151K108 7,161.90 1,414,700 SH SOLE 3 1,414,700 0 0
METHODE ELECTRONICS INC CL A COM 591520200 1,453.50 32,800 SH SOLE 3 28,100 0 4,200
METLIFE INC COM 59156R108 15,722.98 600,400 SH SOLE 2 0 600,400
METLIFE INC COM 59156R108 12,090.11 461,675 SH SOLE 2 461,675 0
METLIFE INC CMN COM 59156R108 864.19 33,000 SH SOLE 4 33,000 0
METLIFE INC. COM 59156R108 101,086.50 3,860,106 SH SOLE 3 3,606,751 0 243,515
METLIFE INC. COM 59156R108 4,967.60 189,253 SH OTH 3 95,253 0 74,500
METRICOM INC COM 591596101 435.20 16,900 SH SOLE 3 14,500 0 2,200
METRIS COS INC COM 591598107 19,099.60 483,534 SH SOLE 3 473,984 0 8,750
METRIS COS INC COM 591598107 691.20 17,500 SH OTH 3 0 0 17,500
METROCALL INC COM 591647102 186.00 62,000 SH SOLE 3 48,100 0 12,200
METRO-GOLDMAN-MAYER INC COM 591610100 5,491.20 228,800 SH SOLE 3 228,800 0 0
METRO-GOLDMAN-MAYER INC COM 591610100 1,761.60 73,400 SH OTH 3 0 0 73,400
METROMEDIA FIBER NETWORK A COM 591689104 15,876.10 653,000 SH SOLE 3 625,600 0 21,000
METROMEDIA FIBER NETWORK A COM 591689104 2,328.53 95,775 SH SOLE 2 0 95,775
METROMEDIA FIBER NETWORK A COM 591689104 1,050.30 43,200 SH OTH 3 0 0 0
METROMEDIA FIBER NETWORK A COM 591689104 736.43 30,290 SH SOLE 2 30,290 0
METROMEDIA FIBER NETWORK A CLL 591689104 86.25 10,000 SH CLL SOLE 2 10,000 0
METROMEDIA INTL GROUP INC COM 591695101 111.32 29,764 SH SOLE 2 0 29,764
METROPOLITAN FINANCIAL CORP COM 59189N108 190.65 49,200 SH SOLE 2 0 49,200
METTLER-TOLDEO INTL COM 592688105 233.20 5,300 SH SOLE 3 0 0 5,300
MGIC INVEST CORP COM 552848103 73,529.50 1,202,936 SH SOLE 3 1,163,536 0 39,400
MGIC INVEST CORP COM 552848103 11,780.30 192,725 SH OTH 3 20,300 0 12,100
MGIC INVEST CORP COM 552848103 1,448.70 23,700 SH SHD 1 23,700 0 0
MGIC INVESTMENT CORP COM 552848103 3,759.92 61,512 SH SOLE 2 61,512 0
MGIC INVESTMENT CORP COM 552848103 3,083.27 50,442 SH SOLE 2 0 50,442
MGM MIRAGE COM 552953101 2,284.00 59,810 SH SOLE 3 58,510 0 1,300
MGM MIRAGE COM 552953101 1,680.80 44,014 SH OTH 3 0 0 12,000
MGM MIRAGE COM 552953101 248.45 6,506 SH SOLE 2 0 6,506
MICHAEL FOODS INC (NEW) COM 594079105 93.50 4,000 SH SOLE 3 0 0 3,000
MICHAELS STORES INC COM 594087108 8,344.00 208,600 SH SOLE 3 201,400 0 6,700
MICREL INC COM 594793101 2,618.60 39,084 SH SOLE 3 30,784 0 8,300
MICREL INC COM 594793101 777.20 11,600 SH OTH 3 0 0 11,600
MICROCHIP TECHNOLOGY COM 595017104 3,907.70 118,190 SH SOLE 3 100,865 0 17,325
MICROCHIP TECHNOLOGY COM 595017104 2,107.70 63,750 SH OTH 3 150 0 63,600
MICROMUSE INC COM 595094103 13,844.60 68,900 SH SOLE 3 68,900 0 0
MICROMUSE INC COM 595094103 743.50 3,700 SH OTH 3 900 0 2,400
MICROMUSE INC COM 595094103 663.10 3,300 SH SHD 1 3,300 0 0
MICRON TECHNOLOGY INC COM 595112103 96,310.20 2,093,700 SH SOLE 3 2,040,800 0 40,200
MICRON TECHNOLOGY INC COM 595112103 15,282.67 332,232 SH SOLE 2 0 332,232
MICRON TECHNOLOGY INC COM 595112103 11,780.20 256,091 SH OTH 3 10,200 0 0
MICRON TECHNOLOGY INC COM 595112103 1,168.03 25,392 SH SOLE 2 25,392 0
MICRON TECHNOLOGY INC COM 595112103 1,021.20 22,200 SH SHD 1 22,200 0 0
MICROSEMI CORP CL A COM 595137100 167.80 4,400 SH SOLE 3 4,000 0 0
MICROSOFT CORP COM 594918104 1,143,008.50 18,951,436 SH SOLE 3 16,861,406 0 1,856,900
MICROSOFT CORP COM 594918104 115,759.00 1,919,133 SH OTH 3 271,651 0 65,800
MICROSOFT CORP COM 594918104 6,851.50 113,600 SH SHD 1 113,600 0 0
MICROSOFT CORP. COM 594918104 259,092.01 4,295,826 SH SOLE 2 0 4,295,826
MICROSOFT CORP. COM 594918104 159,981.80 2,652,548 SH SOLE 2 2,652,548 0
MICROSOFT CORP. CLL 594918104 12.56 201,000 SH CLL SOLE 2 0 201,000
MICROSOFT CORP. CLL 594918104 18.75 200,000 SH CLL SOLE 2 0 200,000
MICROSOFT CORP. PUT 594918104 1,904.40 55,200 SH PUT SOLE 2 0 55,200
MICROSOFT CORP. CLL 594918104 1.25 20,000 SH CLL SOLE 2 0 20,000
MICROSOFT CORP. CLL 594918104 56.25 10,000 SH CLL SOLE 2 0 10,000
MICROSOFT CORP. CLL 594918104 8.44 10,000 SH CLL SOLE 2 10,000 0
MICROSOFT CORP. CMN COM 594918104 22,697.52 376,332 SH SOLE 4 376,332 0
MICROSTRATEGY INC COM 594972101 2,115.57 77,458 SH SOLE 2 0 77,458
MICROSTRATEGY INC COM 594972101 218.50 8,000 SH SOLE 2 8,000 0
MICROTOUCH SYS INC COM 595145103 61.25 10,000 SH SOLE 2 0 10,000
MICROTUNE INC COM 59514P109 629.36 11,750 SH SOLE 2 0 11,750
MICROTUNE INC COM 59514P109 339.85 6,345 SH SOLE 2 6,345 0
MID AMERICA BANCORP COM 595915109 103.80 3,972 SH SOLE 3 1,330 0 2,642
MID ATLANTIC MEDICAL SVCS INC. COM 59523C107 16.60 1,100 SH SOLE 3 0 0 0
MID-AMERICA APT CMNTYS INC COM 59522J103 1,060.40 44,300 SH SOLE 3 39,200 0 5,100
MIDAS INC. COM 595626102 863.10 61,649 SH SOLE 3 61,649 0 0
MIDLAND CO. COM 597486109 114.00 4,300 SH SOLE 3 4,300 0 0
MIDWAY GAMES INC COM 598148104 277.90 39,700 SH SOLE 3 39,700 0 0
MIDWAY GAMES INC COM 598148104 74.19 10,598 SH SOLE 2 0 10,598
MILACRON INC COM 598709103 5,045.40 379,000 SH SOLE 3 372,000 0 5,500
MILLENNIUM CHEMICALS INC COM 599903101 8,837.10 596,600 SH SOLE 3 585,700 0 9,800
MILLENNIUM PHARMACEUTICALS INC COM 599902103 149,687.80 1,024,820 SH SOLE 3 1,002,720 0 18,800
MILLENNIUM PHARMACEUTICALS INC COM 599902103 9,364.94 64,116 SH SOLE 2 0 64,116
MILLENNIUM PHARMACEUTICALS INC COM 599902103 7,084.00 48,500 SH OTH 3 1,900 0 45,800
MILLENNIUM PHARMACEUTICALS INC COM 599902103 4,072.22 27,880 SH SOLE 2 27,880 0
MILLENNIUM PHARMACEUTICALS INC COM 599902103 2,509.35 17,180 SH SOLE 4 17,180 0
MILLENNIUM PHARMACEUTICALS INC COM 599902103 847.20 5,800 SH SHD 1 5,800 0 0
MILLER HERMAN INC. COM 600544100 1,832.40 57,150 SH SOLE 3 57,150 0 0
MILLER HERMAN INC. COM 600544100 1,228.00 38,300 SH OTH 3 0 0 38,300
MILLIPORE CORP. COM 601073109 5,178.50 106,910 SH SOLE 3 105,610 0 1,300
MILLIPORE CORP. COM 601073109 586.10 12,100 SH OTH 3 0 0 12,100
MINAS BUENAVENTURA-SPON ADR COM 204448104 1,995.90 141,300 SH OTH 3 0 0 0
MINAS BUENAVENTURA-SPON ADR COM 204448104 418.10 29,600 SH SOLE 3 29,600 0 0
MINERALS TECHNOLOGIES INC COM 603158106 262.20 5,700 SH SOLE 3 1,900 0 3,800
MINIMED INC COM 60365K108 5,773.30 64,596 SH SOLE 3 53,596 0 10,600
MINIMED INC COM 60365K108 2,341.60 26,200 SH OTH 3 0 0 26,200
MINNESOTA MNG. & MFG.CO. COM 604059105 155,002.60 1,700,989 SH SOLE 3 1,585,144 0 112,095
MINNESOTA MNG. & MFG.CO. COM 604059105 28,697.00 314,887 SH OTH 3 33,209 0 7,700
MINNESOTA MNG. & MFG.CO. COM 604059105 1,822.50 20,000 SH SHD 1 20,000 0 0
MINNESOTA MNG. & MFG.CO. COM 604059105 1,676.70 18,400 SH SOLE 2 18,400 0
MINNESOTA MNG. & MFG.CO. COM 604059105 736.11 8,078 SH SOLE 2 0 8,078
MIPS TECHNOLOGIES INC CL A COM 604567107 2,111.40 45,900 SH SOLE 3 40,400 0 5,000
MIPS TECHNOLOGIES INC CL B COM 604567206 24.60 639 SH SOLE 3 639 0 0
MIPS TECHNOLOGIES INC. - CL A COM 604567107 552.00 12,000 SH SOLE 2 0 12,000
MIRAE CORP ADR COM 60461U109 51.30 10,790 SH OTH 3 0 0 10,790
MITCHELL ENERGY & DEV COM 606592202 760.00 16,300 SH SOLE 3 16,300 0 0
MITEL CORP COM 606711109 205.00 10,000 SH SOLE 2 10,000 0
MKS INSTRUMENTS INC COM 55306N104 273.75 10,000 SH SOLE 2 10,000 0
MMC NETWORKS COM 55308N102 24,558.00 194,134 SH SOLE 3 168,134 0 3,500
MMC NETWORKS INC COM 55308N102 2,020.84 15,975 SH SOLE 2 0 15,975
MMC NETWORKS INC COM 55308N102 695.75 5,500 SH SOLE 2 5,500 0
MOBILE MINI INC COM 60740F105 13,915.80 722,900 SH SOLE 3 574,200 0 148,700
MOBILE TELESYSTEMS ADR COM 607409109 2,139.10 84,300 SH OTH 3 0 0 0
MOBILE TELESYSTEMS ADR COM 607409109 697.80 27,500 SH SOLE 3 27,500 0 0
MOBIUS MANAGEMENT SYSTEMS COM 606925105 851.30 197,400 SH SOLE 3 197,400 0 0
MOBIUS MANAGEMENT SYSTEMS,INC COM 606925105 148.57 34,450 SH SOLE 2 0 34,450
MODEM MEDIA POPPE TYSON INC COM 607533106 22.40 5,200 SH SOLE 3 3,200 0 2,000
MODIS PROFESSIONAL SERVICES COM 607830106 2,298.07 443,001 SH SOLE 2 0 443,001
MODIS PROFESSIONAL SVCS COM 607830106 1,979.10 381,511 SH SOLE 3 363,511 0 18,000
MODIS PROFESSIONAL SVCS COM 607830106 414.00 79,800 SH OTH 3 0 0 79,800
MOHAWK INDUSTRIES INC COM 608190104 1,095.00 50,200 SH OTH 3 0 0 50,200
MOHAWK INDUSTRIES INC COM 608190104 804.90 36,900 SH SOLE 3 21,800 0 15,100
MOL MAGYAR OLAJ-ES GZ-SP GDR COM 608464202 1,769.80 107,589 SH OTH 3 0 0 0
MOL MAGYAR OLAJ-ES GZ-SP GDR COM 608464202 237.70 14,452 SH SOLE 3 14,452 0 0
MOLECULAR DEVICES CORP COM 60851C107 756.50 7,700 SH SOLE 3 6,200 0 1,500
MOLECULAR DEVICES CORP COM 60851C107 269.60 2,744 SH SOLE 2 0 2,744
MOLEX INC COM 608554101 31,927.30 586,495 SH SOLE 3 558,795 0 18,775
MOLEX INC COM 608554101 7,813.60 143,534 SH OTH 3 33,150 0 25,050
MOLEX INC CL-A COM 608554200 11,540.72 278,509 SH SOLE 2 0 278,509
MOLEX INC CLASS A COM 608554200 2,266.10 54,687 SH SOLE 3 54,687 0 0
MOMENTUM BUSINESS APPLICATIONS COM 60877P108 57.50 5,719 SH SOLE 3 5,719 0 0
MONACO COACH CORP COM 60886R103 52.80 3,200 SH SOLE 3 0 0 3,200
MONTANA POWER CO COM 612085100 1,885.69 56,500 SH SOLE 2 0 56,500
MONTANA POWER CO COM 612085100 1,061.30 31,800 SH SOLE 3 18,800 0 13,000
MONTANA POWER CO COM 612085100 450.60 13,500 SH OTH 3 0 0 13,500
MONY GROUP INC COM 615337102 7,201.40 180,600 SH SOLE 3 158,300 0 22,300
MONY GROUP INC COM 615337102 2,133.30 53,500 SH OTH 3 0 0 53,500
MOOG INC CL A COM 615394202 424.80 14,100 SH SOLE 3 11,000 0 3,100
MOORE LTD. COM 615785102 28.75 10,000 SH SOLE 2 10,000 0
MORGAN J P & CO INC COM 616880100 88,035.40 538,855 SH SOLE 3 510,055 0 28,200
MORGAN J P & CO INC COM 616880100 12,590.00 77,062 SH OTH 3 6,100 0 0
MORGAN J P & CO INC COM 616880100 653.50 4,000 SH SHD 1 4,000 0 0
MORGAN STANLEY DEAN WITTER & CO COM 617446448 61,653.20 674,266 SH SOLE 4 674,266 0
MORGAN STANLEY DEAN WITTER DISCOVER & COCOM 617446448 157,542.30 1,722,951 SH SOLE 3 1,648,851 0 68,200
MORGAN STANLEY DEAN WITTER DISCOVER & COCOM 617446448 31,690.80 346,584 SH OTH 3 22,200 0 0
MORGAN STANLEY DEAN WITTER DISCOVER & COCOM 617446448 2,139.60 23,400 SH SHD 1 23,400 0 0
MORGAN STANLEY DWR COM 617446448 41,356.36 452,291 SH SOLE 2 0 452,291
MORGAN STANLEY DWR COM 617446448 26,873.57 293,901 SH SOLE 2 293,901 0
MORTON'S RESTAURANT GROUP, INC COM 619429103 4,941.00 244,000 SH SOLE 3 244,000 0 0
MOTIENT CORP COM 619908106 9.90 700 SH SOLE 3 0 0 0
MOTOROLA INC COM 620076109 162,647.70 5,757,441 SH SOLE 3 5,643,191 0 100,900
MOTOROLA INC COM 620076109 43,162.69 1,527,883 SH SOLE 2 0 1,527,883
MOTOROLA INC COM 620076109 15,948.30 564,542 SH OTH 3 50,926 0 0
MOTOROLA INC COM 620076109 15,304.27 541,744 SH SOLE 2 541,744 0
MOTOROLA INC PUT 620076109 874.78 64,500 SH PUT SOLE 2 0 64,500
MOTOROLA INC COM 620076109 1,478.32 52,330 SH SOLE 4 52,330 0
MOTOROLA INC COM 620076109 565.00 20,000 SH SHD 1 20,000 0 0
MOTOROLA INC CLL 620076109 82.50 15,000 SH CLL SOLE 2 15,000 0
MOTOROLA INC CLL 620076109 75.00 10,000 SH CLL SOLE 2 0 10,000
MOVADO GROUP INC COM 624580106 6,862.20 394,949 SH SOLE 3 394,949 0 0
MOVADO GROUP INC COM 624580106 563.38 32,425 SH SOLE 2 0 32,425
MP3.COM INC COM 62473M109 52.00 13,200 SH SOLE 3 10,900 0 2,000
MPOWER COMMUNICATIONS CORP COM 62473J106 364.90 41,850 SH SOLE 3 34,950 0 6,300
MPOWER COMMUNICATIONS CORP COM 62473J106 115.08 13,199 SH SOLE 2 0 13,199
MPW INDUSTRIAL SVCS GROUP COM 553444100 3,457.60 1,005,833 SH SOLE 3 742,033 0 263,800
MRV COMMUNICATIONS INC COM 553477100 2,523.90 55,700 SH SOLE 3 49,000 0 6,100
MRV COMMUNICATIONS INC COM 553477100 294.53 6,500 SH SOLE 2 0 6,500
MSC INDUSTRIAL DIRECT CO INC COM 553530106 793.00 52,000 SH SOLE 3 52,000 0 0
MSC INDUSTRIAL DIRECT CO INC COM 553530106 634.40 41,600 SH OTH 3 0 0 41,600
MSC INDUSTRIAL DIRECT CO INC COM 553530106 248.27 16,280 SH SOLE 2 0 16,280
MUELLER INDUSTRIES INC COM 624756102 1,682.80 75,000 SH SOLE 3 69,200 0 5,800
MULTEX.COM COM 625367107 171.25 10,000 SH SOLE 2 0 10,000
MULTEX.COM INC COM 625367107 335.60 19,600 SH SOLE 3 17,100 0 2,300
MUNICIPAL MORTGAGE & EQUITY COM 62624B101 466.97 21,975 SH SOLE 2 0 21,975
MURPHY OIL CORP COM 626717102 21,958.50 338,800 SH SOLE 3 318,600 0 19,700
MURPHY OIL CORP COM 626717102 6,306.30 97,300 SH OTH 3 5,500 0 54,700
MURPHY OIL CORP COM 626717102 225.16 3,474 SH SOLE 2 0 3,474
MYLAN LABORATORIES INC COM 628530107 1,887.80 70,081 SH SOLE 3 70,081 0 0
MYLAN LABORATORIES INC COM 628530107 431.00 16,000 SH OTH 3 0 0 16,000
MYND CORP COM 628551103 8.10 600 SH SOLE 3 0 0 0
MYPOINTS.COM INC COM 62855T102 1,254.97 228,177 SH SOLE 2 0 228,177
MYPOINTS.COM INC COM 62855T102 133.10 24,200 SH SOLE 3 21,300 0 2,500
MYRIAD GENETICS INC COM 62855J104 4,042.30 46,800 SH SOLE 3 43,800 0 2,800
N V R INC COM 62944T105 8,217.20 101,447 SH SOLE 3 98,947 0 2,000
N.EUROPEAN OIL RLTY CBI COM 659310106 255.46 14,192 SH SOLE 2 14,192 0
NABISCO GROUP HOLDINGS COM 62952P102 3,170.51 111,246 SH SOLE 2 0 111,246
NABISCO GROUP HOLDINGS CORP COM 62952P102 131,994.30 4,631,380 SH SOLE 3 4,480,945 0 136,355
NABISCO GROUP HOLDINGS CORP COM 62952P102 14,422.60 506,056 SH OTH 3 129,690 0 17,600
NABISCO GROUP HOLDINGS CORP COM 62952P102 2,228.70 78,200 SH SHD 1 78,200 0 0
NABISCO HOLDINGS CORP. COM 629526104 60,726.80 1,129,800 SH SOLE 3 1,093,100 0 36,700
NABISCO HOLDINGS CORP. COM 629526104 14,421.10 268,300 SH OTH 3 43,800 0 0
NABISCO HOLDINGS CORP. COM 629526104 5,082.06 94,550 SH SOLE 2 94,550 0
NABISCO HOLDINGS CORP. COM 629526104 1,171.80 21,800 SH SHD 1 21,800 0 0
NABISCO HOLDINGS CORP. COM 629526104 489.13 9,100 SH SOLE 2 0 9,100
NABORS INDUSTRIES INC COM 629568106 10,900.51 208,025 SH SOLE 2 0 208,025
NABORS INDUSTRIES INC COM 629568106 6,044.90 115,360 SH SOLE 3 101,260 0 14,100
NABORS INDUSTRIES INC COM 629568106 2,876.80 54,900 SH OTH 3 0 0 54,900
NACCO INDS INC CL-A (COM) COM 629579103 399.00 9,500 SH SOLE 3 7,400 0 2,100
NACCO INDS INC CL-A (COM) COM 629579103 361.20 8,600 SH OTH 3 0 0 8,600
NANOGEN INC COM 630075109 368.10 19,000 SH SOLE 3 15,300 0 3,300
NANOGEN INC COM 630075109 339.06 17,500 SH SOLE 2 0 17,500
NANOMETRICS INC COM 630077105 1,020.70 19,100 SH SOLE 3 18,800 0 0
NASDAQ-100 SHS MARKET INDEX COM 631100104 1,889.04 21,300 SH SOLE 4 21,300 0
NATIONAL CITY CORP COM 635405103 4,571.50 206,622 SH SOLE 3 206,622 0 0
NATIONAL CITY CORP COM 635405103 785.97 35,524 SH SOLE 2 35,524 0
NATIONAL CITY CORP COM 635405103 731.19 33,048 SH SOLE 2 0 33,048
NATIONAL CITY CORP COM 635405103 17.70 800 SH OTH 3 800 0 0
NATIONAL COMM BANCORP COM 635449101 4,107.00 205,995 SH SOLE 3 203,095 0 2,900
NATIONAL COMM BANCORP COM 635449101 1,233.00 61,845 SH OTH 3 0 0 61,845
NATIONAL COMPUTER SYSTEMS INC COM 635519101 59.20 810 SH SOLE 3 810 0 0
NATIONAL DATA CORP. COM 635621105 3,866.60 117,840 SH SOLE 3 111,740 0 6,100
NATIONAL DATA CORP. COM 635621105 2,707.03 82,500 SH SOLE 2 82,500 0
NATIONAL DENTEX CORP COM 63563H109 8,592.20 498,100 SH SOLE 3 399,000 0 99,100
NATIONAL DISCOUNT BROKERS COM 635646102 727.00 23,500 SH SOLE 3 21,700 0 1,800
NATIONAL FUEL GAS CO COM 636180101 2,309.80 41,200 SH SOLE 3 28,900 0 12,300
NATIONAL FUEL GAS CO COM 636180101 2,259.30 40,300 SH OTH 3 200 0 40,100
NATIONAL HEALTH INVS INC COM 63633D104 527.90 78,200 SH SOLE 3 78,200 0 0
NATIONAL INFORMATION COM 636491102 79.38 20,000 SH SOLE 2 20,000 0
NATIONAL INFORMATION CONS COM 636491102 51.20 12,900 SH SOLE 3 10,600 0 2,200
NATIONAL INSTRUMENTS CORP COM 636518102 779.56 17,667 SH SOLE 2 0 17,667
NATIONAL INSTRUMENTS CORP COM 636518102 42.40 961 SH SOLE 3 961 0 0
NATIONAL OILWELL INC COM 637071101 9,393.80 300,600 SH SOLE 3 300,600 0 0
NATIONAL PENN BANCSHS COM 637138108 17.30 900 SH SOLE 3 0 0 0
NATIONAL PROCESSING INC COM 637229105 2,257.90 162,000 SH SOLE 3 150,800 0 9,400
NATIONAL SERVICE INDUSTRIES INC COM 637657107 565.40 28,900 SH OTH 3 0 0 28,900
NATIONAL SERVICE INDUSTRIES INC COM 637657107 560.00 28,626 SH SOLE 3 28,626 0 0
NATIONAL STEEL COM 637844309 283.80 94,600 SH SOLE 3 88,100 0 6,500
NATIONAL TECHTEAM INC COM 638108100 104.43 33,416 SH SOLE 2 0 33,416
NATIONAL WIRELESS HOLDINGS CO COM 638560102 425.79 22,410 SH SOLE 2 0 22,410
NATIONAL-OILWELL, INC. COM 637071101 750.00 24,000 SH SOLE 2 24,000 0
NATIONWIDE FINANCIAL SVCS COM 638612101 15,819.70 423,270 SH SOLE 3 402,270 0 21,000
NATIONWIDE FINANCIAL SVCS COM 638612101 5,180.20 138,600 SH OTH 3 0 0 138,600
NATIONWIDE FINANCIAL SVCS COM 638612101 213.00 5,700 SH SHD 1 5,700 0 0
NATIONWIDE HEALTH PROPERTIES COM 638620104 1,047.10 65,700 SH SOLE 3 62,300 0 0
NATL SEMICONDUCTOR CORP COM 637640103 10,708.92 266,060 SH SOLE 2 0 266,060
NATL SEMICONDUCTOR CORP COM 637640103 3,910.30 97,151 SH SOLE 3 92,751 0 2,100
NATL SEMICONDUCTOR CORP COM 637640103 491.05 12,200 SH SOLE 2 12,200 0
NATL WESTN LIFE INS CO CL-A COM 638522102 328.50 4,500 SH SOLE 3 4,500 0 0
NATURAL MICROSYSTEMS CORP COM 638882100 3,233.20 60,100 SH SOLE 3 55,000 0 4,600
NAUTICA ENTERPRISES INC COM 639089101 1,293.80 100,000 SH SOLE 3 100,000 0 0
NAVIGANT CONSULTING CO COM 63935N107 721.90 210,000 SH SOLE 3 210,000 0 0
NAVIGANT CONSULTING INC COM 63935N107 71.78 20,880 SH SOLE 2 0 20,880
NAVIGANT INTERNATIONAL INC COM 63935R108 134.06 12,768 SH SOLE 2 0 12,768
NAVIGANT INTERNATIONAL INC. COM 63935R108 0.00 1 SH SOLE 3 0 0 1
NAVISITE INC COM 63935M109 290.90 10,800 SH SOLE 3 10,800 0 0
NAVISTAR INTL CORP (NEW) COM 63934E108 5,496.50 183,600 SH SOLE 3 183,600 0 0
NAVISTAR INTL CORP (NEW) COM 63934E108 416.10 13,900 SH OTH 3 0 0 13,900
NBC INTERNET INC COM 62873D105 172.56 26,295 SH SOLE 2 0 26,295
NBC INTERNET INC COM 62873D105 147.70 22,500 SH SOLE 3 18,400 0 3,700
NBTY INC COM 628782104 2,419.40 370,432 SH SOLE 3 369,032 0 0
NCH CORP COM 628850109 144.80 4,100 SH SOLE 3 1,600 0 2,500
NCI BUILDING SYSTEMS INC COM 628852105 470.90 32,200 SH SOLE 3 26,400 0 5,800
NCO GROUP INC COM 628858102 9,781.40 823,700 SH SOLE 3 662,700 0 161,000
NCO GROUP INC COM 628858102 475.00 40,000 SH SOLE 2 0 40,000
NCO GROUP INC COM 628858102 236.30 19,900 SH OTH 3 0 0 19,900
NCR CORP NEW COM 62886E108 5,377.10 142,205 SH SOLE 3 137,005 0 2,700
NCR CORP NEW COM 62886E108 3.80 100 SH OTH 3 100 0 0
NDS GROUP PLC ADR COM 628891103 8,547.00 111,000 SH SOLE 3 111,000 0 0
NDS GROUP PLC ADR COM 628891103 4,643.10 60,300 SH OTH 3 9,800 0 23,100
NEIMAN MARCUS GROUP INC CL A COM 640204202 12,975.00 400,000 SH SOLE 3 366,200 0 29,300
NEIMAN MARCUS GROUP INC CL A COM 640204202 3,182.10 98,100 SH OTH 3 0 0 98,100
NEIMAN MARCUS GRP INC CLB COM 640204301 109.70 3,834 SH SOLE 3 3,834 0 0
NEOFORMA.COM INC COM 640475109 129.18 34,737 SH SOLE 2 0 34,737
NEOMEDIA TECHNOLOGIES INC COM 640505103 455.81 71,500 SH SOLE 2 0 71,500
NEON SYSTEMS COM 640509105 137.50 12,500 SH SOLE 2 0 12,500
NEON SYSTEMS COM 640509105 2.20 200 SH SOLE 3 0 0 200
NEOSE TECHNOLOGIES INC COM 640522108 1,456.10 30,100 SH SOLE 3 26,500 0 3,200
NET GENESIS CORP COM 64107E107 138.56 15,949 SH SOLE 2 0 15,949
NET IQ INC COM 64115P102 1,977.20 30,100 SH SOLE 3 26,000 0 3,800
NET PERCEPTIONS INC COM 64107U101 79.30 16,800 SH SOLE 3 14,500 0 2,100
NET RATINGS COM 64116M108 15.00 800 SH SOLE 3 0 0 800
NET TO PHONE COM 64108N106 243.00 10,800 SH SOLE 3 9,700 0 1,000
NET.B@NK INC COM 640933107 330.80 28,000 SH SOLE 3 23,900 0 3,800
NET2000 COMMUNICATIONS INC COM 64122G103 237.47 37,250 SH SOLE 2 0 37,250
NET2000 COMMUNICATIONS INC COM 64122G103 128.14 20,100 SH SOLE 2 20,100 0
NET2000 COMMUNICATIONS INC COM 64122G103 9.60 1,500 SH SOLE 3 0 0 1,500
NETCENTIVES INC COM 64108P101 174.60 22,800 SH SOLE 3 19,700 0 2,800
NETCREATIONS INC COM 64110N102 7.50 700 SH SOLE 3 0 0 700
NETEGRITY INC COM 64110P107 2,327.50 33,250 SH SOLE 3 29,800 0 3,150
NETIA HOLDINGS SA - ADR COM 64114B104 547.40 36,800 SH OTH 3 0 0 0
NETIA HOLDINGS SA - ADR COM 64114B104 107.10 7,200 SH SOLE 3 7,200 0 0
NETMANAGE INC COM 641144100 596.50 280,710 SH SOLE 3 277,310 0 3,200
NETOPIA INC COM 64114K104 122.40 11,127 SH SOLE 2 0 11,127
NETOPIA INC. COM 64114K104 181.50 16,500 SH SOLE 3 14,400 0 1,900
NETPLIANCE INC COM 64115K103 441.00 294,000 SH SOLE 2 0 294,000
NETRADIO CORP COM 64114E108 13.75 10,000 SH SOLE 2 10,000 0
NETRO CORP COM 64114R109 2,015.09 34,010 SH SOLE 2 0 34,010
NETRO CORP COM 64114R109 1,919.70 32,400 SH SOLE 3 27,600 0 4,400
NETRO CORP COM 64114R109 251.81 4,250 SH SOLE 2 4,250 0
NETSCOUT SYSTEMS INC COM 64115T104 2,786.99 117,347 SH SOLE 2 0 117,347
NETWORK ACCESS SOLUTIONS COM 64120S109 50.70 12,300 SH SOLE 3 11,100 0 1,200
NETWORK APPLIANCE INC COM 64120L104 41,101.87 322,684 SH SOLE 2 0 322,684
NETWORK APPLIANCE INC COM 64120L104 11,880.90 93,275 SH SOLE 2 93,275 0
NETWORK APPLIANCES INC. COM 64120L104 333,939.00 2,621,700 SH SOLE 3 2,571,400 0 39,600
NETWORK APPLIANCES INC. COM 64120L104 29,790.50 233,880 SH OTH 3 15,200 0 0
NETWORK APPLIANCES INC. COM 64120L104 2,190.80 17,200 SH SHD 1 17,200 0 0
NETWORK ASSOCIATES INC COM 640938106 633.23 27,988 SH SOLE 2 0 27,988
NETWORK ASSOCIATES INC. COM 640938106 4,527.30 200,100 SH SOLE 3 178,600 0 20,100
NETWORK ASSOCIATES INC. COM 640938106 1,500.00 66,300 SH OTH 3 500 0 65,800
NETWORK COMM INC COM 64122T105 106.80 19,100 SH SOLE 3 15,000 0 3,700
NETWORK EQUIPMENT TECHNOLOGIES COM 641208103 284.30 26,600 SH SOLE 3 23,200 0 3,100
NETWORK PLUS CORP COM 64122D506 652.33 75,632 SH SOLE 2 0 75,632
NETWORK PLUS CORP COM 64122D506 271.69 31,500 SH SOLE 2 31,500 0
