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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 December 31, 1999
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, February 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: ____________
6,066
Form 13F Information Table Entry Total: _____________
82,865,808.35
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. 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-FLOWERS.COM COM 68243Q106 4,873.18 455,970 SH SOLE 2 455,970
1-800-FLOWERS.COM A771 COM 68243Q106 200.28 18,740 SH SOLE 2 18,740
1-800 CONTACTS, INC. COM 681977104 405.94 15,000 SH SOLE 2 15,000
3COM CORP CLL 885535104 308.75 10,000 SH CALL SOLE 2 10,000
3COM CORP COM 885535104 1,024.27 21,793 SH SOLE 2 21,793
3COM CORP COM 885535104 5,385.50 114,585 SH SOLE 2 114,585
99 CENTS ONLY STORES COM 65440K106 23,428.10 612,500 SH SOLE 3 612,500 0 0
99 CENTS ONLY STORES COM 65440K106 243.84 6,375 SH SOLE 2 6,375
99 CENTS ONLY STORES COM 65440K106 363.38 9,500 SH SOLE 2 9,500
A SCHULMAN INC COM 808194104 1,347.40 82,600 SH SOLE 3 72,300 0 10,300
A.H. BELO CORP SER A COM 080555105 96,166.90 5,044,823 SH SOLE 3 3,578,263 0 1,457,600
A.H. BELO CORP SER A COM 080555105 1,373.60 72,059 SH OTH 3 31,190 0 22,900
A.O. SMITH CORP (DEL) COM 831865209 2,777.00 126,950 SH SOLE 3 120,500 0 6,450
A.O. SMITH CORP (DEL) COM 831865209 126.90 5,800 SH OTH 3 5,800 0 0
AAR CORP COM 000361105 3,522.90 196,400 SH SOLE 3 191,400 0 5,000
AAR CORP COM 000361105 1,168.84 65,162 SH SOLE 2 65,162
AAR CORP COM 000361105 524.67 29,250 SH SOLE 2 29,250
AARON RENTS INC COM 002535201 15,748.20 887,220 SH SOLE 3 674,800 0 212,420
AARON RENTS INC COM 002535201 161.50 9,100 SH OTH 3 9,100 0 0
AAVID THERMAL TECHNOLGIES COM 002539104 702.50 28,600 SH SOLE 3 25,800 0 2,800
ABBOTT LABORATORIES COM 002824100 1,960.90 54,000 SH SHD 1 54,000 0 0
ABBOTT LABORATORIES COM 002824100 115,352.50 3,176,662 SH SOLE 3 3,061,862 0 89,700
ABBOTT LABORATORIES COM 002824100 1,100.30 30,300 SH OTH 3 30,300 0 0
ABBOTT LABORATORIES COM 002824100 5,431.44 149,575 SH SOLE 4 149,575
ABBOTT LABORATORIES CLL 002824100 16.88 10,000 SH CALL SOLE 2 10,000
ABBOTT LABORATORIES COM 002824100 200,337.08 5,517,028 SH SOLE 2 5,517,028
ABBOTT LABORATORIES COM 002824100 240,411.92 6,620,638 SH SOLE 2 6,620,638
ABERCROMBIE & FITCH CO. COM 002896207 7,608.60 285,100 SH SOLE 3 280,200 0 4,900
ABERCROMBIE & FITCH CO. COM 002896207 1,043.48 39,100 SH SOLE 2 39,100
ABERCROMBIE & FITCH CO. COM 002896207 10,439.40 391,172 SH SOLE 2 391,172
ABGENIX INC COM 00339B107 331.20 2,500 SH SOLE 3 2,500 0 0
ABLE TELCOM HLDG CORP COM 003712304 80.00 10,000 SH SOLE 2 10,000
ABM INDS INC COM 000957100 15,864.00 778,600 SH SOLE 3 557,200 0 221,400
ABM INDS INC COM 000957100 93.70 4,600 SH OTH 3 4,600 0 0
ABOUT.COM INC COM 003736105 215.40 2,400 SH SOLE 3 2,100 0 300
ACCENT COLOR SCIENCES INC COM 004305108 17.43 42,500 SH SOLE 2 42,500
ACCEPTANCE INSURANCE COS COM 004308102 58.60 10,200 SH SOLE 3 10,200 0 0
ACCREDO HEALTH INC COM 00437V104 2,130.18 69,274 SH SOLE 2 69,274
ACCRUE SOFTWARE INC COM 00437W102 270.63 5,000 SH SOLE 2 5,000
ACCTON TECHNOLOGY CORP GDR COM 00437R202 1,448.70 199,000 SH OTH 3 174,000 0 25,000
ACE LTD COM G0070K103 1,001.20 59,995 SH SOLE 3 55,835 0 4,160
ACKERLEY COMMUNICATION INC COM 004527107 19.90 1,100 SH SOLE 3 1,100 0 0
ACNIELSEN CORP COM 004833109 795.40 32,300 SH SOLE 3 18,600 0 13,700
ACNIELSEN CORP COM 004833109 852.00 34,600 SH OTH 3 1,400 0 33,200
ACT NETWORKS INC COM 000975102 11.20 1,200 SH SOLE 3 0 0 1,200
ACTEL CORP. COM 004934105 304.80 12,700 SH SOLE 3 10,600 0 2,100
ACTION PERFORMANCE COS INC COM 004933107 230.00 20,000 SH SOLE 2 20,000
ACTIVE SOFTWARE, INC. COM 00504E100 598.00 6,500 SH SOLE 2 6,500
ACTUATE CORP COM 00508B102 8,341.20 194,548 SH SOLE 3 191,948 0 2,600
ACTUATE CORP COM 00508B102 42.90 1,000 SH OTH 3 1,000 0 0
ACTUATE CORP COM 00508B102 213.95 4,990 SH SOLE 2 4,990
ACTUATE CORP COM 00508B102 299.35 6,982 SH SOLE 2 6,982
ACTV INC (NEW) COM 00088E104 173.60 3,800 SH SOLE 3 500 0 3,300
ACUBID.COM INC COM 00508Q109 43.75 50,000 SH SOLE 2 50,000
ACUSON CORP COM 005113105 590.40 47,000 SH SOLE 3 47,000 0 0
ACX TECHNOLOGIES INC COM 005123104 1,790.20 167,500 SH SOLE 3 163,800 0 3,700
ACX TECHNOLOGIES INC COM 005123104 896.70 83,900 SH OTH 3 0 0 83,900
ACX TECHNOLOGIES INC COM 005123104 320.63 30,000 SH SOLE 2 30,000
ACXIOM CORP COM 005125109 496.80 20,700 SH SOLE 3 14,800 0 5,900
ADAC LABORATORIES (NEW) COM 005313200 134.38 12,500 SH SOLE 2 12,500
ADAM.COM INC COM 00547M101 306.00 24,000 SH SOLE 2 24,000
ADAPTEC INC COM 00651F108 1,077.30 21,600 SH SOLE 3 21,000 0 600
ADAPTEC INC COM 00651F108 1,581.00 31,700 SH OTH 3 31,700 0 0
ADAPTEC INC COM 00651F108 1,179.39 23,647 SH SOLE 2 23,647
ADAPTIVE BROADBAND CORP COM 00650M104 804.60 10,900 SH SOLE 3 8,900 0 2,000
ADC TELECOMMUNICATIONS INC COM 000886101 1,052.20 14,500 SH SOLE 3 10,900 0 1,800
ADC TELECOMMUNICATIONS INC COM 000886101 4,223.14 58,200 SH SOLE 2 58,200
ADC TELECOMMUNICATIONS INC COM 000886101 858.20 11,827 SH SOLE 2 11,827
ADECCO S.A. SP ADR COM 006754105 1,009.92 10,520 SH SOLE 2 10,520
ADECCO S.A. SP ADR COM 006754105 1,593.89 16,603 SH SOLE 2 16,603
ADELPHIA BUSINESS SOLUTIONS COM 006847107 840.00 17,500 SH SOLE 2 17,500
ADELPHIA COMMUNICATIONS CP CLA COM 006848105 19,420.08 295,925 SH SOLE 2 295,925
ADELPHIA COMMUNICATIONS CP CLA COM 006848105 46,875.22 714,289 SH SOLE 2 714,289
ADELPHIA COMMUNICATIONS CP CLA COM 006848105 22,004.10 335,300 SH SOLE 3 248,000 0 87,300
ADELPHIA COMMUNICATIONS CP CLA COM 006848105 98.40 1,500 SH OTH 3 1,500 0 0
ADELPHIA COMMUNICATIONS CP CLA COM 006848105 2,688.00 40,960 SH SOLE 4 40,960
ADOBE SYS INC COM 00724F101 447.89 6,660 SH SOLE 2 6,660
ADOBE SYSTEMS INC COM 00724F101 44,792.50 666,060 SH SOLE 3 655,760 0 6,800
ADOBE SYSTEMS INC COM 00724F101 1,634.20 24,300 SH OTH 3 0 0 24,300
ADOLPH COORS CO CL B COM 217016104 3,627.80 69,100 SH SOLE 3 69,100 0 0
ADOLPH COORS CO CL B COM 217016104 57.80 1,100 SH OTH 3 1,100 0 0
ADTRAN INC COM 00738A106 329.20 6,400 SH SOLE 3 3,700 0 2,700
ADTRAN INC COM 00738A106 529.80 10,300 SH OTH 3 0 0 10,300
ADTRAN INC COM 00738A106 11,527.40 224,105 SH SOLE 2 224,105
ADVANCE PARADIGM INC COM 007491103 51.80 2,400 SH SOLE 3 0 0 2,400
ADVANCED DIGITAL INFO CORP COM 007525108 11,203.20 230,400 SH SOLE 3 228,100 0 2,300
ADVANCED DIGITAL INFO CORP COM 007525108 102.10 2,100 SH OTH 3 2,100 0 0
ADVANCED ENERGY INDS CNV 007973AA8 557.53 475,000 SH SOLE 2 475,000
ADVANCED ENERGY INDS INC COM 007973100 369.38 7,500 SH SOLE 2 7,500
ADVANCED ENERGY INDS INC COM 007973100 2,423.10 49,200 SH SOLE 2 49,200
ADVANCED ENERGY INDS INC COM 007973100 19.70 400 SH SOLE 3 400 0 0
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 3,262.20 73,000 SH SOLE 3 65,900 0 7,100
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 62.60 1,400 SH OTH 3 1,400 0 0
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 3,494.88 78,207 SH SOLE 2 78,207
ADVANCED MACHINE VISION CP-A COM 00753B104 15.63 20,000 SH SOLE 2 20,000
ADVANCED MICRO DEVICES INC COM 007903107 338.60 11,700 SH SOLE 3 11,700 0 0
ADVANCED RADIO TELECOM CORP COM 00754U101 422.40 17,600 SH SOLE 2 17,600
ADVANCED RADIO TELECOM CORP PUT 00754U101 9.38 100,000 SH PUT SOLE 2 100,000
ADVANCED RADIO TELECOM CORP COM 00754U101 504.00 21,000 SH SOLE 3 21,000 0 0
ADVANTA CORP CL A COM 007942105 2,049.50 112,300 SH SOLE 3 106,300 0 6,000
ADVANTA CORP CL A COM 007942105 52.90 2,900 SH OTH 3 2,900 0 0
ADVANTICA RESTAURANT GRP COM 00758B109 43.75 25,000 SH SOLE 2 25,000
ADVENT SOFTWARE INC COM 007974108 3,366.90 52,250 SH SOLE 3 50,500 0 1,750
ADVENT SOFTWARE INC COM 007974108 48.30 750 SH OTH 3 750 0 0
ADVEST GRP INC. COM 007566102 299.50 16,300 SH SOLE 3 16,300 0 0
ADVO INC COM 007585102 7,571.50 318,800 SH SOLE 3 309,000 0 4,800
ADVOCAT INC COM 007586100 26.04 168,000 SH SOLE 2 168,000
AEGON N V AMER REG COM 007924103 654.27 6,851 SH SOLE 2 6,851
AEGON N V AMER REG COM 007924103 1,330.89 13,936 SH SOLE 2 13,936
AEGON N V AMER REG COM 007924103 25,441.60 266,404 SH SOLE 3 266,404 0 0
AEP INDS INC COM 001031103 1,545.00 60,000 SH SOLE 2 60,000
AERIAL COMMUNICATIONS INC COM 007655103 225.20 3,700 SH SOLE 3 3,700 0 0
AEROFLEX INC COM 007768104 49.80 4,800 SH SOLE 3 0 0 4,800
AEROVOX INC. COM 00808M105 234.38 75,000 SH SOLE 2 75,000
AES CORP. COM 00130H105 1,026.32 13,730 SH SOLE 2 13,730
AES CORP. COM 00130H105 21,055.58 281,680 SH SOLE 2 281,680
AES CORP. COM 00130H105 426,199.10 5,701,660 SH SOLE 3 3,728,350 0 1,960,010
AES CORP. COM 00130H105 6,289.60 84,142 SH OTH 3 35,700 0 36,600
AETNA INC COM 008117103 1,512.50 27,100 SH SHD 1 27,100 0 0
AETNA INC COM 008117103 1,544.50 27,673 SH SOLE 2 27,673
AETNA INC COM 008117103 37,807.70 677,405 SH SOLE 3 661,205 0 16,200
AETNA INC COM 008117103 1,562.80 28,000 SH OTH 3 28,000 0 0
AFFILIATED COMPUTER SVCS CNV 008190AD2 5,971.32 4,958,000 SH SOLE 2 4,958,000
AFFILIATED COMPUTER SVCS CNV 008190AD2 13,779.31 11,441,000 SH SOLE 2 11,441,000
AFFILIATED COMPUTER SVCS-A COM 008190100 2,990.00 65,000 SH SOLE 3 57,400 0 7,600
AFFILIATED COMPUTER SVCS-A COM 008190100 2,304.60 50,100 SH OTH 3 2,500 0 47,600
AFFILIATED COMPUTER SVCS CL A COM 008190100 1,162.33 25,268 SH SOLE 2 25,268
AFFILIATED COMPUTER SVCS CV4%3/15/05MSCNV 008190AD2 972.93 800,000 SH SOLE 4 800,000
AFFILIATED MANAGERS GRP COM 008252108 19,343.00 478,342 SH SOLE 3 471,842 0 6,500
AFFILIATED MANAGERS GRP COM 008252108 214.30 5,300 SH OTH 3 5,300 0 0
AFFILIATED MANAGERS GRP INC COM 008252108 9,731.28 240,650 SH SOLE 2 240,650
AFFYMETRIX INC COM 00826T108 2,324.70 13,700 SH SOLE 3 12,200 0 1,500
AFFYMETRIX INC COM 00826T108 933.28 5,500 SH SOLE 2 5,500
AFLAC CORP(NEW) COM 001055102 632.30 13,400 SH SHD 1 13,400 0 0
AFLAC CORP(NEW) COM 001055102 18,072.80 383,000 SH SOLE 3 305,000 0 76,100
AFLAC CORP(NEW) COM 001055102 542.70 11,500 SH OTH 3 3,000 0 8,500
AFLAC INCORPORATED (NEW) COM 001055102 1,335.41 28,300 SH SOLE 2 28,300
AFLAC INCORPORATED (NEW) COM 001055102 2,418.64 51,256 SH SOLE 2 51,256
AFTERMARKET TECHNOLOGY CORP COM 008318107 119.38 10,000 SH SOLE 2 10,000
AG-BAG INTERNATIONAL LTD COM 001077106 41.00 100,000 SH SOLE 2 100,000
AGCO CORP COM 001084102 228.44 17,000 SH SOLE 2 17,000
AGCO CORP COM 001084102 11,902.90 885,800 SH SOLE 3 872,800 0 4,600
AGENCY.COM LTD COM 008447104 2,191.73 42,975 SH SOLE 2 42,975
AGENCY.COM LTD COM 008447104 5,714.04 112,040 SH SOLE 2 112,040
AGENCY.COM LTD CMN COM 008447104 578.85 11,350 SH SOLE 4 11,350
AGILENT TECHNOLOGIES INC. COM 00846U101 34,718.72 449,070 SH SOLE 2 449,070
AGILENT TECHNOLOGIES INC. COM 00846U101 47,816.54 618,484 SH SOLE 2 618,484
AGILENT TECHNOLOGIES INC. CMN COM 00846U101 11,117.54 143,800 SH SOLE 4 143,800
AGL RESOURCES INC COM 001204106 1,074.40 63,200 SH SOLE 3 53,500 0 9,700
AGRIBRANDS INTERNATIONAL COM 00849R105 2,617.40 56,900 SH SOLE 3 55,900 0 1,000
AGRIBRANDS INTERNATIONAL COM 00849R105 27.60 600 SH OTH 3 600 0 0
AHL SVCS INC. COM 001296102 16,583.10 794,400 SH SOLE 3 581,100 0 213,300
AHL SVCS INC. COM 001296102 77.20 3,700 SH OTH 3 3,700 0 0
AIR EXPRESS INTL CORP COM 009104100 16,636.10 514,850 SH SOLE 3 341,300 0 173,550
AIR EXPRESS INTL CORP COM 009104100 74.30 2,300 SH OTH 3 2,300 0 0
AIR PRODUCTS & CHEMICALS INC COM 009158106 10,095.60 300,800 SH SOLE 3 285,900 0 14,900
AIR PRODUCTS & CHEMICALS INC COM 009158106 83.90 2,500 SH OTH 3 2,500 0 0
AIRBORNE FREIGHT CORP COM 009266107 1,221.00 55,500 SH SOLE 3 51,500 0 4,000
AIRGAS INC COM 009363102 105.50 11,100 SH SOLE 3 11,100 0 0
AIRTRAN HLDGS INC COM 00949P108 45.31 10,000 SH SOLE 2 10,000
AK STEEL HOLDING CORP COM 001547108 5,568.80 295,035 SH SOLE 3 268,790 0 26,245
AK STEEL HOLDING CORP COM 001547108 1,721.70 91,217 SH OTH 3 6,200 0 85,017
ALABAMA NATL BANCORP DEL COM 010317105 43.40 2,300 SH SOLE 3 0 0 2,300
ALASKA AIR GRP INC COM 011659109 6,066.10 172,700 SH SOLE 3 157,500 0 15,200
ALASKA AIR GRP INC COM 011659109 1,974.00 56,200 SH OTH 3 3,500 0 49,400
ALASKA COMMUNICATIONS SYS COM 01167P101 4,296.60 347,200 SH SOLE 2 347,200
ALASKA COMMUNICATIONS SYS COM 01167P101 9,939.09 803,159 SH SOLE 2 803,159
ALASKA COMMUNICATIONS SYS GRP INC. COM 01167P101 1,189.26 96,102 SH SOLE 4 96,102
ALBERTO CULVER CO CL-B CONV COM 013068101 6,339.60 245,600 SH SOLE 3 225,100 0 20,500
ALBERTO CULVER CO CL A COM 013068200 291.45 13,400 SH SOLE 2 13,400
ALBERTO CULVER CO CL A COM 013068200 319.73 14,700 SH SOLE 2 14,700
ALBERTSONS INC COM 013104104 635.30 19,700 SH SHD 1 19,700 0 0
ALBERTSONS INC COM 013104104 3,144.50 97,505 SH SOLE 3 97,505 0 0
ALBERTSONS INC COM 013104104 383.80 11,900 SH OTH 3 0 0 11,900
ALBERTSONS INC COM 013104104 2,598.06 80,560 SH SOLE 2 80,560
ALBERTSONS INC COM 013104104 407.12 12,624 SH SOLE 2 12,624
ALCAN ALUMINUM LTD (NEW) COM 013716105 889.60 21,500 SH SHD 1 21,500 0 0
ALCAN ALUMINUM LTD (NEW) COM 013716105 296.20 7,159 SH SOLE 2 7,159
ALCAN ALUMINUM LTD (NEW) COM 013716105 41,538.40 1,003,950 SH SOLE 3 983,150 0 20,800
ALCAN ALUMINUM LTD (NEW) COM 013716105 1,506.00 36,400 SH OTH 3 9,400 0 27,000
ALCATEL SP ADR COM 013904305 1,387.40 30,831 SH SOLE 2 30,831
ALCOA INC COM 013817101 1,734.70 20,900 SH SHD 1 20,900 0 0
ALCOA INC COM 013817101 2,213.53 26,669 SH SOLE 2 26,669
ALCOA INC COM 013817101 46,158.10 556,122 SH SOLE 3 550,522 0 3,700
ALCOA INC COM 013817101 854.90 10,300 SH OTH 3 10,300 0 0
ALEXANDER & BALDWIN INC COM 014482103 237.20 10,400 SH SOLE 3 4,600 0 5,800
ALEXANDER & BALDWIN INC COM 014482103 383.20 16,800 SH OTH 3 0 0 16,800
ALEXANDRIA REAL ESTATE COM 015271109 5,414.50 170,200 SH SOLE 3 98,600 0 69,700
ALEXANDRIA REAL ESTATE COM 015271109 351.53 11,050 SH SOLE 2 11,050
ALEXANDRIA REAL ESTATE COM 015271109 537.63 16,900 SH SOLE 2 16,900
ALFA CORP COM 015385107 378.40 23,200 SH SOLE 3 21,000 0 2,200
ALKERMES INC COM 01642T108 599.30 12,200 SH SOLE 3 9,800 0 2,400
ALLAIRE CORP COM 016714107 292.63 2,000 SH SOLE 2 2,000
ALLAIRE CORP COM 016714107 775.50 5,300 SH SOLE 3 4,800 0 500
ALLAIRE CORP COM 016714107 29.30 200 SH OTH 3 200 0 0
ALLEGHENY ENERGY, INC. COM 017361106 26.90 1,000 SH SOLE 3 1,000 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 4,557.30 203,111 SH SOLE 2 203,111
ALLEGHENY TELEDYNE INC COM 01741R102 1,006.70 44,867 SH SOLE 3 44,867 0 0
ALLEGIANCE TELECOM, INC. COM 01747T102 479.70 5,200 SH SOLE 3 5,200 0 0
ALLEGIANCE TELECOM, INC. COM 01747T102 101.50 1,100 SH OTH 3 1,100 0 0
ALLEN TELECOM INC COM 018091108 46.20 4,000 SH SOLE 3 0 0 4,000
ALLERGAN INC COM 018490102 318.40 6,400 SH SHD 1 6,400 0 0
ALLERGAN INC COM 018490102 86,092.40 1,730,500 SH SOLE 3 1,648,500 0 73,800
ALLERGAN INC COM 018490102 2,378.10 47,800 SH OTH 3 27,000 0 17,200
ALLIANCE CAPITAL MNGMT COM 01855A101 299.38 10,000 SH SOLE 2 10,000
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 4,859.40 291,200 SH SOLE 2 291,200
ALLIANT ENERGY CORP COM 018802108 1,471.20 53,500 SH SOLE 3 53,500 0 0
ALLIANT ENERGY CORP COM 018802108 860.80 31,300 SH OTH 3 4,100 0 27,200
ALLIANT TECHSYSTEMS INC COM 018804104 1,183.90 19,000 SH SOLE 3 19,000 0 0
ALLIED CAPITAL CORP. COM 01903Q108 36,293.20 1,981,882 SH SOLE 3 1,386,332 0 594,050
ALLIED CAPITAL CORP. COM 01903Q108 142.20 7,763 SH OTH 3 7,763 0 0
ALLIED IRISH BK PLC SP-ADR COM 019228402 870.35 41,200 SH SOLE 2 41,200
ALLIED RISER COMMUNICATIONS COM 019496108 1,460.54 70,600 SH SOLE 2 70,600
ALLIED RISER COMMUNICATIONS COM 019496108 17,240.96 833,400 SH SOLE 2 833,400
ALLIED WASTE INDS INC COM 019589308 1,177.35 133,600 SH SOLE 2 133,600
ALLIED WASTE INDS INC COM 019589308 2,403.17 272,700 SH SOLE 2 272,700
ALLIED WASTE INDS INC COM 019589308 12,374.50 1,404,195 SH SOLE 3 1,037,670 0 366,525
ALLIED WASTE INDS INC COM 019589308 65.70 7,455 SH OTH 3 7,455 0 0
ALLMERICA FINANCIAL CORP COM 019754100 623.00 11,200 SH SOLE 3 10,900 0 300
ALLMERICA FINANCIAL CORP COM 019754100 33.40 600 SH OTH 3 0 0 0
ALLMERICA FINANCIAL CORP. COM 019754100 528.44 9,500 SH SOLE 2 9,500
ALLOY ONLINE INC COM 019855105 157.50 10,000 SH SOLE 2 10,000
ALLSCRIPTS, INC. COM 019886100 2,119.61 48,173 SH SOLE 2 48,173
ALLSCRIPTS, INC. COM 019886100 539.00 12,250 SH SOLE 2 12,250
ALLSTATE CORP COM 020002101 1,050.90 43,672 SH SHD 1 43,672 0 0
ALLSTATE CORP COM 020002101 24,433.90 1,015,433 SH SOLE 3 903,433 0 112,000
ALLSTATE CORP COM 020002101 873.40 36,296 SH OTH 3 32,096 0 0
ALLSTATE CORP COM 020002101 762.25 31,678 SH SOLE 2 31,678
ALLSTATE CORP COM 020002101 2,913.56 121,083 SH SOLE 2 121,083
ALLTEL CORP COM 020039103 1,372.60 16,600 SH SHD 1 16,600 0 0
ALLTEL CORP COM 020039103 556.73 6,733 SH SOLE 2 6,733
ALLTEL CORP COM 020039103 5,701.22 68,949 SH SOLE 2 68,949
ALLTEL CORP COM 020039103 55,990.40 677,133 SH SOLE 3 656,033 0 13,400
ALLTEL CORP COM 020039103 2,042.40 24,700 SH OTH 3 24,700 0 0
ALLTRISTA CORP COM 020040101 44.20 2,000 SH SOLE 3 2,000 0 0
ALPHA INDS INC. COM 020753109 286.56 5,000 SH SOLE 2 5,000
ALPHA INDS INC. COM 020753109 6,556.60 114,400 SH SOLE 3 112,400 0 2,000
ALPHA INDS INC. COM 020753109 68.80 1,200 SH OTH 3 1,200 0 0
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ALPHA PETE EXPL CORP COM 020902102 2.88 24,000 SH SOLE 2 24,000
ALPHARMA INC COM 020813101 6,854.90 222,922 SH SOLE 3 211,322 0 11,600
ALPHARMA INC COM 020813101 1,755.80 57,100 SH OTH 3 5,800 0 51,300
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ALTERA CORP COM 021441100 4,416.00 89,100 SH OTH 3 0 0 89,100
ALTERA CORP COM 021441100 209.25 4,222 SH SOLE 2 4,222
ALTERA CORP COM 021441100 5,990.27 120,863 SH SOLE 2 120,863
ALZA CORP CL A COM 022615108 228.50 6,600 SH SOLE 3 6,300 0 300
AMAZON.COM INC COM 023135106 22,635.80 297,350 SH SOLE 3 276,450 0 18,500
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AMAZON.COM INC COM 023135106 426.30 5,600 SH SOLE 2 5,600
AMAZON.COM INC COM 023135106 6,185.84 81,259 SH SOLE 2 81,259
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AMAZON.COM INC PUT 023135106 68.75 10,000 SH PUT SOLE 2 10,000
AMAZON.COM INC PUT 023135106 96.88 10,000 SH PUT SOLE 2 10,000
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AMB PROPERTY CORP COM 00163T109 1,686.70 84,600 SH SOLE 3 68,500 0 16,100
AMBAC FINANCIAL GRP INC COM 023139108 153,787.10 2,946,819 SH SOLE 3 1,884,189 0 1,053,980
AMBAC FINANCIAL GRP INC COM 023139108 2,213.00 42,405 SH OTH 3 17,940 0 21,600
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AMCOL INTERNATIONAL CORP COM 02341W103 1,120.70 69,500 SH SOLE 3 63,200 0 6,300
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AMDOCS LIMITED COM G02602103 16,343.86 473,735 SH SOLE 2 473,735
AMDOCS LIMITED COM G02602103 5,555.43 161,027 SH SOLE 2 161,027
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AMDOCS TRACES CNV 02342R202 7,869.01 250,805 SH SOLE 2 250,805
AMDOCS TRACES 6.75% 06/11/02 CNV 02342R202 376.55 12,000 SH SOLE 4 12,000
AMER GREETINGS CORP CL A COM 026375105 770.18 32,600 SH SOLE 2 32,600
AMER GREETINGS CORP CL A COM 026375105 9,123.98 386,200 SH SOLE 2 386,200
AMER GREETINGS CORP CL A COM 026375105 885.90 37,500 SH SOLE 3 28,100 0 9,400
AMER GREETINGS CORP CL A COM 026375105 422.90 17,900 SH OTH 3 0 0 17,900
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AMER HOME PROD CORP COM 026609107 5,144.65 131,074 SH SOLE 2 131,074
AMER INTL GRP INC COM 026874107 6,502.40 60,138 SH SHD 1 60,138 0 0
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AMER INTL GRP INC COM 026874107 9,341.50 86,395 SH OTH 3 69,341 0 10,107
AMER INTL GRP INC COM 026874107 204,308.68 1,889,560 SH SOLE 2 1,889,560
AMER INTL GRP INC COM 026874107 354,851.11 3,281,860 SH SOLE 2 3,281,860
AMER INTL GRP INC CMN COM 026874107 17,326.82 160,248 SH SOLE 4 160,248
AMERADA HESS CORP. COM 023551104 7,835.20 138,066 SH SOLE 3 133,766 0 4,300
AMERADA HESS CORP. COM 023551104 130.50 2,300 SH OTH 3 2,300 0 0
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AMERICA ONLINE INC CV NTS4%11/15/02MN CNV 02364JAB0 635.98 55,000 SH SOLE 4 55,000
AMERICA ON-LINE INC CONV NTS CNV 02364JAB0 924.65 80,000 SH SOLE 2 80,000
AMERICA ON-LINE INC CONV NTS CNV 02364JAB0 10,286.74 890,000 SH SOLE 2 890,000
AMERICA ONLINE INC CNV 02364JAC8 5,387.63 9,525,000 SH SOLE 2 9,525,000
AMERICA ONLINE INC CNV 02364JAC8 882.38 1,560,000 SH SOLE 2 1,560,000
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AMERICA ONLINE INC DEL CLL 02364J104 201.69 7,000 SH CALL SOLE 2 7,000
AMERICA ONLINE INC DEL CLL 02364J104 218.50 8,000 SH CALL SOLE 2 8,000
AMERICA ONLINE INC DEL CLL 02364J104 1,011.25 20,000 SH CALL SOLE 2 20,000
AMERICA ONLINE INC DEL CLL 02364J104 239.38 10,000 SH CALL SOLE 2 10,000
AMERICA ONLINE INC DEL CLL 02364J104 350.63 10,000 SH CALL SOLE 2 10,000
AMERICA ONLINE INC DEL CLL 02364J104 428.35 10,400 SH CALL SOLE 2 10,400
AMERICA ONLINE INC DEL CLL 02364J104 483.75 20,000 SH CALL SOLE 2 20,000
AMERICA ONLINE INC DEL COM 02364J104 123,542.63 1,628,239 SH SOLE 2 1,628,239
AMERICA ONLINE INC DEL COM 02364J104 307,846.65 4,057,287 SH SOLE 2 4,057,287
AMERICA ONLINE INC DEL PUT 02364J104 2.50 40,000 SH PUT SOLE 2 40,000
AMERICA ONLINE INC DEL CMN COM 02364J104 94,308.76 1,242,949 SH SOLE 4 1,242,949
AMERICA SERVICE GRP COM 02364L109 210.00 14,000 SH SOLE 2 14,000
AMERICA WEST COM 023657208 8,787.60 423,500 SH SOLE 3 396,700 0 26,800
AMERICA WEST COM 023657208 1,956.70 94,300 SH OTH 3 2,400 0 91,900
AMERICA WEST HLDGS CORP COM 023657208 491.67 23,695 SH SOLE 2 23,695
AMERICAN BINGO & GAMING CORP COM 024596108 26.25 30,000 SH SOLE 2 30,000
AMERICAN BUSINESS PROD INC(GA) COM 024763104 151.94 13,000 SH SOLE 2 13,000
AMERICAN BUSINESS PROD INC(GA) COM 024763104 61.90 5,300 SH SOLE 3 1,200 0 4,100
AMERICAN CLIC VOYAGER CO COM 024928103 101.50 2,900 SH SOLE 3 0 0 2,900
AMERICAN COIN MERCHANDISING COM 02516B108 1,325.00 481,800 SH SOLE 3 241,200 0 240,600
AMERICAN EAGLE OUTFITTERS INC(NEW) COM 02553E106 108.00 2,400 SH SOLE 3 0 0 2,400
AMERICAN ECOLOGY CORP COM 025533100 85.28 50,536 SH SOLE 2 50,536
AMERICAN ELECTRIC POWER INC COM 025537101 212.09 6,602 SH SOLE 2 6,602
AMERICAN EXPRESS CO. COM 025816109 615.10 3,700 SH SHD 1 3,700 0 0
AMERICAN EXPRESS CO. COM 025816109 62,667.10 376,945 SH SOLE 3 372,345 0 4,000
AMERICAN EXPRESS CO. COM 025816109 59,342.94 356,950 SH SOLE 4 356,950
AMERICAN EXPRESS CO. COM 025816109 51,504.42 309,801 SH SOLE 2 309,801
AMERICAN EXPRESS CO. COM 025816109 64,882.55 390,271 SH SOLE 2 390,271
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AMERICAN FINANCIAL GRP COM 025932104 435.20 16,500 SH OTH 3 0 0 16,500
AMERICAN FREIGHTWAYS CORP COM 02629V108 2,232.30 137,900 SH SOLE 3 128,800 0 9,100
AMERICAN GENERAL CORP COM 026351106 713.20 9,400 SH SHD 1 9,400 0 0
AMERICAN GENERAL CORP COM 026351106 337.26 4,445 SH SOLE 2 4,445
AMERICAN GENERAL CORP COM 026351106 30,816.93 406,154 SH SOLE 2 406,154
AMERICAN GENERAL CORP COM 026351106 27,780.90 366,140 SH SOLE 3 366,140 0 0
AMERICAN GENERAL CORP COM 026351106 933.30 12,300 SH OTH 3 12,300 0 0
AMERICAN GENERAL DELAWARE LLC PRF 02637G200 205.98 2,200 SH SOLE 2 2,200
AMERICAN HOME PRODUCTS CORP COM 026609107 604.50 15,400 SH SHD 1 15,400 0 0
AMERICAN HOME PRODUCTS CORP COM 026609107 189,271.70 4,822,210 SH SOLE 3 3,879,820 0 928,220
AMERICAN HOME PRODUCTS CORP COM 026609107 2,794.80 71,204 SH OTH 3 33,680 0 24,400
AMERICAN ITALIAN PASTA CO-A COM 027070101 295.20 9,600 SH SOLE 3 6,000 0 3,600
AMERICAN ITALIAN PASTA CO COM 027070101 799.50 26,000 SH SOLE 2 26,000
AMERICAN MANAGEMENT SYSTEM INC COM 027352103 6,915.60 220,419 SH SOLE 3 215,319 0 5,100
AMERICAN NATIONAL CAN GRP COM 027714104 3,247.40 249,800 SH SOLE 3 245,900 0 0
AMERICAN NATL INS CO COM 028591105 25.50 400 SH SOLE 3 200 0 200
AMERICAN POWER CONVERSION CORP COM 029066107 332.33 12,600 SH SOLE 2 12,600
AMERICAN POWER CONVERSION CORP COM 029066107 2,700.75 102,398 SH SOLE 2 102,398
AMERICAN POWER CONVERSION CORP COM 029066107 12,896.50 488,968 SH SOLE 3 467,068 0 21,900
AMERICAN POWER CONVERSION CORP COM 029066107 1,651.10 62,600 SH OTH 3 2,000 0 60,600
AMERICAN PRECISION IND (DEL) COM 029069101 281.51 33,119 SH SOLE 2 33,119
AMERICAN RETIREMENT CORP. COM 028913101 6,592.90 830,600 SH SOLE 3 681,400 0 149,200
AMERICAN SHARED HOSP SVCS COM 029595105 46.75 11,000 SH SOLE 2 11,000
AMERICAN SKIING CO COM 029654308 89.57 28,100 SH SOLE 2 28,100
AMERICAN STANDARD COS COM 029712106 4,423.45 96,424 SH SOLE 2 96,424
AMERICAN STANDARD COS COM 029712106 10,370.92 226,069 SH SOLE 2 226,069
AMERICAN STANDARD COS INC COM 029712106 11,890.20 259,187 SH SOLE 3 248,987 0 10,200
AMERICAN STANDARD COS INC COM 029712106 1,229.50 26,800 SH OTH 3 0 0 26,600
AMERICAN STATES WATER CO. COM 029899101 298.80 8,300 SH SOLE 3 7,000 0 1,300
AMERICAN TOWER CORP -CL A COM 029912201 23,818.10 779,325 SH SOLE 3 591,825 0 0
AMERICAN TOWER CORP -CL A COM 029912201 85.60 2,800 SH OTH 3 2,800 0 0
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AMERICAN TOWER SYS CL-A COM 029912201 2,361.87 77,280 SH SOLE 2 77,280
AMERICAN TOWER SYS CORP COM 029991205 764.06 25,000 SH SOLE 2 25,000
AMERICAN WATER WORKS CO. COM 030411102 1,026.40 48,300 SH SOLE 3 48,300 0 0
AMERICAN WATER WORKS CO. COM 030411102 499.40 23,500 SH OTH 3 0 0 23,500
AMERICREDIT CORP COM 03060R101 1,996.20 107,900 SH SOLE 3 100,800 0 7,100
AMERICREDIT CORP COM 03060R101 185.00 10,000 SH SOLE 2 10,000
AMERICREDIT CORP COM 03060R101 740.00 40,000 SH SOLE 2 40,000
AMERIGAS PTNRS L.P. COM 030975106 164.18 10,900 SH SOLE 2 10,900
AMERIGAS PTNRS L.P. COM 030975106 1,668.93 110,800 SH SOLE 2 110,800
AMERIPATH INC COM 03071D109 624.70 76,300 SH SOLE 3 69,500 0 6,800
AMERISOURCE HEALTH COM 03071P102 1,394.20 91,800 SH SOLE 3 85,400 0 6,400
AMERISOURCE HEALTH CORP CL-A COM 03071P102 216.15 14,232 SH SOLE 2 14,232
AMERITRADE HOLDING CORP CL-A COM 03072H109 1,309.90 60,400 SH SOLE 3 59,600 0 300
AMERITRADE HOLDING CORP CL-A COM 03072H109 314.47 14,500 SH SOLE 2 14,500
AMERITRADE HOLDING CORP CL-A COM 03072H109 574.72 26,500 SH SOLE 2 26,500
AMERON INTERNATIONAL CORP COM 030710107 573.66 14,500 SH SOLE 2 14,500
AMERUS LIFE HLDGS, INC. COM 030732101 333.50 14,500 SH SOLE 3 10,500 0 4,000
AMES DEPT STORES INC (NEW) COM 030789507 98.00 3,400 SH SOLE 3 500 0 2,900
AMETEK INC COM 031100100 724.40 38,000 SH SOLE 3 38,000 0 0
AMEX FINANCIAL SELECT INDEX COM 81369Y605 223.99 9,425 SH SOLE 2 9,425
AMEX TECHNOLOGY SELECT BASKET COM 81369Y803 530.40 9,845 SH SOLE 2 9,845
AMEX TECHNOLOGY SELECT BASKET COM 81369Y803 3,345.64 62,100 SH SOLE 2 62,100
AMF BOWLING, INC. COM 03113V109 71.20 22,800 SH SOLE 3 22,800 0 0
AMF BOWLING, INC. COM 03113V109 132.81 42,500 SH SOLE 2 42,500
AMF BOWLING, INC. COM 03113V109 48,539.32 15,532,583 SH SOLE 2 15,532,583
AMFM INC COM 001693100 191,353.10 2,445,407 SH SOLE 3 1,551,177 0 481,670
AMFM INC COM 001693100 1,599.40 20,440 SH OTH 3 9,230 0 5,300
AMFM INC COM 001693100 3,613.51 46,179 SH SOLE 2 46,179
AMFM INC COM 001693100 27,848.39 355,890 SH SOLE 2 355,890
AMGEN INC COM 031162100 3,892.10 64,800 SH SHD 1 64,800 0 0
AMGEN INC COM 031162100 30,738.91 511,782 SH SOLE 2 511,782
AMGEN INC COM 031162100 9,430.41 157,010 SH SOLE 2 157,010
AMGEN INC COM 031162100 292,634.70 4,872,170 SH SOLE 3 4,368,370 0 474,600
AMGEN INC COM 031162100 4,096.30 68,200 SH OTH 3 66,000 0 0
AMKOR TECHNOLOGIES INC COM 031652100 10,884.70 385,300 SH SOLE 3 376,000 0 9,300
AMKOR TECHNOLOGIES INC COM 031652100 59.30 2,100 SH OTH 3 2,100 0 0
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AMPEX CORP DEL COM 032092108 66.30 12,200 SH SOLE 3 12,200 0 0
AMPHENOL CORP COM 032095101 3,507.80 52,700 SH SOLE 3 50,400 0 2,300
AMPHENOL CORP COM 032095101 93.20 1,400 SH OTH 3 1,400 0 0
AMPLICON INC COM 032101107 6,886.20 598,800 SH SOLE 3 361,400 0 237,400
AMR CORP (DEL) COM 001765106 1,041.80 15,550 SH SOLE 3 9,050 0 6,500
AMR CORP (DEL) COM 001765106 6,223.63 92,890 SH SOLE 2 92,890
AMR CORP (DEL) PUT 001765106 16.25 10,000 SH PUT SOLE 2 10,000
AMRESCO CAPITAL TR COM 031919103 206.98 24,350 SH SOLE 2 24,350
AMRESCO INC COM 031909104 53.05 37,726 SH SOLE 2 37,726
AMSOUTH BANCORP COM 032165102 4,694.60 243,087 SH SOLE 3 234,787 0 8,300
AMSOUTH BANCORP COM 032165102 208.60 10,800 SH OTH 3 10,800 0 0
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AMSOUTH BANCORP COM 032165102 2,378.64 123,166 SH SOLE 2 123,166
AMTEC INC COM 03232Q106 233.81 129,000 SH SOLE 2 129,000
AMTRAN INC COM 03234G106 401.10 20,700 SH SOLE 3 15,300 0 5,400
AMTRAN INC COM 03234G106 44.60 2,300 SH OTH 3 2,300 0 0
ANADARKO PETROLEUM CORP COM 032511107 262.80 7,700 SH SOLE 3 7,700 0 0
ANADARKO PETROLEUM CORP COM 032511107 4,259.00 124,806 SH SOLE 2 124,806
ANADARKO PETROLEUM CORP COM 032511107 5,488.49 160,835 SH SOLE 2 160,835
ANADIGICS INC. COM 032515108 4,964.10 105,200 SH SOLE 3 102,800 0 2,400
ANADIGICS INC. COM 032515108 51.90 1,100 SH OTH 3 1,100 0 0
ANADIGICS INC. COM 032515108 519.06 11,000 SH SOLE 2 11,000
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ANALOG DEVICES INC COM 032654105 961.06 10,334 SH SOLE 2 10,334
ANALOG DEVICES INC COM 032654105 34,900.50 375,274 SH SOLE 3 368,774 0 3,800
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ANDOVER BANCORP INC (DEL) COM 034258103 165.20 5,900 SH SOLE 3 2,400 0 3,500
ANDREA ELECTRONICS CORP COM 034393108 207.56 27,000 SH SOLE 2 27,000
ANDREW CORP COM 034425108 19,783.50 1,044,672 SH SOLE 3 1,038,872 0 5,800
ANDREW CORP COM 034425108 922.77 48,727 SH SOLE 2 48,727
ANDREW CORP COM 034425108 4,394.43 232,049 SH SOLE 2 232,049
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ANDRX CORP COM 034551101 25.40 600 SH OTH 3 600 0 0
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ANHEUSER BUSCH COS INC. COM 035229103 37,644.20 531,135 SH SOLE 3 509,135 0 22,000
ANHEUSER BUSCH COS INC. COM 035229103 5,781.56 81,574 SH SOLE 2 81,574
ANHEUSER BUSCH COS INC. COM 035229103 16,304.79 230,050 SH SOLE 2 230,050
ANICOM INC COM 035250109 105.00 24,700 SH SOLE 3 20,700 0 4,000
ANIXTER INTERNATIONAL INC COM 035290105 940.50 45,600 SH SOLE 3 45,600 0 0
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ANNTAYLOR STORES CORP COM 036115103 1,367.20 39,700 SH OTH 3 1,500 0 38,200
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ANSWERTHINK CONSULTING GRP COM 036916104 724.87 21,164 SH SOLE 2 21,164
ANSYS INC COM 03662Q105 220.00 20,000 SH SOLE 2 20,000
ANTEC CORP. COM 03664P105 784.80 21,500 SH SOLE 3 19,000 0 2,500
AON CORP COM 037389103 4,056.16 101,404 SH SOLE 2 101,404
AON CORP COM 037389103 1,800.00 45,000 SH SOLE 3 45,000 0 0
APAC CUSTOMER SVCS INC COM 00185E106 956.25 68,000 SH SOLE 2 68,000
APACHE CORP DPS ACES CNV 037411600 236.30 6,800 SH SOLE 2 6,800
APACHE CORP DPS ACES CNV 037411600 364.88 10,500 SH SOLE 2 10,500
APACHE CORP. COM 037411105 1,104.43 29,900 SH SOLE 2 29,900
APACHE CORP. COM 037411105 454.33 12,300 SH SOLE 2 12,300
APACHE CORP. COM 037411105 11,646.40 315,300 SH SOLE 3 311,200 0 4,100
APACHE CORP. COM 037411105 144.10 3,900 SH OTH 3 2,400 0 0
APARTMENT INVT & MGMT CO CL-A COM 03748R101 7,950.60 199,700 SH SOLE 3 172,500 0 27,200
APCO ARGENTINA CAYMEN IS COM 037489101 1,253.55 41,100 SH SOLE 2 41,100
APEX SILVER MINES LIMITED COM G04074103 120.00 10,000 SH SOLE 2 10,000
APPLE COMPUTER INC COM 037833100 1,963.70 19,100 SH SHD 1 19,100 0 0
APPLE COMPUTER INC COM 037833100 9,040.82 87,935 SH SOLE 2 87,935
APPLE COMPUTER INC COM 037833100 15,362.86 149,426 SH SOLE 2 149,426
APPLE COMPUTER INC COM 037833100 70,037.10 681,212 SH SOLE 3 639,812 0 34,900
APPLE COMPUTER INC COM 037833100 843.10 8,200 SH OTH 3 6,300 0 0
APPLE COMPUTER INC COM 037833100 2,488.06 24,200 SH SOLE 4 24,200
APPLEBEE'S INTERNATIONAL INC COM 037899101 35.40 1,200 SH SOLE 3 1,200 0 0
APPLEBEE'S INTERNATIONAL INC COM 037899101 3,994.30 135,400 SH SOLE 2 135,400
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APPLIED ANALYTICAL INDS INC COM 037939105 5,224.50 572,549 SH SOLE 3 572,549 0 0
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APPLIED INDUSTRIAL TECH COM 03820C105 43.20 2,600 SH SOLE 3 0 0 2,600
APPLIED MATERIALS INC COM 038222105 544.80 4,300 SH SHD 1 4,300 0 0
APPLIED MATERIALS INC COM 038222105 2,017.37 15,924 SH SOLE 2 15,924
APPLIED MATERIALS INC COM 038222105 6,042.11 47,693 SH SOLE 2 47,693
APPLIED MATERIALS INC COM 038222105 43,846.50 346,100 SH SOLE 3 330,500 0 10,400
APPLIED MATERIALS INC COM 038222105 950.20 7,500 SH OTH 3 6,800 0 0
APPLIED MICRO CIRCUITS CORP COM 03822W109 283.51 2,228 SH SOLE 2 2,228
APPLIED MICRO CIRCUITS CORP COM 03822W109 2,105.73 16,548 SH SOLE 2 16,548
APPLIED MICRO CIRCUITS CORP COM 03822W109 36,444.40 286,400 SH SOLE 3 283,400 0 3,000
APPLIED MICRO CIRCUITS CORP COM 03822W109 2,595.90 20,400 SH OTH 3 2,800 0 17,600
APPLIED POWER INC CL-A (COM) COM 038225108 1,635.40 44,500 SH SOLE 3 40,100 0 4,400
APPLIED POWER INC CL-A (COM) COM 038225108 367.50 10,000 SH SOLE 2 10,000
APPLIED SCIENCE & TECHNOLOGY COM 038236105 332.34 10,000 SH SOLE 2 10,000
APPLIED THEORY COM 03828R104 8.30 300 SH SOLE 3 300 0 0
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APRIA HEALTHCARE GRP COM 037933108 1,149.80 64,100 SH OTH 3 2,100 0 62,000
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APTARGRP INC COM 038336103 331.60 13,200 SH OTH 3 0 0 13,200
APTARGRP INC COM 038336103 298.99 11,900 SH SOLE 2 11,900
AQUARION CO COM 03838W101 973.10 26,300 SH SOLE 3 26,300 0 0
ARACRUZ CELULOSE S.A. (NEW) COM 038496204 741.56 28,250 SH SOLE 2 28,250
ARCADIA FINANCIAL LTD COM 039101100 362.50 81,700 SH SOLE 3 72,600 0 9,100
ARCH CHEMICALS INC COM 03937R102 2,026.80 96,800 SH SOLE 3 85,600 0 11,200
ARCH CHEMICALS INC COM 03937R102 31.40 1,500 SH OTH 3 0 0 0
ARCH COAL INC COM 039380100 115.40 10,200 SH SOLE 3 3,400 0 6,800
ARCHER DANIELS MIDLAND CO COM 039483102 29,770.40 2,455,289 SH SOLE 3 2,396,109 0 59,180
ARCHER DANIELS MIDLAND CO COM 039483102 136.10 11,225 SH OTH 3 6,990 0 4,235
ARCHER DANIELS MIDLAND CO COM 039483102 783.32 64,604 SH SOLE 2 64,604
ARCHSTONE COMMUNITIES TR COM 039581103 1,010.92 49,313 SH SOLE 2 49,313
ARCHSTONE COMMUNITIES TR COM 039581103 1,643.14 80,153 SH SOLE 2 80,153
ARCHSTONE COMMUNITIES TRUST COM 039581103 2,870.00 140,000 SH SOLE 3 112,600 0 27,400
ARCTIC CAT INC COM 039670104 187.00 18,700 SH SOLE 3 13,100 0 5,600
ARDEN REALTY GRP INC COM 039793104 1,871.83 93,300 SH SOLE 2 93,300
ARDENT SOFTWARE INC COM 039794102 3,061.50 78,500 SH SOLE 2 78,500
ARDENT SOFTWARE INC COM 039794102 5,790.68 148,479 SH SOLE 2 148,479
ARGONAUT GRP INC COM 040157109 1,526.28 76,794 SH SOLE 2 76,794
ARGONAUT GRP INC COM 040157109 2,196.20 110,500 SH SOLE 3 101,500 0 9,000
ARGOSY GAMING CO COM 040228108 6,319.90 406,100 SH SOLE 3 406,100 0 0
ARGOSY GAMING CO COM 040228108 43.60 2,800 SH OTH 3 2,800 0 0
ARGOSY GAMING CO COM 040228108 910.41 58,500 SH SOLE 2 58,500
ARGUSS HLDGS INC COM 040282105 3,390.58 260,814 SH SOLE 2 260,814
ARIAD PHARMACEUTICALS INC COM 04033A100 74.35 26,437 SH SOLE 2 26,437
ARIBA INC COM 04033V104 354.75 2,000 SH SOLE 2 2,000
ARIBA INC COM 04033V104 5,034.97 28,386 SH SOLE 2 28,386
ARKANSAS BEST CORP DEL COM 040790107 52.80 4,400 SH SOLE 3 4,400 0 0
ARM HLDGS PLC SP ADR COM 042068106 7,142.95 37,300 SH SOLE 2 37,300
ARMOR HLDGS INC COM 042260109 255.94 19,500 SH SOLE 2 19,500
ARMSTRONG WORLD INDS INC COM 042476101 403.80 12,100 SH SOLE 3 12,100 0 0
ARMSTRONG WORLD INDS INC COM 042476101 100.10 3,000 SH OTH 3 3,000 0 0
ARNOLD INDS INC COM 042595108 15,783.80 1,122,407 SH SOLE 3 1,103,007 0 19,400
ARNOLD INDS INC COM 042595108 28.10 2,000 SH OTH 3 2,000 0 0
ARQULE INC COM 04269E107 520.55 50,785 SH SOLE 2 50,785
ARROW ELECTRONICS INC. COM 042735100 1,152.00 45,400 SH SOLE 3 28,700 0 16,700
ARROW ELECTRONICS INC. COM 042735100 1,677.30 66,100 SH OTH 3 1,700 0 64,400
ARTESYN TECHNOLOGIES INC COM 043127109 640.50 30,500 SH SOLE 3 25,900 0 4,600
ARTHUR J GALLAGHER & CO COM 363576109 5,669.20 87,555 SH SOLE 3 84,155 0 3,400
ARTHUR J GALLAGHER & CO COM 363576109 58.30 900 SH OTH 3 900 0 0
ARTHUR J GALLAGHER & CO COM 363576109 259.00 4,000 SH SOLE 2 4,000
ARTHUR J GALLAGHER & CO COM 363576109 4,064.94 62,779 SH SOLE 2 62,779
ARTISAN COMPONENTS INC COM 042923102 2,889.69 140,000 SH SOLE 2 140,000
ARV ASSISTED LIVING CNV 00204CAA5 328.13 1,500,000 SH SOLE 2 1,500,000
ARVIN INDS INC COM 043339100 2,533.90 89,300 SH SOLE 3 70,900 0 18,400
ARVIN INDS INC COM 043339100 62.40 2,200 SH OTH 3 2,200 0 0
ASCENT ENTERTAINMENT GRP INC COM 043628106 3,922.16 309,136 SH SOLE 2 309,136
ASCENT ENTERTAINMENT GRP INC COM 043628106 885.60 69,800 SH SOLE 3 65,000 0 4,800
ASHFORD.COM COM 044093102 170.65 15,514 SH SOLE 2 15,514
ASHFORD.COM COM 044093102 1,238.77 112,615 SH SOLE 2 112,615
ASHLAND INC COM 044204105 23.10 700 SH SOLE 3 700 0 0
ASHTON TECHNOLOGY GRP INC COM 045084100 41.20 6,400 SH SOLE 3 6,400 0 0
ASI SOLUTIONS INCORPORATED COM 00206F108 360.85 84,905 SH SOLE 2 84,905
ASM LITHOGRAPHY HOLDING NV ADR COM N07059111 3,872.39 34,043 SH SOLE 2 34,043
ASM LITHOGRAPHY HOLDING NV ADR COM N07059111 5,406.54 47,530 SH SOLE 2 47,530
ASPECT COMMUNICATIONS CORP COM 04523Q102 1,944.50 49,700 SH SOLE 3 44,700 0 5,000
ASPECT DEVELOPMENT INC COM 045234101 1,404.20 20,500 SH SOLE 3 18,700 0 1,800
ASPECT DEVELOPMENT INC COM 045234101 27.40 400 SH OTH 3 400 0 0
ASPEN TECHNOLOGY INC COM 045327103 4,618.60 174,700 SH SOLE 3 172,000 0 2,700
ASPEN TECHNOLOGY INC COM 045327103 13.20 500 SH OTH 3 500 0 0
ASPEN TECHNOLOGY INC COM 045327103 3,614.46 136,717 SH SOLE 2 136,717
ASSOCIATED BANC CORP COM 045487105 568.50 16,600 SH SOLE 3 14,000 0 2,600
ASSOCIATED BANC CORP COM 045487105 643.90 18,800 SH OTH 3 3,000 0 15,800
ASSOCIATED BANC CORP COM 045487105 283.18 8,268 SH SOLE 2 8,268
ASSOCIATED GRP INC-CL B COM 045651205 414.00 4,500 SH SOLE 2 4,500
ASSOCIATES FIRST CAPITAL COM 046008108 1,296.20 47,241 SH SHD 1 47,241 0 0
ASSOCIATES FIRST CAPITAL CLL 046008108 161.25 60,000 SH CALL SOLE 2 60,000
ASSOCIATES FIRST CAPITAL COM 046008108 25,034.52 912,420 SH SOLE 2 912,420
ASSOCIATES FIRST CAPITAL COM 046008108 30,385.96 1,107,461 SH SOLE 2 1,107,461
ASSOCIATES FIRST CAPITAL COM 046008108 25,574.30 932,094 SH SOLE 3 910,693 0 21,401
ASSOCIATES FIRST CAPITAL COM 046008108 5,194.60 189,325 SH OTH 3 16,900 0 0
ASSOCIATES FIRST CAPITAL COM STK COM 046008108 356.69 13,000 SH SOLE 4 13,000
ASTEC INDS INC COM 046224101 1,252.90 66,600 SH SOLE 3 62,400 0 4,200
ASTEC INDS INC COM 046224101 45.10 2,400 SH OTH 3 2,400 0 0
ASTORIA FINANCIAL CORP COM 046265104 5,277.90 173,400 SH SOLE 3 169,800 0 3,600
ASTORIA FINANCIAL CORP COM 046265104 2,176.30 71,500 SH OTH 3 0 0 71,500
AT HOME CORP COM 045919107 119,117.40 2,778,248 SH SOLE 3 1,895,428 0 389,180
AT HOME CORP COM 045919107 1,081.10 25,214 SH OTH 3 10,152 0 9,124
AT HOME CORP SER-A COM 045919107 3,183.08 74,241 SH SOLE 2 74,241
AT HOME CORP SER-A COM 045919107 17,119.94 399,299 SH SOLE 2 399,299
AT HOME CORP SER-A COM 045919107 2,023.70 47,200 SH SOLE 4 47,200
AT&T CANADA INC COM 00207Q202 322.00 8,000 SH SOLE 2 8,000
AT&T CANADA INC. COM 00207Q202 2,631.50 65,380 SH SOLE 3 65,380 0 0
AT&T CORP COM 001957109 5,713.90 112,450 SH SHD 1 112,450 0 0
AT&T CORP COM 001957109 23,318.57 458,914 SH SOLE 2 458,914
AT&T CORP COM 001957109 57,902.27 1,139,528 SH SOLE 2 1,139,528
AT&T CORP COM 001957109 309,723.20 6,095,414 SH SOLE 3 5,632,784 0 449,144
AT&T CORP COM 001957109 9,690.10 190,704 SH OTH 3 180,554 0 4,600
AT&T CORP COM 001957109 1,617.41 31,831 SH SOLE 4 31,831
AT&T CORP LIBERTY MEDIA GRP COM 001957208 47,224.94 831,242 SH SOLE 2 831,242
AT&T CORP LIBERTY MEDIA GRP COM 001957208 71,862.76 1,264,911 SH SOLE 2 1,264,911
AT&T CORP LIBERTY MEDIA GRP COM 001957307 464.06 6,750 SH SOLE 2 6,750
AT&T CORP LIBERTY MEDIA GRP CL A COM 001957208 844,807.90 14,870,106 SH SOLE 3 8,855,456 0 5,475,590
AT&T CORP LIBERTY MEDIA GRP CL A COM 001957208 9,628.20 169,473 SH OTH 3 62,890 0 85,400
ATLANTIC RICHFIELD CO (DE) COM 048825103 519.87 6,010 SH SOLE 2 6,010
ATLANTIC RICHFIELD CO (DE) COM 048825103 5,844.89 67,571 SH SOLE 2 67,571
ATLANTIC RICHFIELD CO(DE) COM 048825103 15,544.90 179,710 SH SOLE 3 179,410 0 300
ATLANTIC RICHFIELD CO(DE) COM 048825103 484.40 5,600 SH OTH 3 5,600 0 0
ATLAS AIR INC COM 049164106 13,718.80 500,000 SH SOLE 3 500,000 0 0
ATMEL CORP. COM 049513104 7,869.50 266,200 SH SOLE 3 249,000 0 17,200
ATMEL CORP. COM 049513104 2,004.30 67,800 SH OTH 3 3,400 0 64,400
ATMEL CORP. COM 049513104 2,660.63 90,000 SH SOLE 2 90,000
ATMI INC COM 00207R101 353.80 10,700 SH SOLE 3 7,700 0 3,000
ATMI INC COM 00207R101 2,349.85 71,073 SH SOLE 2 71,073
ATMOS ENERGY CORP COM 049560105 36.80 1,800 SH SOLE 3 0 0 1,800
ATWOOD OCEANICS INC COM 050095108 552.30 14,300 SH SOLE 3 11,000 0 3,300
AUGMENT SYS INC COM 051058105 0.13 25,000 SH SOLE 2 25,000
AUSPEX SYS, INC. COM 052116100 133.25 13,000 SH SOLE 2 13,000
AUSPEX SYSTEMS, INC. COM 052116100 206.00 20,100 SH SOLE 3 17,300 0 2,800
AUSPEX SYSTEMS, INC. COM 052116100 1.00 100 SH OTH 3 100 0 0
AUTOBYTEL.COM COM 05275N106 98.70 6,500 SH SOLE 3 5,500 0 1,000
AUTODESK INC COM 052769106 205.94 6,102 SH SOLE 2 6,102
AUTODESK INC COM 052769106 10.10 300 SH SOLE 3 300 0 0
AUTOLIV INC COM 052800109 623.00 21,300 SH SOLE 3 21,300 0 0
AUTOMATIC DATA PROCESSING INC COM 053015103 193.90 3,600 SH SHD 1 3,600 0 0
AUTOMATIC DATA PROCESSING INC COM 053015103 105,490.80 1,958,066 SH SOLE 3 1,872,566 0 75,700
AUTOMATIC DATA PROCESSING INC COM 053015103 1,256.70 23,326 SH OTH 3 6,000 0 12,200
AUTOMATIC DATA PROCESSING INC COM 053015103 61,540.34 1,142,280 SH SOLE 4 1,142,280
AUTOMATIC DATA PROCESSING INC COM 053015103 208,798.54 3,875,611 SH SOLE 2 3,875,611
AUTOMATIC DATA PROCESSING INC COM 053015103 89,600.11 1,663,111 SH SOLE 2 1,663,111
AUTONATION INC COM 05329W102 92.50 10,000 SH SOLE 2 10,000
AUTONATION INC COM 05329W102 5,001.90 540,746 SH SOLE 2 540,746
AUTONATION INC. COM 05329W102 989.30 106,952 SH SOLE 3 106,952 0 0
AUTOTRADECENTER.COM INC COM 05332Q100 16.25 10,000 SH SOLE 2 10,000
AUTOZONE, INC. COM 053332102 4,449.40 137,700 SH SOLE 3 131,500 0 6,200
AUTOZONE, INC. COM 053332102 58.20 1,800 SH OTH 3 1,100 0 700
AUTOZONE, INC. COM 053332102 704.41 21,800 SH SOLE 2 21,800
AVALONBAY COMMUNITIES INC COM 053484101 298.40 8,618 SH SOLE 2 8,618
AVALONBAY COMMUNITIES INC. COM 053484101 12,152.40 350,973 SH SOLE 3 317,950 0 32,223
AVANT CORP COM 053487104 363.00 24,200 SH SOLE 3 20,300 0 3,900
AVANT CORP COM 053487104 4,067.63 271,175 SH SOLE 2 271,175
AVENTIS SP ADR COM 053561106 731.13 12,855 SH SOLE 2 12,855
AVERY DENNISON CORP COM 053611109 1,617.80 22,200 SH SHD 1 22,200 0 0
AVERY DENNISON CORP COM 053611109 33,216.40 455,800 SH SOLE 3 446,900 0 6,900
AVERY DENNISON CORP COM 053611109 1,297.20 17,800 SH OTH 3 2,300 0 15,500
AVERY DENNISON CORP COM 053611109 290.33 3,984 SH SOLE 2 3,984
AVERY DENNISON CORP COM 053611109 1,246.16 17,100 SH SOLE 2 17,100
AVIALL INC COM 05366B102 163.75 20,000 SH SOLE 2 20,000
AVIATION SALES CO COM 053672101 11.60 700 SH SOLE 3 700 0 0
AVID TECHNOLOGY INC COM 05367P100 641.40 49,100 SH SOLE 3 45,700 0 3,400
AVIS RENT A CAR INC. COM 053790101 12,392.70 484,800 SH SOLE 3 468,600 0 16,200
AVIS RENT A CAR INC. COM 053790101 2,517.90 98,500 SH OTH 3 3,500 0 95,000