NETWORK PLUS CORP COM 64122D506 115.60 13,400 SH SOLE 3 11,700 0 1,700
NETZERO INC COM 64122R109 366.40 172,400 SH SOLE 3 167,500 0 4,400
NETZERO INC. COM 64122R109 312.42 147,019 SH SOLE 2 0 147,019
NEUBERGER BERMAN INC COM 641234109 809.96 13,170 SH SOLE 2 0 13,170
NEUBERGER BERMAN INC COM 641234109 18.40 300 SH SOLE 3 300 0 0
NEUROBIOLOGICAL TECHNOLOGIES COM 64124W106 1,072.50 130,000 SH SOLE 2 0 130,000
NEUROCRINE BIOSCIENCES INC COM 64125C109 805.50 17,900 SH SOLE 3 14,300 0 3,600
NEUROCRINE BIOSCIENCES INC COM 64125C109 335.66 7,459 SH SOLE 2 0 7,459
NEUROGEN CORP COM 64124E106 40.50 1,300 SH SOLE 3 800 0 0
NEW ERA OF NETWORKS INC COM 644312100 1,099.60 45,200 SH SOLE 3 37,700 0 7,000
NEW ERA OF NETWORKS INC COM 644312100 231.12 9,500 SH SOLE 2 0 9,500
NEW FOCUS INC. COM 644383101 15.80 200 SH SOLE 3 200 0 0
NEW FOCUS INC. COM 644383101 7.90 100 SH OTH 3 100 0 0
NEW HORIZONS WORLDWIDE INC COM 645526104 480.00 40,000 SH SOLE 2 0 40,000
NEW JERSEY RESOURSES CRP COM 646025106 138.10 3,400 SH SOLE 3 0 0 3,400
NEW YORK TIMES CO.A COM 650111107 198,927.80 5,060,167 SH SOLE 3 4,181,892 0 872,265
NEW YORK TIMES CO.A COM 650111107 9,041.40 229,928 SH OTH 3 53,111 0 22,600
NEWELL RUBBERMAID INC COM 651229106 12,136.70 532,020 SH SOLE 3 528,520 0 3,500
NEWELL RUBBERMAID INC COM 651229106 5,188.73 227,451 SH SOLE 2 0 227,451
NEWELL RUBBERMAID INC COM 651229106 2,476.41 108,555 SH SOLE 2 108,555 0
NEWFIELD EXPLORATION CO. COM 651290108 2,099.44 44,968 SH SOLE 2 0 44,968
NEWFIELD EXPLORATION CO. COM 651290108 1,140.58 24,430 SH SOLE 2 24,430 0
NEWMONT MINING CORP COM 651639106 350.20 20,600 SH SOLE 3 19,500 0 1,100
NEWMONT MINING CORP COM 651639106 259.25 15,250 SH SOLE 4 15,250 0
NEWMONT MINING CORP COM 651639106 5.10 300 SH OTH 3 300 0 0
NEWPARK RES INC COM 651718504 184.10 19,900 SH SOLE 3 0 0 19,900
NEWPORT CORP COM 651824104 31,614.20 198,500 SH SOLE 3 197,900 0 0
NEWPORT CORP COM 651824104 3,551.60 22,300 SH OTH 3 0 0 0
NEWPORT CORP COM 651824104 278.71 1,750 SH SOLE 2 0 1,750
NEWPORT NEWS SHIPBUILDING COM 652228107 4,518.10 104,163 SH SOLE 3 104,163 0 0
NEWS CORP LTD ADR NEW COM 652487703 4,053.30 72,300 SH SOLE 3 59,900 0 11,900
NEWS CORP LTD ADR NEW COM 652487703 1,586.18 28,293 SH SOLE 2 0 28,293
NEWS CORP LTD ADR NEW COM 652487703 330.77 5,900 SH SOLE 2 5,900 0
NEWS CORP LTD ADR NEW COM 652487703 5.60 100 SH OTH 3 100 0 0
NEWSEDGE CORP COM 65249Q106 21.07 11,237 SH SOLE 2 0 11,237
NEXELL THERAPEUTICS INC COM 65332H203 122.50 13,333 SH SOLE 2 0 13,333
NEXMED INC COM 652903105 225.69 11,500 SH SOLE 2 0 11,500
NEXT LEVEL COMMUNICATIONS COM 65333U104 46.30 700 SH SOLE 3 700 0 0
NEXT LEVEL COMMUNICATIONS COM 65333U104 6.60 100 SH OTH 3 100 0 0
NEXTCARD INC COM 65332K107 528.42 58,108 SH SOLE 2 0 58,108
NEXTCARD INC COM 65332K107 251.90 27,700 SH SOLE 3 22,700 0 4,600
NEXTEL COMMUNICATIONS CL A COM 65332V103 67,157.68 1,436,528 SH SOLE 2 0 1,436,528
NEXTEL COMMUNICATIONS CL A COM 65332V103 28,759.90 615,185 SH SOLE 2 615,185 0
NEXTEL COMMUNICATIONS CL A COM 65332V103 26,727.00 571,700 SH SOLE 3 560,500 0 11,200
NEXTEL COMMUNICATIONS CL A COM 65332V103 7,742.50 165,614 SH OTH 3 1,300 0 0
NEXTEL COMMUNICATIONS CL A CLL 65332V103 815.63 50,000 SH CLL SOLE 2 0 50,000
NEXTEL COMMUNICATIONS CL A PUT 65332V103 93.75 10,000 SH PUT SOLE 2 10,000 0
NEXTEL COMMUNICATIONS CL A CMN CLASS A COM 65332V103 925.65 19,800 SH SOLE 4 19,800 0
NEXTEL PARTNERS INC COM 65333F107 6,682.73 229,450 SH SOLE 2 0 229,450
NEXTEL PARTNERS INC COM 65333F107 443.43 15,225 SH SOLE 2 15,225 0
NEXTERA ENTERPRISES INC A COM 65332E101 313.44 85,000 SH SOLE 2 0 85,000
NEXTLINK COMMUNICATIONS INC COM 65333H707 44,413.60 1,262,199 SH SOLE 3 1,254,599 0 4,300
NEXTLINK COMMUNICATIONS INC COM 65333H707 8,175.22 232,333 SH SOLE 2 0 232,333
NEXTLINK COMMUNICATIONS INC COM 65333H707 2,118.29 60,200 SH SOLE 2 60,200 0
NEXTLINK COMMUNICATIONS INC COM 65333H707 42.20 1,200 SH OTH 3 1,200 0 0
NEXTLINK COMMUNICATIONS INC CLASS A COM 65333H707 753.01 21,400 SH SOLE 4 21,400 0
NIAGARA CORP (DEL) COM 653349100 39.19 10,450 SH SOLE 2 0 10,450
NIAGARA MOHAWK HOLDINGS INC COM 653520106 13,727.70 871,600 SH SOLE 3 728,900 0 133,500
NIAGARA MOHAWK HOLDINGS INC COM 653520106 23.60 1,500 SH OTH 3 1,500 0 0
NICOR INC COM 654086107 296.70 8,200 SH SOLE 3 8,200 0 0
NICOR INC COM 654086107 3.60 100 SH OTH 3 100 0 0
NIKE CLASS-B COM 654106103 32,779.50 818,210 SH SOLE 3 771,110 0 40,200
NIKE CLASS-B COM 654106103 5,275.90 131,691 SH OTH 3 14,100 0 0
NIKE CL-B COM 654106103 709.11 17,700 SH SOLE 2 17,700 0
NIKE CL-B COM 654106103 421.02 10,509 SH SOLE 2 0 10,509
NIKU CORP COM 654113109 18,324.30 751,766 SH SOLE 2 0 751,766
NIKU CORP COM 654113109 1,027.60 42,158 SH SOLE 2 42,158 0
NIKU CORP COM 654113109 202.30 8,300 SH SOLE 3 7,100 0 1,200
NIPPON TELEG & TEL SPON ADR COM 654624105 30,970.06 632,042 SH SOLE 2 0 632,042
NIPPON TELEG & TEL SPON ADR COM 654624105 18,696.69 381,565 SH SOLE 2 381,565 0
NISOURCE INC. COM 65473P105 121.90 5,000 SH SOLE 3 5,000 0 0
NOBLE AFFILIATES INC COM 654894104 5,349.70 144,100 SH SOLE 3 128,800 0 15,300
NOBLE AFFILIATES INC COM 654894104 4,889.40 131,700 SH OTH 3 12,100 0 62,400
NOBLE AFFILIATES INC COM 654894104 497.50 13,400 SH SHD 1 13,400 0 0
NOBLE DRILLING CORP COM 655042109 26,381.20 525,000 SH SOLE 3 500,600 0 22,400
NOBLE DRILLING CORP COM 655042109 8,894.20 177,000 SH OTH 3 1,100 0 72,900
NOBLE DRILLING CORP COM 655042109 1,293.44 25,740 SH SOLE 2 0 25,740
NOBLE DRILLING CORP COM 655042109 603.00 12,000 SH SOLE 2 12,000 0
NOBLE DRILLING CORP COM 655042109 407.00 8,100 SH SHD 1 8,100 0 0
NOKIA CORP - ADR COM 654902204 11,415.10 286,721 SH SOLE 3 286,721 0 0
NOKIA CORP SPON ADR COM 654902204 206,118.15 5,177,222 SH SOLE 2 0 5,177,222
NOKIA CORP SPON ADR COM 654902204 102,425.30 2,572,692 SH SOLE 2 2,572,692 0
NOKIA CORP SPON ADR PUT 654902204 663.08 84,200 SH PUT SOLE 2 0 84,200
NOKIA CORP SPON ADR CLL 654902204 96.25 10,000 SH CLL SOLE 2 10,000 0
NOKIA CORP SPON ADR CLL 654902204 59.38 10,000 SH CLL SOLE 2 0 10,000
NORDSON CORP COM 655663102 1,814.30 63,800 SH SOLE 3 46,000 0 17,800
NORDSON CORP COM 655663102 5.70 200 SH OTH 3 200 0 0
NORDSTROM INC COM 655664100 1,620.90 104,152 SH SOLE 3 104,152 0 0
NORFOLK SOUTHERN CORP COM 655844108 282.56 19,320 SH SOLE 2 0 19,320
NORFOLK SOUTHERN CORP COM 655844108 11.70 800 SH SOLE 3 800 0 0
NORTEK INC (DELAWARE) COM 656559101 425.20 24,300 SH SOLE 3 22,000 0 2,300
NORTEL NETWORKS CORP COM 656568102 63,490.59 1,065,949 SH SOLE 2 0 1,065,949
NORTEL NETWORKS CORP COM 656568102 30,308.74 508,856 SH SOLE 2 508,856 0
NORTEL NETWORKS CORP (HOLDING CO) COM 656568102 623,015.80 10,459,866 SH SOLE 3 9,257,030 0 971,796
NORTEL NETWORKS CORP (HOLDING CO) COM 656568102 87,501.50 1,468,802 SH OTH 3 126,458 0 45,000
NORTEL NETWORKS CORP (HOLDING CO) COM 656568102 3,820.20 64,138 SH SHD 1 64,138 0 0
NORTH FORK BANCORP INC COM 659424105 201.11 9,300 SH SOLE 2 9,300 0
NORTH FORK BANCORPORATN INC NY COM 659424105 1,339.50 61,940 SH SOLE 3 46,140 0 15,800
NORTH FORK BANCORPORATN INC NY COM 659424105 1,180.70 54,600 SH OTH 3 0 0 54,600
NORTH PITTSBURGH SYS COM 661562108 9.50 700 SH SOLE 3 700 0 0
NORTHEAST UTILITIES COM 664397106 5,447.90 251,200 SH SOLE 3 222,600 0 28,600
NORTHEAST UTILITIES COM 664397106 433.80 20,000 SH OTH 3 0 0 20,000
NORTHERN BORDER PARTNERS, L.P. COM 664785102 11,430.13 361,427 SH SOLE 2 0 361,427
NORTHERN BORDER PARTNERS, L.P. COM 664785102 9,882.65 312,495 SH SOLE 2 312,495 0
NORTHERN TRUST CORP COM 665859104 282,689.69 3,180,756 SH SOLE 2 0 3,180,756
NORTHERN TRUST CORP COM 665859104 226,165.10 2,544,755 SH SOLE 2 2,544,755 0
NORTHERN TRUST CORP COM 665859104 91,798.10 1,032,890 SH SOLE 4 1,032,890 0
NORTHERN TRUST CORP COM 665859104 10,957.00 123,285 SH SOLE 3 123,285 0 0
NORTHERN TRUST CORP COM 665859104 2,529.90 28,465 SH OTH 3 600 0 10,800
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NORTHPOINT COMMUNICATION GRP COM 666610100 89.64 10,100 SH SOLE 2 10,100 0
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NORTHROP GRUMMAN CORP.COM COM 666807102 101,200.20 1,113,620 SH SOLE 3 1,059,420 0 51,900
NORTHROP GRUMMAN CORP.COM COM 666807102 27,151.50 298,779 SH OTH 3 21,020 0 42,800
NORTHROP GRUMMAN CORP.COM COM 666807102 590.70 6,500 SH SHD 1 6,500 0 0
NORTHROP GRUMMAN CORP.COM COM 666807102 673.02 7,406 SH SOLE 2 7,406 0
NORTHWEST AIRLS CORP CL A COM 667280101 12.30 500 SH SOLE 3 500 0 0
NORTHWEST NATURAL GAS CO COM 667655104 1,808.60 79,500 SH SOLE 3 71,100 0 6,800
NORTHWESTERN CORP COM 668074107 335.40 17,200 SH SOLE 3 17,200 0 0
NOVA CHEMICALS CORP COM 66977W109 205.88 10,800 SH SOLE 2 0 10,800
NOVA CORP/GEORGIA COM 669784100 21,201.80 1,238,059 SH SOLE 3 1,046,363 0 191,696
NOVADIGM INC COM 669937104 309.69 20,000 SH SOLE 2 20,000 0
NOVALUX INC VENTURE CAPITAL INVEST COM USVC09930 1,500.00 1,500,000 SH SOLE 3 1,500,000 0 0
NOVAMED EYECARE INC COM 66986W108 26.88 10,000 SH SOLE 2 10,000 0
NOVARTIS AG-ADR COM 66987V109 627.59 16,222 SH SOLE 2 0 16,222
NOVELL INC COM 670006105 5,874.10 591,100 SH SOLE 3 591,100 0 0
NOVELL INC COM 670006105 3,033.57 305,265 SH SOLE 2 0 305,265
NOVELLUS SYSTEMS INC COM 670008101 10,146.00 217,900 SH SOLE 3 205,200 0 12,700
NOVELLUS SYSTEMS INC COM 670008101 3,298.12 70,832 SH SOLE 2 0 70,832
NOVELLUS SYSTEMS INC COM 670008101 9.30 200 SH OTH 3 200 0 0
NOVEN PHARMACEUTICALS INC COM 670009109 2,475.20 57,900 SH SOLE 3 52,700 0 4,700
NOVO-NORDISK A/S ADR COM 670100205 1,054.50 9,500 SH SOLE 2 9,500 0
NOVOSTE CORP COM 67010C100 416.50 9,800 SH SOLE 3 7,200 0 2,600
NPS PHARMACEUTICALS INC COM 62936P103 141.40 2,500 SH SOLE 3 0 0 2,500
NQL INC COM 629369109 29.69 10,000 SH SOLE 2 0 10,000
NRG ENERGY INC COM 629377102 3,743.40 102,560 SH SOLE 3 101,260 0 1,300
NRG ENERGY INC COM 629377102 605.90 16,600 SH OTH 3 0 0 16,600
NTL INC. COM 629407107 43,190.10 932,579 SH SOLE 3 815,577 0 2,877
NTL INC. COM 629407107 1,010.70 21,824 SH OTH 3 16,996 0 2,576
NTL INC. WI COM 629407107 11.30 243 SH OTH 3 0 0 0
NTL INCORPORATED (NEW) COM 629407107 395,087.03 8,530,894 SH SOLE 2 0 8,530,894
NTL INCORPORATED (NEW) COM 629407107 2,770.23 59,816 SH SOLE 2 59,816 0
NTN COMMUNICATIONS INC (NEW) COM 629410309 94.06 35,000 SH SOLE 2 0 35,000
NU SKIN ASIA PACIFIC INC CL-A COM 67018T105 172.20 26,000 SH SOLE 3 26,000 0 0
NUANCE COMMUNICATIONS INC COM 669967101 10,539.35 86,610 SH SOLE 2 0 86,610
NUANCE COMMUNICATIONS INC COM 669967101 1,581.94 13,000 SH SOLE 2 13,000 0
NUANCE COMMUNICATIONS INC COM 669967101 511.10 4,200 SH SOLE 3 3,600 0 500
NUCOR CORP COM 670346105 11,459.70 380,405 SH SOLE 3 368,405 0 12,000
NUCOR CORP COM 670346105 129.50 4,300 SH OTH 3 4,300 0 0
NUEVO ENERGY CO COM 670509108 1.80 100 SH SOLE 3 100 0 0
NUI CORP COM 629430109 295.80 9,800 SH SOLE 3 9,800 0 0
NUMERICAL TECHNOLOGIES INC COM 67053T101 8,565.44 297,282 SH SOLE 2 0 297,282
NUWAVE TECHNOLOGIES INC COM 67065M102 111.41 63,665 SH SOLE 2 0 63,665
NVIDIA CORP COM 67066G104 3,160.40 38,600 SH SOLE 3 27,700 0 9,700
NVIDIA CORP COM 67066G104 2,636.40 32,200 SH OTH 3 0 0 32,200
NYCOMED AMERSHAM PLC SPON ADR COM 67066H102 5,257.01 108,392 SH SOLE 2 0 108,392
NYFIX INC COM 670712108 129.80 2,900 SH SOLE 3 0 0 2,900
OAK TECHNOLOGY INC COM 671802106 985.50 36,000 SH SOLE 3 29,200 0 6,300
OAK TECHNOLOGY INC COM 671802106 216.40 7,905 SH SOLE 2 0 7,905
OAKLEY INC COM 673662102 289.80 16,500 SH SOLE 3 10,400 0 6,100
OCCIDENTAL PETROLEUM CORP COM 674599105 38,976.80 1,786,900 SH SOLE 3 1,754,300 0 32,600
OCCIDENTAL PETROLEUM CORP COM 674599105 4,454.00 204,197 SH OTH 3 18,300 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 3,372.21 154,600 SH SOLE 2 0 154,600
OCCIDENTAL PETROLEUM CORP COM 674599105 218.13 10,000 SH SOLE 2 10,000 0
OCCIDENTAL PETROLEUM CORP COM 674599105 218.10 10,000 SH SHD 1 10,000 0 0
OCEAN ENERGY INC (NEW) COM 67481E106 960.94 62,247 SH SOLE 2 0 62,247
OCEAN ENERGY INC (NEW) COM 67481E106 313.38 20,300 SH SOLE 2 20,300 0
OCEAN ENERGY, INC COM 67481E106 3,776.00 244,600 SH SOLE 3 215,400 0 29,200
OCEAN ENERGY, INC COM 67481E106 1,460.40 94,600 SH OTH 3 0 0 94,600
OCEANFIRST FINANCIAL CORP COM 675234108 784.40 37,800 SH SOLE 3 31,000 0 6,800
OCTEL CORP. COM 675727101 402.20 42,900 SH SOLE 3 42,900 0 0
OCWEN FINANCIAL CORP COM 675746101 1,513.77 257,663 SH SOLE 2 0 257,663
OFFICE DEPOT INC CNV NTS CNV 676220AB2 216.56 300,000 SH SOLE 2 0 300,000
OFFICEMAX INC COM 67622M108 622.40 174,700 SH SOLE 3 157,300 0 14,400
OGDEN CORP COM 676346109 127.50 9,400 SH SOLE 3 8,500 0 0
OGE ENERGY CORP COM 670837103 3,609.10 169,340 SH SOLE 3 169,340 0 0
OGE ENERGY CORP COM 670837103 662.75 31,097 SH SOLE 2 0 31,097
OGE ENERGY CORP COM 670837103 338.90 15,900 SH OTH 3 0 0 15,900
OHIO CASUALTY CORP COM 677240103 12.70 2,000 SH SOLE 3 0 0 0
OLD KENT FINCL CORP COM 679833103 703.40 24,307 SH SOLE 3 24,307 0 0
OLD KENT FINCL CORP COM 679833103 432.70 14,953 SH OTH 3 200 0 14,753
OLD KENT FINCL CORP COM 679833103 209.94 7,255 SH SOLE 2 0 7,255
OLD REPUBLIC INTL CORP COM 680223104 13,376.30 555,900 SH SOLE 3 554,000 0 1,900
OLD REPUBLIC INTL CORP COM 680223104 416.30 17,300 SH OTH 3 0 0 17,300
OLIN CORP NEW $1 PAR COM 680665205 454.90 28,100 SH OTH 3 0 0 28,100
OLIN CORP NEW $1 PAR COM 680665205 66.40 4,100 SH SOLE 3 0 0 4,100
OLYMPIC STEEL, INC. COM 68162K106 625.00 250,000 SH SOLE 3 250,000 0 0
OLYMPIC STEEL, INC. COM 68162K106 62.75 25,100 SH SOLE 2 25,100 0
OM GROUP INC COM 670872100 52.40 1,200 SH SOLE 3 0 0 1,200
OMEGA FINANCIAL CORP COM 682092101 18.10 600 SH SOLE 3 600 0 0
OMI CORP (NEW) COM Y6476W104 1,298.13 155,000 SH SOLE 2 155,000 0
OMI CORP (NEW) COM Y6476W104 866.90 103,510 SH SOLE 2 0 103,510
OMNICARE INC. COM 681904108 2,920.20 181,100 SH SOLE 3 162,700 0 17,300
OMNICOM GROUP COM 681919106 52,745.30 723,157 SH SOLE 3 713,457 0 6,100
OMNICOM GROUP COM 681919106 5,908.81 81,012 SH SOLE 2 0 81,012
OMNICOM GROUP COM 681919106 4,641.50 63,637 SH OTH 3 3,000 0 0
ON COMMAND CORP COM 682160106 2,296.36 186,981 SH SOLE 2 0 186,981
ON TECHNOLOGY CORP COM 68219P108 24.69 10,000 SH SOLE 2 10,000 0
ON2.COM INC COM 68338A107 8.20 3,300 SH SOLE 3 0 0 3,300
ON-ASSIGNMENT INC COM 682159108 134.60 4,291 SH SOLE 3 391 0 3,900
ONEOK INC. (NEW) COM 682680103 4,138.00 104,100 SH SOLE 3 97,200 0 6,900
ONEOK INC. (NEW) COM 682680103 2,299.20 57,841 SH OTH 3 0 0 22,100
ONI SYSTEMS CORP COM 68273F103 1,553.63 18,000 SH SOLE 2 18,000 0
ONI SYSTEMS CORP COM 68273F103 966.70 11,200 SH SOLE 2 0 11,200
ONVIA COM INC COM 68338T106 133.13 30,000 SH SOLE 2 0 30,000
ONYX SOFTWARE INC COM 683402101 12.40 600 SH SOLE 3 600 0 0
OPEN MARKET INC COM 68370M100 419.47 66,782 SH SOLE 2 0 66,782
OPEN MARKET INC COM 68370M100 147.10 23,418 SH SOLE 3 18,818 0 4,100
OPTIMAL ROBOTICS CORP CL A COM 68388R208 301.88 7,500 SH SOLE 2 0 7,500
OPUS360 CORP COM 68400F109 58.50 25,299 SH SOLE 2 0 25,299
ORACLE CORP COM 68389X105 926,112.20 11,760,155 SH SOLE 3 11,000,920 0 600,105
ORACLE CORP COM 68389X105 136,026.84 1,727,325 SH SOLE 2 0 1,727,325
ORACLE CORP COM 68389X105 117,615.25 1,493,527 SH SOLE 2 1,493,527 0
ORACLE CORP COM 68389X105 100,704.20 1,278,632 SH OTH 3 177,373 0 33,100
ORACLE CORP COM 68389X105 6,418.10 81,500 SH SHD 1 81,500 0 0
ORACLE CORP CLL 68389X105 227.50 10,000 SH CLL SOLE 2 10,000 0
ORACLE CORPORATION+A164 COM 68389X105 12,155.85 154,360 SH SOLE 4 154,360 0
ORATEC INTERVENTIONS INC COM 68554M108 55.10 4,500 SH SOLE 3 4,000 0 500
ORBITAL SCIENCES CORP COM 685564106 125.63 15,000 SH SOLE 2 0 15,000
ORBOTECH LTD COM M75253100 5,118.80 93,600 SH OTH 3 0 0 0
ORBOTECH LTD COM M75253100 896.60 16,395 SH SOLE 3 16,395 0 0
ORBOTECH LTD (ORD) COM M75253100 5,036.06 92,088 SH SOLE 2 0 92,088
ORGANIC,INC COM 68617E101 172.76 38,390 SH SOLE 2 0 38,390
ORGANIC,INC COM 68617E101 6.80 1,500 SH SOLE 3 0 0 1,500
ORGANOGENESIS INC COM 685906109 6,643.62 451,947 SH SOLE 2 0 451,947
ORIENTAL FINANCIAL GROUP COM 68618W100 212.30 13,700 SH SOLE 3 0 0 13,700
ORTEC INTERNATIONAL INC COM 68749B108 194.91 16,588 SH SOLE 2 0 16,588
ORTH ALLIANCE INC COM 687913103 9,691.60 1,582,300 SH SOLE 3 1,250,100 0 332,200
ORTHODONTIC CTRS OF AMER COM 68750P103 33,998.70 1,020,600 SH SOLE 3 795,000 0 225,600
OSHKOSH TRUCK CORP CL B COM COM 688239201 1,724.40 44,500 SH SOLE 3 41,600 0 2,200
OSI PHARMACEUTICALS INC COM 671040103 952.00 13,600 SH SOLE 3 9,900 0 3,400
OSICOM TECHNOLOGIES (NEW) COM 688271501 349.00 14,100 SH SOLE 3 13,000 0 900
OTG SOFTWARE INC COM 671059103 245.20 6,000 SH SOLE 3 5,500 0 500
OTTER TAIL POWER CO COM 689648103 83.20 3,600 SH SOLE 3 0 0 2,200
OUTBACK STEAKHOUSE INC COM 689899102 561.50 20,700 SH SOLE 3 20,700 0 0
OVERSEAS SHIPHOLDING GRP COM 690368105 1,018.40 37,200 SH SOLE 3 33,000 0 4,200
OWENS & MINOR INC (NEW) COM 690732102 4,677.80 297,000 SH SOLE 3 285,700 0 9,700
OXFORD HEALTH PLANS INC COM 691471106 6,411.20 208,600 SH SOLE 3 208,600 0 0
OXFORD TAX EXEMPT FUND II COM 69181P100 1,062.50 40,000 SH SOLE 2 0 40,000
P G & E CORP COM 69331C108 1,852.80 76,600 SH SOLE 3 46,100 0 30,500
P G & E CORP COM 69331C108 826.70 34,180 SH OTH 3 4,600 0 0
P G & E CORP COM 69331C108 217.81 9,005 SH SOLE 2 0 9,005
P.F. CHANGS CHINA BISTRO INC COM 69333Y108 729.30 21,100 SH SOLE 3 21,100 0 0
PAC WEST TELECOME INC COM 69371Y101 365.90 40,100 SH SOLE 3 39,300 0 0
PACCAR INC COM 693718108 2,140.90 57,765 SH SOLE 3 48,365 0 9,400
PACCAR INC COM 693718108 3.70 100 SH OTH 3 100 0 0
PACIFIC CAPITAL BANCORP COM 69404P101 173.90 6,500 SH SOLE 3 5,600 0 0
PACIFIC CENTURY CYBERWORKS LTD COM 694059106 133.62 12,147 SH SOLE 2 12,147 0
PACIFIC CENTURY FINCL CORP COM 694058108 7,870.60 459,600 SH SOLE 3 459,600 0 0
PACIFIC CENTURY FINCL CORP COM 694058108 1,096.00 64,000 SH OTH 3 0 0 64,000
PACIFIC GATEWAY EXCHANGE INC COM 694327107 468.80 300,000 SH SOLE 3 300,000 0 0
PACIFIC GULF PROPERTIES INC COM 694396102 1,040.60 38,900 SH SOLE 3 38,900 0 0
PACIFIC SUNWEAR OF CALIFORNIA COM 694873100 511.41 27,275 SH SOLE 2 0 27,275
PACIFIC SUNWEAR OF CALIFORNIA COM 694873100 8.40 449 SH SOLE 3 449 0 0
PACIFICARE HEALTH SYSTEMS COM COM 695112102 14,967.30 429,939 SH SOLE 3 412,739 0 15,600
PACIFICARE HEALTH SYSTEMS COM COM 695112102 2,193.20 63,000 SH OTH 3 17,900 0 44,200
PACKAGING CO OF AMERICA COM 695156109 3,067.60 277,300 SH SOLE 3 277,300 0 0
PACKAGING CORP OF AMERICA COM 695156109 272.14 24,600 SH SOLE 2 0 24,600
PACKETEER INC COM 695210104 796.27 20,989 SH SOLE 2 0 20,989
PACKETEER INC. COM 695210104 656.30 17,300 SH SOLE 3 15,100 0 2,000
PACTIV CORP COM 695257105 672.40 60,100 SH OTH 3 0 0 60,100
PACTIV CORP COM 695257105 349.10 31,200 SH SOLE 3 12,000 0 16,700
PAINE WEBBER GROUP INC COM 695629105 249.81 3,667 SH SOLE 2 0 3,667
PAINE WEBBER GROUP INC COM 695629105 203.30 2,984 SH SOLE 3 784 0 2,200
PALL CORP COM 696429307 5,339.70 267,823 SH SOLE 3 267,823 0 0
PALM INC COM 696642107 91,088.40 1,720,678 SH SOLE 3 1,681,122 0 30,910
PALM INC COM 696642107 11,026.50 208,292 SH OTH 3 16,435 0 0
PALM INC COM 696642107 736.00 13,903 SH SHD 1 13,903 0 0
PALM INC. COM 696642107 15,504.12 292,876 SH SOLE 2 0 292,876
PALM INC. COM 696642107 2,869.11 54,198 SH SOLE 2 54,198 0
PALM INC. CMN COM 696642107 968.39 18,293 SH SOLE 4 18,293 0
PAMECO CORP COM 697934305 48.98 15,672 SH SOLE 2 0 15,672
PAMECO CORP COM 697934305 0.00 1 SH SOLE 3 1 0 0
PAN PACIFIC RETIAL PROPERTIES COM 69806L104 60.00 3,000 SH SOLE 3 0 0 3,000
PANAMERICAN BEVERAGES, INC COM P74823108 5,871.80 345,400 SH OTH 3 0 0 0
PANAMERICAN BEVERAGES, INC COM P74823108 928.20 54,600 SH SOLE 3 54,600 0 0
PANAMERICAN BEVERAGES, INC COM P74823108 439.69 25,864 SH SOLE 2 0 25,864
PANJA INC COM 698493103 153.06 15,500 SH SOLE 2 0 15,500
PAPA JOHN'S INTL INC COM 698813102 15.00 600 SH SOLE 3 0 0 0
PARALLEL PETE CRP (DEL) COM 699157103 93.36 20,746 SH SOLE 2 0 20,746
PARAMETRIC TECHNOLOGY CORP COM 699173100 31,471.29 2,877,375 SH SOLE 2 0 2,877,375
PARAMETRIC TECHNOLOGY CORP COM 699173100 10,604.53 969,557 SH SOLE 2 969,557 0
PARAMETRIC TECHNOLOGY CORP COM 699173100 387.40 35,420 SH SOLE 3 34,420 0 1,000
PARAMETRIC TECHNOLOGY CORP COM 699173100 218.75 20,000 SH SOLE 4 20,000 0
PAREXEL INTERNATIONAL CORP COM 699462107 653.70 76,904 SH SOLE 3 76,904 0 0
PARK ELECTROCHEMICAL CRP COM 700416209 2,786.80 50,100 SH SOLE 3 50,100 0 0
PARK NATIONAL CORP COM 700658107 9.60 100 SH SOLE 3 100 0 0
PARK PLACE ENTERTAINMENT CORP COM 700690100 17,669.00 1,168,200 SH SOLE 3 1,131,200 0 37,000
PARK PLACE ENTERTAINMENT CORP COM 700690100 2,200.70 145,500 SH OTH 3 0 0 33,400
PARK PLACE ENTERTAINMENT CORP COM 700690100 594.28 39,291 SH SOLE 2 0 39,291
PARK PLACE ENTERTAINMENT CORP COM 700690100 446.20 29,500 SH SHD 1 29,500 0 0
PARKER DRILLING CO. COM 701081101 2,281.30 325,900 SH SOLE 3 315,900 0 10,000
PARKER-HANNIFIN CORP. COM 701094104 31,026.40 919,300 SH SOLE 3 874,400 0 42,400
PARKER-HANNIFIN CORP. COM 701094104 5,568.50 164,994 SH OTH 3 10,900 0 0
PARKER-HANNIFIN CORP. COM 701094104 543.40 16,100 SH SHD 1 16,100 0 0
PARKWAY PROPERTIES CO COM 70159Q104 2,970.70 97,400 SH SOLE 3 83,200 0 14,200
PARKWAY PROPERTIES CO COM 70159Q104 134.20 4,400 SH OTH 3 0 0 0
PARTHUS TECHNOLOGIES PLC COM 70211Y103 6,054.49 150,422 SH SOLE 2 0 150,422
PATINA OIL AND GAS CORP COM 703224105 1,092.00 54,600 SH SOLE 3 49,100 0 5,500
PATRICK INDS INC COM 703343103 122.26 18,992 SH SOLE 2 0 18,992
PATTERSON DENTAL COM 703412106 34.80 1,546 SH SOLE 3 1,546 0 0
PATTERSON ENERGY, INC. COM 703414102 1,952.50 56,800 SH SOLE 3 50,700 0 6,100
PAXAR CORP COM 704227107 941.10 105,300 SH SOLE 3 104,000 0 0
PAYCHEX INC COM 704326107 14,462.02 275,467 SH SOLE 2 0 275,467
PAYCHEX INC COM 704326107 1,834.90 34,950 SH SOLE 3 27,150 0 5,700
PAYCHEX INC COM 704326107 1,517.40 28,903 SH OTH 3 400 0 0
PAYCHEX INC COM 704326107 399.00 7,600 SH SHD 1 7,600 0 0
PAYLESS SHOESOURCE INC COM 704379106 4,960.50 88,580 SH SOLE 3 82,980 0 5,600
PAYLESS SHOESOURCE INC COM 704379106 940.80 16,800 SH OTH 3 0 0 16,800
PC CONNECTION INC. COM 69318J100 798.00 14,000 SH SOLE 3 14,000 0 0
PCORDER.COM INC COM 70453H107 358.00 100,490 SH SOLE 2 0 100,490
PC-TEL INC COM 69325Q105 367.40 15,800 SH SOLE 3 13,800 0 1,800
PE CORP - PR BIOSYSTEMS COM 69332S102 29,008.50 249,000 SH SOLE 3 243,800 0 4,800
PE CORP - PR BIOSYSTEMS COM 69332S102 7,198.70 61,791 SH OTH 3 2,000 0 0
PE CORP - PR BIOSYSTEMS COM 69332S102 722.30 6,200 SH SHD 1 6,200 0 0
PE CORP CELERA GENOMICS COM 69332S201 40,726.70 408,800 SH SOLE 3 402,900 0 4,200
PE CORP CELERA GENOMICS COM 69332S201 3,317.50 33,300 SH OTH 3 0 0 0
PE CORP CELERA GENOMICS COM 69332S201 408.50 4,100 SH SHD 1 4,100 0 0
PE CORP-CELERA COM 69332S201 570.65 5,728 SH SOLE 2 0 5,728
PE CORP-PE BIOSYSTEMS GROUP COM 69332S102 2,431.36 20,870 SH SOLE 2 20,870 0
PE CORP-PE BIOSYSTEMS GROUP COM 69332S102 362.78 3,114 SH SOLE 2 0 3,114
PECO ENERGY CO COM 693304107 2,785.45 45,993 SH SOLE 2 0 45,993
PECO ENERGY CO. COM 693304107 2,495.20 41,200 SH SOLE 3 38,800 0 2,400
PECO II INC COM 705221109 468.13 10,000 SH SOLE 2 10,000 0
PEGASUS SOLUTIONS INC COM 705906105 1,409.50 72,050 SH SOLE 3 67,850 0 3,600
PENN ENGINEERING & MFG COM 707389300 15.70 500 SH SOLE 3 500 0 0
PENN TREATY AMERN CORP COM 707874103 13,928.90 765,850 SH SOLE 3 588,500 0 177,350
PENNEY J C INC COM 708160106 6,416.40 543,185 SH SOLE 3 543,185 0 0
PENNEY J C INC COM 708160106 391.66 33,156 SH SOLE 2 0 33,156
PENNEY J C INC CLL 708160106 1.56 10,000 SH CLL SOLE 2 0 10,000
PENNEY J C INC COM 708160106 3.50 300 SH OTH 3 300 0 0
PENNZOIL-QUAKER STATE COM 709323109 1,059.50 100,900 SH SOLE 3 86,900 0 14,000
PENNZOIL-QUAKER STATE COM 709323109 499.80 47,600 SH OTH 3 0 0 47,600
PENTON MEDIA INC COM 709668107 1,790.20 65,100 SH SOLE 3 57,700 0 6,900
PEOPLES BANK OF BRIDEPORT CT COM 710198102 105.30 5,000 SH SOLE 3 5,000 0 0
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PEOPLESOFT INC COM 712713106 10,212.60 365,550 SH SOLE 3 361,350 0 4,200
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PEPSICO INC (NORTH CAROLINA) COM 713448108 4,282.60 93,100 SH SHD 1 93,100 0 0
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PEREZ COMPANC SA NEW COM 71367B103 425.23 25,968 SH SOLE 2 0 25,968
PERFICIENT INC COM 71375U101 360.00 20,000 SH SOLE 2 0 20,000
PERFORMANCE FOOD GROUP CO COM 713755106 86.30 2,293 SH SOLE 3 293 0 1,600
PERICOM SEMICONDUCTOR CORP COM 713831105 127.70 3,400 SH SOLE 3 0 0 3,400
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PERKINELMER INC COM 714046109 312.71 2,996 SH SOLE 2 2,996 0
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PERMIAN BASIN RTY TR UBI COM 714236106 211.38 38,000 SH SOLE 2 0 38,000
PEROT SYSTEMS CORP CL-A COM 714265105 806.25 75,000 SH SOLE 2 0 75,000
PERRIGO CO. COM 714290103 660.40 96,500 SH SOLE 3 75,700 0 20,800
PER-SE TECHNOLOGIES INC NEW COM 713569309 545.70 43,011 SH SOLE 3 43,011 0 0
PERSISTENCE SOFTWARE INC COM 715329108 792.97 72,500 SH SOLE 2 0 72,500
PERSISTENCE SOFTWARE INC COM 715329108 150.90 13,800 SH SOLE 3 12,000 0 1,600
PETCO ANIMAL SUPPLIES INC COM 716016100 2,730.90 125,200 SH SOLE 3 118,700 0 5,700
PETROCHINA CO LTD COM 71646E100 9,011.93 456,300 SH SOLE 2 0 456,300
PETROCHINA CO LTD COM 71646E100 1,460.91 73,970 SH SOLE 2 73,970 0
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PETSMART, INC. COM 716768106 140.63 30,000 SH SOLE 2 30,000 0
PETSMART, INC. COM 716768106 95.63 20,402 SH SOLE 2 0 20,402
PETSMART, INC. COM 716768106 48.30 10,300 SH SOLE 3 10,300 0 0
PFF BANCORP INC COM 69331W104 1,198.40 55,100 SH SOLE 3 52,400 0 2,700
PFIZER INC COM 717081103 1,441,290.10 32,073,214 SH SOLE 3 27,555,007 0 4,379,077
PFIZER INC COM 717081103 137,190.10 3,052,509 SH OTH 3 358,220 0 107,625
PFIZER INC COM 717081103 8,938.10 198,900 SH SHD 1 198,900 0 0
PFIZER INC. COM 717081103 230,753.39 5,134,985 SH SOLE 2 0 5,134,985
PFIZER INC. COM 717081103 189,333.01 4,213,252 SH SOLE 2 4,213,252 0
PFIZER INC. COM 717081103 45,632.68 1,015,470 SH SOLE 4 1,015,470 0
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PHARMACEUTICAL PRODUCT DEV COM 717124101 1,532.50 57,695 SH SOLE 3 54,795 0 2,300
PHARMACIA CORP COM 71713U102 59,964.70 996,299 SH SOLE 3 924,022 0 64,435
PHARMACIA CORP COM 71713U102 21,199.80 352,229 SH OTH 3 13,254 0 0
PHARMACIA CORP COM 71713U102 9,605.93 159,600 SH SOLE 2 0 159,600
PHARMACIA CORP COM 71713U102 5,059.00 84,054 SH SOLE 2 84,054 0
PHARMACIA CORP COM 71713U102 1,524.40 25,327 SH SHD 1 25,327 0 0
PHARMACOPEIA INC COM 71713B104 1,175.50 46,100 SH SOLE 3 41,400 0 4,300
PHARMACYCLICS INC COM 716933106 374.62 7,549 SH SOLE 2 0 7,549
PHARMACYCLICS INC. COM 716933106 545.90 11,000 SH SOLE 3 8,500 0 2,500
PHARMCHEM INC COM 717133102 64.21 18,347 SH SOLE 2 0 18,347
PHELPS DODGE CORP COM 717265102 1,887.10 45,200 SH SOLE 3 45,200 0 0
PHELPS DODGE CORP COM 717265102 8.30 200 SH OTH 3 200 0 0
PHILIP MORRIS CO INC (HLDG CO) COM 718154107 223,816.90 7,603,121 SH SOLE 3 7,236,801 0 358,660
PHILIP MORRIS CO INC (HLDG CO) COM 718154107 35,522.00 1,206,411 SH OTH 3 182,574 0 44,000
PHILIP MORRIS CO INC (HLDG CO) COM 718154107 32,011.28 1,087,432 SH SOLE 2 0 1,087,432
PHILIP MORRIS CO INC (HLDG CO) COM 718154107 10,716.10 364,029 SH SOLE 2 364,029 0
PHILIP MORRIS CO INC (HLDG CO) CLL 718154107 1,194.38 210,000 SH CLL SOLE 2 210,000 0
PHILIP MORRIS CO INC (HLDG CO) COM 718154107 2,190.20 74,400 SH SHD 1 74,400 0 0
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PHILIP MORRIS CO INC (HLDG CO) CLL 718154107 104.38 10,000 SH CLL SOLE 2 0 10,000
PHILIP MORRIS CO INC (HLDG CO) CLL 718154107 3.75 10,000 SH CLL SOLE 2 0 10,000
PHILIP MORRIS CO INC (HLDG CO) COM 718154107 2,156.30 73,250 SH SOLE 4 73,250 0
PHILIP SVCS CORP DEL COM 718193105 205.08 45,574 SH SOLE 2 0 45,574
PHILIPPINE LONG DIST-SP ADR COM 718252604 1,670.90 97,570 SH OTH 3 0 0 0
PHILIPPINE LONG DIST-SP ADR COM 718252604 208.90 12,200 SH SOLE 3 12,200 0 0
PHILLIPS PETROLEUM CO. COM 718507106 37,424.10 596,400 SH SOLE 3 564,600 0 28,700
PHILLIPS PETROLEUM CO. COM 718507106 6,023.20 95,987 SH OTH 3 4,100 0 0
PHILLIPS PETROLEUM CO. COM 718507106 622.73 9,924 SH SOLE 2 0 9,924
PHILLIPS PETROLEUM CO. COM 718507106 392.19 6,250 SH SOLE 2 6,250 0
PHILLIPS PETROLEUM CO. COM 718507106 376.50 6,000 SH SHD 1 6,000 0 0
PHILLIPS-VAN HEUSEN CORP COM 718592108 471.30 45,700 SH SOLE 3 40,100 0 5,600
PHILLIPS-VAN HEUSEN CORP COM 718592108 107.51 10,425 SH SOLE 2 0 10,425
PHOENIX TECHNOLOGY LTD COM 719153108 380.90 23,900 SH SOLE 3 23,900 0 0
PHONE.COM COM 71920Q100 17,271.60 152,005 SH SOLE 3 151,305 0 300
PHONE.COM INC. COM 71920Q100 30,723.18 270,391 SH SOLE 2 270,391 0
PHONE.COM INC. COM 71920Q100 9,189.54 80,876 SH SOLE 2 0 80,876
PHOTOGEN TECHNOLOGIES INC COM 71932A101 957.31 225,250 SH SOLE 2 0 225,250
PHOTOGEN TECHNOLOGIES INC COM 71932A101 136.00 32,000 SH SOLE 2 32,000 0
PHOTON DYNAMICS INC COM 719364101 1,457.20 38,600 SH SOLE 3 35,600 0 2,600
PHOTRONICS INC COM 719405102 85.10 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 0
PIEDMONT NATURAL GAS CO INC COM 720186105 159.20 5,200 SH SOLE 3 5,200 0 0
PIER 1 IMPORTS INC (DELAWARE) COM 720279108 1,790.20 132,000 SH SOLE 3 114,600 0 15,700
PILGRIMS PRIDE CORP-CLASS B COM 721467108 498.40 72,500 SH SOLE 3 65,200 0 7,300
PINNACLE ENTERTAINMENT INC COM 723456109 15,412.00 708,600 SH SOLE 3 530,900 0 177,000
PINNACLE HOLDINGS INC COM 72346N101 14,068.60 528,400 SH SOLE 3 438,600 0 89,800
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PINNACLE WEST CAPITAL CORP COM 723484101 4,431.20 87,100 SH OTH 3 100 0 87,000
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PIONEER NATURAL RES COM 723787107 1,896.90 133,700 SH SOLE 3 122,900 0 9,700
PIONEER STAND. ELECTRNCS COM 723877106 1,409.10 103,900 SH SOLE 3 97,400 0 6,500
PITNEY-BOWES INC COM 724479100 2,974.40 75,420 SH SOLE 3 74,420 0 1,000
PITNEY-BOWES INC COM 724479100 725.73 18,402 SH SOLE 2 0 18,402
PITNEY-BOWES INC COM 724479100 410.10 10,400 SH OTH 3 100 0 10,300
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PIXAR INC COM 725811103 433.70 13,500 SH OTH 3 0 0 13,500
PLACER DOME INC COM 725906101 246.70 26,141 SH OTH 3 1,000 0 0
PLAINS ALL AMERICAN PIPELINE COM 726503105 19,365.41 999,505 SH SOLE 2 999,505 0
PLAINS ALL AMERICAN PIPELINE COM 726503105 7,261.27 374,775 SH SOLE 2 0 374,775
PLAINS RESOURCES INC (NEW) COM 726540503 141.60 7,500 SH SOLE 3 0 0 7,500
PLANET HOLLYWOOD WTS COM 72702Q110 27.80 2,709 SH SOLE 3 2,709 0 0
PLANTRONICS INC COM 727493108 1,292.00 34,000 SH SOLE 3 27,100 0 6,300
PLAYBOY ENTERPRISES INC CL-B COM 728117300 174.80 11,700 SH SOLE 3 11,700 0 0
PLAYTEX PRODUCTS, INC. COM 72813P100 20,924.70 1,771,400 SH SOLE 3 1,767,200 0 4,200
PLEXUS CORP COM 729132100 3,304.10 46,866 SH SOLE 3 41,566 0 4,800
PLUG POWER INC. COM 72919P103 1,624.10 43,600 SH SOLE 2 0 43,600
PLUG POWER INC. COM 72919P103 3.70 100 SH SOLE 3 100 0 0
PLUG POWER INC. COM 72919P103 3.70 100 SH OTH 3 100 0 0
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PMA CAPITAL CORP. COM 693419202 426.60 23,700 SH SOLE 3 19,400 0 4,300
PMC - SIERRA INC COM 69344F106 136,959.70 636,282 SH SOLE 3 583,452 0 17,990
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PMI GROUP, INC. COM 69344M101 29,318.80 432,750 SH SOLE 3 410,150 0 22,600
PMI GROUP, INC. COM 69344M101 9,996.50 147,550 SH OTH 3 6,800 0 71,200
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POCAHONTAS BANCORP COM 730234101 84.22 11,000 SH SOLE 2 0 11,000
POGO PRODUCING CO COM 730448107 13,792.66 543,553 SH SOLE 2 0 543,553
POGO PRODUCING CO COM 730448107 2,405.47 94,797 SH SOLE 2 94,797 0
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POLARIS INDS INC COM 731068102 8,565.30 242,988 SH SOLE 3 242,988 0 0
POLAROID CORP. COM 731095105 68.50 5,100 SH SOLE 3 0 0 5,100
POLO RALPH LAUREN CORP COM 731572103 177.94 11,035 SH SOLE 2 0 11,035
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POLYCOM INC COM 73172K104 979.10 14,620 SH SOLE 3 5,820 0 8,800
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POLYMEDICA INDS INC COM 731738100 2,533.90 59,100 SH SOLE 3 56,300 0 2,400
POLYONE CORP COM 73179P106 168.90 23,100 SH SOLE 3 10,600 0 8,900
POLYONE CORP COM 73179P106 102.38 14,000 SH SOLE 2 14,000 0
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POPE & TALBOT CO COM 732827100 415.10 29,000 SH SOLE 3 29,000 0 0
POPULAR INC COM 733174106 18.90 700 SH SOLE 3 700 0 0
PORTAL SOFTWARE COM 736126103 16,848.90 421,222 SH SOLE 3 417,722 0 1,700
PORTAL SOFTWARE COM 736126103 116.00 2,900 SH OTH 3 2,900 0 0
PORTAL SOFTWARE, INC. COM 736126103 3,817.44 95,436 SH SOLE 2 0 95,436
PORTAL SOFTWARE, INC. COM 736126103 840.00 21,000 SH SOLE 2 21,000 0
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POTOMAC ELEC.POWER CO. COM 737679100 25.20 1,000 SH SOLE 3 1,000 0 0
POWER-ONE INC COM 739308104 29,713.20 491,000 SH SOLE 3 487,600 0 1,400
POWER-ONE INC COM 739308104 2,287.50 37,800 SH OTH 3 0 0 7,200
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POWERWAVE TECHNOLOGIES INC COM 739363109 11,793.10 310,600 SH SOLE 3 298,700 0 11,200
POWERWAVE TECHNOLOGIES INC COM 739363109 2,767.90 72,900 SH OTH 3 0 0 41,000
PPG INDUSTRIES INC. COM 693506107 12,731.80 320,800 SH SOLE 3 313,200 0 7,600
PPG INDUSTRIES INC. COM 693506107 1,808.50 45,568 SH OTH 3 5,900 0 0
PPG INDUSTRIES INC. COM 693506107 127.00 3,200 SH SHD 1 3,200 0 0
PPL CORP COM 69351T106 1,753.50 42,000 SH SOLE 3 39,400 0 2,600
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PRE PAID LEGAL SVCS INC COM 740065107 300.50 9,300 SH SOLE 3 9,300 0 0
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PRECISION CASTPARTS CORP. COM 740189105 6,654.20 173,400 SH OTH 3 2,200 0 98,200
PRECISION OPTICS INC MASS COM 740294103 82.69 10,500 SH SOLE 2 0 10,500
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PRICELINE.COM COM 741503106 1,527.10 128,600 SH SOLE 3 127,700 0 300
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PRIMEDIA INC COM 74157K101 933.38 57,000 SH SOLE 2 0 57,000
PRIMEDIA INC COM 74157K101 188.30 11,500 SH SOLE 3 11,500 0 0
PRIMEX TECHNOLOGIES INC. COM 741597108 560.90 19,300 SH SOLE 3 16,900 0 2,400
PRIMUS KNOWLEDGE SOLUTIONS COM 74163Q100 202.90 13,700 SH SOLE 3 11,800 0 1,700
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PRIMUS TELECOMMUNICATIONS GROUP COM 741929103 280.20 29,500 SH SOLE 3 24,100 0 5,400
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PRIORITY HEALTHCARE CORP COM 74264T102 8,845.90 116,012 SH SOLE 3 113,812 0 2,200
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PROCTER & GAMBLE CO COM 742718109 110,618.00 1,651,015 SH SOLE 3 1,528,790 0 118,285
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PROCTER & GAMBLE CO COM 742718109 9,706.00 144,855 SH OTH 3 38,453 0 14,500
PROCURENET INC. COM 742804107 0.00 3,200 SH SOLE 3 3,200 0 0
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PROGRESS SOFTWARE COM 743312100 3,505.70 257,300 SH SOLE 3 248,000 0 8,400
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PROTECTIVE LIFE CORP COM 743674103 439.20 14,700 SH OTH 3 0 0 14,700
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PROVINCE HEALTHCARE CO. COM 743977100 1,246.00 31,200 SH SOLE 3 24,000 0 7,200
PROXICOM INC COM 744282104 11,486.51 589,052 SH SOLE 2 0 589,052
PROXICOM INC. COM 744282104 2,167.40 111,150 SH SOLE 3 110,950 0 0
PROXIM INC COM 744284100 663.90 14,920 SH SOLE 3 11,020 0 3,600
PS BUSINESS PARKS INC/CA COM 69360J107 787.50 28,900 SH SOLE 3 22,400 0 5,200
PSINET INC COM 74437C101 1,440.90 149,700 SH SOLE 3 147,200 0 1,000
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PSS WORLD MEDICAL INC COM 69366A100 158.41 43,700 SH SOLE 2 0 43,700
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PTEK HLDGS INC COM 69366M104 150.36 48,600 SH SOLE 2 0 48,600
PTEK HLDGS INC COM 69366M104 61.88 20,000 SH SOLE 2 20,000 0
PUBLIC SERV.CO.NEW MEX. COM 744499104 27,497.40 1,062,700 SH SOLE 3 1,009,300 0 53,400
PUBLIC SERV.CO.NEW MEX. COM 744499104 952.20 36,800 SH OTH 3 0 0 36,800
PUBLIC STORAGE INC COM 74460D109 10,703.70 447,150 SH SOLE 3 398,450 0 48,700
PUBLIC STORAGE INC COM 74460D109 325.60 13,600 SH OTH 3 0 0 0
PUBLICIS S A NEW COM 74463M106 2,688.51 89,617 SH SOLE 2 0 89,617
PUBLIC-SVC ENTERPRISE GROUP COM 744573106 44,245.10 990,100 SH SOLE 3 982,700 0 7,400
PUBLIC-SVC ENTERPRISE GROUP COM 744573106 10,242.70 229,208 SH OTH 3 13,800 0 0
PUBLIC-SVC ENTERPRISE GROUP COM 744573106 665.80 14,900 SH SHD 1 14,900 0 0
PUGET SOUND PWR.& LT.CO. COM 745332106 850.10 33,500 SH SOLE 3 33,500 0 0
PUGET SOUND PWR.& LT.CO. COM 745332106 439.00 17,300 SH OTH 3 0 0 17,300
PULITZER INC COM 745769109 17,771.90 413,780 SH SOLE 3 407,180 0 6,000
PULITZER INC COM 745769109 429.50 10,000 SH OTH 3 0 0 10,000
PULITZER INC COM 745769109 214.75 5,000 SH SOLE 2 0 5,000
PULTE CORP COM 745867101 1,562.90 47,361 SH OTH 3 1,700 0 0
PULTE CORP COM 745867101 1,521.30 46,100 SH SOLE 3 38,000 0 8,100
PUMA TECHNOLOGY INC COM 745887109 1,074.50 52,900 SH SOLE 3 46,900 0 5,500
PURCHASEPRO.COM INC COM 746144104 28,119.56 319,995 SH SOLE 2 0 319,995
PURCHASEPRO.COM INC COM 746144104 1,265.40 14,400 SH SOLE 3 13,200 0 1,100
PURE RES INC COM 74622E102 546.02 25,771 SH SOLE 2 0 25,771
PXRE GROUP LIMITED COM G73018106 4,821.10 306,100 SH SOLE 3 306,100 0 0
QIAGEN N.V. COM N72482107 3,085.93 65,484 SH SOLE 2 65,484 0
QIAGEN N.V. COM N72482107 895.38 19,000 SH SOLE 2 0 19,000
QIAGEN N.V. (EUR) RESTRICTED STOCK COM 748991114 7,295.94 154,600 SH SOLE 4 154,600 0
QLOGIC CORP COM 747277101 15,758.70 179,076 SH SOLE 3 164,076 0 13,500
QLOGIC CORP COM 747277101 3,608.00 41,000 SH OTH 3 0 0 41,000
QLOGIC CORP COM 747277101 981.64 11,155 SH SOLE 2 0 11,155
QRS CORP COM 74726X105 43.70 2,900 SH SOLE 3 0 0 2,900
QUAKER OATS CO. COM 747402105 46,667.90 589,800 SH SOLE 3 543,600 0 43,700
QUAKER OATS CO. COM 747402105 4,842.40 61,199 SH OTH 3 2,950 0 0
QUAKER OATS CO. COM 747402105 585.05 7,394 SH SOLE 2 0 7,394
QUAKER OATS CO. COM 747402105 419.40 5,300 SH SHD 1 5,300 0 0
QUALCOMM INC COM 747525103 214,905.70 3,016,221 SH SOLE 3 2,507,786 0 411,505
QUALCOMM INC COM 747525103 24,048.02 337,516 SH SOLE 2 0 337,516
QUALCOMM INC COM 747525103 6,880.68 96,571 SH SOLE 2 96,571 0
QUALCOMM INC COM 747525103 6,093.70 85,396 SH OTH 3 26,565 0 10,980
QUALCOMM INC COM 747525103 178.10 2,500 SH SHD 1 2,500 0 0
QUANEX CORP COM 747620102 2,083.50 109,300 SH SOLE 3 104,500 0 4,800
QUANTA SERVICES INC COM 74762E102 13,042.54 474,274 SH SOLE 2 0 474,274
QUANTA SERVICES INC COM 74762E102 6,537.36 237,722 SH SOLE 2 237,722 0
QUANTA SVCS INC COM 74762E102 7,119.80 258,900 SH SOLE 3 229,800 0 29,100
QUANTA SVCS INC COM 74762E102 2,322.00 84,438 SH OTH 3 1,700 0 26,700
QUANTUM CO DLT & STORAGE COM 747906204 662.80 44,000 SH SOLE 3 24,900 0 19,100
QUANTUM CORP - HARD DISK DRIVE COM 747906303 862.60 86,800 SH SOLE 3 69,600 0 16,100
QUANTUM CORP SUB CNV CNV 747906AC9 240.38 300,000 SH SOLE 2 0 300,000
QUEBECOR WORLD INC. COM 748203106 45.40 2,000 SH SOLE 3 2,000 0 0
QUENTRA NETWORKS INC COM 748337102 170.31 50,000 SH SOLE 2 0 50,000
QUEST DIAGNOSTICS, INC. COM 74834L100 33,346.30 290,600 SH SOLE 3 268,400 0 19,100
QUEST DIAGNOSTICS, INC. COM 74834L100 7,229.20 63,000 SH OTH 3 900 0 39,700
QUEST SOFTWARE, INC COM 74834T103 1,354.00 21,800 SH SOLE 3 19,200 0 1,200
QUICKLOGIC CORP (CALIF) COM 74837P108 295.14 17,887 SH SOLE 2 0 17,887
QUINTEL COMMUNICATIONS INC COM 748762101 72.75 12,000 SH SOLE 2 0 12,000
QUINTILES TRANSNATIONAL CORP COM 748767100 4,063.10 254,939 SH SOLE 3 254,939 0 0
QUINTILES TRANSNATIONAL CORP COM 748767100 294.84 18,500 SH SOLE 2 0 18,500
QUINTILES TRANSNATIONAL CORP COM 748767100 159.38 10,000 SH SOLE 2 10,000 0
QUINTUS CORP COM 748798105 181.50 21,200 SH SOLE 3 18,600 0 2,300
QUINTUS CORP COM 748798105 126.29 14,749 SH SOLE 2 14,749 0
QUOKKASPORTS COM 749077103 45.60 11,500 SH SOLE 3 9,100 0 2,100
QUORUM HEALTH GROUP, INC. COM 749084109 22,276.20 1,713,550 SH SOLE 3 1,387,350 0 326,200
QUORUM HEALTH GROUP, INC. COM 749084109 3,584.09 275,699 SH SOLE 2 0 275,699
QUORUM HEALTH GROUP, INC. COM 749084109 168.52 12,963 SH SOLE 2 12,963 0
QWEST COMMUNICATIONS INTL COM 749121109 90,795.40 1,889,052 SH SOLE 3 1,779,047 0 108,000
QWEST COMMUNICATIONS INTL COM 749121109 24,847.80 516,366 SH OTH 3 37,677 0 0
QWEST COMMUNICATIONS INT'L INC COM 749121109 10,357.13 215,493 SH SOLE 2 0 215,493
QWEST COMMUNICATIONS INT'L INC COM 749121109 3,456.32 71,913 SH SOLE 2 71,913 0
QWEST COMMUNICATIONS INT'L INC CLL 749121109 108.13 10,000 SH CLL SOLE 2 10,000 0
R R DONNELLEY & SONS CO COM 257867101 12,493.70 508,648 SH SOLE 3 506,648 0 2,000
R.H. DONNELLY CORP. COM 74955W307 314.80 14,900 SH OTH 3 0 0 14,900
R.H. DONNELLY CORP. COM 74955W307 2.10 100 SH SOLE 3 100 0 0
R.J.REYNOLDS TOBACCO HOLDINGS COM 76182K105 896.52 27,799 SH SOLE 2 0 27,799
RADIAN GROUP COM 750236101 15,801.80 234,100 SH SOLE 3 234,100 0 0
RADIAN GROUP INC COM 750236101 13,034.25 193,100 SH SOLE 2 193,100 0
RADIAN GROUP INC COM 750236101 3,368.25 49,900 SH SOLE 2 0 49,900
RADIANT SYSTEMS INC COM 75025N102 1,113.60 52,100 SH SOLE 3 47,000 0 4,500
RADIO ONE INC COM 75040P405 84.75 12,000 SH SOLE 2 12,000 0
RADIO ONE INC. COM 75040P108 187.00 22,500 SH SOLE 3 22,500 0 0
RADIO UNICA COMMUNICATIONS CP COM 75040Q106 290.63 75,000 SH SOLE 2 0 75,000
RADIOSHACK CORP COM 750438103 62,584.40 968,424 SH SOLE 3 761,039 0 204,755
RADIOSHACK CORP COM 750438103 3,862.50 59,744 SH OTH 3 18,800 0 12,900
RADIOSHACK CORP COM 750438103 2,913.75 45,087 SH SOLE 2 0 45,087
RADIOSHACK CORP COM 750438103 258.50 4,000 SH SOLE 2 4,000 0
RADISYS CORP COM 750459109 1,752.00 34,650 SH SOLE 3 31,650 0 2,700
RAINBOW TECHNOLOGIES INC COM 750862104 1,376.10 38,900 SH SOLE 3 35,600 0 2,800
RAINBOW TECHNOLOGIES INC COM 750862104 261.78 7,400 SH SOLE 2 0 7,400
RALSTON-RALSTON PURINA GROUP COM 751277302 52,856.80 2,231,420 SH SOLE 3 2,035,920 0 184,000
RALSTON-RALSTON PURINA GROUP COM 751277302 8,320.20 351,248 SH OTH 3 23,500 0 30,000
RALSTON-RALSTON PURINA GROUP COM 751277302 1,492.31 63,000 SH SOLE 2 63,000 0