AVISTA CORP COM 05379B107 262.40 17,000 SH SOLE 3 17,000 0 0
AVNET INC. COM 053807103 11,372.20 187,970 SH SOLE 3 181,570 0 6,400
AVNET INC. COM 053807103 1,373.30 22,700 SH OTH 3 1,400 0 21,300
AVON PRODUCTS INC. COM 054303102 213.64 6,474 SH SOLE 2 6,474
AVON PRODUCTS INC. COM 054303102 5,284.13 160,125 SH SOLE 2 160,125
AVON PRODUCTS INC. COM 054303102 74,281.40 2,250,952 SH SOLE 3 1,713,992 0 529,970
AVON PRODUCTS INC. COM 054303102 1,877.50 56,893 SH OTH 3 21,330 0 19,500
AVT CORP COM 002420107 1,217.30 25,900 SH SOLE 3 23,700 0 2,200
AVT CORP COM 002420107 56.40 1,200 SH OTH 3 1,200 0 0
AVX CORPNEW COM 002444107 5,523.10 110,600 SH SOLE 3 106,000 0 1,700
AVX CORPNEW COM 002444107 549.30 11,000 SH OTH 3 1,200 0 9,800
AWARE INC/MASS COM 05453N100 742.00 20,400 SH SOLE 3 18,400 0 2,000
AXA FINANCIAL INC COM 002451102 1,196.80 35,200 SH SHD 1 35,200 0 0
AXA FINANCIAL INC COM 002451102 51,846.60 1,524,900 SH SOLE 3 1,484,400 0 40,500
AXA FINANCIAL INC COM 002451102 1,404.20 41,300 SH OTH 3 27,100 0 14,200
AXA FINANCIAL INC COM 002451102 1,268.61 37,312 SH SOLE 2 37,312
AXENT TECHNOLOGIES INC COM 05459C108 499.80 23,800 SH SOLE 3 21,200 0 2,600
AXENT TECHNOLOGIES INC COM 05459C108 6.30 300 SH OTH 3 300 0 0
AXIA NETMEDIA CORP COM 054599105 314.57 49,200 SH SOLE 2 49,200
AXYS PHARMACEUTICALS INC COM 054635107 203.03 49,976 SH SOLE 2 49,976
AZTAR CORP COM 054802103 1,959.70 180,200 SH SOLE 3 170,300 0 9,900
AZTAR CORP COM 054802103 51.10 4,700 SH OTH 3 4,700 0 0
AZTEC TECHNOLOGY PTNRS INC COM 05480L101 761.81 166,972 SH SOLE 2 166,972
B F GOODRICH CO COM 382388106 63.20 2,300 SH OTH 3 0 0 0
BAAN CO N.V. COM N08044104 148.31 10,500 SH SOLE 2 10,500
BAAN CO N.V. (USD) COM N08044104 2,260.00 160,000 SH SOLE 3 160,000 0 0
BACKWEB TECHNOLOGIES LTD ORDS COM M15633106 476.86 11,320 SH SOLE 2 11,320
BAKER (MICHAEL) CORP COM 057149106 8,242.80 1,244,200 SH SOLE 3 972,800 0 271,400
BAKER (MICHAEL) CORP COM 057149106 49.00 7,400 SH OTH 3 7,400 0 0
BALDOR ELECTRIC CO COM 057741100 4,531.25 250,000 SH SOLE 2 250,000
BALDOR ELECTRIC CO COM 057741100 192.10 10,600 SH SOLE 3 10,600 0 0
BALDWIN & LYONS INC CL-B COM 057755209 97.30 4,400 SH SOLE 3 4,400 0 0
BALL CORP COM 058498106 5,303.80 134,700 SH SOLE 3 126,500 0 8,200
BALL CORP COM 058498106 1,827.00 46,400 SH OTH 3 4,300 0 39,800
BANCFIRST CORP ZANESVILLE OH COM 059450106 55.20 2,400 SH SOLE 3 2,400 0 0
BANCO BILBAO VIZCAYA(GIBRALTAR) PRF 059456103 909.00 36,000 SH SOLE 2 36,000
BANCO BRADESCO (CAYMAN) REGS CNV G0732CAA9 6,998.25 7,000,000 SH SOLE 2 7,000,000
BANCO DE GALICIA ADR S.A. COM 059538207 1,106.50 55,846 SH SOLE 3 55,846 0 0
BANCO DE GALICIA ADR S.A. COM 059538207 7,644.90 385,861 SH OTH 3 0 0 0
BANCO DE GALICIA ADR S.A. COM 059538207 1,296.67 65,447 SH SOLE 2 65,447
BANCO GANADERO SA-ADR COM 059594408 782.60 49,300 SH SOLE 3 49,300 0 0
BANCO GANADERO SA-ADR COM 059594408 4,238.40 264,900 SH OTH 3 0 0 0
BANCO SANTANDER CHILE-SP ADR COM 05965F108 1,608.90 105,500 SH SOLE 3 105,500 0 0
BANCO SANTANDER CHILE-SP ADR COM 05965F108 8,750.50 573,800 SH OTH 3 0 0 0
BANCO SANTIAGO SA ADR COM 05965L105 1,335.90 62,500 SH SOLE 3 62,500 0 0
BANCO SANTIAGO SA ADR COM 05965L105 8,650.50 404,700 SH OTH 3 0 0 0
BANCORP SOUTH INC COM 059692103 172.90 10,600 SH SOLE 3 7,200 0 3,400
BANCWEST CORP COM 059790105 6,922.50 355,000 SH SOLE 3 338,400 0 13,800
BANDAG INC COM 059815100 3,832.50 153,300 SH SOLE 3 132,600 0 20,700
BANDAG INC COM 059815100 917.50 36,700 SH OTH 3 4,000 0 32,700
BANGOR HYDRO ELEC CO COM 060077104 912.30 55,500 SH SOLE 3 50,900 0 0
BANK NEW YORK INC COM 064057102 300.48 7,512 SH SOLE 2 7,512
BANK NEW YORK INC COM 064057102 5,531.12 138,278 SH SOLE 2 138,278
BANK NORTH GRP INC. COM 06646L100 107.00 4,000 SH SOLE 3 2,200 0 1,800
BANK OF AMERICA CORP COM 060505104 3,900.40 77,717 SH SHD 1 77,717 0 0
BANK OF AMERICA CORP COM 060505104 217,932.40 4,342,363 SH SOLE 3 4,128,160 0 206,724
BANK OF AMERICA CORP COM 060505104 4,673.80 93,127 SH OTH 3 84,775 0 900
BANK OF AMERICA CORP (NEW) COM 060505104 6,985.35 139,185 SH SOLE 4 139,185
BANK OF AMERICA CORP (NEW) COM 060505104 25,078.64 499,699 SH SOLE 2 499,699
BANK OF AMERICA CORP (NEW) COM 060505104 76,754.15 1,529,348 SH SOLE 2 1,529,348
BANK OF NEW YORK INC COM 064057102 1,072.00 26,800 SH SHD 1 26,800 0 0
BANK OF NEW YORK INC COM 064057102 48,191.60 1,204,790 SH SOLE 3 644,200 0 560,320
BANK OF NEW YORK INC COM 064057102 324.50 8,113 SH OTH 3 4,890 0 0
BANK OF TOKYO-MITSUBISHI ADR COM 065379109 3,135.94 225,000 SH SOLE 2 225,000
BANK ONE CORP COM 06423A103 19,162.60 598,832 SH SOLE 3 598,832 0 0
BANK ONE CORP COM 06423A103 163.20 5,100 SH OTH 3 5,100 0 0
BANK ONE CORP (NEW) COM 06423A103 2,420.80 75,650 SH SOLE 4 75,650
BANK ONE CORP (NEW) COM 06423A103 19,927.39 622,731 SH SOLE 2 622,731
BANK ONE CORP (NEW) COM 06423A103 7,366.27 230,196 SH SOLE 2 230,196
BANK PLUS CORP COM 064446107 48.88 17,000 SH SOLE 2 17,000
BANK UNITED CORP COM 065412108 141.70 5,200 SH SOLE 3 900 0 4,300
BANKATLANTIC BANCORP CL-B COM 065908105 70.70 13,800 SH SOLE 3 13,800 0 0
BANTA CORP COM 066821109 943.10 41,800 SH SOLE 3 33,500 0 8,300
BARBEQUES GALORE LTD SP ADR COM 067091108 108.50 14,000 SH SOLE 2 14,000
BARD C R INC N J COM 067383109 901.00 17,000 SH SOLE 3 17,000 0 0
BARD C R INC N J COM 067383109 482.30 9,100 SH OTH 3 1,500 0 7,600
BARNES & NOBLE, INC COM 067774109 268.10 13,000 SH SHD 1 13,000 0 0
BARNES & NOBLE, INC COM 067774109 9,419.40 456,700 SH SOLE 3 435,800 0 13,700
BARNES & NOBLE, INC COM 067774109 940.50 45,600 SH OTH 3 8,400 0 37,200
BARNES GRP INC COM 067806109 199.00 12,200 SH SOLE 3 12,200 0 0
BARNESANDNOBLE.COM INC COM 067846105 387.30 27,300 SH SOLE 3 24,100 0 3,200
BARNESANDNOBLE.COM INC COM 067846105 8.50 600 SH OTH 3 600 0 0
BARNESANDNOBLE.COM INC. COM 067846105 722.14 50,900 SH SOLE 2 50,900
BARNESANDNOBLE.COM INC. COM 067846105 739.52 52,125 SH SOLE 2 52,125
BARNESANDNOBLE.COM INC. CL A COM STK COM 067846105 425.63 30,000 SH SOLE 4 30,000
BARR LABS INC COM 068306109 62.80 2,000 SH SOLE 3 0 0 2,000
BARRA INC COM 068313105 371.50 11,700 SH SOLE 3 11,700 0 0
BARRETT RESOURCES CP (NEW) COM 068480201 1,878.10 63,800 SH SOLE 3 60,800 0 3,000
BARRETT RESOURCES CP (NEW) COM 068480201 333.82 11,340 SH SOLE 2 11,340
BARRETT RESOURCES CP (NEW) COM 068480201 735.94 25,000 SH SOLE 2 25,000
BARRICK GOLD CORP COM 067901108 728.70 41,200 SH SHD 1 41,200 0 0
BARRICK GOLD CORP COM 067901108 18,023.60 1,019,000 SH SOLE 3 895,400 0 123,600
BARRICK GOLD CORP COM 067901108 275.90 15,600 SH OTH 3 15,600 0 0
BARRISTER INFO SYS CP NEW COM 068659200 22.47 21,150 SH SOLE 2 21,150
BASE TEN SYS INC CL-A COM 069779304 71.25 30,000 SH SOLE 2 30,000
BASSETT FURNITURE COM 070203104 57.60 3,600 SH SOLE 3 0 0 3,600
BATTLE MOUNTAIN GOLD CO CL-A COM 071593107 1.90 900 SH SOLE 3 900 0 0
BATTLEFIELD MINERALS CORP COM 071902100 0.35 10,000 SH SOLE 2 10,000
BAUSCH & LOMB INC COM 071707103 116.30 1,700 SH SHD 1 1,700 0 0
BAUSCH & LOMB INC COM 071707103 12,462.50 182,100 SH SOLE 3 180,000 0 600
BAUSCH & LOMB INC COM 071707103 1,457.70 21,300 SH OTH 3 3,900 0 17,400
BAUSCH & LOMB INC COM 071707103 12,410.46 181,340 SH SOLE 2 181,340
BAUSCH & LOMB INC COM 071707103 7,678.69 112,200 SH SOLE 2 112,200
BAXTER INTL INC COM 071813109 269.78 4,295 SH SOLE 2 4,295
BAXTER INTL INC COM 071813109 9,814.58 156,252 SH SOLE 2 156,252
BAXTER INTL INC COM 071813109 60,599.10 964,761 SH SOLE 3 913,061 0 49,600
BAXTER INTL INC COM 071813109 370.60 5,900 SH OTH 3 5,500 0 400
BAY VIEW CAPITAL CORP COM 07262L101 1,572.00 110,800 SH SOLE 3 102,500 0 8,300
BAYCORP HLDGS LTD COM 072728108 96.88 10,000 SH SOLE 2 10,000
BAYER AG-SP ADR COM 072730302 291.65 6,191 SH SOLE 2 6,191
BAYOU STEEL CORP CL A COM 073051104 130.10 32,526 SH SOLE 2 32,526
BB&T CORP COM 054937107 8,519.90 311,231 SH SOLE 3 311,231 0 0
BB&T CORP COM 054937107 273.75 10,000 SH SOLE 2 10,000
BB&T CORP COM 054937107 4,081.86 149,109 SH SOLE 2 149,109
BBV BANCO BHIF SP ADR COM 073297103 641.30 42,400 SH SOLE 3 42,400 0 0
BBV BANCO BHIF SP ADR COM 073297103 3,554.40 235,000 SH OTH 3 0 0 0
BCE INC COM 05534B109 207.40 2,300 SH SHD 1 2,300 0 0
BCE INC COM 05534B109 58,518.20 648,851 SH SOLE 3 596,851 0 41,800
BCE INC COM 05534B109 1,001.10 11,100 SH OTH 3 11,100 0 0
BCE INC COM 05534B109 342.71 3,800 SH SOLE 2 3,800
BEA SYS INC COM 073325102 3,187.05 45,570 SH SOLE 2 45,570
BEA SYS INC COM 073325102 11,012.64 157,464 SH SOLE 2 157,464
BEA SYS INC CNV SUB CNV 073325AB8 371.44 70,000 SH SOLE 2 70,000
BEA SYSTEMS INC COM 073325102 4,797.70 68,600 SH SOLE 3 68,600 0 0
BEA SYSTEMS INC COM 073325102 209.80 3,000 SH OTH 3 3,000 0 0
BEAR STEARNS COS. INC. COM 073902108 817.00 19,110 SH SHD 1 19,110 0 0
BEAR STEARNS COS. INC. COM 073902108 22,809.30 533,550 SH SOLE 3 502,050 0 26,670
BECKMAN COULTER INC. COM 075811109 432.40 8,500 SH OTH 3 0 0 8,500
BECTON DICKINSON & CO COM 075887109 17,113.40 635,300 SH SOLE 3 535,400 0 93,800
BECTON DICKINSON & CO COM 075887109 99.70 3,700 SH OTH 3 2,300 0 1,400
BED BATH & BEYOND INC COM 075896100 948.68 27,300 SH SOLE 2 27,300
BED BATH & BEYOND INC COM 075896100 142.50 4,100 SH SOLE 3 0 0 4,100
BELCO OIL & GAS CORP. PRF 077410207 864.16 62,000 SH SOLE 2 62,000
BELDEN INC. COM 077459105 6,085.80 289,800 SH SOLE 3 276,100 0 8,200
BELDEN INC. COM 077459105 44.10 2,100 SH OTH 3 2,100 0 0
BELL & HOWELL CO COM 077852101 814.40 25,600 SH SOLE 3 22,200 0 3,400
BELL & HOWELL CO COM 077852101 44.50 1,400 SH OTH 3 1,400 0 0
BELL ATLANTIC CORP COM 077853109 898.80 14,600 SH SHD 1 14,600 0 0
BELL ATLANTIC CORP COM 077853109 531.41 8,632 SH SOLE 2 8,632
BELL ATLANTIC CORP COM 077853109 2,129.88 34,597 SH SOLE 2 34,597
BELL ATLANTIC CORP COM 077853109 87,417.70 1,419,983 SH SOLE 3 1,315,383 0 102,000
BELL ATLANTIC CORP COM 077853109 1,822.20 29,600 SH OTH 3 27,000 0 700
BELLSOUTH CORP COM 079860102 2,064.40 44,100 SH SHD 1 44,100 0 0
BELLSOUTH CORP COM 079860102 115,078.70 2,458,289 SH SOLE 3 2,303,589 0 147,900
BELLSOUTH CORP COM 079860102 2,120.60 45,300 SH OTH 3 38,400 0 1,500
BELLSOUTH CORP COM 079860102 3,206.23 68,491 SH SOLE 2 68,491
BELLSOUTH CORP COM 079860102 654.25 13,976 SH SOLE 2 13,976
BELLWETHER EXPL CO COM 079895207 48.13 10,000 SH SOLE 2 10,000
BEMIS CO COM 081437105 920.70 26,400 SH SOLE 3 26,400 0 0
BEMIS CO COM 081437105 348.75 10,000 SH SOLE 2 10,000
BENIHANA INC CL-A (NEW) COM 082047200 12,632.80 875,000 SH SOLE 3 710,600 0 164,400
BENIHANA INC CL-A (NEW) COM 082047200 92.40 6,400 SH OTH 3 6,400 0 0
BERGEN BRUNSWIG CORP CL-A COM 083739102 6,297.60 757,600 SH SOLE 3 752,300 0 0
BERGEN BRUNSWIG CORP CL-A COM 083739102 40.70 4,900 SH OTH 3 0 0 0
BERINGER WINE ESTATES COM 084102102 426.66 10,700 SH SOLE 2 10,700
BERINGER WINE ESTATES-B COM 084102102 4,572.70 114,677 SH SOLE 3 111,977 0 2,700
BERKSHIRE HATHAWAY A COM 084670108 13,351.80 238 SH SOLE 3 238 0 0
BERKSHIRE HATHAWAY INC CL-A COM 084670108 2,019.60 36 SH SOLE 2 36
BERKSHIRE HATHAWAY INC CL-A COM 084670108 19,242.30 343 SH SOLE 2 343
BERKSHIRE HATHAWAY INC. COM 084670207 183.00 100 SH SOLE 3 100 0 0
BERKSHIRE HATHAWAY INC. COM 084670207 591.09 323 SH SOLE 2 323
BERKSHIRE HATHAWAY INC. COM 084670207 2,419.26 1,322 SH SOLE 2 1,322
BERRY PETROLEUM CO CL-A COM 085789105 16,457.50 1,088,100 SH SOLE 3 836,000 0 252,100
BERRY PETROLEUM CO CL-A COM 085789105 110.40 7,300 SH OTH 3 7,300 0 0
BERRY PETROLEUM CO CL-A COM 085789105 151.25 10,000 SH SOLE 2 10,000
BEST BUY CO INC COM 086516101 4,334.06 86,250 SH SOLE 2 86,250
BEST BUY CO INC COM 086516101 10.10 200 SH SOLE 3 0 0 200
BEST BUY CO INC COM 086516101 175.90 3,500 SH OTH 3 0 0 0
BESTFOODS COM 08658U101 3,731.94 71,000 SH SOLE 2 71,000
BESTFOODS COM 08658U101 798.95 15,200 SH SOLE 2 15,200
BESTFOODS INC. COM 08658U101 25,145.90 478,400 SH SOLE 3 475,000 0 3,400
BESTFOODS INC. COM 08658U101 567.70 10,800 SH OTH 3 10,800 0 0
BETHLEHEM STEEL CORP COM 087509105 38.50 4,600 SH SOLE 3 4,600 0 0
BETHLEHEM STEEL CORP COM 087509105 129.81 15,500 SH SOLE 2 15,500
BEVERLY ENTERPRISES INC COM 087851309 10,451.90 2,389,000 SH SOLE 3 2,307,300 0 50,100
BEVERLY ENTERPRISES INC COM 087851309 970.80 221,900 SH OTH 3 0 0 221,900
BEYOND.COM CORP COM 08860E101 147.70 18,900 SH SOLE 3 16,600 0 2,300
BEYOND.COM CORP COM 08860E101 0.80 100 SH OTH 3 100 0 0
BEYOND.COM CORP COM 08860E101 220.31 28,200 SH SOLE 2 28,200
BHC COMMUNICATIONS INC CL-A COM 055448104 1,328.00 8,300 SH SOLE 3 8,300 0 0
BIDCOM INTERNATIONAL INC COM 088788104 41.88 10,000 SH SOLE 2 10,000
BILLING CONCEPTS CORP COM 090063108 1,131.00 174,000 SH SOLE 2 174,000
BINDLEY WESTN INDS INC COM 090324104 3,643.80 241,915 SH SOLE 3 232,651 0 9,264
BINDLEY WESTN INDS INC COM 090324104 342.40 22,733 SH OTH 3 3,633 0 19,100
BINDLEY WESTN INDS INC COM 090324104 170.03 11,288 SH SOLE 2 11,288
BINDVIEW DEVELOPMENT CORP COM 090327107 218.60 4,400 SH SOLE 3 2,500 0 1,900
BINGHAM FINL SVCS CORP COM 090433103 418.50 46,500 SH SOLE 2 46,500
BIO-LIFE SYS INC COM 09056L107 4.02 73,068 SH SOLE 2 73,068
BIO-RAD LAB CL-A COM 090572207 63.10 2,700 SH SOLE 3 2,700 0 0
BIO TECHNOLOGY GEN CORP COM 090578105 571.90 37,500 SH SOLE 3 29,300 0 8,200
BIOCHEM PHARMA INC COM 09058T108 456.75 21,000 SH SOLE 2 21,000
BIOCHEM PHARMA INC COM 09058T108 332.80 15,300 SH SOLE 3 15,300 0 0
BIOGEN INC COM 090597105 988.60 11,700 SH SHD 1 11,700 0 0
BIOGEN INC COM 090597105 71,605.30 847,400 SH SOLE 3 794,900 0 45,700
BIOGEN INC COM 090597105 7,207.90 85,300 SH OTH 3 3,300 0 82,000
BIOGEN INC COM 090597105 1,368.90 16,200 SH SOLE 2 16,200
BIOGEN INC COM 090597105 2,174.02 25,728 SH SOLE 2 25,728
BIOMAGNETIC TECHNOLOGIES INC. COM 09060N107 55.00 100,000 SH SOLE 2 100,000
BIOMATRIX INC COM 09060P102 7.70 400 SH SOLE 3 400 0 0
BIOPONIC INTL INC COM 090955105 2.10 10,000 SH SOLE 2 10,000
BISYS GRP INC COM 055472104 6,525.00 100,000 SH SOLE 2 100,000
BISYS GRP INC COM 055472104 3,991.10 61,166 SH SOLE 3 60,966 0 200
BJ SVCS CO. COM 055482103 1,390.01 33,244 SH SOLE 2 33,244
BJ SVCS CO. COM 055482103 418.13 10,000 SH SOLE 2 10,000
BJ SVCS CO. COM 055482103 535.20 12,800 SH SOLE 3 9,000 0 3,800
BJ'S WHOLESALE CLUB INC COM 05548J106 328.50 9,000 SH SHD 1 9,000 0 0
BJ'S WHOLESALE CLUB INC COM 05548J106 6,883.90 188,600 SH SOLE 3 174,900 0 9,100
BJ'S WHOLESALE CLUB INC COM 05548J106 773.80 21,200 SH OTH 3 3,400 0 17,800
BLACK & DECKER CORP COM 091797100 20.90 400 SH SOLE 3 0 0 400
BLACK & DECKER CORP COM 091797100 212.66 4,070 SH SOLE 2 4,070
BLACK BOX CORP (DE) COM 091826107 2,036.80 30,400 SH SOLE 3 28,200 0 2,200
BLACK HILLS CORP COM 092113109 772.10 34,800 SH SOLE 3 8,100 0 26,700
BLACKROCK INC COM 09247X101 4,819.40 280,400 SH SOLE 3 275,100 0 0
BLACKROCK INC COM 09247X101 236.33 13,750 SH SOLE 2 13,750
BLACKROCK INC COM 09247X101 544.24 31,665 SH SOLE 2 31,665
BLACKROCK INC CLASS A COM STK COM 09247X101 287.89 16,750 SH SOLE 4 16,750
BLOCK DRUG CO INC CL A COM 093644102 230.00 7,418 SH SOLE 3 3,718 0 3,700
BLOCK DRUG W/I COM 936441020 0.00 157 SH SOLE 3 46 0 111
BLOUNT INTERNATIONAL INC COM 095180105 911.60 57,200 SH SOLE 3 50,900 0 6,300
BLUE SQUARE - ISRAEL LTD - ADR COM 096055108 530.40 41,600 SH SOLE 3 41,600 0 0
BLUEFLY INC COM 096227103 404.25 39,200 SH SOLE 2 39,200
BLUEGREEN CORP COM 096231105 75.00 15,000 SH SOLE 2 15,000
BLUESTONE SOFTWARE INC COM 09623P102 31,644.78 275,172 SH SOLE 2 275,172
BLYTH INDS INC COM 09643P108 1,253.90 51,050 SH SOLE 3 46,650 0 4,400
BLYTH INDS INC COM 09643P108 299.70 12,200 SH OTH 3 0 0 12,200
BMC INDS INC (MINN) COM 055607105 742.00 152,200 SH SOLE 3 135,500 0 16,700
BMC SOFTWARE INC COM 055921100 6,419.00 80,300 SH SOLE 3 80,000 0 300
BMC SOFTWARE INC COM 055921100 159.90 2,000 SH OTH 3 0 0 0
BMC SOFTWARE INC COM 055921100 7,409.25 92,688 SH SOLE 2 92,688
BMC SOFTWARE INC COM 055921100 8,691.12 108,724 SH SOLE 2 108,724
BOCA RESORTS INC - CL A COM 09688T106 539.36 55,319 SH SOLE 2 55,319
BOEING CO COM 097023105 28,744.70 693,689 SH SOLE 3 691,189 0 2,500
BOEING CO COM 097023105 140.90 3,400 SH OTH 3 3,400 0 0
BOEING CO COM 097023105 1,737.47 41,930 SH SOLE 2 41,930
BOEING CO COM 097023105 2,668.91 64,408 SH SOLE 2 64,408
BOISE CASCADE CORP. COM 097383103 149.80 3,700 SH SOLE 3 3,700 0 0
BOISE CASCADE CORP. COM 097383103 546.80 13,500 SH OTH 3 1,700 0 11,800
BOISE CASCADE OFFICE PRODUCTS COM 097403109 21.00 1,400 SH SOLE 3 1,400 0 0
BOMBAY CO INC COM 097924104 540.00 120,000 SH SOLE 2 120,000
BOMBAY CO INC COM 097924104 80.10 17,800 SH SOLE 3 0 0 17,800
BORDEN CHEMICALS & PLASTICS COM 099541203 96.25 20,000 SH SOLE 2 20,000
BORDERS GRP INC COM 099709107 1,178.10 72,500 SH SOLE 3 68,800 0 3,700
BORDERS GRP INC COM 099709107 314.93 19,380 SH SOLE 2 19,380
BORG-WARNER AUTOMOTIVE INC COM 099724106 1,053.00 26,000 SH SOLE 3 23,300 0 2,700
BORG-WARNER AUTOMOTIVE INC COM 099724106 1,512.76 37,352 SH SOLE 2 37,352
BOSTON CHICKEN,INC COM 100578103 7.50 100,000 SH SOLE 2 100,000
BOSTON PROPERTIES INC COM 101121101 3,092.42 99,355 SH SOLE 2 99,355
BOSTON PROPERTIES INC COM 101121101 11,102.51 356,707 SH SOLE 2 356,707
BOSTON PROPERTIES INC COM 101121101 5,334.80 171,400 SH SOLE 3 144,600 0 26,800
BOSTON SCIENTIFIC CORP. COM 101137107 1,299.90 59,426 SH SOLE 3 59,426 0 0
BOSTON SCIENTIFIC CORP. COM 101137107 85.30 3,900 SH OTH 3 0 0 0
BOSTON SCIENTIFIC CORP. CLL 101137107 113.75 40,000 SH CALL SOLE 2 40,000
BOSTON SCIENTIFIC CORP. COM 101137107 10,704.18 489,334 SH SOLE 2 489,334
BOSTON SCIENTIFIC CORP. COM 101137107 11,675.21 533,724 SH SOLE 2 533,724
BOWNE & CO INC (P V $.01) COM 103043105 337.50 25,000 SH SOLE 2 25,000
BOYD GAMING CORP COM 103304101 334.80 57,600 SH SOLE 3 51,300 0 6,300
BP AMOCO PLC COM 055622104 69,405.80 1,170,171 SH SOLE 3 88,827 0 1,081,344
BP AMOCO PLC SP ADR COM 055622104 45,768.91 771,657 SH SOLE 2 771,657
BP AMOCO PLC SP ADR COM 055622104 60,090.56 1,013,118 SH SOLE 2 1,013,118
BP PRUDHOE BAY ROYALTY TR COM 055630107 181.25 20,000 SH SOLE 2 20,000
BRANDYWINE REALTY TRUST COM 105368203 4,341.00 265,100 SH SOLE 3 225,400 0 39,700
BRASIL DISTR PAO ACU - SP ADR COM 20440T201 2,242.50 69,400 SH SOLE 3 69,400 0 0
BRASIL DISTR PAO ACU - SP ADR COM 20440T201 14,324.10 443,300 SH OTH 3 0 0 0
BRE PROPERTIES INC COM 05564E106 254.10 11,200 SH SOLE 3 0 0 11,200
BREAKAWAY SOLUTIONS INC COM 106372105 401.50 5,500 SH SOLE 2 5,500
BRIDGESTREET ACCOMODATIONS INC COM 108452103 147.05 98,031 SH SOLE 2 98,031
BRIGGS & STRATTON CORP. COM 109043109 2,241.50 41,800 SH SOLE 3 41,800 0 0
BRIGGS & STRATTON CORP. COM 109043109 1,249.50 23,300 SH OTH 3 3,000 0 20,300
BRIGHTPOINT INC COM 109473108 333.40 25,400 SH SOLE 3 25,400 0 0
BRINKER INTERNATIONAL INC COM 109641100 5,765.90 239,000 SH SOLE 3 217,600 0 21,400
BRINKER INTERNATIONAL INC COM 109641100 3,756.30 155,700 SH OTH 3 5,200 0 150,500
BRISTOL MYERS SQUIBB CO COM 110122108 3,851.20 60,000 SH SHD 1 60,000 0 0
BRISTOL MYERS SQUIBB CO COM 110122108 625,782.90 9,749,296 SH SOLE 3 8,565,106 0 1,154,200
BRISTOL MYERS SQUIBB CO COM 110122108 8,301.40 129,331 SH OTH 3 84,180 0 28,800
BRISTOL MYERS SQUIBB CO COM 110122108 18,565.14 289,233 SH SOLE 2 289,233
BRISTOL MYERS SQUIBB CO COM 110122108 47,859.80 745,625 SH SOLE 2 745,625
BRITISH SKY BROADCASTING GRP COM 111013108 9,924.25 107,000 SH SOLE 2 107,000
BRITISH TELECOM FNL INSTMT ADR COM 111021408 1,325.66 5,570 SH SOLE 2 5,570
BRITISH TELECOM FNL INSTMT ADR COM 111021408 1,593.41 6,695 SH SOLE 2 6,695
BROADCOM CORP CL-A COM 111320107 2,098.92 7,706 SH SOLE 2 7,706
BROADCOM CORP CL-A COM 111320107 37,403.62 137,324 SH SOLE 2 137,324
BROADCOM CORP CL A COM 111320107 26,311.40 96,600 SH SOLE 3 95,200 0 600
BROADVISION INC COM 111412102 425.16 2,500 SH SOLE 2 2,500
BROADVISION INC COM 111412102 7,363.71 43,300 SH SOLE 2 43,300
BROADVISION INC COM 111412102 30,237.10 177,800 SH SOLE 3 99,000 0 4,500
BROADVISION INC COM 111412102 153.10 900 SH OTH 3 900 0 0
BROADWING INC COM 111620100 13,736.90 372,526 SH SOLE 3 372,526 0 0
BROADWING INC COM 111620100 8,201.59 222,416 SH SOLE 2 222,416
BROCADE COMMUNICATIONS COM 111621108 649.41 3,669 SH SOLE 2 3,669
BROOKDALE LIVING COMMUNITIES COM 112462106 11,089.20 896,100 SH SOLE 3 673,200 0 222,900
BROOKDALE LIVING COMMUNITIES COM 112462106 59.40 4,800 SH OTH 3 4,800 0 0
BROOKLINE BANCORP INC COM 113739106 97.50 10,000 SH SOLE 2 10,000
BROOKLINE BANCORP INC COM 113739106 476.80 48,900 SH SOLE 3 48,900 0 0
BROOKS AUTOMATION INC COM 11434A100 338.60 10,400 SH SOLE 3 10,400 0 0
BROOKSTONE INC COM 114537103 3,649.50 207,800 SH SOLE 3 204,600 0 0
BROOKSTONE INC COM 114537103 1,068.22 60,824 SH SOLE 2 60,824
BROWN & BROWN INC COM 115236101 364.00 9,500 SH SOLE 3 9,500 0 0
BROWN & SHARP MFG CO (CL-A) COM 115223109 553.56 260,500 SH SOLE 2 260,500
BROWN FORMAN CORP CL A COM 115637100 1,148.90 21,300 SH SOLE 3 21,300 0 0
BROWN FORMAN CORP CL B COM 115637209 1,019.00 17,800 SH SOLE 3 11,800 0 6,000
BROWN SHOE CO COM 115736100 1,340.50 94,900 SH SOLE 3 88,000 0 6,900
BROWN SHOE CO COM 115736100 19.80 1,400 SH OTH 3 1,400 0 0
BROWN TOM INC COM 115660201 893.50 66,800 SH SOLE 3 57,600 0 9,200
BRUNSWICK CORP. COM 117043109 460.60 20,700 SH SHD 1 20,700 0 0
BRUNSWICK CORP. COM 117043109 7,832.00 352,000 SH SOLE 3 341,700 0 10,300
BRUNSWICK CORP. COM 117043109 2,113.80 95,000 SH OTH 3 7,800 0 87,200
BSB BANCORP INC COM 055652101 53.90 2,800 SH SOLE 3 1,000 0 1,800
BUCKEYE PTNRS LP UNITS COM 118230101 10,073.86 387,456 SH SOLE 2 387,456
BUCKEYE PTNRS LP UNITS COM 118230101 10,210.10 392,696 SH SOLE 2 392,696
BUCKEYE TECHNOLOGIES INC COM 118255108 534.01 35,900 SH SOLE 2 35,900
BUCKEYE TECHNOLOGIES INC COM 118255108 14,267.92 959,188 SH SOLE 2 959,188
BUENOS AIRES EMBOTELLADORA COM 119424208 2.80 56,000 SH OTH 3 0 0 0
BUENOS AIRES EMBOTELLADORA COM 119424208 8.36 167,100 SH SOLE 2 167,100
BUFFETS INC COM 119882108 1,596.00 159,600 SH SOLE 3 131,600 0 28,000
BUFFETS INC COM 119882108 1,262.00 126,200 SH OTH 3 0 0 126,200
BUILDING ONE SVCS CORP COM 120114103 2,878.37 304,993 SH SOLE 2 304,993
BURLINGTON COAT FACTOR WHSE CP COM 121579106 7,270.40 523,992 SH SOLE 3 523,992 0 0
BURLINGTON INDS INC COM 121693105 5,876.40 1,469,100 SH SOLE 3 1,440,700 0 0
BURLINGTON INDS INC COM 121693105 261.20 65,300 SH OTH 3 0 0 65,300
BURLINGTON NORTHERN SANTA FE COM 12189T104 39,549.30 1,630,900 SH SOLE 3 1,474,500 0 149,400
BURLINGTON NORTHERN SANTA FE COM 12189T104 555.30 22,900 SH OTH 3 6,400 0 16,500
BURLINGTON NORTHERN SANTA FE COM 12189T104 1,711.69 70,585 SH SOLE 2 70,585
BURLINGTON RESOURCES INC COM 122014103 352.38 10,658 SH SOLE 2 10,658
BURLINGTON RESOURCES INC COM 122014103 2,373.90 71,800 SH SOLE 3 71,800 0 0
BURNHAM PAC PPTYS INC COM 12232C108 187.50 20,000 SH SOLE 2 20,000
BURNS INTERNATIONAL SVCS COM 122374101 162.19 15,000 SH SOLE 2 15,000
BURNS INTL SVCS CORP COM 122374101 7,501.70 693,800 SH SOLE 3 494,000 0 199,800
BURR BROWN CORP COM 122574106 168.00 4,650 SH SOLE 3 450 0 4,200
BUSH INDS INC CL-A COM 123164105 44.70 2,600 SH SOLE 3 0 0 2,600
BUTLER MANUFACTURING CO COM 123655102 1,021.90 45,800 SH SOLE 3 43,000 0 2,800
C-CUBE MICROSYSTEMS INC COM 125015107 2,166.30 34,800 SH SOLE 3 31,100 0 3,700
C AND D TECHNOLOGIES COM 124661109 595.00 14,000 SH SOLE 3 11,200 0 2,800
C COR ELECTRONICS COM 125010108 7.70 100 SH SOLE 3 100 0 0
C D I CORP COM 125071100 14.50 600 SH SOLE 3 600 0 0
C D I CORP COM 125071100 639.87 26,523 SH SOLE 2 26,523
C F W COMMUNICATIONS CO COM 124923103 17,899.70 515,100 SH SOLE 3 374,200 0 140,900
C F W COMMUNICATIONS CO COM 124923103 90.30 2,600 SH OTH 3 2,600 0 0
C V B FINL CORP COM 126600105 119.60 5,170 SH SOLE 3 5,170 0 0
C.E. SMITH RESIDENTIAL REALTY COM 832197107 714.58 20,200 SH SOLE 2 20,200
C.E. SMITH RESIDENTIAL REALTY COM 832197107 726.96 20,550 SH SOLE 2 20,550
C.H. ROBINSON WORLDWIDE INC. COM 12541W100 866.50 21,800 SH SOLE 3 18,500 0 3,300
C.I.T. GRP INC COM 125577106 9,561.20 452,600 SH SOLE 3 439,700 0 12,900
C.I.T. GRP INC COM 125577106 745.70 35,300 SH OTH 3 3,000 0 32,300
C3 INC COM 22942P109 121.25 20,000 SH SOLE 2 20,000
CABLE & WIRELESS COMMS ADR COM 12682P104 9,597.84 137,112 SH SOLE 2 137,112
CABLE & WIRELESS HKT LTD ADR COM 126828102 320.81 11,015 SH SOLE 2 11,015
CABLE DESIGN TECHNOLOGIES COM 126924109 1,575.50 68,500 SH SOLE 3 65,500 0 3,000
CABLE DESIGN TECHNOLOGIES COM 126924109 41.40 1,800 SH OTH 3 1,800 0 0
CABLETRON SYS, INC. COM 126920107 326.01 12,539 SH SOLE 2 12,539
CABLETRON SYSTEMS, INC. COM 126920107 4,892.90 188,190 SH SOLE 3 188,190 0 0
CABLETRON SYSTEMS, INC. COM 126920107 93.60 3,600 SH OTH 3 3,600 0 0
CABLEVISION SYS CORP CL-A COM 12686C109 210,674.40 2,790,390 SH SOLE 3 1,455,390 0 1,031,600
CABLEVISION SYS CORP CL-A COM 12686C109 770.30 10,203 SH OTH 3 5,500 0 0
CABLEVISION SYS CORP CL-A COM 12686C109 11,619.45 153,900 SH SOLE 2 153,900
CABLEVISION SYS CORP CL-A COM 12686C109 26,300.80 348,355 SH SOLE 2 348,355
CABOT CORP. COM 127055101 1,548.50 76,000 SH SOLE 3 76,000 0 0
CABOT OIL & GAS CORP COM 127097103 377.47 23,500 SH SOLE 2 23,500
CABOT OIL & GAS CORP COM 127097103 912.40 56,800 SH SOLE 3 52,400 0 4,400
CACHEFLOW INC COM 126946102 12,323.80 94,300 SH SOLE 3 54,400 0 0
CACI INTL INC CL-A COM 127190304 9,027.40 399,000 SH SOLE 3 263,600 0 135,400
CACI INTL INC CL-A COM 127190304 33.90 1,500 SH OTH 3 1,500 0 0
CADENCE DESIGN SYS INC COM 127387108 8,715.22 363,134 SH SOLE 2 363,134
CADENCE DESIGN SYSTEM COM 127387108 5,160.10 215,005 SH SOLE 3 197,605 0 17,400
CADILLAC FAIRVIEW CORP COM 126929207 340,316.79 14,796,382 SH SOLE 2 14,796,382
CAIS INTERNET COM 12476Q102 159.80 4,500 SH SOLE 3 3,800 0 700
CALGON CARBON CORP COM 129603106 34.10 5,800 SH SOLE 3 0 0 5,800
CALICO COMMERCE INC. COM 129897104 1,251.33 23,610 SH SOLE 2 23,610
CALIFORNIA FEDERAL BK-GOODWILL COM 130209604 41.25 30,000 SH SOLE 2 30,000
CALIFORNIA WATER SVS GRP COM 130788102 733.60 24,200 SH SOLE 3 22,500 0 1,700
CALLAWAY GOLF COM 131193104 1,742.20 98,500 SH SOLE 3 91,000 0 7,500
CALLAWAY GOLF COM 131193104 176.88 10,000 SH SOLE 2 10,000
CALPINE CORP COM 131347106 256.00 4,000 SH SHD 1 4,000 0 0
CALPINE CORP COM 131347106 32,748.80 511,700 SH SOLE 3 496,400 0 12,700
CALPINE CORP COM 131347106 4,345.60 67,900 SH OTH 3 3,800 0 64,100
CAMBIOR INC COM 13201L103 21.30 11,700 SH OTH 3 11,700 0 0
CAMBREX CORP COM 132011107 2,569.00 74,600 SH SOLE 3 70,800 0 3,800
CAMBREX CORP COM 132011107 51.70 1,500 SH OTH 3 1,500 0 0
CAMBRIDGE HEART, INC. COM 131910101 651.75 189,600 SH SOLE 2 189,600
CAMBRIDGE HEART, INC. COM 131910101 4,265.94 1,241,000 SH SOLE 2 1,241,000
CAMBRIDGE HEART, INC. COM 131910101 653.10 190,000 SH SOLE 3 190,000 0 0
CAMBRIDGE TECHNOLOGY PARTNERS COM 132524109 855.80 32,600 SH SOLE 3 27,000 0 5,600
CAMBRIDGE TECHNOLOGY PTNRS COM 132524109 380.63 14,500 SH SOLE 2 14,500
CAMPBELL SOUP CO COM 134429109 58,805.00 1,520,000 SH SOLE 3 1,520,000 0 0
CAMPBELL SOUP CO COM 134429109 263.46 6,810 SH SOLE 2 6,810
CAMPBELL SOUP CO COM 134429109 1,884.08 48,700 SH SOLE 2 48,700
CANADIAN 88 ENERGY CORP NEW COM 13566G509 32.81 25,000 SH SOLE 2 25,000
CANADIAN NATIONAL RAILWAY CO. COM 136375102 188.20 7,100 SH SHD 1 7,100 0 0
CANADIAN NATIONAL RAILWAY CO. COM 136375102 6,935.10 261,700 SH SOLE 3 261,700 0 0
CANADIAN NATIONAL RAILWAY CO. COM 136375102 522.00 19,700 SH OTH 3 6,100 0 13,600
CANADIAN NATIONAL RAILWAY CO. COM 136375102 381.60 14,400 SH SOLE 2 14,400
CANADIAN NATIONAL RAILWAY CO. COM 136375102 7,381.84 278,560 SH SOLE 2 278,560
CANADIAN PACIFIC LIMITED (NEW) COM 135923100 4,629.50 214,700 SH SOLE 3 214,700 0 0
CANAL CAPITAL CORP COM 137003109 17.02 128,000 SH SOLE 2 128,000
CANANDAIGUA BRANDS INC. CL A COM 137219200 81.60 1,600 SH SOLE 3 900 0 700
CAPITAL ENVIRO RESOURCE INC COM 14008M104 5,679.20 956,500 SH SOLE 3 767,300 0 189,200
CAPITAL MEDIA GRP LTD COM 140308107 237.98 100,200 SH SOLE 2 100,200
CAPITAL ONE FINANCIAL CORP COM 14040H105 8,389.40 174,100 SH SOLE 3 174,100 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 53.00 1,100 SH OTH 3 1,100 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 457.78 9,500 SH SOLE 2 9,500
CAPITAL ONE FINANCIAL CORP COM 14040H105 2,750.30 57,075 SH SOLE 2 57,075
CAPITAL RE CORP. COM 140432105 166.38 12,100 SH SOLE 2 12,100
CAPITAL RE CORP. COM 140432105 1,903.00 138,400 SH SOLE 2 138,400
CAPITAL SOUTHWEST CORP COM 140501107 209.56 3,500 SH SOLE 2 3,500
CAPITOL FEDERAL FINANCIAL COM 14057C106 1,671.20 171,400 SH SOLE 3 165,700 0 5,700
CAPROCK COMMUNICATIONS CORP. COM 140667106 4,560.70 140,600 SH SOLE 3 137,000 0 3,600
CAPROCK COMMUNICATIONS CORP. COM 140667106 45.40 1,400 SH OTH 3 1,400 0 0
CARAUSTAR INDS, INC. COM 140909102 57.60 2,400 SH SOLE 3 0 0 2,400
CARAUSTAR INDS, INC. COM 140909102 744.00 31,000 SH SOLE 2 31,000
CARDIMA INC COM 14147M106 2,051.84 1,132,050 SH SOLE 2 1,132,050
CARDINAL HEALTH INC COM 14149Y108 720.80 15,056 SH SHD 1 15,056 0 0
CARDINAL HEALTH INC COM 14149Y108 19,019.80 397,281 SH SOLE 3 382,202 0 11,279
CARDINAL HEALTH INC COM 14149Y108 472.40 9,867 SH OTH 3 1,567 0 8,300
CARDINAL HEALTH INC COM 14149Y108 31,498.02 657,922 SH SOLE 2 657,922
CAREDATA.COM INC COM 14166W100 6,915.20 1,043,800 SH SOLE 3 880,000 0 163,800
CAREDATA.COM INC COM 14166W100 218.63 33,000 SH SOLE 2 33,000
CAREER EDUCATION CORP COM 141665109 11,286.10 294,100 SH SOLE 3 286,500 0 2,000
CAREMARK RX INC COM 141705103 802.46 158,511 SH SOLE 2 158,511
CAREMARK RX, INC COM 141705103 2,250.40 444,520 SH SOLE 3 421,120 0 23,400
CARLISLE COS INC COM 142339100 759.60 21,100 SH SOLE 3 17,100 0 4,000
CARLISLE COS INC COM 142339100 874.80 24,300 SH OTH 3 0 0 24,300
CARLTON COMMUNICATIONS PLC ADR COM 142872209 842.96 17,700 SH SOLE 2 17,700
CARMIKE CINEMAS CL A COM 143436103 277.30 35,500 SH SOLE 3 35,500 0 0
CARMIKE CINEMAS CLASS A COM 143436103 3,265.63 418,000 SH SOLE 2 418,000
CARNEGIE INTERNATIONAL CORP COM 143500106 137.50 20,000 SH SOLE 2 20,000
CARNIVAL CORP COM 143658102 22,133.41 462,921 SH SOLE 2 462,921
CARNIVAL CORP COM 143658102 29,340.48 613,657 SH SOLE 2 613,657
CARNIVAL CORP CL A COM 143658102 1,587.40 33,200 SH SHD 1 33,200 0 0
CARNIVAL CORP CL A COM 143658102 92,656.20 1,937,908 SH SOLE 3 1,898,008 0 34,800
CARNIVAL CORP CL A COM 143658102 1,907.70 39,900 SH OTH 3 28,400 0 8,900
CAROLINA FIRST CORP COM 143877108 259.10 14,200 SH SOLE 3 14,200 0 0
CAROLINA POWER & LT.CO. COM 144141108 234.34 7,699 SH SOLE 2 7,699
CARPENTER TECHNOLOGY INC COM 144285103 798.40 29,100 SH SOLE 3 24,100 0 5,000
CARRAMERICA REALTY CORP COM 144418100 1,021.73 47,800 SH SOLE 2 47,800
CARRIAGE SVCS, INC. COM 143905107 9,137.20 1,538,900 SH SOLE 3 1,241,500 0 297,400
CARRIAGE SVCS, INC. COM 143905107 46.30 7,800 SH OTH 3 7,800 0 0
CARRIER ACCESS CORP COM 144460102 1,682.80 25,000 SH SOLE 3 25,000 0 0
CASCADE NATURAL GAS CORP COM 147339105 904.60 56,100 SH SOLE 3 48,100 0 8,000
CASELLA WASTE SYS INC COM 147448104 3,243.67 171,850 SH SOLE 2 171,850
CASELLA WASTE SYSTEMS INC-A COM 147448104 15,726.60 833,200 SH SOLE 3 638,800 0 194,400
CASELLA WASTE SYSTEMS INC-A COM 147448104 79.30 4,200 SH OTH 3 4,200 0 0
CASEY'S GENERAL STORES,INC COM 147528103 24.00 2,300 SH SOLE 3 2,300 0 0
CASH AMER INVTS INC COM 14754D100 5,994.30 614,800 SH SOLE 3 407,600 0 207,200
CASH AMER INVTS INC COM 14754D100 27.30 2,800 SH OTH 3 2,800 0 0
CASTLE & COOKE INC COM 148433105 97.70 7,700 SH SOLE 3 3,500 0 4,200
CATALINA MARKETING CORP COM 148867104 483.10 4,174 SH SOLE 3 4,174 0 0
CATALINA MARKETING CORP COM 148867104 431.40 3,727 SH SOLE 2 3,727
CATALYTICA INC COM 148885106 450.30 33,200 SH SOLE 3 26,300 0 6,900
CATELLUS DEVELOPMENT CORP COM 149111106 7,023.80 548,200 SH SOLE 3 478,500 0 67,400
CATELLUS DEVELOPMENT CORP COM 149111106 294.69 23,000 SH SOLE 2 23,000
CATERPILLAR INC (DE) COM 149123101 781.20 16,600 SH SHD 1 16,600 0 0
CATERPILLAR INC (DE) COM 149123101 16,702.50 354,900 SH SOLE 3 313,300 0 41,600
CATERPILLAR INC (DE) COM 149123101 117.70 2,500 SH OTH 3 2,500 0 0
CATERPILLAR INC (DELAWARE) COM 149123101 1,906.03 40,500 SH SOLE 4 40,500
CATERPILLAR INC (DELAWARE) COM 149123101 1,859.91 39,520 SH SOLE 2 39,520
CATERPILLAR INC (DELAWARE) COM 149123101 935.60 19,880 SH SOLE 2 19,880
CBL & ASSOC PROPERTIES, INC. COM 124830100 399.09 19,350 SH SOLE 2 19,350
CBL & ASSOC PROPERTIES, INC. COM 124830100 3,152.53 152,850 SH SOLE 2 152,850
CBRL GRP INC COM 12489V106 4,623.50 476,500 SH SOLE 3 473,200 0 3,300
CBRL GRP INC COM 12489V106 100.91 10,400 SH SOLE 2 10,400
CBS CORP COM 12490K107 241,172.12 3,771,998 SH SOLE 2 3,771,998
CBS CORP COM 12490K107 411,928.02 6,442,667 SH SOLE 2 6,442,667
CBS CORPORATION COM 12490K107 15,239.50 238,350 SH SOLE 4 238,350
CBS INC. COM 12490K107 465,019.00 7,273,024 SH SOLE 3 4,342,844 0 2,335,050
CBS INC. COM 12490K107 4,274.20 66,850 SH OTH 3 28,450 0 28,300
CBT GRP PLC-SP ADR COM 124853300 23,748.20 708,900 SH SOLE 3 708,900 0 0
CBT GRP PLC-SP ADR COM 124853300 5,869.20 175,200 SH OTH 3 0 0 175,200
CBT GRP PLC ADRS COM 124853300 7,370.00 220,000 SH SOLE 2 220,000
CBT GRP PLC SP ADR 144A COM 124853409 2,043.50 61,000 SH SOLE 2 61,000
CCB FINANCIAL CP COM 124875105 405.10 9,300 SH SOLE 3 9,300 0 0
CCB FINANCIAL CP COM 124875105 592.50 13,600 SH OTH 3 0 0 13,600
CDNOW INC COM 125086108 2,856.86 289,302 SH SOLE 2 289,302
CDNOW INC COM 125086108 112.60 11,400 SH SOLE 3 10,000 0 1,400
CDNOW INC COM 125086108 1.00 100 SH OTH 3 100 0 0
CEC ENTERTAINMENT INC COM 125137109 14,608.50 517,115 SH SOLE 2 517,115
CEC ENTERTAINMENT INC. COM 125137109 329.10 11,650 SH SOLE 3 8,650 0 3,000
CELESTIAL SEASONINGS INC COM 151016102 2,326.20 125,000 SH SOLE 3 125,000 0 0
CELESTICA INC COM 15101Q108 999.00 18,000 SH SOLE 2 18,000
CELGENE CORP COM 151020104 1,274.00 18,200 SH SOLE 3 16,200 0 2,000
CELL GENESYS INC COM 150921104 1,235.21 96,407 SH SOLE 2 96,407
CELL PATHWAYS INC COM 15114R101 45.30 4,900 SH SOLE 3 4,900 0 0
CELL PATHWAYS INC (NEW) COM 15114R101 500.00 54,054 SH SOLE 2 54,054
CELLPOINT INC COM 15115E109 564.00 12,000 SH SOLE 2 12,000
CELLSTAR CORP COM 150925105 2,463.81 249,500 SH SOLE 2 249,500
CEMEX SA SP ADR PART CER COM 151290889 15,099.22 541,676 SH SOLE 2 541,676
CENDANT CORP COM 151313103 198,762.00 7,482,806 SH SOLE 3 4,966,806 0 2,261,430
CENDANT CORP COM 151313103 2,287.60 86,121 SH OTH 3 40,970 0 32,600
CENDANT CORP COM 151313103 1,009.32 37,998 SH SOLE 2 37,998
CENDANT CORP COM 151313103 26,185.92 985,823 SH SOLE 2 985,823
CENTENNIAL CELLULAR CORP A COM 15133V208 9,807.76 118,344 SH SOLE 2 118,344
CENTENNIAL CELLULAR CORP A COM 15133V208 157.50 1,900 SH SOLE 3 1,900 0 0
CENTENNIAL CELLULAR CORP A COM 15133V208 49.70 600 SH OTH 3 600 0 0
CENTENNIAL HEALTHCARE CORP COM 150937100 4,407.90 1,469,300 SH SOLE 3 1,145,600 0 323,700
CENTENNIAL HEALTHCARE CORP COM 150937100 11.10 3,700 SH OTH 3 3,700 0 0
CENTENNIAL HEALTHCARE CORP COM 150937100 60.00 20,000 SH SOLE 2 20,000
CENTERPOINT PPTYS CORP COM 151895109 5,703.60 156,800 SH SOLE 3 144,200 0 11,300
CENTEX CORP COM 152312104 296.20 12,000 SH SOLE 3 12,000 0 0
CENTEX CORP COM 152312104 987.50 40,000 SH OTH 3 3,900 0 36,100
CENTEX CORP COM 152312104 493.75 20,000 SH SOLE 2 20,000
CENTOCOR INC CONV CNV 152342AE1 611.51 460,000 SH SOLE 2 460,000
CENTRAL GARDEN & PET CO COM 153527106 48.80 4,700 SH SOLE 3 0 0 4,700
CENTRAL HUDSON GAS & ELEC CO COM 12541M102 75.90 2,300 SH SOLE 3 0 0 2,300
CENTRAL NEWSPAPERS INC COM 154647101 49,544.40 1,258,270 SH SOLE 3 929,470 0 328,800
CENTRAL NEWSPAPERS INC COM 154647101 551.60 14,008 SH OTH 3 6,100 0 0
CENTRAL PARKING CORP COM 154785109 8,267.70 432,300 SH SOLE 3 328,500 0 103,800
CENTRAL PARKING CORP COM 154785109 40.20 2,100 SH OTH 3 2,100 0 0
CENTRL.& SOUTH WEST CORP COM 152357109 444.00 22,200 SH SOLE 3 22,200 0 0
CENTRL.& SOUTH WEST CORP COM 152357109 150.00 7,500 SH OTH 3 7,500 0 0
CENTURA BANKS INC. COM 15640T100 44.10 1,000 SH SOLE 3 800 0 200
CENTURY BUSINESS SVCS INC COM 156490104 46.40 5,500 SH SOLE 3 0 0 5,500
CENTURY BUSINESS SVCS INC COM 156490104 746.72 88,500 SH SOLE 2 88,500
CENTURY SOUTH BKS INC COM 156683104 22.40 1,000 SH SOLE 3 1,000 0 0
CENTURYTEL INC COM 156700106 492.70 10,400 SH SHD 1 10,400 0 0
CENTURYTEL INC COM 156700106 36,130.90 762,657 SH SOLE 3 453,857 0 308,800
CENTURYTEL INC COM 156700106 2,328.50 49,150 SH OTH 3 3,200 0 45,950
CENTURYTEL INC COM 156700106 207.27 4,375 SH SOLE 2 4,375
CEPHALON INC COM 156708109 674.00 19,500 SH SOLE 3 15,600 0 3,900
CERIDIAN CORP COM 15677T106 629.60 29,200 SH SOLE 3 29,200 0 0
CERIDIAN CORP COM 15677T106 1,926.22 89,332 SH SOLE 2 89,332
CERIDIAN CORP COM 15677T106 495.94 23,000 SH SOLE 2 23,000
CERNER CORP COM 156782104 417.40 21,200 SH SOLE 3 17,200 0 4,000
CERUS CORP COM 157085101 5,996.95 226,300 SH SOLE 2 226,300
CESKE RADIOKOMUNKACE GDR COM 157991571 363.60 10,100 SH SOLE 3 10,100 0 0
CFM TECHNOLOGIES INC COM 12525K106 576.33 59,492 SH SOLE 2 59,492
CFS BANORP INC COM 12525D102 38.20 4,100 SH SOLE 3 0 0 4,100
CHAMPION ENTERPRISES INC COM 158496109 193.43 22,756 SH SOLE 2 22,756
CHAMPION ENTERPRISES INC COM 158496109 66.30 7,800 SH SOLE 3 0 0 7,800
CHAMPION INTL CORP COM 158525105 4,484.30 72,400 SH SOLE 3 66,100 0 3,500
CHAMPPS ENTERTAINMENT INC COM 158787101 105.05 30,014 SH SOLE 2 30,014
CHARLES SCHWAB CORP COM 808513105 803.20 21,000 SH SHD 1 21,000 0 0
CHARLES SCHWAB CORP COM 808513105 166,041.00 4,340,942 SH SOLE 3 2,982,122 0 1,100,320
CHARLES SCHWAB CORP COM 808513105 1,672.10 43,715 SH OTH 3 32,940 0 5,800
CHARLES SCHWAB CORP CLL 808513105 6.25 100,000 SH CALL SOLE 2 100,000
CHARLES SCHWAB CORP COM 808513105 56,607.93 1,479,946 SH SOLE 2 1,479,946
CHARLES SCHWAB CORP COM 808513105 87,425.77 2,285,641 SH SOLE 2 2,285,641
CHARLES SCHWAB CORPORATION COM 808513105 3,050.82 79,760 SH SOLE 4 79,760
CHARMING SHOPPES INC COM 161133103 663.80 100,200 SH SOLE 3 91,600 0 8,600
CHARTER COMMUNICATIONS, INC COM 16117M107 112,920.65 5,162,087 SH SOLE 2 5,162,087
CHARTER COMMUNICATIONS, INC COM 16117M107 65,283.64 2,984,395 SH SOLE 2 2,984,395
CHARTER COMMUNICATIONS, INC COM 16117M107 9,347.19 427,300 SH SOLE 4 427,300
CHARTER ONE FINL INC COM 160903100 608.50 31,815 SH SOLE 3 26,215 0 5,600
CHARTER ONE FINL INC COM 160903100 359.60 18,800 SH OTH 3 0 0 18,800
CHASE MANHATTAN CORP (NEW) COM 16161A108 3,659.10 47,100 SH SHD 1 47,100 0 0
CHASE MANHATTAN CORP (NEW) COM 16161A108 138,380.70 1,781,248 SH SOLE 3 1,648,148 0 129,600
CHASE MANHATTAN CORP (NEW) COM 16161A108 3,837.80 49,400 SH OTH 3 46,100 0 400
CHASE MANHATTAN CORP (NEW) COM 16161A108 60,541.01 779,289 SH SOLE 2 779,289
CHASE MANHATTAN CORP (NEW) COM 16161A108 62,780.36 808,114 SH SOLE 2 808,114
CHATEAU COMMUNITIES INC. COM 161726104 12,874.80 496,377 SH SOLE 3 371,149 0 125,228
CHATEAU COMMUNITIES INC. COM 161726104 57.10 2,200 SH OTH 3 2,200 0 0
CHECK POINT SOFTWARE TECH. LTD COM M22465104 854.63 4,300 SH SOLE 2 4,300
CHECK POINT SOFTWARE TECH. LTD COM M22465104 949.03 4,775 SH SOLE 2 4,775
CHECKFREE HLDGS CORP COM 162816102 201,713.20 1,930,270 SH SOLE 3 1,376,050 0 316,340
CHECKFREE HLDGS CORP COM 162816102 4,848.80 46,400 SH OTH 3 8,280 0 33,700
CHECKFREE HLDGS CORP. COM 162816102 209.00 2,000 SH SOLE 2 2,000
CHECKFREE HLDGS CORP. COM 162816102 5,590.75 53,500 SH SOLE 2 53,500
CHECKPOINT SYS INC COM 162825103 348.40 34,200 SH SOLE 3 30,600 0 3,600
CHECKPOINT SYS INC COM 162825103 8.20 800 SH OTH 3 800 0 0
CHELSEA GCA REALTY, INC. COM 163262108 362.95 12,200 SH SOLE 2 12,200
CHEMDEX CORP COM 163595101 277.50 2,500 SH SOLE 2 2,500
CHEMDEX CORP COM 163595101 33,951.90 305,873 SH SOLE 2 305,873
CHEMED CORP COM 163596109 14,286.70 499,100 SH SOLE 3 377,100 0 122,000
CHEMED CORP COM 163596109 60.10 2,100 SH OTH 3 2,100 0 0
CHEMFIRST INC COM 16361A106 3,281.25 150,000 SH SOLE 2 150,000
CHEVRON CORP COM 166751107 684.30 7,900 SH SHD 1 7,900 0 0
CHEVRON CORP COM 166751107 1,189.53 13,732 SH SOLE 2 13,732
CHEVRON CORP COM 166751107 3,271.74 37,769 SH SOLE 2 37,769
CHEVRON CORP COM 166751107 82,985.10 957,981 SH SOLE 3 900,581 0 57,400
CHEVRON CORP COM 166751107 3,473.70 40,100 SH OTH 3 40,100 0 0
CHIC BY H.I.S. INC COM 167113109 6.25 10,000 SH SOLE 2 10,000
CHICAGO TITLE CORP COM 168228104 943.50 20,400 SH SOLE 3 17,200 0 3,200
CHILDRENS COMPREHENSIVE SVCS COM 16875K202 5,444.10 967,846 SH SOLE 3 748,200 0 219,646
CHILDREN'S PLACE COM 168905107 208.80 12,700 SH SOLE 3 10,100 0 2,600
CHILDREN'S PLACE COM 168905107 210.40 12,800 SH OTH 3 0 0 12,800
CHINA SOUTHERN AIRLINES CO LTD COM 169409109 134.17 11,860 SH SOLE 2 11,860
CHINA TELECOM (HONG KONG) LTD COM 169428109 1,800.75 14,000 SH SOLE 2 14,000
CHINA TELECOM (HONG KONG) LTD COM 169428109 20,543.34 159,715 SH SOLE 2 159,715
CHIREX INC COM 170038103 624.50 42,700 SH SOLE 3 39,800 0 2,900
CHIREX INC COM 170038103 14.60 1,000 SH OTH 3 1,000 0 0
CHIRON CORP COM 170040109 8,631.80 203,700 SH SOLE 3 172,600 0 26,000
CHIRON CORP COM 170040109 3,873.10 91,400 SH OTH 3 5,400 0 86,000
CHIRON CORP COM 170040109 8,731.11 206,044 SH SOLE 2 206,044
CHIRON CORP CNV SUB NT190%11/17/00 MN CNV 170040AB5 916.30 625,000 SH SOLE 4 625,000
CHITTENDEN CORP COM 170228100 1,598.80 53,969 SH SOLE 3 46,780 0 7,189
CHOICEPOINT INC COM 170388102 1,009.50 24,400 SH SOLE 3 21,200 0 3,200
CHRIS-CRAFT IND INC. COM 170520100 870.00 12,062 SH SOLE 3 8,962 0 3,100
CHRIS-CRAFT IND INC. COM 170520100 1,240.70 17,202 SH OTH 3 1,236 0 15,966
CHRIS-CRAFT IND INC. COM 170520100 258.35 3,582 SH SOLE 2 3,582
CHROMATICS COLOR SCIENCES INTL COM 171116304 175.78 25,000 SH SOLE 2 25,000
CHS ELECTRONICS INC COM 12542A206 16.00 14,200 SH SOLE 3 14,200 0 0
CHS ELECTRONICS INC COM 12542A206 33.75 30,000 SH SOLE 2 30,000
CHUBB CORP COM 171232101 1,095.90 19,461 SH SOLE 2 19,461
CHURCH & DWIGHT INC COM 171340102 1,505.20 56,400 SH SOLE 3 47,600 0 8,800
CHURCH & DWIGHT INC COM 171340102 1,305.00 48,900 SH OTH 3 0 0 48,900
CIA ANONIMA TELEF DE VEN - ADR COM 204421101 3,959.70 160,800 SH SOLE 3 160,800 0 0
CIA ANONIMA TELEF DE VEN - ADR COM 204421101 25,600.20 1,039,600 SH OTH 3 0 0 0
CIA SIDERURGICA NACL - SP ADR COM 20440W105 2,069.00 56,300 SH SOLE 3 56,300 0 0
CIA SIDERURGICA NACL - SP ADR COM 20440W105 13,268.60 361,050 SH OTH 3 0 0 0
CIBER INC COM 17163B102 187.00 6,800 SH SOLE 2 6,800
CIBER INC COM 17163B102 657.20 23,900 SH SOLE 3 19,500 0 4,400
CIENA CORP COM 171779101 10,137.20 176,300 SH SOLE 3 176,300 0 0
CIENA CORP COM 171779101 126.50 2,200 SH OTH 3 2,200 0 0
CIENA CORP COM 171779101 27,620.01 480,348 SH SOLE 2 480,348
CIENA CORP COM 171779101 6,117.94 106,399 SH SOLE 2 106,399
CIGNA CORP COM 125509109 942.60 11,700 SH SHD 1 11,700 0 0
CIGNA CORP COM 125509109 23,765.90 295,000 SH SOLE 3 272,300 0 22,700
CIGNA HIGH INCOME SHS (SBI) COM 12551D109 161.25 30,000 SH SOLE 2 30,000
CINCINNATI FINANCIAL CRP COM 172062101 583.20 18,700 SH SOLE 3 18,700 0 0
CINERGY CORP COM 172474108 225.61 9,425 SH SOLE 2 9,425
CINTAS CORP COM 172908105 6,226.20 117,200 SH SOLE 3 100,300 0 13,600
CINTAS CORP COM 172908105 451.60 8,500 SH OTH 3 0 0 8,500
CINTAS CORP COM 172908105 435.63 8,200 SH SOLE 2 8,200
CINTAS CORP COM 172908105 754.38 14,200 SH SOLE 2 14,200
CIRCLE INTERNATIONAL INC COM 172574105 15,123.30 679,700 SH SOLE 3 497,400 0 182,300
CIRCLE INTERNATIONAL INC COM 172574105 82.30 3,700 SH OTH 3 3,700 0 0
CIRCLE.COM COM 832914204 2,001.40 162,552 SH SOLE 3 162,552 0 0