RALSTON-RALSTON PURINA GROUP COM 751277302 139.80 5,900 SH SHD 1 5,900 0 0
RAMBUS INC COM 750917106 34,727.10 439,932 SH SOLE 3 439,932 0 0
RAMBUS INC COM 750917106 663.08 8,400 SH SOLE 2 0 8,400
RAMP NETWORKS INC COM 751567108 7.80 2,200 SH SOLE 3 0 0 2,200
RANKIN AUTOMOTIVE GROUP INC COM 753050103 8.94 11,000 SH SOLE 2 0 11,000
RARE HOSPITALITY INTL INC COM 753820109 11,910.20 584,550 SH SOLE 3 571,800 0 12,150
RARE MEDIUM GROUP INC COM 75382N109 300.50 40,400 SH SOLE 3 36,300 0 3,700
RARE MEDIUM GROUP INC COM 75382N109 133.88 18,000 SH SOLE 2 0 18,000
RATIONAL SOFTWARE CORP COM 75409P202 19,740.93 284,554 SH SOLE 2 0 284,554
RATIONAL SOFTWARE CORP COM 75409P202 13,791.75 198,800 SH SOLE 2 198,800 0
RATIONAL SOFTWARE CORP (NEW) COM 75409P202 55,417.60 798,812 SH SOLE 3 748,812 0 44,400
RATIONAL SOFTWARE CORP (NEW) COM 75409P202 10,038.60 144,700 SH OTH 3 1,000 0 106,300
RAWLINGS SPORTING GOODS CO COM 754459105 290.63 50,000 SH SOLE 2 50,000 0
RAYMOND JAMES FINANCIAL INC COM 754730109 2,216.70 67,300 SH SOLE 3 56,200 0 11,100
RAYONIER INC COM 754907103 1,009.80 28,100 SH SOLE 3 13,000 0 15,100
RAYONIER INC COM 754907103 657.70 18,300 SH OTH 3 0 0 18,300
RAYTHEON CO CL-B (NEW) COM 755111408 736.53 25,900 SH SOLE 2 25,900 0
RAYTHEON CO. CL B COM 755111408 1,541.00 54,188 SH OTH 3 200 0 0
RAYTHEON CO. CL B COM 755111408 563.10 19,800 SH SOLE 3 18,200 0 1,600
RAZORFISH INC COM 755236106 1,580.20 153,000 SH SOLE 2 0 153,000
RAZORFISH INC COM 755236106 267.50 25,900 SH SOLE 3 24,000 0 1,700
RCM TECHNOLOGIES INC COM 749360400 2,441.20 610,300 SH SOLE 3 500,700 0 109,600
RCN CORP COM 749361101 394.20 19,000 SH SOLE 3 18,800 0 200
RCN CORP COM 749361101 4.20 200 SH OTH 3 200 0 0
READ RITE CORP COM 755246105 130.17 11,571 SH SOLE 2 0 11,571
READER'S DIGEST ASSOC., INC. COM 755267101 4,555.31 129,000 SH SOLE 2 129,000 0
READER'S DIGEST ASSOC., INC. COM 755267101 28.20 800 SH SOLE 3 100 0 700
READING ENTERTAINMENT INC COM 755358108 42.85 11,059 SH SOLE 2 0 11,059
READ-RITE CORP CNV SUB NTS CNV 755246AA3 504.50 800,000 SH SOLE 2 800,000 0
REALNETWORKS, INC. COM 75605L104 18,679.16 469,916 SH SOLE 2 0 469,916
REALNETWORKS, INC. COM 75605L104 6,324.20 159,100 SH SOLE 3 157,400 0 700
REALNETWORKS, INC. COM 75605L104 2,557.52 64,340 SH SOLE 2 64,340 0
REALNETWORKS, INC. COMMON STOCK COM 75605L104 516.75 13,000 SH SOLE 4 13,000 0
REALTY INCOME CORP COM 756109104 1,431.40 61,400 SH SOLE 3 59,700 0 0
RECKSON ASSOC REALTY CORP COM 75621K304 2,427.59 93,820 SH SOLE 2 0 93,820
RECKSON ASSOC REALTY CORP COM 75621K304 865.78 33,460 SH SOLE 2 33,460 0
RECKSON ASSOCIATES REALTY CP COM 75621K106 1,976.20 77,500 SH SOLE 3 67,100 0 10,400
RECKSON ASSOCIATES REALTY CP COM 75621K106 675.75 26,500 SH SOLE 2 26,500 0
RECKSON ASSOCIATES REALTY CP COM 75621K106 503.12 19,730 SH SOLE 2 0 19,730
RED HAT INC COM 756577102 1,423.00 83,400 SH SOLE 3 82,400 0 400
RED HAT, INC. COM 756577102 8,766.15 513,767 SH SOLE 2 0 513,767
RED HAT, INC. COM 756577102 1,055.83 61,880 SH SOLE 2 61,880 0
REDBACK NETWORK COM 757209101 54,267.60 330,900 SH SOLE 3 308,700 0 1,300
REDBACK NETWORKS COM 757209101 26,105.19 159,178 SH SOLE 2 0 159,178
REDBACK NETWORKS COM 757209101 14,944.50 91,125 SH SOLE 2 91,125 0
REDBACK NETWORKS INC CNV 757209AB7 1,817.41 1,641,000 SH SOLE 2 1,641,000 0
REDIFF.COM INDIA LIMITED COM 757479100 414.47 56,680 SH SOLE 2 56,680 0
REEBOK INTERNATIONAL LTD COM 758110100 2,050.60 109,000 SH SOLE 3 101,300 0 7,000
REGENCY REALTY CORP COM 758939102 848.70 37,000 SH SOLE 3 37,000 0 0
REGENERON PHARMACEUTICAL INC COM 75886F107 124.00 3,800 SH SOLE 3 800 0 3,000
REGIONS FINANCIAL CORP COM 758940100 6,856.34 302,208 SH SOLE 2 0 302,208
REGIONS FINANCIAL CORP COM 758940100 1,030.00 45,400 SH SOLE 3 45,400 0 0
REGIONS FINANCIAL CORP COM 758940100 568.19 25,044 SH SOLE 2 25,044 0
REGIONS FINANCIAL CORP COM 758940100 4.50 200 SH OTH 3 200 0 0
REGISTER.COM INC COM 75914G101 5.70 600 SH SOLE 3 0 0 600
REHABCARE GROUP INC COM 759148109 25.50 600 SH SOLE 3 200 0 0
RELIANCE GROUP HOLDINGS INC COM 759464100 9.21 45,364 SH SOLE 2 0 45,364
RELIANCE INDUSTRIES - SPONS GDR COM 759470107 1,606.20 102,800 SH OTH 3 0 0 0
RELIANCE INDUSTRIES - SPONS GDR COM 759470107 343.80 22,000 SH SOLE 3 22,000 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 864.60 41,050 SH SOLE 3 35,500 0 3,950
RELIANT ENERGY INC COM 75952J108 1,306.65 28,100 SH SOLE 2 0 28,100
RELIANT ENERGY INC. COM 75952J108 9,048.90 194,600 SH SOLE 3 177,700 0 16,900
RELIANT ENERGY INC. COM 75952J108 9,044.10 194,497 SH OTH 3 400 0 16,100
RELIANT ENERGY INC. COM 75952J108 218.60 4,700 SH SHD 1 4,700 0 0
REMEC INC COM 759543101 2,093.00 71,100 SH SOLE 3 64,350 0 6,150
REMEC INC COM 759543101 547.92 18,613 SH SOLE 2 18,613 0
REMEDY CORP COM 759548100 3,001.13 159,000 SH SOLE 2 0 159,000
REMEDY CORP COM 759548100 336.00 17,800 SH SOLE 3 13,600 0 4,200
RENAISSANCE WORLDWIDE INC COM 75968A109 355.84 227,739 SH SOLE 2 0 227,739
RENAISSANCERE HOLDINGS LT COM G7496G103 6,854.10 107,200 SH SOLE 3 89,500 0 16,100
RENAISSANCERE HOLDINGS LT COM G7496G103 19.20 300 SH OTH 3 300 0 0
RENAL CARE GROUP INC COM 759930100 19,258.20 1,034,000 SH SOLE 3 823,859 0 209,541
RENT-A-CENTER INC. COM 76009N100 4,949.90 142,700 SH SOLE 3 130,500 0 11,500
RENT-WAY INC COM 76009U104 2,205.20 72,600 SH SOLE 3 66,700 0 5,200
REPSOL YPF SA - ADR COM 76026T205 4,121.23 225,050 SH SOLE 2 225,050 0
REPSOL YPF SA - ADR COM 76026T205 1,923.00 105,010 SH SOLE 2 0 105,010
REPUBLIC BANCORP COM 760282103 63.70 6,710 SH SOLE 3 0 0 6,710
REPUBLIC FIRST BANCORP INC COM 760416107 53.22 13,305 SH SOLE 2 0 13,305
REPUBLIC SECURITY FINANCIAL CORP COM 760758102 707.50 143,289 SH SOLE 3 129,789 0 13,500
REPUBLIC SERVICES INC COM 760759100 148.97 11,350 SH SOLE 2 0 11,350
REPUBLIC SVCS INC CL A COM 760759100 13,842.90 1,054,700 SH SOLE 3 1,023,200 0 31,500
REPUBLIC SVCS INC CL A COM 760759100 1,011.90 77,100 SH OTH 3 0 0 0
RES-CARE INC. COM 760943100 7,188.70 1,575,600 SH SOLE 3 1,216,400 0 359,200
RESEARCH IN MOTION COM 760975102 300.62 3,050 SH SOLE 2 0 3,050
RESMED INC COM 761152107 696.90 22,300 SH SOLE 3 18,100 0 4,200
RESONATE INC COM 76115Q104 9,954.00 252,000 SH SOLE 3 252,000 0 0
RESONATE INC COM 76115Q104 549.00 13,900 SH OTH 3 13,900 0 0
RESONATE INC COM 76115Q104 468.08 11,850 SH SOLE 2 0 11,850
RESORTQUEST INTL INC COM 761183102 180.25 28,000 SH SOLE 2 28,000 0
RESOURCE AMERICA INC COM 761195205 482.80 56,800 SH SOLE 3 56,800 0 0
RESOURCE AMERICA INC CL-A COM 761195205 1,733.06 203,889 SH SOLE 2 0 203,889
RESOURCE BANCSHS MTG GROUP COM 761197102 441.40 77,600 SH SOLE 3 77,600 0 0
RESPIRONICS INC COM 761230101 889.40 53,300 SH SOLE 3 37,600 0 14,300
RESTORATION HARDWARE INC COM 760981100 593.99 169,711 SH SOLE 2 0 169,711
RETEK INC COM 76128Q109 1,107.70 20,900 SH OTH 3 0 0 20,900
RETEK INC COM 76128Q109 837.40 15,800 SH SOLE 3 14,900 0 900
REUTERS GROUP PLC SPONS ADR COM 76132M102 28,318.39 251,999 SH SOLE 2 0 251,999
REUTERS GROUP PLC SPONS ADR COM 76132M102 668.07 5,945 SH SOLE 2 5,945 0
REVLON COM 761525500 752.34 112,500 SH SOLE 2 0 112,500
REYNOLDS & REYNOLDS CO CL A COM 761695105 8,900.00 447,800 SH SOLE 3 432,900 0 14,900
REYNOLDS & REYNOLDS CO CL A COM 761695105 858.60 43,200 SH OTH 3 0 0 43,200
RF MICRO DEVICES INC COM 749941100 7,251.20 226,600 SH SOLE 3 223,600 0 1,200
RF MICRO DEVICES INC COM 749941100 3,363.20 105,100 SH SOLE 2 105,100 0
RF MICRO DEVICES INC COM 749941100 457.60 14,300 SH SOLE 2 0 14,300
RGC RES INC COM 74955L103 314.68 16,400 SH SOLE 2 0 16,400
RGS ENERGY GROUP COM 74956K104 4,400.10 156,100 SH SOLE 3 135,900 0 20,200
RHYTHMS NETCONNECTIONS COM 762430205 439.60 59,600 SH SOLE 3 51,400 0 7,500
RHYTHMS NETCONNECTIONS INC COM 762430205 320.52 43,461 SH SOLE 2 0 43,461
RHYTHMS NETCONNECTIONS INC COM 762430205 73.75 10,000 SH SOLE 2 10,000 0
RICHMOND COUNTY FINANCIAL CORP COM 764556106 2,996.80 123,900 SH SOLE 3 114,100 0 8,200
RIGGS NATL CORP WASH D C COM 766570105 50.20 4,100 SH SOLE 3 4,100 0 0
RIGHTCHOICE MANAGED CARE-A COM 76657K101 378.30 15,600 SH SOLE 3 600 0 15,000
RITE AID CORP COM 767754104 452.42 113,106 SH SOLE 2 0 113,106
RITE AID CORP CLL 767754104 1.88 20,000 SH CLL SOLE 2 0 20,000
RITE AID CORP COM 767754104 44.00 11,000 SH SOLE 2 11,000 0
RIVIANA FOODS, INC. COM 769536103 9,845.60 590,000 SH SOLE 3 590,000 0 0
RIVIANA FOODS, INC. COM 769536103 267.00 16,000 SH SOLE 2 16,000 0
RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 33,531.40 1,039,732 SH SOLE 3 1,036,932 0 2,800
RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 4,531.10 140,500 SH OTH 3 2,800 0 13,500
RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 216.10 6,700 SH SHD 1 6,700 0 0
RLI CORP COM 749607107 582.30 15,100 SH SOLE 3 12,700 0 2,400
ROADWAY EXPRESS INC COM 769742107 477.10 26,600 SH SOLE 3 20,400 0 5,100
ROANOKE ELEC STL CORP COM 769841107 159.98 16,200 SH SOLE 2 16,200 0
ROBBINS MYERS INC. COM 770196103 722.90 30,600 SH SOLE 3 28,300 0 2,300
ROBERT HALF INTL INC COM 770323103 48,652.00 1,402,580 SH SOLE 3 1,289,680 0 102,700
ROBERT HALF INTL INC COM 770323103 12,650.50 364,700 SH OTH 3 29,600 0 136,800
ROBERT HALF INTL INC COM 770323103 298.30 8,600 SH SHD 1 8,600 0 0
ROBERT MONDAVI CL A COM 609200100 226.86 5,550 SH SOLE 2 0 5,550
ROBERT MONDAVI CLASS A COM 609200100 2,297.20 56,200 SH SOLE 3 52,700 0 3,500
ROBOTIC VISION SYS INC COM 771074101 407.70 68,300 SH SOLE 3 59,900 0 7,400
ROBOTIC VISION SYS INC COM 771074101 94.31 15,800 SH SOLE 2 0 15,800
ROCK-TENN CO. CL. A COM 772739207 85.50 8,600 SH SOLE 3 4,900 0 3,700
ROCKWELL INTERNATIONAL CORP COM 773903109 1,190.04 39,340 SH SOLE 2 39,340 0
ROCKWELL INTERNATIONAL CORP COM 773903109 900.30 29,762 SH SOLE 2 0 29,762
ROCKWELL INTERNATIONAL CORP NEW COM 773903109 17,450.80 576,886 SH SOLE 3 556,286 0 18,800
ROCKWELL INTERNATIONAL CORP NEW COM 773903109 1,788.80 59,134 SH OTH 3 7,700 0 0
ROCKWELL INTERNATIONAL CORP NEW COM 773903109 184.50 6,100 SH SHD 1 6,100 0 0
ROGERS CORPORATIOM COM 775133101 335.20 10,600 SH SOLE 3 5,900 0 4,100
ROGUE WAVE SOFTWARE COM 775369101 738.61 137,415 SH SOLE 2 0 137,415
ROHM AND HAAS CO COM 775371107 4,619.60 158,954 SH SOLE 3 154,354 0 4,600
ROHM AND HAAS CO COM 775371107 1,392.00 47,898 SH OTH 3 200 0 0
ROHM AND HAAS CO COM 775371107 226.70 7,800 SH SHD 1 7,800 0 0
ROLLINS INC. COM 775711104 139.20 9,400 SH SOLE 3 9,400 0 0
ROLLINS TRUCK LEASING CORP. COM 775741101 409.40 64,850 SH SOLE 3 60,650 0 4,200
ROPER INDS INC (NEW) COM 776696106 8,453.32 254,714 SH SOLE 2 0 254,714
ROPER INDS INC (NEW) COM 776696106 6.60 200 SH SOLE 3 200 0 0
ROSS STORES,INC COM 778296103 12,786.60 889,500 SH SOLE 3 873,700 0 15,800
ROSTELECOM - SPONSORED ADR COM 778529107 1,694.60 192,300 SH OTH 3 0 0 0
ROUSE CO COM 779273101 1,133.11 45,438 SH SOLE 2 45,438 0
ROUSE CO COM 779273101 211.07 8,464 SH SOLE 2 0 8,464
ROUSE CO COM 779273101 159.60 6,400 SH SOLE 3 6,400 0 0
ROWAN COS INC COM 779382100 455.30 15,700 SH OTH 3 0 0 15,700
ROWAN COS INC COM 779382100 362.50 12,500 SH SOLE 3 12,500 0 0
ROYAL BANK OF CANADA COM 780087102 241.51 4,059 SH SOLE 2 0 4,059
ROYAL BANK OF SCOTLAND 7.25% PRF 780097879 943.36 43,750 SH SOLE 2 0 43,750
ROYAL BANK OF SCOTLAND 7.25% PRF 780097879 625.31 29,000 SH SOLE 2 29,000 0
ROYAL BANK OF SCOTLAND 7.40% PRF 780097887 506.00 23,000 SH SOLE 2 23,000 0
ROYAL BK OF SCOTLAND GP PLC PRF 780097408 389.44 15,500 SH SOLE 2 15,500 0
ROYAL BK OF SCOTLAND GROUP PLC PRF 780097606 585.34 24,200 SH SOLE 2 24,200 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 1,010.30 39,250 SH SOLE 2 0 39,250
ROYAL DUTCH PETROL CO. COM 780257804 150,573.20 2,512,170 SH SOLE 3 2,448,770 0 60,500
ROYAL DUTCH PETROL CO. COM 780257804 47,039.30 784,806 SH OTH 3 37,000 0 0
ROYAL DUTCH PETROL CO. COM 780257804 2,235.70 37,300 SH SHD 1 37,300 0 0
ROYAL DUTCH PETROLEUM CO COM 780257804 14,329.68 239,077 SH SOLE 2 239,077 0
ROYAL DUTCH PETROLEUM CO COM 780257804 12,577.46 209,843 SH SOLE 2 0 209,843
RPM INC (OHIO) COM 749685103 0.90 100 SH SOLE 3 100 0 0
RSA SECURITY INC COM 749719100 3,281.80 76,100 SH SOLE 3 74,900 0 500
RSA SECURITY INC COM 749719100 431.25 10,000 SH SOLE 2 10,000 0
RSA SECURITY INC COM 749719100 327.32 7,590 SH SOLE 2 0 7,590
RSA SECURITY INC COM 749719100 8.60 200 SH OTH 3 200 0 0
RSL COMMUNICATIONS CLASS A COM G7702U102 879.60 439,781 SH SOLE 3 439,781 0 0
RSL COMMUNICATIONS, LTD. CL A COM G7702U102 260.00 130,000 SH SOLE 2 0 130,000
RTI INTERNATIONAL METALS COM 74973W107 322.00 22,300 SH SOLE 3 10,400 0 11,100
RUBY TUESDAY INC COM 781182100 902.20 80,200 SH SOLE 3 55,800 0 24,400
RUDDICK CORP COM 781258108 351.00 25,300 SH SOLE 3 10,900 0 14,400
RURAL CELLULAR CORP CL-A COM 781904107 37,880.90 556,050 SH SOLE 3 437,100 0 118,950
RURAL/METRO CORP COM 781748108 98.44 52,501 SH SOLE 2 0 52,501
RUSS BERRIE AND CO. INC COM 782233100 361.40 18,300 SH SOLE 3 18,300 0 0
RUSSELL CORP COM 782352108 2,552.70 160,800 SH SOLE 3 141,400 0 18,000
RUSSELL CORP COM 782352108 642.90 40,500 SH OTH 3 0 0 40,500
RWD TECHNOLOGIES, INC. COM 74975B101 85.00 10,000 SH SOLE 2 0 10,000
RYAN FAMILY STEAK HOUSES INC COM 783519101 955.60 124,300 SH SOLE 3 119,800 0 4,500
RYDER SYSTEM INC COM 783549108 6,952.80 377,100 SH SOLE 3 360,200 0 16,100
RYDER SYSTEM INC COM 783549108 584.50 31,700 SH OTH 3 8,300 0 23,400
RYDER SYSTEM INC COM 783549108 197.30 10,700 SH SHD 1 10,700 0 0
RYERSON TULL INC (NEW) COM 78375P107 94.38 10,000 SH SOLE 2 10,000 0
RYERSON TULL INC(NEW) COM 78375P107 46.50 4,930 SH SOLE 3 0 0 4,930
RYLAND GROUP INC COM 783764103 2,278.50 73,500 SH SOLE 3 70,300 0 3,200
S C I SYSTEMS INC COM 783890106 10,172.10 248,100 SH SOLE 3 228,600 0 17,800
S C I SYSTEMS INC COM 783890106 1,840.90 44,900 SH OTH 3 0 0 44,900
S1 CORP COM 78463B101 19,440.40 1,628,517 SH SOLE 3 1,326,722 0 197,255
S1 CORP COM 78463B101 5,214.90 436,850 SH SOLE 2 0 436,850
S1 CORP COM 78463B101 216.07 18,100 SH SOLE 2 18,100 0
S1 CORP COM 78463B101 104.70 8,770 SH OTH 3 7,170 0 1,100
S1 CORPORATION CMN COM 78463B101 629.11 52,700 SH SOLE 4 52,700 0
S3 INC COM 784849101 479.50 46,500 SH SOLE 3 33,300 0 13,200
SABA SOFTWARE INC COM 784932105 2,216.20 79,150 SH SOLE 2 0 79,150
SABA SOFTWARE INC COM 784932105 56.00 2,000 SH SOLE 3 1,400 0 600
SABINE RTY TRUST U.B.I. COM 785688102 1,372.78 72,730 SH SOLE 2 0 72,730
SABRE GROUP HOLDINGS COM 785905100 1,776.70 61,398 SH SOLE 2 0 61,398
SABRE HOLDINGS CORP COM 785905100 97,167.40 3,357,836 SH SOLE 3 3,051,536 0 78,740
SABRE HOLDINGS CORP COM 785905100 2,434.50 84,057 SH OTH 3 16,006 0 36,800
SABRE HOLDINGS CORP COM 785905100 61.60 2,129 SH SHD 1 2,129 0 0
SAFECO CORP COM 786429100 81.20 2,980 SH SOLE 3 2,980 0 0
SAFEGUARD SCIENTIFICS COM 786449108 726.94 36,461 SH SOLE 2 0 36,461
SAFEGUARD SCIENTIFICS COM 786449108 261.20 13,100 SH SOLE 3 13,100 0 0
SAFEWAY INC COM 786514208 178,636.37 3,826,214 SH SOLE 2 3,826,214 0
SAFEWAY INC COM 786514208 151,886.76 3,253,264 SH SOLE 2 0 3,253,264
SAFEWAY INC COM 786514208 67,924.60 1,454,877 SH SOLE 3 1,440,077 0 14,800
SAFEWAY INC COM 786514208 8,716.80 186,706 SH OTH 3 4,800 0 0
SAFEWAY INC COM 786514208 933.80 20,000 SH SHD 1 20,000 0 0
SAFEWAY INC COMMON STOCK COM 786514208 2,423.50 51,909 SH SOLE 4 51,909 0
SAGA COMMUNICATION INC. CL-A COM 786598102 19,305.30 1,170,019 SH SOLE 3 922,389 0 247,630
SAGA SYSTEMS INC. COM 786610105 142.80 13,600 SH SOLE 3 5,700 0 7,900
SAGENT COM 786693101 80.20 10,600 SH SOLE 3 9,300 0 1,300
SAKS INC. COM 79377W108 911.60 92,314 SH SOLE 3 92,314 0 0
SAKS INCORPORATED COM 79377W108 709.27 71,825 SH SOLE 2 0 71,825
SALEM COMMUNICATIONS - CL A COM 794093104 14,005.70 1,103,900 SH SOLE 3 877,900 0 226,000
SALEM COMMUNICATIONS CL-A COM 794093104 126.88 10,000 SH SOLE 2 0 10,000
SALTON INC COM 795757103 1,880.60 58,200 SH SOLE 3 54,400 0 3,300
SAN JUAN BASIN RLTY UBI COM 798241105 118.75 10,000 SH SOLE 2 0 10,000
SANDISK COM 80004C101 9,832.30 147,300 SH SOLE 3 144,100 0 1,700
SANDISK COM 80004C101 1,268.20 19,000 SH OTH 3 1,400 0 0
SANDISK COM 80004C101 113.50 1,700 SH SHD 1 1,700 0 0
SANDISK CORP COM 80004C101 12,009.33 179,915 SH SOLE 2 0 179,915
SANDISK CORP COM 80004C101 3,621.86 54,260 SH SOLE 2 54,260 0
SANDISK CORP CLL 80004C101 220.00 10,000 SH CLL SOLE 2 10,000 0
SANGAMO BIOSCIENCES INC COM 800677106 1,937.50 50,000 SH SOLE 2 0 50,000
SANMINA CORP COM 800907107 37,974.30 405,600 SH SOLE 3 393,800 0 9,900
SANMINA CORP COM 800907107 7,550.86 80,650 SH SOLE 2 80,650 0
SANMINA CORP COM 800907107 4,063.00 43,396 SH OTH 3 300 0 8,500
SANMINA CORP COM 800907107 831.39 8,880 SH SOLE 2 0 8,880
SANMINA CORP COM 800907107 215.30 2,300 SH SHD 1 2,300 0 0
SANTA CRUZ OPERATION, INC. COM 801833104 1,233.75 420,000 SH SOLE 2 0 420,000
SANTA CRUZ OPERATION, INC. COM 801833104 38.19 13,000 SH SOLE 2 13,000 0
SANTA FE INTERNATIONAL CORP COM G7805C108 7,361.40 163,360 SH SOLE 3 135,860 0 25,900
SANTA FE INTERNATIONAL CORP COM G7805C108 4,961.83 110,110 SH SOLE 2 0 110,110
SANTA FE INTERNATIONAL CORP COM G7805C108 1,778.17 39,460 SH SOLE 2 39,460 0
SANTA FE INTERNATIONAL CORP COM G7805C108 9.00 200 SH OTH 3 200 0 0
SANTA FE INTERNATIONAL CORP ORD SHS COM G7805C108 603.84 13,400 SH SOLE 4 13,400 0
SAP AKTIENGESELLSCHAFT COM 803054204 4,461.52 72,545 SH SOLE 2 0 72,545
SAP AKTIENGESELLSCHAFT COM 803054204 3,940.67 64,076 SH SOLE 2 64,076 0
SAPIENS INTL CORP N.V. COM N7716A102 58.13 15,000 SH SOLE 2 0 15,000
SAPIENT CORP COM 803062108 144,073.30 3,540,972 SH SOLE 3 3,530,972 0 8,300
SAPIENT CORP COM 803062108 2,528.00 62,132 SH OTH 3 9,600 0 0
SAPIENT CORP COM 803062108 146.50 3,600 SH SHD 1 3,600 0 0
SAPIENT CORP. COM 803062108 19,022.46 467,526 SH SOLE 2 0 467,526
SAPIENT CORP. COM 803062108 6,426.59 157,950 SH SOLE 2 157,950 0
SAPIENT CORP. COM 803062108 528.94 13,000 SH SOLE 4 13,000 0
SARA LEE CORP COM 803111103 86,471.70 4,257,068 SH SOLE 3 4,249,668 0 7,400
SARA LEE CORP COM 803111103 6,957.03 342,500 SH SOLE 2 342,500 0
SARA LEE CORP COM 803111103 1,520.19 74,840 SH SOLE 2 0 74,840
SARA LEE CORP COM 803111103 22.30 1,100 SH OTH 3 1,100 0 0
SAUER-DANFOSS INC. COM 804137107 57.20 5,200 SH SOLE 3 5,200 0 0
SAUL CENTERS INC COM 804395101 159.38 10,000 SH SOLE 2 10,000 0
SAVVIS COMMUNICATIONS CORP COM 805423100 3,281.34 364,593 SH SOLE 2 0 364,593
SAWTEK INC COM 805468105 2,441.90 63,400 SH SOLE 3 56,700 0 6,700
SAWTEK INC COM 805468105 758.80 19,700 SH OTH 3 0 0 19,700
SBA COMMUNICATIONS CORP COM 78388J106 2,507.90 59,800 SH SOLE 3 56,200 0 3,600
SBC COMMUNICATIONS INC COM 78387G103 421,520.90 8,430,418 SH SOLE 3 7,945,880 0 464,483
SBC COMMUNICATIONS INC COM 78387G103 75,906.30 1,518,156 SH OTH 3 211,733 0 30,031
SBC COMMUNICATIONS INC COM 78387G103 7,769.20 155,384 SH SOLE 2 155,384 0
SBC COMMUNICATIONS INC COM 78387G103 7,482.45 149,649 SH SOLE 2 0 149,649
SBC COMMUNICATIONS INC COM 78387G103 3,878.30 77,566 SH SHD 1 77,566 0 0
SBS BROADCASTING S,A, COM L8137F102 693.14 17,410 SH SOLE 2 0 17,410
SCANA CORP COM 80589M102 3,945.80 127,800 SH SOLE 3 127,800 0 0
SCENIX SERIES VC INVEST COM USVC07930 2,000.00 685,471 SH SOLE 3 685,471 0 0
SCHERING-PLOUGH CORP COM 806605101 228,048.10 4,904,261 SH SOLE 3 3,988,921 0 898,670
SCHERING-PLOUGH CORP COM 806605101 31,629.21 680,198 SH SOLE 2 680,198 0
SCHERING-PLOUGH CORP COM 806605101 25,807.78 555,006 SH SOLE 2 0 555,006
SCHERING-PLOUGH CORP COM 806605101 18,613.30 400,157 SH OTH 3 60,514 0 26,800
SCHERING-PLOUGH CORP PUT 806605101 12.50 10,000 SH PUT SOLE 2 10,000 0
SCHLUMBERGER LTD COM 806857108 42,304.84 513,954 SH SOLE 2 0 513,954
SCHLUMBERGER LTD COM 806857108 28,784.60 349,699 SH SOLE 2 349,699 0
SCHLUMBERGER LTD CLL 806857108 21.88 10,000 SH CLL SOLE 2 0 10,000
SCHLUMBERGER LTD CMN COM 806857108 46,330.41 562,860 SH SOLE 4 562,860 0
SCHLUMBERGER LTD. COM 806857108 217,399.70 2,641,150 SH SOLE 3 1,972,105 0 662,305
SCHLUMBERGER LTD. COM 806857108 14,617.80 177,552 SH OTH 3 50,710 0 24,000
SCHOLASTIC CORP COM 807066105 8,189.53 102,932 SH SOLE 2 0 102,932
SCHOLASTIC CORP COM 807066105 2,792.60 35,100 SH OTH 3 0 0 35,100
SCHOLASTIC CORP COM 807066105 2,339.10 29,400 SH SOLE 3 21,400 0 8,000
SCHOOL SPECIALTY INC. COM 807863105 503.00 23,600 SH SOLE 3 23,600 0 0
SCHOOL SPECIALTY, INC. COM 807863105 4,880.56 229,000 SH SOLE 2 229,000 0
SCHOOL SPECIALTY, INC. COM 807863105 221.61 10,398 SH SOLE 2 0 10,398
SCHULER HOMES INC COM 808188106 11,625.00 1,200,000 SH SOLE 3 1,200,000 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 1,166.30 87,200 SH SOLE 3 82,800 0 4,400
SCICLONE PHARMACEUTICALS INC COM 80862K104 262.10 24,100 SH SOLE 3 14,400 0 8,600
SCIENT CORP COM 80864H109 4,198.41 200,521 SH SOLE 2 0 200,521
SCIENT CORP COM 80864H109 1,612.40 77,012 SH SOLE 3 77,012 0 0
SCIENTIFIC-ATLANTA INC. COM 808655104 74,037.20 1,163,650 SH SOLE 3 1,145,450 0 11,500
SCIENTIFIC-ATLANTA INC. COM 808655104 7,674.80 120,625 SH OTH 3 22,400 0 0
SCIENTIFIC-ATLANTA INC. COM 808655104 763.50 12,000 SH SHD 1 12,000 0 0
SCIQUEST.COM COM 80908Q107 172.70 25,000 SH SOLE 3 21,200 0 3,500
SCM MICROSYSTEMS INC COM 784018103 519.70 13,700 SH SOLE 3 11,900 0 1,600
SCM MICROSYSTEMS, INC. COM 784018103 447.66 11,800 SH SOLE 2 11,800 0
SCM MICROSYSTEMS, INC. COM 784018103 261.77 6,900 SH SOLE 2 0 6,900
SCOTT TECHNOLOGIES INC COM 810022301 1,449.40 81,800 SH SOLE 3 73,800 0 8,000
SCP POOL CORP COM 784028102 1,968.60 66,450 SH SOLE 3 65,750 0 0
SCPIE HOLDINGS INC COM 78402P104 197.20 9,800 SH SOLE 3 7,700 0 2,100
SCREAMING MEDIA COM INC COM 810883108 702.38 74,921 SH SOLE 2 0 74,921
SDL INC COM 784076101 179,438.40 580,120 SH SOLE 3 559,620 0 4,700
SDL INC COM 784076101 12,279.70 39,700 SH OTH 3 4,200 0 4,600
SDL INC COM 784076101 958.90 3,100 SH SHD 1 3,100 0 0
SDL INC COM 784076101 436.13 1,410 SH SOLE 2 0 1,410
SEAGATE TECHNOLOGY INC COM 811804103 32,869.70 476,372 SH SOLE 3 472,872 0 3,500
SEAGATE TECHNOLOGY INC COM 811804103 31,912.36 462,498 SH SOLE 2 0 462,498
SEAGATE TECHNOLOGY INC COM 811804103 1,131.60 16,400 SH SHD 1 16,400 0 0
SEAGATE TECHNOLOGY INC COM 811804103 930.33 13,483 SH SOLE 2 13,483 0
SEAGATE TECHNOLOGY INC COM 811804103 552.00 8,000 SH OTH 3 5,700 0 0
SEAGRAM LTD. COM 811850106 1,742.31 30,334 SH SOLE 2 0 30,334
SEAGRAM LTD. COM 811850106 1,060.87 18,470 SH SOLE 2 18,470 0
SEAGRAM LTD. COM 811850106 51.80 902 SH OTH 3 900 0 0
SEAGRAM LTD. COM 811850106 34.50 600 SH SOLE 3 600 0 0
SEALED AIR CORP (NEW) COM 81211K100 888.35 19,632 SH SOLE 2 0 19,632
SEALED AIR CORP. COM 81211K100 1,110.40 24,540 SH SOLE 3 23,540 0 1,000
SEALED AIR SER A PFD COM 81211K209 1,445.60 32,125 SH SOLE 3 32,125 0 0
SEARS ROEBUCK & CO COM 812387108 94,027.70 2,900,300 SH SOLE 3 2,749,100 0 126,000
SEARS ROEBUCK & CO COM 812387108 17,570.50 541,964 SH OTH 3 81,200 0 56,600
SEARS ROEBUCK & CO COM 812387108 1,218.67 37,590 SH SOLE 2 0 37,590
SEARS ROEBUCK & CO COM 812387108 440.90 13,600 SH SHD 1 13,600 0 0
SECURE COMPUTING CORP COM 813705100 714.10 27,400 SH SOLE 3 23,900 0 3,200
SECURITY CAPITAL 2% REG S 5/22/03MN PVT CNV L81838AB7 4,105.86 4,859,000 SH SOLE 4 4,859,000 0
SECURITY CAPITAL GROUP B COM 81413P204 2,071.80 109,400 SH SOLE 3 100,000 0 9,400
SECURITY CAPITAL GROUP INC COM 81413P204 6,514.50 344,000 SH SOLE 2 344,000 0
SECURITY CAPITAL GROUP INC COM 81413P204 605.05 31,950 SH SOLE 2 0 31,950
SEI CORP COM 784117103 35.40 500 SH SOLE 3 500 0 0
SEITEL INC COM 816074306 426.90 29,700 SH SOLE 3 25,100 0 4,600
SEITEL INC COM 816074306 273.13 19,000 SH SOLE 2 0 19,000
SELECTICA INC COM 816288104 111.70 2,800 SH SOLE 3 2,500 0 300
SEMCO ENERGY INC COM 78412D109 178.30 11,600 SH SOLE 3 11,600 0 0
SEMINIS, INC. COM 816658108 56.88 45,500 SH SOLE 2 0 45,500
SEMPRA ENERGY COM 816851109 27,461.80 1,319,487 SH SOLE 3 1,311,087 0 8,400
SEMPRA ENERGY COM 816851109 2,424.00 116,468 SH OTH 3 82,127 0 10,899
SEMTECH CORP COM 816850101 273.10 6,600 SH SOLE 3 800 0 5,800
SENIOR HOUSING PROPERTIES COM 81721M109 260.80 28,000 SH SOLE 3 28,000 0 0
SENIOR HOUSING PROPERTIES TR COM 81721M109 1,362.75 146,336 SH SOLE 2 0 146,336
SENSORMATIC ELECTRONICS COM 817265101 2,083.50 138,900 SH SOLE 3 119,100 0 18,800
SEPRACOR INC COM 817315104 4,870.70 39,700 SH SOLE 3 28,300 0 9,800
SEPRACOR INC COM 817315104 4,159.10 33,900 SH OTH 3 0 0 21,100
SEPRACOR INC COM 817315104 1,636.16 13,336 SH SOLE 2 0 13,336
SEQUA CORP CLASS A COM 817320104 204.00 4,800 SH SOLE 3 3,300 0 1,500
SERENA SOFTWARE INC COM 817492101 437.60 9,500 SH SOLE 3 6,200 0 3,300
SEROLOGICALS CORP COM 817523103 312.20 45,000 SH SOLE 3 45,000 0 0
SERVICE CORP INTERNATIONAL COM 817565104 186.00 76,300 SH SOLE 3 60,000 0 13,600
SERVICE CORP INTERNATL COM 817565104 24.38 10,000 SH SOLE 2 0 10,000
SERVICE MASTER CO. COM 81760N109 1,203.10 121,828 SH SOLE 3 121,828 0 0
SERVICEMASTER CO COM 81760N109 1,042.73 105,593 SH SOLE 2 0 105,593
SHANGHAI PETROCHEMICAL CO LTD COM 819424102 168.75 12,500 SH SOLE 2 12,500 0
SHAW COMMUNICATIONS INC COM 82028K200 313.09 13,800 SH SOLE 2 0 13,800
SHAW GROUP INC COM 820280105 126.90 1,800 SH SOLE 3 600 0 1,200
SHERWIN-WILLIAMS CO COM 824348106 15,276.70 714,700 SH SOLE 3 695,300 0 19,400
SHERWIN-WILLIAMS CO COM 824348106 2,711.80 126,870 SH OTH 3 2,400 0 0
SHIRE PHARMACEUTICALS GROUP COM 82481R106 49,326.81 955,483 SH SOLE 2 0 955,483
SHOPKO STORES INC COM 824911101 5,182.30 499,500 SH SOLE 3 491,100 0 7,500
SHURGARD STORAGE CENTERS INC COM 82567D104 1,096.50 48,600 SH SOLE 3 43,500 0 5,100
SICOR INC COM 825846108 506.40 49,400 SH SOLE 3 49,400 0 0
SIEBEL SYSTEMS INC COM 826170102 83,035.67 745,969 SH SOLE 2 0 745,969
SIEBEL SYSTEMS INC COM 826170102 33,831.21 303,930 SH SOLE 2 303,930 0
SIEBEL SYSTEMS INC. COM 826170102 201,530.40 1,810,492 SH SOLE 3 1,775,292 0 28,900
SIEBEL SYSTEMS INC. COM 826170102 18,516.40 166,346 SH OTH 3 17,500 0 0
SIEBEL SYSTEMS INC. COM 826170102 1,202.20 10,800 SH SHD 1 10,800 0 0
SIERRA HEALTH SERVICES INC COM 826322109 1,225.78 261,500 SH SOLE 2 0 261,500
SIERRA PACIFIC RES COM 826428104 4,671.00 259,500 SH SOLE 3 259,500 0 0
SIGMA ALDRICH CORP COM 826552101 237.60 7,200 SH SOLE 2 0 7,200
SIGMA ALDRICH CORP COM 826552101 178.20 5,400 SH SOLE 3 5,400 0 0
SIGNET GROUP ADR (NEW) COM 82668L872 249.90 10,634 SH SOLE 2 0 10,634
SILICON GRAPHICS INC COM 827056102 345.26 83,700 SH SOLE 2 0 83,700
SILICON GRAPHICS INC COM 827056102 26.00 6,312 SH SOLE 3 6,312 0 0
SILICON IMAGE INC COM 82705T102 3,362.10 135,500 SH SOLE 3 135,100 0 0
SILICON IMAGE INC COM 82705T102 178.70 7,200 SH OTH 3 7,200 0 0
SILICON LABORATORIES INC COM 826919102 10,250.00 250,000 SH SOLE 2 0 250,000
SILICON STORAGE TECHNOLOGY COM 827057100 647.10 23,800 SH OTH 3 0 0 23,800
SILICON STORAGE TECHNOLOGY COM 827057100 570.90 21,000 SH SOLE 3 21,000 0 0
SILICON VALLEY BANCSHS COM 827064106 12,019.60 206,400 SH SOLE 3 192,600 0 13,000
SILICON VALLEY GROUP INC COM 827066101 3,562.70 135,400 SH SOLE 3 119,500 0 15,000
SILICONIX INC (NEW) COM 827079203 3,501.30 74,200 SH SOLE 3 74,200 0 0
SILICONWARE PRECISION ADR COM 827084864 3,869.10 783,610 SH OTH 3 179,000 0 21,410
SILICONWARE PRECISION ADR COM 827084864 340.70 69,000 SH SOLE 3 69,000 0 0
SILVERSTREAM SOFTWARE INC COM 827907106 3.00 100 SH SOLE 3 100 0 0
SIMON PROPERTY GROUP INC COM 828806109 6,171.10 263,300 SH SOLE 3 228,200 0 35,100
SIMON PROPERTY GROUP INC COM 828806109 656.25 28,000 SH SOLE 2 0 28,000
SIMON PROPERTY GROUP INC COM 828806109 267.20 11,400 SH OTH 3 0 0 0
SIMPSON MANUFACTURING CO INC COM 829073105 192.20 4,300 SH SOLE 3 0 0 3,900
SINA.COM COM G81477104 22,590.69 1,599,341 SH SOLE 2 0 1,599,341
SINCLAIR BROADCAST GROUP INC COM 829226109 2,252.00 205,900 SH SOLE 3 203,400 0 1,000
SIPEX CORP COM 829909100 723.50 17,200 SH SOLE 3 12,900 0 3,900
SIRIUS SATELLITE RADIO COM 82966U103 1,031.10 19,500 SH SOLE 3 14,700 0 4,400
SIRIUS SATELLITE RADIO INC COM 82966U103 1,184.40 22,400 SH SOLE 2 0 22,400
SITEL CORP COM 82980K107 9.10 3,100 SH SOLE 3 3,100 0 0
SIX FLAGS INC COM 83001P109 128.70 8,300 SH SOLE 3 0 0 8,300
SJW CORP COM 784305104 35.60 300 SH SOLE 3 300 0 0
SK TELECOM CO LTD ADR COM 78440P108 5,436.80 212,169 SH OTH 3 89,768 0 0
SK TELECOM CO LTD ADR COM 78440P108 2,535.29 98,938 SH SOLE 2 0 98,938
SK TELECOM CO LTD ADR COM 78440P108 2,033.11 79,341 SH SOLE 2 79,341 0
SK TELECOM CO LTD ADR COM 78440P108 361.30 14,101 SH SOLE 3 14,101 0 0
SKECHERS USA INC CL-A COM 830566105 989.20 65,400 SH SOLE 3 57,500 0 7,900
SKY FINANCIAL GROUP INC COM 83080P103 683.00 38,480 SH SOLE 3 38,480 0 0
SKYLINE CORP COM 830830105 249.40 11,700 SH SOLE 3 0 0 11,700
SKYWEST,INC COM 830879102 87.10 1,700 SH SOLE 3 0 0 1,700
SL GREEN REALTY COM 78440X101 1,832.50 65,300 SH SOLE 3 59,400 0 4,700
SMARTDISK CORP COM 83169Q105 143.75 10,000 SH SOLE 2 10,000 0
SMARTERKIDS.COM COM 83169C106 256.81 144,175 SH SOLE 2 144,175 0
SMARTFORCE PLC ADRS COM 83170A206 11,275.25 238,000 SH SOLE 2 238,000 0
SMARTFORCE PLC SPON ADR COM 83170A206 30,485.80 643,500 SH SOLE 3 643,500 0 0
SMARTFORCE PLC SPON ADR COM 83170A206 13,484.80 284,640 SH OTH 3 50,300 0 104,000
SMARTSERV ONLINE INC (NEW) COM 83169M203 164.40 4,600 SH SOLE 3 4,000 0 600
SMITH INTERNATIONAL(CALF COM 832110100 16,508.20 202,400 SH SOLE 3 197,400 0 5,000
SMITH INTERNATIONAL(CALF COM 832110100 1,468.10 18,000 SH OTH 3 200 0 0
SMITHFIELD FOODS INC. COM 832248108 1,199.60 45,700 SH SOLE 3 39,200 0 5,800
SMITH-GARDNER & ASSOCIATES COM 832059109 79.31 27,000 SH SOLE 2 0 27,000
SMITHKLINE BEECHAM PLC ADR COM 832378301 9,195.80 134,000 SH SOLE 3 109,000 0 25,000
SMITHKLINE BEECHAM PLC ADR COM 832378301 965.69 14,072 SH SOLE 2 14,072 0
SMITHKLINE BEECHAM PLC ADR COM 832378301 853.76 12,441 SH SOLE 2 0 12,441
SMURFIT-STONE CONTAINER COM 832727101 976.80 81,400 SH SOLE 3 81,400 0 0
SNAP-ON INC COM 833034101 928.40 39,400 SH SOLE 3 34,800 0 3,900
SNOWBALL.COM INC COM 83335R102 167.04 116,200 SH SOLE 2 0 116,200
SOCKET COMMUNICATIONS INC CMN COM 833672108 2,511.00 162,000 SH SOLE 4 162,000 0
SODEXHO MARIOTT SVCS INC COM 833793102 29,587.50 1,800,000 SH SOLE 3 1,800,000 0 0
SOFTNET SYSTEMS INC COM 833964109 113.40 19,000 SH SOLE 3 16,400 0 2,500
SOFTWARE TECHNOLOGIES CORP COM 834040107 2.30 100 SH SOLE 3 0 0 100
SOFTWARE.COM COM 83402P104 21,934.00 120,890 SH SOLE 3 113,690 0 500
SOLA INTERNATIONAL INC COM 834092108 257.50 40,000 SH SOLE 2 0 40,000
SOLECTRON CORP COM 834182107 33,866.80 734,240 SH SOLE 3 707,840 0 26,400
SOLECTRON CORP COM 834182107 3,075.02 66,667 SH SOLE 2 0 66,667
SOLECTRON CORP COM 834182107 447.41 9,700 SH SOLE 2 9,700 0
SOLECTRON CORP COM 834182107 27.80 602 SH OTH 3 600 0 0
SOLECTRON CORPORATION COM 834182107 2,084.48 45,192 SH SOLE 4 45,192 0
SOLUTIA INC COM 834376105 762.76 67,056 SH SOLE 2 0 67,056
SOLUTIA INC COM 834376105 72.20 6,350 SH SOLE 3 6,350 0 0
SOMERA COMMUNICATIONS COM 834458101 7.60 800 SH SOLE 3 0 0 0
SOMNUS MED TECHNOLOGIES INC COM 835397100 75.63 36,667 SH SOLE 2 0 36,667
SONERA CORP ADS COM 835433202 2,773.94 109,859 SH SOLE 2 0 109,859
SONERA CORP ADS COM 835433202 2,284.42 90,472 SH SOLE 2 90,472 0
SONIC CORP COM 835451105 1,206.50 38,300 SH SOLE 3 31,900 0 5,800
SONIC WALL INC. COM 835470105 758.10 26,600 SH SOLE 3 23,600 0 2,800
SONOCO PRODUCTS CO COM 835495102 1,515.40 83,900 SH SOLE 3 83,900 0 0
SONUS NETWORKS INC COM 835916107 9,737.70 77,054 SH SOLE 2 0 77,054
SONUS NETWORKS INC COM 835916107 342.48 2,710 SH SOLE 2 2,710 0
SONY CORP COM 835699307 8,387.70 83,098 SH SOLE 2 0 83,098
SONY CORP COM 835699307 3,057.09 30,287 SH SOLE 2 30,287 0
SOURCE INFORMATION MGMT CO COM 836151209 339.30 49,800 SH SOLE 3 49,800 0 0
SOURCE MEDIA INC COM 836153304 74.70 13,898 SH SOLE 2 0 13,898
SOUTH FINANCIAL GROUP COM 837841105 183.10 14,500 SH SOLE 3 12,700 0 0
SOUTH JERSEY INDUSTRIES COM 838518108 321.10 11,000 SH SOLE 3 5,800 0 5,200
SOUTHDOWN INC. COM 841297104 1,745.60 24,500 SH OTH 3 1,300 0 0
SOUTHDOWN INC. COM 841297104 591.40 8,300 SH SOLE 3 8,300 0 0
SOUTHERN AFRICA FUND INC COM 842157109 632.63 48,200 SH SOLE 2 0 48,200
SOUTHERN ENERGY INC COM 842816100 636.90 20,300 SH SOLE 3 20,300 0 0
SOUTHERN ENERGY INC. CMN COM 842816100 5,570.63 177,550 SH SOLE 4 177,550 0
SOUTHERN UNION CO (NEW) COM 844030106 543.30 27,420 SH SOLE 3 27,420 0 0
SOUTHTRUST CORP COM 844730101 2,134.60 67,900 SH SOLE 3 67,900 0 0
SOUTHTRUST CORP COM 844730101 1,685.20 53,604 SH OTH 3 2,800 0 0
SOUTHTRUST CORP COM 844730101 1,039.01 33,050 SH SOLE 2 0 33,050
SOUTHTRUST CORP COM 844730101 599.26 19,062 SH SOLE 2 19,062 0
SOUTHWEST AIRLINES CO COM 844741108 25,650.00 1,057,731 SH SOLE 3 960,731 0 91,300
SOUTHWEST AIRLINES CO COM 844741108 203.09 8,375 SH SOLE 2 0 8,375
SOUTHWEST AIRLINES CO COM 844741108 38.80 1,600 SH OTH 3 1,600 0 0
SOUTHWEST BANCORP OF TEXAS COM 84476R109 3,502.27 107,144 SH SOLE 2 0 107,144
SOUTHWEST BANCORP OF TEXAS COM 84476R109 1,225.78 37,500 SH SOLE 2 37,500 0
SOUTHWEST BANCORP OF TEXAS COM 84476R109 472.30 14,450 SH SOLE 3 13,750 0 0
SOUTHWEST GAS CORP COM 844895102 186.30 8,900 SH SOLE 3 5,700 0 1,600
SOUTHWEST SECS GROUP INC COM 845224104 473.30 16,180 SH OTH 3 0 0 16,180
SOUTHWEST SECS GROUP INC COM 845224104 328.50 11,231 SH SOLE 3 7,111 0 3,520
SOUTHWESTERN ENERGY CO. COM 845467109 344.80 39,400 SH SOLE 3 39,400 0 0
SOVEREIGN BANCORP INC COM 845905108 9,219.50 996,700 SH SOLE 3 996,700 0 0
SOVEREIGN BANCORP INC COM 845905108 277.19 29,966 SH SOLE 2 0 29,966
SOVRAN SELF STORAGE COM 84610H108 8,368.10 408,200 SH SOLE 3 286,200 0 122,000
SPARTECH CORP (NEW) COM 847220209 420.20 27,000 SH SOLE 3 27,000 0 0
SPECTRANETICS CORP COM 84760C107 202.50 54,000 SH SOLE 2 0 54,000
SPECTRASITE HOLDINGS INC COM 84760T100 10,820.10 582,900 SH SOLE 3 476,500 0 106,400
SPECTRASITE HOLDINGS INC COM 84760T100 5,011.36 269,972 SH SOLE 2 0 269,972
SPHERION CORP COM 848420105 1,450.40 121,500 SH SOLE 3 116,000 0 5,500
SPHERION CORP COM 848420105 955.00 80,000 SH OTH 3 0 0 80,000
SPIEGEL INC CL-A NON VTG COM 848457107 2,344.30 334,900 SH SOLE 3 329,400 0 5,500
SPIEKER PROPERTIES,INC. COM 848497103 16,644.20 289,150 SH SOLE 3 266,550 0 22,600
SPIEKER PROPERTIES,INC. COM 848497103 9,529.76 165,555 SH SOLE 2 165,555 0
SPIEKER PROPERTIES,INC. COM 848497103 2,601.83 45,200 SH SOLE 2 0 45,200
SPIEKER PROPERTIES,INC. COM 848497103 449.00 7,800 SH OTH 3 0 0 0
SPLASH TECHNOLOGY HLDGS INC COM 848623104 266.39 28,799 SH SOLE 2 0 28,799
SPORTS CLUB CO INC COM 84917P100 40.00 10,000 SH SOLE 2 10,000 0
SPORTSLINE.COM INC COM 848934105 281.80 20,400 SH SOLE 3 17,200 0 2,900
SPORTSLINE.COM INC COM 848934105 145.57 10,539 SH SOLE 2 0 10,539
SPRINGS INDUSTRIES INC. COM 851783100 6,787.60 240,800 SH SOLE 3 217,100 0 22,900
SPRINGS INDUSTRIES INC. COM 851783100 2,288.80 81,200 SH OTH 3 0 0 81,200
SPRINT CORP COM 852061100 65,612.50 2,238,381 SH SOLE 3 1,876,256 0 357,615
SPRINT CORP COM 852061100 14,951.51 510,073 SH SOLE 2 0 510,073
SPRINT CORP COM 852061100 12,366.20 421,876 SH OTH 3 59,850 0 7,000
SPRINT CORP COM 852061100 6,806.13 232,192 SH SOLE 2 232,192 0
SPRINT CORP COM 852061100 1,371.80 46,800 SH SHD 1 46,800 0 0
SPRINT CORP (PCS GRP) COM 852061506 1,338.34 38,170 SH SOLE 2 0 38,170
SPRINT CORP (PCS GRP) COM 852061506 296.63 8,460 SH SOLE 2 8,460 0
SPRINT CORP PCS GROUP COM 852061506 213,676.80 6,093,450 SH SOLE 3 4,671,445 0 1,050,265
SPRINT CORP PCS GROUP COM 852061506 5,950.20 169,413 SH OTH 3 49,227 0 14,500
SPS TECHNOLOGIES INC COM 784626103 291.00 6,000 SH SOLE 3 3,000 0 2,300
SPX CORP COM 784635104 4,053.50 28,558 SH SOLE 3 26,558 0 2,000
SPX CORP COM 784635104 510.98 3,600 SH SOLE 2 0 3,600
SPX CORP COM 784635104 198.70 1,400 SH OTH 3 1,400 0 0
ST JUDE MEDICAL INC COM 790849103 20,869.20 409,200 SH SOLE 3 409,200 0 0
ST. JOE CO. COM 790148100 1,232.10 44,400 SH SOLE 3 31,000 0 13,400
ST. MARY LAND & EXPL CO. COM 792228108 1,766.60 76,600 SH SOLE 3 65,600 0 11,000
ST.PAUL COS INC COM 792860108 19,474.50 394,920 SH SOLE 3 372,320 0 21,000
ST.PAUL COS INC COM 792860108 1,586.80 32,179 SH OTH 3 1,800 0 0
STAFF LEASING INC COM 852381102 1,271.00 336,136 SH SOLE 3 336,136 0 0
STAMPS.COM INC COM 852857101 114.20 29,700 SH SOLE 3 25,000 0 4,300
STAMPS.COM INC COM 852857101 52.08 13,550 SH SOLE 2 0 13,550
STANCORP FINANCIAL GROUP COM 852891100 3,013.90 70,500 SH SOLE 3 62,700 0 7,800
STANDARD & POORS DEP RCPTS SPDR COM 78462F103 17,708.96 123,300 SH SOLE 4 123,300 0
STANDARD MICROSYSTEMS COM 853626109 968.50 44,400 SH SOLE 3 44,400 0 0
STANDARD PACIFIC CORP NEW COM 85375C101 2,597.40 144,300 SH SOLE 3 133,900 0 10,400
STANDARD REGISTER CO COM 853887107 1,003.20 62,700 SH SOLE 3 43,800 0 18,900
STANDEX INTERNATL CORP COM 854231107 4,177.00 216,286 SH SOLE 3 214,386 0 1,900
STANLEY WORKS COM 854616109 9.20 400 SH SOLE 3 400 0 0
STAPLES, INC. COM 855030102 3,132.60 220,800 SH SOLE 3 217,800 0 3,000
STAPLES, INC. COM 855030102 1,924.32 135,635 SH SOLE 2 0 135,635
STAPLES, INC. COM 855030102 630.63 44,450 SH SOLE 2 44,450 0
STARBASE CORP (NEW) COM 854910205 56.88 10,000 SH SOLE 2 10,000 0
STARBASE CORP (NEW) COM 854910205 39.80 7,000 SH SOLE 3 0 0 7,000
STARBUCKS CORP. COM 855244109 6,308.80 157,474 SH SOLE 3 157,474 0 0
STARBUCKS CORP. COM 855244109 3,866.19 96,504 SH SOLE 2 0 96,504
STARBUCKS CORP. COM 855244109 3,381.28 84,400 SH SOLE 2 84,400 0
STARBUCKS CORP. COM 855244109 1,778.40 44,390 SH OTH 3 100 0 0
STARMEDIA NETWORK INC COM 855546107 688.80 91,844 SH SOLE 3 87,844 0 3,500
STARMEDIA NETWORK, INC. COM 855546107 1,329.20 177,226 SH SOLE 2 0 177,226
STARTEK INC COM 85569C107 1,015.00 35,000 SH SOLE 2 0 35,000
STARTEK INC COM 85569C107 864.20 29,800 SH SOLE 3 29,500 0 0
STARWOOD HOTELS & RESORTS COM 85590A203 149,532.40 4,785,036 SH SOLE 3 3,390,565 0 1,385,991
STARWOOD HOTELS & RESORTS COM 85590A203 23,151.38 740,844 SH SOLE 2 0 740,844
STARWOOD HOTELS & RESORTS COM 85590A203 6,086.90 194,781 SH OTH 3 62,398 0 29,900
STARWOOD HOTELS & RESORTS COM 85590A203 2,699.44 86,382 SH SOLE 2 86,382 0
STATE AUTO FINANCIAL CORP COM 855707105 18.40 1,400 SH SOLE 3 0 0 0
STATE STREET CORP COM 857477103 422,910.90 3,253,161 SH SOLE 3 2,080,126 0 1,166,005
STATE STREET CORP COM 857477103 16,939.80 130,256 SH OTH 3 48,454 0 25,500
STATE STREET CORP (NEW) COM 857477103 1,343.94 10,338 SH SOLE 2 0 10,338
STATE STREET CORP (NEW) COM 857477103 1,011.53 7,781 SH SOLE 2 7,781 0
STATEN ISLAND BANCORP INC COM 857550107 2,986.00 149,300 SH SOLE 3 136,100 0 10,300
STATION CASINOS INC COM 857689103 21,563.80 1,513,250 SH SOLE 3 1,241,650 0 271,600
STEAMCELLS INC COM 85857R105 724.78 111,504 SH SOLE 2 0 111,504
STEEL DYNAMICS INC COM 858119100 1,536.21 167,207 SH SOLE 2 0 167,207
STEELCASE INC CL-A COM 858155203 6,746.90 402,800 SH SOLE 3 380,400 0 22,400
STEELCASE INC CL-A COM 858155203 1,472.30 87,900 SH OTH 3 0 0 87,900
STEIN MART INC COM 858375108 166.50 15,400 SH SOLE 3 14,200 0 0
STEINWAY MUSICAL INSTRUMENTS COM 858495104 591.13 33,900 SH SOLE 2 33,900 0
STEINWAY MUSICAL INSTRUMENTS COM 858495104 502.20 28,800 SH SOLE 2 0 28,800
STEPAN CO COM 858586100 46.10 2,300 SH SOLE 3 0 0 2,300
STERICYCLE INC COM 858912108 561.00 22,900 SH SOLE 3 17,800 0 5,100
STERIS CORP COM 859152100 160.82 13,402 SH SOLE 2 13,402 0
STERIS CORP COM 859152100 24.00 2,000 SH SOLE 3 0 0 0
STET HELLAS TELECOMM SA ADR COM 859823106 553.10 37,182 SH OTH 3 0 0 0
STEVEN MADDEN LTD COM 556269108 119.90 13,900 SH SOLE 3 13,900 0 0
STEWART & STEVENSON SVCS COM 860342104 1,417.70 81,300 SH SOLE 3 50,300 0 29,000
STEWART ENTERPRISES INC COM 860370105 1,855.76 957,810 SH SOLE 2 957,810 0
STEWART ENTERPRISES INC COM 860370105 189.90 98,012 SH SOLE 2 0 98,012
STEWART INFORMATION SVCS CORP COM 860372101 1,363.80 88,700 SH SOLE 3 86,100 0 2,600
STILLWATER MINING CO. COM 86074Q102 693.00 25,600 SH SOLE 3 19,600 0 6,000
STILLWELL FINANCIAL INC COM 860831106 3,888.60 89,394 SH SOLE 3 89,394 0 0
STILLWELL FINANCIAL INC COM 860831106 9.00 208 SH OTH 3 200 0 0
STIRLING COOKE BROWN HOLDINGS COM G84951105 3,668.92 1,893,637 SH SOLE 2 0 1,893,637
STMICROELECTRONICS NV COM 861012102 428.63 9,000 SH SOLE 2 0 9,000
STMICROELECTRONICS NV COM 861012102 374.81 7,870 SH SOLE 2 7,870 0
STND MOTOR PROD INC CL-A COM 853666105 109.08 13,635 SH SOLE 2 0 13,635
STOLT OFFSHORE COM L8873E103 882.10 59,300 SH SOLE 3 59,300 0 0
STONE & WEBSTER INC COM 861572105 26.00 19,400 SH SOLE 3 19,400 0 0
STORAGE TECHNOLOGY CORP COM 862111200 678.10 50,000 SH SOLE 3 43,700 0 5,400
STORAGE USA INC COM 861907103 10,691.01 350,525 SH SOLE 2 350,525 0
STORAGE USA INC COM 861907103 3,632.60 119,100 SH SOLE 3 113,400 0 5,700
STORAGE USA INC COM 861907103 1,805.60 59,200 SH SOLE 2 0 59,200
STORAGENETWORKS INC. COM 86211E103 8,535.21 83,525 SH SOLE 2 0 83,525
STORAGENETWORKS INC. COM 86211E103 3,224.02 31,550 SH SOLE 2 31,550 0
STRATEGIC HOTEL CAPITAL CVDB6.5%5/11/08JCNV 862990AA6 508.13 500,000 SH SOLE 4 500,000 0
STRATEGIC HOTEL CAPITAL INC (RESTRD SHS)COM 862991205 499.99 41,666 SH SOLE 4 41,666 0
STRUCTURAL DYNAMICS RESEARCH COM 863555108 67.10 4,100 SH SOLE 3 0 0 3,200
STRUM RUGER & CO INC COM 864159108 91.70 11,200 SH SOLE 3 4,500 0 6,700
STRYKER CORP COM 863667101 10,124.70 235,800 SH SOLE 3 209,900 0 25,100
STRYKER CORP COM 863667101 4,508.40 105,000 SH OTH 3 0 0 77,800
STRYKER CORP COM 863667101 1,030.50 24,000 SH SOLE 2 24,000 0
STRYKER CORP COM 863667101 607.91 14,158 SH SOLE 2 0 14,158
SUBURBAN PROPANE PARTNERS, LP COM 864482104 14,551.86 661,448 SH SOLE 2 0 661,448
SUBURBAN PROPANE PARTNERS, LP COM 864482104 13,986.39 635,745 SH SOLE 2 635,745 0
SUIZA FOODS CORP. COM 865077101 12,114.30 239,000 SH SOLE 3 220,600 0 17,900
SUIZA FOODS CORP. COM 865077101 4,257.80 84,000 SH OTH 3 1,100 0 42,900
SUMMIT BANCORP COM 866005101 5,437.10 157,597 SH SOLE 2 0 157,597
SUMMIT BANCORP COM 866005101 220.80 6,400 SH SOLE 3 6,400 0 0
SUMMIT BANCORP COM 866005101 6.90 200 SH OTH 3 200 0 0
SUMMIT PROPERTIES INC COM 866239106 2,812.90 116,900 SH SOLE 3 110,600 0 4,600
SUMMIT PROPERTIES INC COM 866239106 281.53 11,700 SH SOLE 2 0 11,700
SUN COMMUNITIES INC COM 866674104 14,838.50 469,200 SH SOLE 3 372,000 0 97,200
SUN INTL HOTELS LTD (ORD) COM P8797T133 3,465.00 180,000 SH SOLE 4 180,000 0
SUN INTL HOTELS LTD (ORD) COM P8797T133 637.85 33,135 SH SOLE 2 0 33,135