CIRCLE.COM COM 832914204 6.20 500 SH OTH 3 0 0 0
CIRCLE.COM COM 832914204 1,747.21 141,905 SH SOLE 2 141,905
CIRCUIT CITY STORES INC COM 172737108 1,482.60 32,900 SH SHD 1 32,900 0 0
CIRCUIT CITY STORES INC COM 172737108 98,441.30 2,184,550 SH SOLE 3 2,130,050 0 45,000
CIRCUIT CITY STORES INC COM 172737108 1,068.00 23,700 SH OTH 3 23,700 0 0
CIRCUIT CITY STORES INC COM 172737108 3,003.87 66,660 SH SOLE 2 66,660
CIRRUS LOGIC COM 172755100 596.87 44,835 SH SOLE 2 44,835
CIRRUS LOGIC COM 172755100 853.30 64,100 SH SOLE 3 58,500 0 5,600
CISCO SYSTEMS, INC COM 17275R102 9,791.20 91,400 SH SHD 1 91,400 0 0
CISCO SYSTEMS, INC COM 17275R102 1,660,743.40 15,502,856 SH SOLE 3 14,497,416 0 656,570
CISCO SYSTEMS, INC COM 17275R102 16,781.70 156,655 SH OTH 3 112,688 0 24,300
CISCO SYSTEMS, INC. COM 17275R102 116,751.79 1,089,865 SH SOLE 4 1,089,865
CISCO SYSTEMS, INC. CLL 17275R102 376.25 10,000 SH CALL SOLE 2 10,000
CISCO SYSTEMS, INC. CLL 17275R102 465.94 15,000 SH CALL SOLE 2 15,000
CISCO SYSTEMS, INC. CLL 17275R102 570.00 10,000 SH CALL SOLE 2 10,000
CISCO SYSTEMS, INC. COM 17275R102 732,611.16 6,838,844 SH SOLE 2 6,838,844
CISCO SYSTEMS, INC. COM 17275R102 374,300.11 3,494,050 SH SOLE 2 3,494,050
CISCO SYSTEMS, INC. PUT 17275R102 0.63 10,000 SH PUT SOLE 2 10,000
CISCO SYSTEMS, INC. PUT 17275R102 1.63 26,000 SH PUT SOLE 2 26,000
CISCO SYSTEMS, INC. PUT 17275R102 11.25 20,000 SH PUT SOLE 2 20,000
CISCO SYSTEMS, INC. PUT 17275R102 2.50 40,000 SH PUT SOLE 2 40,000
CISCO SYSTEMS, INC. PUT 17275R102 206.25 20,000 SH PUT SOLE 2 20,000
CISCO SYSTEMS, INC. PUT 17275R102 33.75 10,000 SH PUT SOLE 2 10,000
CISCO SYSTEMS, INC. A575 CLL 17275R102 358.20 4,800 SH CALL SOLE 2 4,800
CITADEL COMMUNICATIONS CORP COM 172853202 350.33 5,400 SH SOLE 2 5,400
CITADEL COMMUNICATIONS CORP COM 172853202 713.60 11,000 SH SOLE 3 8,600 0 2,400
CITADEL TECHOLOGY INC COM 172889107 141.57 30,000 SH SOLE 2 30,000
CITIGRP INC COM 172967101 22,758.14 408,676 SH SOLE 4 408,676
CITIGRP INC COM 172967101 244,605.06 4,392,459 SH SOLE 2 4,392,459
CITIGRP INC COM 172967101 493,579.86 8,863,387 SH SOLE 2 8,863,387
CITIGRP INC. COM 172967101 4,488.50 80,601 SH SHD 1 80,601 0 0
CITIGRP INC. COM 172967101 527,622.40 9,474,798 SH SOLE 3 7,216,233 0 2,233,205
CITIGRP INC. COM 172967101 8,837.00 158,700 SH OTH 3 110,782 0 33,425
CITIZENS BANKING CORP MICH COM 174420109 158.90 7,100 SH SOLE 3 1,100 0 6,000
CITIZENS UTILITIES CO CL B COM 177342201 524.90 37,000 SH SOLE 3 37,000 0 0
CITIZENS UTILITIES CO CL B COM 177342201 88.00 6,200 SH OTH 3 6,200 0 0
CITRIX SYS INC COM 177376100 536.28 4,360 SH SOLE 2 4,360
CITRIX SYS INC COM 177376100 8,216.40 66,800 SH SOLE 2 66,800
CITRIX SYSTEMS INC COM 177376100 26,100.60 212,200 SH SOLE 3 119,800 0 7,300
CITRIX SYSTEMS INC COM 177376100 2,201.70 17,900 SH OTH 3 0 0 17,900
CITY NATIONAL CORP COM 178566105 665.34 20,200 SH SOLE 2 20,200
CITY NATIONAL CORP COM 178566105 988.13 30,000 SH SOLE 2 30,000
CITY NATIONAL CORP COM 178566105 1,152.80 35,000 SH SOLE 3 17,600 0 17,400
CITY NATIONAL CORP COM 178566105 767.40 23,300 SH OTH 3 3,100 0 20,200
CK WITCO CORP COM 12562C108 1,724.30 128,921 SH SOLE 3 100,021 0 28,900
CK WITCO CORP COM 12562C108 374.50 28,000 SH OTH 3 0 0 28,000
CK WITCO CORP COM 12562C108 769.06 57,500 SH SOLE 2 57,500
CK WITCO CORP COM 12562C108 4,306.42 321,975 SH SOLE 2 321,975
CLAIRES STORES INC COM 179584107 170.10 7,600 SH SOLE 3 0 0 7,600
CLARCOR INC COM 179895107 586.80 32,600 SH SOLE 3 27,500 0 5,100
CLARENT CORP COM 180461105 134,325.41 1,727,658 SH SOLE 2 1,727,658
CLARIFY INC COM 180492100 2,305.80 18,300 SH SOLE 3 16,500 0 1,800
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CLASSIC COMMUNICATIONS INC. COM 182728204 4,954.22 135,500 SH SOLE 2 135,500
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CREATIVE BIOMOLECULES INC COM 225270107 177.75 36,000 SH SOLE 2 36,000
CREATIVE TECHNOLOGY COM Y1775U107 595.09 34,250 SH SOLE 2 34,250
CREATIVE TECHNOLOGY COM Y1775U107 642.88 37,000 SH SOLE 2 37,000
CREDENCE SYS CORP COM 225302108 2,508.50 29,000 SH SOLE 2 29,000
CREDENCE SYSTEMS CORP COM 225302108 1,756.00 20,300 SH SOLE 3 17,900 0 2,400
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CREDITCORP LTD COM G2519Y108 1,016.40 84,700 SH SOLE 3 84,700 0 0
CREDITCORP LTD COM G2519Y108 6,580.80 548,400 SH OTH 3 0 0 0
CREDITRUST CORP COM 225429109 108.40 14,100 SH SOLE 3 14,100 0 0
CREE INC COM 225447101 1,067.20 12,500 SH SOLE 3 10,200 0 2,300
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CRESCENT REAL ESTATE EQUITIES COM 225756105 497.96 27,100 SH SOLE 2 27,100
CRESTLINE CAPITAL CORP. COM 226153104 138.20 6,700 SH SOLE 3 0 0 6,700
CRESUD S.A.-SP ADR COM 226406106 0.00 1 SH OTH 3 0 0 0
CRITICAL PATH INC COM 22674V100 1,396.80 14,800 SH SOLE 3 14,700 0 0
CRITICAL PATH INC COM 22674V100 28.30 300 SH OTH 3 300 0 0
CRITICAL PATH INC COM 22674V100 210.46 2,230 SH SOLE 2 2,230
CRITICAL PATH INC COM 22674V100 4,813.13 51,000 SH SOLE 2 51,000
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CROSS TIMBERS ROYALTY TR UTS COM 22757R109 2,222.09 223,607 SH SOLE 2 223,607
CROWN CASTE INTL CORP COM 228227104 110,842.80 3,450,360 SH SOLE 3 2,351,660 0 515,500
CROWN CASTE INTL CORP COM 228227104 1,026.40 31,949 SH OTH 3 18,100 0 0
CROWN CASTLE INTL CORP COM 228227104 1,246.58 38,804 SH SOLE 2 38,804
CROWN CASTLE INTL CORP COM 228227104 5,197.83 161,800 SH SOLE 2 161,800
CSG SYS INTL INC COM 126349109 1,975.61 49,545 SH SOLE 2 49,545
CSK AUTO CORP COM 125965103 61.20 3,500 SH SOLE 3 0 0 3,500
CSS INDS COM 125906107 7,176.40 335,739 SH SOLE 3 335,739 0 0
CSX CORP COM 126408103 966.66 30,810 SH SOLE 2 30,810
CT COMMUNICATIONS INC COM 126426402 632.80 11,300 SH SOLE 3 10,400 0 900
CTS CORP COM 126501105 2,200.90 29,200 SH SOLE 3 26,600 0 2,600
CTS CORP COM 126501105 90.50 1,200 SH OTH 3 1,200 0 0
CULLEN FROST BANKERS INC COM 229899109 525.30 20,400 SH SOLE 3 20,400 0 0
CULLEN FROST BANKERS INC COM 229899109 659.20 25,600 SH OTH 3 7,200 0 18,400
CUMMINS-ENGINE INC COM 231021106 7,271.00 150,500 SH SOLE 3 150,500 0 0
CUMMINS-ENGINE INC COM 231021106 1,130.50 23,400 SH OTH 3 1,300 0 22,100
CUMULUS MEDIA INC COM 231082108 888.10 17,500 SH SOLE 3 14,700 0 2,800
CUMULUS MEDIA INC COM 231082108 2,425.85 47,800 SH SOLE 2 47,800
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CVS CORP COM 126650100 137,889.30 3,458,038 SH SOLE 3 2,527,060 0 920,434
CVS CORP COM 126650100 1,799.40 45,125 SH OTH 3 19,863 0 21,400
CVS CORP (DEL) COM 126650100 826.21 20,720 SH SOLE 2 20,720
CVS CORP (DEL) COM 126650100 5,025.85 126,040 SH SOLE 2 126,040
CVS CORP.T.R.A.C.E.S TR CNV 126645209 2,940.10 40,799 SH SOLE 2 40,799
CVS CORP.T.R.A.C.E.S TR CNV 126645209 8,289.05 115,025 SH SOLE 2 115,025
CYBER-CARE INC COM 23243T105 273.75 30,000 SH SOLE 2 30,000
CYBER DIGITAL INC COM 232441105 174.25 34,000 SH SOLE 2 34,000
CYBERCASH INC. COM 232462101 124.90 13,500 SH SOLE 3 11,800 0 1,700
CYBERIAN OUTPOST INC COM 231914102 138.10 13,900 SH SOLE 3 12,000 0 1,900
CYBERIAN OUTPOST INC COM 231914102 636.00 64,000 SH SOLE 2 64,000
CYBEX CORP COM 232522102 315.90 7,800 SH SOLE 3 6,200 0 1,600
CYGNUS INC COM 232560102 182.50 10,000 SH SOLE 2 10,000
CYMER INC. COM 232572107 552.00 12,000 SH SOLE 3 9,400 0 2,600
CYPRESS BIOSCIENCE INC COM 232674101 371.56 204,998 SH SOLE 2 204,998
CYPRESS SEMICONDUCTOR CORP COM 232806109 4,549.10 140,513 SH SOLE 3 117,913 0 22,600
CYPRESS SEMICONDUCTOR CORP COM 232806109 611.90 18,900 SH OTH 3 1,800 0 17,100
CYRK INC COM 232817106 216.13 18,200 SH SOLE 2 18,200
CYTEC INDS INC COM 232820100 1,251.50 54,414 SH SOLE 3 47,614 0 6,800
CYTEC INDS INC COM 232820100 887.80 38,600 SH OTH 3 0 0 38,600
CYTEC INDS INC COM 232820100 1,814.52 78,892 SH SOLE 2 78,892
CYTEC INDS INC COM 232820100 4,620.88 200,908 SH SOLE 2 200,908
CYTOTHERAPEUTICS INC COM 232923102 163.77 111,504 SH SOLE 2 111,504
CYTYC CORP COM 232946103 500.70 8,200 SH SOLE 3 6,600 0 1,600
CYTYC CORP COM 232946103 580.09 9,500 SH SOLE 2 9,500
D R HORTON INC COM 23331A109 1,770.80 128,200 SH SOLE 3 117,900 0 10,300
D R HORTON INC COM 23331A109 4,748.59 343,789 SH SOLE 2 343,789
DAIMLERCHRYSLER AG COM D1668R123 3,065.40 39,299 SH SOLE 3 32,435 0 6,864
DAIMLERCHRYSLER AG (US) COM D1668R123 376.58 4,828 SH SOLE 2 4,828
DAIMLERCHRYSLER AG (US) COM D1668R123 2,891.07 37,065 SH SOLE 2 37,065
DAIN RAUSCHER CORP COM 233856103 83.70 1,800 SH SOLE 3 900 0 900
DAISYTEK INTL CORP. COM 234053106 853.20 36,600 SH SOLE 3 34,200 0 2,400
DAL - TILE INTERNATIONAL INC COM 23426R108 591.30 58,400 SH SOLE 3 58,400 0 0
DALLAS SEMICONDUCTOR COM 235204104 3,486.10 54,100 SH SOLE 3 51,500 0 2,600
DALLAS SEMICONDUCTOR COM 235204104 257.75 4,000 SH SOLE 2 4,000
DANA CORP COM 235811106 4,722.80 157,754 SH SOLE 3 155,754 0 2,000
DANA CORP COM 235811106 18.00 600 SH OTH 3 400 0 200
DANA CORP COM 235811106 900.49 30,079 SH SOLE 2 30,079
DANA CORP COM 235811106 7,163.71 239,289 SH SOLE 2 239,289
DANAHER CORP (DELAWARE) COM 235851102 4,194.86 86,940 SH SOLE 2 86,940
DANAHER CORP(DE) COM 235851102 6,156.70 127,600 SH SOLE 3 126,000 0 200
DANKA BUSINESS SYS PLC COM 236277109 614.32 48,419 SH SOLE 2 48,419
DARDEN RESTAURANTS INC COM 237194105 1,879.60 103,700 SH SOLE 3 93,600 0 10,100
DARDEN RESTAURANTS INC COM 237194105 735.90 40,600 SH OTH 3 4,500 0 36,100
DASSAULT SYSTEMES COM 237545108 1,281.55 20,342 SH SOLE 2 20,342
DATA BROADCASTING CORP COM 237596101 273.10 33,100 SH SOLE 3 30,000 0 3,100
DATA BROADCASTING CORP COM 237596101 5.80 700 SH OTH 3 700 0 0
DATASCOPE CORP COM 238113104 456.00 11,400 SH SOLE 3 10,400 0 1,000
DATAWARE TECHNOLOGIES INC COM 237920103 7,638.92 442,836 SH SOLE 2 442,836
DAVEL COMMUNICATIONS INC COM 238341101 6,175.30 1,300,062 SH SOLE 3 1,055,011 0 245,051
DAVEL COMMUNICATIONS INC COM 238341101 46.40 9,765 SH OTH 3 9,765 0 0
DAYTON HUDSON CORP. COM 239753106 1,916.70 26,100 SH SHD 1 26,100 0 0
DAYTON HUDSON CORP. COM 239753106 85,833.80 1,168,800 SH SOLE 3 1,142,800 0 19,600
DAYTON HUDSON CORP. COM 239753106 418.60 5,700 SH OTH 3 5,700 0 0
DAYTON HUDSON CORP. COM 239753106 1,038.04 14,135 SH SOLE 2 14,135
DAYTON HUDSON CORP. COM 239753106 1,894.61 25,799 SH SOLE 2 25,799
DBS GRP HLDGS SP ADR COM 23304Y100 295.74 4,512 SH SOLE 2 4,512
DE RIGO S.P.A. ADS COM 245334107 56.88 10,000 SH SOLE 2 10,000
DEAN FOODS CO. COM 242361103 262.40 6,600 SH SHD 1 6,600 0 0
DEAN FOODS CO. COM 242361103 12,155.50 305,800 SH SOLE 3 299,700 0 1,100
DEAN FOODS CO. COM 242361103 806.90 20,300 SH OTH 3 1,600 0 18,700
DEAN FOODS CO. COM 242361103 7,670.28 192,963 SH SOLE 2 192,963
DEB SHOPS INC COM 242728103 90.70 4,900 SH SOLE 3 2,600 0 2,300
DECS TR V CNV 24366F203 465.08 15,900 SH SOLE 2 15,900
DECS TR VI CNV 24366Q209 629.13 14,000 SH SOLE 2 14,000
DEERE & CO COM 244199105 889.20 20,500 SH SOLE 3 15,700 0 4,800
DEL WEBB CORP COM 947423109 1,308.40 52,600 SH SOLE 3 47,300 0 5,300
DELHAIZE AMERICA INC COM 246688105 1,774.60 87,364 SH SOLE 3 72,298 0 15,066
DELHAIZE AMERICA INC COM 246688105 743.40 36,600 SH OTH 3 0 0 36,600
DELHAIZE AMERICA INC COM 246688204 25.10 1,200 SH SOLE 3 1,200 0 0
DELHAIZE AMERICA INC COM 246688204 402.90 19,300 SH OTH 3 0 0 19,300
DELHAIZE AMERICA INC COM 246688105 567.10 27,919 SH SOLE 2 27,919
DELL COMPUTER CORP COM 247025109 765.00 15,000 SH SHD 1 15,000 0 0
DELL COMPUTER CORP COM 247025109 553,788.40 10,858,597 SH SOLE 3 10,777,541 0 68,456
DELL COMPUTER CORP COM 247025109 972.90 19,076 SH OTH 3 12,700 0 0
DELL COMPUTER CORP CLL 247025109 48.13 10,000 SH CALL SOLE 2 10,000
DELL COMPUTER CORP COM 247025109 195,052.66 3,824,562 SH SOLE 2 3,824,562
DELL COMPUTER CORP COM 247025109 383,252.00 7,514,745 SH SOLE 2 7,514,745
DELL COMPUTER CORPORATION COM 247025109 89,589.25 1,756,652 SH SOLE 4 1,756,652
DELPHI AUTOMATIVE SYSTEMS COM 247126105 8,663.10 550,036 SH SOLE 3 453,758 0 96,278
DELPHI AUTOMATIVE SYSTEMS COM 247126105 118.20 7,507 SH OTH 3 7,507 0 0
DELPHI AUTOMOTIVE SYSTEMS COM 247126105 739.23 46,935 SH SOLE 2 46,935
DELPHI FINANCIAL GRP INC CL-A COM 247131105 3,643.00 121,433 SH SOLE 3 118,813 0 2,620
DELPHI FINANCIAL GRP INC CL-A COM 247131105 63.10 2,102 SH OTH 3 2,102 0 0
DELTA AIR LINES INC DEL COM 247361108 846.80 17,000 SH SHD 1 17,000 0 0
DELTA AIR LINES INC DEL COM 247361108 23,845.20 478,700 SH SOLE 3 428,000 0 50,700
DELTA AIR LINES INC DEL COM 247361108 2,425.90 48,700 SH OTH 3 48,700 0 0
DELTA AIR LINES INC DEL COM 247361108 4,707.08 94,496 SH SOLE 2 94,496
DELTA FINANCIAL CORP COM 247918105 957.00 232,000 SH SOLE 3 232,000 0 0
DELTEK SYS INC COM 24785A108 182.25 13,500 SH SOLE 2 13,500
DELUXE CORP COM 248019101 2,082.50 75,900 SH SOLE 3 75,900 0 0
DELUXE CORP COM 248019101 1,015.20 37,000 SH OTH 3 6,900 0 30,100
DENALI INC COM 248221103 214.38 68,600 SH SOLE 2 68,600
DENDRITE INTERNATIONAL COM 248239105 1,317.70 38,900 SH SOLE 3 35,600 0 3,300
DENDRITE INTERNATIONAL COM 248239105 254.06 7,500 SH SOLE 2 7,500
DENDRITE INTERNATIONAL COM 248239105 3,500.98 103,350 SH SOLE 2 103,350
DENNISON INT'L PLC COM 248335101 6,670.70 650,800 SH SOLE 3 637,500 0 0
DENTSPLY INTL INC COM 249030107 224.40 9,500 SH SOLE 3 0 0 9,500
DENTSPLY INTL INC COM 249030107 1,493.10 63,200 SH SOLE 2 63,200
DEPARTMENT 56 COM 249509100 1,230.03 54,366 SH SOLE 2 54,366
DETROIT DIESEL CORP COM 250837101 126.60 6,600 SH SOLE 3 2,200 0 4,400
DEUTSCHE TELEKOM AG COM 251566105 1,551.42 21,851 SH SOLE 2 21,851
DEUTSCHE TELEKOM AG COM 251566105 782.42 11,020 SH SOLE 2 11,020
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DEVON ENERGY CORP COM 25179M103 358.30 10,900 SH OTH 3 0 0 10,900
DEVRY INC DEL COM 251893103 243.75 13,000 SH SOLE 2 13,000
DEVRY INC DEL COM 251893103 495.04 26,402 SH SOLE 2 26,402
DEXTER CORP COM 252165105 4,595.10 115,600 SH SOLE 3 95,100 0 20,500
DEXTER CORP COM 252165105 934.10 23,500 SH OTH 3 2,000 0 21,500
DIAGEO PLC SP ADR (NEW) COM 25243Q205 2,751.07 85,971 SH SOLE 2 85,971
DIAGEO PLC SP ADR (NEW) COM 25243Q205 3,545.89 110,809 SH SOLE 2 110,809
DIAGNOSTIC PRODUCTS CORP COM 252450101 1,837.50 75,000 SH SOLE 3 65,300 0 9,700
DIAGNOSTIC PRODUCTS CORP COM 252450101 39.20 1,600 SH OTH 3 1,600 0 0
DIAL CORP COM 25247D101 333.10 13,700 SH SOLE 3 10,100 0 3,600
DIAL CORP COM 25247D101 34.00 1,400 SH OTH 3 1,400 0 0
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DIAMOND TECH PARTNERS INC COM 252762109 1,877.70 21,850 SH SOLE 3 20,650 0 1,200
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DIAMONDS TR SERIES I COM 252787106 3,297.24 28,625 SH SOLE 2 28,625
DIEBOLD INC COM 253651103 1,929.30 82,100 SH SOLE 3 68,400 0 13,700
DIEBOLD INC COM 253651103 1,727.20 73,500 SH OTH 3 5,000 0 68,500
DIGI INTERNATIONAL, INC. COM 253798102 428.21 41,026 SH SOLE 2 41,026
DIGI INTERNATIONAL, INC. COM 253798102 339.90 32,563 SH SOLE 3 32,563 0 0
DIGITAL COURIER TECHNOLOGIES COM 253838106 96.25 10,000 SH SOLE 2 10,000
DIGITAL INSIGHT CORP COM 25385P106 5,638.13 155,000 SH SOLE 2 155,000
DIGITAL ISLAND INC COM 25385N101 1,902.50 20,000 SH SOLE 3 20,000 0 0
DIGITAL MICROWAVE CORP COM 253859102 876.60 37,400 SH SOLE 3 30,400 0 7,000
DIGITAL MICROWAVE CORP COM 253859102 468.75 20,000 SH SOLE 2 20,000
DIGITAL ORIGIN INC COM 25385X109 184.00 15,175 SH SOLE 2 15,175
DIGITAL RIVER INC COM 25388B104 479.70 14,400 SH SOLE 3 13,000 0 1,400
DIGITAL RIVER INC COM 25388B104 10.00 300 SH OTH 3 300 0 0
DIGITEC 2000 INC COM 25387T106 38.76 20,000 SH SOLE 2 20,000
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DII GRP INC (THE) COM 232949107 42.60 600 SH OTH 3 600 0 0
DILLARDS INC CL-A COM 254067101 7,093.90 351,400 SH SOLE 3 231,500 0 111,100
DILLARDS INC CL-A COM 254067101 86.80 4,300 SH OTH 3 2,700 0 1,600
DIME BANCORP INC (NEW) COM 25429Q102 6,872.80 454,400 SH SOLE 3 428,900 0 25,500
DIME BANCORP INC (NEW) COM 25429Q102 975.60 64,500 SH OTH 3 0 0 64,500
DIME COMMUNITY BANCSHARES COM 253922108 1.90 100 SH SOLE 3 100 0 0
DIMON INC COM 254394109 79.60 24,500 SH SOLE 3 24,500 0 0
DIONEX CORP COM 254546104 2,417.70 58,700 SH SOLE 3 56,000 0 2,700
DISNEY WALT CO (HOLDING CO) CLL 254687106 112.50 10,000 SH CALL SOLE 2 10,000
DISNEY WALT CO (HOLDING CO) COM 254687106 25,792.83 881,806 SH SOLE 2 881,806
DISNEY WALT CO (HOLDING CO) COM 254687106 35,269.80 1,205,805 SH SOLE 2 1,205,805
DISNEY WALT CO (HOLDING CO) COM 254687106 429.98 14,700 SH SOLE 4 14,700
DISTRIBUCION Y SERVICIO-ADR COM 254753106 2,673.40 137,100 SH SOLE 3 137,100 0 0
DISTRIBUCION Y SERVICIO-ADR COM 254753106 17,226.30 883,400 SH OTH 3 0 0 0
DIVERSINET CORP (NEW) COM 25536K204 1,226.72 55,760 SH SOLE 2 55,760
DIXIE GRP INC COM 255519100 169.63 23,000 SH SOLE 2 23,000
DLJ DIRECT COM 257661504 23.10 1,700 SH SOLE 3 1,700 0 0
DLJ DIRECT COM 257661504 1.40 100 SH OTH 3 100 0 0
DOCUMENTUM INC. COM 256159104 77.80 1,300 SH SOLE 3 0 0 1,300
DOLE FOOD CO. INC COM 256605106 3,107.00 191,200 SH SOLE 2 191,200
DOLLAR GENERAL STRYPES TR CNV 256678103 10,765.61 295,450 SH SOLE 2 295,450
DOLLAR GENERAL STRYPES TR CNV 256678103 8,754.23 240,250 SH SOLE 2 240,250
DOLLAR GENL CORP COM 256669102 10,960.20 481,766 SH SOLE 3 481,766 0 0
DOLLAR GENL CORP COM 256669102 1,223.18 53,766 SH SOLE 2 53,766
DOLLAR GENL CORP COM 256669102 16,655.09 732,092 SH SOLE 2 732,092
DOLLAR THRIFTY AUTOMOTIVE GRP COM 256743105 129.30 5,400 SH SHD 1 5,400 0 0
DOLLAR THRIFTY AUTOMOTIVE GRP COM 256743105 10,554.00 440,900 SH SOLE 3 422,300 0 14,400
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DOLLAR TREE STORES INC COM 256747106 43,286.80 893,662 SH SOLE 3 883,462 0 10,200
DOLLAR TREE STORES INC COM 256747106 1,210.90 25,000 SH OTH 3 2,100 0 22,900
DOMINION RES INC (VA) COM 257470104 1,000.90 25,500 SH SHD 1 25,500 0 0
DOMINION RES INC (VA) COM 257470104 18,692.80 476,250 SH SOLE 3 463,750 0 12,500
DOMINION RES INC (VA) COM 257470104 769.30 19,600 SH OTH 3 19,600 0 0
DONALDSON CO INC COM 257651109 1,532.80 63,700 SH SOLE 3 59,600 0 4,100
DONALDSON,LUFKIN& JENRETTE,INC COM 257661108 3,284.70 67,900 SH SOLE 3 59,700 0 8,200
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DORAL FINANCIAL CORP COM 25811P100 563.90 45,800 SH SOLE 3 29,500 0 16,300
DORCHESTER HUGOTON DDR COM 258205202 135.69 14,283 SH SOLE 2 14,283
DOUBLECLICK INC COM 258609304 141,567.70 559,418 SH SOLE 3 478,478 0 1,140
DOUBLECLICK INC COM 258609304 126.50 500 SH OTH 3 500 0 0
DOUBLECLICK, INC. COM 258609304 6,234.19 24,635 SH SOLE 2 24,635
DOUBLECLICK, INC. COM 258609304 71,493.19 282,512 SH SOLE 2 282,512
DOVER CORP COM 260003108 5,299.80 116,800 SH SOLE 3 116,800 0 0
DOVER CORP COM 260003108 662.02 14,590 SH SOLE 2 14,590
DOVER CORP COM 260003108 5,570.92 122,775 SH SOLE 2 122,775
DOVER DOWNS ENTERTAINMENT COM 260086103 1,051.90 56,100 SH SOLE 3 47,100 0 9,000
DOW-JONES & CO INC COM 260561105 510.00 7,500 SH SOLE 2 7,500
DOW-JONES & CO INC COM 260561105 1,264.80 18,600 SH SOLE 2 18,600
DOW-JONES & CO INC COM 260561105 27,485.60 404,200 SH SOLE 3 387,900 0 16,300
DOW-JONES & CO INC COM 260561105 999.60 14,700 SH OTH 3 5,700 0 9,000
DOW-JONES & CO INC COM 260561105 816.00 12,000 SH SOLE 4 12,000
DOW CHEMICAL CO COM 260543103 3,140.20 23,500 SH SHD 1 23,500 0 0
DOW CHEMICAL CO COM 260543103 1,067.26 7,987 SH SOLE 2 7,987
DOW CHEMICAL CO COM 260543103 11,312.02 84,655 SH SOLE 2 84,655
DOW CHEMICAL CO COM 260543103 187,160.70 1,400,641 SH SOLE 3 1,317,841 0 76,600
DOW CHEMICAL CO COM 260543103 4,435.10 33,191 SH OTH 3 32,000 0 0
DOWNEY FINANCIAL CORP COM 261018105 587.20 29,086 SH SOLE 3 24,616 0 4,470
DOWNEY FINANCIAL CORP COM 261018105 147.40 7,300 SH OTH 3 7,300 0 0
DPL INC COM 233293109 1,637.80 94,600 SH SOLE 3 94,600 0 0
DQE INC. COM 23329J104 1,572.00 45,400 SH SOLE 3 45,400 0 0
DQE INC. COM 23329J104 1,713.90 49,500 SH OTH 3 1,600 0 47,900
DREAMS INC COM 261983100 2.50 10,000 SH SOLE 2 10,000
DRESS BARN INC COM 261570105 452.20 27,200 SH SOLE 3 27,200 0 0
DSM N.V. SP ADR COM 23332H202 100.14 10,041 SH SOLE 2 10,041
DSP GRP INC COM 23332B106 1,069.50 11,500 SH SOLE 3 10,200 0 1,300
DSP GRP INC COM 23332B106 511.50 5,500 SH SOLE 2 5,500
DST SYSTEM INC COM 233326107 18,291.90 239,697 SH SOLE 3 228,697 0 11,000
DST SYSTEM INC COM 233326107 3,426.40 44,900 SH OTH 3 4,300 0 40,600
DTE ENERGY CO COM 233331107 11,065.60 349,900 SH SOLE 3 258,200 0 84,800
DTE ENERGY CO COM 233331107 69.60 2,200 SH OTH 3 1,400 0 800
DU PONT E I DE NEMOURS & CO COM 263534109 353.90 5,372 SH SHD 1 5,372 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 13,451.28 204,194 SH SOLE 2 204,194
DU PONT E I DE NEMOURS & CO COM 263534109 34,727.98 527,180 SH SOLE 2 527,180
DU PONT E I DE NEMOURS & CO COM 263534109 92,007.80 1,396,703 SH SOLE 3 1,265,719 0 121,824
DU PONT E I DE NEMOURS & CO COM 263534109 1,672.80 25,393 SH OTH 3 15,168 0 5,809
DUANE READE INC COM 263578106 394.10 14,300 SH SOLE 3 14,300 0 0
DUANE READE INC. COM 263578106 9,081.49 329,487 SH SOLE 2 329,487
DUCKWALL-ALCO STORES INC COM 264142100 6,784.70 889,800 SH SOLE 3 667,900 0 221,900
DUKE-WEEKS REALTY CORP COM 264411505 8,105.50 415,668 SH SOLE 3 381,312 0 34,356
DUKE ENERGY CORP COM 264399106 1,799.50 35,900 SH SHD 1 35,900 0 0
DUKE ENERGY CORP COM 264399106 15,366.90 306,572 SH SOLE 3 268,572 0 38,000
DUKE ENERGY CORP COM 264399106 55.10 1,100 SH OTH 3 1,100 0 0
DUKE ENERGY CORP COM 264399106 625.76 12,484 SH SOLE 2 12,484
DUKE ENERGY CORP COM 264399106 631.58 12,600 SH SOLE 2 12,600
DUKE REALTY INVTS INC NEW COM 264411505 14,874.66 762,803 SH SOLE 2 762,803
DUKE REALTY INVTS INC NEW COM 264411505 5,592.56 286,798 SH SOLE 2 286,798
DUN & BRADSTREET (NEW) COM 26483B106 4,280.40 145,100 SH SOLE 3 105,700 0 39,400
DUN & BRADSTREET (NEW) COM 26483B106 386.40 13,100 SH OTH 3 0 0 13,100
DURA AUTOMOTIVE SYSTEMS A COM 265903104 1,098.50 62,997 SH SOLE 3 55,897 0 7,100
DURA AUTOMOTIVE SYSTEMS A COM 265903104 31.40 1,800 SH OTH 3 1,800 0 0
DURA PHARMACEUTICALS INC COM 26632S109 1,134.50 81,400 SH SOLE 3 73,500 0 7,900
DUSA PHARMACEUTICALS INC COM 266898105 342.00 12,000 SH SOLE 2 12,000
DVI INC COM 233343102 95.70 6,300 SH SOLE 3 3,800 0 2,500
DVI INC COM 233343102 157.95 10,400 SH SOLE 2 10,400
DYCOM INDS INC COM 267475101 19,094.50 433,351 SH SOLE 3 428,151 0 5,200
DYCOM INDS INC COM 267475101 581.60 13,200 SH OTH 3 1,400 0 11,800
DYCOM INDS INC COM 267475101 881.25 20,000 SH SOLE 2 20,000
DYLEX LTD (NEW) COM 267720407 174.18 120,000 SH SOLE 2 120,000
DYNAMIC HEALTHCARE TECH INC COM 267927101 16.25 10,000 SH SOLE 2 10,000
DYNEGY INC. COM 26816L102 452.20 18,600 SH SHD 1 18,600 0 0
DYNEGY INC. COM 26816L102 19,082.90 784,900 SH SOLE 3 784,900 0 0
DYNEGY INC. COM 26816L102 1,660.50 68,300 SH OTH 3 2,000 0 66,300
E SPIRE COMMUNICATIONS INC COM 269153102 283.10 48,700 SH SOLE 3 43,800 0 4,900
E SPIRE COMMUNICATIONS INC COM 269153102 2.30 400 SH OTH 3 400 0 0
E STEEL CORPVENTURE CAPITAL INVSTMNT COM USVC01930 2,000.00 2,000,000 SH SOLE 3 2,000,000 0 0
E TOWN CORP COM 269242103 136.90 2,200 SH SOLE 3 0 0 2,200
E Z CORP INC CL-A NON VTG COM 302301106 264.06 65,000 SH SOLE 2 65,000
E*TRADE GRP INC COM 269246104 7,372.50 282,200 SH SOLE 3 253,000 0 27,100
E*TRADE GRP INC COM 269246104 3,226.40 123,500 SH OTH 3 0 0 113,500
E*TRADE GRP INC COM 269246104 1,146.89 43,900 SH SOLE 2 43,900
E-STAMP CORP COM 269154100 834.38 37,500 SH SOLE 2 37,500
E-STAMP CORP COM 269154100 3,412.82 153,385 SH SOLE 2 153,385
E-STAMP INC COM 269154100 10,855.80 487,900 SH SOLE 3 315,800 0 0
E-TEK DYNAMICS INC. COM 269240107 21,741.90 161,500 SH SOLE 3 99,400 0 0
E-TEK DYNAMICS INC. COM 269240107 693.32 5,150 SH SOLE 2 5,150
E-TEK DYNAMICS INC. COM 269240107 2,416.52 17,950 SH SOLE 2 17,950
E. W. BLANCH HOLDING INC COM 093210102 452.52 7,388 SH SOLE 2 7,388
E. W. BLANCH HOLDING INC COM 093210102 4,765.99 77,812 SH SOLE 2 77,812
E. W. BLANCH HOLDING INC COM 093210102 1,770.10 28,900 SH SOLE 3 25,500 0 3,400
E. W. BLANCH HOLDING INC COM 093210102 30.60 500 SH OTH 3 500 0 0
E.PIPHANY COM 26881V100 22,959.60 102,900 SH SOLE 3 55,800 0 0
E.SPIRE COMMUNICATIONS INC COM 269153102 81.38 14,000 SH SOLE 2 14,000
E.W. SCRIPPS CO. COM 811054204 829.00 18,500 SH SOLE 3 18,500 0 0
E.W. SCRIPPS CO. COM 811054204 76.20 1,700 SH OTH 3 1,700 0 0
E4L INC COM 268452109 100.00 40,000 SH SOLE 2 40,000
EAGLE GEOPHYSICAL INC. COM 269524104 0.00 1 SH SOLE 3 1 0 0
EAGLE USA AIRFREIGHT INC COM 270018104 611.30 14,175 SH SOLE 2 14,175
EARL SCHEIB INC COM 806398103 44.06 15,000 SH SOLE 2 15,000
EARTHGRAINS CO COM 270319106 1,344.80 83,400 SH SOLE 3 80,100 0 3,300
EARTHLINK NETWORK INC COM 270322100 524.45 12,340 SH SOLE 2 12,340
EARTHLINK NETWORK INC COM 270322100 476.00 11,200 SH SOLE 3 11,100 0 0
EARTHLINK NETWORK INC COM 270322100 17.00 400 SH OTH 3 400 0 0
EARTHSHELL CORP COM 27032B100 59.40 14,400 SH SOLE 3 14,400 0 0
EARTHWEB INC COM 27032C108 226.40 4,500 SH SOLE 3 3,800 0 700
EASTERN ENTERPRISES COM 27637F100 574.40 10,000 SH SOLE 3 2,700 0 7,300
EASTERN UTILITIES ASSOC. COM 277173100 1,085.20 35,800 SH SOLE 3 33,100 0 2,700
EASTERN UTILITIES ASSOC. COM 277173100 63.70 2,100 SH OTH 3 2,100 0 0
EASTMAN CHEM CO COM 277432100 221.46 4,644 SH SOLE 2 4,644
EASTMAN CHEM CO COM 277432100 14.30 300 SH SOLE 3 0 0 300
EASTMAN KODAK CO COM 277461109 2,802.40 42,300 SH SHD 1 42,300 0 0
EASTMAN KODAK CO COM 277461109 152,110.00 2,296,000 SH SOLE 3 2,164,000 0 121,600
EASTMAN KODAK CO COM 277461109 3,405.20 51,400 SH OTH 3 51,400 0 0
EASTMAN KODAK CO COM 277461109 4,928.54 74,393 SH SOLE 2 74,393
EASTMAN KODAK CO COM 277461109 14,585.93 220,165 SH SOLE 2 220,165
EASYRIDERS INC COM 277848107 50.78 62,500 SH SOLE 2 62,500
EATON CORP COM 278058102 1,263.70 17,400 SH SHD 1 17,400 0 0
EATON CORP COM 278058102 42,289.50 582,300 SH SOLE 3 561,000 0 21,300
EATON CORP COM 278058102 1,503.30 20,700 SH OTH 3 6,900 0 13,800
EBAY INC COM 278642103 24,922.10 199,078 SH SOLE 3 148,978 0 6,300
EBAY INC COM 278642103 287.90 2,300 SH OTH 3 2,300 0 0
EBAY INC. CLL 278642103 82.50 10,000 SH CALL SOLE 2 10,000
EBAY INC. CLL 278642103 1,956.25 100,000 SH CALL SOLE 2 100,000
EBAY INC. COM 278642103 27,417.06 219,008 SH SOLE 2 219,008
EBAY INC. COM 278642103 28,170.69 225,028 SH SOLE 2 225,028
EBAY INC. PUT 278642103 134.38 10,000 SH PUT SOLE 2 10,000
EBAY INC. PUT 278642103 318.75 10,000 SH PUT SOLE 2 10,000
EBAY INC. PUT 278642103 81.25 10,000 SH PUT SOLE 2 10,000
EBAY INC. COM 278642103 16,004.47 127,844 SH SOLE 4 127,844
ECHELON CORP COM 27874N105 391.20 20,000 SH SOLE 3 18,000 0 2,000
ECHELON CORP COM 27874N105 5.90 300 SH OTH 3 300 0 0
ECHOSTAR COMMUNICATIONS CORP COM 278762109 247,299.00 2,536,400 SH SOLE 3 1,920,350 0 480,340
ECHOSTAR COMMUNICATIONS CORP COM 278762109 2,229.10 22,863 SH OTH 3 9,210 0 9,400
ECHOSTAR COMMUNICATIONS CORP COM 278762109 453.38 4,650 SH SOLE 2 4,650
ECHOSTAR COMMUNICATIONS CORP COM 278762109 3,997.50 41,000 SH SOLE 2 41,000
ECI TELECOM LTD COM 268258100 816.90 25,830 SH SOLE 3 25,830 0 0
ECLIPSYS CORP COM 278856109 538.10 21,000 SH SOLE 3 17,200 0 3,800
ECLIPSYS CORP COM 278856109 768.75 30,000 SH SOLE 2 30,000
ECOLAB INC COM 278865100 134.80 3,445 SH OTH 3 0 0 0
ECOLAB INC COM 278865100 814.58 20,820 SH SOLE 2 20,820
EDISON INTERNATIONAL COM 281020107 117.80 4,500 SH SHD 1 4,500 0 0
EDISON INTERNATIONAL COM 281020107 37,940.40 1,448,800 SH SOLE 3 1,375,200 0 73,600
EDISON INTERNATIONAL COM 281020107 382.30 14,600 SH OTH 3 14,600 0 0
EDISON INTERNATIONAL COM 281020107 210.08 8,022 SH SOLE 2 8,022
EDWARDS A G INC COM 281760108 9,907.30 309,000 SH SOLE 3 286,200 0 14,400
EDWARDS A G INC COM 281760108 2,834.30 88,400 SH OTH 3 2,600 0 81,800
EFAX.COM COM 282012103 7.90 1,100 SH SOLE 3 0 0 1,100
EGGHEAD.COM INC COM 282329101 327.00 20,200 SH SOLE 3 18,257 0 1,943
EGLOBE INC COM 282339100 44.38 10,000 SH SOLE 2 10,000
EIDOS PLC-SP ADR COM 282485101 821.95 9,903 SH SOLE 2 9,903
EL PASO ELECTRIC (NEW) COM 283677854 79.50 8,100 SH OTH 3 8,100 0 0
EL PASO ENERGY CAPITAL TR I PRF 283678209 4,434.85 89,030 SH SOLE 2 89,030
EL PASO ENERGY CAPITAL TR I PRF 283678209 9,246.79 185,630 SH SOLE 2 185,630
EL PASO ENERGY CORP COM 283905107 13,344.71 343,825 SH SOLE 2 343,825
EL PASO ENERGY CORP COM 283905107 41,982.90 1,081,685 SH SOLE 2 1,081,685
EL PASO ENERGY CORP. COM 283905107 559.10 14,406 SH SHD 1 14,406 0 0
EL PASO ENERGY CORP. COM 283905107 14,659.50 377,700 SH SOLE 3 353,500 0 24,200
EL PASO ENERGY CORP. COM 283905107 3,221.40 83,000 SH OTH 3 8,600 0 74,400
ELAMEX, S.A. DE C.V. COM P36209107 217.44 35,500 SH SOLE 2 35,500
ELAMEX, S.A. DE C.V. COM P36209107 376.69 61,500 SH SOLE 2 61,500
ELAN CORP PLC (ADR) COM 284131208 1,032.50 35,000 SH SOLE 3 35,000 0 0
ELAN CORP PLC (ADR) COM 284131208 10,861.90 368,200 SH OTH 3 15,200 0 0
ELAN CORP PLC (ADR) COM 284131208 1,192.63 40,428 SH SOLE 2 40,428
ELAN CORP PLC (ADR) COM 284131208 2,092.85 70,944 SH SOLE 2 70,944
ELCOR CORP COM 284443108 768.20 25,500 SH SOLE 3 22,500 0 3,000
ELDERTR COM 284560109 621.41 102,500 SH SOLE 2 102,500
ELECTRO RENT CORP COM 285218103 12,089.00 1,039,912 SH SOLE 3 724,812 0 315,100
ELECTRO SCIENTIFIC INDS INC COM 285229100 562.10 7,700 SH SOLE 3 6,200 0 1,500
ELECTROGLAS INC. COM 285324109 472.00 18,600 SH SOLE 3 16,600 0 2,000
ELECTRONIC ARTS COM 285512109 559.52 6,661 SH SOLE 2 6,661
ELECTRONIC ARTS COM 285512109 2,251.20 26,800 SH SOLE 3 19,300 0 7,500
ELECTRONIC ARTS COM 285512109 2,494.80 29,700 SH OTH 3 900 0 26,900
ELECTRONIC DATA SYS CORP COM 285661104 1,767.82 26,410 SH SOLE 2 26,410
ELECTRONIC DATA SYS CORP COM 285661104 1,945.40 29,063 SH SOLE 2 29,063
ELECTRONIC DATA SYSTEMS COM 285661104 421.70 6,300 SH SHD 1 6,300 0 0
ELECTRONIC DATA SYSTEMS COM 285661104 32,638.80 487,601 SH SOLE 3 462,601 0 22,700
ELECTRONIC DATA SYSTEMS COM 285661104 60.20 900 SH OTH 3 900 0 0
ELECTRONICS BOUTIQUE HLDGS COM 286045109 271.08 15,060 SH SOLE 2 15,060
ELECTRONICS FOR IMAGING INC. COM 286082102 726.60 12,500 SH SOLE 3 12,500 0 0
ELECTRONICS FOR IMAGING INC. COM 286082102 110.40 1,900 SH OTH 3 1,900 0 0
ELI LILLY & CO COM 532457108 99,860.70 1,501,664 SH SOLE 3 1,410,304 0 85,040
ELI LILLY & CO COM 532457108 1,685.80 25,351 SH OTH 3 12,640 0 8,200
ELI LILLY & CO COM 532457108 3,724.00 56,000 SH SOLE 4 56,000
ELI LILLY & CO COM 532457108 55,371.09 832,648 SH SOLE 2 832,648
ELI LILLY & CO COM 532457108 55,399.49 833,075 SH SOLE 2 833,075
EMBOTELLADORA ANDINA-ADR A COM 29081P204 554.00 31,100 SH OTH 3 0 0 0
EMBOTELLADORA ANDINA-ADR B COM 29081P303 2,060.70 140,900 SH SOLE 3 140,900 0 0
EMBOTELLADORA ANDINA-ADR B COM 29081P303 12,968.00 886,700 SH OTH 3 0 0 0
EMBRATEL ADR COM 29081N100 6,084.90 223,299 SH SOLE 3 223,299 0 0
EMBRATEL ADR COM 29081N100 41,409.20 1,519,604 SH OTH 3 0 0 0
EMBRATEL PARTICIPACOES S.A. COM 29081N100 236.39 8,675 SH SOLE 2 8,675
EMC CORP MASS COM 268648102 78,468.92 718,251 SH SOLE 2 718,251
EMC CORP MASS COM 268648102 79,934.95 731,670 SH SOLE 2 731,670
EMC CORPMASS COM 268648102 2,938.80 26,900 SH SHD 1 26,900 0 0
EMC CORPMASS COM 268648102 481,575.30 4,408,012 SH SOLE 3 3,897,342 0 198,740
EMC CORPMASS COM 268648102 5,235.90 47,926 SH OTH 3 24,490 0 13,900
EMC CORPORATION MASS COM 268648102 58,880.29 538,950 SH SOLE 4 538,950
EMCOR GRP INC COM 29084Q100 737.30 40,400 SH SOLE 3 37,500 0 2,900
EMCORE CORP COM 290846104 2,857.90 84,056 SH SOLE 2 84,056
EMERSON ELECTRIC CO. COM 291011104 48,714.30 849,051 SH SOLE 3 836,251 0 8,300
EMERSON ELECTRIC CO. COM 291011104 298.40 5,200 SH OTH 3 5,200 0 0
EMERSON ELECTRIC CO. COM 291011104 533.59 9,300 SH SOLE 2 9,300
EMERSON ELECTRIC CO. COM 291011104 2,194.02 38,240 SH SOLE 2 38,240
EMISPHERE TECHNOLOGIES INC COM 291345106 300.63 10,000 SH SOLE 2 10,000
EMISPHERE TECHNOLOGIES INC COM 291345106 901.88 30,000 SH SOLE 2 30,000
EMMIS BROADCASTING CL A COM 291525103 46,341.40 371,800 SH SOLE 3 277,600 0 94,200
EMMIS BROADCASTING CL A COM 291525103 162.00 1,300 SH OTH 3 1,300 0 0
EMMIS COMMUNICATIONS CORP COM 291525103 261.75 2,100 SH SOLE 2 2,100
EMPIRE DISTRICT ELEC CO COM 291641108 782.80 34,600 SH SOLE 3 31,600 0 3,000
EMPRESA NACIONAL DE ELECTRCDAD COM 29244T101 2,281.30 160,800 SH SOLE 3 160,800 0 0
EMPRESA NACIONAL DE ELECTRCDAD COM 29244T101 19,792.40 1,395,062 SH OTH 3 0 0 0
EMULEX CORP CLL 292475209 244.00 8,000 SH CALL SOLE 2 8,000
EMULEX CORP NEW COM 292475209 3,037.50 27,000 SH SOLE 3 24,200 0 2,800
EMULEX CORP NEW COM 292475209 67.50 600 SH OTH 3 600 0 0
ENDESA, S.A. COM 29258N107 1,668.09 82,630 SH SOLE 2 82,630
ENDESA, S.A. COM 29258N107 2,629.40 130,249 SH SOLE 2 130,249
ENDOCARE INC COM 29264P104 84.38 10,000 SH SOLE 2 10,000
ENERGEN CORP COM 29265N108 1,405.30 77,800 SH SOLE 3 70,200 0 7,600
ENERGEN CORP COM 29265N108 106.60 5,900 SH OTH 3 5,900 0 0
ENERGY EAST CORP COM 29266M109 9,779.80 469,900 SH SOLE 3 365,200 0 104,700
ENERGY EAST CORP COM 29266M109 3,869.00 185,900 SH OTH 3 5,700 0 173,400
ENERSIS S.A ADR COM 29274F104 1,782.80 77,092 SH SOLE 3 77,092 0 0
ENERSIS S.A ADR COM 29274F104 11,478.70 496,376 SH OTH 3 0 0 0
ENESCO GRP INC. COM 292973104 77.40 7,000 SH SOLE 3 7,000 0 0
ENGAGE TECHNOLOGIES INC COM 292827102 120.00 2,000 SH SOLE 3 2,000 0 0
ENGAGE TECHNOLOGIES INC COM 292827102 1,185.00 19,750 SH SOLE 2 19,750
ENGELHARD CORP COM 292845104 2,916.20 154,500 SH SOLE 3 154,500 0 0
ENGELHARD CORP COM 292845104 1,445.80 76,600 SH OTH 3 6,000 0 70,600
ENGINEERING ANIMATION INC COM 292872108 83.10 9,500 SH SOLE 3 8,500 0 1,000
ENHANCE FINANCIAL SVCS GRP COM 293310108 757.20 46,600 SH SOLE 3 44,500 0 2,100
ENI S.P.A SP ADR COM 26874R108 267.08 4,845 SH SOLE 2 4,845
ENRON CORP COM 293561106 68,262.30 1,538,306 SH SOLE 3 1,537,706 0 600
ENRON CORP COM 293561106 195.20 4,400 SH OTH 3 4,400 0 0
ENRON CORP COM 293561106 7,392.88 166,600 SH SOLE 4 166,600
ENRON CORP COM 293561106 116,292.90 2,620,685 SH SOLE 2 2,620,685
ENRON CORP COM 293561106 138,247.83 3,115,444 SH SOLE 2 3,115,444
ENRON CORP EXC NTS 7.0% CNV 293561882 269.56 14,620 SH SOLE 2 14,620
ENRON CORP EXC NTS 7.0% CNV 293561882 4,496.11 243,850 SH SOLE 2 243,850
ENSCO INTERNATIONAL INC COM 26874Q100 1,027.10 44,900 SH SOLE 3 22,700 0 22,200
ENSCO INTERNATIONAL INC COM 26874Q100 443.80 19,400 SH OTH 3 0 0 19,400
ENSCO INTERNATIONAL INC COM 26874Q100 1,983.49 86,710 SH SOLE 2 86,710
ENSCO INTERNATIONAL INC COM 26874Q100 333.01 14,558 SH SOLE 2 14,558
ENSTAR GRP INC (NEW) COM 29358R107 347.81 26,500 SH SOLE 2 26,500
ENTERCOM COMMS. CORP COM 293639100 212.00 3,200 SH SOLE 2 3,200
ENTERCOM COMMUNICATIONS CORP COM 293639100 15,583.90 235,228 SH SOLE 3 232,728 0 2,500
ENTERGY CORP COM 29364G103 37,669.70 1,462,900 SH SOLE 3 1,281,800 0 168,200
ENTERGY CORP COM 29364G103 301.30 11,700 SH OTH 3 9,200 0 2,500
ENTERTAINMENT PROPERTIES TR COM 29380T105 1,082.03 82,050 SH SOLE 2 82,050
ENTERTAINMENT PROPERTIES TR COM 29380T105 2,458.81 186,450 SH SOLE 2 186,450
ENTR TECHNOLOGIES COM 293848107 269.72 4,500 SH SOLE 2 4,500
ENTR TECHNOLOGIES COM 293848107 952.41 15,890 SH SOLE 2 15,890
ENTRUST TECHNOLOGIES COM 293848107 995.00 16,600 SH SOLE 3 15,100 0 1,500
ENTRUST TECHNOLOGIES COM 293848107 18.00 300 SH OTH 3 300 0 0
ENZO BIOCHEM INC COM 294100102 138.00 3,000 SH SOLE 3 0 0 3,000
ENZON INC COM 293904108 707.00 16,300 SH SOLE 3 12,900 0 3,400
EOG RESOURCES INC COM 26875P101 612.90 34,900 SH SOLE 3 34,900 0 0
EOG RESOURCES INC COM 26875P101 6,402.41 364,550 SH SOLE 2 364,550
EOG RESOURCES INC COM 26875P101 9,568.05 544,800 SH SOLE 2 544,800
EPICOR SOFTWARE CORP COM 29426L108 76.17 15,045 SH SOLE 2 15,045
EPIX MEDICAL INC COM 26881Q101 466.66 46,666 SH SOLE 2 46,666
EPOCH PHARMACEUTICALS INC COM 294273107 32.50 10,000 SH SOLE 2 10,000
EQUIFAX INC COM 294429105 353.40 15,000 SH SOLE 3 15,000 0 0
EQUIMED INC COM 293988309 6.09 135,416 SH SOLE 2 135,416
EQUITABLE RESOURCES INC COM 294549100 2,009.20 60,200 SH SOLE 3 53,600 0 6,600
EQUITY FOCUS TRS UNIT UNCOMMON COM 294933148 24.53 25,188 SH SOLE 2 25,188
EQUITY INNS INC COM 294703103 8,293.70 1,228,700 SH SOLE 3 956,000 0 272,700
EQUITY INNS INC COM 294703103 36.50 5,400 SH OTH 3 5,400 0 0
EQUITY OFFICE PROPERTIES TR COM 294741103 1,208.18 49,063 SH SOLE 2 49,063
EQUITY OFFICE PROPERTIES TR COM 294741103 420.18 17,063 SH SOLE 2 17,063
EQUITY OFFICE PROPERTIES TRUST COM 294741103 10,889.20 442,200 SH SOLE 3 397,100 0 45,100
EQUITY RESIDENTIAL PROPERTIES COM 29476L107 10,603.60 248,400 SH SOLE 3 220,000 0 28,400
EQUITY RESIDENTIAL PROPERTIES COM 29476L107 1,120.33 26,245 SH SOLE 2 26,245
EQUITY RESIDENTIAL PROPERTIES COM 29476L107 541.06 12,675 SH SOLE 2 12,675
ERICSSON L M TEL CO. ADR CL-B COM 294821400 289.00 4,400 SH SOLE 3 4,400 0 0
ERICSSON L M TEL CO. ADR CL-B COM 294821400 39,079.27 594,927 SH SOLE 2 594,927
ERICSSON L M TEL CO. ADR CL-B COM 294821400 61,858.05 941,702 SH SOLE 2 941,702
ERIE INDEMNITY CO CL-A COM 29530P102 22.70 700 SH SOLE 3 700 0 0
ESC MEDICAL SYS LTD COM M40868107 657.42 68,750 SH SOLE 2 68,750
ESC MEDICAL SYSTEMS LTD COM M40868107 478.10 50,000 SH SOLE 3 50,000 0 0
ESCROW CFS HLDGS INC COM 126335991 0.22 21,625 SH SOLE 2 21,625
ESCROW CFS HLDGS INC COM 126335991 0.28 27,750 SH SOLE 2 27,750
ESG RE LIMITED COM G31215109 5,402.90 778,800 SH SOLE 3 765,400 0 0
ESOFT INC COM 296904105 742.69 25,500 SH SOLE 2 25,500
ESS TECHNOLOGY INC COM 269151106 514.80 23,200 SH SOLE 3 19,600 0 3,600
ESSEX PROPERTY TR INC COM 297178105 357.00 10,500 SH SOLE 2 10,500
ESSEX PROPERTY TRUST INC COM 297178105 2,995.40 88,100 SH SOLE 3 74,400 0 13,700
ESTEE LAUDER COS INC CL-A COM 518439104 153,227.30 3,037,964 SH SOLE 3 3,037,964 0 0
ESTEE LAUDER COS INC CL-A COM 518439104 48,278.78 957,200 SH SOLE 4 957,200
ESTEE LAUDER COS INC CL-A COM 518439104 111,396.16 2,208,598 SH SOLE 2 2,208,598
ESTEE LAUDER COS INC CL-A COM 518439104 69,597.65 1,379,879 SH SOLE 2 1,379,879
ESTEE LAUDER T.R.A.C.E.S II CNV 518438205 3,876.56 41,350 SH SOLE 2 41,350
ESTEE LAUDER T.R.A.C.E.S. CNV 518437207 5,169.28 59,545 SH SOLE 2 59,545
ESTEE LAUDER T.R.A.C.E.S. CNV 518437207 9,289.43 107,005 SH SOLE 2 107,005
ESTERLINE TECHNOLOGIES COM 297425100 224.30 19,400 SH SOLE 3 16,000 0 3,400
ETEC SYSTEMS INC COM 26922C103 893.00 19,900 SH SOLE 3 17,600 0 2,300
ETHAN ALLEN INTERIORS INC COM 297602104 1,494.10 46,600 SH SOLE 3 43,100 0 3,500
ETHAN ALLEN INTERIORS INC COM 297602104 671.70 20,950 SH OTH 3 0 0 20,950
ETHYL CORP. COM 297659104 418.20 119,500 SH SOLE 3 107,000 0 12,500
ETOYS INC COM 297862104 110.20 4,200 SH SOLE 3 4,200 0 0
ETOYS INC. COM 297862104 2,515.96 95,846 SH SOLE 4 95,846
ETOYS INC. CLL 297862104 5.31 10,000 SH CALL SOLE 2 10,000
ETOYS INC. COM 297862104 6,803.66 259,187 SH SOLE 2 259,187
ETOYS INC. COM 297862104 36,136.49 1,376,628 SH SOLE 2 1,376,628
ETOYS INC. CNV 297862AA2 2,128.46 3,500,000 SH SOLE 2 3,500,000
EVANS BOB FARMS INC COM 096761101 453.90 29,400 SH OTH 3 0 0 29,400
EVEREST REINSURANCE HLDGS INC COM 299808105 9,915.70 444,400 SH SOLE 3 444,400 0 0
EVEREST REINSURANCE HLDGS INC COM 299808105 1,731.50 77,600 SH OTH 3 3,400 0 74,200
EVEREST REINSURANCE HLDGS INC COM 299808105 2,053.71 92,043 SH SOLE 2 92,043
EVEREST REINSURANCE HLDGS INC COM 299808105 2,318.27 103,900 SH SOLE 2 103,900
EVEREX SYS, INC COM 300072105 0.05 50,000 SH SOLE 2 50,000
EVOLVING SYS COM 30049R100 1,068.45 125,700 SH SOLE 2 125,700
EXACTIS.COM INC COM 30064G104 1,999.10 82,225 SH SOLE 2 82,225
EXAR CORP COM 300645108 559.30 9,500 SH SOLE 3 8,700 0 800
EXCALIBUR TECHNOLOGIES CP (NEW COM 300651205 2,522.46 122,301 SH SOLE 2 122,301
EXCALIBUR TECHNOLOGIES CP (NEW) COM 300651205 259.90 12,600 SH SOLE 3 11,100 0 1,500
EXCHANGE APPLICATIONS INC COM 300867108 374.40 6,700 SH SOLE 3 5,400 0 1,300
EXECUTONE INFORMATION SYS INC COM 301607107 54.38 10,000 SH SOLE 2 10,000
EXODUS COMMUNICATIONS COM 302088109 75,962.00 855,307 SH SOLE 3 851,507 0 1,600
EXODUS COMMUNICATIONS COM 302088109 230.90 2,600 SH OTH 3 2,600 0 0
EXODUS COMMUNICATIONS, INC COM 302088109 10,392.84 117,020 SH SOLE 2 117,020
EXODUS COMMUNICATIONS, INC COM 302088109 26,000.39 292,756 SH SOLE 2 292,756
EXPEDIA INC COM 302125109 10,906.00 311,600 SH SOLE 3 185,800 0 0
EXPEDIA INC COM 302125109 1,244.25 35,550 SH SOLE 2 35,550
EXPEDIA INC COM 302125109 427.00 12,200 SH SOLE 2 12,200
EXPRESS SCRIPTS CL A COM 302182100 1,996.80 31,200 SH SOLE 3 31,200 0 0
EXPRESS SCRIPTS CL A COM 302182100 1,196.80 18,700 SH OTH 3 900 0 17,800
EXTENDED STAY AMERICA INC COM 30224P101 3.00 400 SH SOLE 3 400 0 0
EXTENDED SYS INC COM 301973103 670.25 14,000 SH SOLE 2 14,000
EXTREME NETWORKS COM 30226D106 8.30 100 SH SOLE 3 0 0 100
EXTREME NETWORKS INC COM 30226D106 457.25 5,476 SH SOLE 2 5,476
EXXON MOBIL CORP COM 30231G102 9,298.20 115,416 SH SHD 1 115,416 0 0
EXXON MOBIL CORP COM 30231G102 589,046.90 7,311,676 SH SOLE 3 6,852,853 0 445,733
EXXON MOBIL CORP COM 30231G102 18,708.20 232,220 SH OTH 3 203,269 0 8,600
EXXON MOBIL CORP COM 30231G102 23,167.76 287,575 SH SOLE 2 287,575
EXXON MOBIL CORP COM 30231G102 33,034.09 410,043 SH SOLE 2 410,043
EZENIA! INC. COM 302311105 520.50 65,575 SH SOLE 3 65,575 0 0
EZENIA! INC COM 302311105 95.25 12,000 SH SOLE 2 12,000
F & M NATIONAL CORP COM 302374103 586.70 21,285 SH SOLE 3 15,961 0 5,324
F & M NATIONAL CORP COM 302374103 35.80 1,300 SH OTH 3 1,300 0 0
F.Y.I. CORP COM 302712104 25,474.30 749,243 SH SOLE 3 586,643 0 162,600
F.Y.I. CORP COM 302712104 112.20 3,300 SH OTH 3 3,300 0 0
FACTORY 2-U STORES INC COM 303072102 93.60 3,300 SH SOLE 3 3,300 0 0
FAIR ISAAC & CO INC COM 303250104 2,395.60 45,200 SH SOLE 3 42,400 0 2,800
FAIRFIELD COMMUNITIES INC COM 304231301 80.60 7,500 SH SOLE 3 0 0 7,500
FAMILY DOLLAR STORES INC COM 307000109 38,192.50 2,341,300 SH SOLE 3 2,315,000 0 26,300
FAMILY DOLLAR STORES INC COM 307000109 1,474.70 90,400 SH OTH 3 0 0 90,400
FANNIE MAE COM 313586109 156.10 2,500 SH SHD 1 2,500 0 0
FANNIE MAE COM 313586109 308,031.00 4,933,430 SH SOLE 3 3,508,920 0 1,415,560
FANNIE MAE COM 313586109 4,827.90 77,324 SH OTH 3 39,350 0 23,000
FANNIE MAE COMMON STOCK COM 313586109 2,534.96 40,600 SH SOLE 4 40,600
FANNIE MAE COMMON STOCK COM 313586109 27,424.05 439,224 SH SOLE 2 439,224
FANNIE MAE COMMON STOCK COM 313586109 50,418.78 807,508 SH SOLE 2 807,508
FAR EASTERN TEXTILE LTD-GDR COM 307331306 772.80 32,000 SH OTH 3 0 0 32,000
FARM FAMILY HLDGS INC COM 307901108 718.20 17,000 SH SOLE 3 17,000 0 0
FARMERS CAPITAL BANK CORP COM 309562106 54.20 1,800 SH SOLE 3 1,800 0 0
FASTENAL CO COM 311900104 107.80 2,400 SH SOLE 3 0 0 2,400
FASTENAL CO COM 311900104 269.63 6,000 SH SOLE 2 6,000
FATBRAIN.COM INC COM 311889109 65.20 2,600 SH SOLE 3 2,400 0 200
FBL FINL GRP INC CL A COM 30239F106 694.00 34,700 SH SOLE 3 30,700 0 4,000
FBL FINL GRP INC CL A COM 30239F106 32.00 1,600 SH OTH 3 1,600 0 0
FD HMN LN MTG CORP COM 313400301 138,558.59 2,944,140 SH SOLE 2 2,944,140
FD HMN LN MTG CORP COM 313400301 74,391.93 1,580,705 SH SOLE 2 1,580,705
FD HMN LN MTG CORP USD (333) 0.21 COM 313400301 2,505.04 53,228 SH SOLE 4 53,228
FDX CORP COM 31304N107 3,131.84 76,503 SH SOLE 2 76,503
FDX CORP COM 31304N107 6,375.69 155,742 SH SOLE 2 155,742
FDX CORP. COM 31304N107 5,055.20 123,486 SH SOLE 3 115,586 0 7,900
FEDDERS CORP COM 313135105 247.50 45,000 SH SOLE 3 23,800 0 21,200
FEDERAL-MOGUL CORP. COM 313549107 90.60 4,500 SH SOLE 3 4,500 0 0
FEDERAL SIGNAL CORP COM 313855108 2,333.10 145,249 SH SOLE 3 145,249 0 0