SUN INTL HOTELS LTD (ORD) COM P8797T133 299.41 15,554 SH SOLE 2 15,554 0
SUN LIFE FINL SVCS CDA INC COM 866796105 810.95 39,319 SH SOLE 2 0 39,319
SUN LIFE FINL SVCS CDA INC COM 866796105 601.86 29,181 SH SOLE 2 29,181 0
SUN MICROSYSTEMS,INC COM 866810104 1,039,585.20 8,904,370 SH SOLE 3 8,526,760 0 230,660
SUN MICROSYSTEMS,INC COM 866810104 187,435.00 1,605,439 SH SOLE 2 0 1,605,439
SUN MICROSYSTEMS,INC COM 866810104 123,186.89 1,055,134 SH SOLE 2 1,055,134 0
SUN MICROSYSTEMS,INC COM 866810104 80,600.50 690,163 SH OTH 3 68,372 0 21,400
SUN MICROSYSTEMS,INC COM 866810104 12,374.33 105,990 SH SOLE 4 105,990 0
SUN MICROSYSTEMS,INC COM 866810104 4,553.20 39,000 SH SHD 1 39,000 0 0
SUN MICROSYSTEMS,INC CLL 866810104 331.25 10,000 SH CLL SOLE 2 10,000 0
SUNBEAM CORP COM 867071102 97.00 73,885 SH SOLE 3 73,885 0 0
SUNBEAM CORP COM 867071102 13.60 10,362 SH SOLE 2 0 10,362
SUNGARD DATA SYSTEMS,INC COM 867363103 29,927.50 699,036 SH SOLE 3 660,936 0 35,300
SUNGARD DATA SYSTEMS,INC COM 867363103 11,561.47 270,049 SH SOLE 2 0 270,049
SUNGARD DATA SYSTEMS,INC COM 867363103 4,204.20 98,200 SH OTH 3 1,800 0 96,400
SUNGARD DATA SYSTEMS,INC COM 867363103 671.99 15,696 SH SOLE 2 15,696 0
SUNQUEST INFORMATION SYSTEMS COM 867654105 272.50 20,000 SH SOLE 2 0 20,000
SUNTERRA CORP. COM 86787D109 61.40 722,000 SH SOLE 3 722,000 0 0
SUNTRUST BANKS INC $1.00 PAR COM 867914103 33,305.00 668,607 SH SOLE 3 659,107 0 9,500
SUNTRUST BANKS INC $1.00 PAR COM 867914103 7,243.60 145,417 SH OTH 3 12,800 0 0
SUNTRUST BANKS INC $1.00 PAR COM 867914103 3,160.11 63,440 SH SOLE 2 0 63,440
SUNTRUST BANKS INC $1.00 PAR COM 867914103 478.20 9,600 SH SHD 1 9,600 0 0
SUPERCONDUCTOR TECHNOLOGIES COM 867931107 180.81 10,010 SH SOLE 2 0 10,010
SUPERGEN INC COM 868059106 725.30 37,800 SH SOLE 3 32,500 0 4,800
SUPERGEN INC COM 868059106 287.81 15,000 SH SOLE 2 0 15,000
SUPERIOR ENERGY SVCS INC COM 868157108 15.80 1,500 SH SOLE 3 0 0 0
SUPERIOR INDUSTRIES INTL COM 868168105 2,190.00 73,000 SH SOLE 3 63,800 0 9,200
SUPERIOR INDUSTRIES INTL COM 868168105 504.00 16,800 SH OTH 3 0 0 16,800
SUPERTEX INC COM 868532102 453.38 9,000 SH SOLE 2 9,000 0
SUPERVALU INC COM 868536103 12,743.30 846,029 SH SOLE 3 815,729 0 28,800
SUPERVALU INC COM 868536103 3,367.90 223,592 SH OTH 3 4,100 0 0
SUPERVALU INC COM 868536103 73.80 4,900 SH SHD 1 4,900 0 0
SUSQUEHANNA BANCSHS COM 869099101 2,049.60 134,400 SH SOLE 3 131,800 0 2,600
SVI HOLDINGS INC COM 784872103 12.80 2,600 SH SOLE 3 0 0 2,600
SWIFT ENERGY CO. COM 870738101 4,098.10 98,600 SH SOLE 3 97,700 0 0
SWIFT TRANSPORTATION COM 870756103 1.30 100 SH SOLE 3 100 0 0
SWISS RE AMER HLDG CORP 2.25% 6/10/04JUNCNV 784990CB7 5,502.66 5,590,000 SH SOLE 4 5,590,000 0
SWISSCOM COM 871013108 716.59 29,100 SH SOLE 2 0 29,100
SYBASE INC COM 871130100 4,263.35 185,363 SH SOLE 2 0 185,363
SYBASE INC COM 871130100 4,050.30 176,100 SH SOLE 3 157,800 0 18,300
SYBASE INC COM 871130100 3,314.30 144,100 SH OTH 3 0 0 80,900
SYBRON INTERNATIONAL CORP COM 87114F106 5,833.40 243,060 SH SOLE 3 239,460 0 3,600
SYBRON INTERNATIONAL CORP COM 87114F106 924.00 38,500 SH OTH 3 0 0 38,500
SYCAMORE NETWORKS COM 871206108 28,296.00 262,000 SH SOLE 3 259,500 0 1,000
SYCAMORE NETWORKS COM 871206108 378.00 3,500 SH OTH 3 3,500 0 0
SYCAMORE NETWORKS INC COM 871206108 4,877.06 45,158 SH SOLE 2 0 45,158
SYCAMORE NETWORKS INC COM 871206108 1,656.61 15,339 SH SOLE 2 15,339 0
SYLVAN INC COM 871371100 5,158.60 532,500 SH SOLE 3 369,400 0 163,100
SYLVAN LEARNING SYS INC COM 871399101 2,806.40 189,459 SH SOLE 3 180,559 0 7,600
SYMANTEC CORP COM 871503108 16,825.20 382,390 SH SOLE 3 364,790 0 13,500
SYMANTEC CORP COM 871503108 2,464.00 56,000 SH OTH 3 2,200 0 53,100
SYMANTEC CORP COM 871503108 224.40 5,100 SH SHD 1 5,100 0 0
SYMBOL TECHNOLOGIES COM 871508107 9,041.20 251,580 SH SOLE 3 233,605 0 17,975
SYMBOL TECHNOLOGIES COM 871508107 2,885.80 80,300 SH OTH 3 0 0 80,300
SYMPOSIUM CORP COM 87155Q201 112.75 41,000 SH SOLE 2 0 41,000
SYMYX TECHNOLOGIES INC COM 87155S108 99.80 2,300 SH SOLE 3 0 0 2,300
SYNAGRO TECHNOLOGIES INC (NEW) COM 871562203 76.56 25,000 SH SOLE 2 0 25,000
SYNAVANT INC COM 87157A105 210.69 31,505 SH SOLE 2 31,505 0
SYNAVANT INC. COM 87157A105 2.10 321 SH SOLE 3 321 0 0
SYNAVANT INC. COM 87157A105 0.10 15 SH OTH 3 15 0 0
SYNCOR INTERNATIONAL CORP(NEW) COM 87157J106 2,282.40 62,000 SH SOLE 3 57,200 0 4,400
SYNOPSYS INC COM 871607107 6,552.60 173,006 SH SOLE 3 167,206 0 5,800
SYNOPSYS INC COM 871607107 1,893.75 50,000 SH SOLE 2 50,000 0
SYNOVUS FINANCIAL CORP COM 87161C105 459.30 21,677 SH OTH 3 0 0 0
SYNOVUS FINANCIAL CORP COM 87161C105 321.77 15,187 SH SOLE 2 0 15,187
SYNOVUS FINANCIAL CORP COM 87161C105 40.30 1,900 SH SOLE 3 0 0 1,900
SYNTHETECH INC COM 87162E100 79.69 30,000 SH SOLE 2 0 30,000
SYNTROLEUM CORP COM 871630109 99.80 4,900 SH SOLE 3 0 0 4,900
SYSCO CORP COM 871829107 197,046.40 4,254,714 SH SOLE 3 4,162,614 0 80,500
SYSCO CORP COM 871829107 17,528.30 378,478 SH OTH 3 49,400 0 0
SYSCO CORP COM 871829107 2,206.88 47,652 SH SOLE 2 0 47,652
SYSCO CORP COM 871829107 1,075.10 23,214 SH SOLE 2 23,214 0
SYSCO CORP COM 871829107 1,069.80 23,100 SH SHD 1 23,100 0 0
SYSTEMS & COMPUTER TECH COM 871873105 173.90 9,900 SH SOLE 3 1,200 0 7,900
T ROWE PRICE ASSOCIATES,INC COM 741477103 1,182.83 25,200 SH SOLE 2 0 25,200
T ROWE PRICE ASSOCIATES,INC COM 741477103 347.34 7,400 SH SOLE 2 7,400 0
T ROWE PRICE ASSOCIATES,INC COM 741477103 9.40 200 SH SOLE 3 200 0 0
TAIWAN SEMICONDUCTOR MFG(ADS) COM 874039100 22,234.61 1,091,269 SH SOLE 2 0 1,091,269
TAIWAN SEMICONDUCTOR MFG(ADS) COM 874039100 4,463.88 219,086 SH SOLE 2 219,086 0
TAKE TWO INTERACTIVE SOFTWARE COM 874054109 667.10 53,100 SH SOLE 3 49,000 0 4,100
TALBOTS, INC. COM 874161102 25,347.20 382,600 SH SOLE 3 363,100 0 15,500
TALBOTS, INC. COM 874161102 3,597.40 54,300 SH OTH 3 100 0 16,700
TALBOTS, INC. COM 874161102 139.10 2,100 SH SHD 1 2,100 0 0
TALK.COM INC. COM 874264104 3,358.40 762,200 SH SOLE 3 753,300 0 8,000
TANGER FACTORY OUTLET CTR COM 875465106 165.00 7,500 SH SOLE 3 5,400 0 2,100
TARGET CORP COM 87612E106 57,789.50 2,255,200 SH SOLE 3 1,614,300 0 631,900
TARGET CORP COM 87612E106 9,917.10 387,010 SH OTH 3 15,600 0 0
TARGET CORP COM 87612E106 1,696.63 66,210 SH SOLE 2 66,210 0
TARGET CORP COM 87612E106 1,528.99 59,668 SH SOLE 2 0 59,668
TARGET CORP COM 87612E106 1,317.10 51,400 SH SHD 1 51,400 0 0
TAUBMAN CENTERS INC COM 876664103 881.06 76,200 SH SOLE 2 76,200 0
TAUBMAN CENTERS INC COM 876664103 691.44 59,800 SH SOLE 2 0 59,800
TBA ENTERTAINMENT CORP INC COM 872173109 98.44 25,000 SH SOLE 2 0 25,000
TC PIPELINES, L.P. COM 87233Q108 31,838.42 1,622,340 SH SOLE 2 0 1,622,340
TC PIPELINES, L.P. COM 87233Q108 20,043.50 1,021,325 SH SOLE 2 1,021,325 0
TCF FINANCIAL CORP COM 872275102 1,482.40 39,400 SH SOLE 3 13,900 0 25,500
TCF FINANCIAL CORP COM 872275102 561.37 14,920 SH SOLE 2 0 14,920
TD WATERHOUSE GROUP INC COM 872362108 2,868.40 154,010 SH SOLE 3 151,610 0 2,400
TD WATERHOUSE GROUP INC COM 872362108 514.00 27,600 SH OTH 3 0 0 27,600
TD WATERHOUSE GROUP,INC. COM 872362108 214.19 11,500 SH SOLE 2 11,500 0
TDSM 24/7 MEDIA COM 901314104 235.20 23,300 SH SOLE 3 19,300 0 3,600
TECH DATA CORP COM 878237106 10,700.30 250,300 SH SOLE 3 231,700 0 13,800
TECH DATA CORP COM 878237106 1,427.80 33,400 SH OTH 3 0 0 33,400
TECH DATA CORP COM 878237106 282.15 6,600 SH SOLE 2 0 6,600
TECHNE CORP COM 878377100 8,177.10 73,010 SH SOLE 3 68,510 0 3,600
TECHNE CORP COM 878377100 1,624.00 14,500 SH OTH 3 1,100 0 13,400
TECHNITROL INC COM 878555101 727.20 7,200 SH SOLE 3 5,400 0 1,600
TECHNOLOGY SOLUTIONS COM 87872T108 349.20 139,700 SH SOLE 3 137,700 0 0
TECNOMATIX TECHS. LTD. (ORD) COM M8743P105 665.80 53,000 SH SOLE 3 53,000 0 0
TECO ENERGY INC. COM 872375100 1,584.10 55,100 SH OTH 3 0 0 55,100
TECO ENERGY INC. COM 872375100 552.00 19,200 SH SOLE 3 19,200 0 0
TECUMSEH PRODUCTS CO CL-A COM 878895200 3,605.40 86,100 SH OTH 3 0 0 86,100
TECUMSEH PRODUCTS CO CL-A COM 878895200 2,772.10 66,200 SH SOLE 3 56,700 0 9,500
TEEKAY SHIPPING CORP COM Y8564W103 3,834.80 81,700 SH SOLE 3 81,700 0 0
TEEKAY SHIPPING MARSHALL ISLND COM Y8564W103 610.19 13,000 SH SOLE 2 0 13,000
TEEKAY SHIPPING MARSHALL ISLND COM Y8564W103 352.03 7,500 SH SOLE 2 7,500 0
TEJON RANCH CO COM 879080109 253.00 10,000 SH SOLE 2 0 10,000
TEKELEC COM 879101103 1,038.80 31,600 SH SOLE 3 31,600 0 0
TEKELEC COM 879101103 424.10 12,900 SH OTH 3 0 0 12,900
TEKTRONIX INC. COM 879131100 33,905.00 441,400 SH SOLE 3 439,400 0 700
TEKTRONIX INC. COM 879131100 4,439.80 57,800 SH OTH 3 2,600 0 0
TEKTRONIX INC. COM 879131100 414.80 5,400 SH SHD 1 5,400 0 0
TELCOM SEMICONDUCTOR, INC COM 87921P107 254.40 17,100 SH SOLE 3 11,800 0 4,700
TELE1 EUROPE HLDG AB COM 87944T201 208.58 23,175 SH SOLE 2 0 23,175
TELE1 EUROPE HOLDINGS ADR COM 87944T200 158.50 17,612 SH OTH 3 0 0 17,612
TELECOM HOLDRS TRUST COM 87927P200 669.13 10,100 SH SOLE 2 0 10,100
TELECOM ITALIA SPA SPON ADR COM 87927W106 268.80 2,560 SH SOLE 2 0 2,560
TELECOMUNICACOES BRASILEIRAS COM 879287308 1,224.86 15,480 SH SOLE 2 0 15,480
TELECORP PCS INC COM 879299105 3.80 200 SH SOLE 3 200 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 676.30 23,219 SH SOLE 3 15,419 0 7,200
TELEDYNE TECHNOLOGIES INC COM 879360105 276.69 9,500 SH SOLE 2 0 9,500
TELEFLEX INC. COM 879369106 1,564.10 45,500 SH SOLE 3 32,400 0 13,100
TELEFLEX INC. COM 879369106 574.10 16,700 SH OTH 3 0 0 16,700
TELEFONICA OF ARGENTINA S.A. COM 879378206 590.29 16,200 SH SOLE 2 0 16,200
TELEFONICA S.A. ADR COM 879382208 2,464.40 41,462 SH SOLE 2 0 41,462
TELEFONICA S.A. ADR COM 879382208 2,066.29 34,764 SH SOLE 2 34,764 0
TELEFONOS DE MEXICO SA COM 879403780 79,541.90 1,495,430 SH OTH 3 0 0 0
TELEFONOS DE MEXICO SA COM 879403780 14,404.50 270,814 SH SOLE 3 270,814 0 0
TELEFONOS DE MEXICO SA COM 879403780 2,884.78 54,238 SH SOLE 2 0 54,238
TELEFONOS DE MEXICO SA COM 879403780 1,631.26 30,670 SH SOLE 2 30,670 0
TELEFONOS MEXICO CNV DEB CNV 879403AD5 1,753.50 1,400,000 SH SOLE 2 0 1,400,000
TELEKOMUNIK INDONESIA-ADR WI COM 715684106 153.80 24,600 SH OTH 3 0 0 0
TELENORTE LESTE ADR COM 879246106 36,994.50 1,617,244 SH OTH 3 0 0 0
TELENORTE LESTE ADR COM 879246106 5,997.20 262,172 SH SOLE 3 262,172 0 0
TELENORTE LESTE PARTICIPACOES COM 879246106 577.59 25,250 SH SOLE 2 0 25,250
TELEPHONE & DATA SYS INC COM 879433100 74,788.90 675,600 SH SOLE 3 655,100 0 18,700
TELEPHONE & DATA SYS INC COM 879433100 8,767.40 79,200 SH OTH 3 5,400 0 17,000
TELEPHONE & DATA SYS INC COM 879433100 1,439.10 13,000 SH SHD 1 13,000 0 0
TELEPHONE & DATA SYS INC COM 879433100 1,107.00 10,000 SH SOLE 2 0 10,000
TELEPHONE & DATA SYS INC COM 879433100 332.10 3,000 SH SOLE 2 3,000 0
TELESYSTEMS INTL WIRELESS INC COM 879946101 281.25 20,000 SH SOLE 2 20,000 0
TELETECH HOLDINGS INC COM 879939106 5,984.60 241,800 SH SOLE 3 220,900 0 14,400
TELETECH HOLDINGS INC COM 879939106 725.20 29,300 SH OTH 3 2,100 0 27,200
TELETECH HOLDINGS INC COM 879939106 284.63 11,500 SH SOLE 2 0 11,500
TELIGENT, INC. COM 87959Y103 294.78 22,675 SH SOLE 2 0 22,675
TELLABS INC. COM 879664100 31,076.46 650,816 SH SOLE 2 0 650,816
TELLABS INC. COM 879664100 24,946.13 522,432 SH SOLE 2 522,432 0
TELLABS INC. COM 879664100 16,413.30 343,734 SH SOLE 3 343,734 0 0
TELLABS INC. COM 879664100 33.70 706 SH OTH 3 700 0 0
TEMPLE INLAND INC COM 879868107 7.60 200 SH OTH 3 200 0 0
TENET HEALTHCARE CORP COM 88033G100 18,623.30 511,980 SH SOLE 3 507,880 0 4,100
TENET HEALTHCARE CORP COM 88033G100 3,804.70 104,509 SH OTH 3 54,100 0 0
TENET HEALTHCARE CORP COM 88033G100 301.91 8,300 SH SOLE 2 8,300 0
TENFOLD CORP COM 88033A103 887.50 200,000 SH SOLE 3 200,000 0 0
TENNECO AUTOMOTIVE INC COM 880349105 132.80 25,600 SH SOLE 3 17,500 0 8,100
TEPPCO PARTNERS L.P. COM 872384102 23,156.66 871,780 SH SOLE 2 871,780 0
TEPPCO PARTNERS L.P. COM 872384102 19,088.37 718,621 SH SOLE 2 0 718,621
TERADYNE INC COM 880770102 38,990.67 1,114,019 SH SOLE 2 0 1,114,019
TERADYNE INC COM 880770102 19,838.00 566,800 SH SOLE 3 551,500 0 10,800
TERADYNE INC COM 880770102 15,498.00 442,800 SH SOLE 2 442,800 0
TERADYNE INC COM 880770102 8,997.63 257,075 SH SOLE 4 257,075 0
TERADYNE INC COM 880770102 2,950.30 84,294 SH OTH 3 1,700 0 0
TERADYNE INC COM 880770102 203.00 5,800 SH SHD 1 5,800 0 0
TERAGLOBAL COMMUNICATIONS CO COM 880771100 27.63 13,000 SH SOLE 2 13,000 0
TERAYON COMMUNICATIONS SYSTEMS COM 880775101 8,094.10 238,500 SH SOLE 3 238,500 0 0
TERAYON COMMUNICATIONS SYSTEMS COM 880775101 1,343.90 39,600 SH OTH 3 1,900 0 10,600
TERAYON COMMUNICATIONS SYSTEMS COM 880775101 156.10 4,600 SH SHD 1 4,600 0 0
TEREX CORP (NEW) COM 880779103 371.00 28,400 SH SOLE 3 23,200 0 4,600
TERRA NETWORKS SA COM 88100W103 358.31 9,750 SH SOLE 2 9,750 0
TERRA NETWORKS SA COM 88100W103 300.43 8,175 SH SOLE 2 0 8,175
TERREMARK WORLDWIDE, INC COM 881448104 108.38 42,500 SH SOLE 2 0 42,500
TERREMARK WORLDWIDE, INC COM 881448104 51.00 20,000 SH SOLE 2 20,000 0
TESORO PETROLEUM CO COM 881609101 33.80 3,400 SH SOLE 3 0 0 3,400
TETRA TECH INC (NEW) COM 88162G103 256.50 8,980 SH SOLE 3 2,580 0 6,400
TETRA TECHNOLOGIES INC (DEL) COM 88162F105 1,202.80 79,200 SH SOLE 3 79,200 0 0
TEVA PHARMACEUTICAL IND LTD COM 881624209 16,607.70 226,920 SH OTH 3 0 0 0
TEVA PHARMACEUTICAL IND LTD COM 881624209 2,819.90 38,530 SH SOLE 3 38,530 0 0
TEXACO INC COM 881694103 32,448.20 618,060 SH SOLE 3 604,560 0 12,000
TEXACO INC COM 881694103 11,270.07 214,668 SH SOLE 2 0 214,668
TEXACO INC COM 881694103 9,454.31 180,082 SH SOLE 2 180,082 0
TEXACO INC CLL 881694103 106.25 100,000 SH CLL SOLE 2 0 100,000
TEXACO INC COM 881694103 4,267.00 81,277 SH OTH 3 3,400 0 0
TEXAS BIOTECHNOLOGY CORP COM 88221T104 553.60 34,600 SH SOLE 3 28,300 0 5,700
TEXAS INDUSTRIES INC COM 882491103 420.80 13,200 SH SOLE 3 9,800 0 3,400
TEXAS INSTRUMENTS INC. COM 882508104 229,338.30 4,860,149 SH SOLE 3 4,608,324 0 223,025
TEXAS INSTRUMENTS INC. COM 882508104 29,613.00 627,480 SH OTH 3 96,947 0 17,000
TEXAS INSTRUMENTS INC. COM 882508104 25,913.35 549,157 SH SOLE 2 0 549,157
TEXAS INSTRUMENTS INC. COM 882508104 7,962.70 168,746 SH SOLE 2 168,746 0
TEXAS INSTRUMENTS INC. CLL 882508104 887.50 50,000 SH CLL SOLE 2 0 50,000
TEXAS INSTRUMENTS INC. COM 882508104 1,774.20 37,600 SH SHD 1 37,600 0 0
TEXAS REGIONAL BANCSHS-A COM 882673106 1,061.20 37,400 SH SOLE 3 33,600 0 3,800
TEXTRON INC.DEL. COM 883203101 3,033.60 65,769 SH OTH 3 1,400 0 0
TEXTRON INC.DEL. COM 883203101 1,464.47 31,750 SH SOLE 2 31,750 0
TEXTRON INC.DEL. COM 883203101 751.80 16,300 SH SOLE 3 14,900 0 1,400
TEXTRON INC.DEL. COM 883203101 738.00 16,000 SH SOLE 2 0 16,000
THCG INC COM 87242T101 81.00 27,000 SH SOLE 2 0 27,000
THE BOSTON BEER CO.,INC. CL-A COM 100557107 6,040.00 671,110 SH SOLE 3 671,110 0 0
THE CATO CORP CLASS A COM 149205106 2,248.80 179,900 SH SOLE 3 175,500 0 4,400
THE FIRST AMERICAN CORP COM 318522307 4,064.40 194,700 SH SOLE 3 186,100 0 8,600
THE GAP INC COM 364760108 4,260.50 211,700 SH SOLE 3 182,600 0 29,100
THE GAP INC COM 364760108 20.50 1,019 SH OTH 3 1,000 0 0
THE GOLDMAN SACHS GROUP, INC. COM 38141G104 393,517.22 3,453,799 SH SOLE 2 0 3,453,799
THE GOLDMAN SACHS GROUP, INC. COM 38141G104 237,606.17 2,085,408 SH SOLE 2 2,085,408 0
THE GOLDMAN SACHS GROUP, INC. CLL 38141G104 372.50 10,000 SH CLL SOLE 2 10,000 0
THE GOLDMAN SACHS GROUP, INC. CMN COM 38141G104 40,565.17 356,030 SH SOLE 4 356,030 0
THE GOLDMAN SACHS GRP INC. 1% 5/7 REG S CNV 9FI502HK2 2,920.25 2,760,000 SH SOLE 4 2,760,000 0
THE JOHN NUVEEN CO COM 478035108 4,653.70 96,200 SH SOLE 3 88,300 0 7,300
THE MONY GROUP INC. COM 615337102 8,659.26 217,160 SH SOLE 2 0 217,160
THE PEPSI BOTTLING GROUP,INC COM 713409100 321.67 10,700 SH SOLE 2 0 10,700
THE SCOTTS CO COM 810186106 1,202.70 35,900 SH SOLE 3 35,900 0 0
THE SCOTTS CO COM 810186106 629.80 18,800 SH SOLE 2 0 18,800
THE SEAGRAM CO LTD. ACES CNV 811850205 6,149.32 118,113 SH SOLE 2 0 118,113
THE SEAGRAM CO LTD. ACES CNV 811850205 2,048.68 39,350 SH SOLE 2 39,350 0
THE SOUTHERN CO. COM 842587107 13,345.90 411,434 SH SOLE 3 402,634 0 8,800
THE SOUTHERN CO. COM 842587107 10,535.40 324,791 SH OTH 3 12,000 0 0
THE SOUTHERN CO. COM 842587107 906.86 27,957 SH SOLE 2 0 27,957
THE SOUTHERN CO. COM 842587107 382.76 11,800 SH SOLE 2 11,800 0
THE SOUTHERN CO. CLL 842587107 76.25 10,000 SH CLL SOLE 2 0 10,000
THE TITAN CORP COM 888266103 2,064.20 125,100 SH SOLE 3 111,800 0 13,300
THE TITAN CORP COM 888266103 1,265.50 76,700 SH OTH 3 0 0 37,400
THE TOPPS CO. INC COM 890786106 1,239.40 134,900 SH SOLE 3 117,400 0 15,800
THE TOWN & COUNTRY TRUST COM 892081100 1,158.12 64,340 SH SOLE 2 64,340 0
THE TOWN & COUNTRY TRUST COM 892081100 1,116.90 62,050 SH SOLE 2 0 62,050
THEGLOBE.COM INC COM 88335R101 8.83 11,307 SH SOLE 2 0 11,307
THERAGENICS CORP COM 883375107 65.00 10,000 SH SOLE 2 0 10,000
THERAGENICS CORP COM 883375107 31.20 4,800 SH SOLE 3 0 0 4,800
THERMA WAVE INC COM 88343A108 11.50 400 SH SOLE 3 0 0 0
THERMO ELECTRON BEARER 4.25% 1/1/03 JJ CNV 883990AD5 1,928.87 2,020,000 SH SOLE 4 2,020,000 0
THERMO ELECTRON CNV CNV 883556AF9 1,652.67 1,750,000 SH SOLE 2 0 1,750,000
THERMO ELECTRON CNV CNV 883556AF9 1,095.10 1,159,600 SH SOLE 2 1,159,600 0
THERMO ELECTRON CONV 4 1/4 01/01/03 JJ CNV 883556AF9 257.82 270,000 SH SOLE 4 270,000 0
THERMO ELECTRON CORP. COM 883556102 860.60 33,100 SH SOLE 2 0 33,100
THERMO ELECTRON CORP. COM 883556102 608.00 23,385 SH SOLE 3 23,385 0 0
THESTREET.COM, INC. COM 88368Q103 111.60 24,800 SH SOLE 2 0 24,800
THISTLE GROUP HOLDINGS CO COM 88431E103 249.55 32,200 SH SOLE 2 0 32,200
THOMAS INDUSTRIES COM 884425109 164.00 8,100 SH SOLE 3 8,100 0 0
THORATEC LABS CORP (NEW) COM 885175307 990.00 45,000 SH SOLE 2 0 45,000
THREE RIVERS BANCORP INC COM 88562Q107 14.00 1,750 SH SOLE 3 0 0 1,750
THREE-FIVE SYSTEMS INC COM 88554L108 1,348.40 46,100 SH SOLE 3 41,800 0 3,900
TIBCO SOFTWARE INC COM 88632Q103 26,606.30 315,100 SH SOLE 3 310,900 0 1,700
TIBCO SOFTWARE INC. COM 88632Q103 23,187.64 274,613 SH SOLE 2 0 274,613
TIBCO SOFTWARE INC. COM 88632Q103 10,276.38 121,704 SH SOLE 2 121,704 0
TIBCO SOFTWARE INC. COM 88632Q103 979.48 11,600 SH SOLE 4 11,600 0
TICKETMASTER ONLINE-CITYSEARCH COM 88633P203 3,785.50 223,500 SH SOLE 3 220,300 0 3,200
TICKETMASTER ONLINE-CITYSEARCH INC CL A COM 88633P104 1,693.80 100,000 SH SOLE 3 100,000 0 0
TIDEWATER INC COM 886423102 623.40 13,700 SH OTH 3 0 0 13,700
TIFFANY & CO COM 886547108 86,773.30 2,250,200 SH SOLE 3 2,208,800 0 28,600
TIFFANY & CO COM 886547108 7,516.90 194,928 SH OTH 3 12,900 0 0
TIFFANY & CO COM 886547108 1,095.20 28,400 SH SHD 1 28,400 0 0
TIFFANY & CO COM 886547108 339.35 8,800 SH SOLE 2 0 8,800
TIMBERLAND CO CLASS A COM 887100105 61,373.70 1,496,920 SH SOLE 3 1,496,920 0 0
TIME WARNER INC COM 887315109 914,850.40 11,691,379 SH SOLE 3 8,916,259 0 2,464,130
TIME WARNER INC COM 887315109 51,696.10 660,634 SH OTH 3 135,600 0 40,800
TIME WARNER INC COM 887315109 2,660.50 34,000 SH SHD 1 34,000 0 0
TIME WARNER INC. COM 887315109 56,502.68 722,079 SH SOLE 2 722,079 0
TIME WARNER INC. COM 887315109 47,346.34 605,065 SH SOLE 2 0 605,065
TIME WARNER TELECOM COM 887319101 671.50 13,900 SH SOLE 3 13,900 0 0
TIME WARNER TELECOM COM 887319101 439.60 9,100 SH OTH 3 100 0 9,000
TIMKEN CO COM 887389104 2,279.00 166,500 SH SOLE 3 158,700 0 7,800
TITAN INTERNATIONAL INC COM 88830M102 1,903.20 331,000 SH SOLE 3 331,000 0 0
TITAN PHARMACEUTICALS INC COM 888314101 1,001.00 15,400 SH SOLE 3 12,000 0 3,100
TITANIUM METALS CORP COM 888339108 384.81 47,000 SH SOLE 2 0 47,000
TJX COS INC (NEW) COM 872540109 15,372.00 683,200 SH SOLE 3 683,200 0 0
TJX COS INC (NEW) COM 872540109 518.10 23,028 SH OTH 3 0 0 0
TLC LASER EYE CENTERS INC COM 87255E108 82.35 22,333 SH SOLE 2 22,333 0
TMP WORLDWIDE COM 872941109 25,426.10 315,852 SH SOLE 3 313,552 0 900
TMP WORLDWIDE INC. COM 872941109 18,624.96 231,366 SH SOLE 2 0 231,366
TMP WORLDWIDE INC. COM 872941109 9,078.47 112,776 SH SOLE 2 112,776 0
TOLL BROTHERS INC COM 889478103 3,660.90 106,500 SH SOLE 3 100,100 0 6,400
TOLLGRADE COMMUNICATIONS INC COM 889542106 1,707.40 12,300 SH SOLE 3 10,300 0 1,800
TOMMY HILFIGER CORP COM G8915Z102 1,097.25 114,000 SH SOLE 2 0 114,000
TOO INC COM 890333107 574.20 24,178 SH SOLE 3 17,978 0 6,200
TOOLEX INTERNATIONAL N.V. COM N8715N103 2,150.40 204,800 SH SOLE 2 204,800 0
TORCHMARK CORP COM 891027104 1,132.00 40,700 SH SOLE 3 31,100 0 9,600
TORCHMARK CORP COM 891027104 225.28 8,100 SH SOLE 2 0 8,100
TORCHMARK CORP COM 891027104 5.60 200 SH OTH 3 200 0 0
TORO CO (DELAWARE) COM 891092108 2,957.80 93,900 SH SOLE 3 87,400 0 5,800
TOSCO CORP (NEW) COM 891490302 9,746.10 312,500 SH SOLE 3 297,700 0 14,800
TOSCO CORP (NEW) COM 891490302 2,781.70 89,194 SH OTH 3 200 0 0
TOTAL FINA ELF S.A. COM 89151E109 452.52 6,162 SH SOLE 2 0 6,162
TOTAL RENAL CARE HOLDINGS COM 89151A107 16.50 2,200 SH SOLE 3 0 0 0
TOWER AUTOMOTIVE INC COM 891707101 343.13 36,600 SH SOLE 2 0 36,600
TOWER AUTOMOTIVE INC COM 891707101 235.30 25,100 SH SOLE 3 18,200 0 5,800
TOWER TECH INC COM 891864100 17.81 19,000 SH SOLE 2 0 19,000
TOWNE SERVICES INC COM 892148107 29.06 30,000 SH SOLE 2 30,000 0
TOYS R US INC. (HOLDING CO) COM 892335100 6,672.20 410,600 SH SOLE 3 389,000 0 19,700
TOYS R US INC. (HOLDING CO) COM 892335100 1,392.60 85,700 SH OTH 3 9,400 0 0
TOYS R US INC. (HOLDING CO) COM 892335100 199.88 12,300 SH SOLE 2 0 12,300
TRACTOR SUPPLY CO COM 892356106 1,100.00 100,000 SH SOLE 3 100,000 0 0
TRAMMEL CROW CO. COM 89288R106 21,749.60 1,449,974 SH SOLE 3 1,449,974 0 0
TRAMMELL CROW CO COM 89288R106 3,450.96 230,064 SH SOLE 2 0 230,064
TRANSACTION SYSTEMS ARCHITECTS COM 893416107 1,885.40 116,027 SH SOLE 3 116,027 0 0
TRANSACTION SYSTEMS ARCHITECTS COM 893416107 162.50 10,000 SH SOLE 2 0 10,000
TRANSATLANTIC HOLDING INC COM 893521104 3,940.50 42,600 SH SOLE 3 42,600 0 0
TRANSATLANTIC HOLDING INC COM 893521104 864.90 9,350 SH OTH 3 0 0 9,350
TRANSCANADA PIPELINES LTD COM 893526103 484.25 52,000 SH SOLE 2 0 52,000
TRANSKARYOTIC THERAPIES INC COM 893735100 112.00 2,600 SH SOLE 3 0 0 2,600
TRANSMONTAIGNE INC COM 893934109 82.46 16,700 SH SOLE 2 0 16,700
TRANSOCEAN SEDCO FOREX COM G90078109 10,302.80 175,741 SH SOLE 3 143,700 0 29,841
TRANSOCEAN SEDCO FOREX COM G90078109 5,223.40 89,098 SH OTH 3 800 0 0
TRANSOCEAN SEDCO FOREX INC COM G90078109 7,392.96 126,106 SH SOLE 2 0 126,106
TRANSOCEAN SEDCO FOREX INC COM G90078109 634.85 10,829 SH SOLE 2 10,829 0
TRANSOCEAN SEDCO FOREX INC CMN COM G90078109 6,368.90 108,638 SH SOLE 4 108,638 0
TRANSWITCH CORP COM 894065101 5,943.03 93,224 SH SOLE 2 0 93,224
TRANSWITCH CORP COM 894065101 1,989.00 31,200 SH OTH 3 0 0 31,200
TRANSWITCH CORP COM 894065101 1,755.20 27,532 SH SOLE 3 16,432 0 11,100
TRANSWITCH CORP COM 894065101 382.50 6,000 SH SOLE 2 6,000 0
TRANSWORLD ENTERTAINMENT CORP COM 89336Q100 4,570.00 457,000 SH SOLE 3 451,700 0 4,100
TRAVELOCITY.COM INC COM 893953109 17,204.50 1,212,650 SH SOLE 3 909,170 0 161,080
TRENDWEST RESORTS INC COM 894917103 247.70 14,900 SH SOLE 3 14,900 0 0
TRIAD GUARANTY INC COM 895925105 1,276.30 42,900 SH SOLE 3 39,600 0 3,300
TRIAD HOSPITALS INC. COM 89579K109 24,466.00 832,886 SH SOLE 3 697,286 0 135,000
TRIANGLE PHARMACEUTICALS INC COM 89589H104 1,102.08 130,617 SH SOLE 2 0 130,617
TRIANGLE PHARMACEUTICALS INC COM 89589H104 892.00 105,715 SH SOLE 3 105,715 0 0
TRIARC COMPANIES INC CL-A COM 895927101 5,476.60 222,400 SH SOLE 2 0 222,400
TRIBUNE CO NEW COM 896047107 52,030.20 1,192,669 SH SOLE 3 817,039 0 372,570
TRIBUNE CO NEW COM 896047107 1,775.10 40,736 SH OTH 3 24,331 0 11,900
TRIBUNE CO NEW COM 896047107 1,284.58 29,446 SH SOLE 2 0 29,446
TRIBUNE CO NEW COM 896047107 256.52 5,880 SH SOLE 2 5,880 0
TRICON GLOBAL RESTAURANTS COM 895953107 13,324.30 435,079 SH SOLE 3 426,779 0 8,300
TRICON GLOBAL RESTAURANTS COM 895953107 513.95 16,782 SH SOLE 2 0 16,782
TRICON GLOBAL RESTAURANTS COM 895953107 334.40 10,918 SH OTH 3 9,300 0 0
TRICON GLOBAL RESTAURANTS COM 895953107 171.50 5,600 SH SHD 1 5,600 0 0
TRIGON HEALTHCARE INC COM 89618L100 1,461.20 27,800 SH OTH 3 0 0 27,800
TRIGON HEALTHCARE INC COM 89618L100 636.00 12,100 SH SOLE 3 4,200 0 7,900
TRIMBLE NAVIGATION LTD COM 896239100 584.00 26,100 SH SOLE 3 22,900 0 2,900
TRIMERIS INC. COM 896263100 132.90 1,900 SH SOLE 3 0 0 1,900
TRINITY INDUSTRIES INC (DEL) COM 896522109 3,466.50 148,300 SH SOLE 3 140,900 0 7,400
TRINITY INDUSTRIES INC (DEL) COM 896522109 523.60 22,400 SH SOLE 2 0 22,400
TRINITY INDUSTRIES INC (DEL) COM 896522109 465.20 19,900 SH OTH 3 0 0 19,900
TRIPATH TECHNOLOGY COM 89672P104 4,446.50 174,800 SH SOLE 3 174,800 0 0
TRIPATH TECHNOLOGY COM 89672P104 221.30 8,700 SH OTH 3 8,700 0 0
TRIQUINT SEMICONDUCTOR INC COM 89674K103 7,130.80 195,700 SH SOLE 3 181,200 0 14,500
TRIQUINT SEMICONDUCTOR INC COM 89674K103 3,352.20 92,000 SH OTH 3 0 0 66,400
TRITEL INC. CL -A- COM 89675X104 295.12 20,620 SH SOLE 2 20,620 0
TRITON ENERGY LTD (CAYMAN) COM G90751101 429.00 11,000 SH SOLE 2 0 11,000
TRITON NETWORK SYSTEMS, INC. COM 896775103 442.31 33,700 SH SOLE 2 0 33,700
TRITON PCS HOLDINGS INC CL A COM 89677M106 5,657.60 205,730 SH SOLE 3 202,930 0 2,800
TRITON PCS HOLDINGS INC CL A COM 89677M106 715.00 26,000 SH OTH 3 100 0 25,900
TRIUMPH GROUP INC COM 896818101 7.20 200 SH SOLE 3 200 0 0
TRIZEC HAHN CORP COM 896938107 15,012.70 892,950 SH SOLE 3 796,150 0 96,800
TRIZEC HAHN CORP COM 896938107 554.80 33,000 SH OTH 3 0 0 0
TRIZETTO GROUP INC. COM 896882107 201.50 13,000 SH SOLE 2 0 13,000
TRIZETTO GROUP INC. COM 896882107 116.20 7,500 SH SOLE 3 6,400 0 1,100
TROPICAL SPORTSWEAR INTL COM 89708P102 3,342.20 196,600 SH SOLE 3 196,600 0 0
TRUE NORTH COMMUNICATIONS INC COM 897844106 10,932.40 305,800 SH SOLE 3 305,800 0 0
TRUSTCO BANK CORP NY COM 898349105 547.30 44,450 SH SOLE 3 25,300 0 16,550
TRUSTMARK CORP COM 898402102 1,489.33 76,376 SH SOLE 2 0 76,376
TRW INC. COM 872649108 1,214.70 29,900 SH SOLE 3 28,300 0 1,600
TRW INC. COM 872649108 1,176.80 28,968 SH OTH 3 1,100 0 0
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TUMBLEWEED COMMUNICATIONS CP COM 899690101 7,482.70 146,720 SH SOLE 3 124,920 0 1,200
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TURNSTONE SYSTEMS INC COM 900423104 10,387.17 223,982 SH SOLE 2 0 223,982
TURNSTONE SYSTEMS INC COM 900423104 4,334.86 93,474 SH SOLE 2 93,474 0
TURNSTONE SYSTEMS INC COMMON STOCK COM 900423104 1,270.68 27,400 SH SOLE 4 27,400 0
TURNSTONE SYSTEMS INC. COM 900423104 6,853.80 147,790 SH SOLE 3 147,790 0 0
TURNSTONE SYSTEMS INC. COM 900423104 18.60 400 SH OTH 3 400 0 0
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TWINLAB CORP COM 901774109 39.40 9,000 SH SOLE 3 0 0 9,000
TXU CORP COM 873168108 17,890.70 451,500 SH SOLE 3 447,500 0 4,000
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TXU CORP COM 873168108 1,640.44 41,399 SH SOLE 2 0 41,399
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TYCO INTERNATIONAL LIMITED COM 902124106 28,893.30 556,980 SH OTH 3 25,600 0 0
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TYCO INTERNATIONAL LTD (NEW) COM 902124106 28,339.36 546,301 SH SOLE 2 546,301 0
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TYCOM LTD. COM G9144B106 9,525.06 248,210 SH SOLE 2 0 248,210
TYCOM LTD. COM G9144B106 5,493.38 143,150 SH SOLE 2 143,150 0
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TYSON FOODS INC CL-A COM 902494103 10,517.00 1,051,700 SH SOLE 3 1,011,000 0 40,700
TYSON FOODS INC CL-A COM 902494103 3,142.00 314,200 SH OTH 3 12,800 0 114,200
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U.S. CAN CORP COM 90328W105 1,067.90 53,900 SH SOLE 3 46,900 0 7,000
U.S. CONCRETE INC COM 90333L102 322.36 44,463 SH SOLE 2 0 44,463
U.S. INDUSTRIES INC COM 912080108 892.98 89,860 SH SOLE 2 0 89,860
U.S. INTERACTIVE INC COM 90334M109 26.04 10,286 SH SOLE 2 0 10,286
UAL CORP COM 902549500 12,545.40 298,700 SH SOLE 3 288,600 0 10,100
UAL CORP COM 902549500 2,965.20 70,600 SH OTH 3 5,900 0 0
UAL CORP COM 902549500 646.80 15,400 SH SHD 1 15,400 0 0
UCAR INTERNATIONAL COM 90262K109 4,108.20 323,800 SH SOLE 3 323,800 0 0
UGI CORP (HOLDING CO) COM 902681105 2,458.90 101,400 SH SOLE 3 95,200 0 4,500
UGI CORP (HOLDING CO) COM 902681105 727.50 30,000 SH SOLE 2 0 30,000
UICI INC. COM 902737105 350.00 50,000 SH SOLE 3 50,000 0 0
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UNICOM CORP COM 904911104 102,118.00 1,817,450 SH SOLE 3 1,715,550 0 99,600
UNICOM CORP COM 904911104 17,482.60 311,148 SH OTH 3 52,500 0 0
UNICOM CORP COM 904911104 1,938.50 34,500 SH SHD 1 34,500 0 0
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UNILEVER N.V. NY SHS (NEW) COM 904784709 2,579.01 53,451 SH SOLE 2 53,451 0
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UNION CARBIDE CORP(HLDG CO) COM 905581104 535.79 14,193 SH SOLE 2 0 14,193
UNION CARBIDE CORP(HLDG CO) COM 905581104 3.80 100 SH OTH 3 100 0 0
UNION PACIFIC CORP. COM 907818108 11,033.80 283,828 SH SOLE 3 275,728 0 8,100
UNION PACIFIC CORP. COM 907818108 2,333.50 60,026 SH OTH 3 400 0 0
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UNIONBANCAL CORP COM 908906100 7,500.80 321,750 SH SOLE 3 309,350 0 12,400
UNIONBANCAL CORP COM 908906100 1,466.40 62,900 SH OTH 3 4,300 0 0
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UNISYS CORP COM 909214108 1,924.56 171,072 SH SOLE 2 0 171,072
UNISYS CORP COM 909214108 24.80 2,200 SH SOLE 3 2,200 0 0
UNIT CORP COM 909218109 16.20 1,100 SH SOLE 3 0 0 0
UNITED AUTO GROUP INC COM 909440109 42.90 5,200 SH SOLE 3 400 0 4,800
UNITED BANKSHS INC W V COM 909907107 390.50 19,900 SH SOLE 3 19,900 0 0
UNITED COMMUNITY FINANCIAL COM 909839102 291.40 44,400 SH SOLE 3 38,700 0 5,700
UNITED DOMINION RLTY TRUST INC COM 910197102 5,321.10 489,300 SH SOLE 3 428,800 0 60,500
UNITED DOMINION RLTY TRUST INC COM 910197102 224.00 20,600 SH OTH 3 0 0 0
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UNITED GLOBAL COM DEP SHS PRF 913247805 251.56 7,652 SH SOLE 2 7,652 0
UNITED NATIONAL BANCORP (N.J.) COM 910909100 122.30 6,888 SH SOLE 3 6,888 0 0
UNITED NATURAL FOODS INC COM 911163103 185.63 15,000 SH SOLE 2 0 15,000
UNITED PAN EUROPE CL-A ADR COM 911300200 2,880.64 148,200 SH SOLE 2 0 148,200
UNITED PAN EUROPE CL-A ADR COM 911300200 647.27 33,300 SH SOLE 2 33,300 0
UNITED PARCEL SERVICE, INC. COM 911312106 14,131.01 250,661 SH SOLE 2 250,661 0
UNITED PARCEL SERVICE, INC. COM 911312106 6,241.73 110,718 SH SOLE 2 0 110,718
UNITED PARCEL SVCS CL-B COM 911312106 34,535.30 612,600 SH SOLE 3 605,500 0 2,700
UNITED PARCEL SVCS CL-B COM 911312106 631.40 11,200 SH OTH 3 0 0 11,200
UNITED RENTALS INC COM 911363109 3,268.90 135,498 SH SOLE 3 130,998 0 4,500
UNITED RENTALS INC COM 911363109 1,893.81 78,500 SH SOLE 2 0 78,500
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UNITED STATES CELLULAR CORP COM 911684108 9,395.19 134,217 SH SOLE 2 0 134,217
UNITED STATES CELLULAR CORP COM 911684108 3,430.00 49,000 SH SOLE 2 49,000 0
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UNITED STATES INDUSTRIES INC. COM 912080108 138.10 13,900 SH SOLE 3 1,900 0 10,800
UNITED STATIONERS INC COM 913004107 3,053.00 113,600 SH SOLE 3 106,500 0 7,100
UNITED TECHNOLOGIES CORP COM 913017109 108,026.40 1,559,948 SH SOLE 3 1,491,448 0 66,100
UNITED TECHNOLOGIES CORP COM 913017109 24,104.19 348,075 SH SOLE 2 0 348,075
UNITED TECHNOLOGIES CORP COM 913017109 20,838.60 300,919 SH OTH 3 32,900 0 0
UNITED TECHNOLOGIES CORP COM 913017109 4,912.18 70,934 SH SOLE 2 70,934 0
UNITED TECHNOLOGIES CORP COM 913017109 2,596.90 37,500 SH SHD 1 37,500 0 0
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UNITEDGLOBALCOM INC CL A COM 913247508 19,730.40 657,680 SH SOLE 3 555,980 0 1,700
UNITEDGLOBALCOM INC CL A COM 913247508 507.50 16,918 SH OTH 3 8,618 0 4,300
UNITEDGLOBALCOM INC CL-A COM 913247508 12,346.50 411,550 SH SOLE 2 0 411,550
UNITEDGLOBALCOM INC CL-A COM 913247508 1,130.40 37,680 SH SOLE 2 37,680 0
UNITEDHEALTH GROUP INC COM 91324P102 59,980.80 607,400 SH SOLE 3 584,800 0 22,600
UNITEDHEALTH GROUP INC COM 91324P102 8,854.60 89,667 SH OTH 3 10,600 0 0
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UNITEDHEALTH GROUP INC COM 91324P102 2,261.40 22,900 SH SHD 1 22,900 0 0
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UNIVERSAL ACCESS INC COM 913363107 2,787.69 237,250 SH SOLE 2 0 237,250
UNIVERSAL ACCESS INC COM 913363107 145.70 12,400 SH SOLE 3 10,500 0 1,700
UNIVERSAL ACCESS INC COM 913363107 120.14 10,225 SH SOLE 2 10,225 0
UNIVERSAL AMERICAN FINANCIAL COM 913377107 46.06 11,000 SH SOLE 2 0 11,000
UNIVERSAL CORP (HLDG CO COM 913456109 3,025.60 103,000 SH SOLE 3 102,200 0 0
UNIVERSAL CORP (HLDG CO COM 913456109 1,001.70 34,100 SH OTH 3 0 0 34,100
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UNIVERSAL HEALTH RLTY INCM SBI COM 91359E105 521.78 29,500 SH SOLE 2 0 29,500
UNIVISION COMMUNICATIONS INC. COM 914906102 114,662.80 3,067,900 SH SOLE 3 2,175,200 0 745,400
UNIVISION COMMUNICATIONS INC. COM 914906102 975.50 26,100 SH OTH 3 200 0 25,900
UNIVISION COMMUNICATIONS, INC. COM 914906102 8,765.11 234,518 SH SOLE 2 0 234,518
UNIVISION COMMUNICATIONS, INC. COM 914906102 2,048.15 54,800 SH SOLE 2 54,800 0
UNIVRSL HEALTH SVC CL B COM 913903100 4,751.80 55,496 SH SOLE 3 50,596 0 4,900
UNIVRSL HEALTH SVC CL B COM 913903100 2,106.40 24,600 SH OTH 3 0 0 24,600
UNOCAL CORP COM 915289102 19,645.84 554,380 SH SOLE 2 554,380 0
UNOCAL CORP COM 915289102 17,820.70 502,878 SH SOLE 3 449,078 0 50,700
UNOCAL CORP COM 915289102 5,724.01 161,524 SH SOLE 2 0 161,524
UNOCAL CORP CLL 915289102 271.88 25,000 SH CLL SOLE 2 0 25,000
UNOCAL CORP COM 915289102 770.50 21,743 SH OTH 3 3,100 0 0
UNOVA INC COM 91529B106 1,510.00 383,500 SH SOLE 3 383,500 0 0
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URBAN OUTFITTERS INC COM 917047102 2,109.20 203,300 SH SOLE 3 203,300 0 0
URS CORP (NEW) COM 903236107 13,613.00 1,027,400 SH SOLE 3 890,000 0 137,400
US AIRWAYS GROUP INC COM 911905107 243.50 8,000 SH SOLE 2 0 8,000
US BANCORP COM 902973106 2,546.00 111,911 SH SOLE 3 99,611 0 12,300
US BANCORP COM 902973106 1,430.80 62,894 SH OTH 3 300 0 0
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US LEC CORP - CL A COM 90331S109 355.30 41,500 SH SOLE 3 35,800 0 5,700
US ONCOLOGY INC COM 90338W103 1,635.78 361,000 SH SOLE 2 0 361,000
US ONCOLOGY INC COM 90338W103 190.69 42,083 SH SOLE 2 42,083 0
US ONCOLOGY INC COM 90338W103 13.10 2,900 SH SOLE 3 0 0 0
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USA EDUCATION INC. COM 90390U102 17,060.80 354,050 SH SOLE 3 354,050 0 0
USA EDUCATION INC. COM 90390U102 4.80 100 SH OTH 3 100 0 0
USA NETWORKS INC COM 902984103 2,000.00 91,170 SH SOLE 3 91,170 0 0
USA NETWORKS INC COM 902984103 1,395.84 63,628 SH SOLE 2 0 63,628
USA NETWORKS INC COM 902984103 365.59 16,665 SH SOLE 2 16,665 0
USA NETWORKS INC CMN COM 902984103 329.06 15,000 SH SOLE 4 15,000 0
USAIR GROUP INC COM 911905107 3.00 100 SH SOLE 3 100 0 0
USEC INC COM 90333E108 925.60 217,800 SH SOLE 3 180,900 0 30,400
USFREIGHTWAYS CORP COM 916906100 1,179.80 52,000 SH SOLE 3 48,800 0 3,200
USFS HAWTHORN INC COM 902956309 214.26 44,235 SH SOLE 2 0 44,235
USG CORP (NEW) COM 903293405 7,004.20 279,471 SH SOLE 3 259,971 0 19,500
USG CORP (NEW) COM 903293405 1,531.30 61,100 SH OTH 3 0 0 0
USINTERNETWORKING INC COM 917311805 258.42 38,733 SH SOLE 2 38,733 0
USINTERNETWORKING INC COM 917311805 92.27 13,829 SH SOLE 2 0 13,829
UST INC COM 902911106 4,408.00 192,700 SH SOLE 3 192,700 0 0
UST INC COM 902911106 351.70 15,375 SH SOLE 2 0 15,375
USX-MARATHON GROUP COM 902905827 67,703.40 2,386,024 SH SOLE 3 2,274,824 0 104,300
USX-MARATHON GROUP COM 902905827 7,980.00 281,233 SH OTH 3 75,400 0 0
USX-MARATHON GROUP COM 902905827 631.34 22,250 SH SOLE 2 0 22,250
USX-MARATHON GROUP COM 902905827 598.70 21,100 SH SHD 1 21,100 0 0
USX-MARATHON GROUP COM 902905827 249.25 8,784 SH SOLE 2 8,784 0
USX-U S STEEL GROUP COM 90337T101 51.60 3,400 SH SOLE 3 3,400 0 0
UTI ENERGY CORP COM 903387108 1,704.70 38,200 SH SOLE 3 37,400 0 0
UTILICORP UNITED INC (MISSOURI COM 918005109 1,477.50 57,100 SH SOLE 3 34,500 0 22,600
VAIL RESORTS INC COM 91879Q109 111.40 5,500 SH SOLE 3 0 0 4,400
VALASSIS COMMUNICATIONS INC COM 918866104 104,570.60 4,699,803 SH SOLE 3 3,102,243 0 1,589,370
VALASSIS COMMUNICATIONS INC COM 918866104 3,176.70 142,667 SH OTH 3 68,161 0 62,950
VALERO ENERGY CORP COM 91913Y100 3,680.60 104,600 SH SOLE 3 97,700 0 6,900
VALLEY MEDIA INC COM 91972C106 171.88 100,000 SH SOLE 2 0 100,000
VALLEY NATL BANCORP COM 919794107 1,141.40 41,791 SH SOLE 3 27,700 0 14,091
VALLEY NATL BANCORP COM 919794107 450.55 16,496 SH SOLE 2 0 16,496
VALMONT INDS INC COM 920253101 23.90 1,200 SH SOLE 3 300 0 0
VALUE CITY DEPT STORES,INC COM 920387107 619.60 75,100 SH SOLE 3 72,700 0 2,400
VALUEVISION INTL INC COM 92047K107 1,201.00 47,800 SH SOLE 3 38,000 0 9,200
VARCO INTL CO (NEW) COM 922122106 524.90 25,222 SH OTH 3 0 0 25,222
VARCO INTL CO (NEW) COM 922122106 152.60 7,333 SH SOLE 3 0 0 7,333
VARIAN INC COM 922206107 956.00 22,200 SH SOLE 3 17,000 0 4,800
VARIAN MEDICAL SYSTEMS COM 92220P105 4,952.60 109,600 SH SOLE 3 104,200 0 5,000
VARIAN MEDICAL SYSTEMS INC COM 92220P105 1,149.34 25,435 SH SOLE 2 0 25,435
VARIAN SEMICONDUCTOR EQUIP COM 922207105 1,411.40 37,700 SH SOLE 3 32,900 0 4,400
VASOMEDICAL INC COM 922321104 151.61 31,100 SH SOLE 2 0 31,100
VECTREN CORP COM 92240G101 1,633.10 80,400 SH SOLE 3 80,400 0 0
VEECO INSTRUMENTS INC COM 922417100 1,264.60 11,900 SH SOLE 3 9,100 0 2,500
VELOCITYHSI INC COM 92257K102 25.10 10,060 SH SOLE 3 6,200 0 3,860
VELOCITYHSI INC COM 92257K102 1.00 400 SH OTH 3 0 0 0
VENATOR GROUP COM 922944103 5,240.10 423,444 SH SOLE 3 405,544 0 16,100
VENTIV HEALTH INC COM 922793104 1,823.11 144,405 SH SOLE 2 0 144,405
VENTIV HEALTH INC. COM 922793104 10,685.60 846,382 SH SOLE 3 846,382 0 0
VENTRO CORP COM 922815105 3,366.31 306,028 SH SOLE 2 0 306,028
VENTRO CORPP COM 922815105 269.50 24,500 SH SOLE 3 21,500 0 2,700
VERISIGN INC COM 92343E102 421,040.30 2,078,570 SH SOLE 3 1,607,613 0 352,786
VERISIGN INC COM 92343E102 6,075.80 29,946 SH OTH 3 18,072 0 8,870
VERISIGN INC COM 92343E102 2,577.00 12,722 SH SOLE 2 0 12,722
VERISIGN INC COM 92343E102 561.10 2,770 SH SOLE 2 2,770 0
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VERITAS SOFTWARE CO COM 923436109 299,686.00 2,110,465 SH SOLE 3 2,048,715 0 49,575
VERITAS SOFTWARE CO COM 923436109 38,909.00 274,007 SH OTH 3 19,825 0 3,125
VERITAS SOFTWARE CO COM 923436109 8,346.19 58,776 SH SOLE 2 0 58,776
VERITAS SOFTWARE CO COM 923436109 3,486.10 24,550 SH SHD 1 24,550 0 0
VERITAS SOFTWARE CO COM 923436109 2,539.95 17,887 SH SOLE 2 17,887 0
VERITY INC COM 92343C106 1,170.50 32,800 SH SOLE 3 29,100 0 3,400
VERIZON COMMUNICATIONS COM 92343V104 317,335.00 6,551,433 SH SOLE 3 6,175,580 0 362,018
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VERIZON COMMUNICATIONS COM 92343V104 6,587.02 135,990 SH SOLE 2 0 135,990
VERIZON COMMUNICATIONS COM 92343V104 3,534.60 72,972 SH SHD 1 72,972 0 0
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VERSATA INC COM 925298101 54,105.37 2,041,712 SH SOLE 2 0 2,041,712
VERSATA INC COM 925298101 15.90 600 SH SOLE 3 300 0 300
VERSATEL TELECOM INTL ADR COM 925301103 554.90 23,550 SH SOLE 2 23,550 0
VERTEX PHARMACEUTICALS INC COM 92532F100 4,614.00 54,603 SH SOLE 3 54,603 0 0
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VERTICALNET INC COM 92532L107 5,753.48 163,800 SH SOLE 2 0 163,800
VERTICALNET INC COM 92532L107 728.14 20,730 SH SOLE 4 20,730 0
VERTICALNET INC COM 92532L107 723.58 20,600 SH SOLE 2 20,600 0
VF CORP COM 918204108 155.50 6,300 SH SOLE 3 4,500 0 1,800
VIA NET.WORKS INC COM 925912107 99.10 10,300 SH SOLE 3 8,500 0 1,600
VIACOM INC CL-A COMMON COM 925524100 4,948.92 84,597 SH SOLE 2 0 84,597
VIACOM INC CL-A COMMON COM 925524100 3,682.58 62,950 SH SOLE 2 62,950 0
VIACOM INC CL-A COMMON COM 925524100 754.65 12,900 SH SOLE 4 12,900 0
VIACOM INC CL-B COMMON COM 925524308 561,367.30 9,596,022 SH SOLE 3 6,312,915 0 3,091,669
VIACOM INC CL-B COMMON COM 925524308 41,519.10 709,608 SH OTH 3 140,688 0 41,634
VIACOM INC CL-B COMMON COM 925524308 1,737.50 29,700 SH SHD 1 29,700 0 0
VIACOM INC CL-B COMMON COM 925524308 385,529.68 6,590,251 SH SOLE 2 0 6,590,251
VIACOM INC CL-B COMMON COM 925524308 289,293.73 4,945,192 SH SOLE 2 4,945,192 0
VIACOM INC CL-B COMMON COM 925524308 13,935.58 238,215 SH SOLE 4 238,215 0
VIAD CORP COM 92552R109 480.80 18,100 SH OTH 3 0 0 18,100
VIAD CORP COM 92552R109 318.80 12,000 SH SOLE 3 100 0 11,900
VIADOR INC COM 92553R108 59.50 6,800 SH SOLE 3 5,300 0 1,500
VIANT CORP COM 92553N107 985.60 167,759 SH SOLE 3 162,459 0 4,700
VIANT CORP COM 92553N107 657.60 111,932 SH SOLE 2 0 111,932
VIANT CORP COM 92553N107 289.26 49,236 SH SOLE 2 49,236 0
VIASAT INC COM 92552V100 98.50 4,400 SH SOLE 3 0 0 4,000
VIASYSTEMS GROUP INC COM 92553H100 7.70 450 SH SOLE 3 450 0 0
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VIATEL INC COM 925529208 279.80 27,300 SH SOLE 3 21,200 0 5,600
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VICAL INC COM 925602104 132.00 5,100 SH SOLE 3 200 0 4,300
VICINITY CORP COM 925653107 132.00 12,000 SH SOLE 2 0 12,000
VICINITY CORP COM 925653107 9.90 900 SH SOLE 3 0 0 900
VICOR CORP COM 925815102 2,208.00 40,700 SH SOLE 3 36,800 0 3,600
VICOR CORP COM 925815102 1,095.85 20,200 SH SOLE 2 0 20,200
VIDESH SANCHAR NIGAM-SP ADR COM 92659G402 1,134.40 141,800 SH OTH 3 0 0 0
VIDESH SANCHAR NIGAM-SP ADR COM 92659G402 378.40 47,300 SH SOLE 3 47,300 0 0
VIEWCAST.COM INC COM 926713108 93.66 40,500 SH SOLE 2 0 40,500
VIGNETTE CORP COM 926734104 15,042.10 503,500 SH SOLE 3 493,800 0 6,100
VIGNETTE CORP COM 926734104 5,664.51 189,607 SH SOLE 2 189,607 0
VIGNETTE CORP COM 926734104 2,648.72 88,660 SH SOLE 2 0 88,660
VIGNETTE CORP COM 926734104 119.50 4,000 SH OTH 3 4,000 0 0
VINTAGE PETROLEUM INC. COM 927460105 4,861.70 213,700 SH SOLE 3 194,600 0 18,300
VIRATA CORP COM 927646109 352.31 5,328 SH SOLE 2 5,328 0
VIRATA CORP COM 927646109 165.30 2,500 SH SOLE 3 2,500 0 0