FEDERATED DEPT STORES INC COM 31410H101 758.40 15,000 SH SHD 1 15,000 0 0
FEDERATED DEPT STORES INC COM 31410H101 139,962.10 2,768,100 SH SOLE 3 2,579,300 0 183,100
FEDERATED DEPT STORES INC COM 31410H101 6,113.00 120,900 SH OTH 3 60,300 0 60,600
FEDERATED DEPT STORES INC DEL CLL 31410H101 4.71 50,200 SH CALL SOLE 2 50,200
FEDERATED DEPT STORES INC DEL COM 31410H101 504.46 9,977 SH SOLE 2 9,977
FEDERATED DEPT STORES INC DEL COM 31410H101 2,499.35 49,431 SH SOLE 2 49,431
FELCOR LODGING TR INC COM 31430F101 525.00 30,000 SH SOLE 2 30,000
FERRELLGAS PTNRS, L.P. COM 315293100 10,939.25 866,475 SH SOLE 2 866,475
FERRELLGAS PTNRS, L.P. COM 315293100 6,723.76 532,575 SH SOLE 2 532,575
FERRO CORP COM 315405100 178.20 8,100 SH SOLE 3 5,700 0 2,400
FIDELITY FINANCIAL OF OHIO INC COM 31614P107 906.71 50,725 SH SOLE 2 50,725
FIDELITY FINANCIAL OF OHIO INC COM 31614P107 994.83 55,655 SH SOLE 2 55,655
FIDELITY FUNDS LATIN AMERICA COM 345991681 308.40 30,000 SH SOLE 4 30,000
FIDELITY NATIONAL FINANCL INC COM 316326107 901.60 62,721 SH SOLE 3 57,521 0 5,200
FIFTH THIRD BANCORP COM 316773100 27,785.70 378,681 SH SOLE 3 378,505 0 176
FIFTH THIRD BANCORP COM 316773100 407.89 5,559 SH SOLE 2 5,559
FIFTH THIRD BANCORP COM 316773100 484.35 6,601 SH SOLE 2 6,601
FILENET CORP COM 316869106 1,178.10 46,200 SH SOLE 3 41,500 0 4,700
FINANCIAL FEDERAL CORP COM 317492106 435.70 19,100 SH SOLE 3 14,700 0 4,400
FINANCIAL SECURITY ASSURANCE HLDGS COM 31769P100 10.40 200 SH SOLE 3 0 0 200
FINANCIAL SECURITY ASSURANCE HLDGS COM 31769P100 26.10 500 SH OTH 3 0 0 0
FINET.COM INC COM 317922300 15.00 11,400 SH SOLE 3 8,200 0 3,200
FINLAY ENTERPRISES, INC. COM 317884203 406.00 28,000 SH SOLE 2 28,000
FINOVA GRP INC COM 317928109 731.30 20,600 SH SOLE 3 18,200 0 2,400
FINOVA GRP INC COM 317928109 784.50 22,100 SH OTH 3 2,900 0 19,200
FIRST ALBANY COS INC COM 318465101 222.08 15,382 SH SOLE 2 15,382
FIRST AMERICAN FINL CORP COM 318522307 298.50 24,000 SH SOLE 2 24,000
FIRST AMERICAN FINL CORP COM 318522307 3,179.00 255,600 SH SOLE 3 246,900 0 8,700
FIRST AMERICAN FINL CORP COM 318522307 54.70 4,400 SH OTH 3 4,400 0 0
FIRST BUSEY CORP COM 319383105 67.90 3,000 SH SOLE 3 3,000 0 0
FIRST CASH FINANNCIAL SVCS, INC COM 31942D107 2,674.70 324,200 SH SOLE 3 189,400 0 134,800
FIRST CHARTER CORP COM 319439105 386.80 26,000 SH SOLE 3 18,100 0 7,900
FIRST CITIZENS BANKSHARES CL A COM 31946M103 648.70 9,300 SH SOLE 3 7,000 0 2,300
FIRST CITIZENS BANKSHARES CL A COM 31946M103 27.90 400 SH OTH 3 400 0 0
FIRST COMMERCE BANCSHARES INC COM 319777207 31.50 1,600 SH SOLE 3 1,600 0 0
FIRST COMMERCE CORP CV DEB CNV 319779AD6 1,259.70 745,588 SH SOLE 2 745,588
FIRST COMMERCE CORP CV DEB CNV 319779AD6 2,741.95 1,622,892 SH SOLE 2 1,622,892
FIRST COMWLTH FINL CORP PA COM 319829107 210.00 17,500 SH SOLE 3 17,500 0 0
FIRST DATA CORP COM 319963104 1,035.60 21,000 SH SHD 1 21,000 0 0
FIRST DATA CORP COM 319963104 2,773.09 56,235 SH SOLE 2 56,235
FIRST DATA CORP COM 319963104 9,035.38 183,227 SH SOLE 2 183,227
FIRST DATA CORP COM 319963104 357,176.10 7,243,115 SH SOLE 3 5,302,425 0 1,391,720
FIRST DATA CORP COM 319963104 4,723.60 95,789 SH OTH 3 46,720 0 34,400
FIRST FINL BANKSHARES INC COM 32020R109 83.00 2,700 SH SOLE 3 2,700 0 0
FIRST FINL HLDGS INC (DEL) COM 320239106 137.60 8,600 SH SOLE 3 1,000 0 7,600
FIRST HEALTH GRP INC COM 320960107 841.20 31,300 SH SOLE 3 22,800 0 8,500
FIRST INVS FINL SVCS GRP INC COM 32058A101 231.13 43,000 SH SOLE 2 43,000
FIRST MIDWEST BANCORP INC DEL COM 320867104 4,078.30 153,900 SH SOLE 3 152,550 0 1,350
FIRST PACIFIC NETWORK INC COM 335933107 0.75 250,000 SH SOLE 2 250,000
FIRST REPUBLIC BANK COM 336158100 124.50 5,300 SH SOLE 3 5,300 0 0
FIRST SECURITY CORP DEL COM 336294103 5,514.80 216,000 SH SOLE 3 201,000 0 15,000
FIRST SECURITY CORP DEL COM 336294103 796.60 31,200 SH OTH 3 3,700 0 27,500
FIRST SECURITY CORP DEL COM 336294103 10,901.33 426,980 SH SOLE 2 426,980
FIRST SECURITY CORP DEL COM 336294103 7,840.65 307,100 SH SOLE 2 307,100
FIRST SENTINEL BANCORP COM 33640T103 528.90 67,700 SH SOLE 3 55,200 0 12,500
FIRST SIERRA FINANCIAL INC COM 335944104 54.80 3,200 SH SOLE 3 3,200 0 0
FIRST TENN NATL CORP COM 337162101 3,070.90 107,750 SH SOLE 3 93,850 0 13,900
FIRST TENN NATL CORP COM 337162101 404.70 14,200 SH OTH 3 1,500 0 12,700
FIRST TENN NATL CORP COM 337162101 1,360.42 47,734 SH SOLE 2 47,734
FIRST TENN NATL CORP COM 337162101 1,719.46 60,332 SH SOLE 2 60,332
FIRST UNION CORP COM 337358105 33,937.20 1,030,351 SH SOLE 3 1,016,951 0 13,400
FIRST UNION CORP COM 337358105 373.80 11,350 SH OTH 3 8,400 0 300
FIRST UNION CORP COM 337358105 4,342.84 131,851 SH SOLE 2 131,851
FIRST UNION CORP COM 337358105 9,015.42 273,713 SH SOLE 2 273,713
FIRST UNITED BANCSHARES ARK COM 33741E104 46.80 3,500 SH SOLE 3 3,500 0 0
FIRST VIRGINIA BANKS INC COM 337477103 197.80 4,600 SH SOLE 3 4,600 0 0
FIRST WASHINGTON BANCORP COM 33748T104 57.50 3,900 SH SOLE 3 1,400 0 2,500
FIRSTAR CORP (NEW) COM 33763V109 2,766.11 130,940 SH SOLE 2 130,940
FIRSTAR CORP (NEW) COM 33763V109 22,571.41 1,068,469 SH SOLE 2 1,068,469
FIRSTAR CORP. WISCONSIN (NEW) COM 33763V109 61,316.60 2,902,559 SH SOLE 3 2,758,299 0 144,260
FIRSTAR CORP. WISCONSIN (NEW) COM 33763V109 3,372.80 159,660 SH OTH 3 63,900 0 95,760
FIRSTFED FINANCIAL CORP COM 337907109 795.90 56,600 SH SOLE 3 56,600 0 0
FIRSTFED FINANCIAL CORP COM 337907109 143.89 10,232 SH SOLE 2 10,232
FIRSTMERIT CORP COM 337915102 326.60 14,200 SH SOLE 3 14,200 0 0
FIRSTPLUS FINANCIAL GRP INC COM 33763B103 12.20 162,037 SH SOLE 3 162,037 0 0
FISCHER-WATT GOLD CO INC COM 337730105 208.00 2,600,000 SH SOLE 4 2,600,000
FISERV INC COM 337738108 1,544.00 40,300 SH SOLE 3 31,300 0 9,000
FISERV INC COM 337738108 1,203.00 31,400 SH OTH 3 0 0 31,400
FISERV INC COM 337738108 236.01 6,160 SH SOLE 2 6,160
FISERV INC COM 337738108 1,237.65 32,304 SH SOLE 2 32,304
FISHER SCIENTIFIC COM 338032204 509.40 14,100 SH SOLE 3 14,100 0 0
FLAGSTAR BANCORP COM 337930101 170.80 9,900 SH SOLE 3 0 0 9,900
FLASHNET COMMUNICATIONS INC COM 8527104 79.60 12,864 SH SOLE 2 12,864
FLASHNET COMMUNICATIONS INC COM 338527104 2,049.20 331,184 SH SOLE 2 331,184
FLEET BOSTON FINANCIAL CORP COM 339030108 1,852.00 53,200 SH SHD 1 53,200 0 0
FLEET BOSTON FINANCIAL CORP COM 339030108 1,430.58 41,094 SH SOLE 2 41,094
FLEET BOSTON FINANCIAL CORP COM 339030108 3,208.18 92,156 SH SOLE 2 92,156
FLEET BOSTON FINANCIAL CORP COM 339030108 103,410.60 2,970,501 SH SOLE 3 2,869,001 0 94,900
FLEET BOSTON FINANCIAL CORP COM 339030108 1,981.60 56,921 SH OTH 3 54,721 0 700
FLEETWOOD ENTRPRISES INC COM 339099103 441.48 21,405 SH SOLE 2 21,405
FLEETWOOD ENTRPRISES INC COM 339099103 1,581.90 76,700 SH SOLE 3 69,200 0 7,500
FLEMING COS INC COM 339130106 10,249.00 999,900 SH SOLE 3 969,500 0 21,200
FLEXTRONICS INTL LTD COM Y2573F102 9,050.82 196,757 SH SOLE 2 196,757
FLORIDA PROGRESS CORP COM 341109106 577.57 13,650 SH SOLE 2 13,650
FLORIDA ROCK IND INC COM 341140101 854.00 24,800 SH SOLE 3 19,200 0 5,600
FLOWERS INDUST.INC (GEORGIA) COM 343496105 285.30 17,900 SH SOLE 3 6,400 0 11,500
FLOWERS INDUST.INC (GEORGIA) COM 343496105 39.80 2,500 SH OTH 3 2,500 0 0
FLOWSERVE CORP COM 34354P105 2,881.96 169,527 SH SOLE 2 169,527
FLOWSERVE CORP COM 34354P105 1,319.20 77,600 SH SOLE 3 70,900 0 6,700
FLUOR CORP COM 343861100 1,188.20 25,900 SH SOLE 3 23,200 0 2,700
FLYCAST COMMUNICATIONS CORP COM 344067103 2,663.72 20,500 SH SOLE 2 20,500
FLYCAST COMMUNICATIONS CORP COM 344067103 350.80 2,700 SH SOLE 3 2,400 0 300
FMC CORP COM 302491303 17.20 300 SH SOLE 3 300 0 0
FMC CORP COM 302491303 86.00 1,500 SH OTH 3 0 0 0
FOMENTO ECONOMICO ADR COM 344419106 1,486.30 33,400 SH SOLE 3 33,400 0 0
FOMENTO ECONOMICO ADR COM 344419106 9,736.60 218,800 SH OTH 3 0 0 0
FONIX CORP COM 34459U108 34.38 118,556 SH SOLE 2 118,556
FOOTSTAR INC COM 344912100 4,178.50 137,000 SH SOLE 3 135,300 0 1,700
FOOTSTAR INC COM 344912100 323.30 10,600 SH OTH 3 0 0 10,600
FORD MOTOR CO (DEL) COM 345370100 3,412.00 64,000 SH SHD 1 64,000 0 0
FORD MOTOR CO (DEL) COM 345370100 2,798.69 52,496 SH SOLE 2 52,496
FORD MOTOR CO (DEL) COM 345370100 15,017.07 281,680 SH SOLE 2 281,680
FORD MOTOR CO (DEL) COM 345370100 139,093.60 2,609,024 SH SOLE 3 2,524,024 0 82,600
FORD MOTOR CO (DEL) COM 345370100 4,070.70 76,355 SH OTH 3 73,700 0 0
FOREMOST CORP OF AMERICA COM 345469100 578.90 20,400 SH SOLE 3 20,400 0 0
FOREST CITY ENTERPRISES (CL-A) COM 345550107 39.20 1,400 SH SOLE 3 1,400 0 0
FOREST LABORATORIES INC COM 345838106 1,892.30 30,800 SH SOLE 3 22,500 0 8,300
FOREST LABORATORIES INC COM 345838106 2,267.00 36,900 SH OTH 3 0 0 36,900
FOREST OIL CORP(NEW) COM 346091606 179.30 13,600 SH SOLE 3 3,200 0 10,400
FORT JAMES CORP COM 347471104 3,356.20 122,600 SH SOLE 3 107,900 0 7,800
FORTUNE BRANDS INC COM 349631101 661.20 20,000 SH SHD 1 20,000 0 0
FORTUNE BRANDS INC COM 349631101 271.11 8,200 SH SOLE 2 8,200
FORTUNE BRANDS INC COM 349631101 37,125.90 1,122,900 SH SOLE 3 1,050,300 0 69,900
FORTUNE BRANDS INC COM 349631101 2,112.70 63,900 SH OTH 3 63,900 0 0
FORWARD AIR CORP COM 349853101 34.70 800 SH SOLE 3 800 0 0
FOSTER WHEELER CORP COM 350244109 883.10 99,500 SH SOLE 3 86,900 0 12,600
FOUNDATION HEALTH SYS INC COM 350404109 6,780.60 682,325 SH SOLE 2 682,325
FOUNDATION HEALTH SYSTEMS COM 350404109 11,183.70 1,125,400 SH SOLE 3 1,107,200 0 10,000
FOUNTAIN VIEW INC. COM 9567ZUS96 10,000.10 79,032 SH OTH 3 0 0 79,032
FOX ENTERTAINMENT GRP INC COM 35138T107 47,964.80 1,923,400 SH SOLE 3 1,900,400 0 23,000
FOX ENTERTAINMENT GRP INC COM 35138T107 2,192.00 87,900 SH OTH 3 4,300 0 83,600
FOX ENTERTAINMENT GRP INC. COM 35138T107 354.46 14,214 SH SOLE 2 14,214
FPL GRP INC COM 302571104 205.50 4,800 SH SHD 1 4,800 0 0
FPL GRP INC COM 302571104 45,695.70 1,067,344 SH SOLE 3 975,644 0 85,600
FPL GRP INC COM 302571104 1,425.70 33,300 SH OTH 3 32,000 0 1,300
FRANKLIN COVEY CO COM 353469109 1,503.50 207,382 SH SOLE 3 207,382 0 0
FRANKLIN COVEY CO COM 353469109 169.61 23,395 SH SOLE 2 23,395
FRANKLIN COVEY CO COM 353469109 357.43 49,300 SH SOLE 2 49,300
FRANKLIN RESOURCES INC COM 354613101 16,031.20 500,000 SH SOLE 3 500,000 0 0
FRANKLIN RESOURCES INC COM 354613101 210.81 6,575 SH SOLE 2 6,575
FRANKLIN RESOURCES INC COM 354613101 1,191.12 37,150 SH SOLE 2 37,150
FREDDIE MAC COM 313400301 155.30 3,300 SH SHD 1 3,300 0 0
FREDDIE MAC COM 313400301 306,138.30 6,504,931 SH SOLE 3 4,857,221 0 1,625,000
FREDDIE MAC COM 313400301 4,106.50 87,256 SH OTH 3 38,810 0 32,700
FREDS INC CL A COM 356108100 15,727.90 986,850 SH SOLE 3 743,275 0 243,575
FREDS INC CL A COM 356108100 82.90 5,200 SH OTH 3 5,200 0 0
FREEMARKETS, INC. COM 356602102 10,036.29 29,405 SH SOLE 2 29,405
FREEMARKETS, INC. COM 356602102 666,031.75 1,951,384 SH SOLE 2 1,951,384
FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 34,382.10 1,627,556 SH SOLE 3 1,550,256 0 77,300
FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 695.00 32,900 SH OTH 3 32,900 0 0
FRESENIUS MEDICAL CARE AG ADR COM 358029106 1,844.40 65,000 SH SOLE 3 65,000 0 0
FRISCH'S RESTAURANTS INC COM 358748101 202.69 23,000 SH SOLE 2 23,000
FRITZ COS INC COM 358846103 742.40 70,700 SH SOLE 3 66,700 0 4,000
FRITZ COS INC COM 358846103 420.00 40,000 SH SOLE 2 40,000
FRONTIER AIRLINES INC (NEW) COM 359065109 522.10 45,900 SH SOLE 3 45,900 0 0
FRONTIER AIRLINES INC (NEW) COM 359065109 50.00 4,400 SH OTH 3 4,400 0 0
FRONTIER FINANCIAL CORP. COM 35907K105 2.00 100 SH SOLE 3 100 0 0
FRONTIER INS GRP INC NEW COM 359081106 2.10 600 SH SOLE 3 600 0 0
FULLER H B CO COM 359694106 3,714.20 66,400 SH SOLE 3 51,500 0 14,900
FULLER H B CO COM 359694106 1,376.10 24,600 SH OTH 3 2,400 0 22,200
FULTON FINANCIAL CORP COM 360271100 2,858.90 158,829 SH SOLE 3 158,829 0 0
FURNITURE BRANDS INTERNATIONAL COM 360921100 464.20 21,100 SH SOLE 3 21,100 0 0
FUTURELINK CORP (DEL) COM 36114Q208 247.00 9,500 SH SOLE 2 9,500
G K INTELLIGENT SYS INC COM 361751100 16.63 35,000 SH SOLE 2 35,000
GABLES RESIDENTIAL TR COM 362418105 327.60 13,650 SH SOLE 2 13,650
GALILEO INTERNATIONAL INC COM 363547100 20,181.80 674,130 SH SOLE 3 294,130 0 380,000
GALILEO INTERNATIONAL INC COM 363547100 326.90 10,919 SH OTH 3 5,000 0 0
GALILEO TECHNOLOGY LTD COM M47298100 250.90 10,400 SH SOLE 3 10,400 0 0
GALLAHER GRP PLC ADR COM 363595109 595.01 38,700 SH SOLE 2 38,700
GALLERY OF HISTORY INC COM 363812108 117.00 36,000 SH SOLE 2 36,000
GANNETT CO.INC. COM 364730101 606.17 7,432 SH SOLE 2 7,432
GANNETT CO.INC. COM 364730101 1,749.52 21,450 SH SOLE 2 21,450
GANNETT CO.INC. COM 364730101 183,673.40 2,251,934 SH SOLE 3 1,567,514 0 680,100
GANNETT CO.INC. COM 364730101 2,490.10 30,530 SH OTH 3 13,580 0 12,300
GAP INC COM 364760108 1,186.80 25,800 SH SOLE 4 25,800
GAP INC COM 364760108 10,617.90 230,824 SH SOLE 2 230,824
GAP INC COM 364760108 36,656.43 796,879 SH SOLE 2 796,879
GARDER DENVER MACHINERY INC COM 365558105 10.00 600 SH SOLE 3 600 0 0
GARTNER GRP COM 366651206 0.70 52 SH SOLE 3 0 0 52
GARTNER GRP CLASS A COM 366651107 359.90 23,600 SH SOLE 3 23,600 0 0
GARTNER GRP CLASS A CLL 366651107 41.41 12,500 SH CALL SOLE 2 12,500
GARTNER GRP CLASS A COM 366651107 158.30 10,380 SH SOLE 2 10,380
GARTNER GRP CLASS A COM 366651107 632.88 41,500 SH SOLE 2 41,500
GATEWAY INC COM 367626108 87,981.10 1,220,900 SH SOLE 3 1,202,000 0 18,900
GATEWAY INC COM 367626108 1,189.18 16,502 SH SOLE 2 16,502
GATEWAY INC COM 367626108 27,330.14 379,256 SH SOLE 2 379,256
GATX CORP COM 361448103 84.40 2,500 SH SOLE 3 2,500 0 0
GATX CORP COM 361448103 47.20 1,400 SH OTH 3 1,400 0 0
GAYLORD CONTAINER CORP CLASS A COM 368145108 126.03 18,500 SH SOLE 2 18,500
GAYLORD ENTERTAINMENT CO (NEW) COM 367905106 2,798.29 93,471 SH SOLE 2 93,471
GAYLORD ENTERTAINMENT CORP. NEW COM 367905106 769.40 25,700 SH SOLE 3 22,200 0 3,500
GAZPROM ADR COM 368287207 193.40 22,815 SH SOLE 3 22,815 0 0
GBC BANCORP CALIF COM 361475106 67.60 3,500 SH SOLE 3 3,500 0 0
GC COS INC COM 36155Q109 111.30 4,300 SH SOLE 3 4,300 0 0
GEDEON RICHTER - SP GDR COM 368467205 235.90 3,595 SH SOLE 3 3,595 0 0
GEMSTAR INTL GRP LTD COM G3788V106 58,831.10 825,700 SH SOLE 3 452,000 0 373,700
GEMSTAR INTL GRP LTD COM G3788V106 3,448.50 48,400 SH SOLE 2 48,400
GENCORP INC COM 368682100 42.50 4,300 SH SOLE 3 0 0 4,300
GENENTECH INC COM 368710406 2,299.90 17,100 SH SOLE 3 17,100 0 0
GENENTECH INC. COM 368710406 2,205.80 16,400 SH SOLE 2 16,400
GENENTECH INC. COM 368710406 13,745.90 102,200 SH SOLE 2 102,200
GENERAL BINDING CORP COM 369154109 30.60 2,600 SH SOLE 3 0 0 2,600
GENERAL BINDING CORP COM 369154109 20.00 1,700 SH OTH 3 1,700 0 0
GENERAL CABLE CORP COM 369300108 11.30 1,500 SH SOLE 3 1,500 0 0
GENERAL CIGAR HLDGS INC COM 36933P100 768.10 92,400 SH SOLE 3 92,400 0 0
GENERAL COMMUNICATION INC CL A COM 369385109 36.80 8,400 SH SOLE 3 0 0 8,400
GENERAL DYNAMICS CORP. COM 369550108 1,471.70 27,900 SH SHD 1 27,900 0 0
GENERAL DYNAMICS CORP. COM 369550108 68,886.20 1,305,900 SH SOLE 3 1,229,500 0 76,400
GENERAL DYNAMICS CORP. COM 369550108 2,431.80 46,100 SH OTH 3 42,700 0 0
GENERAL DYNAMICS CORP. COM 369550108 1,192.15 22,600 SH SOLE 2 22,600
GENERAL DYNAMICS CORP. COM 369550108 3,771.63 71,500 SH SOLE 2 71,500
GENERAL ELECTRIC CO COM 369604103 15,181.00 98,100 SH SHD 1 98,100 0 0
GENERAL ELECTRIC CO COM 369604103 1,438,281.60 9,294,227 SH SOLE 3 8,763,785 0 482,402
GENERAL ELECTRIC CO COM 369604103 26,933.60 174,046 SH OTH 3 138,570 0 20,100
GENERAL ELECTRIC CO COM 369604103 33,145.13 214,185 SH SOLE 4 214,185
GENERAL ELECTRIC CO CLL 369604103 328.75 10,000 SH CALL SOLE 2 10,000
GENERAL ELECTRIC CO CLL 369604103 339.38 15,000 SH CALL SOLE 2 15,000
GENERAL ELECTRIC CO COM 369604103 235,004.43 1,518,607 SH SOLE 2 1,518,607
GENERAL ELECTRIC CO COM 369604103 403,949.81 2,610,338 SH SOLE 2 2,610,338
GENERAL ELECTRIC CO PUT 369604103 213.40 17,600 SH PUT SOLE 2 17,600
GENERAL GROWTH PROPERTIES INC COM 370021107 5,259.80 187,850 SH SOLE 3 160,350 0 27,500
GENERAL GROWTH PROPERTIES INC COM 370021107 1,485.96 53,070 SH SOLE 2 53,070
GENERAL GROWTH PROPERTIES INC COM 370021107 1,724.80 61,600 SH SOLE 2 61,600
GENERAL INSTRUMENT CORP COM 370120107 25,826.40 303,840 SH SOLE 3 303,840 0 0
GENERAL INSTRUMENT CORP COM 370120107 607.30 7,145 SH OTH 3 3,900 0 0
GENERAL INSTRUMENT CORP COM 370120107 11,269.90 132,587 SH SOLE 2 132,587
GENERAL INSTRUMENT CORP COM 370120107 23,258.13 273,625 SH SOLE 2 273,625
GENERAL MAGIC, INC. COM 370253106 75.76 19,550 SH SOLE 2 19,550
GENERAL MILLS INC COM 370334104 93.00 2,600 SH SHD 1 2,600 0 0
GENERAL MILLS INC COM 370334104 29,824.60 834,254 SH SOLE 3 817,854 0 16,400
GENERAL MILLS INC COM 370334104 128.70 3,600 SH OTH 3 0 0 0
GENERAL MILLS INC COM 370334104 235.95 6,600 SH SOLE 2 6,600
GENERAL MOTORS CL H (NEW) COM 370442832 2,304.00 24,000 SH SHD 1 24,000 0 0
GENERAL MOTORS CL H (NEW) COM 370442832 119,788.90 1,247,801 SH SOLE 3 1,186,501 0 52,100
GENERAL MOTORS CL H (NEW) COM 370442832 1,920.00 20,000 SH OTH 3 20,000 0 0
GENERAL MOTORS CORP COM 370442832 6,417.89 66,853 SH SOLE 2 66,853
GENERAL MOTORS CORP. COM 370442105 34,308.50 472,000 SH SOLE 3 413,500 0 57,500
GENERAL MOTORS CORP. COM 370442105 1,489.70 20,495 SH OTH 3 17,500 0 900
GENERAL MOTORS CORP. COM 370442105 1,071.85 14,746 SH SOLE 2 14,746
GENERAL MOTORS CORP. COM 370442105 7,519.01 103,443 SH SOLE 2 103,443
GENERAL SEMICONDUCTOR INC. COM 370787103 10,569.70 745,000 SH SOLE 3 729,100 0 2,900
GENERAL SEMICONDUCTOR INC. COM 370787103 9.90 700 SH OTH 3 700 0 0
GENESCO INC. COM 371532102 130.00 10,000 SH SOLE 2 10,000
GENESCO INC. COM 371532102 1,066.00 82,000 SH SOLE 3 75,300 0 6,700
GENESCO INC. COM 371532102 28.60 2,200 SH OTH 3 2,200 0 0
GENESEE & WYOMING INC CL-A COM 371559105 1,506.38 117,000 SH SOLE 2 117,000
GENESIS DIRECT INC COM 371935107 0.06 10,000 SH SOLE 2 10,000
GENESIS DIRECT INC COM 371935107 0.09 14,883 SH SOLE 2 14,883
GENESIS HEALTH VENTURES INC COM 371912106 41.25 20,000 SH SOLE 2 20,000
GENESIS MICROCHIP INC COM 371933102 1,222.84 57,886 SH SOLE 2 57,886
GENESYS TELECOMMUNICATIONS COM 371931106 10,483.00 194,129 SH SOLE 3 194,129 0 0
GENESYS TELECOMMUNICATIONS COM 371931106 4,311.90 79,850 SH SOLE 2 79,850
GENESYS TELECOMMUNICATIONS COM 371931106 18,092.16 335,040 SH SOLE 2 335,040
GENLYTE GRP INC COM 372302109 10.70 500 SH SOLE 3 500 0 0
GENOME THERAPEUTICS CORP COM 372430108 403.13 25,000 SH SOLE 2 25,000
GENRAD INC COM 372447102 96.80 6,000 SH SOLE 3 1,100 0 4,900
GENRAD INC COM 372447102 241.88 15,000 SH SOLE 2 15,000
GENTEX CORP COM 371901109 277.50 10,000 SH SOLE 2 10,000
GENUINE PARTS CO. COM 372460105 4,714.40 190,000 SH SOLE 3 190,000 0 0
GENUINE PARTS CO. COM 372460105 448.96 18,094 SH SOLE 2 18,094
GENZYME CORP COM 372917104 90.00 2,000 SH SHD 1 2,000 0 0
GENZYME CORP COM 372917104 315.00 7,000 SH SOLE 2 7,000
GENZYME CORP COM 372917104 761.67 16,926 SH SOLE 2 16,926
GENZYME CORP COM 372917104 9,360.00 207,999 SH SOLE 3 193,699 0 14,300
GENZYME CORP COM 372917104 2,808.00 62,400 SH OTH 3 3,400 0 59,000
GENZYME CORP RP COM SURGICAL PRDS DIV COM 372917609 0.00 2 SH SOLE 3 2 0 0
GENZYME MOLECULAR ONCOLOGY COM 372917500 102.90 14,700 SH SOLE 2 14,700
GEON CO COM 37246W105 598.00 18,400 SH SOLE 3 18,400 0 0
GEORGIA-PACIFIC CORP COM 373298108 1,618.90 31,900 SH SHD 1 31,900 0 0
GEORGIA-PACIFIC CORP COM 373298702 4,255.37 172,807 SH SOLE 2 172,807
GEORGIA-PACIFIC CORP COM 373298108 81,920.60 1,614,200 SH SOLE 3 1,543,000 0 61,600
GEORGIA-PACIFIC CORP COM 373298108 3,415.50 67,300 SH OTH 3 49,100 0 17,400
GEORGIA-PACIFIC CORP COM 373298108 1,197.70 23,600 SH SOLE 2 23,600
GEORGIA-PACIFIC GRP CNV 373298801 616.82 12,050 SH SOLE 2 12,050
GEORGIA GULF CORP NEW COM 373200203 544.80 17,900 SH SOLE 3 17,900 0 0
GEORGIA PAC (TIMBER GRP) COM 373298702 7,200.40 292,400 SH SOLE 3 254,500 0 32,200
GEOTEK COMMUNICATIONS INC COM 373654102 0.22 55,957 SH SOLE 2 55,957
GERBER SCIENTIFIC INC COM 373730100 1,895.40 86,400 SH SOLE 3 82,800 0 3,600
GERBER SCIENTIFIC INC COM 373730100 41.70 1,900 SH OTH 3 1,900 0 0
GETTHERE.COM INC COM 374266104 23,199.30 576,380 SH SOLE 3 384,280 0 0
GETTY IMAGES INC (NEW) COM 374276103 723.40 14,800 SH SOLE 3 12,400 0 2,400
GILAT SATELLITE NETWORKS (ORD) COM M51474100 1,068.80 9,000 SH SOLE 3 9,000 0 0
GILEAD SCIENCES COM 375558103 2,144.80 39,627 SH SOLE 3 33,300 0 6,327
GILLETTE CO COM 375766102 30,156.30 732,171 SH SOLE 3 731,571 0 600
GILLETTE CO COM 375766102 45.70 1,110 SH OTH 3 1,110 0 0
GILLETTE CO COM 375766102 19,801.10 480,755 SH SOLE 4 480,755
GILLETTE CO COM 375766102 116,872.46 2,837,571 SH SOLE 2 2,837,571
GILLETTE CO COM 375766102 187,959.73 4,563,514 SH SOLE 2 4,563,514
GLACIER WTR SVCS INC COM 376395109 6,409.00 394,400 SH SOLE 3 300,100 0 94,300
GLACIER WTR SVCS INC COM 376395109 29.20 1,800 SH OTH 3 1,800 0 0
GLATFELTER P H CO COM 377316104 1,122.80 77,100 SH SOLE 3 68,700 0 8,400
GLAXO WELLCOME PLC SP ADR COM 37733W105 55.90 1,000 SH SOLE 3 1,000 0 0
GLAXO WELLCOME PLC SP ADR COM 37733W105 840.64 15,045 SH SOLE 2 15,045
GLAXO WELLCOME PLC SP ADR COM 37733W105 910.48 16,295 SH SOLE 2 16,295
GLIATECH INC COM 37929C103 581.88 35,000 SH SOLE 2 35,000
GLIMCHER REALTY TR SBI COM 379302102 195.70 15,200 SH SOLE 2 15,200
GLIMCHER REALTY TR SBI COM 379302102 290.01 22,525 SH SOLE 2 22,525
GLOBAL CROSSING LTD COM G3921A100 15,244.10 304,882 SH SOLE 3 304,472 0 410
GLOBAL CROSSING LTD COM G3921A100 431.35 8,627 SH SOLE 2 8,627
GLOBAL CROSSING LTD COM G3921A100 13,044.70 260,894 SH SOLE 2 260,894
GLOBAL DIRECTMAIL CORP COM 871851101 71.40 8,400 SH SOLE 3 4,100 0 4,300
GLOBAL MARINE INC (NEW) COM 379352404 1,210.30 72,800 SH SOLE 3 45,100 0 27,700
GLOBAL MARINE INC (NEW) COM 379352404 1,594.30 95,900 SH OTH 3 4,400 0 91,500
GLOBAL MARINE INC (NEW) COM 379352404 573.56 34,500 SH SOLE 2 34,500
GLOBAL TELESYSTEMS GRP INC COM 37936U104 38.20 1,100 SH SOLE 3 1,100 0 0
GLOBALSTAR TELECOMMUNICATION COM G3930H104 585.20 13,300 SH SOLE 2 13,300
GO.COM COM 254687205 481.80 20,285 SH SOLE 3 19,480 0 345
GO2NET INC COM 383486107 440.39 5,062 SH SOLE 2 5,062
GO2NET INC. COM 383486107 2,166.30 24,900 SH SOLE 3 23,100 0 1,800
GO2NET INC. COM 383486107 34.80 400 SH OTH 3 400 0 0
GOLD BANC CORPINC. COM 379907108 4,500.00 500,000 SH SOLE 3 500,000 0 0
GOLDEN STATE BANCORP INC COM 381197102 17.20 1,000 SH SOLE 3 1,000 0 0
GOLDEN STATE VINTNERS, INC. COM 38121K208 98.44 18,750 SH SOLE 2 18,750
GOLDEN WEST FINL NEW COM 381317106 16,417.60 490,077 SH SOLE 3 483,477 0 6,600
GOLDEN WEST FINL NEW COM 381317106 391.90 11,700 SH OTH 3 11,700 0 0
GOLDFARB CORP CL-A SUB VTG COM 38137C109 67.05 10,000 SH SOLE 2 10,000
GOLDMAN SACHS GRP COM 38141G104 2,072.10 22,000 SH SOLE 3 22,000 0 0
GOLDMAN SACHS GRP COM 38141G104 37,675.00 400,000 SH OTH 3 0 0 0
GOLDMAN SACHS US CORE EQ PORTF/REINV COM 381991355 2,068.69 108,422 SH SOLE 4 108,422
GOOD GUYS (THE) COM 382091106 260.75 28,000 SH SOLE 2 28,000
GOOD GUYS (THE) COM 382091106 931.25 100,000 SH SOLE 2 100,000
GOODYEAR TIRE & RUBBER CO COM 382550101 117.90 4,200 SH SOLE 3 4,200 0 0
GOURMETMARKET.COM INC COM 383579109 26.00 16,000 SH SOLE 2 16,000
GPU INC COM 36225X100 12,553.00 421,949 SH SOLE 3 370,749 0 48,600
GPU INC COM 36225X100 2,540.70 85,400 SH OTH 3 7,100 0 78,300
GRACO INC COM 384109104 3,367.10 93,856 SH SOLE 3 93,856 0 0
GRAHAM FIELD HEALTH PRODS INC COM 384632105 23.39 187,132 SH SOLE 2 187,132
GRAINGER W W INC COM 384802104 564.20 11,800 SH SOLE 3 11,800 0 0
GRAINGER W W INC COM 384802104 679.18 14,205 SH SOLE 2 14,205
GRAND UNION CO COM 386532402 569.00 56,200 SH SOLE 3 56,200 0 0
GRAND UNION CO CMN PAR $1.00 COM 386532402 153.05 15,116 SH SOLE 2 15,116
GRANITE BROADCASTING COM 387241102 10,591.80 1,046,100 SH SOLE 3 749,700 0 296,400
GRANITE BROADCASTING COM 387241102 161.55 15,956 SH SOLE 2 15,956
GRANITE CONSTRUCTION INC COM 387328107 1,270.30 68,900 SH SOLE 3 63,500 0 5,400
GRANITE ST BANKSHARES INC COM 387472103 407.89 20,523 SH SOLE 2 20,523
GRAY COMMUNICATIONS SYS CL B COM 389190208 5,678.80 420,650 SH SOLE 3 368,850 0 51,800
GRAY COMMUNICATIONS SYS INC COM 389190109 3,372.10 190,650 SH SOLE 3 115,600 0 75,050
GREAT A&P TEA CO.INC. COM 390064103 2,957.50 106,100 SH SOLE 3 96,500 0 9,600
GREAT A&P TEA CO.INC. COM 390064103 2,363.80 84,800 SH OTH 3 2,400 0 82,400
GREAT LAKES CHEMICAL COM 390568103 34.40 900 SH SOLE 3 900 0 0
GREAT PLAINS SOFTWARE INC COM 39119E105 17,876.80 239,154 SH SOLE 3 239,154 0 0
GREAT PLAINS SOFTWARE INC. COM 39119E105 1,042.76 13,950 SH SOLE 2 13,950
GREAT SOUTHERN BANCORP COM 390905107 39.60 1,800 SH SOLE 3 1,800 0 0
GREATER BAY BANCORP COM 391648102 1,114.80 26,000 SH SOLE 3 24,300 0 1,700
GREENPOINT FINL CORP COM 395384100 6,574.60 276,100 SH SOLE 3 276,100 0 0
GREENPOINT FINL CORP COM 395384100 47.60 2,000 SH OTH 3 2,000 0 0
GREIF BROTHERS CORP COM 397624107 880.60 29,600 SH SOLE 3 28,200 0 1,400
GREY WOLF INC COM 397888108 35.40 12,300 SH SOLE 3 0 0 12,300
GREY WOLF INC COM 397888108 0.01 4 SH SOLE 2 4
GRIFFON CORP COM 398433102 39.10 5,000 SH SOLE 3 0 0 5,000
GRILL CONCEPTS INC (NEW) COM 398502203 124.25 66,266 SH SOLE 2 66,266
GRISTEDE'S FOODS INC COM 398635102 38.62 16,700 SH SOLE 2 16,700
GRP 1 AUTOMOTIVE INC COM 398905109 342.90 24,600 SH SOLE 3 18,700 0 5,900
GRP 1 AUTOMOTIVE INC COM 398905109 32.10 2,300 SH OTH 3 2,300 0 0
GRP 1 AUTOMOTIVE, INC. COM 398905109 11,109.16 797,070 SH SOLE 2 797,070
GRP 1 AUTOMOTIVE, INC. COM 398905109 4,627.22 331,998 SH SOLE 2 331,998
GRP MAINTENANCE AMERICA COM 39943E107 17,511.20 1,638,472 SH SOLE 3 1,323,972 0 314,500
GRP MAINTENANCE AMERICA COM 39943E107 67.30 6,300 SH OTH 3 6,300 0 0
GRP MAINTENANCE AMERICA CORP COM 39943E107 1,069.82 100,100 SH SOLE 2 100,100
GRPE DANONE SP ADR COM 399449107 3,431.66 73,700 SH SOLE 2 73,700
GRUBB & ELLIS CO (NEW) COM 400095204 11,718.84 2,500,020 SH SOLE 2 2,500,020
GRUPO IMSA SA SP ADR COM 40048T106 9,463.44 550,600 SH SOLE 2 550,600
GRUPO TELEVISA, S.A. GDS COM 40049J206 563.06 8,250 SH SOLE 2 8,250
GRUPO TELEVISA, S.A. GDS COM 40049J206 1,033.31 15,140 SH SOLE 2 15,140
GRUPO TELEVISA, S.A. GDS COM 40049J206 1,515.20 22,200 SH SOLE 3 22,200 0 0
GRUPO TELEVISA, S.A. GDS COM 40049J206 10,114.60 148,200 SH OTH 3 0 0 0
GS FINANCIAL PRODUCTS U.S. LP COM 362276107 14,418.04 116,500 SH SOLE 2 116,500
GS GLOBAL EMERGING MARKETS CASH DIV COM 380991372 1,136.35 91,200 SH SOLE 4 91,200
GS US CORE EQUITY PORTFOLIO COM L4492N160 1,596.13 83,655 SH SOLE 4 83,655
GST TELECOMMUNICATIONS INC COM 361942105 108.75 12,000 SH SOLE 2 12,000
GTE CORP COM 362320103 1,884.00 26,700 SH SHD 1 26,700 0 0
GTE CORP COM 362320103 2,081.10 29,493 SH SOLE 2 29,493
GTE CORP COM 362320103 3,292.52 46,661 SH SOLE 2 46,661
GTE CORP COM 362320103 177,429.40 2,514,500 SH SOLE 3 2,306,520 0 198,250
GTE CORP COM 362320103 3,501.10 49,617 SH OTH 3 32,550 0 10,700
GTECH HLDGS CORP COM 400518106 3,757.60 170,800 SH SOLE 3 146,000 0 22,700
GTECH HLDGS CORP COM 400518106 1,262.80 57,400 SH OTH 3 0 0 57,400
GUESS ?, INC. COM 401617105 30.40 1,400 SH SOLE 3 1,400 0 0
GUIDANT CORP COM 401698105 1,535.00 32,660 SH SOLE 3 32,660 0 0
GUIDANT CORP COM 401698105 103.40 2,200 SH OTH 3 0 0 0
GUIDANT CORP COM 401698105 2,080.22 44,260 SH SOLE 2 44,260
GUIDANT CORP COM 401698105 9,009.52 191,692 SH SOLE 2 191,692
GUILFORD MILLS INC COM 401794102 38.40 5,300 SH SOLE 3 0 0 5,300
GUITAR CENTER, INC. COM 402040109 566.90 56,339 SH SOLE 3 56,339 0 0
GUITAR CENTER, INC. CLL 402040109 63.75 20,000 SH CALL SOLE 2 20,000
GUITAR CENTER, INC. COM 402040109 130.81 13,000 SH SOLE 2 13,000
GULF CANADA RESOURCES LTD(ORD) COM 40218L305 418.50 124,000 SH SOLE 2 124,000
GULF INDONESIA RESOURCES LTD. COM 402284103 161.09 19,827 SH SOLE 2 19,827
GULF INDONESIA RESOURCES LTD. COM 402284103 771.88 95,000 SH SOLE 2 95,000
H & CB GDR COM 44182P102 199.00 6,690 SH SOLE 3 6,690 0 0
H & CB GDR COM 44182P102 1,292.30 43,440 SH OTH 3 0 0 43,440
H & R BLOCK INC. COM 093671105 28,846.00 659,336 SH SOLE 3 659,336 0 0
H&CB HOUSING & COMMERCIAL BANK COM 44182P102 1,242.30 40,400 SH SOLE 2 40,400
H.J.HEINZ CO. COM 423074103 11,565.50 290,500 SH SOLE 3 287,000 0 3,500
H.J.HEINZ CO. COM 423074103 85.60 2,150 SH OTH 3 0 0 0
H.J.HEINZ CO. COM 423074103 1,180.44 29,650 SH SOLE 2 29,650
H.J.HEINZ CO. COM 423074103 1,248.32 31,355 SH SOLE 2 31,355
HADCO CORP COM 404681108 790.50 15,500 SH SOLE 3 14,000 0 1,500
HAEMONETICS CORP COM 405024100 7,215.20 303,000 SH SOLE 3 297,800 0 0
HAGLER BAILLY, INC. COM 405183104 60.88 12,176 SH SOLE 2 12,176
HAIN FOOD GRP INC COM 405219106 3,356.20 150,000 SH SOLE 3 150,000 0 0
HALIS INC COM 405887100 31.38 209,185 SH SOLE 2 209,185
HALLIBURTON CO COM 406216101 12,167.60 302,300 SH SOLE 3 288,600 0 13,700
HALLIBURTON CO CLL 406216101 0.94 30,000 SH CALL SOLE 2 30,000
HALLIBURTON CO COM 406216101 656.80 16,318 SH SOLE 2 16,318
HALLIBURTON CO COM 406216101 8,271.38 205,500 SH SOLE 2 205,500
HAMILTON BANCORP INC (FLA) COM 407013101 69.20 3,900 SH SOLE 3 0 0 3,900
HANCOCK HOLDING CO COM 410120109 570.52 14,723 SH SOLE 2 14,723
HANCOCK HOLDING CO COM 410120109 108.50 2,800 SH SOLE 3 2,800 0 0
HANDLEMAN CO COM 410252100 1,040.60 77,800 SH SOLE 3 75,000 0 2,800
HANNA,(M.A.) CO COM 410522106 55.80 5,100 SH SOLE 3 0 0 5,100
HANNAFORD BROS CO COM 410550107 27.70 400 SH SOLE 3 0 0 400
HANOVER COMPRESSOR CO COM 410768105 6,960.70 184,390 SH SOLE 3 181,590 0 2,800
HANOVER DIRECT INC (DELAWARE) COM 410783104 203.00 56,000 SH SOLE 2 56,000
HANOVER DIRECT INC (DELAWARE) COM 410783104 435.00 120,000 SH SOLE 2 120,000
HANVIT BANK GDR COM 41135T108 145.77 21,500 SH SOLE 2 21,500
HARBINGER CORP COM 41145C103 360.12 11,320 SH SOLE 2 11,320
HARBINGER CORP COM 41145C103 1,162.70 36,550 SH SOLE 3 33,000 0 3,550
HARBINGER CORP COM 41145C103 19.10 600 SH OTH 3 600 0 0
HARBOR FLORIDA BANCSHARES COM 411901101 1,200.60 92,800 SH SOLE 3 81,800 0 11,000
HARBOR FLORIDA BANCSHARES COM 411901101 166.90 12,900 SH OTH 3 12,900 0 0
HARCOURT GEN INC COM 41163G101 1,341.30 33,325 SH SOLE 3 25,525 0 7,800
HARDINGE INC. COM 412324303 783.80 60,000 SH SOLE 3 60,000 0 0
HARLEY-DAVIDSON INC COM 412822108 26,252.80 409,800 SH SOLE 3 376,200 0 33,600
HARLEY-DAVIDSON INC COM 412822108 5,675.90 88,600 SH OTH 3 9,700 0 78,900
HARLEY-DAVIDSON INC COM 412822108 287.64 4,490 SH SOLE 2 4,490
HARMAN INTL INDS INC (NEW) COM 413086109 1,588.30 28,300 SH SOLE 3 25,900 0 2,400
HARMONIC INC COM 413160102 1,172.10 12,346 SH SOLE 2 12,346
HARMONIC LIGHTWAVES INC COM 413160102 2,269.00 23,900 SH SOLE 3 21,500 0 2,400
HARRAHS ENTERTAINMENT INC COM 413619107 83,111.30 3,143,690 SH SOLE 3 2,013,640 0 1,126,140
HARRAHS ENTERTAINMENT INC COM 413619107 595.60 22,530 SH OTH 3 16,320 0 1,800
HARRIS CORP COM 413875105 9,055.10 339,300 SH SOLE 3 277,300 0 62,000
HARRIS CORP COM 413875105 2,177.70 81,600 SH OTH 3 5,300 0 76,300
HARRIS CORP COM 413875105 106.75 4,000 SH SOLE 2 4,000
HARSCO CORP COM 415864107 120.70 3,800 SH SOLE 3 500 0 3,300
HARSCO CORP COM 415864107 1,044.60 32,900 SH OTH 3 0 0 32,900
HARTE-HANKS COMMUNICATIONS,INC COM 416196103 226.20 10,400 SH SOLE 2 10,400
HARTE-HANKS COMMUNICATIONS,INC COM 416196103 106.60 4,900 SH SOLE 3 0 0 4,900
HARTFORD FINANCIAL SVCS COM 416515104 245.02 5,172 SH SOLE 2 5,172
HARTFORD FINANCIAL SVCS COM 416515104 1,782.63 37,628 SH SOLE 2 37,628
HARTFORD FINANCIAL SVCS GRP COM 416515104 1,283.90 27,100 SH SHD 1 27,100 0 0
HARTFORD FINANCIAL SVCS GRP COM 416515104 52,268.90 1,103,301 SH SOLE 3 1,013,301 0 84,200
HARTFORD FINANCIAL SVCS GRP COM 416515104 933.30 19,700 SH OTH 3 18,800 0 900
HARTFORD LIFE INC COM 416592103 171.60 3,900 SH SHD 1 3,900 0 0
HARTFORD LIFE INC COM 416592103 43,262.10 983,230 SH SOLE 3 959,930 0 20,100
HARTFORD LIFE INC COM 416592103 3,509.10 79,752 SH OTH 3 12,200 0 64,200
HARTFORD LIFE INC COM 416592103 1,931.60 43,900 SH SOLE 2 43,900
HARTFORD LIFE INC COM 416592103 2,654.30 60,325 SH SOLE 2 60,325
HASBRO INC COM 418056107 372.10 19,650 SH SHD 1 19,650 0 0
HASBRO INC COM 418056107 32,130.30 1,696,648 SH SOLE 3 1,354,643 0 339,005
HASBRO INC COM 418056107 1,554.00 82,062 SH OTH 3 66,964 0 9,200
HAUCK RETURN OPPORTUNISTIC -B- COM 419991872 35,191.05 149,335 SH SOLE 4 149,335
HAVERTY FURNITURE COS INC COM 419596101 2,407.60 190,700 SH SOLE 3 179,900 0 10,800
HAVERTY FURNITURE COS INC COM 419596101 53.00 4,200 SH OTH 3 4,200 0 0
HAWAIIAN ELEC INDS INC COM 419870100 1,824.90 63,200 SH SOLE 3 50,800 0 12,400
HAWAIIAN ELEC INDS INC COM 419870100 398.50 13,800 SH OTH 3 0 0 13,800
HCB BANCSHARES INC COM 40413N106 108.75 14,500 SH SOLE 2 14,500
HCC INSURANCE HLDGS INC COM 404132102 47.50 3,600 SH SOLE 3 0 0 3,600
HEALTH CARE PROPERTY INV., INC COM 421915109 1,148.65 48,111 SH SOLE 2 48,111
HEALTH CARE PROPERTY INV., INC COM 421915109 3,241.70 135,778 SH SOLE 2 135,778
HEALTH CARE PROPERTY INV., INC COM 421915109 7,900.20 330,900 SH SOLE 3 215,000 0 115,900
HEALTH MANAGEMENT ASSOC. CL A COM 421933102 7,825.70 585,100 SH SOLE 3 576,900 0 8,200
HEALTH MNGMT ASSOC. CL A COM 421933102 9,702.39 725,412 SH SOLE 2 725,412
HEALTHEON/WEBMD CORP COM 422209106 11,056.35 294,836 SH SOLE 2 294,836
HEALTHSOUTH CORP COM 421924101 2,129.20 396,124 SH SOLE 3 351,724 0 44,400
HEALTHSOUTH CORP COM 421924101 67.20 12,500 SH OTH 3 7,800 0 4,700
HEALTHSOUTH CORP COM 421924101 323.47 60,180 SH SOLE 2 60,180
HEALTHSOUTH CORP COM 421924101 87.03 16,192 SH SOLE 2 16,192
HEALTHSOUTH CORP SUB DEB CONV CNV 421924AF8 242.94 315,000 SH SOLE 2 315,000
HEALTHSOUTH CORP SUB DEB CONV CNV 421924AF8 509.03 660,000 SH SOLE 2 660,000
HEALTHSOUTH CORP SB DBCV31/4 4/01/03AOCNV 421924AF8 2,731.71 3,505,000 SH SOLE 4 3,505,000
HEALTHWATCH INC (NEW) COM 422214700 88.13 30,000 SH SOLE 2 30,000
HEARST-ARGYLE TELEVISION COM 422317107 139.70 5,246 SH SOLE 3 5,246 0 0
HEARST-ARGYLE TELEVISION COM 422317107 108.50 4,075 SH OTH 3 4,075 0 0
HEARTPORT, INC. COM 421969106 47.79 10,060 SH SOLE 2 10,060
HEICO CORP(NEW) COM 422806109 98.20 4,500 SH SOLE 3 800 0 3,700
HEIDRICK & STRUGGLES INC. COM 422819102 209.14 4,950 SH SOLE 2 4,950
HEILIG MEYERS CO COM 422893107 86.90 31,600 SH SOLE 3 24,900 0 6,700
HEINEKEN N V (ADR) COM 423012202 249.45 5,140 SH SOLE 2 5,140
HEINEKEN N V (ADR) COM 423012202 313.86 6,467 SH SOLE 2 6,467
HELEN OF TROY LTD (NEW) COM G4388N106 9,394.50 1,295,800 SH SOLE 3 1,017,600 0 278,200
HELEN OF TROY LTD (NEW) COM G4388N106 36.20 5,000 SH OTH 3 5,000 0 0
HELEN OF TROY LTD (NEW) COM G4388N106 371.20 51,200 SH SOLE 2 51,200
HELIX TECHNOLOGY CORP COM 423319102 981.40 21,900 SH SOLE 3 19,200 0 2,700
HELLER FINANCIAL CLASS A COM 423328103 2,297.94 114,539 SH SOLE 2 114,539
HELLER FINANCIAL INC COM 423328103 5,290.30 263,690 SH SOLE 3 250,990 0 12,700
HELLER FINANCIAL INC COM 423328103 1,364.20 68,000 SH OTH 3 6,000 0 62,000
HELMERICH & PAYNE INC. COM 423452101 3,086.30 141,900 SH SOLE 3 133,400 0 8,500
HELMERICH & PAYNE INC. COM 423452101 1,820.50 83,700 SH OTH 3 2,100 0 81,600
HELMERICH & PAYNE INC. COM 423452101 267.44 12,296 SH SOLE 2 12,296
HENRY SCHEIN INC COM 806407102 4,348.60 326,656 SH SOLE 3 326,656 0 0
HERBALIFE INT'L CL A COM 426908208 2,103.10 146,300 SH SOLE 3 134,600 0 11,700
HERBALIFE INT'L CL A COM 426908208 171.10 11,900 SH OTH 3 11,900 0 0
HERCULES INC. COM 427056106 25.10 900 SH SOLE 3 900 0 0
HERSHEY FOODS CORP. COM 427866108 303.60 6,400 SH SOLE 3 6,200 0 200
HERSHEY FOODS CORP. COM 427866108 422.57 8,908 SH SOLE 2 8,908
HERSHEY FOODS CORP. COM 427866108 1,361.46 28,700 SH SOLE 2 28,700
HERTZ CORP COM 428040109 972.40 19,400 SH SHD 1 19,400 0 0
HERTZ CORP COM 428040109 99,107.20 1,977,201 SH SOLE 3 1,885,701 0 89,100
HERTZ CORP COM 428040109 4,195.50 83,700 SH OTH 3 7,600 0 73,000
HERTZ CORP COM 428040109 674.83 13,463 SH SOLE 2 13,463
HEWLETT-PACKARD CO. COM 428236103 3,401.10 29,900 SH SHD 1 29,900 0 0
HEWLETT-PACKARD CO. COM 428236103 281,743.40 2,476,865 SH SOLE 3 2,350,065 0 117,600
HEWLETT-PACKARD CO. COM 428236103 3,514.90 30,900 SH OTH 3 19,100 0 11,800
HEWLETT-PACKARD CO. COM 428236103 9,460.02 83,165 SH SOLE 2 83,165
HEWLETT-PACKARD CO. COM 428236103 22,041.57 193,772 SH SOLE 2 193,772
HIBERNIA CORP CL A COM 428656102 6,577.90 619,100 SH SOLE 3 619,100 0 0
HIBERNIA CORP CLASS A COM 428656102 1,763.75 166,000 SH SOLE 2 166,000
HIGHWOOD PROPERTIES INC COM 431284108 3,758.30 159,082 SH SOLE 3 141,982 0 17,100
HIGHWOODS PROPERTIES INC COM 431284108 570.69 24,156 SH SOLE 2 24,156
HILB ROGAL HAMILTON COM 431294107 330.50 11,700 SH SOLE 3 7,600 0 4,100
HILB ROGAL HAMILTON COM 431294107 62.10 2,200 SH OTH 3 2,200 0 0
HILTON HOTELS CORP COM 432848109 5,365.35 561,082 SH SOLE 2 561,082
HILTON HOTELS CORP COM 432848109 4.30 453 SH SOLE 3 453 0 0
HILTON HOTELS CORP SUB NT CV CNV 432848AL3 494.94 655,000 SH SOLE 2 655,000
HILTON HOTELS CORP SBNT CV5%5/15/06MN CNV 432848AL3 689.63 905,000 SH SOLE 4 905,000
HISPANIC BROADCASTING CORP COM 43357B104 10,645.70 115,440 SH SOLE 3 112,440 0 3,000
HISPANIC BROADCASTING CORP COM 43357B104 1,327.95 14,400 SH SOLE 2 14,400
HNC SOFTWARE COM 40425P107 264.38 2,500 SH SOLE 2 2,500
HNC SOFTWARE COM 40425P107 20,843.30 197,100 SH SOLE 3 194,700 0 2,400
HOLLY CORP $.01 PAR COM 435758305 2,084.80 156,606 SH SOLE 3 156,606 0 0
HOLLYWOOD ENTERTAINMENT CORP COM 436141105 458.20 31,600 SH SOLE 3 28,800 0 2,800
HOLLYWOOD ENTERTAINMENT CORP COM 436141105 10.20 700 SH OTH 3 700 0 0
HOLLYWOOD ENTERTAINMENT CORP COM 436141105 3,199.43 220,650 SH SOLE 2 220,650
HOLLYWOOD PARK INC (NEW) COM 436255103 224.51 10,006 SH SOLE 2 10,006
HOLLYWOOD PARK INC (NEW) COM 436255103 666.40 29,700 SH SOLE 3 26,100 0 3,600
HOLLYWOOD PARK INC (NEW) COM 436255103 42.60 1,900 SH OTH 3 1,900 0 0
HOME DEPOT INC COM 437076102 3,588.80 52,200 SH SHD 1 52,200 0 0
HOME DEPOT INC COM 437076102 629,110.30 9,150,696 SH SOLE 3 7,874,721 0 1,227,015
HOME DEPOT INC COM 437076102 7,813.30 113,649 SH OTH 3 81,280 0 20,850
HOME DEPOT INC COM 437076102 19,553.39 284,413 SH SOLE 2 284,413
HOME DEPOT INC COM 437076102 42,207.69 613,930 SH SOLE 2 613,930
HOME PROPERTIES OF N.Y.,INC. COM 437306103 3,317.20 120,900 SH SOLE 3 100,800 0 20,100
HOMEBASE INC COM 43738E108 321.90 105,100 SH SOLE 3 94,600 0 10,500
HOMESTAKE MINING CO (DE) COM 437614100 188.30 24,100 SH SOLE 3 24,100 0 0
HOMESTAKE MINING CO (DE) COM 437614100 46.10 5,900 SH OTH 3 5,900 0 0
HOMESTEAD VILLAGE INC COM 437851108 195.65 92,070 SH SOLE 2 92,070
HON HAI PRECISION GDR COM 438090201 425.00 22,000 SH OTH 3 0 0 22,000
HONEYWELL INTERNATIONAL INC COM 438516106 1,332.60 23,100 SH SHD 1 23,100 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 42,640.90 739,171 SH SOLE 3 726,046 0 13,125
HONEYWELL INTERNATIONAL INC COM 438516106 1,961.40 34,000 SH OTH 3 31,000 0 0
HONEYWELL INTL INC COM 438516106 4,116.98 71,367 SH SOLE 2 71,367
HONEYWELL INTL INC COM 438516106 13,456.36 233,263 SH SOLE 2 233,263
HOOPER HOLMES INC COM 439104100 700.40 27,200 SH SOLE 3 23,100 0 4,100
HORACE MANN EDUCATORS CORP COM 440327104 612.30 31,200 SH SOLE 3 29,400 0 1,800
HORIZON HEALTH CORP COM 44041Y104 6,729.70 936,300 SH SOLE 3 736,200 0 200,100
HORMEL FOODS CORP COM 440452100 605.30 14,900 SH SHD 1 14,900 0 0
HORMEL FOODS CORP COM 440452100 16,160.60 397,800 SH SOLE 3 372,500 0 17,100
HORMEL FOODS CORP COM 440452100 1,507.20 37,100 SH OTH 3 2,300 0 34,800
HOSPITALITY PROPERTIES TRUST COM 44106M102 2,293.20 120,300 SH SOLE 3 104,300 0 16,000
HOST FUNDING INC COM 441072105 45.00 20,000 SH SOLE 2 20,000
HOST MARRIOTT CORP COM 44107P104 511.42 61,990 SH SOLE 2 61,990
HOST MARRIOTT CORP COM 44107P104 551.82 66,887 SH SOLE 2 66,887
HOTJOBS.COM LTD COM 441474103 5,633.07 128,940 SH SOLE 2 128,940
HOUSEHOLD INTERNATIONAL COM 441815107 35,958.50 965,328 SH SOLE 3 965,328 0 0
HOUSEHOLD INTERNATIONAL COM 441815107 48.40 1,300 SH OTH 3 1,300 0 0
HOUSEHOLD INTL INC. COM 441815107 494.72 13,281 SH SOLE 2 13,281
HOUSEHOLD INTL INC. COM 441815107 10,384.96 278,791 SH SOLE 2 278,791
HOUSTON EXPLORATION CO COM 442120101 336.81 17,000 SH SOLE 2 17,000
HOUSTON INDS INC CNV 442161204 2,064.00 17,200 SH SOLE 2 17,200
HOUSTON INDS INC CNV 442161204 3,804.00 31,700 SH SOLE 2 31,700
HRPT PROPERTIES TRUST COM 40426W101 2,520.00 280,000 SH SOLE 3 280,000 0 0
HS RESOURCES INC COM 404297103 132.80 7,700 SH SOLE 3 5,200 0 2,500
HSB GRP INC. (COM) COM 40428N109 1,328.80 39,300 SH SOLE 3 39,300 0 0
HSBC BANK PLC 10.25% PFD SER B PRF 44328M609 2,500.00 100,000 SH SOLE 2 100,000
HSBC HLDGS PLC SP ADR COM 404280406 716.61 10,040 SH SOLE 2 10,040
HUB GRP INC-CL A COM 443320106 2,770.00 138,500 SH SOLE 3 133,200 0 0
HUBBELL INC CL B COM 443510201 580.40 21,300 SH SOLE 3 7,500 0 13,800
HUBBELL INC CL B COM 443510201 419.60 15,400 SH OTH 3 0 0 15,400
HUDSON RIVER BANCORP COM 444128102 879.90 86,900 SH SOLE 3 81,000 0 5,900
HUDSON UNITED BANCORP COM 444165104 831.78 32,539 SH SOLE 2 32,539
HUDSON UNITED BANCORP COM 444165104 2,385.10 93,305 SH SOLE 3 84,762 0 8,543
HUGHES SUPPLY INC COM 444482103 13,599.50 630,700 SH SOLE 3 471,350 0 159,350
HUGHES SUPPLY INC COM 444482103 50.70 2,350 SH OTH 3 2,350 0 0
HUGOTON ROYALTY TR UNITS COM 444717102 3,535.68 435,160 SH SOLE 2 435,160
HUGOTON ROYALTY TR UNITS COM 444717102 11,010.33 1,355,117 SH SOLE 2 1,355,117
HUMAN GENOME SCIENCES INC COM 444903108 3,388.30 22,200 SH SOLE 3 20,000 0 2,200
HUMAN GENOME SCIENCES INC COM 444903108 45.80 300 SH OTH 3 300 0 0
HUMAN GENOME SCIENCES INC COM 444903108 2,548.84 16,700 SH SOLE 4 16,700
HUMAN GENOME SCIENCES INC COM 444903108 2,777.78 18,200 SH SOLE 2 18,200
HUMATECH INC COM 444886105 36.26 20,000 SH SOLE 2 20,000
HUNTINGTON BANCSHARES INC COM 446150104 531.39 22,257 SH SOLE 2 22,257
HUSSMANN INTERNATIONAL COM 448110106 37.70 2,500 SH SOLE 3 0 0 2,500
HUTCHINSON TECHNOLOGIES COM 448407106 4,515.60 212,500 SH SOLE 3 207,700 0 0
HUTCHISON WHAMPOA (ADR) COM 448415208 1,264.68 17,400 SH SOLE 2 17,400
HUTTIG BUILDING PRODUCTS COM 448451104 87.50 17,722 SH SOLE 3 17,722 0 0
HUTTIG BUILDING PRODUCTS COM 448451104 0.00 1 SH OTH 3 1 0 0
HVIDE MARINE INC CL-A COM 448515106 2.53 10,100 SH SOLE 2 10,100
HYBRID NETWORKS INC COM 44860K102 260.72 13,677 SH SOLE 2 13,677
HYPERION SOLUTIONS COM 44914M104 593.51 13,644 SH SOLE 2 13,644
HYPERION SOLUTIONS CORP. COM 44914M104 1,574.70 36,200 SH SOLE 3 32,900 0 3,300
HYUNDAI MOTOR CO-GDR COM 449187707 108.70 10,116 SH SOLE 3 10,116 0 0
I-STAT CORP COM 450312103 999.47 68,929 SH SOLE 2 68,929
I2 TECHNOLOGIES, INC. COM 465754109 1,369.88 7,025 SH SOLE 2 7,025
I2 TECHNOLOGIES, INC. COM 465754109 159,639.48 818,664 SH SOLE 2 818,664
I2 TECHNOLOGIES, INC. COM 465754109 39,385.30 201,976 SH SOLE 3 201,976 0 0
I2 TECHNOLOGIES, INC. COM 465754109 97.50 500 SH OTH 3 500 0 0
IBIS TECHNOLOGY CORP COM 450909106 929.28 18,726 SH SOLE 2 18,726
IBP INC COM 449223106 761.40 42,300 SH SHD 1 42,300 0 0
IBP INC COM 449223106 45,505.80 2,528,100 SH SOLE 3 2,310,200 0 190,700
IBP INC COM 449223106 4,906.80 272,600 SH OTH 3 35,500 0 237,100
IBP INC COM 449223106 333.00 18,500 SH SOLE 2 18,500
IBP INC COM 449223106 700.20 38,900 SH SOLE 2 38,900
ICG COMMUNICATIONS COM 449246107 547.50 29,200 SH SOLE 3 23,600 0 5,600
ICICI LTD - SP ADR COM 44926P103 3,195.60 230,317 SH SOLE 3 230,317 0 0
ICICI LTD - SP ADR COM 44926P103 2,303.10 165,990 SH OTH 3 46,000 0 0
ICN PHARMACEUTICALS INC (NEW) COM 448924100 627.80 24,800 SH SOLE 3 18,800 0 6,000