VIRTUAL COMMUNITIES INC COM 92825D101 11.88 20,000 SH SOLE 2 20,000 0
VISHAY INTERTECHNOLOGY COM 928298108 78,601.60 2,556,149 SH SOLE 3 2,473,899 0 64,500
VISHAY INTERTECHNOLOGY COM 928298108 10,008.70 325,487 SH OTH 3 11,900 0 127,737
VISHAY INTERTECHNOLOGY COM 928298108 595.00 19,350 SH SHD 1 19,350 0 0
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VISTEON CORP COM 92839U107 16,603.89 1,097,778 SH SOLE 2 0 1,097,778
VISTEON CORP COM 92839U107 6,925.70 457,898 SH SOLE 3 454,088 0 3,810
VISTEON CORP CLL 92839U107 82.03 35,000 SH CLL SOLE 2 0 35,000
VISTEON CORP COM 92839U107 229.66 15,184 SH SOLE 2 15,184 0
VISTEON CORP COM 92839U107 1.60 106 SH OTH 3 104 0 0
VISUAL NETWORKS, INC. COM 928444108 758.60 115,593 SH SOLE 3 115,593 0 0
VISUAL NETWORKS, INC. COM 928444108 223.83 34,107 SH SOLE 2 34,107 0
VISUAL NETWORKS, INC. COM 928444108 209.63 31,944 SH SOLE 2 0 31,944
VISX, INC. COM 92844S105 829.70 30,800 SH SOLE 3 23,300 0 6,700
VISX, INC. COM 92844S105 228.97 8,500 SH SOLE 2 0 8,500
VISX, INC. COM 92844S105 202.03 7,500 SH SOLE 2 7,500 0
VITAL SIGNS, INC. COM 928469105 8.00 300 SH SOLE 3 300 0 0
VITESSE SEMICONDUCTOR CORP COM 928497106 7,455.60 83,830 SH SOLE 3 61,230 0 22,600
VITESSE SEMICONDUCTOR CORP COM 928497106 5,947.43 66,872 SH SOLE 2 0 66,872
VITESSE SEMICONDUCTOR CORP COM 928497106 5,727.60 64,400 SH OTH 3 0 0 64,400
VITRIA TECHNOLOGY COM 92849Q104 5,571.70 119,500 SH SOLE 3 117,100 0 1,000
VITRIA TECHNOLOGY INC COM 92849Q104 416.41 8,931 SH SOLE 2 0 8,931
VITRO S.A. ADS COM 928502301 413.44 157,500 SH SOLE 2 157,500 0
VITRO S.A. ADS COM 928502301 91.09 34,700 SH SOLE 2 0 34,700
VIVENDI (EX-GEN EAUX) SP ADR COM 92851S105 363.72 24,555 SH SOLE 2 24,555 0
VIVUS INC COM 928551100 331.50 78,000 SH SOLE 3 65,500 0 12,500
VLASIC FOODS COM 928559103 161.50 152,000 SH SOLE 3 152,000 0 0
VODAFONE GROUP PLC COM 92857W100 83,408.55 2,254,285 SH SOLE 2 0 2,254,285
VODAFONE GROUP PLC COM 92857W100 47,779.06 1,291,326 SH SOLE 2 1,291,326 0
VODAFONE GROUP PLC-SP ADR COM 92857W100 185,046.20 5,001,226 SH OTH 3 12,020 0 5,600
VODAFONE GROUP PLC-SP ADR COM 92857W100 130,295.40 3,521,498 SH SOLE 3 2,684,558 0 579,880
VOICESTREAM WIRELESS CORP COM 928615103 1,153,777.89 9,941,005 SH SOLE 2 0 9,941,005
VOICESTREAM WIRELESS CORP COM 928615103 40,375.80 347,880 SH SOLE 3 347,880 0 0
VOICESTREAM WIRELESS CORP COM 928615103 1,862.80 16,050 SH SOLE 2 16,050 0
VORNADO REALTY TRUST COM 929042109 10,330.00 278,250 SH SOLE 3 244,850 0 33,400
VORNADO REALTY TRUST COM 929042109 9,968.95 268,524 SH SOLE 2 0 268,524
VORNADO REALTY TRUST COM 929042109 4,294.21 115,669 SH SOLE 2 115,669 0
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VORNADO REALTY TRUST COM 929042109 367.50 9,900 SH OTH 3 0 0 0
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VOXWARE INC COM 92906L105 449.63 218,000 SH SOLE 2 0 218,000
VOYAGER.NET INC COM 92906W101 11.50 1,900 SH SOLE 3 0 0 1,900
VSI HOLDINGS INC COM 918322108 921.88 250,000 SH SOLE 2 250,000 0
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VULCAN MATERIALS CO COM 929160109 3,525.60 87,728 SH SOLE 3 87,728 0 0
VULCAN MATERIALS CO COM 929160109 1,447.67 36,023 SH SOLE 2 36,023 0
VULCAN MATERIALS CO COM 929160109 12.10 300 SH OTH 3 300 0 0
W.H.BRADY CO CL A NON-VOTING COM 104674106 1,207.00 39,900 SH SOLE 3 30,000 0 8,800
W.R. GRACE & CO. (NEW) COM 38388F108 1,421.10 206,700 SH SOLE 3 195,800 0 8,500
W/I CHARTER ONE FINL INC COM 160903100 152.00 6,189 SH SOLE 3 6,189 0 0
W/I CHARTER ONE FINL INC COM 160903100 30.80 1,265 SH OTH 3 0 0 1,265
W/I FAR EASTERN TEXTILE GDR COM 307331306 40.50 3,791 SH OTH 3 0 0 3,791
WABASH NATIONAL CORP. COM 929566107 535.60 58,700 SH SOLE 3 54,500 0 4,200
WABTEC CORP COM 929740108 127.19 12,562 SH SOLE 2 0 12,562
WACHOVIA CORP NEW COM 929771103 5,731.70 101,111 SH SOLE 3 101,111 0 0
WACHOVIA CORP NEW COM 929771103 1,866.49 32,926 SH SOLE 2 0 32,926
WACHOVIA CORP NEW COM 929771103 276.64 4,880 SH SOLE 2 4,880 0
WACHOVIA CORP NEW COM 929771103 5.70 100 SH OTH 3 100 0 0
WACKENHUT CORP. SER-A COM 929794105 1,292.60 86,900 SH SOLE 3 77,400 0 9,500
WACKENHUT CORRECTIONS CORP COM 929798106 327.30 41,900 SH SOLE 3 41,900 0 0
WADDELL & REED FINANCIAL CLASS B COM 930059209 330.20 11,386 SH SOLE 3 11,386 0 0
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WADDELL & REED FINANCIAL-A COM 930059100 579.50 18,694 SH SOLE 3 7,944 0 10,750
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WAL MART STORES INC COM 931142103 215,197.34 4,471,633 SH SOLE 2 0 4,471,633
WAL MART STORES INC COM 931142103 186,073.53 3,866,463 SH SOLE 2 3,866,463 0
WAL MART STORES INC COM 931142103 91,457.20 1,900,310 SH OTH 3 230,128 0 50,800
WAL MART STORES INC COM 931142103 6,305.53 131,024 SH SOLE 4 131,024 0
WAL MART STORES INC COM 931142103 4,562.20 94,800 SH SHD 1 94,800 0 0
WALGREEN CO COM 931422109 278,844.30 7,350,096 SH SOLE 3 5,354,431 0 1,975,845
WALGREEN CO COM 931422109 12,790.90 337,105 SH OTH 3 153,660 0 79,200
WALGREEN CO COM 931422109 7,901.17 208,268 SH SOLE 2 208,268 0
WALGREEN CO COM 931422109 2,054.16 54,146 SH SOLE 2 0 54,146
WALLACE COMPUTER SVCS. COM 932270101 571.90 37,500 SH OTH 3 0 0 37,500
WALT DISNEY CO (HOLDING CO) COM 254687106 428,688.80 11,207,550 SH SOLE 3 9,100,335 0 2,018,485
WALT DISNEY CO (HOLDING CO) COM 254687106 62,196.40 1,625,886 SH OTH 3 186,625 0 132,700
WALT DISNEY CO (HOLDING CO) COM 254687106 3,281.80 85,800 SH SHD 1 85,800 0 0
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WALT DISNEY INTERNET GROUP COM 254687205 29.00 2,730 SH SOLE 3 530 0 2,200
WALTER INDS INC (NEW) COM 93317Q105 177.50 20,000 SH SOLE 2 0 20,000
WALTER INDS INC (NEW) COM 93317Q105 11.50 1,300 SH SOLE 3 0 0 0
WASAU MOSINEE PAPER CORP COM 943315101 465.00 60,000 SH SOLE 3 49,100 0 9,300
WASHINGTON FEDERAL INC COM 938824109 106.90 4,700 SH SOLE 3 0 0 4,700
WASHINGTON GAS LIGHT CO. COM 938837101 2,104.30 78,300 SH SOLE 3 78,300 0 0
WASHINGTON GAS LIGHT CO. COM 938837101 653.10 24,300 SH OTH 3 0 0 24,300
WASHINGTON GROUP INTERNATIONAL INC. COM 938862109 2,430.50 212,500 SH SOLE 3 205,100 0 7,400
WASHINGTON MUTUAL INC COM 939322103 29,457.90 739,915 SH SOLE 3 700,015 0 36,800
WASHINGTON MUTUAL INC COM 939322103 1,766.40 44,369 SH OTH 3 3,120 0 0
WASHINGTON MUTUAL INC COM 939322103 531.97 13,362 SH SOLE 2 0 13,362
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WASHINGTON POST CO CL B COM 939640108 2,586.59 4,900 SH SOLE 2 0 4,900
WASHINGTON POST CO CL B COM 939640108 211.20 400 SH SOLE 3 400 0 0
WASHINGTON REAL ESTATE INVT TR COM 939653101 1,071.30 53,400 SH SOLE 3 51,300 0 0
WASTE CONNECTIONS INC COM 941053100 35,998.00 1,404,800 SH SOLE 3 1,079,400 0 324,800
WASTE INDUSTRIES INC COM 941058109 9,794.90 1,243,800 SH SOLE 3 989,300 0 254,500
WASTE MANAGEMENT INC COM 94106L109 2,991.70 171,567 SH SOLE 2 0 171,567
WASTE MANAGEMENT INC SUB NT CNV 94106LAA7 205.70 220,000 SH SOLE 2 0 220,000
WASTE MANAGEMENT INC. COM 94106L109 9,649.20 553,359 SH SOLE 3 539,059 0 14,300
WASTE MANAGEMENT INC. COM 94106L109 2,747.80 157,578 SH OTH 3 27,600 0 0
WATCHGUARD TECHNOLOGIES INC COM 941105108 4,374.00 72,900 SH SOLE 3 71,300 0 1,400
WATER PIK TECHNOLOGIES INC COM 94113U100 25.80 2,666 SH SOLE 3 2,666 0 0
WATERS CORP COM 941848103 20,523.40 230,600 SH SOLE 3 211,000 0 18,500
WATERS CORP COM 941848103 4,111.80 46,200 SH OTH 3 0 0 45,400
WATERS CORP COM 941848103 2,784.63 31,288 SH SOLE 2 0 31,288
WATSCO INC COM 942622200 11,478.90 1,115,540 SH SOLE 3 841,003 0 273,737
WATSON PHARMACEUTICALS INC COM 942683103 42,405.90 653,656 SH SOLE 3 653,656 0 0
WATSON PHARMACEUTICALS INC COM 942683103 2,432.81 37,500 SH SOLE 2 37,500 0
WATSON PHARMACEUTICALS INC COM 942683103 1,132.39 17,455 SH SOLE 2 0 17,455
WATTS INDUSTRIES,INC CL A COM 942749102 1,326.00 132,600 SH SOLE 3 121,900 0 10,700
WAUSAU-MOSINEE PAPER CORP COM 943315101 77.50 10,000 SH SOLE 2 0 10,000
WAVE SYSTEMS CORP CL-A CLL 943526103 25.00 20,000 SH CLL SOLE 2 0 20,000
WAVE SYSTEMS CORP CL-A COM 943526103 93.80 5,600 SH SOLE 3 0 0 5,600
WEATHERFORD INTERNATIONAL COM 947074100 5,332.00 124,000 SH SOLE 3 112,500 0 11,500
WEATHERFORD INTERNATIONAL COM 947074100 606.30 14,100 SH OTH 3 0 0 14,100
WEBEX COMMUNICATIONS INC COM 94767L109 1,069.93 29,015 SH SOLE 2 0 29,015
WEBEX COMMUNICATIONS INC COM 94767L109 206.50 5,600 SH SOLE 2 5,600 0
WEBLINK WIRELESS INC COM 94769A101 67.70 8,800 SH SOLE 3 0 0 8,800
WEBMD CORP COM 94769M105 3,952.91 259,207 SH SOLE 2 0 259,207
WEBMD CORP COM 94769M105 2,994.30 196,350 SH SOLE 3 184,990 0 8,860
WEBMD CORP COM 94769M105 3.00 200 SH OTH 3 200 0 0
WEBMETHODS INC COM 94768C108 11,405.78 99,073 SH SOLE 2 0 99,073
WEBMETHODS INC COM 94768C108 1,453.91 12,629 SH SOLE 2 12,629 0
WEBMETHODS INC COM 94768C108 953.00 8,278 SH SOLE 3 8,078 0 100
WEBSENSE INC COM 947684106 2.40 100 SH SOLE 3 0 0 100
WEBSTER FINANCIAL CORP COM 947890109 161.60 6,000 SH SOLE 3 6,000 0 0
WEBTRENDS CORP COM 94844D104 3,363.75 90,000 SH SOLE 2 0 90,000
WEBTRENDS CORP COM 94844D104 728.80 19,500 SH SOLE 3 16,700 0 2,500
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WEBVAN GROUP COM 94845V103 57.40 24,801 SH SOLE 3 22,226 0 2,144
WEBVAN GROUP COM 94845V103 0.20 100 SH OTH 3 100 0 0
WEBVAN GROUP, INC. COM 94845V103 2,728.17 1,179,749 SH SOLE 2 0 1,179,749
WEBVAN GROUP, INC. COM 94845V103 285.83 123,600 SH SOLE 2 123,600 0
WEIDER NUTRITION INTL INC COM 948603105 216.30 43,260 SH SOLE 2 0 43,260
WEINGARTEN REALTY INVS (SBI) COM 948741103 839.50 20,600 SH SOLE 3 16,100 0 4,500
WELLMAN, INC COM 949702104 190.60 13,200 SH SOLE 3 0 0 13,200
WELLPOINT HEALTH NETWORKS INC COM 94973H108 163.20 1,700 SH SOLE 3 1,100 0 600
WELLPOINT HEALTH NETWORKS INC COM 94973H108 57.60 600 SH OTH 3 600 0 0
WELLS FARGO & CO (NEW) COM 949746101 27,384.81 596,132 SH SOLE 2 0 596,132
WELLS FARGO & CO (NEW) COM 949746101 5,382.36 117,167 SH SOLE 2 117,167 0
WELLS FARGO & CO. ( NEW ) COM 949746101 194,053.20 4,224,288 SH SOLE 3 3,999,188 0 216,230
WELLS FARGO & CO. ( NEW ) COM 949746101 37,450.00 815,225 SH OTH 3 78,530 0 12,200
WELLS FARGO & CO. ( NEW ) COM 949746101 1,566.50 34,100 SH SHD 1 34,100 0 0
WENDYS INTL INC COM 950590109 1,310.70 65,331 SH OTH 3 0 0 0
WENDYS INTL INC COM 950590109 18.10 900 SH SOLE 3 900 0 0
WERNER ENTERPRISES INC COM 950755108 320.80 27,300 SH SOLE 3 27,300 0 0
WESBANCO INC COM 950810101 60.00 2,800 SH SOLE 3 0 0 2,000
WESCO FINANCIAL CORP. COM 950817106 100.40 400 SH SOLE 3 400 0 0
WESCO INTERNATIONAL INC. COM 95082P105 1,148.00 143,500 SH SOLE 2 0 143,500
WESLEY JESSEN VISIONCARE COM 951018100 123.00 3,200 SH SOLE 3 0 0 3,200
WEST PHARAMCEUTICAL SVCS COM 955306105 985.80 42,400 SH SOLE 3 42,400 0 0
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WESTELL TECHNOLOGIES INC COM 957541105 257.50 20,000 SH SOLE 3 13,100 0 6,000
WESTELL TECHNOLOGIES INC COM 957541105 142.08 11,035 SH SOLE 2 0 11,035
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WESTERN GAS RESOURCES INC COM 958259103 2,007.50 80,100 SH SOLE 3 73,600 0 5,800
WESTERN MULTIPLEX CORP COM 95874P107 1,863.20 116,000 SH SOLE 3 116,000 0 0
WESTERN MULTIPLEX CORP COM 95874P107 271.50 16,900 SH OTH 3 0 0 16,900
WESTERN RESOURCES INC. COM 959425109 2,480.40 114,700 SH SOLE 3 114,700 0 0
WESTERN RESOURCES INC. COM 959425109 229.23 10,600 SH SOLE 2 0 10,600
WESTERN WIRELESS CORP. COM 95988E204 10,673.36 299,603 SH SOLE 2 0 299,603
WESTERN WIRELESS CORP. COM 95988E204 6,247.90 175,381 SH SOLE 3 175,381 0 0
WESTERN WIRELESS CORP. COM 95988E204 1,832.51 51,439 SH SOLE 2 51,439 0
WESTFIELD AMERICA COM 959910100 968.69 70,450 SH SOLE 2 70,450 0
WESTFIELD AMERICA COM 959910100 615.31 44,750 SH SOLE 2 0 44,750
WESTVACO COM 961548104 3,243.10 121,520 SH OTH 3 2,600 0 29,600
WESTVACO COM 961548104 2,376.80 89,062 SH SOLE 3 78,262 0 10,800
WESTVACO COM 961548104 1,070.17 40,100 SH SOLE 2 0 40,100
WESTWOOD ONE INC COM 961815107 93,209.00 4,347,940 SH SOLE 3 4,063,440 0 68,300
WESTWOOD ONE INC COM 961815107 2,540.34 118,500 SH SOLE 2 0 118,500
WESTWOOD ONE INC COM 961815107 956.10 44,600 SH OTH 3 0 0 44,600
WESTWOOD ONE INC COM 961815107 257.25 12,000 SH SOLE 2 12,000 0
WEYERHAEUSER CO COM 962166104 18,163.10 449,860 SH SOLE 3 444,560 0 5,300
WEYERHAEUSER CO COM 962166104 3,112.70 77,095 SH OTH 3 11,212 0 0
WEYERHAEUSER CO COM 962166104 599.69 14,853 SH SOLE 2 0 14,853
WEYERHAEUSER CO COM 962166104 335.10 8,300 SH SHD 1 8,300 0 0
WFS FINANCIAL INC COM 92923B106 47.40 2,800 SH SOLE 3 0 0 2,800
WHIRLPOOL CORP. COM 963320106 26,882.10 691,500 SH SOLE 3 661,900 0 29,600
WHIRLPOOL CORP. COM 963320106 6,356.30 163,507 SH OTH 3 25,000 0 0
WHIRLPOOL CORP. COM 963320106 762.00 19,600 SH SHD 1 19,600 0 0
WHITE ELECTRONIC DESIGNS COM 963801105 123.60 10,300 SH SOLE 3 10,300 0 0
WHITEHALL JEWELLERS INC COM 965063100 7.90 1,000 SH SOLE 3 1,000 0 0
WHITMAN CORP COM 96647R107 1,382.00 119,525 SH SOLE 3 119,525 0 0
WHITNEY HLDG CORP COM 966612103 468.40 12,900 SH SOLE 3 8,100 0 4,800
WHOLE FOODS MARKET INC COM 966837106 2,662.90 49,600 SH SOLE 3 42,800 0 6,400
WHOLE FOODS MARKET INC COM 966837106 386.98 7,208 SH SOLE 2 0 7,208
WILEY JOHN & SONS CL-A COM 968223206 13,959.80 608,600 SH SOLE 3 475,100 0 133,500
WILEY JOHN & SONS CL-A COM 968223206 917.50 40,000 SH SOLE 2 0 40,000
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WILLIAMS COMMUNICATIONS COM 969455104 888.00 44,400 SH SOLE 2 0 44,400
WILLIAMS COMPANIES COM 969457100 70,575.58 1,670,428 SH SOLE 2 0 1,670,428
WILLIAMS COMPANIES COM 969457100 31,971.55 756,723 SH SOLE 2 756,723 0
WILLIAMS COMPANIES COM 969457100 692.90 16,400 SH SOLE 4 16,400 0
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WILLIAMS COS COM 969457100 20,875.70 494,100 SH SOLE 3 487,400 0 6,700
WILLIAMS COS COM 969457100 21.10 500 SH OTH 3 500 0 0
WILLIAMS-SONOMA INC COM 969904101 9,762.94 280,948 SH SOLE 2 0 280,948
WILLIAMS-SONOMA INC COM 969904101 8,687.50 250,000 SH SOLE 3 250,000 0 0
WILMINGTON TRUST CORP (NEW) COM 971807102 1,319.20 24,600 SH SOLE 3 24,600 0 0
WIND RIVER SYSTEMS LTD COM 973149107 1,626.14 33,922 SH SOLE 2 0 33,922
WIND RIVER SYSTEMS LTD COM 973149107 244.50 5,100 SH SOLE 3 5,100 0 0
WINNEBAGO INDS INC COM 974637100 1,441.20 115,300 SH SOLE 3 115,300 0 0
WINSTAR COMMUNICATIONS INC COM 975515107 2,250.99 145,225 SH SOLE 2 0 145,225
WINSTAR COMMUNICATIONS INC COM 975515107 87.60 5,650 SH SOLE 3 5,650 0 0
WINSTON HOTELS INC COM 97563A102 1,913.89 221,900 SH SOLE 2 0 221,900
WINSTON HOTELS INC COM 97563A102 336.38 39,000 SH SOLE 2 39,000 0
WIRELESS FACILITIES COM 97653A103 23.10 400 SH SOLE 3 400 0 0
WIRELESS FACILITIES COM 97653A103 5.80 100 SH OTH 3 100 0 0
WIRELESS TELECOM GROUP INC COM 976524108 35.88 14,000 SH SOLE 2 0 14,000
WISCONSIN CENTRAL TRANSPORTATION COM 976592105 1,029.10 97,426 SH SOLE 3 90,426 0 5,200
WISCONSIN ENERGY CORP(HLDG CO) COM 976657106 173.50 8,700 SH SOLE 3 8,700 0 0
WIT SOUNDVIEW GROUP INC COM 977383108 667.01 74,112 SH SOLE 2 0 74,112
WITNESS SYSTEMS INC COM 977424100 10,049.80 556,390 SH SOLE 3 487,590 0 1,900
WITNESS SYSTEMS INC COM 977424100 345.00 19,100 SH OTH 3 0 0 19,100
WM WRIGLEY JR CO DEL COM 982526105 124,408.50 1,661,549 SH SOLE 3 1,200,314 0 456,515
WM WRIGLEY JR CO DEL COM 982526105 6,560.10 87,595 SH OTH 3 38,795 0 18,900
WM WRIGLEY JR CO DEL COM 982526105 1,716.88 22,930 SH SOLE 2 0 22,930
WMS INDS INC COM 929297109 808.40 35,930 SH SOLE 3 30,830 0 4,200
WOLVERINE TUBE INC COM 978093102 13,046.90 877,100 SH SOLE 3 785,100 0 92,000
WOLVERINE WORLD WIDE COM 978097103 12.10 1,300 SH SOLE 3 0 0 0
WOMEN.COM NETWORKS INC COM 978149102 2.20 800 SH SOLE 3 0 0 800
WOODWARD GOVERNOR CO. COM 980745103 89.10 2,000 SH SOLE 3 0 0 2,000
WORLD ACCESS INC COM 98141A101 533.00 98,585 SH SOLE 3 79,200 0 17,685
WORLD ACCESS INC COM 98141A101 55.20 10,211 SH OTH 3 0 0 10,211
WORLD ACCESS INC (NEW) COM 98141A101 539.00 99,700 SH SOLE 2 0 99,700
WORLDCOM INC COM 98157D106 103,040.02 3,392,264 SH SOLE 2 3,392,264 0
WORLDCOM INC COM 98157D106 96,127.98 3,164,707 SH SOLE 2 0 3,164,707
WORLDCOM INC CLL 98157D106 89.18 75,100 SH CLL SOLE 2 75,100 0
WORLDCOM INC CLL 98157D106 48.44 25,000 SH CLL SOLE 2 25,000 0
WORLDCOM INC CMN COM 98157D106 32,824.74 1,080,650 SH SOLE 4 1,080,650 0
WORLDCOM INC. COM 98157D106 365,308.60 12,026,622 SH SOLE 3 10,608,412 0 1,204,270
WORLDCOM INC. COM 98157D106 36,200.40 1,191,887 SH OTH 3 146,943 0 30,100
WORLDCOM INC. COM 98157D106 2,092.30 68,881 SH SHD 1 68,881 0 0
WORLDGATE COMMUNICATIONS COM 98156L307 224.70 10,700 SH SOLE 3 9,000 0 1,500
WORLDWIDE ENTERTAINMENT & COM 98157N104 6.75 12,000 SH SOLE 2 0 12,000
WORTHINGTON INDUSTRIES COM 981811102 1,096.90 117,000 SH SOLE 3 105,400 0 11,600
WPP GROUP PLC ADR COM 929309300 776.99 13,100 SH SOLE 2 13,100 0
WPP GROUP PLC ADR COM 929309300 647.22 10,912 SH SOLE 2 0 10,912
WPS RESOURCES CORP COM 92931B106 245.60 7,500 SH SOLE 3 600 0 6,900
WTS/CEMEX S.A.DE CV WTS 151290871 57.81 33,036 SH SOLE 2 0 33,036
WTS/GOLDEN STATE BANCORP WTS 381197136 424.13 348,000 SH SOLE 2 0 348,000
WTS/MAGNUM HUNTER RESOURCES WTS 55972F120 27.33 10,666 SH SOLE 2 0 10,666
WTS/NEXELL THERAPEUTICS INC WTS 65332H112 32.29 16,667 SH SOLE 2 0 16,667
WTS/ORTEC INTERNATIONAL WT B WTS 68749B124 16.25 20,000 SH SOLE 2 0 20,000
WYNDHAM INTERNATIONAL CL-A COM 983101106 199.55 110,098 SH SOLE 2 0 110,098
WYNDHAM INTL COM 983101106 2,001.20 1,104,128 SH SOLE 3 1,104,128 0 0
XCARE NET INC COM 98388Y101 54.00 12,000 SH SOLE 2 12,000 0
XCEL ENERGY INC COM 98389B100 382.94 13,925 SH SOLE 2 0 13,925
XCEL ENERGY INC. COM 98389B100 36.90 1,340 SH SOLE 3 1,340 0 0
XCEL ENERGY INC. COM 98389B100 4.30 155 SH OTH 3 155 0 0
XEROX CORP COM 984121103 6,013.19 399,216 SH SOLE 2 0 399,216
XEROX CORP COM 984121103 314.14 20,856 SH SOLE 2 20,856 0
XEROX CORP COM 984121103 174.40 11,581 SH SOLE 3 11,581 0 0
XEROX CORP COM 984121103 4.50 300 SH OTH 3 300 0 0
XILINX INC. COM 983919101 106,644.20 1,245,480 SH SOLE 3 1,158,680 0 17,700
XILINX INC. COM 983919101 11,102.50 129,664 SH OTH 3 7,700 0 0
XILINX INC. COM 983919101 830.60 9,700 SH SHD 1 9,700 0 0
XILINX INCORPORATED COM 983919101 4,362.94 50,954 SH SOLE 2 0 50,954
XILINX INCORPORATED CLL 983919101 737.50 20,000 SH CLL SOLE 2 0 20,000
XILINX INCORPORATED COM 983919101 1,529.26 17,860 SH SOLE 2 17,860 0
XIRCOM COM 983922105 452.00 17,900 SH SOLE 3 14,500 0 3,400
XL CAPITAL LTD CL-A COM G98255105 4,940.67 67,220 SH SOLE 2 67,220 0
XL CAPITAL LTD CL-A COM G98255105 2,038.52 27,735 SH SOLE 2 0 27,735
XL CAPITAL LTD CLASS A COM G98255105 46,209.40 628,700 SH SOLE 3 530,100 0 93,400
XL CAPITAL LTD CLASS A COM G98255105 58.80 800 SH OTH 3 800 0 0
XM SATELLITE RADIO HLDGS INC COM 983759101 400.50 9,300 SH SOLE 3 9,300 0 0
XPEDIOR INC COM 98413B100 1.90 600 SH SOLE 3 0 0 600
XTRA CORP COM 984138107 1,355.30 30,500 SH SOLE 3 26,000 0 3,700
XYBERNAUT CORP COM 984149104 148.44 25,000 SH SOLE 2 0 25,000
YAHOO! INC. COM 984332106 615,340.36 6,761,982 SH SOLE 2 0 6,761,982
YAHOO! INC. COM 984332106 199,377.20 2,190,958 SH SOLE 3 2,063,638 0 57,490
YAHOO! INC. COM 984332106 20,720.00 227,656 SH OTH 3 28,152 0 5,300
YAHOO! INC. COM 984332106 20,190.72 221,876 SH SOLE 2 221,876 0
YAHOO! INC. COM 984332106 1,264.90 13,900 SH SHD 1 13,900 0 0
YAHOO!INC.CMN COM 984332106 20,788.95 228,450 SH SOLE 4 228,450 0
YELLOW CORP COM 985509108 1,966.20 130,000 SH SOLE 3 121,200 0 7,700
YORK INTERNATIONAL CORP NEW COM 986670107 1,965.10 79,000 SH SOLE 3 73,000 0 5,500
YORK INTERNATIONAL CORP NEW COM 986670107 422.88 17,000 SH SOLE 2 0 17,000
YOUNG & RUBICAM INC COM 987425105 668.25 13,500 SH SOLE 2 0 13,500
YOUNG & RUBICAM INC COM 987425105 9.90 200 SH SOLE 3 200 0 0
Z TEL TECHNOLOGIES INC COM 988792107 165.42 22,816 SH SOLE 2 0 22,816
ZALE CORP (NEW) COM 988858106 21,219.60 654,170 SH SOLE 3 632,870 0 16,600
ZALE CORP (NEW) COM 988858106 2,870.50 88,493 SH OTH 3 3,000 0 53,200
ZD NET GROUP COM 989511209 16,873.20 1,199,870 SH SOLE 3 1,032,870 0 0
ZEBRA TECHNOLOGIES INC COM 989207105 2,234.90 46,500 SH SOLE 3 41,700 0 4,400
ZENITH NATIONAL INS CORP COM 989390109 6,262.80 286,300 SH SOLE 3 286,300 0 0
ZIFF DAVIS INC ZD COM 989511100 385.10 47,400 SH SOLE 3 43,300 0 4,100
ZIFF-DAVIS INC.-ZD COM 989511100 239.48 29,475 SH SOLE 2 0 29,475
ZIFF-DAVIS INC.-ZDNET COM 989511209 680.63 48,400 SH SOLE 2 0 48,400
ZIFF-DAVIS INC.-ZDNET COM 989511209 168.75 12,000 SH SOLE 2 12,000 0
ZIONS BANCORP COM 989701107 9,322.90 182,300 SH SOLE 3 175,000 0 7,300
ZIONS BANCORP COM 989701107 2,997.35 58,610 SH SOLE 2 0 58,610
ZIONS BANCORP COM 989701107 1,892.20 37,000 SH SOLE 2 37,000 0
ZIXIT CORP COM 98974P100 808.25 26,500 SH SOLE 2 0 26,500
ZIXIT CORP COM 98974P100 433.10 14,200 SH SOLE 3 12,300 0 1,800
ZOLL MEDICAL CORP COM 989922109 1,311.40 26,900 SH SOLE 3 26,500 0 0
ZOMAX INC /MN COM 989929104 534.80 76,400 SH SOLE 3 68,600 0 7,000
ZORAN CORP COM 98975F101 112.10 2,300 SH SOLE 3 0 0 2,300
ZYGO CORP COM 989855101 930.90 10,700 SH SOLE 3 8,800 0 1,800
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