ICN PHARMACEUTICALS INC (NEW) COM 448924100 63.30 2,500 SH OTH 3 2,500 0 0
ICOS CORP COM 449295104 494.30 16,900 SH SOLE 3 16,900 0 0
IDACORP INC COM 451107106 538.90 20,100 SH SOLE 3 18,700 0 1,400
IDACORP INC COM 451107106 453.10 16,900 SH OTH 3 900 0 16,000
IDEC PHARMACEUTICALS CORP COM 449370105 3,360.20 34,200 SH SOLE 3 30,600 0 3,600
IDEC PHARMACEUTICALS CORP COM 449370105 13,070.98 133,038 SH SOLE 2 133,038
IDENTIX INC COM 451906101 195.30 21,400 SH SOLE 3 19,000 0 2,400
IDEXX LABORATORIES COM 45168D104 96.80 6,000 SH SOLE 3 700 0 5,300
IDX CORP COM 449491109 634.38 20,300 SH SOLE 2 20,300
IFX CORP (NEW) COM 449518208 331.25 10,000 SH SOLE 2 10,000
IKON OFFICE SOLUTIONS, INC. COM 451713101 27.90 4,100 SH SOLE 3 4,100 0 0
IL FORNAIO AMERICA CORP COM 451926109 111.00 16,000 SH SOLE 2 16,000
ILLINOIS TOOL WORKS COM 452308109 611.40 9,050 SH SOLE 3 3,394 0 5,656
ILLINOIS TOOL WORKS COM 452308109 203.23 3,008 SH SOLE 2 3,008
ILLINOIS TOOL WORKS COM 452308109 598.06 8,852 SH SOLE 2 8,852
IMAGYN MEDICAL TECHNOLOGIES COM 45244E100 7.89 12,728 SH SOLE 2 12,728
IMATION CORP COM 45245A107 3,594.50 107,100 SH SOLE 3 95,700 0 11,400
IMATION CORP COM 45245A107 1,473.40 43,900 SH OTH 3 3,900 0 40,000
IMAX CORP COM 45245E109 9,498.00 346,960 SH SOLE 3 346,960 0 0
IMAX CORP COM 45245E109 1,336.17 48,810 SH SOLE 2 48,810
IMAX CORP COM 45245E109 280.59 10,250 SH SOLE 2 10,250
IMC GLOBAL INC COM 449669100 5,579.00 340,700 SH SOLE 3 319,900 0 20,800
IMC GLOBAL INC COM 449669100 445.40 27,200 SH OTH 3 0 0 27,200
IMCLONE SYS INC COM 45245W109 3,905.04 98,550 SH SOLE 2 98,550
IMCLONE SYS INC COM 45245W109 416.10 10,500 SH SOLE 3 8,600 0 1,900
IMCO RECYCLING INC COM 449681105 627.50 49,700 SH SOLE 3 46,700 0 3,000
IMMTECH INTERNATIONAL INC COM 452519101 1,660.31 57,500 SH SOLE 2 57,500
IMMUNE RESPE CORP COM 45252T106 49.95 11,500 SH SOLE 2 11,500
IMMUNEX CORP (NEW) COM 452528102 32.90 300 SH SOLE 3 300 0 0
IMPATH INC COM 45255G101 460.40 18,100 SH SOLE 3 18,100 0 0
IMPERIAL BANCORP COM 452556103 396.60 16,440 SH SOLE 3 16,440 0 0
IMPERIAL TOBACCO GRP PLC COM 453142101 360.53 22,800 SH SOLE 2 22,800
IMRGLOBAL CORP COM 45321W106 376.88 30,000 SH SOLE 2 30,000
IMS HEALTH INC COM 449934108 948.84 34,900 SH SOLE 2 34,900
IMS HEALTH INC COM 449934108 11,568.28 425,500 SH SOLE 2 425,500
IN FOCUS SYSTEMS COM 452919103 1,565.20 67,500 SH SOLE 3 64,400 0 3,100
IN FOCUS SYSTEMS COM 452919103 46.40 2,000 SH OTH 3 2,000 0 0
INACOM CORP COM 45323G109 337.10 46,100 SH SOLE 3 41,400 0 4,700
INACOM CORP COM 45323G109 5.10 700 SH OTH 3 700 0 0
INACOM CORP COM 45323G109 95.06 13,000 SH SOLE 2 13,000
INAMED CORP COM 453235103 219.38 5,000 SH SOLE 2 5,000
INCO LIMITED COM 453258402 5,301.60 225,600 SH SOLE 3 225,600 0 0
INCO LIMITED COM 453258402 1,123.30 47,800 SH OTH 3 21,400 0 26,400
INCYTE PHARMACEUTICALS INC COM 45337C102 250.32 4,172 SH SOLE 2 4,172
INDEPENDENCE COMMUNITY BANK COM 453414104 245.65 19,652 SH SOLE 2 19,652
INDEPENDENCE COMMUNITY BANK COM 453414104 2,041.20 163,300 SH SOLE 3 148,500 0 14,800
INDEPENDENCE COMMUNITY BANK COM 453414104 30.00 2,400 SH OTH 3 2,400 0 0
INDEPENDENT BANK CORP MASS COM 453836108 195.00 15,600 SH SOLE 3 15,600 0 0
INDIANA ENERGY INC COM 454707100 1,473.20 83,000 SH SOLE 3 80,400 0 0
INDUSTRIAL HLDGS INC COM 456160100 300.10 117,113 SH SOLE 2 117,113
INDYMAC MORTGAGE HLDGS INC COM 456607100 5,316.75 417,000 SH SOLE 2 417,000
INET TECHNOLOGIES, INC. COM 45662V105 48,101.95 688,400 SH SOLE 2 688,400
INFINITY BROADCASTING A COM 45662S102 224.40 6,200 SH SHD 1 6,200 0 0
INFINITY BROADCASTING A COM 45662S102 262,635.10 7,257,620 SH SOLE 3 5,282,080 0 1,245,665
INFINITY BROADCASTING A COM 45662S102 3,381.20 93,435 SH OTH 3 29,962 0 50,250
INFINITY BROADCASTING CORP. COM 45662S102 11,554.23 319,288 SH SOLE 2 319,288
INFINITY BROADCASTING CORP. COM 45662S102 12,896.47 356,379 SH SOLE 2 356,379
INFINITY COS INC COM 456628106 0.10 10,000 SH SOLE 2 10,000
INFINIUM SOFTWARE INC COM 45662Y109 1,192.19 175,000 SH SOLE 2 175,000
INFOCURE CORP COM 45665A108 895.10 28,700 SH SOLE 3 25,600 0 3,100
INFONET SVCS CORP. COM 45666T106 1,043.44 39,750 SH SOLE 2 39,750
INFONET SVCS CORP. COM 45666T106 3,728.42 142,035 SH SOLE 2 142,035
INFONOW CORP COM 456664309 362.84 21,990 SH SOLE 2 21,990
INFORMATICA CORP COM 45666Q102 21.30 200 SH SOLE 3 200 0 0
INFORMATION MGMT ASSOC INC COM 456923101 131.25 25,000 SH SOLE 2 25,000
INFORMATION RESOURCS INC COM 456905108 37.90 4,100 SH SOLE 3 0 0 4,100
INFORMIX CORP COM 456779107 2,160.50 188,900 SH SOLE 3 157,100 0 31,800
INFORMIX CORP COM 456779107 114.38 10,000 SH SOLE 2 10,000
INFOSPACE.COM INC COM 45678T102 56,474.60 263,900 SH SOLE 3 167,100 0 300
INFOSPACE.COM INC COM 45678T102 85.60 400 SH OTH 3 400 0 0
INFOSYS TECHNOLOGIES - SP ADR COM 456788108 2,937.00 8,900 SH SOLE 3 8,900 0 0
INFOUSA INC - COM 456818301 505.90 36,300 SH SOLE 3 26,800 0 9,500
ING GROEP N.V. SP ADR COM 456837103 5,273.02 86,443 SH SOLE 2 86,443
ING GROEP N.V. SP ADR COM 456837103 10,323.40 169,236 SH SOLE 2 169,236
INGERSOLL-RAND CO COM 456866102 1,530.70 27,800 SH SHD 1 27,800 0 0
INGERSOLL-RAND CO COM 456866102 42,614.20 773,925 SH SOLE 3 721,825 0 52,100
INGERSOLL-RAND CO COM 456866102 1,723.50 31,300 SH OTH 3 30,300 0 0
INGLES MARKETS INC CL-A COM 457030104 71.20 6,400 SH SOLE 3 0 0 6,400
INGRAM MICRO INC. COM 457153104 4,704.00 358,400 SH SOLE 3 358,400 0 0
INGRAM MICRO INC. COM 457153104 165.38 12,600 SH SOLE 2 12,600
INHALE THERAPEUTIC SYS INC COM 457191104 444.48 10,443 SH SOLE 2 10,443
INKTOMI CORP COM 457277101 20,909.50 235,600 SH SOLE 3 233,400 0 1,000
INKTOMI CORP COM 457277101 13,817.49 155,690 SH SOLE 2 155,690
INKTOMI CORP COM 457277101 63,720.99 717,983 SH SOLE 2 717,983
INKTOMI CORPORATION COM STK COM 457277101 976.25 11,000 SH SOLE 4 11,000
INNOTRAC CORP COM 45767M109 411.10 29,900 SH SOLE 3 29,900 0 0
INNOVATIVE CLINICAL SOLUTIONS COM 45767E107 3.83 15,000 SH SOLE 2 15,000
INNOVATIVE GAMING CORP COM 45764F107 141.47 100,600 SH SOLE 2 100,600
INNOVEX INC COM 457647105 171.60 18,300 SH SOLE 3 16,000 0 2,300
INSIGHT COMMUNICATIONS COM 45768V108 12,789.10 431,700 SH SOLE 3 331,000 0 100,700
INSIGHT COMMUNICATIONS COM 45768V108 77.00 2,600 SH OTH 3 2,600 0 0
INSIGHT COMMUNICATIONS INC COM 45768V108 1,036.88 35,000 SH SOLE 2 35,000
INSIGHT ENTERPRISES INC COM 45765U103 410.30 10,100 SH SOLE 3 7,300 0 2,800
INSIGHT ENTERPRISES INC COM 45765U103 48.80 1,200 SH OTH 3 1,200 0 0
INSIGHT ENTERPRISES INC COM 45765U103 2,992.03 73,650 SH SOLE 2 73,650
INSIGNIA FINANCIAL GRP COM 45767A105 3,358.00 386,532 SH SOLE 3 380,266 0 0
INSIGNIA FINANCIAL GRP INC COM 45767A105 115.83 13,333 SH SOLE 2 13,333
INSITUFORM TECHNOLOGIES INC COM 457667103 474.60 16,800 SH SOLE 3 16,800 0 0
INSPIRE INS SOLUTIONS INC COM 457732105 91.88 20,000 SH SOLE 2 20,000
INSWEB CORP COM 45809K103 995.94 38,961 SH SOLE 2 38,961
INTEGRATED DEVICE TECH INC COM 458118106 34,524.50 1,190,500 SH SOLE 3 1,114,400 0 76,100
INTEGRATED DEVICE TECH INC COM 458118106 3,207.40 110,600 SH OTH 3 11,100 0 99,500
INTEGRATED ELECTRICAL SVC COM 45811E103 62.40 6,200 SH SOLE 3 2,300 0 3,900
INTEGRATED HEALTH SVCS INC COM 45812C106 1.24 20,000 SH SOLE 2 20,000
INTEGRATED HEALTH SVCS INC COM 45812C106 12.10 194,993 SH SOLE 3 194,993 0 0
INTEGRATED MEASUREMENT SYSTEM COM 457923100 197.75 14,000 SH SOLE 2 14,000
INTEGRATED SURGICAL SYS COM 45812Y108 19.88 12,000 SH SOLE 2 12,000
INTEGRATED SYSTEMS INC COM 45812M104 466.50 13,900 SH SOLE 3 12,300 0 1,600
INTEGRATED SYSTEMS INC COM 45812M104 6.70 200 SH OTH 3 200 0 0
INTEL CORP COM 458140100 6,099.40 74,100 SH SHD 1 74,100 0 0
INTEL CORP COM 458140100 952,053.90 11,566,334 SH SOLE 3 10,621,524 0 699,840
INTEL CORP COM 458140100 11,355.80 137,959 SH OTH 3 97,840 0 21,500
INTEL CORP COM 458140100 66,385.36 806,504 SH SOLE 4 806,504
INTEL CORP CLL 458140100 197.81 15,000 SH CALL SOLE 2 15,000
INTEL CORP COM 458140100 368,815.89 4,480,679 SH SOLE 2 4,480,679
INTEL CORP COM 458140100 649,721.78 7,893,355 SH SOLE 2 7,893,355
INTEL CORP PUT 458140100 25.00 20,000 SH PUT SOLE 2 20,000
INTELECT COMMUNICATIONS INC COM 458144102 109.31 79,500 SH SOLE 2 79,500
INTER TEL INC COM 458372109 19,170.00 766,800 SH SOLE 3 559,100 0 207,700
INTER TEL INC COM 458372109 97.50 3,900 SH OTH 3 3,900 0 0
INTERDIGITAL COMMUNICATIONS COM 45866A105 6,352.50 84,700 SH SOLE 3 71,700 0 13,000
INTEREST RATE CAP 1Y. EB4/6/00-4/2/00 COM OGR059204 311.27 10,200,000 SH SOLE 4 10,200,000
INTERGRAPH CORP COM 458683109 117.19 25,000 SH SOLE 2 25,000
INTERGRAPH CORP COM 458683109 153.30 32,700 SH SOLE 3 27,100 0 5,600
INTERGRAPH CORP COM 458683109 0.50 100 SH OTH 3 100 0 0
INTERIM SVCS INC CV SB4.5%6/1/05NTSJD CNV 45868PAA8 965.34 1,090,000 SH SOLE 4 1,090,000
INTERIM SVCS INC COM 45868P100 2,237.40 90,400 SH SOLE 3 88,100 0 2,300
INTERIM SVCS INC COM 45868P100 1,076.60 43,500 SH OTH 3 2,200 0 41,300
INTERMEDIA COMMUNICATIONS INC COM 458801107 1,929.00 49,700 SH SOLE 3 44,700 0 5,000
INTERMEDIA COMMUNICATIONS INC COM 458801107 4,013.21 103,400 SH SOLE 2 103,400
INTERNATIONAL AUTOMATED SYS COM 459039103 17.39 10,500 SH SOLE 2 10,500
INTERNATIONAL BUSINESS MACHINES COM 459200101 7,087.40 65,700 SH SHD 1 65,700 0 0
INTERNATIONAL BUSINESS MACHINES COM 459200101 657,623.70 6,096,164 SH SOLE 3 5,594,674 0 471,160
INTERNATIONAL BUSINESS MACHINES COM 459200101 12,825.40 118,891 SH OTH 3 98,250 0 11,500
INTERNATIONAL BUSINESS MACHINES COM 459200101 37,113.10 344,038 SH SOLE 4 344,038
INTERNATIONAL BUSINESS MACHINES CLL 459200101 6.56 15,000 SH CALL SOLE 2 15,000
INTERNATIONAL BUSINESS MACHINES COM 459200101 187,557.73 1,738,658 SH SOLE 2 1,738,658
INTERNATIONAL BUSINESS MACHINES COM 459200101 380,361.10 3,525,943 SH SOLE 2 3,525,943
INTERNATIONAL HOME FOODS COM 459655106 5,247.20 302,000 SH SOLE 3 302,000 0 0
INTERNATIONAL HOME FOODS INC COM 459655106 382.25 22,000 SH SOLE 4 22,000
INTERNATIONAL HOME FOODS INC COM 459655106 373.56 21,500 SH SOLE 2 21,500
INTERNATIONAL HOME FOODS INC COM 459655106 3,467.70 199,580 SH SOLE 2 199,580
INTERNATIONAL PAPER CO. COM 460146103 34,642.50 613,820 SH SOLE 3 539,320 0 71,900
INTERNATIONAL PAPER CO. COM 460146103 297.20 5,266 SH OTH 3 2,900 0 0
INTERNATIONAL PAPER CO. COM 460146103 531.47 9,417 SH SOLE 2 9,417
INTERNATIONAL UTIL STRUCTURES COM 460934102 87.45 72,300 SH SOLE 2 72,300
INTERNET CAPITAL GRP COM 46059C106 37.40 220 SH SOLE 3 0 0 220
INTERNET CAPITAL GRP INC COM 46059C106 4,402.15 25,895 SH SOLE 4 25,895
INTERNET CAPITAL GRP INC CLL 46059C106 242.50 10,000 SH CALL SOLE 2 10,000
INTERNET CAPITAL GRP INC COM 46059C106 6,961.50 40,950 SH SOLE 2 40,950
INTERNET CAPITAL GRP INC COM 46059C106 22,098.30 129,990 SH SOLE 2 129,990
INTERNET CAPITAL GRP INC PUT 46059C106 276.25 10,000 SH PUT SOLE 2 10,000
INTERNET CAPITAL GRP INC PUT 46059C106 440.00 10,000 SH PUT SOLE 2 10,000
INTERNET CAPITAL GRP INC. CNV 46059CAA4 404.77 275,000 SH SOLE 2 275,000
INTERNET HOLDRS TR COM 46059W102 1,284.88 7,600 SH SOLE 2 7,600
INTERNET HOLDRS TR COM 46059W102 304.31 1,800 SH SOLE 2 1,800
INTERNET INITIATIVE JAPAN INC COM 46059T109 653.59 6,725 SH SOLE 2 6,725
INTERNET INITIATIVE JAPAN INC COM 46059T109 3,940.47 40,545 SH SOLE 2 40,545
INTERPHASE CORP COM 460593106 211.25 10,000 SH SOLE 2 10,000
INTERPOOL INC COM 46062R108 4,313.80 580,000 SH SOLE 3 580,000 0 0
INTERPUBLIC GRP COS COM 460690100 1,182.02 20,490 SH SOLE 2 20,490
INTERPUBLIC GRP COS COM 460690100 6,965.94 120,753 SH SOLE 2 120,753
INTERPUBLIC GRP COS COM 460690100 48,696.90 844,150 SH SOLE 3 826,350 0 12,500
INTERPUBLIC GRP COS COM 460690100 300.00 5,200 SH OTH 3 5,200 0 0
INTERPUBLIC GRP COS SUB NT CNV 460690AF7 6,428.86 4,151,000 SH SOLE 2 4,151,000
INTERPUBLIC GRP COS SUB NT CNV 460690AF7 16,934.03 10,934,000 SH SOLE 2 10,934,000
INTERPUBLIC GRP CO SBNTCV1.8%9/16/04MSCNV 460690AF7 668.22 430,000 SH SOLE 4 430,000
INTERSTATE BAKERIES CORP COM 46072H108 2,854.70 157,500 SH SOLE 3 157,500 0 0
INTERSTATE HOTELS CORP COM 46088R108 116.30 35,777 SH SOLE 3 35,777 0 0
INTERSYS INC COM 460920101 6.75 12,000 SH SOLE 2 12,000
INTERTAN INC COM 461120107 2,087.40 79,900 SH SOLE 3 78,100 0 1,800
INTERTAN INC COM 461120107 52.20 2,000 SH OTH 3 2,000 0 0
INTERTRUST TECH COM 46113Q109 26,277.40 223,400 SH SOLE 3 134,600 0 0
INTERVISUAL BOOKS INC CL A VTG COM 460918105 42.63 31,000 SH SOLE 2 31,000
INTERVOICE INC COM 461142101 100.00 4,300 SH SOLE 3 0 0 4,300
INTERVU INC COM 46114R106 829.50 7,900 SH SOLE 3 7,100 0 800
INTERVU INC COM 46114R106 21.00 200 SH OTH 3 200 0 0
INTERVU INC COM 46114R106 7,875.00 75,000 SH SOLE 2 75,000
INTERWORLD CORP COM 46114Q108 426.88 5,000 SH SOLE 2 5,000
INTERWOVEN INC COM 46114T102 24,750.70 203,500 SH SOLE 3 115,100 0 0
INTIMATE BRANDS, INC. COM 461156101 680.30 15,775 SH SOLE 2 15,775
INTIMATE BRANDS, INC. COM 461156101 53,937.90 1,250,734 SH SOLE 3 1,221,139 0 29,595
INTIMATE BRANDS, INC. COM 461156101 2,231.10 51,735 SH OTH 3 5,300 0 46,435
INTL FLAVORS & FRAGRANCES INC COM 459506101 60.20 1,600 SH OTH 3 0 0 0
INTL MULTIFOODS CORP COM 460043102 801.60 60,500 SH SOLE 3 55,700 0 4,800
INTL RECTIFIER CORP. COM 460254105 2,165.80 83,300 SH SOLE 3 73,800 0 9,500
INTL RECTIFIER CORP. COM 460254105 46.80 1,800 SH OTH 3 1,800 0 0
INTL SPECIALTY PRODUCTS COM 460337108 31.20 3,400 SH SOLE 3 3,400 0 0
INTL SPEEDWAY CORP-CL A COM 460335201 750.60 14,900 SH SOLE 3 14,900 0 0
INTL SPEEDWAY CORP-CL A COM 460335201 589.40 11,700 SH OTH 3 0 0 11,700
INTRAWARE INC COM 46118M103 975.20 12,200 SH SOLE 3 10,900 0 1,300
INTRAWARE INC COM 46118M103 16.00 200 SH OTH 3 200 0 0
INTRAWARE INC. COM 46118M103 260.36 3,257 SH SOLE 2 3,257
INTRAWEST CORP COM 460915200 5,036.21 290,900 SH SOLE 2 290,900
INTUIT COM 461202103 80,705.80 1,346,500 SH SOLE 3 1,029,400 0 20,400
INTUIT COM 461202103 5,034.80 84,000 SH OTH 3 0 0 84,000
INTUIT INC COM 461202103 1,777.75 29,660 SH SOLE 2 29,660
INVENSYS PLC SP ADR COM 461204109 240.59 22,281 SH SOLE 2 22,281
INVESTMENT TECHNOLOGY GRP (NEW) COM 46145F105 465.80 16,200 SH OTH 3 0 0 16,200
INVESTORS FINANCIAL SVCS CP COM 461915100 529.00 11,500 SH SOLE 3 8,300 0 3,200
IOMEGA INC COM 462030107 439.80 130,300 SH SOLE 3 108,200 0 22,100
IONA TECHNOLOGIES PLC ADR COM 46206P109 1,090.00 20,000 SH SOLE 2 20,000
IONICS INC COM 462218108 427.50 15,200 SH SOLE 3 13,500 0 1,700
IRON MOUNTAIN INC COM 46284P104 20,002.20 508,800 SH SOLE 3 363,450 0 145,350
IRON MOUNTAIN INC COM 46284P104 102.20 2,600 SH OTH 3 2,600 0 0
IRSA - SP GDR COM 450047204 918.10 28,413 SH SOLE 3 28,413 0 0
IRSA - SP GDR COM 450047204 5,918.90 182,822 SH OTH 3 0 0 0
ISIS PHARMACEUTICALS COM 464330109 153.10 24,500 SH SOLE 3 20,100 0 4,400
ISLE OF CAPRI CASINOS COM 464592104 10,728.00 813,500 SH SOLE 3 596,400 0 217,100
ISPAT INTERNATIONAL NV COM 464899103 9,110.60 565,000 SH SOLE 3 560,000 0 0
ISPAT INTERNATIONAL NV COM 464899103 725.63 45,000 SH SOLE 2 45,000
ISPAT INTERNATIONAL NV COM 464899103 2,155.91 133,700 SH SOLE 2 133,700
ISS GRP, INC. COM 450306105 6,736.96 94,720 SH SOLE 2 94,720
ISS GRP, INC. COM 450306105 14,183.61 199,418 SH SOLE 2 199,418
ISS GRP, INC. COM 450306105 33,900.30 476,630 SH SOLE 3 474,630 0 2,000
ISS GRP, INC. COM 450306105 28.40 400 SH OTH 3 400 0 0
IT GRP INC COM 465266104 438.00 48,000 SH SOLE 3 48,000 0 0
ITC DELTACOM INC COM 45031T104 7,705.60 278,936 SH SOLE 3 273,136 0 5,800
ITC GDR COM Y4211T114 4,145.20 212,640 SH SOLE 3 212,640 0 0
ITC GDR COM Y4211T114 1,771.90 91,100 SH OTH 3 0 0 10,600
ITEQ INC COM 450430103 8.75 10,000 SH SOLE 2 10,000
ITEQ INC COM 450430103 130.64 149,300 SH SOLE 2 149,300
ITT EDUCATIONAL SVCS, INC. COM 45068B109 3,431.80 222,300 SH SOLE 3 218,500 0 0
IVAX CORP (FLORIDA) COM 465823102 3,039.20 118,026 SH SOLE 3 90,226 0 27,800
IVAX CORP (FLORIDA) COM 465823102 2,013.70 78,200 SH OTH 3 2,700 0 75,500
IVILLAGE INC COM 46588H105 1,101.72 54,406 SH SOLE 2 54,406
IVILLAGE INC COM 46588H105 204.50 10,100 SH SOLE 3 8,800 0 1,300
IVILLAGE INC COM 46588H105 2.00 100 SH OTH 3 100 0 0
IXC COMMUNICATIONS, INC. COM 450713102 9,213.31 142,842 SH SOLE 2 142,842
IXOS SOFTWARE AG ADS COM 46600V108 301.25 10,000 SH SOLE 2 10,000
J B HUNT TRANS SVCS INC COM 445658107 1,107.50 80,000 SH SOLE 2 80,000
J&J SNACK FOODS CORP COM 466032109 143.50 7,000 SH SOLE 3 4,900 0 2,100
J.BAKER,INC. COM 057232100 60.00 10,000 SH SOLE 2 10,000
J.D. EDWARDS & CO COM 281667105 304.73 10,200 SH SOLE 2 10,200
J.D. EDWARDS & CO. COM 281667105 86.60 2,900 SH SOLE 3 2,900 0 0
J.M. SMUCKER CO. CL-A COM 832696108 323.70 16,600 SH SOLE 3 13,900 0 2,700
J.P. MORGAN & CO COM 616880100 1,263.97 9,982 SH SOLE 2 9,982
J.P. MORGAN & CO COM 616880100 1,892.66 14,947 SH SOLE 2 14,947
JABIL CIRCUIT INC COM 466313103 985.50 13,500 SH SOLE 3 6,300 0 7,200
JABIL CIRCUIT INC COM 466313103 795.70 10,900 SH OTH 3 0 0 10,900
JABIL CIRCUIT INC COM 466313103 693.50 9,500 SH SOLE 2 9,500
JACK HENRY & ASSOC INC COM 426281101 300.60 5,600 SH SOLE 3 5,600 0 0
JACK HENRY & ASSOC INC COM 426281101 4,483.87 83,518 SH SOLE 2 83,518
JACK IN THE BOX INC COM 466367109 974.40 47,100 SH SOLE 3 40,700 0 6,400
JACOBS ENGINEERING GRP COM 469814107 1,852.50 57,000 SH SOLE 3 52,700 0 4,300
JAKKS PACIFIC INC COM 47012E106 323.30 17,300 SH SOLE 3 17,300 0 0
JAKKS PACIFIC INC COM 47012E106 31.80 1,700 SH OTH 3 1,700 0 0
JAZZTEL- ADR COM 47214R152 959.70 14,737 SH SOLE 3 14,737 0 0
JAZZTEL- ADR COM 47214R152 375.30 5,763 SH OTH 3 0 0 5,763
JAZZTEL P.L.C. ADR COM 47214R152 237.71 3,650 SH SOLE 2 3,650
JAZZTEL P.L.C. ADR COM 47214R152 1,917.28 29,440 SH SOLE 2 29,440
JBAK 7.0000 020601 CNV 057232AA8 38,375.00 500,000 SH SOLE 3 500,000 0 0
JDA SOFTWARE GRP INC COM 46612K108 163.75 10,000 SH SOLE 2 10,000
JDS UNIPHASE CORP CLL 46612J101 851.25 15,000 SH CALL SOLE 2 15,000
JDS UNIPHASE CORP COM 46612J101 1,032.40 6,400 SH SOLE 2 6,400
JDS UNIPHASE CORP COM 46612J101 47,274.89 293,064 SH SOLE 2 293,064
JDS UNIPHASE CORP COM 46612J101 181,702.40 1,126,400 SH SOLE 3 879,200 0 27,400
JEFFERSON-PILOT CORP. COM 475070108 252.50 3,700 SH SHD 1 3,700 0 0
JEFFERSON-PILOT CORP. COM 475070108 1,117.32 16,371 SH SOLE 2 16,371
JEFFERSON-PILOT CORP. COM 475070108 9,712.00 142,300 SH SOLE 3 141,300 0 1,000
JEFFRIES GRP (NEW) COM 472319102 2,688.40 122,200 SH SOLE 3 117,400 0 4,800
JEFFRIES GRP (NEW) COM 472319102 105.60 4,800 SH OTH 3 4,800 0 0
JLG INDS INC COM 466210101 47.80 3,000 SH OTH 3 3,000 0 0
JLK DIRECT DISTRIBUTION COM 46621C105 236.20 22,900 SH SOLE 3 12,200 0 10,700
JLK DIRECT DISTRIBUTION INC COM 46621C105 123.75 12,000 SH SOLE 2 12,000
JO-ANN STORES INC. COM 47758P109 157.50 14,000 SH SOLE 3 14,000 0 0
JOHN Q HAMMONS HOTELS INC COM 408623106 62.00 16,000 SH SOLE 2 16,000
JOHNS MANVILLE CORP COM 478129109 16.70 1,200 SH SOLE 3 1,200 0 0
JOHNSON & JOHNSON COM 478160104 5,194.00 55,700 SH SHD 1 55,700 0 0
JOHNSON & JOHNSON COM 478160104 491,572.80 5,271,558 SH SOLE 3 4,939,628 0 304,610
JOHNSON & JOHNSON COM 478160104 8,841.30 94,813 SH OTH 3 80,440 0 9,400
JOHNSON & JOHNSON COM 478160104 37,484.26 401,976 SH SOLE 2 401,976
JOHNSON & JOHNSON COM 478160104 68,324.93 732,707 SH SOLE 2 732,707
JOHNSON CONTROLS INC COM 478366107 983.90 17,300 SH SHD 1 17,300 0 0
JOHNSON CONTROLS INC COM 478366107 27,624.20 485,700 SH SOLE 3 459,900 0 25,800
JOHNSON CONTROLS INC COM 478366107 2,121.40 37,300 SH OTH 3 15,900 0 21,100
JOHNSON CONTROLS INC COM 478366107 258.78 4,550 SH SOLE 2 4,550
JONES APPAREL GRP, INC. COM 480074103 548.20 20,212 SH SOLE 3 12,151 0 8,061
JONES APPAREL GRP, INC. COM 480074103 713.40 26,300 SH OTH 3 1,800 0 24,500
JONES INTERCABLE CL-A COM 480206200 15,232.10 219,760 SH SOLE 3 219,760 0 0
JONES INTERCABLE INC COM 480206101 486.50 7,000 SH SOLE 3 7,000 0 0
JONES INTERCABLE INC COM 480206101 2,425.55 34,900 SH SOLE 2 34,900
JONES PHARMA INC COM 480236108 2,265.30 52,150 SH SOLE 3 47,500 0 4,650
JONES PHARMA INC COM 480236108 52.10 1,200 SH OTH 3 1,200 0 0
JONES PHARMA INC COM 480236108 403.97 9,300 SH SOLE 2 9,300
JOS A BANK CLOTHIERS INC COM 480838101 49.09 16,362 SH SOLE 2 16,362
JOSTENS INC. COM 481088102 1,074.60 44,200 SH SOLE 3 44,200 0 0
JOURNAL REGISTER CO COM 481138105 77.20 5,000 SH SOLE 3 0 0 5,000
JOURNAL REGISTER CO COM 481138105 374.36 24,250 SH SOLE 2 24,250
JSB FINANCIAL INC COM 46624M100 793.70 15,300 SH SOLE 3 13,600 0 1,700
JUNIPER COM 48203R104 1,700.00 5,000 SH SOLE 3 5,000 0 0
JUNIPER NETWORKS INC COM 48203R104 2,227.00 6,550 SH SOLE 2 6,550
JUNIPER NETWORKS INC COM 48203R104 26,958.60 79,290 SH SOLE 2 79,290
JUNO ONLINE SVCS COM 482048105 202.30 5,700 SH SOLE 3 5,000 0 700
JUNO ONLINE SVCS INC COM 482048105 402.93 11,350 SH SOLE 2 11,350
JUSTIN INDS INC COM 482171105 148.75 10,000 SH SOLE 2 10,000
JUSTIN INDS INC COM 482171105 37.20 2,500 SH SOLE 3 0 0 2,500
K-SWISS INC. CL A COM 482686102 3,791.80 204,100 SH SOLE 3 204,100 0 0
K-SWISS INC. CL A COM 482686102 63.20 3,400 SH OTH 3 3,400 0 0
K MART CORP COM 482584109 230.40 22,900 SH SOLE 3 22,900 0 0
K MART CORP COM 482584109 108.19 10,752 SH SOLE 2 10,752
K MART CORP COM 482584109 809.03 80,400 SH SOLE 2 80,400
K N ENERGY INC PEPS 8.25% CNV 482620507 3,945.28 122,570 SH SOLE 2 122,570
K N ENERGY INC PEPS 8.25% CNV 482620507 6,427.30 199,680 SH SOLE 2 199,680
K TRON INTL INC COM 482730108 4,199.90 311,100 SH SOLE 3 224,900 0 86,200
K2 INC COM 482732104 449.02 58,888 SH SOLE 2 58,888
KALEIDOSCOPE MEDIA GRP INC COM 483348108 17.96 149,680 SH SOLE 2 149,680
KAMAN CORP CL-A COM 483548103 363.10 28,200 SH SOLE 3 22,700 0 5,500
KANA COMMUNICATIONS INC COM 483600102 2,111.50 10,300 SH SOLE 2 10,300
KANEB PIPE LINE PTNRS L.P. COM 484169107 3,915.19 158,590 SH SOLE 2 158,590
KANEB PIPE LINE PTNRS L.P. COM 484169107 6,017.70 243,755 SH SOLE 2 243,755
KANSAS CITY PWR.& LIGHT COM 485134100 401.50 18,200 SH OTH 3 0 0 18,200
KANSAS CITY SOUTHERN IND COM 485170104 207.08 2,775 SH SOLE 2 2,775
KANSAS CITY SOUTHERN IND COM 485170104 2,921.57 39,150 SH SOLE 2 39,150
KANSAS CITY SOUTHERN IND COM 485170104 3,275.80 43,897 SH SOLE 3 43,497 0 400
KAUFMAN AND BROAD HOME CORP COM 486168107 399.09 16,500 SH SOLE 2 16,500
KAUFMAN AND BROAD HOME CORP COM 486168107 2,696.90 111,500 SH SOLE 3 103,000 0 8,500
KAUFMAN AND BROAD HOME CORP COM 486168107 104.00 4,300 SH OTH 3 4,300 0 0
KBK CAPITAL CORP COM 482412103 65.81 19,500 SH SOLE 2 19,500
KEEBLER FOODS CO COM 487256109 3,130.30 111,300 SH SOLE 3 111,300 0 0
KEEBLER FOODS CO COM 487256109 92.80 3,300 SH OTH 3 0 0 0
KELLOGG CO COM 487836108 194.10 6,300 SH SHD 1 6,300 0 0
KELLOGG CO COM 487836108 643.86 20,896 SH SOLE 2 20,896
KELLOGG CO COM 487836108 3,814.96 123,812 SH SOLE 2 123,812
KELLOGG CO COM 487836108 1,060.00 34,400 SH SOLE 3 34,400 0 0
KELLWOOD CO COM 488044108 676.40 34,800 SH SOLE 3 30,400 0 4,400
KELLY SVCS INC(CL-A) COM 488152208 374.40 14,900 SH SOLE 3 13,300 0 1,600
KEMET CORP COM 488360108 4,308.00 95,600 SH SOLE 3 91,200 0 4,400
KEMET CORP COM 488360108 54.10 1,200 SH OTH 3 1,200 0 0
KENNAMETAL INC. COM 489170100 2,716.90 80,800 SH SOLE 3 72,100 0 8,700
KENNAMETAL INC. COM 489170100 534.60 15,900 SH OTH 3 1,800 0 14,100
KENT ELECTRONICS CORP COM 490553104 1,622.10 71,300 SH SOLE 3 67,300 0 4,000
KENT ELECTRONICS CORP COM 490553104 68.20 3,000 SH OTH 3 3,000 0 0
KERAVISION, INC. COM 492061106 277.09 45,239 SH SOLE 2 45,239
KERAVISION, INC. COM 492061106 3,034.94 495,500 SH SOLE 2 495,500
KERR-MCGEE CORP COM 492386107 192.20 3,100 SH SHD 1 3,100 0 0
KERR-MCGEE CORP COM 492386107 3,447.20 55,600 SH SOLE 3 55,200 0 400
KERR-MCGEE CORP COM 492386107 130.20 2,100 SH OTH 3 1,200 0 0
KEY TRONIC CORP COM 493144109 51.38 13,700 SH SOLE 2 13,700
KEYCORP NEW COM 493267108 19,162.20 866,090 SH SOLE 3 861,490 0 4,600
KEYCORP NEW COM 493267108 28.80 1,300 SH OTH 3 800 0 500
KEYCORP NEW COM 493267108 752.25 34,000 SH SOLE 2 34,000
KEYSPAN CORP COM 49337W100 9,358.60 403,604 SH SOLE 3 382,404 0 21,200
KEYSPAN CORP COM 49337W100 2,142.50 92,400 SH OTH 3 0 0 92,400
KEYSPAN CORP COM 49337W100 377.77 16,292 SH SOLE 2 16,292
KEYSTONE AUTOMATIVE INDS INC COM 49338N109 2,769.50 471,400 SH SOLE 3 314,900 0 156,500
KEYSTONE AUTOMATIVE INDS INC COM 49338N109 12.90 2,200 SH OTH 3 2,200 0 0
KIMBALL INTL INC CL-B COM 494274103 1,202.80 72,900 SH SOLE 3 63,700 0 9,200
KIMBERLY CLARK CORP COM 494368103 15,946.30 243,688 SH SOLE 3 243,088 0 600
KIMBERLY CLARK CORP COM 494368103 31,995.67 488,950 SH SOLE 2 488,950
KIMBERLY CLARK CORP COM 494368103 44,610.18 681,722 SH SOLE 2 681,722
KIMCO REALTY CORP COM 49446R109 4,820.40 142,300 SH SOLE 3 120,100 0 22,200
KINDER MORGAN ENERGY PTNRS COM 494550106 102,311.09 2,469,046 SH SOLE 2 2,469,046
KINDER MORGAN ENERGY PTNRS COM 494550106 66,283.96 1,599,613 SH SOLE 2 1,599,613
KINDER MORGAN ENERGY PTNRS LP UTS COM 494550106 1,790.51 43,210 SH SOLE 4 43,210
KINDER MORGAN INC COM 49455P101 1,117.00 55,330 SH SOLE 3 50,630 0 4,700
KINDER MORGAN INC KANS COM 49455P101 6,272.26 310,700 SH SOLE 2 310,700
KINDER MORGAN INC KANS COM 49455P101 9,185.31 455,000 SH SOLE 2 455,000
KING PHARMACEUTICALS INC. COM 495582108 6,110.80 109,000 SH SOLE 3 106,800 0 2,200
KINGFISHER PLC SP ADR COM 495724205 1,100.00 50,000 SH SOLE 2 50,000
KINGSOIL CO LTD COM 496400201 7.05 50,000 SH SOLE 2 50,000
KIRBY CORP COM 497266106 16.40 800 SH SOLE 3 800 0 0
KLA-TENCOR CORP COM 482480100 2,433.54 21,850 SH SOLE 2 21,850
KLA-TENCOR CORP COM 482480100 16,756.15 150,448 SH SOLE 2 150,448
KLA INSTRUMENTS CORP COM 482480100 2,394.60 21,500 SH SOLE 3 21,300 0 200
KNIGHT RIDDER INC COM 499040103 10,032.10 168,430 SH SOLE 3 161,530 0 6,900
KNIGHT RIDDER INC COM 499040103 351.40 5,900 SH OTH 3 4,800 0 0
KNIGHT/TRIMARK GRP INC-A COM 499067106 414.00 9,000 SH SOLE 2 9,000
KNIGHTSBRIDGE TANKERS, LTD. COM G5299G106 12,014.73 889,980 SH SOLE 2 889,980
KNIGHTSBRIDGE TANKERS, LTD. COM G5299G106 2,447.15 181,270 SH SOLE 2 181,270
KNOLL INC. COM 498904101 9,659.53 195,142 SH SOLE 2 195,142
KNOT INC (THE) COM 499184109 253.10 30,000 SH SOLE 3 30,000 0 0
KOGER EQUITY INC COM 500228101 216.00 12,800 SH SOLE 2 12,800
KOHL'S CORP (WISCONSIN) COM 500255104 1,682.00 23,300 SH SOLE 3 23,000 0 300
KOLLMORGEN CORP. COM 500440102 151.16 12,277 SH SOLE 2 12,277
KOMAG INC COM 500453105 16.70 5,342 SH SOLE 3 5,342 0 0
KONINKLIJKE AHOLD NV COM 500467303 733.47 24,500 SH SOLE 2 24,500
KONINKLIJKE PHILIPS ELECTRONICS COM 500472204 1,618.25 11,987 SH SOLE 2 11,987
KONINKLIJKE PHILIPS ELECTRONICS COM 500472204 3,767.99 27,911 SH SOLE 2 27,911
KONINKLIJKE PHILIPS ELECTRONICS COM 500472204 2,484.00 18,400 SH SOLE 3 18,400 0 0
KOOKMIN BANK REG S CNV Y4821XAW9 200,000.00 200,000,000 SH SOLE 2 200,000,000
KOOR INDS LTD ADR COM 500507108 533.90 26,693 SH SOLE 3 26,693 0 0
KOPIN CORP COM 500600101 714.00 17,000 SH SOLE 3 14,200 0 2,800
KOPIN CORP COM 500600101 672.00 16,000 SH SOLE 2 16,000
KOREA ELECTRIC POWER CRP ADR COM 500631106 1,855.10 110,750 SH SOLE 3 110,750 0 0
KOREA ELECTRIC POWER CRP ADR COM 500631106 1,598.60 95,440 SH OTH 3 57,400 0 38,040
KOREA TELECOM CORP - SP ADR COM 50063P103 1,711.30 22,893 SH SOLE 3 22,893 0 0
KOREA TELECOM CORP - SP ADR COM 50063P103 3,050.80 40,814 SH OTH 3 16,506 0 15,160
KOREA TELECOM CORP ADS COM 50063P103 1,319.34 17,650 SH SOLE 2 17,650
KOREA TELECOM CORP ADS COM 50063P103 1,450.15 19,400 SH SOLE 2 19,400
KPNQWEST N.V. COM N50919104 863.81 13,550 SH SOLE 2 13,550
KROGER CO COM 501044101 183.10 9,700 SH SHD 1 9,700 0 0
KROGER CO COM 501044101 53,091.80 2,812,813 SH SOLE 3 2,718,813 0 60,200
KROGER CO COM 501044101 420.90 22,300 SH OTH 3 22,300 0 0
KROGER CO COM 501044101 1,338.24 70,900 SH SOLE 4 70,900
KROGER CO COM 501044101 12,916.37 684,311 SH SOLE 2 684,311
KROGER CO COM 501044101 17,012.60 901,330 SH SOLE 2 901,330
KRONOS INC COM 501052104 1,089.00 18,150 SH SOLE 3 16,050 0 2,100
KRUG INTERNATIONAL CORP COM 501067102 123.64 70,652 SH SOLE 2 70,652
KULICKE & SOFFA INDS COM 501242101 519.30 12,200 SH SOLE 3 10,500 0 1,700
KYOCERA CORP ADR COM 501556203 768.71 2,934 SH SOLE 2 2,934
L-3 COMMUNICATIONS CORP COM 502424104 70.80 1,700 SH SOLE 3 1,700 0 0
L.G. ELECTRONICS GDR 144A COM 50185P106 436.00 42,330 SH OTH 3 0 0 42,330
LA ELECTRICIDAD DE CARAC - ADR COM 12477A106 1,379.50 89,000 SH SOLE 3 89,000 0 0
LA ELECTRICIDAD DE CARAC - ADR COM 12477A106 9,157.70 579,600 SH OTH 3 0 0 0
LA Z BOY CHAIR CO COM 505336107 1,671.20 99,400 SH SOLE 3 89,000 0 10,400
LACLEDE GAS CO COM 505588103 2,162.50 100,000 SH SOLE 3 92,300 0 6,400
LAFARGE CORP COM 505862102 698.90 25,300 SH SOLE 3 25,300 0 0
LAFARGE CORP COM 505862102 469.60 17,000 SH OTH 3 4,600 0 12,400
LAKEHEAD PIPE LINE PTNRS LP COM 511557100 30,537.25 877,192 SH SOLE 2 877,192
LAKEHEAD PIPE LINE PTNRS LP COM 511557100 31,608.95 907,977 SH SOLE 2 907,977
LAKES GAMING INC. COM 51206P109 615.10 77,499 SH SOLE 3 77,499 0 0
LAM RESEARCH CORP COM 512807108 7,374.30 66,100 SH SOLE 3 62,200 0 3,900
LAM RESEARCH CORP COM 512807108 167.30 1,500 SH OTH 3 1,500 0 0
LAMAR ADVERTISING COM 512815101 321.00 5,300 SH SOLE 3 5,300 0 0
LAMAR ADVERTISING COM 512815101 539.00 8,900 SH OTH 3 1,300 0 7,600
LAMAR ADVERTISING CO COM 512815101 302.81 5,000 SH SOLE 2 5,000
LAMAR ADVERTISING CO CNV 512815AF8 3,145.50 2,160,000 SH SOLE 2 2,160,000
LAMAR ADVERTISING CO CNV 512815AF8 9,469.99 6,503,000 SH SOLE 2 6,503,000
LAMAR ADVERTISING CO CVNTS5.25%9/15/06CNV 512815AF8 220.76 150,000 SH SOLE 4 150,000
LANCASTER COLONY CORP COM 513847103 5,714.10 172,500 SH SOLE 3 150,500 0 22,000
LANCASTER COLONY CORP COM 513847103 142.40 4,300 SH OTH 3 4,300 0 0
LANCE INC COM 514606102 68.00 6,800 SH SOLE 3 0 0 6,800
LANCER CORP COM 514614106 114.24 24,700 SH SOLE 2 24,700
LANDAMERICA FINANCIAL GRP COM 514936103 262.80 14,300 SH SOLE 3 11,300 0 3,000
LANDAUER,INC COM 51476K103 2,187.50 100,000 SH SOLE 3 100,000 0 0
LANDRY'S SEAFOOD RESTAURANTS COM 51508L103 83.40 9,600 SH SOLE 3 4,900 0 4,700
LAND'S END INC COM 515086106 10,828.10 311,600 SH SOLE 3 295,300 0 13,900
LAND'S END INC COM 515086106 764.50 22,000 SH OTH 3 2,400 0 19,600
LANDSTAR SYSTEM INC COM 515098101 6,156.40 143,800 SH SOLE 3 141,200 0 0
LANDSTAR SYSTEM INC COM 515098101 34.20 800 SH OTH 3 800 0 0
LANIER WORLDWIDE COM 51589L105 3.10 800 SH SOLE 3 800 0 0
LANIER WORLDWIDE INC COM 51589L105 1,016.15 262,232 SH SOLE 2 262,232
LARSCOM INC CL-A COM 51729Y108 653.13 100,000 SH SOLE 2 100,000
LASER VISION CTRS INC COM 51807H100 495.40 46,900 SH SOLE 3 43,200 0 3,700
LASERSIGHT INC COM 517924106 565.00 56,500 SH SOLE 2 56,500
LASON INC. COM 51808R107 433.40 39,400 SH SOLE 3 36,700 0 2,700
LASON INC. COM 51808R107 13.20 1,200 SH OTH 3 1,200 0 0
LATERAL VECTOR RESOURCES INC COM 517929105 1.97 15,000 SH SOLE 2 15,000
LATTICE SEMICONDUCTOR CORP COM 518415104 2,153.60 45,700 SH SOLE 3 41,200 0 4,500
LAYNE CHRISTENSEN CO COM 521050104 217.50 30,000 SH SOLE 2 30,000
LEAP WIRELESS INTL INC COM 521863100 1,483.70 18,900 SH SOLE 3 17,200 0 1,700
LEAP WIRELESS INTL INC COM 521863100 5,872.19 74,805 SH SOLE 2 74,805
LEAR CORP COM 521865105 60.80 1,900 SH SOLE 3 1,900 0 0
LEARN2.COM INC COM 522002104 76.80 23,400 SH SOLE 3 21,100 0 2,300
LEARN2.COM INC COM 522002104 49.22 15,000 SH SOLE 2 15,000
LEASING SOLUTIONS INC COM 522113109 465.00 20,000 SH SOLE 2 20,000
LEDYARD NATL BK HANOVER N H COM 52334P102 443.76 12,000 SH SOLE 2 12,000
LEE ENTERPRISES INC COM 523768109 7,745.00 242,506 SH SOLE 3 232,306 0 7,400
LEE ENTERPRISES INC COM 523768109 574.88 18,000 SH SOLE 2 18,000
LEE ENTERPRISES INC CL-B COM 523768208 2,206.20 68,674 SH SOLE 3 68,674 0 0
LEGATO SYS INC COM 524651106 42,106.23 611,898 SH SOLE 2 611,898
LEGATO SYSTEMS INC COM 524651106 45,141.10 656,002 SH SOLE 3 648,402 0 7,600
LEGATO SYSTEMS INC COM 524651106 2,091.90 30,400 SH OTH 3 1,200 0 29,200
LEGG MASON INC COM 524901105 12,223.50 337,200 SH SOLE 3 310,300 0 26,900
LEGG MASON INC COM 524901105 978.80 27,000 SH OTH 3 0 0 27,000
LEGGETT & PLATT INC COM 524660107 587.40 27,400 SH SOLE 3 14,500 0 12,900
LEHMAN BROTHERS HLDGS INC COM 524908100 67,504.40 797,100 SH SOLE 3 765,400 0 23,500
LEHMAN BROTHERS HLDGS INC COM 524908100 4,175.10 49,300 SH OTH 3 28,000 0 19,900
LEHMAN BROTHERS HLDGS INC COM 524908100 1,044.45 12,333 SH SOLE 2 12,333
LENNAR CORP COM 526057104 121.90 7,500 SH SOLE 3 0 0 7,500
LEUCADIA NATIONAL CORP COM 527288104 85.60 3,700 SH SOLE 3 3,700 0 0
LEUCADIA NATIONAL CORP COM 527288104 60.10 2,600 SH OTH 3 2,600 0 0
LEVEL 3 COMMUNICATIONS COM 52729N100 41,595.20 508,033 SH SOLE 3 501,633 0 2,700
LEVEL 3 COMMUNICATIONS INC CNV 52729NAG5 3,907.72 2,785,000 SH SOLE 2 2,785,000
LEVEL 3 COMMUNICATIONS INC CNV 52729NAG5 6,047.49 4,310,000 SH SOLE 2 4,310,000
LEVEL 3 COMMUNICATIONS INC COM 52729N100 15,134.18 184,845 SH SOLE 2 184,845
LEVEL 3 COMMUNICATIONS INC COM 52729N100 45,342.38 553,800 SH SOLE 2 553,800
LEXMARK INTL GRP, INC. COM 529771107 2,705.90 29,900 SH SHD 1 29,900 0 0
LEXMARK INTL GRP, INC. COM 529771107 3,906.16 43,162 SH SOLE 2 43,162
LEXMARK INTL GRP, INC. COM 529771107 8,658.68 95,676 SH SOLE 2 95,676
LEXMARK INTL GRP, INC. COM 529771107 136,682.10 1,510,300 SH SOLE 3 1,466,600 0 33,800
LEXMARK INTL GRP, INC. COM 529771107 2,543.10 28,100 SH OTH 3 12,100 0 16,000
LG ELECTRONICS INC COM 50185P106 1,943.43 172,000 SH SOLE 2 172,000
LG&E ENERGY CORP COM 501917108 3,123.10 179,100 SH SOLE 3 179,100 0 0
LIBBEY INC COM 529898108 281.80 9,800 SH SOLE 3 7,900 0 1,900
LIBERTY CORP COM 530370105 1,143.30 27,100 SH SOLE 3 25,100 0 2,000
LIBERTY DIGITAL COM 530436104 72,312.10 973,900 SH SOLE 3 517,100 0 0
LIBERTY DIGITAL INC CL-A COM 530436104 12,167.87 163,877 SH SOLE 2 163,877
LIBERTY FINANCIAL COS COM 530512102 200.57 8,744 SH SOLE 2 8,744
LIBERTY FINANCIAL COS COM 530512102 249.97 10,898 SH SOLE 2 10,898
LIBERTY FINANCIAL COS COM 530512102 192.70 8,400 SH SOLE 3 3,400 0 5,000
LIBERTY PROPERTY TR SBI COM 531172104 217.80 8,800 SH SOLE 2 8,800
LIBERTY PROPERTY TR SBI COM 531172104 535.84 21,650 SH SOLE 2 21,650
LIBERTY PROPERTY TRUST SBI COM 531172104 4,884.40 197,350 SH SOLE 3 173,700 0 23,650
LIFE RE (SWISS RE) CAPITAL CNV 532163300 570.00 7,600 SH SOLE 2 7,600
LIFE RE (SWISS RE) CAPITAL CNV 532163300 750.00 10,000 SH SOLE 2 10,000
LIFELINE SYSTEM INC COM 532192101 6,168.00 411,200 SH SOLE 3 296,200 0 115,000
LIFELINE SYSTEM INC COM 532192101 30.00 2,000 SH OTH 3 2,000 0 0
LIFEPOINT HOSPITALS INC COM 53219L109 88.60 7,498 SH SOLE 3 7,498 0 0
LIFEPOINT HOSPITALS INC COM 53219L109 224.02 18,965 SH SOLE 2 18,965
LIGAND PHARMACEUTICALS INC COM 53220K207 267.59 20,784 SH SOLE 2 20,784
LIMITED INC. COM 532716107 948.50 21,900 SH SHD 1 21,900 0 0
LIMITED INC. COM 532716107 285.86 6,600 SH SOLE 2 6,600
LIMITED INC. COM 532716107 61,674.60 1,423,944 SH SOLE 3 1,268,044 0 155,900
LIMITED INC. COM 532716107 502.40 11,600 SH OTH 3 11,600 0 0
LINCARE HLDGS INC COM 532791100 1,998.00 57,600 SH SOLE 3 43,800 0 13,800
LINCARE HLDGS INC COM 532791100 2,462.80 71,000 SH OTH 3 1,500 0 69,500
LINCOLN ELECTRIC HLDGS INC COM 533900106 5,469.80 265,200 SH SOLE 3 262,300 0 2,900
LINCOLN ELECTRIC HLDGS INC COM 533900106 55.70 2,700 SH OTH 3 2,700 0 0
LINCOLN ELECTRIC HLDGS INC COM 533900106 6,024.89 292,116 SH SOLE 2 292,116
LINCOLN NATL.CORP. INC. COM 534187109 684.00 17,100 SH SOLE 3 12,400 0 4,700
LINDSAY MFG CO COM 535555106 91.20 5,000 SH SOLE 3 0 0 5,000
LINEAR TECHNOLOGY CORP COM 535678106 8,236.80 115,100 SH SOLE 3 96,900 0 18,200
LINEAR TECHNOLOGY CORP COM 535678106 5,302.80 74,100 SH OTH 3 1,400 0 72,700
LINEAR TECHNOLOGY CORP COM 535678106 415.06 5,800 SH SOLE 2 5,800
LINEAR TECHNOLOGY CORP COM 535678106 9,765.85 136,466 SH SOLE 2 136,466
LINEN N' THINGS COM 535679104 5.90 200 SH SOLE 3 200 0 0
LINEN N' THINGS COM 535679104 41.50 1,400 SH OTH 3 1,400 0 0
LIPOSOME INC COM 536310105 61.00 5,000 SH SOLE 3 0 0 5,000
LIQUID AUDIO,INC. COM 53631T102 4,001.50 152,438 SH SOLE 2 152,438
LITHIA MOTORS INC COM 536797103 507.60 28,400 SH SOLE 3 26,100 0 2,300
LITTELFUSE INC COM 537008104 1,429.20 58,900 SH SOLE 3 57,200 0 1,700
LITTELFUSE INC COM 537008104 43.70 1,800 SH OTH 3 1,800 0 0
LITTON INDS INC. COM 538021106 89.80 1,800 SH SHD 1 1,800 0 0
LITTON INDS INC. COM 538021106 9,286.70 186,200 SH SOLE 3 181,200 0 5,000
LITTON INDS INC. COM 538021106 1,850.40 37,100 SH OTH 3 1,300 0 35,800
LIZ CLAIBORNE INC. COM 539320101 5,292.10 140,654 SH SOLE 3 140,654 0 0
LNR PROPERTY CORP COM 501940100 3,486.10 175,400 SH SOLE 3 157,100 0 15,700
LNR PROPERTY CORP COM 501940100 2,011.35 101,200 SH SOLE 2 101,200
LOCAL FINANCIAL CORP COM 539553107 24.90 2,400 SH SOLE 3 2,400 0 0
LOCKHEED MARTIN CORP COM 539830109 1,203.10 55,000 SH SOLE 3 55,000 0 0
LOEWS CORP COM 540424108 44,751.00 737,400 SH SOLE 3 726,600 0 7,600
LOEWS CORP COM 540424108 855.70 14,100 SH OTH 3 14,100 0 0
LOEWS CORP CNV 540424AL2 204.38 250,000 SH SOLE 2 250,000
LOEWS CORP COM 540424108 345.92 5,700 SH SOLE 2 5,700
LONE STAR STEAKHOUSE SALOON COM 542307103 3.60 400 SH SOLE 3 400 0 0
LONE STAR STEAKHOUSE SALOON COM 542307103 412.20 46,200 SH OTH 3 0 0 46,200
LONG DRUG STORES CP (MD) COM 543162101 2,756.80 106,800 SH SOLE 3 103,000 0 3,800
LONG DRUG STORES CP (MD) COM 543162101 444.00 17,200 SH OTH 3 3,100 0 14,100
LONGVIEW FIBRE CO (WA) COM 543213102 75.50 5,300 SH SOLE 3 0 0 5,300
LOOKSMART LTD COM 543442107 97.20 3,600 SH SOLE 3 3,600 0 0
LOOKSMART LTD. COM 543442107 701.92 25,997 SH SOLE 2 25,997
LORAL SPACE & COMMUNICATIONS COM G56462107 1,662.00 68,360 SH SOLE 2 68,360
LOUIS DREYFUS NATURAL GAS CORP COM 546011107 382.40 21,100 SH SOLE 3 21,100 0 0
LOUISIANA PACIFIC CORP COM 546347105 296.70 21,100 SH SOLE 3 21,100 0 0
LOUISIANA PACIFIC CORP COM 546347105 473.90 33,700 SH OTH 3 0 0 33,700
LOWES COS INC COM 548661107 699.10 11,700 SH SHD 1 11,700 0 0
LOWES COS INC COM 548661107 52,039.30 870,951 SH SOLE 3 819,151 0 45,300
LOWES COS INC COM 548661107 478.00 8,000 SH OTH 3 6,900 0 0
LOWES COS INC COM 548661107 501.90 8,400 SH SOLE 2 8,400
LOWES COS INC COM 548661107 2,372.08 39,700 SH SOLE 2 39,700
LSI INDS INC COM 50216C108 56.20 2,600 SH SOLE 3 2,600 0 0
LSI LOGIC CORP COM 502161102 411.80 6,100 SH SHD 1 6,100 0 0
LSI LOGIC CORP COM 502161102 32,278.50 478,200 SH SOLE 3 465,700 0 6,700
LSI LOGIC CORP COM 502161102 101.20 1,500 SH OTH 3 1,500 0 0
LSI LOGIC CORP COM 502161102 206.15 3,054 SH SOLE 2 3,054
LSI LOGIC CORP COM 502161102 1,545.75 22,900 SH SOLE 2 22,900
LTV CORP (NEW) COM 501921100 820.50 198,900 SH SOLE 3 198,900 0 0
LTV CORP (NEW) COM 501921100 357.60 86,700 SH OTH 3 0 0 86,700
LTX CORP COM 502392103 1,024.80 45,800 SH SOLE 3 41,800 0 4,000
LUBRIZOL CORP COM 549271104 24.70 800 SH SOLE 3 800 0 0
LUBY'S INC COM 549282101 1,383.20 121,600 SH SOLE 3 111,000 0 10,600
LUCENT TECHNOLOGIES INC COM 549463107 4,421.70 58,956 SH SHD 1 58,956 0 0
LUCENT TECHNOLOGIES INC COM 549463107 607,502.70 8,100,036 SH SOLE 3 7,783,566 0 276,940
LUCENT TECHNOLOGIES INC COM 549463107 7,514.60 100,195 SH OTH 3 80,410 0 5,600
LUCENT TECHNOLOGIES INC COM 549463107 5,547.75 73,970 SH SOLE 4 73,970
LUCENT TECHNOLOGIES INC COM 549463107 108,894.75 1,451,930 SH SOLE 2 1,451,930
LUCENT TECHNOLOGIES INC COM 549463107 132,708.00 1,769,440 SH SOLE 2 1,769,440
LUKOIL HOLDING ADR COM 677862104 3,999.80 79,996 SH SOLE 3 79,996 0 0
LUKOIL HOLDING PREF ADR COM 677862302 729.10 71,136 SH SOLE 3 71,136 0 0
LUKOIL OIL CO SPON ADR COM 677991101 1,185.60 22,800 SH SOLE 4 22,800
LUMENON INNOVATIVE LIGHTWAVE COM 55024L109 257.50 10,000 SH SOLE 2 10,000
LUNAR CORP COM 550362107 193.80 27,200 SH SOLE 3 0 0 27,200
LUNAR CORP COM 550362107 71.25 10,000 SH SOLE 2 10,000
LUNCH MEDIA COM 518567102 196.90 10,400 SH SOLE 3 9,300 0 1,100
LUXTEC CORP (COM NEW) COM 550687305 163.35 59,400 SH SOLE 2 59,400
LXR BIOTECHNOLOGY INC COM 502468101 0.50 25,000 SH SOLE 2 25,000
LYCOS INC. COM 550818108 8,258.60 103,800 SH SOLE 3 101,800 0 900
LYCOS INC. COM 550818108 1,045.21 13,137 SH SOLE 2 13,137
LYCOS INC. COM 550818108 4,213.63 52,960 SH SOLE 2 52,960
LYDALL INC COM 550819106 4,320.20 652,100 SH SOLE 3 636,700 0 0
LYONDELL CHEMICAL CO COM 552078107 14.00 1,100 SH SOLE 3 1,100 0 0
M & T BANK CORP COM 55261F104 2,154.30 5,200 SH SOLE 3 5,200 0 0
M & T BANK CORP COM 55261F104 41.40 100 SH OTH 3 100 0 0
M&T BANK CORP COM 55261F104 414.25 1,000 SH SOLE 2 1,000
M.D.C.HLDGS,INC (DE) COM 552676108 2,638.60 168,200 SH SOLE 3 158,700 0 9,500
M.D.C.HLDGS,INC (DE) COM 552676108 54.90 3,500 SH OTH 3 3,500 0 0
M.S.CARRIERS INC COM 553533100 102.70 4,300 SH SOLE 3 0 0 4,300
M.S.CARRIERS INC COM 553533100 52.50 2,200 SH OTH 3 2,200 0 0
MAC-GRAY CORP COM 554153106 2,067.90 542,400 SH SOLE 3 405,800 0 136,600
MACERICH CO COM 554382101 3,498.60 168,100 SH SOLE 3 141,900 0 26,200
MACK-CALI REALTY COM 554489104 3,367.30 129,200 SH SOLE 3 103,400 0 25,800
MACK-CALI REALTY CORP COM 554489104 1,022.95 39,250 SH SOLE 2 39,250
MACK-CALI REALTY CORP COM 554489104 560.34 21,500 SH SOLE 2 21,500
MACROMEDIA INC COM 556100105 3,751.30 51,300 SH SOLE 3 50,100 0 500
MACROMEDIA INC COM 556100105 43.90 600 SH OTH 3 600 0 0
MACROVISION CORP COM 555904101 14.80 200 SH SOLE 3 200 0 0
MADISON GAS & ELEC COM 557497104 40.20 2,000 SH SOLE 3 0 0 2,000
MAF BANCORP INC. COM 55261R108 29.30 1,400 SH SOLE 3 1,400 0 0
MAGNA INTL INC CL A-SUB VOTING COM 559222401 413.16 9,750 SH SOLE 2 9,750
MAGNA INTL INC CV DB4.875% 2/15/05FA CNV 559222AG9 7,812.12 8,970,000 SH SOLE 4 8,970,000
MAGNA INTL INC CONV DEB CNV 559222AG9 4,921.48 5,773,000 SH SOLE 2 5,773,000
MAGNA INTL INC CONV DEB CNV 559222AG9 6,389.49 7,495,000 SH SOLE 2 7,495,000
MAGNETEK INC COM 559424106 842.50 109,589 SH SOLE 3 109,589 0 0
MAGNUM HUNTER RESOURCES INC COM 55972F203 92.00 32,000 SH SOLE 2 32,000
MAGYR TAVKOZLESI RT SP COM 559776109 3,496.30 97,120 SH SOLE 3 97,120 0 0
MAIL-WELL INC COM 560321200 7,608.76 563,612 SH SOLE 2 563,612
MAKER COMMUNICATIONS COM 560875106 944.80 22,100 SH SOLE 3 22,100 0 0
MAKER COMMUNICATIONS COM 560875106 51.30 1,200 SH OTH 3 1,200 0 0
MAKER COMMUNICATIONS INC COM 560875106 1,525.58 35,686 SH SOLE 2 35,686
MALLINCKRODT INC COM 561232109 435.80 13,700 SH SOLE 3 13,700 0 0
MALLINCKRODT INC COM 561232109 82.70 2,600 SH OTH 3 2,600 0 0
MANDALAY RESORT GRP COM 562567107 201.55 10,015 SH SOLE 2 10,015
MANDALAY RESORT GRP COM 562567107 1,127.00 56,000 SH SOLE 3 29,300 0 26,700
MANDALAY RESORT GRP COM 562567107 2,634.40 130,900 SH OTH 3 37,700 0 93,200
MANITOWOC CO INC COM 563571108 2,847.50 83,750 SH SOLE 3 79,100 0 4,650
MANITOWOC CO INC COM 563571108 57.80 1,700 SH OTH 3 1,700 0 0
MANNESMANN AG-SP ADR COM 563775303 324.07 1,350 SH SOLE 2 1,350
MANOR CARE INC COM 564055101 7,057.60 441,100 SH SOLE 3 441,100 0 0
MANPOWER INC COM. COM 56418H100 5,937.20 157,800 SH SOLE 3 150,000 0 7,800
MANPOWER INC COM. COM 56418H100 1,580.20 42,000 SH OTH 3 1,500 0 40,500
MANUFACTURED HOME CMNTYS INC COM 564682102 19,897.30 818,400 SH SOLE 3 113,000 0 705,400
MANUGISTICS GRP INC COM 565011103 323.13 10,000 SH SOLE 2 10,000
MANULIFE FINANCIAL CORP COM 56501R106 189.98 14,974 SH SOLE 2 14,974
MAPICS INC COM 564910107 238.60 18,900 SH SOLE 3 16,900 0 2,000
MAPINFO CORP COM 565105103 2,142.53 58,300 SH SOLE 2 58,300
MAPQUEST.COM INC COM 565644101 92.50 4,100 SH SOLE 3 3,500 0 600
MARIMBA INC COM 56781Q109 345.47 7,500 SH SOLE 2 7,500
MARINE DRILLING COS INC COM 568240204 109.90 4,900 SH SOLE 3 0 0 4,900
MARINE DRILLING COS INC COM 568240204 1,011.93 45,100 SH SOLE 2 45,100
MARINEMAX INC COM 567908108 95.00 10,000 SH SOLE 2 10,000
MARINER POST-ACUTE NETWORK COM 568459101 0.70 10,000 SH SOLE 2 10,000
MARITRANS INC. COM 570363101 545.03 101,400 SH SOLE 2 101,400
MARITRANS INC. COM 570363101 6,332.29 1,178,100 SH SOLE 2 1,178,100
MARK IV INDS INC COM 570387100 2,019.50 114,175 SH SOLE 3 107,875 0 6,300
MARK SOLUTIONS INC (NEW) COM 570418202 70.77 16,900 SH SOLE 2 16,900
MARKETING SPECIALISTS CORP COM 57060R107 3,716.20 991,000 SH SOLE 3 832,100 0 158,900
MARKETWATCH COM COM 570619106 127.80 3,500 SH SOLE 3 3,200 0 300
MARRIOTT INTERNATIONAL INC COM 571903202 660.86 20,938 SH SOLE 2 20,938
MARRIOTT INT'L A COM 571903202 366.10 11,600 SH SHD 1 11,600 0 0
MARRIOTT INT'L A COM 571903202 122,295.10 3,874,696 SH SOLE 3 2,889,246 0 973,630
MARRIOTT INT'L A COM 571903202 1,885.40 59,737 SH OTH 3 26,970 0 23,100
MARSH & MCLENNAN CO INC COM 571748102 2,516.60 26,300 SH SHD 1 26,300 0 0
MARSH & MCLENNAN CO INC COM 571748102 52,991.70 553,800 SH SOLE 3 524,500 0 29,300
MARSH & MCLENNAN CO INC COM 571748102 3,119.40 32,600 SH OTH 3 32,600 0 0
MARSH & MCLENNAN CO INC COM 571748102 281.32 2,940 SH SOLE 2 2,940
MARSH & MCLENNAN CO INC COM 571748102 947.69 9,904 SH SOLE 2 9,904
MARSHALL & ILSLEY CORP COM 571834100 358.00 5,700 SH SOLE 3 5,700 0 0
MARSHALL & ILSLEY CORP COM 571834100 472.35 7,520 SH SOLE 2 7,520
MARTIN MARIETTA MATERIALS,INC COM 573284106 1,168.50 28,500 SH SOLE 3 21,600 0 6,900
MASCO CORP COM 574599106 545.60 21,500 SH SOLE 3 21,500 0 0
MASCO CORP COM 574599106 947.25 37,330 SH SOLE 2 37,330
MASCO CORP COM 574599106 3,553.21 140,028 SH SOLE 2 140,028
MASCOTECH INC COM 574670105 66.00 5,200 SH SOLE 3 1,700 0 3,500
MASCOTECH INC COM 574670105 190.31 15,000 SH SOLE 2 15,000
MASTEC INC COM 576323109 618.50 13,900 SH SOLE 3 11,500 0 2,400
MASTEC INC COM 576323109 890.00 20,000 SH SOLE 2 20,000
MASTECH CORP COM 57632N105 99.00 4,000 SH SOLE 3 0 0 4,000
MATERIAL SCIENCES CORP COM 576674105 106.00 10,400 SH SOLE 3 10,400 0 0
MATHSOFT INC COM 576798102 88.97 19,500 SH SOLE 2 19,500
MATRIA HEALTHCARE INC COM 576817100 66.00 16,000 SH SOLE 2 16,000
MATRIA HEALTHCARE INC COM 576817100 503.25 122,000 SH SOLE 2 122,000
MATRIX BANCORP INC COM 576819106 180.00 15,000 SH SOLE 2 15,000
MATTEL INC COM 577081102 255.90 19,500 SH SOLE 3 19,500 0 0
MATTEL INC COM 577081102 2,356.45 179,539 SH SOLE 2 179,539
MATTEL INC COM 577081102 3,598.56 274,176 SH SOLE 2 274,176
MAVERICK TUBE CORP. COM 577914104 42.00 1,700 SH SOLE 3 0 0 1,700
MAXIM INTEGRATED PRODUCTS INC COM 57772K101 3,907.10 82,800 SH SOLE 3 55,600 0 27,200
MAXIM INTEGRATED PRODUCTS INC COM 57772K101 4,284.60 90,800 SH OTH 3 0 0 90,800
MAXIM INTEGRATED PRODUCTS INC COM 57772K101 2,220.17 47,050 SH SOLE 2 47,050
MAXIM INTEGRATED PRODUCTS INC COM 57772K101 6,649.47 140,916 SH SOLE 2 140,916
MAXIMUS INC COM 577933104 587.10 17,300 SH SOLE 3 14,800 0 2,500
MAXIMUS INC COM 577933104 2,170.17 63,946 SH SOLE 2 63,946
MAXTOR CORP COM 577729205 260.30 35,900 SH SOLE 3 33,900 0 0
MAXXIM MEDICAL INC COM 57777G105 0.00 218,407 SH SOLE 2 218,407
MAXYGEN INC. COM 577776107 3,722.18 52,425 SH SOLE 2 52,425
MAXYGEN INC. COM 577776107 14,242.81 200,603 SH SOLE 2 200,603
MAXYGEN INC. COM 577776107 1,622.35 22,850 SH SOLE 4 22,850
MAY DEPT.STORES CO. COM 577778103 116.10 3,600 SH SHD 1 3,600 0 0
MAY DEPT.STORES CO. COM 577778103 29,192.70 905,200 SH SOLE 3 798,350 0 98,150
MAY DEPT.STORES CO. COM 577778103 625.60 19,400 SH OTH 3 4,700 0 14,700
MAY DEPT.STORES CO. COM 577778103 647.45 20,076 SH SOLE 2 20,076
MAYTAG CORP COM 578592107 261.36 5,445 SH SOLE 2 5,445
MAYTAG CORP COM 578592107 19.20 400 SH SOLE 3 0 0 400
MBIA INC COM 55262C100 295.80 5,600 SH SHD 1 5,600 0 0
MBIA INC COM 55262C100 5,180.90 98,100 SH SOLE 3 98,100 0 0
MBIA INC COM 55262C100 285.20 5,400 SH OTH 3 5,400 0 0
MBIA INC COM 55262C100 657.99 12,459 SH SOLE 2 12,459
MBNA CORP COM 55262L100 184,367.70 6,765,787 SH SOLE 2 6,765,787
MBNA CORP COM 55262L100 361,486.07 13,265,544 SH SOLE 2 13,265,544
MBNA CORP COM 55262L100 190,066.60 6,974,922 SH SOLE 3 4,956,902 0 2,000,525
MBNA CORP COM 55262L100 3,257.40 119,536 SH OTH 3 55,570 0 40,950
MBNA CORP COM 55262L100 21,118.53 774,992 SH SOLE 4 774,992
MC CLATCHY CO (HLDG CO) COM 579489105 6,213.60 143,667 SH SOLE 2 143,667
MC CLATCHY NEWSPAPERS INC COM 579489105 7,010.80 162,100 SH SOLE 3 159,600 0 2,500
MC CLATCHY NEWSPAPERS INC COM 579489105 151.40 3,500 SH OTH 3 3,500 0 0
MC DONALDS CORP COM 580135101 26,475.40 656,754 SH SOLE 2 656,754
MC DONALDS CORP COM 580135101 7,372.87 182,893 SH SOLE 2 182,893
MC DONALDS CORP COM 580135101 90,273.40 2,239,340 SH SOLE 3 1,024,790 0 1,212,440
MC DONALDS CORP COM 580135101 834.30 20,697 SH OTH 3 10,200 0 5,300
MC SHIPPING INC COM 55267Q104 25.00 25,000 SH SOLE 2 25,000
MCCORMICK & CO NON VINTG COM 579780206 229.10 7,700 SH SHD 1 7,700 0 0
MCCORMICK & CO NON VINTG COM 579780206 2,552.60 85,800 SH SOLE 3 68,100 0 14,700
MCDERMOTT INTL COM 580037109 99.69 11,000 SH SOLE 2 11,000
MCGRAW-HILL COS INC COM 580645109 505.30 8,200 SH SOLE 3 6,300 0 1,900
MCGRAW-HILL COS INC COM 580645109 67.80 1,100 SH OTH 3 0 0 0
MCI WORLDCOM INC COM 55268B106 52,162.35 983,036 SH SOLE 4 983,036
MCI WORLDCOM INC CLL 55268B106 58.59 25,000 SH CALL SOLE 2 25,000
MCI WORLDCOM INC COM 55268B106 139,950.65 2,637,468 SH SOLE 2 2,637,468
MCI WORLDCOM INC COM 55268B106 207,571.80 3,911,836 SH SOLE 2 3,911,836
MCI WORLDCOM INC. COM 55268B106 3,448.10 64,982 SH SHD 1 64,982 0 0
MCI WORLDCOM INC. COM 55268B106 812,256.90 15,307,551 SH SOLE 3 11,802,640 0 2,823,551
MCI WORLDCOM INC. COM 55268B106 7,015.70 132,215 SH OTH 3 85,775 0 29,250
MCKESSON HBOC INC COM 58155Q103 994.68 44,208 SH SOLE 2 44,208
MCKESSON HBOC INC COM 58155Q103 11,046.47 490,954 SH SOLE 2 490,954
MCKESSON HBOC, INC COM 58155Q103 2,098.10 93,249 SH SOLE 3 93,249 0 0
MCLEODUSA INC CL-A COM 582266102 7,588.87 128,898 SH SOLE 2 128,898
MCLEODUSA INC CL-A COM 582266102 23,770.20 403,740 SH SOLE 3 403,740 0 0
MCLEODUSA INC CL-A COM 582266102 117.80 2,000 SH OTH 3 2,000 0 0
MCWHORTER TECHNOLOGIES INC COM 582803102 918.40 57,400 SH SOLE 3 57,400 0 0
MEAD CORP COM 582834107 6,764.40 155,727 SH SOLE 3 155,727 0 0
MEAD CORP COM 582834107 394.15 9,074 SH SOLE 2 9,074
MECHANICAL TECHNOLOGY INC COM 583538103 1,049.06 45,121 SH SOLE 2 45,121
MEDAREX INC COM 583916101 439.62 11,802 SH SOLE 2 11,802
MEDCO RESEARCH INC COM 584059109 1,400.90 46,600 SH SOLE 3 42,700 0 3,900
MEDEVA PLC ADR COM 58410H203 232.20 21,600 SH SOLE 2 21,600
MEDFIRST HEALTHCARE INC CV NT CNV 584991AA1 1,500.00 1,500,000 SH SOLE 2 1,500,000
MEDIA GENERAL INC CL A COM 584404107 13,499.20 259,600 SH SOLE 3 256,100 0 1,900
MEDIA GENERAL INC CL A COM 584404107 114.40 2,200 SH OTH 3 0 0 0
MEDIA GENERAL INC CL A COM 584404107 208.00 4,000 SH SOLE 2 4,000
MEDIA METRIX INC COM 58440X103 78.70 2,200 SH SOLE 3 2,000 0 200
MEDIAONE GRP INC COM 58440J104 1,605.61 20,903 SH SOLE 2 20,903
MEDIAONE GRP INC COM 58440J104 13,800.06 179,659 SH SOLE 2 179,659
MEDIAONE GRP, INC(PIES) CNV 58440J401 564.45 5,300 SH SOLE 2 5,300
MEDIAONE GRP, INC(PIES) CNV 58440J401 11,395.50 107,000 SH SOLE 2 107,000
MEDIAONE GRP, INC. COM 58440J104 645.20 8,400 SH SHD 1 8,400 0 0
MEDIAONE GRP, INC. COM 58440J104 469,725.50 6,115,222 SH SOLE 3 4,518,202 0 1,219,650
MEDIAONE GRP, INC. COM 58440J104 5,610.20 73,037 SH OTH 3 36,150 0 25,800
MEDICAL ALLIANCE INC COM 58449S105 334.03 161,954 SH SOLE 2 161,954
MEDICAL ASSURANCE INC COM 58449U100 244.50 11,539 SH SOLE 3 11,539 0 0
MEDICAL MANAGER CORP COM 58461U103 801.30 9,511 SH SOLE 2 9,511
MEDICAL MANAGER CORP(NEW) COM 58461U103 16.90 200 SH SOLE 3 0 0 200
MEDICIS PHARMACEUTICAL CORP COM 584690309 212.81 5,000 SH SOLE 2 5,000
MEDICIS PHARMACEUTICAL CORP COM 584690309 640.60 15,050 SH SOLE 3 12,100 0 2,950
MEDICONSULT.COM INC COM 58469J100 35.60 5,700 SH SOLE 3 5,000 0 700
MEDIMMUNE INC COM 584699102 3,068.70 18,500 SH SOLE 3 11,600 0 6,900
MEDIMMUNE INC COM 584699102 4,329.30 26,100 SH OTH 3 1,000 0 25,100
MEDITR CORP-PAIRED STK NEW COM 58501T306 136.96 24,901 SH SOLE 2 24,901
MEDITR CORP-PAIRED STK NEW COM 58501T306 682.00 124,000 SH SOLE 2 124,000
MEDIWARE INFORMATION SYS INC COM 584946107 438.42 56,570 SH SOLE 2 56,570
MEDQUIST INC COM 584949101 347.00 13,443 SH SOLE 2 13,443
MEDQUIST INC COM 584949101 11,653.98 451,486 SH SOLE 2 451,486
MEDQUIST INC COM 584949101 4,024.20 155,900 SH SOLE 3 151,800 0 4,100
MEDQUIST INC COM 584949101 33.60 1,300 SH OTH 3 1,300 0 0
MEDTRONIC INC COM 585055106 39,180.70 1,075,284 SH SOLE 3 1,070,884 0 4,400
MEDTRONIC INC COM 585055106 48,412.90 1,328,656 SH SOLE 4 1,328,656
MEDTRONIC INC COM 585055106 128,038.79 3,513,929 SH SOLE 2 3,513,929
MEDTRONIC INC COM 585055106 252,222.05 6,922,046 SH SOLE 2 6,922,046
MELLON FINANCIAL CORP COM 58551A108 36,193.10 1,062,550 SH SOLE 3 1,042,650 0 15,000
MELLON FINANCIAL CORP COM 58551A108 476.90 14,000 SH OTH 3 14,000 0 0
MELLON FINANCIAL CORP COM 58551A108 1,532.34 44,986 SH SOLE 2 44,986
MELLON FINANCIAL CORP COM 58551A108 545.00 16,000 SH SOLE 2 16,000
MEMC ELECTRONIC MATERIAL COM 552715104 122.50 10,000 SH SOLE 2 10,000
MEMC ELECTRONIC MATERIAL COM 552715104 3,411.60 278,500 SH SOLE 3 272,700 0 2,600
MENS WEARHOUSE INC (THE) COM 587118100 111.60 3,800 SH SOLE 3 0 0 3,800
MENTOR CORP MINN COM 587188103 1,079.00 41,800 SH SOLE 3 41,800 0 0
MENTOR GRAPHICS CORP COM 587200106 10,888.90 825,700 SH SOLE 3 810,500 0 7,600
MER LYNCH BIOTECH HOLDRS TR COM 09067D201 387.45 2,700 SH SOLE 2 2,700
MERANT PLC SP ADR COM 587336108 1,147.09 37,003 SH SOLE 2 37,003
MERCANTILE BANKSHARES CORP COM 587405101 70.30 2,200 SH SOLE 3 2,200 0 0
MERCANTILE BANKSHARES CORP COM 587405101 2,055.20 64,350 SH OTH 3 0 0 64,350
MERCHANTS NEW YORK BANCORP INC COM 589167105 3,290.12 192,124 SH SOLE 2 192,124
MERCK & CO.INC. COM 589331107 4,461.20 66,400 SH SHD 1 66,400 0 0
MERCK & CO.INC. COM 589331107 124,467.33 1,852,537 SH SOLE 2 1,852,537
MERCK & CO.INC. COM 589331107 214,714.72 3,195,754 SH SOLE 2 3,195,754
MERCK & CO.INC. COM 589331107 539,283.90 8,026,551 SH SOLE 3 7,645,167 0 345,190
MERCK & CO.INC. COM 589331107 4,720.30 70,256 SH OTH 3 58,010 0 4,900
MERCK & CO.INC. COM 589331107 15,850.88 235,920 SH SOLE 4 235,920
MERCURY COMPUTER SYSTEMS INC COM 589378108 490.00 14,000 SH SOLE 3 11,600 0 2,400
MERCURY INTERACTIVE CORP COM 589405109 3,561.90 33,000 SH SOLE 3 29,600 0 3,400
MEREDITH CORP. COM 589433101 316.80 7,600 SH SOLE 3 7,600 0 0
MEREDITH CORP. COM 589433101 550.30 13,200 SH OTH 3 2,000 0 11,200
MERISEL INC COM 589849108 81.90 62,400 SH SOLE 3 56,500 0 5,900
MERISEL INC COM 589849108 216.56 165,000 SH SOLE 2 165,000
MERISTAR HOSPITALITY COM 58984Y103 1,753.60 109,600 SH SOLE 3 99,100 0 10,500
MERISTAR HOTELS & RESORTS INC COM 589988104 178.13 50,000 SH SOLE 2 50,000
MERITOR AUTOMOTIVE INC. COM 59000G100 399.10 20,600 SH SOLE 3 7,400 0 13,200
MERITOR AUTOMOTIVE INC. COM 59000G100 77.50 4,000 SH OTH 3 4,000 0 0
MERIX CORP COM 590049102 330.00 30,000 SH SOLE 2 30,000
MERRILL LYNCH CO INC COM 590188108 749.80 9,000 SH SHD 1 9,000 0 0
MERRILL LYNCH CO INC COM 590188108 136,690.80 1,640,700 SH SOLE 3 1,229,900 0 401,900
MERRILL LYNCH CO INC COM 590188108 2,091.10 25,100 SH OTH 3 8,800 0 16,300
MERRILL LYNCH CO INC COM 590188108 6,615.85 79,410 SH SOLE 4 79,410
MERRILL LYNCH CO INC CLL 590188108 85.31 15,000 SH CALL SOLE 2 15,000
MERRILL LYNCH CO INC COM 590188108 63,954.67 767,648 SH SOLE 2 767,648
MERRILL LYNCH CO INC COM 590188108 196,219.60 2,355,224 SH SOLE 2 2,355,224
MESSAGEMEDIA INC COM 590787107 111.10 7,900 SH SOLE 3 7,900 0 0
MESSAGEMEDIA INC COM 590787107 193.44 13,756 SH SOLE 2 13,756
MET-PRO CORP COM 590876306 2,217.00 221,700 SH SOLE 3 102,800 0 118,900
META GRP INC COM 591002100 293.55 15,450 SH SOLE 2 15,450
METACREATIONS CORP COM 591016100 2,191.41 255,000 SH SOLE 2 255,000
METAL MNGMT INC COM 591097100 75.00 20,000 SH SOLE 2 20,000
METALS USA INC COM 591324108 2,577.50 303,234 SH SOLE 3 296,234 0 7,000
METALS USA INC COM 591324108 276.25 32,500 SH SOLE 2 32,500
METAMOR WORLDWIDE INC COM 59133P100 1,136.54 39,023 SH SOLE 2 39,023
METAMOR WORLDWIDE INC COM 59133P100 669.88 23,000 SH SOLE 2 23,000
METAMOR WORLDWIDE INC. COM 59133P100 2,254.30 77,400 SH SOLE 3 72,700 0 4,700
METASOLV SOFTWARE INC COM 591393103 1,487.80 18,200 SH SOLE 3 18,200 0 0
METHANEX CORP COM 59151K108 5,650.60 2,152,600 SH SOLE 3 2,114,000 0 0
METHODE ELECTRONICS INC CL A COM 591520200 1,860.00 57,900 SH SOLE 3 50,800 0 7,100
METHODE ELECTRONICS INC CL A COM 591520200 48.20 1,500 SH OTH 3 1,500 0 0
METRICOM INC COM 591596101 338.10 4,300 SH SOLE 3 4,300 0 0
METRICOM INC COM 591596101 15.70 200 SH OTH 3 200 0 0
METRIS COS INC COM 591598107 1,849.30 51,819 SH SOLE 3 47,318 0 4,501
METRO-GOLDMAN-MAYER INC COM 591610100 7,285.50 309,200 SH SOLE 3 277,300 0 31,900
METRO-GOLDMAN-MAYER INC COM 591610100 855.30 36,300 SH OTH 3 7,400 0 28,900
METROCALL INC COM 591647102 1,917.30 1,136,195 SH SOLE 3 728,075 0 408,120
METROMEDIA FIBER NETWORK A COM 591689104 378.70 7,900 SH SOLE 3 7,900 0 0
METROMEDIA FIBER NETWORK A COM 591689104 1,040.24 21,700 SH SOLE 2 21,700
METROMEDIA FIBER NETWORK A COM 591689104 2,186.38 45,609 SH SOLE 2 45,609
METROMEDIA INTL GRP INC COM 591695101 165.13 34,764 SH SOLE 2 34,764
METROPOLIS REALTY TR, INC. COM 591730106 30,326.97 1,123,221 SH SOLE 2 1,123,221
METROPOLITAN FINANCIAL CORP COM 59189N108 216.90 48,200 SH SOLE 2 48,200
METTLER-TOLDEO INTL COM 592688105 183.30 4,800 SH SOLE 3 0 0 4,800
MEYERS INDS INC COM 628464109 50.20 3,190 SH SOLE 3 3,190 0 0
MG NATURAL RESOURCES CORP COM 55302D100 13.13 21,000 SH SOLE 2 21,000
MGC COMMUNICATIONS COM 552763302 1,192.63 23,500 SH SOLE 2 23,500
MGC COMMUNICATIONS INC COM 552763302 974.40 19,200 SH SOLE 3 17,200 0 2,000
MGIC INVESTMENT CORP COM 552848103 662.10 11,000 SH SHD 1 11,000 0 0
MGIC INVESTMENT CORP COM 552848103 15,841.40 263,200 SH SOLE 3 262,600 0 600
MGIC INVESTMENT CORP COM 552848103 439.40 7,300 SH OTH 3 7,300 0 0
MGIC INVESTMENT CORP COM 552848103 3,766.41 62,578 SH SOLE 2 62,578
MGIC INVESTMENT CORP COM 552848103 4,560.35 75,769 SH SOLE 2 75,769
MGM GRAND INC. COM 552953101 4,404.20 87,537 SH SOLE 3 83,490 0 483
MIAMI COMPUTER SUPPLY CORP COM 593261100 155.90 4,200 SH SOLE 3 0 0 4,200
MICHAEL ANTHONY JEWELERS INC COM 594060105 1,430.00 486,800 SH SOLE 3 272,100 0 214,700
MICHAELS STORES INC COM 594087108 2,895.60 101,600 SH SOLE 3 96,800 0 4,800
MICHAELS STORES INC COM 594087108 57.00 2,000 SH OTH 3 2,000 0 0
MICREL INC COM 594793101 119.60 2,100 SH SOLE 3 0 0 2,100
MICRO SYS INC. COM 594901100 22.20 300 SH SOLE 3 300 0 0
MICRO WAREHOUSE INC COM 59501B105 854.70 46,200 SH SOLE 3 37,200 0 9,000
MICRO WAREHOUSE INC COM 59501B105 382.90 20,700 SH OTH 3 700 0 20,000
MICROCHIP TECHNOLOGY COM 595017104 4,099.40 59,900 SH SOLE 3 55,600 0 4,300
MICROCHIP TECHNOLOGY COM 595017104 1,587.80 23,200 SH OTH 3 900 0 22,300
MICROFINANCIAL INC COM 595072109 233.75 20,000 SH SOLE 2 20,000
MICROGRAFX INC. COM 595077108 65.63 15,000 SH SOLE 2 15,000
MICROMUSE INC COM 595094103 1,632.00 9,600 SH SOLE 3 8,700 0 900
MICRON ELECTRONICS INC COM 595100108 956.75 86,000 SH SOLE 2 86,000
MICRON TECHNOLOGY INC COM 595112103 396.50 5,100 SH SHD 1 5,100 0 0
MICRON TECHNOLOGY INC CNV 595112AB9 347.63 270,000 SH SOLE 2 270,000
MICRON TECHNOLOGY INC COM 595112103 693.45 8,919 SH SOLE 2 8,919
MICRON TECHNOLOGY INC COM 595112103 12,629.55 162,438 SH SOLE 2 162,438
MICRON TECHNOLOGY INC COM 595112103 6,857.60 88,200 SH SOLE 3 87,900 0 300
MICRON TECHNOLOGY INC COM 595112103 171.10 2,200 SH OTH 3 2,200 0 0
MICROSOFT CORP COM 594918104 16,566.80 141,900 SH SHD 1 141,900 0 0
MICROSOFT CORP COM 594918104 1,850,500.30 15,850,110 SH SOLE 3 14,500,040 0 1,089,370
MICROSOFT CORP COM 594918104 30,814.40 263,935 SH OTH 3 201,520 0 35,200
MICROSOFT CORP. CLL 594918104 222.50 5,000 SH CALL SOLE 2 5,000
MICROSOFT CORP. COM 594918104 350,324.95 3,000,642 SH SOLE 2 3,000,642
MICROSOFT CORP. COM 594918104 704,724.02 6,036,180 SH SOLE 2 6,036,180
MICROSOFT CORP. PUT 594918104 1.05 11,200 SH PUT SOLE 2 11,200
MICROSOFT CORP. PUT 594918104 1.88 30,100 SH PUT SOLE 2 30,100
MICROSOFT CORP. PUT 594918104 11.25 20,000 SH PUT SOLE 2 20,000
MICROSOFT CORP. PUT 594918104 3.75 12,000 SH PUT SOLE 2 12,000
MICROSOFT CORP. PUT 594918104 11.11 118,500 SH PUT SOLE 2 118,500
MICROSOFT CORP. PUT 594918104 17.06 182,000 SH PUT SOLE 2 182,000
MICROSOFT CORP. COM 594918104 35,454.41 303,678 SH SOLE 4 303,678
MICROSTRATEGY INC COM 594972101 9,324.00 44,400 SH SOLE 3 41,000 0 3,400
MICROSTRATEGY INC COM 594972101 147.00 700 SH OTH 3 700 0 0
MICROSTRATEGY INC COM 594972101 840.00 4,000 SH SOLE 2 4,000
MICROSTRATEGY INC COM 594972101 2,793.00 13,300 SH SOLE 2 13,300
MICROTOUCH SYS INC COM 595145103 190.79 15,112 SH SOLE 2 15,112
MID AMERICA BANCORP COM 595915109 70.50 2,472 SH SOLE 3 1,030 0 1,442
MIDAS INC. COM 595626102 1,348.60 61,649 SH SOLE 3 61,649 0 0
MIDLAND CO COM 597486109 16.60 800 SH SOLE 3 800 0 0
MIDWAY GAMES INC COM 598148104 2,688.20 112,300 SH SOLE 3 107,100 0 5,200
MIDWAY GAMES INC COM 598148104 43.10 1,800 SH OTH 3 1,800 0 0
MIDWAY GAMES INC COM 598148104 397.03 16,586 SH SOLE 2 16,586
MIKASA INC. COM 59862T109 21.10 2,100 SH SOLE 3 2,100 0 0
MILACRON INC COM 598709103 6,832.60 444,400 SH SOLE 3 431,000 0 6,200
MILLENNIUM CHEMICALS INC COM 599903101 14,338.50 726,000 SH SOLE 3 721,000 0 0
MILLENNIUM CHEMICALS INC COM 599903101 47.40 2,400 SH OTH 3 2,400 0 0
MILLENNIUM PHARMACEUTICALS INC COM 599902103 2,669.36 21,880 SH SOLE 2 21,880
MILLENNIUM PHARMACEUTICALS INC COM 599902103 6,818.21 55,887 SH SOLE 2 55,887
MILLENNIUM PHARMACEUTICALS INC COM 599902103 41,589.80 340,900 SH SOLE 3 334,700 0 6,200
MILLENNIUM PHARMACEUTICALS INC COM 599902103 1,403.00 11,500 SH OTH 3 700 0 10,800
MILLER HERMAN INC. COM 600544100 4,156.10 180,700 SH SOLE 3 175,500 0 5,200
MILLER HERMAN INC. COM 600544100 2,099.90 91,300 SH OTH 3 0 0 91,300
MILLER INDS INC COM 600551105 143.75 50,000 SH SOLE 2 50,000
MILLICOM INT'L CELLULAR S.A. COM L6388F102 358.66 5,750 SH SOLE 2 5,750
MINDSPRING ENTERPRISES INC COM 602683104 520.20 19,700 SH SOLE 3 19,400 0 100
MINDSPRING ENTERPRISES INC COM 602683104 15.80 600 SH OTH 3 600 0 0
MINDSPRING ENTERPRISES INC COM 602683104 357.54 13,540 SH SOLE 2 13,540
MINE SAFETY APPLIANCE CO COM 602720104 57.60 900 SH SOLE 3 900 0 0
MINIMED INC COM 60365K108 336.90 4,600 SH SOLE 3 2,500 0 2,100
MINIMED INC COM 60365K108 637.30 8,700 SH OTH 3 0 0 8,700
MINIMED INC COM 60365K108 22,820.96 311,549 SH SOLE 2 311,549
MINNESOTA MNG. & MFG.CO. COM 604059105 791.52 8,087 SH SOLE 2 8,087
MINNESOTA MNG. & MFG.CO. COM 604059105 1,804.82 18,440 SH SOLE 2 18,440
MINNESOTA MNG. & MFG.CO. COM 604059105 49,768.50 508,490 SH SOLE 3 502,390 0 5,200
MINNESOTA MNG. & MFG.CO. COM 604059105 689.70 7,047 SH OTH 3 4,600 0 0
MINNESOTA PWR.& LIGHT CO COM 604110106 152.40 9,000 SH SOLE 3 9,000 0 0
MINNESOTA PWR.& LIGHT CO COM 604110106 491.20 29,000 SH OTH 3 0 0 29,000
MINORITY BUS ENTERPRISES CL-A COM 604349100 0.54 13,500 SH SOLE 2 13,500
MIPS TECHNOLOGIES INC CL A COM 604567107 62.40 1,200 SH SOLE 3 0 0 1,200
MIRAGE RESORTS INC COM 60462E104 3,657.75 241,835 SH SOLE 2 241,835
MITCHELL ENERGY & DEV COM 606592202 900.10 40,800 SH SOLE 3 34,600 0 6,200
MITCHELL ENERGY & DEV COM 606592202 57.40 2,600 SH OTH 3 2,600 0 0
MITCHELL ENERGY & DLVP CL-B COM 606592301 174.70 8,100 SH SOLE 3 8,100 0 0
MMC NETWORKS COM 55308N102 562.90 16,374 SH SOLE 3 13,274 0 3,100
MMI COS INC COM 553087107 983.20 114,000 SH SOLE 3 114,000 0 0
MNGMT NETWORK GRP INC COM 561693102 1,500.75 46,000 SH SOLE 2 46,000
MOBIUS MNGMT SYS,INC COM 606925105 201.61 25,400 SH SOLE 2 25,400
MODEM MEDIA POPPE TYSON INC COM 607533106 457.44 6,500 SH SOLE 2 6,500
MODEM MEDIA POPPE TYSON INC COM 607533106 239.30 3,400 SH SOLE 3 3,100 0 300
MODINE MFG CO COM 607828100 392.50 15,700 SH SOLE 3 11,000 0 4,700
MODIS PROFESSIONAL SVCS COM 607830106 7,873.61 552,534 SH SOLE 2 552,534
MODIS PROFESSIONAL SVCS COM 607830106 8,762.50 614,911 SH SOLE 3 595,311 0 16,400
MODIS PROFESSIONAL SVCS COM 607830106 61.30 4,300 SH OTH 3 4,300 0 0
MOHAWK INDS INC COM 608190104 575.00 21,800 SH SOLE 3 9,100 0 12,700
MOHAWK INDS INC COM 608190104 1,168.40 44,300 SH OTH 3 3,200 0 41,100
MOL MAGYAR OLAJ-ES GZ-SP GDR COM 608464202 1,012.50 48,212 SH SOLE 3 48,212 0 0
MOLECULAR DEVICES CORP COM 60851C107 52.00 1,000 SH SOLE 3 1,000 0 0
MOLEX INC COM 608554101 7,305.60 128,875 SH SOLE 3 96,475 0 32,400
MOLEX INC COM 608554101 2,959.10 52,200 SH OTH 3 0 0 52,200
MOLEX INC CL A COM 608554200 1,979.70 43,750 SH SOLE 3 43,750 0 0
MOLEX INC CLASS-A COM 608554200 11,439.20 252,800 SH SOLE 2 252,800
MOMENTUM BUSINESS APPLICATIONS COM 60877P108 45.00 5,719 SH SOLE 3 5,719 0 0
MONACO COACH CORP COM 60886R103 1,129.90 44,200 SH SOLE 3 40,800 0 3,400
MONACO COACH CORP COM 60886R103 25.60 1,000 SH OTH 3 1,000 0 0
MONSANTO CO COM 611662107 8,322.50 234,850 SH SOLE 3 234,850 0 0
MONSANTO CO COM 611662107 450.06 12,700 SH SOLE 4 12,700
MONSANTO CO COM 611662107 18,211.47 513,904 SH SOLE 2 513,904
MONSANTO CO COM 611662107 6,538.61 184,511 SH SOLE 2 184,511
MONSANTO CO ACES UNITS CNV 611662305 1,090.05 33,800 SH SOLE 2 33,800
MONSANTO CO ACES UNITS CNV 611662305 1,161.81 36,025 SH SOLE 2 36,025
MONTANA POWER CO COM 612085100 1,666.10 46,200 SH SOLE 3 16,600 0 29,600
MONTANA POWER CO COM 612085100 879.90 24,400 SH OTH 3 0 0 24,400
MONY GRP INC COM 615337102 3,251.50 111,400 SH SOLE 3 103,300 0 8,100
MONY GRP INC COM 615337102 75.90 2,600 SH OTH 3 2,600 0 0
MOOG INC CL A COM 615394202 213.30 7,900 SH SOLE 3 6,000 0 1,900
MORGAN J P & CO INC COM 616880100 3,932.30 31,055 SH SOLE 3 29,055 0 2,000
MORGAN J P & CO INC COM 616880100 341.90 2,700 SH OTH 3 1,000 0 0
MORGAN STANLEY DEAN WITTER COM 617446448 15,368.89 107,663 SH SOLE 2 107,663
MORGAN STANLEY DEAN WITTER COM 617446448 35,729.47 250,294 SH SOLE 2 250,294
MORGAN STANLEY DEAN WITTER & CO COM 617446448 59,672.78 418,023 SH SOLE 4 418,023
MORGAN STANLEY DWR DISCOVER & CO COM 617446448 2,027.00 14,200 SH SHD 1 14,200 0 0
MORGAN STANLEY DWR DISCOVER & CO COM 617446448 102,892.80 720,790 SH SOLE 3 695,490 0 22,900
MORGAN STANLEY DWR DISCOVER & CO COM 617446448 1,506.00 10,550 SH OTH 3 8,600 0 0
MORRISON KNUDSEN CORP COM 61844A109 323.40 41,400 SH SOLE 3 32,500 0 8,900
MORTON'S RESTAURANT GRP, INC COM 619429103 5,549.00 358,000 SH SOLE 3 351,000 0 0
MOSENERGO ADR COM 037376308 160.80 40,208 SH SOLE 3 40,208 0 0
MOTORCAR PARTS & ACCESSORIES COM 620071100 777.60 731,900 SH SOLE 3 572,400 0 159,500
MOTOROLA INC COM 620076109 2,738.80 18,600 SH SHD 1 18,600 0 0
MOTOROLA INC COM 620076109 16,812.42 114,176 SH SOLE 2 114,176
MOTOROLA INC COM 620076109 19,200.81 130,396 SH SOLE 2 130,396
MOTOROLA INC PUT 620076109 291.59 21,500 SH PUT SOLE 2 21,500
MOTOROLA INC COM 620076109 336,363.30 2,284,301 SH SOLE 3 2,230,301 0 50,400
MOTOROLA INC COM 620076109 765.70 5,200 SH OTH 3 5,200 0 0
MOVADO GRP INC COM 624580106 3,966.60 181,849 SH SOLE 3 173,149 0 4,800
MOVADO GRP INC COM 624580106 449.88 20,625 SH SOLE 2 20,625
MPATH INTERACTIVE INC COM 62473C101 234.30 8,800 SH SOLE 3 7,800 0 1,000
MPATH INTERACTIVE INC COM 62473C101 2.70 100 SH OTH 3 100 0 0
MPW INDUSTRIAL SVCS GRP COM 553444100 6,534.90 823,300 SH SOLE 3 595,200 0 228,100
MPW INDUSTRIAL SVCS GRP COM 553444100 42.10 5,300 SH OTH 3 5,300 0 0
MRV COMMUNICATIONS INC COM 553477100 930.50 14,800 SH SOLE 3 12,600 0 2,200
MSC INDUSTRIAL DIRECT CO INC COM 553530106 328.60 24,800 SH SOLE 2 24,800
MTI TECHNOLOGY CORP COM 553903105 1,316.40 35,700 SH SOLE 3 32,500 0 3,200
MTS SYSTEMS CORP COM 553777103 144.20 18,600 SH SOLE 3 13,600 0 5,000
MUELLER INDS INC COM 624756102 1,689.20 46,600 SH SOLE 3 44,300 0 2,300
MULTEX.COM COM 625367107 413.88 11,000 SH SOLE 2 11,000
MULTEX.COM INC COM 625367107 474.10 12,600 SH SOLE 3 11,600 0 1,000
MULTEX.COM INC COM 625367107 11.30 300 SH OTH 3 300 0 0
MULTICOM PUBLISHING INC COM 625437108 4.34 108,500 SH SOLE 2 108,500
MUNICIPAL MORTGAGE & EQUITY COM 62624B101 370.00 20,000 SH SOLE 2 20,000
MUNICIPAL MORTGAGE & EQUITY COM 62624B101 509.49 27,540 SH SOLE 2 27,540
MURPHY OIL CORP COM 626717102 233.75 4,074 SH SOLE 2 4,074
MURPHY OIL CORP COM 626717102 5,060.50 88,200 SH SOLE 3 69,900 0 18,300
MURPHY OIL CORP COM 626717102 4,905.60 85,500 SH OTH 3 4,000 0 81,500
MUSICLAND STORES CORP. COM 62758B109 50.60 6,000 SH SOLE 3 0 0 6,000
MYLAN LABORATORIES INC COM 628530107 2,331.90 92,581 SH SOLE 3 87,981 0 4,600
MYLAN LABORATORIES INC COM 628530107 141.10 5,600 SH OTH 3 2,200 0 0
N V R INC COM 62944T105 3,846.10 80,547 SH SOLE 3 80,547 0 0
N V R INC COM 62944T105 38.20 800 SH OTH 3 800 0 0
N.EUROPEAN OIL RLTY CBI COM 659310106 209.33 14,192 SH SOLE 2 14,192
NABISCO GRP HLDGS CLL 62952P102 1.88 15,000 SH CALL SOLE 2 15,000
NABISCO GRP HLDGS COM 62952P102 1,810.89 170,437 SH SOLE 2 170,437
NABISCO GRP HLDGS CORP COM 62952P102 1,817.90 171,100 SH SHD 1 171,100 0 0
NABISCO GRP HLDGS CORP COM 62952P102 129,528.50 12,190,920 SH SOLE 3 11,538,910 0 620,310
NABISCO GRP HLDGS CORP COM 62952P102 4,232.90 398,393 SH OTH 3 261,510 0 117,200
NABISCO HLDGS CORP. COM 629526104 582.80 18,500 SH SHD 1 18,500 0 0
NABISCO HLDGS CORP. COM 629526104 56,736.90 1,801,170 SH SOLE 3 1,690,970 0 101,400
NABISCO HLDGS CORP. COM 629526104 2,428.30 77,090 SH OTH 3 73,290 0 3,800
NABISCO HLDGS CORP. COM 629526104 2,994.08 95,050 SH SOLE 2 95,050
NABISCO HLDGS CORP. COM 629526104 987.53 31,350 SH SOLE 2 31,350
NABORS INDS INC COM 629568106 10,999.05 355,525 SH SOLE 2 355,525
NABORS INDS INC COM 629568106 1,530.50 49,471 SH SOLE 3 42,929 0 6,542
NABORS INDS INC COM 629568106 742.50 24,000 SH OTH 3 0 0 24,000
NACCO INDS INC CL-A (COM) COM 629579103 1,039.00 18,700 SH SOLE 3 14,100 0 4,600
NACCO INDS INC CL-A (COM) COM 629579103 844.50 15,200 SH OTH 3 900 0 14,300
NANOGEN INC COM 630075109 382.81 17,500 SH SOLE 2 17,500
NANOPHASE TECHNOLOGIES CORP COM 630079101 243.75 50,000 SH SOLE 2 50,000
NASDAQ-100 SHARES COM 631100104 1,407.18 7,700 SH SOLE 2 7,700
NASDAQ-100 SHARES COM 631100104 6,509.92 35,622 SH SOLE 2 35,622
NASDAQ-100 SHARES PUT 631100104 10.00 10,000 SH PUT SOLE 2 10,000
NASDAQ-100 SHARES PUT 631100104 38.44 30,000 SH PUT SOLE 2 30,000
NATIONAL-OILWELL, INC. COM 637071101 186.68 11,900 SH SOLE 2 11,900
NATIONAL-OILWELL, INC. COM 637071101 1,788.38 114,000 SH SOLE 2 114,000
NATIONAL CITY BANCSHARES INC COM 635313109 99.10 3,945 SH SOLE 3 2,045 0 1,900
NATIONAL CITY CORP COM 635405103 1,075.03 45,384 SH SOLE 2 45,384
NATIONAL CITY CORP COM 635405103 756.20 31,924 SH SOLE 2 31,924
NATIONAL CITY CORP COM 635405103 20,002.70 844,442 SH SOLE 3 837,542 0 6,900
NATIONAL CITY CORP COM 635405103 443.00 18,700 SH OTH 3 18,000 0 700
NATIONAL COMM BANCORP COM 635449101 104.40 4,600 SH SOLE 3 4,600 0 0
NATIONAL COMPUTER SYS INC COM 635519101 541.72 14,398 SH SOLE 2 14,398
NATIONAL COMPUTER SYS INC COM 635519101 5,704.93 151,626 SH SOLE 2 151,626
NATIONAL COMPUTER SYSTEMS INC COM 635519101 1,527.60 40,600 SH SOLE 3 36,600 0 4,000
NATIONAL COMPUTER SYSTEMS INC COM 635519101 79.00 2,100 SH OTH 3 2,100 0 0
NATIONAL DATA CORP. COM 635621105 941.40 27,740 SH SOLE 3 27,740 0 0
NATIONAL DATA CORP. COM 635621105 721.17 21,250 SH SOLE 2 21,250
NATIONAL DATA CORP. COM 635621105 4,384.73 129,200 SH SOLE 2 129,200
NATIONAL DENTEX CORP COM 63563H109 9,900.60 586,700 SH SOLE 3 451,500 0 135,200
NATIONAL DENTEX CORP COM 63563H109 35.40 2,100 SH OTH 3 2,100 0 0
NATIONAL FUEL GAS CO COM 636180101 446.40 9,600 SH SOLE 3 9,600 0 0
NATIONAL FUEL GAS CO COM 636180101 855.60 18,400 SH OTH 3 0 0 18,400
NATIONAL HEALTH INVS INC COM 63633D104 4,234.90 284,700 SH SOLE 3 178,600 0 106,100
NATIONAL HEALTH INVS INC COM 63633D104 17.90 1,200 SH OTH 3 1,200 0 0
NATIONAL INSTRUMENTS CORP COM 636518102 26.80 700 SH SOLE 3 700 0 0
NATIONAL INSTRUMENTS CORP COM 636518102 631.13 16,500 SH SOLE 2 16,500
NATIONAL OILWELL INC COM 637071101 1,330.30 84,800 SH SOLE 3 78,200 0 6,600
NATIONAL PRESTO IND. INC COM 637215104 88.80 2,500 SH SOLE 3 2,500 0 0
NATIONAL R.V. HLDGS INC COM 637277104 558.20 29,000 SH SOLE 3 29,000 0 0
NATIONAL SERVICE INDS INC COM 637657107 2,284.10 77,426 SH SOLE 3 77,426 0 0
NATIONAL SERVICE INDS INC COM 637657107 1,000.00 33,900 SH OTH 3 3,900 0 28,900
NATIONAL STEEL COM 637844309 883.60 118,800 SH SOLE 3 110,400 0 8,400
NATIONAL STEEL COM 637844309 36.40 4,900 SH OTH 3 4,900 0 0
NATIONAL TECHTEAM INC COM 638108100 353.31 73,416 SH SOLE 2 73,416
NATIONAL WIRELESS HLDGS CO COM 638560102 655.49 22,410 SH SOLE 2 22,410
NATIONWIDE FINANCIAL SVCS COM 638612101 43,249.50 1,548,080 SH SOLE 3 1,024,580 0 523,500
NATIONWIDE FINANCIAL SVCS COM 638612101 1,378.40 49,338 SH OTH 3 14,400 0 30,400
NATIONAL SEMICONDUCTOR CORP COM 637640103 9,806.20 229,051 SH SOLE 3 229,051 0 0
NATIONAL SEMICONDUCTOR CORP COM 637640103 124.20 2,900 SH OTH 3 2,900 0 0
NATURES SUNSHINE PRODS INC COM 639027101 141.60 17,700 SH SOLE 3 9,800 0 7,900
NAUTICA ENTERPRISES INC COM 639089101 1,131.20 100,000 SH SOLE 3 100,000 0 0
NAVIGANT CONSULTING CO COM 63935N107 2,418.60 222,400 SH SOLE 3 218,500 0 3,900
NAVIGANT CONSULTING INC COM 63935N107 1,807.21 166,180 SH SOLE 2 166,180
NAVIGANT INTERNATIONAL INC COM 63935R108 149.23 12,768 SH SOLE 2 12,768
NAVIGANT INTERNATIONAL INC. COM 63935R108 0.00 1 SH SOLE 3 0 0 1
NAVISTAR INTL CORP (NEW) COM 63934E108 874.20 18,600 SH SHD 1 18,600 0 0
NAVISTAR INTL CORP (NEW) COM 63934E108 13,452.90 286,231 SH SOLE 3 267,031 0 19,200
NAVISTAR INTL CORP (NEW) COM 63934E108 987.00 21,000 SH OTH 3 2,600 0 14,400
NBC INTERNET INC COM 62873D105 509.90 6,600 SH SOLE 3 5,900 0 700
NBC INTERNET INC COM 62873D105 1,405.95 18,200 SH SOLE 2 18,200
NBT BANCORP INC COM 628778102 14.40 930 SH SOLE 3 930 0 0
NBTY INC COM 628782104 1,253.40 108,400 SH SOLE 3 102,200 0 6,200
NBTY INC COM 628782104 1,156.25 100,000 SH SOLE 2 100,000
NCI BUILDING SYSTEMS INC COM 628852105 568.00 30,700 SH SOLE 3 26,600 0 4,100
NCO GRP INC COM 628858102 515.10 17,100 SH SOLE 3 13,500 0 3,600
NCO GRP INC COM 628858102 301.20 10,000 SH OTH 3 0 0 10,000
NCO GRP INC COM 628858102 1,506.25 50,000 SH SOLE 2 50,000
NCR CORP COM 62886E108 292.17 7,714 SH SOLE 2 7,714
NCR CORP NEW COM 62886E108 3,416.30 90,200 SH SOLE 3 75,800 0 14,400
NCR CORP NEW COM 62886E108 1,594.50 42,100 SH OTH 3 0 0 42,100
NCT GRP INC COM 62888Q109 2.03 15,000 SH SOLE 2 15,000
NEIMAN MARCUS GRP INC CL A COM 640204202 139.70 5,000 SH SOLE 3 5,000 0 0
NEIMAN MARCUS GRP INC CL A COM 640204202 44.70 1,600 SH OTH 3 1,600 0 0
NEIMAN MARCUS GRP INC CLB COM 640204301 103.30 3,834 SH SOLE 3 3,834 0 0
NEOMAGIC CORP COM 640497103 1,622.00 148,300 SH SOLE 3 142,400 0 2,900
NEOMAGIC CORP COM 640497103 7.70 700 SH OTH 3 700 0 0
NEOMAGIC CORP COM 640497103 145.11 13,267 SH SOLE 2 13,267
NEON SYS COM 640509105 569.13 14,500 SH SOLE 2 14,500
NESTLE SA SP ADR COM 641069406 1,384.58 15,196 SH SOLE 2 15,196
NESTLE SA SP ADR COM 641069406 1,644.90 18,053 SH SOLE 2 18,053
NET PERCEPTIONS INC COM 64107U101 348.60 8,300 SH SOLE 3 7,400 0 900
NET PERCEPTIONS INC COM 64107U101 8.40 200 SH OTH 3 200 0 0
NET.B@NK INC COM 640933107 432.90 23,400 SH SOLE 3 21,300 0 2,100
NET.B@NK INC COM 640933107 11.10 600 SH OTH 3 600 0 0
NETMANAGE INC COM 641144100 1,325.80 268,510 SH SOLE 3 268,510 0 0
NETOBJECTS INC COM 64114L102 75.90 4,600 SH SOLE 3 3,800 0 800
NETOPIA INC. COM 64114K104 374.80 6,900 SH SOLE 3 6,200 0 700
NETOPIA INC. COM 64114K104 10.90 200 SH OTH 3 200 0 0
NETRIX CORP COM 641148101 298.75 20,000 SH SOLE 2 20,000
NETVALUE HOLDINGS INC. (RSTRCTD SHS) COM 641990361 9,181.08 834,644 SH SOLE 4 834,644
NETWORK APPLIANCE INC COM 64120L104 4,712.14 56,730 SH SOLE 2 56,730
NETWORK APPLIANCES INC COM 64120L104 24,121.30 290,400 SH SOLE 3 290,400 0 0
NETWORK APPLIANCES INC COM 64120L104 182.70 2,200 SH OTH 3 2,200 0 0
NETWORK ASSOCIATES INC COM 640938106 4,443.50 166,500 SH SOLE 3 149,200 0 16,700
NETWORK ASSOCIATES INC COM 640938106 1,884.10 70,600 SH OTH 3 3,100 0 67,500
NETWORK ASSOCIATES INC COM 640938106 1,572.72 58,931 SH SOLE 2 58,931
NETWORK EQUIPMENT TECHNOLOGIES COM 641208103 298.90 25,300 SH SOLE 3 23,000 0 2,300
NETWORK EQUIPMENT TECHNOLOGIES COM 641208103 7.10 600 SH OTH 3 600 0 0
NETWORK PLUS CORP COM 64122D506 357.00 17,000 SH SOLE 2 17,000
NETWORK PLUS CORP COM 64122D506 849.98 40,475 SH SOLE 2 40,475
NETWORK SOLUTIONS INC COM 64121Q102 217.56 1,000 SH SOLE 2 1,000
NETWORK SOLUTIONS INC CL-A COM 64121Q102 108,894.40 500,520 SH SOLE 3 288,020 0 124,200
NETWORK SOLUTIONS INC CL-A COM 64121Q102 484.10 2,225 SH OTH 3 1,300 0 0
NETZERO INC. COM 64122R109 363.66 13,500 SH SOLE 2 13,500
NETZERO INC. COM 64122R109 3,744.02 138,989 SH SOLE 2 138,989
NEUBERGER BERMAN INC COM 641234109 569.64 22,900 SH SOLE 4 22,900
NEUBERGER BERMAN INC COM 641234109 1,342.01 53,950 SH SOLE 2 53,950
NEUBERGER BERMAN INC COM 641234109 8,421.56 338,555 SH SOLE 2 338,555
NEUROGEN CORP COM 64124E106 29.70 1,800 SH SOLE 3 1,800 0 0
NEUROMEDICAL SYS INC. COM 64124H109 376.59 6,847,099 SH SOLE 2 6,847,099
NEW CENTURY FINANCIAL CORP COM 64352D101 83.50 5,300 SH SOLE 3 1,600 0 3,700
NEW ENGLAND ELEC.SYSTEM COM 644001109 574.40 11,100 SH SOLE 3 8,700 0 2,400
NEW ENGLAND ELEC.SYSTEM COM 644001109 51.80 1,000 SH OTH 3 1,000 0 0
NEW ENGLAND ELEC.SYSTEM COM 644001109 258.75 5,000 SH SOLE 2 5,000
NEW ERA OF NETWORKS INC COM 644312100 204.80 4,300 SH SOLE 3 4,300 0 0
NEW ERA OF NETWORKS INC COM 644312100 57.10 1,200 SH OTH 3 1,200 0 0
NEW YORK TIMES CO.A COM 650111107 262,565.40 5,344,843 SH SOLE 3 3,917,353 0 1,418,390
NEW YORK TIMES CO.A COM 650111107 2,007.70 40,869 SH OTH 3 16,100 0 17,300
NEW YORK TIMES CO.A COM 650111107 388.68 7,912 SH SOLE 2 7,912
NEWBRIDGE NETWORKS CORP COM 650901101 514.43 22,800 SH SOLE 2 22,800
NEWELL RUBBERMAID INC COM 651229106 14,428.05 497,519 SH SOLE 2 497,519
NEWELL RUBBERMAID INC COM 651229106 14,686.18 506,420 SH SOLE 2 506,420
NEWELL RUBBERMAID INC COM 651229106 6,274.90 216,375 SH SOLE 3 216,375 0 0
NEWFIELD EXPLORATION CO. COM 651290108 1,529.57 57,180 SH SOLE 2 57,180
NEWFIELD EXPLORATION CO. COM 651290108 2,737.86 102,350 SH SOLE 2 102,350
NEWFIELD EXPLORATION CO. COM 651290108 478.80 17,900 SH SOLE 3 12,900 0 5,000
NEWMONT MINING CORP COM 651639106 411.60 16,800 SH SOLE 3 16,800 0 0
NEWMONT MINING CORP COM 651639106 56.40 2,300 SH OTH 3 2,300 0 0
NEWPARK RES INC COM 651718504 57.00 9,300 SH SOLE 3 0 0 9,300
NEWPORT NEWS SHIPBUILDING COM 652228107 2,619.70 95,263 SH SOLE 3 95,263 0 0
NEWS CORP LTD ADR NEW COM 652487703 244.80 6,400 SH SOLE 2 6,400
NEWS CORP LTD ADR NEW COM 652487703 1,185.48 30,993 SH SOLE 2 30,993
NEWS CORP LTD SP ADR REPSTG COM 652487802 16,633.79 497,459 SH SOLE 2 497,459
NEWS CORP LTD SP ADR REPSTG COM 652487802 7,167.36 214,351 SH SOLE 2 214,351
NEXT LEVEL COMM INC COM 65333U104 411.81 5,500 SH SOLE 2 5,500
NEXT LEVEL COMMUNICATIONS COM 65333U104 149.80 2,000 SH SOLE 3 2,000 0 0
NEXTCARD INC COM 65332K107 993.30 34,400 SH SOLE 2 34,400
NEXTCARD INC COM 65332K107 4,601.52 159,360 SH SOLE 2 159,360
NEXTCARD INC COM 65332K107 2.90 100 SH SOLE 3 100 0 0
NEXTCARD INC COM 65332K107 612.15 21,200 SH SOLE 4 21,200
NEXTEL COMMUNICATIONS CL A COM 65332V103 44,114.10 427,773 SH SOLE 3 97,473 0 330,300
NEXTEL COMMUNICATIONS CL A COM 65332V103 16,172.06 156,820 SH SOLE 2 156,820
NEXTEL COMMUNICATIONS CL A COM 65332V103 62,363.92 604,741 SH SOLE 2 604,741
NEXTERA ENTERPRISES INC A COM 65332E101 1,094.38 85,000 SH SOLE 2 85,000
NEXTLINK COMMUNICATIONS INC COM 65333H707 1,538.98 18,528 SH SOLE 2 18,528
NEXTLINK COMMUNICATIONS INC COM 65333H707 8,282.49 99,714 SH SOLE 2 99,714
NEXTLINK COMMUNICATIONS INC COM 65333H707 18,718.00 225,348 SH SOLE 3 223,248 0 900
NEXTLINK COMMUNICATIONS INC COM 65333H707 66.50 800 SH OTH 3 800 0 0
NFO WORLDWIDE INC COM 62910N108 286.40 12,800 SH SOLE 3 3,000 0 9,800
NFO WORLDWIDE INC COM 62910N108 35.80 1,600 SH OTH 3 1,600 0 0
NIAGARA CORP (DEL) COM 653349100 44.41 10,450 SH SOLE 2 10,450
NIAGARA MOHAWK HLDGS INC COM 653520106 424.12 30,430 SH SOLE 2 30,430
NIAGARA MOHAWK HLDGS INC COM 653520106 1,184.70 85,000 SH SOLE 3 83,600 0 1,400
NIAGARA MOHAWK HLDGS INC COM 653520106 398.60 28,600 SH OTH 3 0 0 28,600
NICOR INC COM 654086107 110.50 3,400 SH SOLE 3 3,400 0 0
NIKE CL-B COM 654106103 15,288.00 308,460 SH SOLE 3 303,560 0 4,900
NIKE CL-B COM 654106103 1,130.00 22,800 SH OTH 3 22,800 0 0
NIKE CLASS-B COM 654106103 398.98 8,050 SH SOLE 2 8,050
NIKE CLASS-B COM 654106103 854.01 17,231 SH SOLE 2 17,231
NIPPON TELEG & TEL SP ADR COM 654624105 7,346.03 85,295 SH SOLE 2 85,295
NIPPON TELEG & TEL SP ADR COM 654624105 44,798.52 520,157 SH SOLE 2 520,157
NISOURCE INC. COM 65473P105 2,727.70 152,600 SH SOLE 3 124,300 0 28,300
NISOURCE INC. COM 65473P105 2,012.70 112,600 SH OTH 3 0 0 112,600
NOBLE AFFILIATES INC COM 654894104 23.60 1,100 SH SOLE 3 1,100 0 0
NOBLE AFFILIATES INC COM 654894104 32.20 1,500 SH OTH 3 1,500 0 0
NOBLE DRILLING CORP COM 655042109 5,741.10 175,300 SH SOLE 3 164,300 0 11,000
NOBLE DRILLING CORP COM 655042109 2,453.00 74,900 SH OTH 3 3,800 0 71,100
NOBLE DRILLING CORP COM 655042109 957.28 29,230 SH SOLE 2 29,230
NOBLE DRILLING CORP COM 655042109 3,841.64 117,302 SH SOLE 2 117,302
NOCOPI TECHNOLOGIES INC (NEW) COM 655212207 1.56 10,000 SH SOLE 2 10,000
NOEL GRP INC COM 655260107 20.31 25,000 SH SOLE 2 25,000
NOEL GRP INC UNIT BEN INT COM 655260305 0.04 40,000 SH SOLE 2 40,000
NOEL LIQUIDATING TR COM 655266104 0.00 25,000 SH SOLE 2 25,000
NOKIA CORP SP ADR COM 654902204 172,041.65 900,447 SH SOLE 2 900,447
NOKIA CORP SP ADR COM 654902204 76,277.69 399,229 SH SOLE 2 399,229
NORDSTROM INC COM 655664100 221.00 8,400 SH SOLE 3 8,400 0 0
NORFOLK SOUTHERN CORP COM 655844108 486.18 23,716 SH SOLE 2 23,716
NORSK HYDRO AS SP ADR COM 656531605 207.34 4,850 SH SOLE 2 4,850
NORTEK INC (DE) COM 656559101 932.40 33,300 SH SOLE 3 30,900 0 2,400
NORTEL NETWORKS CORP COM 656569100 1,151.40 11,400 SH SHD 1 11,400 0 0
NORTEL NETWORKS CORP COM 656569100 5,577.02 55,218 SH SOLE 2 55,218
NORTEL NETWORKS CORP COM 656569100 15,142.63 149,927 SH SOLE 2 149,927
NORTEL NETWORKS CORP COM 656569100 334,976.70 3,316,601 SH SOLE 3 2,531,101 0 608,510
NORTEL NETWORKS CORP COM 656569100 2,483.60 24,590 SH OTH 3 17,890 0 6,700
NORTH FORK BANC CORP INC NY COM 659424105 231.09 13,300 SH SOLE 2 13,300
NORTH FORK BANCORPORATN INC NY COM 659424105 1,038.00 59,740 SH SOLE 3 55,040 0 4,700
NORTH FORK BANCORPORATN INC NY COM 659424105 1,059.90 61,000 SH OTH 3 6,400 0 54,600
NORTHEAST OPTIC NETWORK COM 664334109 431.70 6,900 SH SOLE 3 6,900 0 0
NORTHEAST UTILITIES COM 664397106 7,170.10 348,700 SH SOLE 3 347,800 0 900
NORTHERN BORDER PTNRS, L.P. COM 664785102 11,240.10 488,700 SH SOLE 2 488,700
NORTHERN BORDER PTNRS, L.P. COM 664785102 7,289.62 316,940 SH SOLE 2 316,940
NORTHERN TR CORP COM 665859104 176,262.31 3,325,704 SH SOLE 2 3,325,704
NORTHERN TR CORP COM 665859104 75,865.74 1,431,429 SH SOLE 2 1,431,429
NORTHERN TRUST CORP COM 665859104 8,914.60 168,200 SH SOLE 3 168,200 0 0
NORTHERN TRUST CORP COM 665859104 1,356.80 25,600 SH OTH 3 0 0 25,600
NORTHERN TRUST CORP COM 665859104 56,085.13 1,058,210 SH SOLE 4 1,058,210
NORTHPOINT COMMUNICATION GRP COM 666610100 1,162.80 48,450 SH SOLE 2 48,450
NORTHPOINT COMMUNICATION GRP COM 666610100 6,696.07 279,003 SH SOLE 2 279,003
NORTHPOINT COMMUNICATIONS COM 666610100 120.00 5,000 SH SOLE 3 5,000 0 0
NORTHROP GRUMMAN CORP.COMMON COM 666807102 23,425.30 433,300 SH SOLE 3 374,700 0 55,800
NORTHROP GRUMMAN CORP.COMMON COM 666807102 708.20 13,100 SH OTH 3 3,900 0 9,200
NORTHWEST NATURAL GAS CO COM 667655104 1,270.20 57,900 SH SOLE 3 51,700 0 6,200
NORTHWESTERN CORP COM 668074107 1,680.80 76,400 SH SOLE 3 67,100 0 9,300
NORTHWESTERN CORP COM 668074107 30.80 1,400 SH OTH 3 1,400 0 0
NOVA CHEMICALS CORP COM 66977W109 208.58 10,800 SH SOLE 2 10,800
NOVA CORP GEORGIA COM 669784100 13,701.22 434,098 SH SOLE 2 434,098
NOVA CORP/GEORGIA COM 669784100 31,306.20 991,880 SH SOLE 3 830,897 0 160,983
NOVA CORP/GEORGIA COM 669784100 523.10 16,574 SH OTH 3 3,074 0 13,500
NOVAMED EYECARE INC COM 66986W108 135.00 20,000 SH SOLE 2 20,000
NOVARTIS AG-ADR COM 66987V109 293.72 4,022 SH SOLE 2 4,022
NOVARTIS AG-ADR COM 66987V109 608.26 8,329 SH SOLE 2 8,329
NOVELL INC COM 670006105 1,178.20 29,500 SH SHD 1 29,500 0 0
NOVELL INC COM 670006105 68,876.20 1,724,600 SH SOLE 3 1,710,600 0 4,400
NOVELL INC COM 670006105 3,199.00 80,100 SH OTH 3 62,000 0 18,100
NOVELL INC COM 670006105 419.34 10,500 SH SOLE 2 10,500
NOVELLUS SYS INC COM 670008101 670.49 5,472 SH SOLE 2 5,472
NOVELLUS SYSTEMS INC COM 670008101 4,938.00 40,300 SH SOLE 3 36,500 0 3,800
NOVELLUS SYSTEMS INC COM 670008101 2,511.90 20,500 SH OTH 3 700 0 19,800
NOVO-NORDISK A/S ADR COM 670100205 646.25 10,000 SH SOLE 2 10,000
NSTAR COM 67019E107 35.90 886 SH SOLE 3 886 0 0
NTL INC COM 629407107 386.70 3,100 SH SOLE 3 3,100 0 0
NTL INCORPORATED (NEW) COM 629407107 328.97 2,637 SH SOLE 2 2,637
NTL INCORPORATED (NEW) COM 629407107 1,000,676.76 8,021,457 SH SOLE 2 8,021,457
NTN COMMUNICATIONS INC (NEW) COM 629410309 73.75 20,000 SH SOLE 2 20,000
NU SKIN ASIA PACIFIC INC CL-A COM 67018T105 87.00 9,600 SH SOLE 3 9,600 0 0
NUCOR CORP COM 670346105 7,010.80 127,905 SH SOLE 3 127,405 0 500
NUEVO GRUPO IUSACELL ADR V COM 670512102 178.37 11,941 SH SOLE 2 11,941
NUI CORP COM 629430109 435.20 16,500 SH SOLE 3 15,000 0 1,500
NUTRISYS.COM INC COM 670617109 11,343.75 750,000 SH SOLE 2 750,000
NUWAVE TECHNOLOGIES INC COM 67065M102 54.81 23,700 SH SOLE 2 23,700
NVIDIA CORP COM 67066G104 2,830.30 60,300 SH SOLE 3 60,300 0 0
OAK INDS INC (NEW) COM 671400505 849.00 8,000 SH SOLE 3 6,300 0 1,700
OAKWOOD HOMES CORP COM 674098108 1.90 600 SH SOLE 3 600 0 0
OBJECT DESIGN INC COM 674416102 580.00 40,000 SH SOLE 2 40,000
OCCIDENTAL PETROLEUM CORP COM 674599105 12,443.00 575,400 SH SOLE 3 479,500 0 86,500
OCE VAN DER GRITEN N V ADR COM 674627203 1,650.00 100,000 SH SOLE 3 100,000 0 0
OCEAN ENERGY INC (NEW) COM 67481E106 131.75 17,000 SH SOLE 2 17,000
OCEAN ENERGY INC (NEW) COM 67481E106 252.36 32,562 SH SOLE 2 32,562
OCEANEERING INTL INC COM 675232102 319.70 21,400 SH SOLE 3 21,400 0 0
OCEANFIRST FINANCIAL CORP COM 675234108 451.90 26,100 SH SOLE 3 18,300 0 7,800
OCEANFIRST FINANCIAL CORP COM 675234108 31.20 1,800 SH OTH 3 1,800 0 0
OCTEL CORP. COM 675727101 1,151.60 111,000 SH SOLE 3 105,800 0 5,200
OCTEL CORP. COM 675727101 103.80 10,000 SH OTH 3 10,000 0 0
OCULAR SCIENCES INC COM 675744106 20.80 1,100 SH SOLE 3 1,100 0 0
OCWEN FINANCIAL CORP COM 675746101 922.89 147,663 SH SOLE 2 147,663
OEA INC COM 670826106 48.75 10,000 SH SOLE 2 10,000
OFFICE DEPOT INC COM 676220106 201.03 18,275 SH SOLE 2 18,275
OFFICE DEPOT INC CONV NTS CNV 676220AB2 203.25 300,000 SH SOLE 2 300,000
OFFICEMAX INC COM 67622M108 978.20 179,900 SH SOLE 3 155,600 0 24,300
OGDEN CORP COM 676346109 1,460.00 122,300 SH SOLE 3 119,400 0 2,900
OGE ENERGY CORP COM 670837103 3,227.00 169,840 SH SOLE 3 169,840 0 0
OGE ENERGY CORP COM 670837103 302.10 15,900 SH OTH 3 0 0 15,900
OHIO CASUALTY CORP COM 677240103 207.20 12,900 SH SOLE 3 0 0 12,900
OLD KENT FINCL CORP COM 679833103 1,443.00 40,790 SH SOLE 3 40,790 0 0
OLD KENT FINCL CORP COM 679833103 1,010.80 28,575 SH OTH 3 0 0 28,575
OLD KENT FINCL CORP COM 679833103 2,892.37 81,763 SH SOLE 2 81,763
OLD NATL BANCORP IND COM 680033107 247.80 7,639 SH SOLE 3 7,639 0 0
OLD REPUBLIC INTL CORP COM 680223104 5,713.00 419,300 SH SOLE 3 419,300 0 0
OLD TELESP PARTICPACOES COM 87952K100 1,886.40 77,191 SH SOLE 3 77,191 0 0
OLD TELESP PARTICPACOES COM 87952K100 13,175.60 539,153 SH OTH 3 0 0 0
OLIN CORP NEW $1 PAR COM 680665205 1,874.30 94,600 SH SOLE 3 85,000 0 9,600
OLIN CORP NEW $1 PAR COM 680665205 103.00 5,200 SH OTH 3 5,200 0 0
OLSTEN CORP COM 681385100 5,578.20 493,100 SH SOLE 3 451,100 0 42,000
OLSTEN CORP COM 681385100 2,569.10 227,100 SH OTH 3 7,400 0 219,700
OLYMPIC STEEL, INC. COM 68162K106 1,187.50 250,000 SH SOLE 3 250,000 0 0
OLYMPIC STEEL, INC. COM 68162K106 95.00 20,000 SH SOLE 2 20,000
OM GRP INC COM 670872100 48.20 1,400 SH SOLE 3 0 0 1,400
OMEGA FINANCIAL CORP COM 682092101 84.10 2,900 SH SOLE 3 2,900 0 0
OMEGA OVERSEAS PARTNER COM 681991873 4,990.67 17,885 SH SOLE 4 17,885
OMI CORP (NEW) COM Y6476W104 1,077.66 522,500 SH SOLE 2 522,500
OMI CORP (NEW) COM Y6476W104 501.21 243,010 SH SOLE 2 243,010
OMNICARE INC. COM 681904108 3,339.85 278,321 SH SOLE 2 278,321
OMNICOM GRP COM 681919106 28,413.60 284,136 SH SOLE 3 281,736 0 1,300
OMNICOM GRP COM 681919106 2,746.00 27,460 SH SOLE 2 27,460
OMNIPOINT CORP COM 68212D102 44,727.80 370,800 SH SOLE 3 367,700 0 3,100
OMNIPOINT CORP COM 68212D102 48.20 400 SH OTH 3 400 0 0
OMNIPOINT CORP COM 68212D102 6,858.74 56,860 SH SOLE 2 56,860
ON-ASSIGNMENT INC COM 682159108 83.70 2,800 SH SOLE 3 0 0 2,800
ON COMMAND CORP COM 682160106 4,928.97 266,431 SH SOLE 2 266,431
ONE MAIN.COM COM 68267P109 292.50 19,500 SH SOLE 3 17,400 0 2,100
ONE MAIN.COM COM 68267P109 6.00 400 SH OTH 3 400 0 0
ONE VALLEY BANCORP INC COM 682419106 2,107.00 68,800 SH SOLE 3 64,200 0 4,600
ONE VALLEY BANCORP INC COM 682419106 45.90 1,500 SH OTH 3 1,500 0 0
ONEOK INC. (NEW) COM 682680103 1,972.30 78,500 SH SOLE 3 71,600 0 6,900
ONEOK INC. (NEW) COM 682680103 472.40 18,800 SH OTH 3 5,300 0 13,500
ONHEALTH NETWORK CO COM 68272W107 2,207.81 247,028 SH SOLE 2 247,028
ONHEALTH NETWORK CO COM 68272W107 66.10 7,400 SH SOLE 3 7,400 0 0
ONSITE ENERGY CORP CL-A COM 68284P108 27.99 186,631 SH SOLE 2 186,631
OPEN MARKET INC COM 68370M100 10,771.34 238,700 SH SOLE 2 238,700
OPEN MARKET INC COM 68370M100 1,101.00 24,400 SH SOLE 3 22,300 0 2,100
OPEN MARKET INC COM 68370M100 22.60 500 SH OTH 3 500 0 0
OPENTV CORP COM G67543101 2,848.90 35,500 SH SOLE 3 35,500 0 0
OPTICAL COATING LAB INC COM 683829105 7,104.00 24,000 SH SOLE 3 22,800 0 1,200
OPTICAL COATING LAB INC COM 683829105 59.20 200 SH OTH 3 200 0 0
ORACLE CORP COM 68389X105 1,916.30 17,100 SH SHD 1 17,100 0 0
ORACLE CORP CLL 68389X105 259.88 3,000 SH CALL SOLE 2 3,000
ORACLE CORP CLL 68389X105 337.50 4,000 SH CALL SOLE 2 4,000
ORACLE CORP CLL 68389X105 355.50 4,000 SH CALL SOLE 2 4,000
ORACLE CORP COM 68389X105 40,950.78 365,428 SH SOLE 2 365,428
ORACLE CORP COM 68389X105 65,488.88 584,396 SH SOLE 2 584,396
ORACLE CORP COM 68389X105 461,585.30 4,118,999 SH SOLE 3 3,468,139 0 335,590
ORACLE CORP COM 68389X105 5,534.30 49,386 SH OTH 3 29,550 0 9,800
ORACLE CORPORATION COM 68389X105 5,156.67 46,016 SH SOLE 4 46,016
ORBOTECH LTD (ORD) COM M75253100 6,277.50 81,000 SH SOLE 2 81,000
OREGON STEEL MILLS INC COM 686079104 458.80 57,800 SH SOLE 3 51,400 0 6,400
O'REILLY AUTOMOTIVE COM 686091109 516.00 24,000 SH SOLE 3 24,000 0 0
ORGANOGENESIS INC COM 685906109 0.00 1 SH SOLE 3 1 0 0
ORGANOGENESIS INC COM 685906109 4,843.56 557,532 SH SOLE 2 557,532
ORIENTAL FINANCIAL GRP COM 68618W100 64.00 2,900 SH SOLE 3 2,900 0 0
ORTEC INTERNATIONAL INC COM 68749B108 124.41 16,588 SH SOLE 2 16,588
ORTH ALLIANCE INC COM 687913103 9,366.20 1,498,600 SH SOLE 3 1,169,600 0 329,000
ORTH ALLIANCE INC COM 687913103 30.00 4,800 SH OTH 3 4,800 0 0
ORTHODONTIC CTRS OF AMER COM 68750P103 15,060.40 1,261,600 SH SOLE 3 957,200 0 304,400
ORTHODONTIC CTRS OF AMER COM 68750P103 72.80 6,100 SH OTH 3 6,100 0 0
OSHKOSH TRUCK CORP CL B COM 688239201 905.80 30,900 SH SOLE 3 28,200 0 2,700
OSHKOSH TRUCK CORP CL B COM 688239201 35.20 1,200 SH OTH 3 1,200 0 0
OSICOM TECHNOLOGIES (NEW) COM 688271501 226.88 5,000 SH SOLE 2 5,000
OTTER TAIL POWER CO COM 689648103 37.50 1,000 SH SOLE 3 0 0 1,000
OUTBACK STEAKHOUSE INC COM 689899102 274.90 10,600 SH SOLE 3 6,400 0 4,200
OUTBACK STEAKHOUSE INC COM 689899102 120.60 4,650 SH OTH 3 0 0 0
OVERSEAS SHIPHOLDING GRP COM 690368105 337.70 22,800 SH SOLE 3 16,800 0 6,000
OWENS-ILLINOIS INC COM 690768403 522.60 20,850 SH SOLE 3 20,850 0 0
OWENS & MINOR INC (NEW) COM 690732102 496.90 55,600 SH SOLE 3 50,900 0 4,700
OWENS CORNING COM 69073F103 558.10 28,900 SH SOLE 3 28,900 0 0
OWENS CORNING COM 69073F103 112.00 5,800 SH OTH 3 5,800 0 0
OWENS CORNING COM 69073F103 427.58 22,140 SH SOLE 2 22,140
OWENS CORNING COM 69073F103 922.93 47,789 SH SOLE 2 47,789
OXFORD HEALTH PLANS INC COM 691471106 106.60 8,400 SH SOLE 3 2,500 0 5,900
OXFORD HEALTH PLANS INC COM 691471106 269.61 21,250 SH SOLE 2 21,250
OXFORD IND INC COM 691497309 259.50 13,100 SH SOLE 3 11,000 0 2,100
P-COM INC COM 693262107 514.46 58,172 SH SOLE 2 58,172
P-COM INC COM 693262107 1.80 200 SH SOLE 3 200 0 0
P G & E CORP COM 69331C108 11,689.10 570,200 SH SOLE 3 540,700 0 29,500
P G & E CORP COM 69331C108 94.30 4,600 SH OTH 3 4,600 0 0
P.F. CHANGS CHINA BISTRO INC COM 69333Y108 442.80 17,800 SH SOLE 3 17,800 0 0
P.T. INDONESIAN SATELLITE CORP COM 715680104 735.25 34,000 SH SOLE 2 34,000
PACCAR INC COM 693718108 2,152.00 48,565 SH SOLE 3 42,565 0 6,000
PACCAR INC COM 693718108 88.60 2,000 SH OTH 3 0 0 0
PACIFIC CENTURY FINCL CORP COM 694058108 20,492.70 1,096,600 SH SOLE 3 1,090,200 0 0
PACIFIC CENTURY FINCL CORP COM 694058108 1,190.40 63,700 SH OTH 3 0 0 63,700
PACIFIC GATEWAY EXCHANGE INC COM 694327107 5,118.80 300,000 SH SOLE 3 300,000 0 0
PACIFIC GATEWAY PROPERTIES COM 694330101 210.00 21,000 SH SOLE 2 21,000
PACIFIC GULF PROPERTIES INC COM 694396102 12,899.20 637,000 SH SOLE 3 479,300 0 157,700
PACIFIC GULF PROPERTIES INC COM 694396102 60.80 3,000 SH OTH 3 3,000 0 0
PACIFIC INTERNET LTD COM Y66183107 234.69 5,000 SH SOLE 2 5,000
PACIFIC SUNWEAR OF CALIFORNIA COM 694873100 487.70 15,300 SH SOLE 3 12,600 0 2,700
PACIFIC SUNWEAR OF CALIFORNIA COM 694873100 860.63 27,000 SH SOLE 2 27,000
PACIFICARE HEALTH SYSTEMS COM 695112102 15,594.10 294,228 SH SOLE 3 285,228 0 9,000
PACIFICARE HEALTH SYSTEMS COM 695112102 2,342.60 44,200 SH OTH 3 0 0 44,200
PACKETEER INC COM 695210104 852.00 12,000 SH SOLE 2 12,000
PAGING NETWORK INC COM 695542100 15.84 19,500 SH SOLE 2 19,500
PAINE WEBBER GRP INC COM 695629105 6,792.20 175,000 SH SOLE 3 164,600 0 8,300
PAINE WEBBER GRP INC COM 695629105 1,160.50 29,900 SH OTH 3 0 0 27,300
PAIRGAIN TECHNOLOGIES INC COM 695934109 2,333.80 164,500 SH SOLE 3 158,300 0 6,200
PAIRGAIN TECHNOLOGIES INC COM 695934109 17.00 1,200 SH OTH 3 1,200 0 0
PAIRGAIN TECHNOLOGIES INC COM 695934109 5,659.38 398,899 SH SOLE 2 398,899
PALL CORP COM 696429307 5,063.87 234,846 SH SOLE 2 234,846
PALL CORP COM 696429307 11,676.60 541,523 SH SOLE 3 525,523 0 7,400
PALL CORP COM 696429307 153.10 7,100 SH OTH 3 7,100 0 0
PAMECO CORP COM 697934107 1,670.80 417,700 SH SOLE 3 229,600 0 188,100
PANAMERICAN BEVERAGES, INC COM P74823108 925.31 45,000 SH SOLE 2 45,000
PANAMSAT CORP. COM 697933109 41.60 700 SH SOLE 3 700 0 0
PARAMETRIC TECHNOLOGY CORP COM 699173100 4,235.80 156,520 SH SOLE 3 149,320 0 2,800
PARAMETRIC TECHNOLOGY CORP COM 699173100 939.10 34,700 SH OTH 3 5,800 0 28,900
PARAMETRIC TECHNOLOGY CORP COM 699173100 1,780.71 65,800 SH SOLE 2 65,800
PARAMETRIC TECHNOLOGY CORP COM 699173100 10,686.36 394,877 SH SOLE 2 394,877
PAREXEL INTERNATIONAL CORP COM 699462107 756.00 64,004 SH SOLE 3 64,004 0 0
PARK ELECTROCHEMICAL CORP COM 700416209 3,285.80 123,700 SH SOLE 3 120,600 0 3,100
PARK ELECTROCHEMICAL CORP COM 700416209 77.00 2,900 SH OTH 3 2,900 0 0
PARK PLACE ENTERTAINMENT CORP COM 700690100 5,150.00 412,000 SH SOLE 3 389,700 0 22,300
PARK PLACE ENTERTAINMENT CORP COM 700690100 485.00 38,800 SH OTH 3 5,400 0 33,400
PARK PLACE ENTERTAINMENT CORP COM 700690100 266.15 21,292 SH SOLE 2 21,292
PARKER-HANNIFIN CORP. COM 701094104 47,299.90 921,800 SH SOLE 3 883,700 0 38,100
PARKER-HANNIFIN CORP. COM 701094104 1,636.90 31,900 SH OTH 3 31,900 0 0
PARKER DRILLING CO. COM 701081101 1,272.10 399,100 SH SOLE 3 378,800 0 20,300
PARKER DRILLING CO. COM 701081101 30.30 9,500 SH OTH 3 9,500 0 0
PARKWAY PROPERTIES CO COM 70159Q104 2,322.30 80,600 SH SOLE 3 67,300 0 13,300
PATTERSON DENTAL COM 703412106 25.60 600 SH SOLE 3 600 0 0
PATTERSON ENERGY, INC. COM 703414102 340.60 26,200 SH SOLE 3 21,800 0 4,400
PAXAR CORP COM 704227107 781.30 92,600 SH SOLE 3 92,600 0 0
PAXSON COMMUNICATIONS CORP CLL 704231109 21.88 10,000 SH CALL SOLE 2 10,000
PAXSON COMMUNICATIONS CORP COM 704231109 179.06 15,000 SH SOLE 2 15,000
PAYCHEX INC COM 704326107 717.00 17,925 SH SOLE 3 17,925 0 0
PAYCHEX INC COM 704326107 768.00 19,200 SH SOLE 2 19,200
PAYCHEX INC COM 704326107 17,759.04 443,976 SH SOLE 2 443,976
PAYLESS SHOESOURCE INC COM 704379106 446.50 9,500 SH SOLE 3 9,500 0 0
PC CONNECTION INC. COM 69318J100 690.00 20,000 SH SOLE 2 20,000
PC SERVICE SOURCE INC COM 693258105 43.75 20,000 SH SOLE 2 20,000
PCORDER.COM INC COM 70453H107 497.25 9,750 SH SOLE 2 9,750
PCORDER.COM INC COM 70453H107 6,071.30 119,045 SH SOLE 2 119,045
PCORDER.COM INC COM 70453H107 132.60 2,600 SH SOLE 3 2,400 0 200
PCORDER.COM INC COM STK COM 70453H107 693.60 13,600 SH SOLE 4 13,600
PE CORP - PR BIOSYSTEMS COM 69332S102 481.20 4,000 SH SHD 1 4,000 0 0
PE CORP - PR BIOSYSTEMS COM 69332S102 21,066.70 175,100 SH SOLE 3 174,100 0 1,000
PECO ENERGY CO COM 693304107 125.10 3,600 SH SHD 1 3,600 0 0
PECO ENERGY CO COM 693304107 11,338.90 326,300 SH SOLE 3 326,300 0 0
PECO ENERGY CO COM 693304107 472.60 13,600 SH OTH 3 13,600 0 0
PECO ENERGY CO COM 693304107 241.27 6,943 SH SOLE 2 6,943
PEERLESS MFG. CO. COM 705514107 201.50 15,500 SH SOLE 2 15,500
PEGASUS COMMUNICATIONS INC. COM 705904100 635.40 6,500 SH SOLE 3 6,500 0 0
PEGASUS SYSTEMS INC COM 705906105 1,580.20 26,200 SH SOLE 3 24,000 0 2,200
PENINSULAR & ORIENTL STEAM ADR COM 707190401 410.90 12,400 SH SOLE 2 12,400
PENN-AMER GRP INC COM 707247102 5,338.60 688,850 SH SOLE 3 450,750 0 238,100
PENN TREATY AMERN CORP COM 707874103 11,542.40 732,850 SH SOLE 3 551,900 0 180,950
PENN TREATY AMERN CORP COM 707874103 61.40 3,900 SH OTH 3 3,900 0 0
PENNEY J C INC COM 708160106 5,904.00 296,123 SH SOLE 3 296,123 0 0
PENNZOIL-QUAKER STATE COM 709323109 875.10 85,900 SH SOLE 3 72,100 0 13,800
PENTAIR INC COM 709631105 496.60 12,900 SH SOLE 3 3,200 0 9,700
PENTAIR INC COM 709631105 327.20 8,500 SH OTH 3 0 0 8,500
PENTAIR INC COM 709631105 327.25 8,500 SH SOLE 2 8,500
PENTON MEDIA INC COM 709668107 2,150.40 89,600 SH SOLE 3 87,600 0 0
PEOPLES BANK OF BRIDEPORT CT COM 710198102 185.90 8,800 SH SOLE 3 8,800 0 0
PEOPLES BANK OF BRIDEPORT CT COM 710198102 50.70 2,400 SH OTH 3 2,400 0 0
PEOPLES ENERGY CORP COM 711030106 422.10 12,600 SH SOLE 3 12,600 0 0
PEOPLES ENERGY CORP COM 711030106 924.60 27,600 SH OTH 3 2,000 0 25,600
PEOPLES HERITAGE FINCL GRP INC COM 711147108 9.00 600 SH SOLE 3 600 0 0
PEOPLESOFT INC COM 712713106 6,095.40 286,000 SH SOLE 3 286,000 0 0
PEOPLESOFT INC COM 712713106 375.21 17,605 SH SOLE 2 17,605
PEOPLESOFT INC COM 712713106 999.56 46,900 SH SOLE 2 46,900
PEP BOYS MANNY-MOE &JACK COM 713278109 1,963.60 219,700 SH SOLE 3 210,800 0 8,900
PEPSICO BOTTLING GRP COM 713409100 14,111.20 852,000 SH SOLE 3 806,200 0 45,800
PEPSICO BOTTLING GRP COM 713409100 190.50 11,500 SH OTH 3 11,500 0 0
PEPSICO INC (NORTH CAROLINA) COM 713448108 1,646.20 46,700 SH SHD 1 46,700 0 0
PEPSICO INC (NORTH CAROLINA) COM 713448108 266,170.90 7,550,948 SH SOLE 3 6,601,188 0 930,850
PEPSICO INC (NORTH CAROLINA) COM 713448108 3,688.80 104,647 SH OTH 3 69,810 0 21,500
PEPSICO INC (NORTH CAROLINA) COM 713448108 38,307.23 1,086,730 SH SOLE 2 1,086,730
PEPSICO INC (NORTH CAROLINA) COM 713448108 51,942.11 1,473,535 SH SOLE 2 1,473,535
PER-SE TECHNOLOGIES INC COM 713569309 154.11 18,333 SH SOLE 2 18,333
PER-SE TECHNOLOGIES INC NEW COM 713569309 361.60 43,011 SH SOLE 3 43,011 0 0
PEREGRINE SYS INC COM 71366Q101 1,531.12 18,187 SH SOLE 2 18,187
PEREGRINE SYS INC COM 71366Q101 2,104.69 25,000 SH SOLE 2 25,000
PEREGRINE SYSTEMS INC COM 71366Q101 2,508.80 29,800 SH SOLE 3 27,400 0 2,400
PEREGRINE SYSTEMS INC COM 71366Q101 109.40 1,300 SH OTH 3 1,300 0 0
PERFORMANCE FOOD GRP CO COM 713755106 131.60 5,400 SH SOLE 3 700 0 4,700
PERKINELMER INC COM 714046109 221.40 5,311 SH SOLE 2 5,311
PERKINELMER INC COM 714046109 249.79 5,992 SH SOLE 2 5,992
PERKINELMER INC COM 714046109 3,710.20 89,000 SH SOLE 3 84,700 0 4,300
PERKINELMER INC COM 714046109 742.00 17,800 SH OTH 3 3,200 0 9,800
PERMIAN BASIN RTY TR UBI COM 714236106 216.13 38,000 SH SOLE 2 38,000
PEROT SYS CORP CL-A COM 714265105 1,510.00 80,000 SH SOLE 2 80,000
PERRIGO CO COM 714290103 351.20 43,900 SH SOLE 3 38,400 0 5,500
PERSISTENCE SOFTWARE INC COM 715329108 2,486.25 110,500 SH SOLE 2 110,500
PERVASIVE SOFTWARE INC COM 715710109 62.70 3,700 SH SOLE 3 0 0 3,700
PERVASIVE SOFTWARE INC COM 715710109 1,067.06 63,000 SH SOLE 2 63,000
PETCO ANIMAL SUPPLIES INC COM 716016100 1,462.20 98,300 SH SOLE 3 92,600 0 5,700
PETCO ANIMAL SUPPLIES INC COM 716016100 38.70 2,600 SH OTH 3 2,600 0 0
PETSMART, INC. COM 716768106 524.40 91,200 SH SOLE 3 74,900 0 16,300
PETSMART, INC. COM 716768106 115.00 20,000 SH SOLE 2 20,000
PETSMART, INC. COM 716768106 206.33 35,883 SH SOLE 2 35,883
PFF BANCORP INC COM 69331W104 964.90 49,800 SH SOLE 3 45,900 0 3,900
PFIZER INC COM 717081103 2,559.30 78,900 SH SHD 1 78,900 0 0
PFIZER INC COM 717081103 402,240.70 12,400,483 SH SOLE 3 10,434,453 0 1,903,040
PFIZER INC COM 717081103 6,738.30 207,733 SH OTH 3 145,740 0 34,500
PFIZER INC. COM 717081103 34,757.11 1,071,510 SH SOLE 4 1,071,510
PFIZER INC. CLL 717081103 77.50 10,000 SH CALL SOLE 2 10,000
PFIZER INC. COM 717081103 171,843.01 5,297,665 SH SOLE 2 5,297,665
PFIZER INC. COM 717081103 96,748.64 2,982,617 SH SOLE 2 2,982,617
PHARMACEUTICAL FORMULATIONS COM 716932108 2.28 12,000 SH SOLE 2 12,000
PHARMACEUTICAL PRODUCT DEV COM 717124101 689.90 58,095 SH SOLE 3 54,795 0 3,300
PHARMACIA & UPJOHN INC COM 716941109 1,048.50 23,300 SH SHD 1 23,300 0 0
PHARMACIA & UPJOHN INC COM 716941109 75,213.00 1,671,400 SH SOLE 3 1,564,600 0 96,100
PHARMACIA & UPJOHN INC COM 716941109 1,174.50 26,100 SH OTH 3 16,200 0 9,900
PHARMACIA & UPJOHN INC COM 716941109 3,330.00 74,000 SH SOLE 2 74,000
PHARMACIA & UPJOHN INC COM 716941109 884.16 19,648 SH SOLE 2 19,648
PHARMACOPEIA INC COM 71713B104 322.99 14,276 SH SOLE 2 14,276
PHARMACYCLICS INC COM 716933106 311.40 7,549 SH SOLE 2 7,549
PHARMACYCLICS INC. COM 716933106 693.00 16,800 SH SOLE 3 15,300 0 1,500
PHELPS DODGE CORP COM 717265102 4,178.90 62,024 SH SOLE 3 62,024 0 0
PHELPS DODGE CORP COM 717265102 178.30 2,646 SH OTH 3 2,646 0 0
PHILIP MORRIS CO INC (HLDG CO) COM 718154107 1,711.20 74,400 SH SHD 1 74,400 0 0
PHILIP MORRIS CO INC (HLDG CO) CLL 718154107 0.78 25,000 SH CALL SOLE 2 25,000
PHILIP MORRIS CO INC (HLDG CO) CLL 718154107 12.50 20,000 SH CALL SOLE 2 20,000
PHILIP MORRIS CO INC (HLDG CO) CLL 718154107 75.94 30,000 SH CALL SOLE 2 30,000
PHILIP MORRIS CO INC (HLDG CO) CLL 718154107 9.38 10,000 SH CALL SOLE 2 10,000
PHILIP MORRIS CO INC (HLDG CO) CLL 718154107 9.38 10,000 SH CALL SOLE 2 10,000
PHILIP MORRIS CO INC (HLDG CO) CLL 718154107 970.31 225,000 SH CALL SOLE 2 225,000
PHILIP MORRIS CO INC (HLDG CO) COM 718154107 18,797.62 817,288 SH SOLE 2 817,288
PHILIP MORRIS CO INC (HLDG CO) COM 718154107 7,546.99 328,130 SH SOLE 2 328,130
PHILIP MORRIS CO INC (HLDG CO) COM 718154107 90,120.40 3,918,278 SH SOLE 3 3,675,078 0 224,300
PHILIP MORRIS CO INC (HLDG CO) COM 718154107 1,032.40 44,885 SH OTH 3 32,400 0 2,500
PHILIP MORRIS CO INC (HLDG CO) COM 718154107 1,307.55 56,850 SH SOLE 4 56,850
PHILIP SVCS CORP COM 71819M103 3.48 30,228 SH SOLE 2 30,228
PHILIPPINE LONG DIST-SP ADR COM 718252604 626.20 24,200 SH SOLE 3 24,200 0 0
PHILIPPINE LONG DIST-SP ADR COM 718252604 62.10 2,400 SH OTH 3 0 0 0
PHILLIPS-VAN HEUSEN CORP COM 718592108 86.66 10,425 SH SOLE 2 10,425
PHILLIPS-VAN HEUSEN CORP COM 718592108 346.60 41,700 SH SOLE 3 36,100 0 5,600
PHILLIPS PETROLEUM CO. COM 718507106 1,348.90 28,700 SH SOLE 3 28,700 0 0
PHILLIPS PETROLEUM CO. COM 718507106 112.80 2,400 SH OTH 3 0 0 0
PHILLIPS PETROLEUM CO. COM 718507106 249.95 5,318 SH SOLE 2 5,318
PHOENIX HEALTHCARE CORP COM 719072100 2.00 20,000 SH SOLE 2 20,000
PHOENIX TECHNOLOGY LTD COM 719153108 319.40 20,200 SH SOLE 3 20,200 0 0
PHONE.COM INC. CLL 71920Q100 137.50 10,000 SH CALL SOLE 2 10,000
PHONE.COM INC. COM 71920Q100 2,597.00 22,400 SH SOLE 2 22,400
PHONE.COM INC. COM 71920Q100 2,960.46 25,535 SH SOLE 2 25,535
PHOTOGEN TECHNOLOGIES INC COM 71932A101 758.50 41,000 SH SOLE 2 41,000
PHOTRONICS INC COM 719405102 472.30 16,500 SH SOLE 3 13,100 0 3,400
PICTET ASIA GROWTH FUND USD COM TAM990EL4 1,269.33 14,632 SH SOLE 4 14,632
PICTURETEL CORP(NEW) COM 720035302 77.63 18,000 SH SOLE 2 18,000
PIEDMONT NATURAL GAS CO INC COM 720186105 141.60 4,700 SH SOLE 3 4,700 0 0
PIEDMONT NATURAL GAS CO INC COM 720186105 129.50 4,300 SH OTH 3 4,300 0 0
PIER 1 IMPORTS INC (DE) COM 720279108 1.90 300 SH SOLE 3 300 0 0
PIERCE LEAHY CORP. COM 720722107 22,537.60 521,100 SH SOLE 3 407,700 0 113,400
PIERCE LEAHY CORP. COM 720722107 60.50 1,400 SH OTH 3 1,400 0 0
PILGRIMS PRIDE CORP-CL B COM 721467108 608.50 73,200 SH SOLE 3 66,300 0 6,900
PILGRIMS PRIDE CORP-CL B COM 721467108 22.40 2,700 SH OTH 3 2,700 0 0
PILLOWTEX CORP COM 721501104 1.90 300 SH SOLE 3 300 0 0
PIMCO ADVISORS HLDGS L.P. COM 69338P102 1,092.94 29,000 SH SOLE 2 29,000
PINNACLE HLDGS INC COM 72346N101 453.41 10,700 SH SOLE 2 10,700
PINNACLE SYSTEMS INC COM 723481107 1,261.30 31,000 SH SOLE 3 28,500 0 2,500
PINNACLE WEST CAPITAL CORP COM 723484101 146.70 4,800 SH SHD 1 4,800 0 0
PINNACLE WEST CAPITAL CORP COM 723484101 3,471.90 113,600 SH SOLE 3 91,600 0 22,000
PINNACLE WEST CAPITAL CORP COM 723484101 2,897.30 94,800 SH OTH 3 0 0 94,800
PIONEER NATURAL RES COM 723787107 603.30 67,500 SH SOLE 3 57,800 0 9,700
PIONEER NATURAL RESOURCES CO COM 723787107 40.22 4,500 SH SOLE 2 4,500
PIONEER STAND. ELECTRNCS COM 723877106 1,051.00 72,800 SH SOLE 3 66,900 0 5,900
PITNEY-BOWES INC COM 724479100 32,147.10 665,400 SH SOLE 3 639,500 0 24,600
PITNEY-BOWES INC COM 724479100 2,604.00 53,900 SH OTH 3 39,900 0 14,000
PITNEY-BOWES INC COM 724479100 747.49 15,472 SH SOLE 2 15,472
PITT DESMOINES INC COM 724508106 578.70 23,500 SH SOLE 3 21,500 0 2,000
PITTSTON BAX GRP COM 725701882 11,668.40 1,098,200 SH SOLE 3 857,600 0 240,600
PITTSTON BAX GRP COM 725701882 59.50 5,600 SH OTH 3 5,600 0 0
PITTSTON BRINK'S GRP COM 725701106 15,466.00 703,000 SH SOLE 3 523,800 0 179,200
PITTSTON BRINK'S GRP COM 725701106 543.40 24,700 SH OTH 3 2,300 0 22,400
PITTSTON MINERALS GRP COM 725701205 84.80 52,200 SH SOLE 3 52,200 0 0
PITTWAY CORP DEL CL-A COM 725790208 1,165.10 26,000 SH SOLE 3 26,000 0 0
PITTWAY CORP DEL CLASS-A COM 725790208 308.49 6,884 SH SOLE 2 6,884
PIXAR INC COM 725811103 7.10 200 SH SOLE 3 0 0 200
PLAINS ALL AMERICAN PIPELINE COM 726503105 5,251.03 403,925 SH SOLE 2 403,925
PLAINS ALL AMERICAN PIPELINE COM 726503105 7,480.20 575,400 SH SOLE 2 575,400
PLAINS RESOURCES INC (NEW) COM 726540503 60.00 4,800 SH SOLE 3 0 0 4,800
PLANET HOLLYWOOD INTL INC COM 727025108 106.30 1,476,000 SH SOLE 3 1,476,000 0 0
PLANETRX.COM INC. COM 727049108 440.80 30,400 SH SOLE 4 30,400
PLANETRX.COM INC. COM 727049108 395.13 27,250 SH SOLE 2 27,250
PLANETRX.COM INC. COM 727049108 1,943.00 134,000 SH SOLE 2 134,000
PLANTRONICS INC COM 727493108 572.50 8,000 SH SOLE 3 6,200 0 1,800
PLATFORMS INTL CORP COM 72765A101 4.00 10,000 SH SOLE 2 10,000
PLATINUM ENTERTAINMENT INC COM 727909103 59.59 23,834 SH SOLE 2 23,834
PLAYBOY ENTERPRISES INC CL-B COM 728117300 481.40 19,800 SH SOLE 3 19,800 0 0
PLAYBOY ENTERPRISES INC CL-B COM 728117300 1,823.05 74,984 SH SOLE 2 74,984
PLAYTEX PRODUCTS, INC. COM 72813P100 27,469.00 1,786,600 SH SOLE 3 1,783,400 0 3,200
PLAYTEX PRODUCTS, INC. COM 72813P100 76.90 5,000 SH OTH 3 5,000 0 0
PLEXUS CORP COM 729132100 541.20 12,300 SH SOLE 3 9,700 0 2,600
PLIANT SYS INC. COM 729138107 400.42 44,800 SH SOLE 2 44,800
PLIANT SYS INC. COM 729138107 10,040.50 1,123,350 SH SOLE 2 1,123,350
PLUG POWER INC. COM 72919P103 1,315.21 46,556 SH SOLE 2 46,556
PLUG POWER INC. COM 72919P103 972.51 34,425 SH SOLE 2 34,425
PLUG POWER INC. COM 72919P103 323.46 11,450 SH SOLE 4 11,450
PLUM CREEK TIMBER CO INC COM 729251108 388.50 15,540 SH SOLE 2 15,540
PMA CAPITAL CORP. COM 693419202 554.50 27,900 SH SOLE 3 23,600 0 4,300
PMC-SIERRA INC COM 69344F106 7,255.58 45,259 SH SOLE 2 45,259
PMC-SIERRA INC COM 69344F106 8,228.20 51,326 SH SOLE 2 51,326
PMC - SIERRA INC COM 69344F106 865.70 5,400 SH SHD 1 5,400 0 0
PMC - SIERRA INC COM 69344F106 10,420.30 65,000 SH SOLE 3 64,300 0 700
PMC - SIERRA INC COM 69344F106 112.20 700 SH OTH 3 700 0 0
PMI GRP, INC. COM 69344M101 737.10 15,100 SH SHD 1 15,100 0 0
PMI GRP, INC. COM 69344M101 16,625.90 340,607 SH SOLE 3 322,207 0 13,600
PMI GRP, INC. COM 69344M101 1,947.60 39,900 SH OTH 3 6,300 0 32,500
PNC BANK CORP COM 693475105 21,661.30 486,771 SH SOLE 3 441,271 0 43,100
PNC BANK CORP COM 693475105 1,659.80 37,300 SH OTH 3 36,700 0 600
PNC BANK CORP COM 693475105 1,850.00 41,573 SH SOLE 2 41,573
POGO PRODUCING CO COM 730448107 482.90 23,700 SH SOLE 3 23,700 0 0
POGO PRODUCING CO COM 730448107 15,313.10 751,563 SH SOLE 2 751,563
POGO PRODUCING CO COM 730448107 8,015.99 393,423 SH SOLE 2 393,423
POGO PRODUCING CO (REGISTERED) CNV 730448AE7 403.63 515,000 SH SOLE 2 515,000
POGO TR I 6.5% QUIPS PRF 73044P208 227.81 4,500 SH SOLE 2 4,500
POHANG IRON & STEEL CO LTD ADR COM 730450103 367.50 10,500 SH SOLE 3 10,500 0 0
POHANG IRON & STEEL CO LTD ADR COM 730450103 5,286.60 151,045 SH OTH 3 74,830 0 22,520
POHANG IRON & STEEL CO.,LTD COM 730450103 203.00 5,800 SH SOLE 2 5,800
POINTE COMMUNICATIONS CORP COM 730749108 352.84 168,500 SH SOLE 2 168,500
POLARIS INDS INC COM 731068102 1,297.30 35,788 SH SOLE 3 32,588 0 3,200
POLARIS INDS INC COM 731068102 1,258.75 34,724 SH SOLE 2 34,724
POLAROID CORP. COM 731095105 620.80 33,000 SH SOLE 3 27,500 0 5,500
POLICY MANAGEMENT SYS CP COM 731108106 92.00 3,600 SH SOLE 3 0 0 3,600
POLO RALPH LAUREN CORP COM 731572103 220.11 12,900 SH SOLE 2 12,900
POLO RALPH LAUREN CORP COM 731572103 282.38 16,550 SH SOLE 2 16,550
POLSKI KONCERN NAFTOWY SA COM 731613204 798.10 63,465 SH SOLE 3 63,465 0 0
POLYCOM INC COM 73172K104 547.70 8,600 SH SOLE 3 6,700 0 1,900
POLYMER GRP INC COM 731745105 113.20 6,200 SH SOLE 3 2,900 0 3,300
POMEROY COMPUTER RES COM 731822102 930.10 70,200 SH SOLE 3 25,000 0 45,200
POPE & TALBOT CO COM 732827100 409.60 25,600 SH SOLE 3 25,600 0 0
PORTAL SOFTWARE COM 736126103 2,956.30 28,737 SH SOLE 3 28,737 0 0
PORTAL SOFTWARE COM 736126103 10.30 100 SH OTH 3 100 0 0
PORTAL SOFTWARE, INC. COM 736126103 44,261.97 430,250 SH SOLE 2 430,250
POTASH CORP. OF SASKATCHEWAN COM 73755L107 5,146.40 106,800 SH SOLE 3 106,800 0 0
POTLATCH CORP COM 737628107 2,208.90 49,500 SH SOLE 3 34,600 0 14,900
POTLATCH CORP COM 737628107 93.70 2,100 SH OTH 3 2,100 0 0
POTOMAC ELEC.POWER CO. COM 737679100 107.80 4,700 SH SOLE 3 4,700 0 0
POTOMAC ELEC.POWER CO. COM 737679100 36.70 1,600 SH OTH 3 1,600 0 0
POWER-ONE INC COM 739308104 1,827.90 39,900 SH SOLE 3 39,900 0 0
POWER INTEGRATIONS INC COM 739276103 110.30 2,300 SH SOLE 3 500 0 1,800
POWER INTEGRATIONS INC COM 739276103 535.08 11,162 SH SOLE 2 11,162
POWERCHIP SEMICONDUCTOR GDR COM 73931M201 1,512.90 111,000 SH OTH 3 80,000 0 31,000
POWERCHIP SEMICONDUCTOR GDR COM 73931M201 1,512.90 111,000 SH OTH 3 80,000 0 31,000
POWERTEL INC COM 73936C109 1,326.56 13,216 SH SOLE 2 13,216
POWERTEL INC COM 73936C109 5,450.40 54,300 SH SOLE 3 51,600 0 2,700
POWERTEL INC COM 73936C109 60.20 600 SH OTH 3 600 0 0
POWERWAVE TECHNOLOGIES INC COM 739363109 3,934.50 67,400 SH SOLE 3 65,900 0 1,500
POWERWAVE TECHNOLOGIES INC COM 739363109 29.20 500 SH OTH 3 500 0 0
PPG INDS INC. COM 693506107 200.20 3,200 SH SHD 1 3,200 0 0
PPG INDS INC. COM 693506107 11,142.40 178,100 SH SOLE 3 170,600 0 7,500
PPG INDS INC. COM 693506107 294.00 4,700 SH OTH 3 4,700 0 0
PRANDIUM INC COM 73972W100 2.90 20,000 SH SOLE 2 20,000
PRAXAIR INC COM 74005P104 669.20 13,300 SH SHD 1 13,300 0 0
PRAXAIR INC COM 74005P104 13,780.60 273,900 SH SOLE 3 259,300 0 14,600
PRAXAIR INC COM 74005P104 166.00 3,300 SH OTH 3 3,300 0 0
PRAXAIR INC COM 74005P104 237.22 4,715 SH SOLE 2 4,715
PRAXAIR INC COM 74005P104 873.63 17,364 SH SOLE 2 17,364
PRE PAID LEGAL SVCS INC COM 740065107 160.80 6,700 SH SOLE 3 3,500 0 3,200
PRECISION CASTPARTS CORP. COM 740189105 677.20 25,800 SH SOLE 3 17,400 0 8,400
PREMIER NATIONAL BANCORP INC COM 74053F107 42.40 2,300 SH SOLE 3 0 0 2,300
PREMIER PARKS INC (NEW) COM 740540208 459.10 15,900 SH SOLE 3 12,200 0 3,700
PREMIER PARKS INC (NEW) COM 740540208 72.20 2,500 SH OTH 3 2,500 0 0
PREMIERE TECHNOLOGIES INC COM 74058F102 57.40 8,200 SH SOLE 3 0 0 8,200
PREMIERE TECHNOLOGIES INC COM 74058F102 187.60 26,800 SH SOLE 2 26,800
PREMISYS COMMUNICATIONS COM 740584107 300.00 30,000 SH SOLE 2 30,000
PRENTISS PROPERTIES COM 740706106 10,051.60 470,250 SH SOLE 3 425,750 0 42,400
PRESIDENTIAL LIFE CORP COM 740884101 1.80 100 SH SOLE 3 100 0 0
PREVIEW SYSTEMS INC COM 741379101 162.20 2,500 SH SOLE 3 2,500 0 0
PREVIEW TRAVEL COM 74137R101 74,687.30 1,432,850 SH SOLE 3 815,450 0 175,900
PREVIEW TRAVEL COM 74137R101 10.40 200 SH OTH 3 200 0 0
PREVIEW TRAVEL INC COM 74137R101 429.72 8,244 SH SOLE 2 8,244
PRI AUTOMATION INC COM 69357H106 671.20 10,000 SH SOLE 3 8,300 0 1,700
PRICE COMMUNICATIONS CORP NEW COM 741437305 22,500.60 809,010 SH SOLE 3 645,890 0 163,120
PRICE COMMUNICATIONS CORP NEW COM 741437305 100.50 3,615 SH OTH 3 3,615 0 0
PRICE COMMUNICATIONS CORP NEW COM 741437305 1,971.18 70,874 SH SOLE 2 70,874
PRICELINE.COM COM 741503106 2,108.20 44,500 SH SOLE 3 43,600 0 400
PRICELINE.COM INC COM 741503106 2,454.03 51,800 SH SOLE 4 51,800
PRICELINE.COM INC COM 741503106 715.36 15,100 SH SOLE 2 15,100
PRICELINE.COM INC COM 741503106 25,132.48 530,501 SH SOLE 2 530,501
PRICELINE.COM INC PUT 741503106 123.75 20,000 SH PUT SOLE 2 20,000
PRICELINE.COM INC PUT 741503106 350.00 50,000 SH PUT SOLE 2 50,000
PRICELINE.COM INC PUT 741503106 1,251.25 130,000 SH PUT SOLE 2 130,000
PRICELINE.COM INC PUT 741503106 1,868.75 130,000 SH PUT SOLE 2 130,000
PRICELINE.COM INC PUT 741503106 950.00 100,000 SH PUT SOLE 2 100,000
PRIDE INTERNATIONAL INC COM 741932107 365.63 25,000 SH SOLE 2 25,000
PRIDE INTERNATIONAL INC. COM 741932107 1,095.40 74,900 SH SOLE 3 70,100 0 4,800
PRIMARK CORP. COM 741903108 127.90 4,600 SH SOLE 3 3,100 0 1,500
PRIME HOSPITALITY CORP COM 741917108 8,119.00 921,300 SH SOLE 3 867,800 0 40,800
PRIME HOSPITALITY CORP COM 741917108 858.68 97,439 SH SOLE 2 97,439
PRIME MED SVCS INC (NEW) COM 74156D108 512.83 56,200 SH SOLE 2 56,200
PRIME MED SVCS INC (NEW) COM 74156D108 12,637.20 1,384,900 SH SOLE 3 1,066,400 0 318,500
PRIME MED SVCS INC (NEW) COM 74156D108 36.50 4,000 SH OTH 3 4,000 0 0
PRIME RETAIL INC PFD CONV PRF 741570303 712.29 60,300 SH SOLE 2 60,300
PRIMEDIA INC COM 74157K101 1,806.07 109,459 SH SOLE 2 109,459
PRIMEX TECHNOLOGIES INC. COM 741597108 365.20 17,600 SH SOLE 3 13,500 0 4,100
PRIMUS TELECOMMUNICATIONS GRP COM 741929103 539.30 14,100 SH SOLE 3 11,600 0 2,500
PRINS RECYCLING CORP COM 742544109 0.16 20,000 SH SOLE 2 20,000
PRIORITY HEALTHCARE CORP COM 74264T102 651.40 22,512 SH SOLE 3 22,512 0 0
PRIORITY HEALTHCARE CORP COM 74264T102 36.40 1,259 SH OTH 3 1,259 0 0
PRISON REALTY TRUST INC COM 74264N105 39.90 7,875 SH SOLE 3 7,875 0 0
PROBUSINESS SVCS INC COM 742674104 3,561.26 98,924 SH SOLE 2 98,924
PROCOM TECHNOLOGY INC COM 74270W107 283.55 10,700 SH SOLE 2 10,700
PROCTER & GAMBLE CO COM 742718109 5,905.40 53,900 SH SHD 1 53,900 0 0
PROCTER & GAMBLE CO COM 742718109 611,851.30 5,584,496 SH SOLE 3 4,973,246 0 583,570
PROCTER & GAMBLE CO COM 742718109 9,695.10 88,489 SH OTH 3 65,530 0 16,800
PROCTER & GAMBLE CO COM 742718109 54,641.56 498,725 SH SOLE 4 498,725
PROCTER & GAMBLE CO COM 742718109 111,759.67 1,020,054 SH SOLE 2 1,020,054
PROCTER & GAMBLE CO COM 742718109 233,645.43 2,132,531 SH SOLE 2 2,132,531
PROCURENET INC. COM 742804107 0.00 3,200 SH SOLE 3 3,200 0 0
PRODIGY COMMUNICATIONS COM 74283P107 19.40 1,000 SH SOLE 3 1,000 0 0
PRODIGY COMMUNICATIONS COM 74283P107 5.80 300 SH OTH 3 300 0 0
PROFESSIONALS GRP INC COM 742954100 11.70 500 SH SOLE 3 500 0 0
PROFIT RECOVERY GRP INTL COM 743168106 755.70 28,450 SH SOLE 3 25,200 0 3,250
PROGRESS SOFTWARE COM 743312100 7,090.90 124,950 SH SOLE 3 122,150 0 2,800
PROGRESS SOFTWARE COM 743312100 107.80 1,900 SH OTH 3 1,900 0 0
PROGRESSIVE CORP OF OHIO COM 743315103 255.94 3,500 SH SOLE 2 3,500
PROJECT SOFTWARE & DEV INC COM 74339P101 33,866.10 610,200 SH SOLE 3 608,200 0 2,000
PROJECT SOFTWARE & DEV INC COM 74339P101 3,247.31 58,510 SH SOLE 2 58,510
PROLOGIS TR COM 743410102 637.68 33,126 SH SOLE 2 33,126
PROLOGIS TR COM 743410102 3,456.36 179,551 SH SOLE 2 179,551
PROLOGIS TRUST COM 743410102 5,276.40 274,100 SH SOLE 3 236,700 0 37,400
PROTECTION ONE INC COM 743663304 62.00 32,000 SH SOLE 2 32,000
PROTECTION ONE INC COM 743663304 3,709.30 1,914,496 SH SOLE 3 1,387,196 0 527,300
PROTECTION ONE INC COM 743663304 17.20 8,900 SH OTH 3 8,900 0 0
PROTECTIVE LIFE CORP COM 743674103 1,495.20 47,000 SH SOLE 3 43,400 0 3,600
PROTECTIVE LIFE CORP COM 743674103 1,081.60 34,000 SH OTH 3 3,400 0 30,600
PROTECTIVE LIFE CORP COM 743674103 1,648.78 51,828 SH SOLE 2 51,828
PROTECTIVE LIFE CORP COM 743674103 5,445.66 171,180 SH SOLE 2 171,180
PROTEIN DESIGN LABS COM 74369L103 721.00 10,300 SH SOLE 3 10,300 0 0
PROTEIN DESIGN LABS COM 74369L103 700.00 10,000 SH SOLE 2 10,000
PROVANT INC COM 743724106 1,391.53 55,110 SH SOLE 2 55,110
PROVIDENT BANKSHARES CORP COM 743859100 98.70 5,700 SH SOLE 3 800 0 4,900
PROVIDENT FINANCIAL GRP COM 743866105 513.00 14,300 SH SOLE 3 11,600 0 2,700
PROVIDENT FINANCIAL GRP COM 743866105 516.60 14,400 SH OTH 3 0 0 14,400
PROVIDIAN FINANCIAL CORP COM 74406A102 109.30 1,200 SH SHD 1 1,200 0 0
PROVIDIAN FINANCIAL CORP COM 74406A102 34,408.06 377,851 SH SOLE 2 377,851
PROVIDIAN FINANCIAL CORP COM 74406A102 97,401.91 1,069,616 SH SOLE 2 1,069,616
PROVIDIAN FINANCIAL CORP COM 74406A102 41,449.50 455,176 SH SOLE 3 417,026 0 32,900
PROVIDIAN FINANCIAL CORP COM 74406A102 268.60 2,950 SH OTH 3 2,950 0 0
PROVIDIAN FINANCIAL CORP COM 74406A102 6,185.88 67,930 SH SOLE 4 67,930
PROVINCE HEALTHCARE CO COM 743977100 6,108.50 321,500 SH SOLE 3 197,900 0 123,600
PROXICOM INC COM 744282104 1,268.00 10,200 SH SOLE 3 9,300 0 900
PROXICOM INC COM 744282104 24.90 200 SH OTH 3 200 0 0
PROXIM INC COM 744284100 2,035.00 18,500 SH SOLE 3 17,000 0 1,500
PSINET INC COM 74437C101 3,223.30 52,200 SH SOLE 3 51,300 0 300
PSINET INC COM 74437C101 43.20 700 SH OTH 3 700 0 0
PSS WORLD MEDICAL INC COM 69366A100 289.73 30,700 SH SOLE 2 30,700
PSS WORLD MEDICL INC COM 69366A100 407.70 43,200 SH SOLE 3 35,800 0 7,400
PSW TECHNOLOGIES INC COM 69364J103 239.25 12,000 SH SOLE 2 12,000
PUBLIC-SVC ENTERPRISE GRP COM 744573106 257.60 7,400 SH SHD 1 7,400 0 0
PUBLIC-SVC ENTERPRISE GRP COM 744573106 18,210.40 523,100 SH SOLE 3 486,100 0 37,000
PUBLIC-SVC ENTERPRISE GRP COM 744573106 1,866.00 53,600 SH OTH 3 50,800 0 0
PUBLIC SERV.CO.NEW MEX. COM 744499104 20,104.50 1,237,200 SH SOLE 3 1,169,600 0 60,200
PUBLIC SERV.CO.NEW MEX. COM 744499104 190.10 11,700 SH OTH 3 11,700 0 0
PUBLIC STORAGE INC COM 74460D109 8,363.70 368,650 SH SOLE 3 321,750 0 46,900
PUBLICARD INC COM 744627100 32.80 5,000 SH SOLE 3 5,000 0 0
PUGET SOUND PWR.& LT.CO. COM 745332106 358.40 18,500 SH SOLE 3 18,500 0 0
PUGET SOUND PWR.& LT.CO. COM 745332106 410.80 21,200 SH OTH 3 1,400 0 19,800
PULITZER INC COM 745769109 967.50 24,000 SH SOLE 2 24,000
PULITZER INC COM 745769109 2,265.60 56,200 SH SOLE 3 50,600 0 5,600
PULITZER INC COM 745769109 532.10 13,200 SH OTH 3 2,200 0 11,000
PULTE CORP COM 745867101 3,402.00 151,200 SH SOLE 3 143,800 0 7,400
PULTE CORP COM 745867101 159.80 7,100 SH OTH 3 7,100 0 0
PUMA TECHNOLOGY INC COM 745887109 326.56 2,500 SH SOLE 2 2,500
PXRE GRP LIMITED COM G73018106 7,484.10 575,700 SH SOLE 3 562,300 0 0
QIAGEN N.V. COM N72482107 604.00 8,000 SH SOLE 2 8,000
QIAGEN N.V. COM N72482107 702.15 9,300 SH SOLE 2 9,300
QIAGEN N.V. (EUR) RESTRICTED STOCK COM 748991114 4,244.37 54,900 SH SOLE 4 54,900
QLOGIC CORP COM 747277101 1,279.00 8,000 SH SOLE 3 5,000 0 3,000
QLOGIC CORP COM 747277101 1,422.90 8,900 SH OTH 3 0 0 8,900
QRS CORP COM 74726X105 183.80 1,750 SH SOLE 3 50 0 1,700
QUAKER OATS CO COM 747402105 312.30 4,759 SH SOLE 3 4,559 0 200
QUAKER OATS CO COM 747402105 144.40 2,200 SH OTH 3 0 0 0
QUALCOMM INC COM 747525103 3,663.40 20,800 SH SHD 1 20,800 0 0
QUALCOMM INC CLL 747525103 1,864.00 16,000 SH CALL SOLE 2 16,000
QUALCOMM INC COM 747525103 11,570.36 65,694 SH SOLE 2 65,694
QUALCOMM INC COM 747525103 21,370.30 121,336 SH SOLE 2 121,336
QUALCOMM INC COM 747525103 596,481.80 3,386,696 SH SOLE 3 2,655,776 0 550,520
QUALCOMM INC COM 747525103 8,327.90 47,284 SH OTH 3 25,100 0 13,480
QUALITY DINING INC COM 74756P105 85.00 40,000 SH SOLE 2 40,000
QUANEX CORP COM 747620102 2,713.20 106,400 SH SOLE 3 93,600 0 12,800
QUANEX CORP COM 747620102 48.50 1,900 SH OTH 3 1,900 0 0
QUANTA SVCS INC COM 74762E102 921.00 32,600 SH SOLE 3 29,800 0 2,800
QUANTA SVCS INC COM 74762E102 12,266.40 434,209 SH SOLE 2 434,209
QUANTUM CO DLT & STORAGE COM 747906204 638.30 42,200 SH SOLE 3 25,100 0 17,100
QUANTUM CO DLT & STORAGE COM 747906204 394.80 26,100 SH OTH 3 2,900 0 23,200
QUANTUM CORP - HARD DISK DRIVE COM 747906303 1,892.20 272,750 SH SOLE 3 259,600 0 8,550
QUANTUM CORP - HARD DISK DRIVE COM 747906303 10.10 1,450 SH OTH 3 1,450 0 0
QUANTUM CORP SUB CONV CNV 747906AC9 375.00 500,000 SH SOLE 2 500,000
QUEBECOR PRINTING INC COM 747922102 0.00 0 SH SOLE 3 0 0 0
QUEENS CNTY BANCORP INC COM 748242104 2.70 100 SH SOLE 3 100 0 0
QUEST DIAGNOSTICS INC COM 74834L100 1,833.75 60,000 SH SOLE 2 60,000
QUEST DIAGNOSTICS, INC. COM 74834L100 6,855.20 224,300 SH SOLE 3 218,600 0 5,200
QUEST DIAGNOSTICS, INC. COM 74834L100 143.60 4,700 SH OTH 3 4,700 0 0
QUESTEC IMAGING INC COM 747936102 9.60 20,000 SH SOLE 2 20,000
QUICKLOGIC CORP COM 74837P108 1,815.00 110,000 SH SOLE 3 110,000 0 0
QUICKLOGIC CORP (CALIF) COM 74837P108 297.00 18,000 SH SOLE 2 18,000
QUIKSILVER INC COM 74838C106 414.60 26,750 SH SOLE 3 26,750 0 0
QUINTILES TRANSNATIONAL CORP COM 748767100 6,632.90 354,939 SH SOLE 3 354,939 0 0
QUINTILES TRANSNATIONAL CORP COM 748767100 1,209.08 64,700 SH SOLE 2 64,700
QUINTILES TRANSNATIONAL CORP COM 748767100 457.84 24,500 SH SOLE 2 24,500
QUINTILES TRANSNATIONAL CORP COM 748767100 249.10 13,330 SH SOLE 4 13,330
QUORUM HEALTH GRP, INC. COM 749084109 11,075.80 1,189,350 SH SOLE 3 895,250 0 294,100
QUORUM HEALTH GRP, INC. COM 749084109 46.10 4,950 SH OTH 3 4,950 0 0
QUORUM HEALTH GRP, INC. COM 749084109 1,414.66 151,910 SH SOLE 2 151,910
QUORUM HEALTH GRP, INC. COM 749084109 3,125.50 335,624 SH SOLE 2 335,624
QWEST COMMUNICATIONS INTL INC COM 749121109 1,057.80 24,600 SH SHD 1 24,600 0 0
QWEST COMMUNICATIONS INTL INC COM 749121109 53,871.30 1,252,822 SH SOLE 3 1,227,622 0 22,900
QWEST COMMUNICATIONS INTL INC COM 749121109 253.70 5,900 SH OTH 3 5,900 0 0
QWEST COMMUNICATIONS INTL INC COM 749121109 12,034.24 279,866 SH SOLE 2 279,866
QWEST COMMUNICATIONS INTL INC COM 749121109 5,494.97 127,790 SH SOLE 2 127,790
R & B FALCON CORP COM 74912E101 331.25 25,000 SH SOLE 2 25,000
R & B FALCON CORP COM 74912E101 263.70 19,900 SH SOLE 3 19,900 0 0
R & B FALCON CORP COM 74912E101 55.60 4,200 SH OTH 3 4,200 0 0
R R DONNELLEY & SONS CO COM 257867101 6,755.20 272,248 SH SOLE 3 200,448 0 65,900
R R DONNELLEY & SONS CO COM 257867101 84.40 3,400 SH OTH 3 2,100 0 1,300
R.H. DONNELLY CORP. COM 74955W307 281.20 14,900 SH OTH 3 0 0 14,900
R.J.REYNOLDS TOBACCO HLDGS COM 76182K105 515.13 29,227 SH SOLE 2 29,227
RADIAN GRP COM 750236101 13,525.70 283,260 SH SOLE 3 278,954 0 3,700
RADIAN GRP COM 750236101 76.40 1,600 SH OTH 3 1,600 0 0
RADIAN GRP INC COM 750236101 3,288.07 68,860 SH SOLE 2 68,860
RADIAN GRP INC COM 750236101 13,354.48 279,675 SH SOLE 2 279,675
RADIANT SYSTEMS INC COM 75025N102 2,065.60 51,400 SH SOLE 3 48,000 0 3,400
RADIANT SYSTEMS INC COM 75025N102 96.50 2,400 SH OTH 3 2,400 0 0
RADIO ONE INC COM 75040P108 624.40 6,787 SH SOLE 2 6,787
RADIOLOGIX INC COM 75040K109 498.30 113,900 SH SOLE 3 103,800 0 0
RADISYS CORP COM 750459109 175.90 3,450 SH SOLE 3 3,450 0 0
RAILTEX INC. COM 750766107 983.13 55,000 SH SOLE 2 55,000
RAINFOREST CAFE INC COM 75086K104 238.13 60,000 SH SOLE 2 60,000
RALSTON-RALSTON PURINA GRP COM 751277302 164.50 5,900 SH SHD 1 5,900 0 0
RALSTON-RALSTON PURINA GRP COM 751277302 109,282.00 3,920,430 SH SOLE 3 2,946,250 0 964,170
RALSTON-RALSTON PURINA GRP COM 751277302 2,449.50 87,876 SH OTH 3 41,330 0 29,100
RALSTON-RALSTON PURINA GRP COM 751277302 1,867.63 67,000 SH SOLE 2 67,000
RAMBUS INC COM 750917106 6,743.80 100,000 SH SOLE 3 100,000 0 0
RAMBUS INC COM 750917106 519.27 7,700 SH SOLE 2 7,700
RANKIN AUTOMOTIVE GRP INC COM 753050103 23.38 11,000 SH SOLE 2 11,000
RARE HOSPITALITY INTERNATIONAL COM 753820109 873.89 40,382 SH SOLE 2 40,382
RARE HOSPITALITY INTL INC COM 753820109 8,604.30 397,600 SH SOLE 3 391,300 0 6,300
RARE MEDIUM GRP INC COM 75382N109 233.76 6,850 SH SOLE 2 6,850
RARE MEDIUM GRP INC COM 75382N109 341.25 10,000 SH SOLE 2 10,000
RARE MEDIUM GRP INC COM 75382N109 1,071.50 31,400 SH SOLE 3 28,300 0 3,100
RARE MEDIUM GRP INC COM 75382N109 20.50 600 SH OTH 3 600 0 0
RATIONAL SOFTWARE CORP (NEW) COM 75409P202 1,954.80 39,793 SH SOLE 3 28,593 0 11,200
RATIONAL SOFTWARE CORP (NEW) COM 75409P202 3,595.90 73,200 SH OTH 3 2,900 0 70,300
RATIONAL SOFTWARE CORP (NEW) COM 75409P202 2,164.50 44,061 SH SOLE 2 44,061
RATIONAL SOFTWARE CORP (NEW) COM 75409P202 3,340.50 68,000 SH SOLE 2 68,000
RAYMOND JAMES FINANCIAL INC COM 754730109 711.50 38,200 SH SOLE 3 38,200 0 0
RAYONIER INC COM 754907103 594.20 12,300 SH SOLE 3 4,300 0 8,000
RAYTHEON CO CL-B (NEW) COM 755111408 761.28 28,660 SH SOLE 2 28,660
RAYTHEON CO CL-B (NEW) COM 755111408 5,977.31 225,028 SH SOLE 2 225,028
RAYTHEON CO CL A COM 755111309 5,912.80 238,300 SH SOLE 3 213,500 0 20,700
RAYTHEON CO CL A COM 755111309 22.30 900 SH OTH 3 500 0 400
RAYTHEON CO CL B COM 755111408 2,890.00 108,800 SH SOLE 3 108,800 0 0
RAZORFISH INC COM 755236106 580.30 6,100 SH SOLE 3 6,100 0 0
RCM TECHNOLOGIES INC COM 749360400 2,872.10 166,500 SH SOLE 3 85,100 0 81,400
RCN CORP COM 749361101 3,113.70 64,200 SH SOLE 3 62,800 0 600
RCN CORP COM 749361101 34.00 700 SH OTH 3 700 0 0
READ-RITE CORP CONV SUB NTS CNV 755246AA3 466.38 1,300,000 SH SOLE 2 1,300,000
READER'S DIGEST A.C.E.S TR CNV 755271202 218.00 8,000 SH SOLE 2 8,000
READER'S DIGEST A.C.E.S TR CNV 755271202 476.88 17,500 SH SOLE 2 17,500
READER'S DIGEST ASSOC., INC. COM 755267101 587.90 20,100 SH SOLE 3 12,100 0 8,000
READER'S DIGEST ASSOC., INC. COM 755267101 432.90 14,800 SH OTH 3 0 0 14,800
READER'S DIGEST ASSOC., INC. COM 755267101 2,190.83 74,900 SH SOLE 2 74,900
READER'S DIGEST ASSOC., INC. COM 755267101 3,744.00 128,000 SH SOLE 2 128,000
READING ENTERTAINMENT INC COM 755358108 63.59 11,059 SH SOLE 2 11,059
REAL ESTATE ASSOCIATES LTD COM 755851102 0.00 10,000 SH SOLE 2 10,000
REALNETWORKS, INC. COM 75605L104 3,549.22 29,500 SH SOLE 2 29,500
REALNETWORKS, INC. COM 75605L104 22,838.68 189,828 SH SOLE 2 189,828
REALNETWORKS, INC. COM 75605L104 6,292.30 52,300 SH SOLE 3 51,600 0 300
RECKSON ASSOC REALTY CORP COM 75621K304 211.58 9,300 SH SOLE 2 9,300
RECKSON ASSOC REALTY CORP COM 75621K304 1,661.21 73,020 SH SOLE 2 73,020
RECKSON ASSOCIATES REALTY CORP COM 75621K106 3,977.00 194,000 SH SOLE 3 172,350 0 20,050
RECKSON ASSOCIATES REALTY CORP COM 75621K106 245.18 11,960 SH SOLE 2 11,960
RECKSON ASSOCIATES REALTY CORP COM 75621K106 512.50 25,000 SH SOLE 2 25,000
RECKSON ASSOCIATES REALTY CORP PRF 75621K205 273.19 14,100 SH SOLE 2 14,100
RED HAT, INC. COM 756577102 3,684.20 17,440 SH SOLE 2 17,440
RED HAT, INC. COM 756577102 6,371.30 30,160 SH SOLE 2 30,160
REEBOK INTERNATIONAL LTD COM 758110100 5,974.40 729,700 SH SOLE 3 722,100 0 0
REGAL BELOIT CORP COM 758750103 193.90 9,400 SH SOLE 3 9,400 0 0
REGIONS FINANCIAL CORP COM 758940100 1,130.60 45,000 SH SOLE 3 45,000 0 0
REGIONS FINANCIAL CORP COM 758940100 483.03 19,225 SH SOLE 2 19,225
REGIONS FINANCIAL CORP COM 758940100 4,334.74 172,527 SH SOLE 2 172,527
REGIS CORP COM 758932107 104.80 5,550 SH SOLE 3 0 0 5,550
RELIANCE BANCORP INC COM 759451107 848.70 24,600 SH SOLE 3 23,600 0 1,000
RELIANCE GRP HLDGS INC COM 759464100 277.35 41,864 SH SOLE 2 41,864
RELIANCE GRP HLDGS INC COM 759464100 2.60 400 SH SOLE 3 400 0 0
RELIANCE STEEL & ALUMINUM CO COM 759509102 812.10 34,650 SH SOLE 3 31,200 0 3,450
RELIANT ENERGY INC COM 75952J108 1,114.00 48,700 SH SOLE 3 48,700 0 0
RELIASTAR FINANCIAL CORP COM 75952U103 203.78 5,200 SH SOLE 2 5,200
RELIASTAR FINANCIAL CORP COM 75952U103 230.89 5,892 SH SOLE 2 5,892
RELIASTAR FINANCIAL CORP COM 75952U103 47.00 1,200 SH SOLE 3 1,200 0 0
REMEC INC COM 759543101 316.43 12,409 SH SOLE 2 12,409
REMEDY CORP COM 759548100 1,525.50 32,200 SH SOLE 3 29,700 0 2,500
REMEDY CORP COM 759548100 66.30 1,400 SH OTH 3 1,400 0 0
REMEDY CORP COM 759548100 7,561.05 159,600 SH SOLE 2 159,600
RENAISSANCE WORLDWIDE INC COM 75968A109 3,512.75 476,305 SH SOLE 2 476,305
RENAL CARE GRP INC COM 759930100 151.90 6,500 SH SOLE 3 900 0 5,600
RENAL CARE GRP INC COM 759930100 1,208.42 51,697 SH SOLE 2 51,697
RENT-A-CENTER INC. COM 76009N100 307.10 15,500 SH SOLE 3 11,700 0 3,800
RENT-WAY INC COM 76009U104 513.90 27,500 SH SOLE 3 27,500 0 0
REPSOL, S.A. ADS COM 76026T205 4,491.44 193,180 SH SOLE 2 193,180
REPSOL, S.A. ADS COM 76026T205 6,040.93 259,825 SH SOLE 2 259,825
REPUBLIC BANCORP COM 760282103 74.10 6,100 SH SOLE 3 0 0 6,100
REPUBLIC BANCORP WI COM 760282103 7.20 610 SH SOLE 3 0 0 610
REPUBLIC BANCSHARES INC COM 759929102 57.50 4,600 SH SOLE 3 1,900 0 2,700
REPUBLIC BANCSHARES INC COM 759929102 25.00 2,000 SH OTH 3 2,000 0 0
REPUBLIC FIRST BANCORP INC COM 760416107 69.02 13,305 SH SOLE 2 13,305
REPUBLIC N.Y. CORP. COM 760719104 2,952.00 41,000 SH SOLE 3 41,000 0 0
REPUBLIC N.Y. CORP. COM 760719104 1,396.15 19,391 SH SOLE 2 19,391
REPUBLIC SECURITY FINANCIAL CORP COM 760758102 1,257.70 175,747 SH SOLE 3 162,247 0 13,500
REPUBLIC SVCS INC COM 760759100 1,168.50 82,000 SH SOLE 2 82,000
REPUBLIC SVCS INC CL A COM 760759100 299.20 21,000 SH SHD 1 21,000 0 0
REPUBLIC SVCS INC CL A COM 760759100 21,909.40 1,537,500 SH SOLE 3 1,533,000 0 4,500
RES-CARE INC. COM 760943100 19,541.30 1,532,650 SH SOLE 3 1,162,700 0 369,950
RES-CARE INC. COM 760943100 87.30 6,850 SH OTH 3 6,850 0 0
RESEARCH IN MOTION COM 760975102 249.41 5,400 SH SOLE 2 5,400
RESMED INC COM 761152107 718.10 17,200 SH SOLE 3 14,500 0 2,700
RESOURCE AMERICA INC COM 761195205 447.30 56,800 SH SOLE 3 56,800 0 0
RESOURCE AMERICA INC CL-A COM 761195205 1,605.63 203,889 SH SOLE 2 203,889
RESOURCE BANCSHARES MTG GRP COM 761197102 1,393.50 307,525 SH SOLE 3 291,925 0 15,600
RESTORATION HARDWARE INC COM 760981100 1,197.03 175,711 SH SOLE 2 175,711
RETEK INC COM 76128Q109 752.50 10,000 SH SOLE 3 10,000 0 0
REUTERS GRP PLC SP ADR COM 76132M102 541.20 6,697 SH SOLE 2 6,697
REUTERS GRP PLC SP ADR COM 76132M102 1,227.30 15,187 SH SOLE 2 15,187
REVLON COM 761525500 932.66 117,500 SH SOLE 2 117,500
REXALL SUNDOWN INC COM 761648104 50.50 4,900 SH OTH 3 0 0 0
REYNOLDS & REYNOLDS CO CL A COM 761695105 54.00 2,400 SH SOLE 3 2,400 0 0
REYNOLDS & REYNOLDS CO CL A COM 761695105 112.50 5,000 SH OTH 3 0 0 0
REYNOLDS METALS CO COM 761763101 2,903.30 37,890 SH SOLE 3 37,390 0 500
RF MICRO DEVICES INC COM 749941100 8,561.50 125,100 SH SOLE 3 125,100 0 0
RF MICRO DEVICES INC COM 749941100 61.60 900 SH OTH 3 900 0 0
RFS HOTEL INVESTORS INC COM 74955J108 3,413.10 327,000 SH SOLE 3 321,100 0 0
RGS ENERGY GRP COM 74956K104 308.40 15,000 SH SOLE 3 2,500 0 12,500
RGS ENERGY GRP COM 74956K104 26.70 1,300 SH OTH 3 1,300 0 0
RHYTHMS NETCONNECTIONS COM 762430205 1,670.90 53,900 SH SOLE 3 53,000 0 400
RHYTHMS NETCONNECTIONS COM 762430205 31.00 1,000 SH OTH 3 1,000 0 0
RHYTHMS NETCONNECTIONS INC COM 762430205 3,466.73 111,830 SH SOLE 2 111,830
RICHMOND COUNTY FINANCIAL CORP COM 764556106 2,250.60 124,600 SH SOLE 3 116,400 0 8,200
RIGGS NATL CORP WASH D C COM 766570105 196.50 14,900 SH SOLE 3 14,900 0 0
RIGGS NATL CORP WASH D C COM 766570105 35.60 2,700 SH OTH 3 2,700 0 0
RIO TINTO PLC-SP ADR COM 767204100 12,952.33 136,700 SH SOLE 2 136,700
RISK CAPITAL HLDGS INC COM 767711104 39.10 3,100 SH SOLE 3 0 0 3,100
RITE AID CORP CLL 767754104 27.50 20,000 SH CALL SOLE 2 20,000
RITE AID CORP COM 767754104 2,280.07 204,950 SH SOLE 2 204,950
RITE AID CORP COM 767754104 3,911.92 351,633 SH SOLE 2 351,633
RIVIANA FOODS, INC. COM 769536103 8,378.00 472,000 SH SOLE 3 472,000 0 0
RIVIANA FOODS, INC. COM 769536103 284.00 16,000 SH SOLE 2 16,000
RJ REYNOLDS TOBACCO HLDGS COM 76182K105 3,395.20 192,633 SH SOLE 3 192,632 0 1
RLI CORP COM 749607107 241.40 7,100 SH SOLE 3 6,000 0 1,100
ROADWAY EXPRESS INC COM 769742107 140.60 6,500 SH SOLE 3 4,500 0 2,000
ROANOKE ELEC STL CORP COM 769841107 524.06 32,250 SH SOLE 2 32,250
ROBBINS MYERS INC. COM 770196103 760.20 33,600 SH SOLE 3 31,000 0 2,600
ROBERT HALF INTL INC COM 770323103 756.90 26,500 SH SOLE 3 19,400 0 7,100
ROBERT HALF INTL INC COM 770323103 431.30 15,100 SH OTH 3 0 0 15,100
ROBERT HALF INTL INC CLL 770323103 17.50 10,000 SH CALL SOLE 2 10,000
ROBERT MONDAVI CL A COM 609200100 1,011.20 29,100 SH SOLE 3 28,100 0 1,000
ROBERT MONDAVI CLASS A COM 609200100 314.49 9,050 SH SOLE 2 9,050
ROBOTIC VISION SYS INC COM 771074101 236.80 25,600 SH SOLE 2 25,600
ROCHE HOLDING AG COM 771195104 786.59 6,662 SH SOLE 2 6,662
ROCK-TENN CO. CL. A COM 772739207 197.70 13,400 SH SOLE 3 9,700 0 3,700
ROCK OF AGES COM 772632105 2,534.50 555,500 SH SOLE 3 341,400 0 214,100
ROCKWELL INTERNATIONAL CORP NEW COM 773903109 1,011.26 21,123 SH SOLE 2 21,123
ROCKWELL INTERNATIONAL CORP NEW COM 773903109 11,259.50 235,186 SH SOLE 3 234,686 0 500
ROGERS COMMUNICATIONS INC CL-B COM 775109200 594.00 24,000 SH SOLE 2 24,000
ROGERS CORPORATIOM COM 775133101 175.90 4,600 SH SOLE 3 4,600 0 0
ROHM AND HAAS CO COM 775371107 7,163.20 176,054 SH SOLE 3 169,654 0 6,400
ROHM AND HAAS CO COM 775371107 305.20 7,500 SH OTH 3 7,500 0 0
ROLLINS INC. COM 775711104 141.00 9,400 SH SOLE 3 9,400 0 0
ROLLINS TRUCK LEASING CORP. COM 775741101 701.30 58,750 SH SOLE 3 54,550 0 4,200
RONALD S. LAURA ENTERPRISES COM 518585104 2.12 14,125 SH SOLE 2 14,125
ROPER INDS INC (NEW) COM 776696106 2,053.20 54,300 SH SOLE 3 50,100 0 4,200
ROPER INDS INC (NEW) COM 6696106 11,183.84 295,771 SH SOLE 2 295,771
ROSLYN BANCORP INC COM 778162107 24.10 1,300 SH SOLE 3 1,300 0 0
ROSLYN BANCORP INC COM 778162107 177.60 9,600 SH OTH 3 9,600 0 0
ROSS STORES,INC COM 778296103 179.38 10,000 SH SOLE 2 10,000
ROSS STORES,INC COM 778296103 15,980.50 890,900 SH SOLE 3 867,400 0 15,600
ROSS STORES,INC COM 778296103 1,637.70 91,300 SH OTH 3 0 0 91,300
ROSTELECOM - SPORED ADR COM 778529107 275.40 16,200 SH SOLE 3 16,200 0 0
ROSTELECOM SP ADR COM 778529107 369.75 21,750 SH SOLE 2 21,750
ROUSE CO COM 779273101 10,234.00 481,600 SH SOLE 3 182,950 0 298,650
ROUSE CO COM 779273101 1,150.60 54,146 SH SOLE 2 54,146
ROUSE CO COM 779273101 308.42 14,514 SH SOLE 2 14,514
ROWECOM INC COM 77957X108 427.48 9,421 SH SOLE 2 9,421
ROYAL BANK OF CANADA COM 780087102 211.31 4,789 SH SOLE 2 4,789
ROYAL BANK OF SCOTLAND 7.25% PRF 780097879 1,285.45 69,250 SH SOLE 2 69,250
ROYAL BANK OF SCOTLAND 7.25% PRF 780097879 631.13 34,000 SH SOLE 2 34,000
ROYAL BANK OF SCOTLAND 7.40% PRF 780097887 198.13 10,000 SH SOLE 2 10,000
ROYAL BANK OF SCOTLAND 7.40% PRF 780097887 376.44 19,000 SH SOLE 2 19,000
ROYAL BK OF SCOTLAND GP PLC PRF 780097408 612.75 28,500 SH SOLE 2 28,500
ROYAL BK OF SCOTLAND GRP PLC PRF 780097606 596.75 28,000 SH SOLE 2 28,000
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 863.00 17,500 SH SHD 1 17,500 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 2,115.51 42,900 SH SOLE 2 42,900
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 33,749.50 684,400 SH SOLE 3 656,500 0 19,900
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 2,534.70 51,400 SH OTH 3 14,800 0 36,600
ROYAL DUTCH PETROL CO. COM 780257804 1,732.10 28,600 SH SHD 1 28,600 0 0
ROYAL DUTCH PETROL CO. COM 780257804 225,759.70 3,727,714 SH SOLE 3 3,631,814 0 91,600
ROYAL DUTCH PETROL CO. COM 780257804 2,682.90 44,300 SH OTH 3 44,300 0 0
ROYAL DUTCH PETROLEUM CO COM 780257804 15,933.69 263,095 SH SOLE 2 263,095
ROYAL DUTCH PETROLEUM CO COM 780257804 18,213.14 300,733 SH SOLE 2 300,733
RPM INC (OHIO) COM 749685103 7.10 700 SH SOLE 3 700 0 0
RSA SECURITY INC COM 749719100 3,487.50 45,000 SH SOLE 3 41,800 0 3,200
RSA SECURITY INC COM 749719100 46.50 600 SH OTH 3 600 0 0
RSA SECURITY INC COM 749719100 1,162.50 15,000 SH SOLE 2 15,000
RSL COMMUNICATIONS CL A COM G7702U102 7,531.20 439,781 SH SOLE 3 439,781 0 0
RSL COMMUNICATIONS, LTD. CL A COM G7702U102 426.41 24,900 SH SOLE 2 24,900
RTS TALK.COM INC. COM R74264104 0.00 17,500 SH SOLE 3 17,500 0 0
RUBY TUESDAY INC COM 781182100 671.10 36,900 SH SOLE 3 34,700 0 2,200
RUDDICK CORP COM 781258108 279.00 18,000 SH SOLE 3 9,200 0 8,800
RURAL CELLULAR CORP CL-A COM 781904107 42,430.90 468,850 SH SOLE 3 345,300 0 123,550
RURAL CELLULAR CORP CL-A COM 781904107 162.90 1,800 SH OTH 3 1,800 0 0
RURAL/METRO CORP COM 781748108 3,742.70 874,200 SH SOLE 3 615,600 0 258,600
RURAL/METRO CORP COM 781748108 8.60 2,000 SH OTH 3 2,000 0 0
RUSS BERRIE AND CO INC COM 782233100 742.90 28,300 SH SOLE 3 28,300 0 0
RUSSELL CORP COM 782352108 2,596.20 155,000 SH SOLE 3 147,600 0 7,400
RWD TECHNOLOGIES, INC. COM 74975B101 103.75 10,000 SH SOLE 2 10,000
RYAN FAMILY STEAK HOUSES INC COM 783519101 1,263.10 148,600 SH SOLE 3 144,100 0 4,500
RYAN FAMILY STEAK HOUSES INC COM 783519101 47.60 5,600 SH OTH 3 5,600 0 0
RYDER SYSTEM INC COM 783549108 3,128.00 128,000 SH SOLE 3 128,000 0 0
RYDER SYSTEM INC COM 783549108 29.30 1,200 SH OTH 3 1,200 0 0
RYERSON TULL INC(NEW) COM 78375P107 263.00 13,530 SH SOLE 3 10,500 0 3,030
RYLAND GRP INC COM 783764103 2,437.70 105,700 SH SOLE 3 98,500 0 7,200
RYLAND GRP INC COM 783764103 117.60 5,100 SH OTH 3 5,100 0 0
S-VISION INCORPORATED COM 784928103 0.00 10,000 SH SOLE 2 10,000
S C I SYSTEMS INC COM 783890106 1,652.00 20,100 SH SOLE 3 13,900 0 6,200
S C I SYSTEMS INC COM 783890106 1,709.50 20,800 SH OTH 3 1,100 0 19,700
S1 CORP COM 78463B101 87,288.30 1,117,290 SH SOLE 3 722,195 0 134,295
S1 CORP COM 78463B101 41.60 533 SH OTH 3 533 0 0
S1 CORP COM 78463B101 25,082.66 321,058 SH SOLE 2 321,058
SABINE RTY TR U.B.I. COM 785688102 1,031.06 76,730 SH SOLE 2 76,730
SABRATEK CORP COM 78571U108 1.14 12,714 SH SOLE 2 12,714
SABRE GRP HLDGS INC COM 785905100 1,640.00 32,000 SH SOLE 3 31,100 0 400
SAFECO CORP COM 786429100 71.60 2,880 SH SOLE 3 2,880 0 0
SAFEGUARD SCIENTIFICS COM 786449108 1,739.86 10,674 SH SOLE 2 10,674
SAFEGUARD SCIENTIFICS COM 786449108 15,533.90 95,300 SH SOLE 3 57,300 0 0
SAFETY-KLEEN CORP. COM 78648R203 26.00 2,300 SH SOLE 3 2,300 0 0
SAFEWAY INC COM 786514208 1,079.70 30,200 SH SHD 1 30,200 0 0
SAFEWAY INC COM 786514208 71,869.50 2,010,337 SH SOLE 3 1,959,817 0 43,320
SAFEWAY INC COM 786514208 722.10 20,200 SH OTH 3 0 0 20,200
SAFEWAY INC CLL 786514208 17.19 10,000 SH CALL SOLE 2 10,000
SAFEWAY INC COM 786514208 139,836.52 3,911,511 SH SOLE 2 3,911,511
SAFEWAY INC COM 786514208 98,311.64 2,749,976 SH SOLE 2 2,749,976
SAFEWAY INC COM 786514208 15,444.36 432,010 SH SOLE 4 432,010
SAGA COMMUNICATION INC. CL-A COM 786598102 19,427.20 959,369 SH SOLE 3 710,120 0 249,249
SAGA COMMUNICATION INC. CL-A COM 786598102 94.90 4,687 SH OTH 3 4,687 0 0
SAGA SYSTEMS INC COM 786610105 410.70 20,600 SH SOLE 3 17,100 0 3,500
SAGENT COM 786693101 377.20 12,600 SH SOLE 3 11,400 0 1,200
SAGENT COM 786693101 3.00 100 SH OTH 3 100 0 0
SAKS INC. COM 79377W108 1,436.60 92,314 SH SOLE 3 92,314 0 0
SAKS INCORPORATED COM 79377W108 1,118.07 71,844 SH SOLE 2 71,844
SALEM COMMUNICATIONS - CL A COM 794093104 17,516.30 774,200 SH SOLE 3 579,400 0 194,800
SALEM COMMUNICATIONS - CL A COM 794093104 70.10 3,100 SH OTH 3 3,100 0 0
SALESLOGIX CORP COM 79466P105 36,775.82 895,606 SH SOLE 2 895,606
SALIENT 3 COMMUNICATIONS A COM 794721100 98.00 14,000 SH SOLE 2 14,000
SALTON INC COM 795757103 708.90 21,200 SH SOLE 3 21,200 0 0
SALTON INC COM 795757103 50.20 1,500 SH OTH 3 1,500 0 0
SAMSUNG ELECTRONICS-SP GDR COM 796050888 330.00 2,708 SH SOLE 3 2,708 0 0
SAMSUNG ELECTRONICS-SP GDR COM 796050888 1,827.20 14,992 SH OTH 3 0 0 14,992
SAN JUAN BASIN RLTY UBI COM 798241105 103.75 10,000 SH SOLE 2 10,000
SANCHEZ COMPUTER ASSOC COM 799702105 127.70 3,100 SH SOLE 3 1,700 0 1,400
SANDISK COM 80004C101 2,040.50 21,200 SH SOLE 3 19,300 0 1,900
SANDISK COM 80004C101 67.40 700 SH OTH 3 700 0 0
SANDISK CORP COM 80004C101 2,310.00 24,000 SH SOLE 2 24,000
SANDISK CORP COM 80004C101 4,143.56 43,050 SH SOLE 2 43,050
SANGSTAT MEDICAL CORP COM 801003104 8,118.06 272,876 SH SOLE 2 272,876
SANMINA CORP COM 800907107 828.96 8,300 SH SOLE 2 8,300
SANMINA CORP COM 800907107 8,689.10 87,000 SH SOLE 3 82,500 0 4,500
SANMINA CORP COM 800907107 1,598.00 16,000 SH OTH 3 0 0 16,000
SANTA CRUZ OPERATION, INC. COM 801833104 30.40 1,000 SH SOLE 3 1,000 0 0
SANTA FE INTERNATIONAL CORP COM G7805C108 2,332.89 90,160 SH SOLE 2 90,160
SANTA FE INTERNATIONAL CORP COM G7805C108 3,230.75 124,860 SH SOLE 2 124,860
SANTA FE SNYDER CORP COM 80218K105 294.80 36,850 SH SOLE 2 36,850
SANTA FE SNYDER CORP COM 80218K105 2,872.80 359,101 SH SOLE 3 326,101 0 33,000
SANTA FE SNYDER CORP COM 80218K105 1,019.20 127,400 SH OTH 3 0 0 127,400
SAO PAULO ALPARGATAS SP ADR COM 803052109 64.12 20,000 SH SOLE 2 20,000
SAP AG COM 803054204 3,016.29 57,936 SH SOLE 2 57,936
SAP AG COM 803054204 8,010.86 153,870 SH SOLE 2 153,870
SAPIENS INTL CORP N.V. COM N7716A102 246.56 15,000 SH SOLE 2 15,000
SAPIENS INTL CORP N.V. COM N7716A102 789.00 48,000 SH SOLE 2 48,000
SAPIENT CORP COM 803062108 198,726.90 1,410,036 SH SOLE 3 1,409,836 0 200
SAPIENT CORP COM 803062108 1,536.20 10,900 SH OTH 3 500 0 10,400
SAPIENT CORP. COM 803062108 7,068.02 50,150 SH SOLE 2 50,150
SAPIENT CORP. COM 803062108 119,394.92 847,148 SH SOLE 2 847,148
SARA LEE CORP COM 803111103 84,086.20 3,811,272 SH SOLE 3 3,722,972 0 81,900
SARA LEE CORP COM 803111103 66.20 3,000 SH OTH 3 1,900 0 1,100
SARA LEE CORP COM 803111103 2,036.81 92,320 SH SOLE 2 92,320
SARA LEE CORP COM 803111103 5,756.11 260,900 SH SOLE 2 260,900
SAUER INC COM 804137107 64.30 7,100 SH SOLE 3 7,100 0 0
SAUL CENTERS INC COM 804395101 140.63 10,000 SH SOLE 2 10,000
SAVOIR TECHNOLOGY GRP INC COM 80533W107 75.11 10,542 SH SOLE 2 10,542
SAWTEK INC COM 805468105 2,096.70 31,500 SH SOLE 3 29,000 0 2,500
SAWTEK INC COM 805468105 79.90 1,200 SH OTH 3 1,200 0 0
SBC COMMUNICATIONS INC COM 78387G103 4,454.10 91,367 SH SHD 1 91,367 0 0
SBC COMMUNICATIONS INC COM 78387G103 373,626.80 7,664,139 SH SOLE 3 7,178,876 0 462,877
SBC COMMUNICATIONS INC COM 78387G103 9,457.90 194,008 SH OTH 3 161,446 0 21,159
SBC COMMUNICATIONS INC COM 78387G103 5,206.40 106,798 SH SOLE 2 106,798
SBC COMMUNICATIONS INC COM 78387G103 9,834.44 201,732 SH SOLE 2 201,732
SBS BROADCASTING S,A, COM L8137F102 241.00 4,950 SH SOLE 2 4,950
SBS BROADCASTING S,A, COM L8137F102 1,091.09 22,410 SH SOLE 2 22,410
SCANA CORP COM 805898103 6,224.20 231,600 SH SOLE 3 231,600 0 0
SCB COMPUTER TECHNOLOGY INC COM 78388N107 335.23 107,274 SH SOLE 2 107,274
SCHEIN PHARMACEUTICAL INC COM 806416103 2,425.00 200,000 SH SOLE 3 200,000 0 0
SCHERING-PLOUGH CORP COM 806605101 1,712.00 40,400 SH SHD 1 40,400 0 0
SCHERING-PLOUGH CORP COM 806605101 227,859.70 5,377,220 SH SOLE 3 4,455,100 0 904,710
SCHERING-PLOUGH CORP COM 806605101 2,699.30 63,701 SH OTH 3 26,840 0 23,000
SCHERING-PLOUGH CORP COM 806605101 40,368.93 952,659 SH SOLE 2 952,659
SCHERING-PLOUGH CORP COM 806605101 65,069.99 1,535,575 SH SOLE 2 1,535,575
SCHLUMBERGER LTD COM 806857108 34,001.98 605,826 SH SOLE 2 605,826
SCHLUMBERGER LTD COM 806857108 9,331.79 166,268 SH SOLE 2 166,268
SCHLUMBERGER LTD. COM 806857108 2,284.30 40,700 SH SHD 1 40,700 0 0
SCHLUMBERGER LTD. COM 806857108 147,789.90 2,633,228 SH SOLE 3 2,424,302 0 195,276
SCHLUMBERGER LTD. COM 806857108 3,450.60 61,481 SH OTH 3 33,200 0 17,300
SCHOLASTIC CORP COM 807066105 6,481.93 104,232 SH SOLE 2 104,232
SCHOOL SPECIALTY, INC. COM 807863105 546.00 36,100 SH SOLE 3 30,300 0 5,800
SCHOOL SPECIALTY, INC. COM 807863105 395.02 26,117 SH SOLE 2 26,117
SCHOOL SPECIALTY, INC. COM 807863105 4,946.45 327,038 SH SOLE 2 327,038
SCHULER HOMES INC COM 808188106 7,800.00 1,200,000 SH SOLE 3 1,200,000 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 861.30 64,100 SH SOLE 3 60,500 0 3,600
SCIENT CORP COM 80864H109 276.60 3,200 SH SOLE 2 3,200
SCIENT CORP COM 80864H109 293.90 3,400 SH SOLE 3 3,200 0 200
SCIENT CORP COM 80864H109 17.30 200 SH OTH 3 200 0 0
SCIENTIFIC-ATLANTA INC. COM 808655104 42,057.10 752,700 SH SOLE 3 732,500 0 20,200
SCIENTIFIC-ATLANTA INC. COM 808655104 2,503.20 44,800 SH OTH 3 31,900 0 12,900
SCIENTIFIC-ATLANTA INC. COM 808655104 223.50 4,000 SH SOLE 2 4,000
SCIENTIFIC GAMES HOLDING CORP COM 808747109 18.20 1,100 SH SOLE 3 1,100 0 0
SCM MICROSYSTEMS INC COM 784018103 434.80 6,800 SH SOLE 3 5,500 0 1,300
SCORPION TECH INC CL-A (NEW) COM 809178601 0.00 10,937 SH SOLE 2 10,937
SCOTT TECHNOLOGIES INC COM 810022301 1,192.90 63,200 SH SOLE 3 57,600 0 5,600
SCOTTISH POWER PLC SP COM 81013T705 1,505.20 53,757 SH SOLE 2 53,757
SCP POOL CORP COM 784028102 324.20 12,500 SH SOLE 3 12,500 0 0
SCPIE HLDGS INC COM 78402P104 334.10 10,400 SH SOLE 3 7,300 0 3,100
SDL INC COM 784076101 654.00 3,000 SH SOLE 3 3,000 0 0
SDL INC COM 784076101 109.00 500 SH OTH 3 500 0 0
SEACOR HLDGS INC COM 811904101 10.30 200 SH SOLE 3 200 0 0
SEACOR SMIT INC COM 811904101 1,730.31 33,436 SH SOLE 2 33,436
SEAGATE TECHNOLOGY INC COM 811804103 372.50 8,000 SH SHD 1 8,000 0 0
SEAGATE TECHNOLOGY INC COM 811804103 34,717.60 745,612 SH SOLE 3 690,512 0 55,100
SEAGATE TECHNOLOGY INC COM 811804103 1,019.70 21,900 SH OTH 3 3,000 0 18,900
SEAGATE TECHNOLOGY INC COM 811804103 1,590.62 34,161 SH SOLE 2 34,161
SEAGATE TECHNOLOGY INC COM 811804103 20,887.29 448,586 SH SOLE 2 448,586
SEAGRAM LTD. COM 811850106 22,375.00 500,000 SH SOLE 3 492,500 0 4,500
SEALED AIR CORP (NEW) COM 81211K100 916.72 17,693 SH SOLE 2 17,693
SEALED AIR CORP. COM 81211K100 1,727.40 33,340 SH SOLE 3 33,340 0 0
SEALED AIR SER A PFD COM 81211K209 1,586.20 32,125 SH SOLE 3 32,125 0 0
SEARS ROEBUCK & CO COM 812387108 210.20 6,920 SH SOLE 2 6,920
SEARS ROEBUCK & CO COM 812387108 320.46 10,550 SH SOLE 2 10,550
SECURITY CAPITAL CONV BD CNV 814136AB3 4,588.94 6,196,000 SH SOLE 2 6,196,000
SECURITY CAPITAL CONV BD CNV 814136AB3 13,112.11 17,704,000 SH SOLE 2 17,704,000
SECURITY CAPITAL GRP B COM 81413P204 1,175.00 94,000 SH SOLE 3 85,700 0 8,300
SECURITY CAPITAL GRP B COM 81413P204 53.80 4,300 SH OTH 3 4,300 0 0
SECURITY CAPITAL GRP INC COM 81413P204 1,190.63 95,250 SH SOLE 2 95,250
SECURITY CAPITAL GRP INC COM 81413P204 7,036.25 562,900 SH SOLE 2 562,900
SEEC INC COM 784110108 434.69 65,000 SH SOLE 2 65,000
SEGUE SOFTWARE,INC. COM 815807102 2,037.50 81,500 SH SOLE 2 81,500
SEI CORP COM 784117103 11.90 100 SH SOLE 3 0 0 100
SEITEL INC COM 816074306 336.10 49,800 SH SOLE 3 45,200 0 4,600
SEITEL INC COM 816074306 67.50 10,000 SH SOLE 2 10,000
SELECT COMFORT CORP COM 81616X103 220.20 54,200 SH SOLE 3 54,200 0 0
SELECT COMFORT CORP COM 81616X103 231.98 57,102 SH SOLE 2 57,102
SELECTIVE INSURANCE GROUP INC COM 816300107 288.80 16,800 SH SOLE 3 16,800 0 0
SEMCO ENERGY INC COM 78412D109 314.20 26,600 SH SOLE 3 26,600 0 0
SEMINIS, INC. COM 816658108 5,082.19 805,100 SH SOLE 2 805,100
SEMPRA ENERGY COM 816851109 18,616.70 1,071,462 SH SOLE 3 1,063,062 0 8,400
SEMPRA ENERGY COM 816851109 1,843.50 106,100 SH OTH 3 4,000 0 102,100
SEMTECH CORP COM 816850101 677.60 13,000 SH SOLE 3 10,400 0 2,600
SENIOR HOUSING PROPERTIES COM 81721M109 346.50 28,000 SH SOLE 3 28,000 0 0
SENSAR CORP COM 817253107 833.00 14,000 SH SOLE 2 14,000
SENSORMATIC ELECTRONICS COM 817265101 1,921.60 110,200 SH SOLE 3 95,100 0 15,100
SEPRACOR INC COM 817315104 813.34 8,200 SH SOLE 2 8,200
SEPRACOR INC COM 817315104 605.00 6,100 SH SOLE 3 4,000 0 2,100
SEROLOGICALS CORP COM 817523103 280.20 46,700 SH SOLE 3 46,700 0 0
SERVICE CORP INTERNATIONAL COM 817565104 37,624.70 5,423,379 SH SOLE 3 3,571,999 0 1,831,580
SERVICE CORP INTERNATIONAL COM 817565104 600.60 86,566 SH OTH 3 20,500 0 49,100
SERVICE EXPERTS INC COM 817567100 308.10 53,000 SH SOLE 3 53,000 0 0
SERVICE MASTER CO COM 81760N109 3.70 300 SH SOLE 3 300 0 0
SERVICE MERCHANDISE INC COM 817587108 5.10 60,000 SH SOLE 2 60,000
SERVICEMASTER CO COM 81760N109 5,874.01 477,077 SH SOLE 2 477,077
SFX ENTERTAINMENT CL-A COM 784178105 21,083.74 582,625 SH SOLE 2 582,625
SHANGHAI PETROCHEMICAL CO LTD COM 819424102 188.28 12,500 SH SOLE 2 12,500
SHARED MEDICAL SYS CORP COM 819486101 198.70 3,900 SH SOLE 3 3,700 0 200
SHARED MEDICAL SYS CORP COM 819486101 9,041.41 177,500 SH SOLE 2 177,500
SHAW COMMUNICATIONS INC COM 82028K200 395.84 11,950 SH SOLE 2 11,950
SHAW INDS INC COM 820286102 6,581.30 424,600 SH SOLE 3 410,900 0 13,700
SHAW INDS INC COM 820286102 406.10 26,200 SH OTH 3 0 0 26,200
SHAW INDS INC COM 820286102 372.78 24,050 SH SOLE 2 24,050
SHELL TRNS&TRADNG PLC NY SHS COM 822703609 1,073.10 21,900 SH SOLE 2 21,900
SHELL TRNS&TRADNG PLC NY SHS COM 822703609 855.79 17,465 SH SOLE 2 17,465
SHERWIN-WILLIAMS CO COM 824348106 2,209.20 105,200 SH SOLE 3 96,300 0 8,900
SHIRE PHARMACEUTICALS GRP COM 82481R106 12,202.88 418,983 SH SOLE 2 418,983
SHOP AT HOME INC COM 825066301 317.00 31,900 SH SOLE 3 27,900 0 4,000
SHOP AT HOME INC COM 825066301 99.38 10,000 SH SOLE 2 10,000
SHOPKO STORES INC COM 824911101 1,069.50 46,500 SH SOLE 3 43,800 0 2,700
SHOPKO STORES INC COM 824911101 64.40 2,800 SH OTH 3 2,800 0 0
SICOR INC COM 825846108 753.30 97,200 SH SOLE 3 88,700 0 8,500
SIEBEL SYS INC COM 826170102 41,151.26 489,896 SH SOLE 2 489,896
SIEBEL SYS INC COM 826170102 8,992.37 107,052 SH SOLE 2 107,052
SIEBEL SYSTEMS INC. COM 826170102 40,185.30 478,396 SH SOLE 3 455,296 0 20,700
SIEBEL SYSTEMS INC. COM 826170102 6,963.60 82,900 SH OTH 3 0 0 82,900
SIERRA HEALTH SVCS INC COM 826322109 694.80 103,900 SH SOLE 3 99,700 0 4,200
SIERRA HEALTH SVCS INC COM 826322109 1,715.34 256,500 SH SOLE 2 256,500
SIERRA PACIFIC RES COM 826428104 0.00 0 SH SOLE 3 0 0 0
SIERRA PACIFIC RES COM 826428104 576.90 33,202 SH OTH 3 1,258 0 31,944
SIGCORP INC (HOLDING CO) COM 826912107 232.00 10,198 SH SOLE 2 10,198
SIGMA ALDRICH CORP COM 826552101 652.36 21,700 SH SOLE 2 21,700
SIGMA ALDRICH CORP COM 826552101 2,092.30 69,600 SH SOLE 3 48,200 0 21,400
SIGMA ALDRICH CORP COM 826552101 571.20 19,000 SH OTH 3 3,200 0 15,800
SIGNET GRP ADR (NEW) COM 82668L872 1,804.70 56,841 SH SOLE 2 56,841
SILICON GRAPHICS INC COM 827056102 18.40 1,900 SH SOLE 3 1,900 0 0
SILICON GRAPHICS INC COM 827056102 302.25 31,200 SH SOLE 2 31,200
SILICON VALLEY BANCSHARES COM 827064106 896.00 18,100 SH SOLE 3 17,100 0 1,000
SILICON VALLEY GRP INC COM 827066101 49.70 2,800 SH SOLE 3 0 0 2,800
SILICONWARE PRECISION GDR COM Y7934R117 455.80 31,500 SH OTH 3 0 0 31,500
SILKNET COM COM 827094103 414.40 2,500 SH SOLE 3 2,300 0 200
SILKNET SOFTWARE INC COM 827094103 79,353.48 478,754 SH SOLE 2 478,754
SIMMONS 1ST NATL CORP CL A $5 COM 828730200 45.00 1,800 SH SOLE 3 1,800 0 0
SIMON PROPERTY GRP INC COM 828806109 1,271.93 55,452 SH SOLE 2 55,452
SIMON PROPERTY GRP INC COM 828806109 346.36 15,100 SH SOLE 2 15,100
SIMON PROPERTY GRP INC COM 828806109 4,486.60 195,600 SH SOLE 3 166,600 0 29,000
SIMPSON INDS INC COM 829060102 263.20 23,400 SH SOLE 3 19,600 0 3,800
SIMPSON MANUFACTURING CO INC COM 829073105 210.00 4,800 SH SOLE 3 2,400 0 2,400
SINCLAIR BROADCAST GRP INC COM 829226109 46.40 3,800 SH SOLE 3 0 0 3,800
SJW CORP COM 784305104 24.10 200 SH SOLE 3 200 0 0
SK TELECOM ADR WI COM 78440P108 33.50 873 SH SOLE 3 873 0 0
SK TELECOM ADR WI COM 78440P108 293.60 7,651 SH OTH 3 5,898 0 631
SK TELECOM CO LTD ADR COM 78440P108 1,701.59 44,341 SH SOLE 2 44,341
SK TELECOM CO LTD ADR COM 78440P108 790.60 20,601 SH SOLE 3 20,601 0 0
SK TELECOM CO LTD ADR COM 78440P108 823.00 21,446 SH OTH 3 0 0 1,040
SKY FINANCIAL GRP INC COM 83080P103 1,725.70 85,750 SH SOLE 3 75,021 0 10,729
SKYEPHARMA PLC CONTINGENT RT COM 830808119 6.32 10,767 SH SOLE 2 10,767
SKYWEST,INC COM 830879102 554.40 19,800 SH SOLE 3 19,800 0 0
SLI, INC. COM 78442T108 2.70 200 SH SOLE 3 200 0 0
SLM HOLDING CORP COM 78442A109 8.40 200 SH SOLE 3 0 0 200
SLM HOLDING CORP COM 78442A109 76.00 1,800 SH OTH 3 0 0 0
SLM HOLDING CORP COM 78442A109 323.00 7,645 SH SOLE 2 7,645
SMARTERKIDS.COM COM 83169C106 1,087.50 150,000 SH SOLE 2 150,000
SMITH INTERNATIONAL INC COM 832110100 33,841.41 681,085 SH SOLE 2 681,085
SMITH INTERNATIONAL(CA) COM 832110100 8,958.70 180,300 SH SOLE 3 180,000 0 300
SMITHFIELD FOODS INC. COM 832248108 1,425.60 59,400 SH SOLE 3 52,800 0 6,600
SMITHKLINE BEECHAM PLC ADR COM 832378301 1,009.14 15,737 SH SOLE 2 15,737
SMITHKLINE BEECHAM PLC ADR COM 832378301 1,507.32 23,506 SH SOLE 2 23,506
SMURFIT-STONE CONTAINER COM 832727101 956.70 39,050 SH SOLE 3 39,050 0 0
SMURFIT (JEFFERSON) PLC ADR COM 47508W107 1,999.55 68,950 SH SOLE 2 68,950
SNAP-ON INC COM 833034101 146.10 5,500 SH SOLE 3 5,500 0 0
SNYDER COMMUNICATIONS INC COM 832914105 12,689.80 659,210 SH SOLE 3 659,210 0 0
SNYDER COMMUNICATIONS INC COM 832914105 132.80 6,900 SH OTH 3 4,900 0 0
SNYDER COMMUNICATIONS INC COM 832914105 394.63 20,500 SH SOLE 2 20,500
SNYDER COMMUNICATIONS INC COM 832914105 821.98 42,700 SH SOLE 2 42,700
SOCKET COMMUNICATIONS INC COM 833672108 677.52 80,000 SH SOLE 4 80,000
SOFTNET SYSTEMS INC COM 833964109 391.90 15,600 SH SOLE 3 14,200 0 1,400
SOFTNET SYSTEMS INC COM 833964109 7.50 300 SH OTH 3 300 0 0
SOLA INTERNATIONAL INC COM 834092108 1,798.20 129,600 SH SOLE 3 124,700 0 4,900
SOLA INTERNATIONAL INC COM 834092108 555.00 40,000 SH SOLE 2 40,000
SOLECTRON CORP COM 834182107 1,503.00 15,800 SH SHD 1 15,800 0 0
SOLECTRON CORP COM 834182107 7,467.31 78,500 SH SOLE 2 78,500
SOLECTRON CORP COM 834182107 157,300.60 1,653,620 SH SOLE 3 1,503,600 0 139,420
SOLECTRON CORP COM 834182107 3,272.30 34,400 SH OTH 3 27,100 0 7,200
SOLUTIA INC COM 834376105 287.10 18,600 SH SHD 1 18,600 0 0
SOLUTIA INC COM 834376105 2,103.40 136,250 SH SOLE 3 136,250 0 0
SOLUTIA INC COM 834376105 1,211.80 78,500 SH OTH 3 4,500 0 74,000
SOLUTIA INC COM 834376105 1,871.33 121,220 SH SOLE 2 121,220
SOLUTIA INC COM 834376105 1,874.54 121,428 SH SOLE 2 121,428
SOMNUS MED TECHNOLOGIES INC COM 835397100 96.25 36,667 SH SOLE 2 36,667
SONERA CORP ADS COM 835433202 4,397.38 63,500 SH SOLE 2 63,500
SONERA CORP ADS COM 835433202 5,941.65 85,800 SH SOLE 2 85,800
SONESTA INT'L HOTEL CL-A COM 835438409 102.78 13,000 SH SOLE 2 13,000
SONIC CORP COM 835451105 1,519.00 53,300 SH SOLE 3 50,100 0 3,200
SONOCO PRODUCTS CO COM 835495102 327.60 14,400 SH SOLE 3 14,400 0 0
SONY CORP AMER SHS NEW COM 835699307 10,722.26 37,655 SH SOLE 2 37,655
SONY CORP AMER SHS NEW COM 835699307 12,144.30 42,649 SH SOLE 2 42,649
SOTHEBYS HLDGS CL-A LTD VTG COM 835898107 345.00 11,500 SH SOLE 3 2,700 0 8,800
SOTHEBYS HLDGS CL-A LTD VTG COM 835898107 525.00 17,500 SH OTH 3 0 0 17,500
SOURCE INFORMATION MGMT CO COM 836151209 510.90 30,500 SH SOLE 3 30,500 0 0
SOUTH JERSEY INDS COM 838518108 76.80 2,700 SH SOLE 3 800 0 1,900
SOUTHDOWN INC COM 841297104 232.31 4,500 SH SOLE 2 4,500
SOUTHDOWN INC. COM 841297104 154.90 3,000 SH SOLE 3 3,000 0 0
SOUTHERN AFRICA FUND INC COM 842157109 710.95 48,200 SH SOLE 2 48,200
SOUTHERN UNION CO (NEW) COM 844030106 691.00 36,133 SH SOLE 3 36,133 0 0
SOUTHTR CORP COM 844730101 372.91 9,862 SH SOLE 2 9,862
SOUTHTR CORP COM 844730101 1,935.62 51,190 SH SOLE 2 51,190
SOUTHTRUST CORP COM 844730101 3,815.30 100,900 SH SOLE 3 82,800 0 18,100
SOUTHTRUST CORP COM 844730101 200.40 5,300 SH OTH 3 5,300 0 0
SOUTHWEST AIRLINES CO COM 844741108 133.00 8,250 SH SHD 1 8,250 0 0
SOUTHWEST AIRLINES CO COM 844741108 306.87 19,031 SH SOLE 2 19,031
SOUTHWEST AIRLINES CO COM 844741108 17,467.60 1,083,265 SH SOLE 3 1,049,265 0 24,600
SOUTHWEST BANCORP OF TEXAS COM 84476R109 424.00 21,400 SH SOLE 3 21,400 0 0
SOUTHWEST BANCORP OF TEXAS COM 84476R109 45.60 2,300 SH OTH 3 2,300 0 0
SOUTHWEST BANCORP OF TEXAS COM 84476R109 960.91 48,500 SH SOLE 2 48,500
SOUTHWEST BANCORP OF TEXAS COM 84476R109 2,471.09 124,724 SH SOLE 2 124,724
SOUTHWEST GAS CORP COM 844895102 193.20 8,400 SH SOLE 3 6,800 0 1,600
SOUTHWEST SECS GRP INC COM 845224104 379.20 13,980 SH SOLE 3 13,980 0 0
SOUTHWEST SECS GRP INC COM 845224104 884.30 32,600 SH OTH 3 0 0 32,600
SOUTHWESTERN ENERGY CO. COM 845467109 336.70 51,300 SH SOLE 3 51,300 0 0
SOVEREIGN BANCORP INC COM 845905108 244.21 32,766 SH SOLE 2 32,766
SOVEREIGN BANCORP INC COM 845905108 259.51 34,819 SH SOLE 2 34,819
SOVEREIGN BANCORP INC COM 845905108 9,636.80 1,292,987 SH SOLE 3 1,283,287 0 0
SOVRAN SELF STORAGE COM 84610H108 9,139.30 490,700 SH SOLE 3 366,100 0 124,600
SOVRAN SELF STORAGE COM 84610H108 50.30 2,700 SH OTH 3 2,700 0 0
SPAREBANKEN RGLD 9.2% 08/18/09 COM 846504AA6 667,615.00 6,500,000 SH SOLE 3 1,200,000 0 5,300,000
SPAREBANKEN RGLD 9.2% 08/18/09 COM 846504AA6 359,485.00 3,500,000 SH OTH 3 0 0 3,500,000
SPARTECH CORP (NEW) COM 847220209 2,486.50 77,100 SH SOLE 3 75,400 0 1,700
SPECIALTY EQUIPMENT COS COM 847497203 1,196.90 50,000 SH SOLE 3 0 0 50,000
SPIEGEL INC CL-A NON VTG COM 848457107 2,989.00 425,100 SH SOLE 3 416,000 0 9,100
SPIEGEL INC CL-A NON VTG COM 848457107 65.40 9,300 SH OTH 3 9,300 0 0
SPIEKER PROPERTIES,INC. COM 848497103 9,293.40 255,050 SH SOLE 3 233,750 0 21,300
SPIEKER PROPERTIES,INC. COM 848497103 2,897.47 79,519 SH SOLE 2 79,519
SPIEKER PROPERTIES,INC. COM 848497103 6,737.48 184,905 SH SOLE 2 184,905
SPLASH TECHNOLOGY HLDGS INC COM 848623104 209.73 23,799 SH SOLE 2 23,799
SPORTS CLUB CO INC COM 84917P100 387.50 100,000 SH SOLE 2 100,000
SPORTSLINE.COM INC COM 848934105 360.20 7,186 SH SOLE 2 7,186
SPORTSLINE.COM INC COM 848934105 671.70 13,400 SH SOLE 3 11,900 0 1,500
SPORTSLINE.COM INC COM 848934105 15.00 300 SH OTH 3 300 0 0
SPRINGS INDS INC. COM 851783100 8,970.00 224,600 SH SOLE 3 213,000 0 11,600
SPRINGS INDS INC. COM 851783100 1,821.20 45,600 SH OTH 3 7,700 0 37,900
SPRINT CORP COM 852061100 2,005.90 29,800 SH SHD 1 29,800 0 0
SPRINT CORP COM 852061100 119,703.60 1,778,326 SH SOLE 3 1,651,326 0 115,700
SPRINT CORP COM 852061100 1,292.40 19,200 SH OTH 3 15,900 0 900
SPRINT CORP COM 852061100 5,281.14 78,457 SH SOLE 2 78,457
SPRINT CORP COM 852061100 799.13 11,872 SH SOLE 2 11,872
SPRINT CORP (PCS GRP) COM 852061506 2,858.21 27,885 SH SOLE 2 27,885
SPRINT CORP PCS GRP COM 852061506 132,557.10 1,293,240 SH SOLE 3 687,490 0 375,230
SPRINT CORP PCS GRP COM 852061506 338.20 3,300 SH OTH 3 3,000 0 300
SPX CORP COM 784635104 2,666.80 33,000 SH SOLE 3 30,600 0 2,400
SPX CORP COM 784635104 1,802.10 22,300 SH OTH 3 0 0 22,300
SPYGLASS INC COM 852192103 2,849.49 75,141 SH SOLE 2 75,141
SPYGLASS INC COM 852192103 568.80 15,000 SH SOLE 3 13,700 0 1,300
SPYGLASS INC COM 852192103 3.80 100 SH OTH 3 100 0 0
ST JUDE MEDICAL INC COM 790849103 12,618.70 411,200 SH SOLE 3 411,200 0 0
ST JUDE MEDICAL INC COM 790849103 4,617.92 150,482 SH SOLE 2 150,482
ST JUDE RESOURCES LTD CL-A COM 79085J100 10.33 29,900 SH SOLE 2 29,900
ST JUDE RESOURCES LTD CL-A COM 79085J100 8.64 25,000 SH SOLE 2 25,000
ST. MARY LAND & EXPL CO. COM 792228108 1,076.60 43,500 SH SOLE 3 40,200 0 3,300
ST.PAUL COS INC COM 792860108 3,025.14 89,800 SH SOLE 2 89,800
ST.PAUL COS INC COM 792860108 573.40 17,020 SH SOLE 3 17,020 0 0
STAC SOFTWARE INC COM 852323203 126.25 20,000 SH SOLE 2 20,000
STAFF LEASING INC COM 852381102 3,205.60 337,436 SH SOLE 3 337,436 0 0
STAGE STORES INC COM 85254C107 128.11 55,400 SH SOLE 2 55,400
STAMPS.COM INC COM 852857101 609.81 14,650 SH SOLE 4 14,650
STAMPS.COM INC COM 852857101 838.74 20,150 SH SOLE 2 20,150
STAMPS.COM INC COM 852857101 5,385.23 129,375 SH SOLE 2 129,375
STANCORP FINANCIAL CORP, INC. COM 852891100 226.69 9,000 SH SOLE 2 9,000
STANDARD & POORS DEP RCPTS COM 78462F103 1,397.52 9,515 SH SOLE 2 9,515
STANDARD & POORS DEP RCPTS COM 78462F103 18,489.95 125,889 SH SOLE 2 125,889
STANDARD & POORS DEP RCPTS SPDR COM 78462F103 18,058.28 122,950 SH SOLE 4 122,950
STANDARD PACIFIC CORP NEW COM 85375C101 1,747.90 158,900 SH SOLE 3 140,300 0 18,600
STANDARD REGISTER CO COM 853887107 286.80 14,800 SH SOLE 3 1,100 0 13,700
STANDARD REGISTER CO COM 853887107 21.30 1,100 SH OTH 3 1,100 0 0
STANDEX INTERNATL CORP COM 854231107 4,534.80 216,586 SH SOLE 3 214,686 0 1,900
STAPLES, INC. COM 855030102 5,104.50 246,000 SH SOLE 3 246,000 0 0
STAPLES, INC. COM 855030102 640.82 30,883 SH SOLE 2 30,883
STAPLES, INC. COM 855030102 3,443.92 165,972 SH SOLE 2 165,972
STAR GAS PTNRS, L.P. COM 85512C105 157.50 12,000 SH SOLE 2 12,000
STARBUCKS CORP. COM 855244109 2,172.80 89,600 SH SOLE 2 89,600
STARBUCKS CORP. COM 855244109 6,404.81 264,116 SH SOLE 2 264,116
STARBUCKS CORP. COM 855244109 3,455.00 142,474 SH SOLE 3 124,674 0 17,800
STARBUCKS CORP. COM 855244109 1,042.80 43,000 SH OTH 3 0 0 43,000
STARMEDIA NETWORK, INC COM 855546107 108.20 2,700 SH SOLE 3 2,700 0 0
STARMEDIA NETWORK, INC. COM 855546107 554.87 13,850 SH SOLE 2 13,850
STARMEDIA NETWORK, INC. COM 855546107 14,951.16 373,196 SH SOLE 2 373,196
STARTEK INC COM 85569C107 1,268.75 35,000 SH SOLE 2 35,000
STARWOOD FINANCIAL INC COM 85569R104 6,040.68 357,966 SH SOLE 2 357,966
STARWOOD HOTELS & RESORTS COM 85590A203 113,812.60 4,843,091 SH SOLE 3 3,528,315 0 1,297,446
STARWOOD HOTELS & RESORTS COM 85590A203 1,208.30 51,418 SH OTH 3 21,690 0 17,900
STARWOOD HOTELS & RESORTS COM 85590A203 2,598.32 110,567 SH SOLE 2 110,567
STARWOOD HOTELS & RESORTS COM 85590A203 4,797.57 204,152 SH SOLE 2 204,152
STATE BANK OF INDIA-GDR COM 5131091 549.00 45,000 SH SOLE 3 45,000 0 0
STATE STREET CORP COM 857477103 271,370.90 3,714,230 SH SOLE 3 2,508,690 0 1,198,260
STATE STREET CORP COM 857477103 4,364.50 59,736 SH OTH 3 26,740 0 22,000
STATE STREET CORP (NEW) COM 857477103 551.62 7,550 SH SOLE 2 7,550
STATE STREET CORP (NEW) COM 857477103 569.16 7,790 SH SOLE 2 7,790
STATEN ISLAND BANCORP INC COM 857550107 2,190.60 121,700 SH SOLE 3 111,800 0 9,900
STATION CASINOS INC COM 857689103 1,916.20 85,400 SH SOLE 3 80,100 0 5,300
STATION CASINOS INC COM 857689103 112.20 5,000 SH OTH 3 5,000 0 0
STD & PRS 400 MID-CAP DEP RCPT COM 595635103 317.20 3,910 SH SOLE 2 3,910
STD & PRS 400 MID-CAP DEP RCPT COM 595635103 684.53 8,438 SH SOLE 2 8,438
STD & PRS 500 MKT INDEX (NEW) PUT 648815108 278.29 8,200 SH PUT SOLE 2 8,200
STD & PRS 500 MKT INDEX (NEW) PUT 648815108 1,204.52 68,100 SH PUT SOLE 2 68,100
STD & PRS 500 MKT INDEX (NEW) PUT 648815108 52.76 26,800 SH PUT SOLE 2 26,800
STD & PRS 500 MKT INDEX (NEW) PUT 648815108 69.96 12,300 SH PUT SOLE 2 12,300
STD & PRS 500 MKT INDEX (NEW) PUT 648815108 811.54 13,400 SH PUT SOLE 2 13,400
STD & PRS 500 MKT INDEX (NEW) PUT 648815108 17,259.85 201,100 SH PUT SOLE 2 201,100
STD & PRS 500 MKT INDEX (NEW) PUT 648815108 17,516.60 199,800 SH PUT SOLE 2 199,800
STEEL DYNAMICS INC COM 858119100 1,071.11 67,207 SH SOLE 2 67,207
STEELCASE INC CL-A COM 858155203 4,544.40 378,700 SH SOLE 3 378,700 0 0
STEELCASE INC CL-A COM 858155203 241.20 20,100 SH OTH 3 0 0 20,100
STEIN MART INC COM 858375108 56.88 10,000 SH SOLE 2 10,000
STEINWAY MUSICAL INSTRUMENTS COM 858495104 127.60 6,300 SH SOLE 3 800 0 5,500
STEINWAY MUSICAL INSTRUMENTS COM 858495104 1,617.98 79,900 SH SOLE 2 79,900
STEINWAY MUSICAL INSTRUMENTS COM 858495104 911.25 45,000 SH SOLE 2 45,000
STERICYCLE INC COM 858912108 9.40 500 SH SOLE 3 500 0 0
STERIS CORP COM 859152100 330.10 32,200 SH SOLE 3 25,600 0 6,600
STERIS CORP COM 859152100 437.68 42,700 SH SOLE 2 42,700
STERIS CORP COM 859152100 1,088.55 106,200 SH SOLE 2 106,200
STERLING COMMERCE, INC. COM 859205106 5,076.20 149,300 SH SOLE 3 136,900 0 10,800
STERLING COMMERCE, INC. COM 859205106 1,428.00 42,000 SH OTH 3 1,300 0 40,700
STERLING COMMERCE, INC. COM 859205106 997.90 29,350 SH SOLE 2 29,350
STERLING SOFTWARE INC COM 859547101 2,346.80 74,500 SH SOLE 3 60,800 0 13,700
STERLING SOFTWARE INC COM 859547101 1,694.70 53,800 SH OTH 3 4,500 0 44,700
STET HELLAS TELECOMM SA ADR COM 859823106 1,007.10 33,021 SH SOLE 3 33,021 0 0
STEWART & STEVENSON SVCS COM 860342104 36.70 3,100 SH SOLE 3 0 0 3,100
STEWART ENTERPRISES INC COM 860370105 364.86 76,812 SH SOLE 2 76,812
STEWART ENTERPRISES INC COM 860370105 4,904.38 1,032,500 SH SOLE 2 1,032,500
STEWART INFORMATION SVCS CORP COM 860372101 1,554.90 116,800 SH SOLE 3 113,900 0 2,900
STEWART INFORMATION SVCS CORP COM 860372101 47.90 3,600 SH OTH 3 3,600 0 0
STILLWATER MINING CO COM 86074Q102 663.00 20,800 SH SOLE 3 16,600 0 4,200
STIRLING COOKE BROWN HLDGS COM G84951105 3,670.28 1,894,337 SH SOLE 2 1,894,337
STMICROELECTRONICS NV CNV 861012AA0 1,404.00 520,000 SH SOLE 2 520,000
STMICROELECTRONICS NV CNV 861012AA0 847.80 314,000 SH SOLE 2 314,000
STMICROELECTRONICS NV CNV 861012AB8 647.52 469,000 SH SOLE 2 469,000
STMICROELECTRONICS NV CNV 861012AB8 959.54 695,000 SH SOLE 2 695,000
STMICROELECTRONICS NV COM 861012102 1,246.48 8,231 SH SOLE 2 8,231
STMICROELECTRONICS NV COM 861012102 1,385.65 9,150 SH SOLE 2 9,150
STMICROELECTRONICS NV 0% 09/22/09 CNV 861012AB8 793.86 575,000 SH SOLE 4 575,000
STMICROELECTRONICS NV 0% 6/10/08 CNV 861012AA0 540.00 200,000 SH SOLE 4 200,000
STN INCORPORATED COM 784910101 1.33 15,000 SH SOLE 2 15,000
STND MOTOR PROD INC CL-A COM 853666105 14.50 900 SH SOLE 3 900 0 0
STONE & WEBSTER INC COM 861572105 3,325.50 197,800 SH SOLE 3 191,900 0 2,600
STONE CONTAINER CP CV PFD S-E PRF 861589307 223.25 9,500 SH SOLE 2 9,500
STONERIDGE INC. COM 86183P102 6.20 400 SH SOLE 3 400 0 0
STORAGE TECHNOLOGY CORP COM 862111200 49.80 2,700 SH SOLE 3 2,700 0 0
STORAGE USA INC COM 861907103 12,870.62 425,475 SH SOLE 2 425,475
STORAGE USA INC COM 861907103 3,708.65 122,600 SH SOLE 2 122,600
STORAGE USA INC COM 861907103 1,219.10 40,300 SH SOLE 3 39,300 0 0
STRATEGIC HOTEL CAPITAL CV DEB CNV 862723AA1 7,500.00 7,500,000 SH SOLE 2 7,500,000
STRATEGIC HOTEL CAPITAL CV DEB CNV 862723AA1 41,275.00 41,275,000 SH SOLE 2 41,275,000
STRATEGIC HOTEL CAPITAL INC COM 862723103 6,499.97 541,664 SH SOLE 2 541,664
STRATEGIC HOTEL CAPITAL INC COM 862723103 31,649.70 2,637,475 SH SOLE 2 2,637,475
STRATEGIC HOTEL CPTL INC (RSTRC SHS) COM 862991205 499.99 41,666 SH SOLE 4 41,666
STREAMLINE.COM INC COM 863239109 172.44 20,139 SH SOLE 2 20,139
STRIDE RITE CORP COM 863314100 392.60 60,400 SH SOLE 3 60,400 0 0
STRUM RUGER & CO INC COM 864159108 72.80 8,200 SH SOLE 3 2,900 0 5,300
STRYKER CORP COM 863667101 1,719.70 24,700 SH SOLE 3 17,200 0 7,500
STRYKER CORP COM 863667101 1,469.10 21,100 SH OTH 3 0 0 21,100
STUDENT LOAN CORP COM 863902102 902.74 18,100 SH SOLE 2 18,100
SUBURBAN PROPANE PTNRS, LP COM 864482104 11,235.25 646,633 SH SOLE 2 646,633
SUBURBAN PROPANE PTNRS, LP COM 864482104 2,876.34 165,545 SH SOLE 2 165,545
SUIZA FOODS CORP COM 865077101 435.88 11,000 SH SOLE 4 11,000
SUIZA FOODS CORP. COM 865077101 1,489.90 37,600 SH SOLE 3 31,600 0 6,000
SUIZA FOODS CORP. COM 865077101 634.00 16,000 SH OTH 3 0 0 16,000
SUMMIT BANCORP COM 866005101 165.40 5,400 SH SOLE 3 5,400 0 0
SUMMIT BANCORP COM 866005101 393.53 12,850 SH SOLE 2 12,850
SUMMIT PROPERTIES INC COM 866239106 209.14 11,700 SH SOLE 2 11,700
SUMMIT TECHNOLOGY INC. COM 86627E101 7,595.70 649,900 SH SOLE 3 612,100 0 16,700
SUMMIT TECHNOLOGY INC. COM 86627E101 601.90 51,500 SH OTH 3 13,900 0 37,600
SUN COMMUNITIES INC COM 866674104 6,038.40 187,600 SH SOLE 3 101,200 0 86,400
SUN INTL HOTELS LTD (ORD) COM P8797T133 193.75 10,000 SH SOLE 2 10,000
SUN INTL HOTELS LTD (ORD) COM P8797T133 484.38 25,000 SH SOLE 2 25,000
SUN MICROSYSTEMS,INC CLL 866810104 302.00 8,000 SH CALL SOLE 2 8,000
SUN MICROSYSTEMS,INC COM 866810104 40,946.08 528,763 SH SOLE 2 528,763
SUN MICROSYSTEMS,INC COM 866810104 129,163.66 1,667,973 SH SOLE 2 1,667,973
SUN MICROSYSTEMS,INC PUT 866810104 18.75 20,000 SH PUT SOLE 2 20,000
SUN MICROSYSTEMS,INC COM 866810104 2,958.10 38,200 SH SHD 1 38,200 0 0
SUN MICROSYSTEMS,INC COM 866810104 730,866.70 9,438,150 SH SOLE 3 8,177,620 0 880,680
SUN MICROSYSTEMS,INC COM 866810104 6,765.60 87,368 SH OTH 3 41,910 0 23,800
SUN MICROSYSTEMS,INC COM 866810104 5,433.02 70,160 SH SOLE 4 70,160
SUNBEAM CORP COM 867071102 309.40 73,885 SH SOLE 3 73,885 0 0
SUNGARD DATA SYSTEMS,INC COM 867363103 1,441.53 60,696 SH SOLE 2 60,696
SUNGARD DATA SYSTEMS,INC COM 867363103 10,614.54 446,928 SH SOLE 2 446,928
SUNGARD DATA SYSTEMS,INC COM 867363103 7,366.30 310,158 SH SOLE 3 295,958 0 14,200
SUNGLASS HUT INTERNATIONAL INC COM 86736F106 568.10 50,500 SH SOLE 3 43,100 0 7,400
SUNQUEST INFORMATION SYSTEMS COM 867654105 187.70 13,900 SH SOLE 3 13,900 0 0
SUNRISE MEDICAL INC COM 867910101 125.60 20,300 SH SOLE 3 20,300 0 0
SUNRISE TECHNOLOGIES INTL INC COM 86769L103 59.10 5,000 SH SOLE 3 5,000 0 0
SUNTERRA CORP COM 86787D109 599.96 52,170 SH SOLE 2 52,170
SUNTERRA CORP. COM 86787D109 8,559.50 744,300 SH SOLE 3 737,600 0 6,700
SUNTRUST BANKS INC $1.00 PAR COM 867914103 1,181.24 17,166 SH SOLE 2 17,166
SUNTRUST BANKS INC $1.00 PAR COM 867914103 37,966.80 551,743 SH SOLE 3 522,867 0 27,676
SUNTRUST BANKS INC $1.00 PAR COM 867914103 1,933.60 28,100 SH OTH 3 28,100 0 0
SUPERCONDUCTOR TECHNOLOGIES COM 867931107 190.03 38,980 SH SOLE 2 38,980
SUPERGEN INC COM 868059106 587.50 20,000 SH SOLE 2 20,000
SUPERIOR INDS INTERNATIONAL COM 868168105 2,914.50 108,700 SH SOLE 3 100,400 0 8,300
SUPERIOR TRUST CVT. TRUST COM 86836P202 25.70 768 SH SOLE 3 768 0 0
SUPERVALU INC COM 868536103 98.00 4,900 SH SHD 1 4,900 0 0
SUPERVALU INC COM 868536103 14,869.90 743,496 SH SOLE 3 705,696 0 37,800
SUPERVALU INC COM 868536103 2,582.00 129,100 SH OTH 3 107,900 0 21,200
SURETY CAPITAL CORP COM 868666207 7.73 10,300 SH SOLE 2 10,300
SURGUTNEFTEGAZ SP ADR COM 868861204 5,064.10 289,380 SH SOLE 3 289,380 0 0
SUSQUEHANNA BANCSHARES COM 869099101 3,222.60 203,000 SH SOLE 3 197,000 0 2,600
SVI HLDGS INC COM 784872103 220.80 18,400 SH SOLE 3 15,700 0 2,700
SVI HLDGS INC COM 784872103 1.20 100 SH OTH 3 100 0 0
SWEET VICTORY INC COM 870424108 0.00 10,000 SH SOLE 2 10,000
SWIFT ENERGY CO COM 870738101 5,344.10 464,700 SH SOLE 3 455,800 0 0
SWIFT TRANSPORTATION COM 870756103 123.40 7,000 SH SOLE 3 1,000 0 6,000
SWISSCOM COM 871013108 1,660.50 41,000 SH SOLE 2 41,000
SYBASE INC COM 871130100 2,063.80 121,400 SH SOLE 3 112,100 0 9,300
SYBASE INC COM 871130100 40.80 2,400 SH OTH 3 2,400 0 0
SYBASE INC COM 871130100 3,847.63 226,331 SH SOLE 2 226,331
SYBRON INTERNATIONAL CORP COM 87114F106 1,444.20 58,500 SH SOLE 3 38,600 0 19,900
SYBRON INTERNATIONAL CORP COM 87114F106 641.90 26,000 SH OTH 3 0 0 26,000
SYBRON INTERNATIONAL CORP COM 87114F106 343.16 13,900 SH SOLE 2 13,900
SYCAMORE NETWORKS COM 871206108 27,874.00 90,500 SH SOLE 3 47,600 0 0
SYKES ENTERPRISES INC COM 871237103 394.90 9,000 SH SOLE 3 4,000 0 5,000
SYLVAN INC COM 871371100 5,050.70 594,198 SH SOLE 3 431,098 0 163,100
SYLVAN LEARNING SYS INC COM 871399101 1,659.60 127,659 SH SOLE 3 127,659 0 0
SYMANTEC CORP COM 871503108 3,652.30 62,300 SH SOLE 3 56,000 0 6,300
SYMANTEC CORP COM 871503108 2,180.80 37,200 SH OTH 3 1,300 0 32,300
SYMBOL TECHNOLOGIES COM 871508107 3,006.50 47,300 SH SOLE 3 35,450 0 11,850
SYMBOL TECHNOLOGIES COM 871508107 2,784.00 43,800 SH OTH 3 1,900 0 41,900
SYNAGRO TECHNOLOGIES INC (NEW) COM 871562203 121.88 25,000 SH SOLE 2 25,000
SYNCOR INTERNATIONAL CORP(NEW) COM 87157J106 270.90 9,300 SH SOLE 3 7,000 0 2,300
SYNNEX TECHNOLOGY INTL GDR COM 87161A208 536.50 20,400 SH OTH 3 0 0 20,400
SYNOPSYS INC COM 871607107 475.26 7,120 SH SOLE 2 7,120
SYNOPSYS INC COM 871607107 3,322.15 49,770 SH SOLE 2 49,770
SYNOPSYS INC COM 871607107 9,723.10 145,664 SH SOLE 3 132,564 0 11,100
SYNOPSYS INC COM 871607107 3,377.60 50,600 SH OTH 3 2,300 0 48,300
SYNOVUS FINANCIAL CORP COM 87161C105 301.84 15,187 SH SOLE 2 15,187
SYNTEL INC COM 87162H103 12.90 800 SH SOLE 3 0 0 800
SYS & COMPUTER TECH COM 871873105 308.75 19,000 SH SOLE 2 19,000
SYS OF EXCELLENCE INC COM 87203C105 0.23 11,300 SH SOLE 2 11,300
SYSCO CORP COM 871829107 97,797.80 2,471,983 SH SOLE 3 2,426,383 0 45,600
SYSCO CORP COM 871829107 1,753.88 44,332 SH SOLE 2 44,332
SYSCO CORP COM 871829107 7,054.19 178,305 SH SOLE 2 178,305
SYSTEMS & COMPUTER TECH COM 871873105 74.80 4,600 SH SOLE 3 0 0 4,600
T-HQ INC (NEW) COM 872443403 264.30 11,400 SH SOLE 3 9,000 0 2,400
T J INTERNATIONAL COM 872534102 1,680.00 40,000 SH SOLE 3 35,500 0 4,500
T ROWE PRICE ASSOCIATES,INC COM 741477103 229.01 6,200 SH SOLE 2 6,200
T ROWE PRICE ASSOCIATES,INC COM 741477103 506.00 13,700 SH SOLE 3 13,700 0 0
TAIWAN SEMICONDUCTOR MFG(ADS) COM 874039100 1,018.53 22,634 SH SOLE 2 22,634
TAIWAN SEMICONDUCTOR MFG(ADS) COM 874039100 25,054.16 556,759 SH SOLE 2 556,759
TALBOTS, INC. COM 874161102 316.80 7,100 SH SOLE 3 5,700 0 1,400
TALK.COM INC COM 874264104 899.93 50,700 SH SOLE 2 50,700
TALK.COM INC COM 874264104 13,033.80 734,300 SH SOLE 3 730,500 0 3,800
TALK.COM INC COM 874264104 14.20 800 SH OTH 3 800 0 0
TANDY CORP COM 875382103 767.30 15,600 SH SHD 1 15,600 0 0
TANDY CORP COM 875382103 98,202.70 1,996,497 SH SOLE 3 1,498,609 0 490,618
TANDY CORP COM 875382103 1,161.70 23,618 SH OTH 3 13,210 0 6,300
TANDY CORP COM 875382103 2,492.58 50,675 SH SOLE 2 50,675
TAUBMAN CENTERS INC COM 876664103 319.30 29,700 SH SOLE 3 0 0 29,700
TAUBMAN CENTERS INC COM 876664103 188.13 17,500 SH SOLE 2 17,500
TBA ENTERTAINMENT CORP INC COM 872173109 106.25 20,000 SH SOLE 2 20,000
TC PIPELINES, L.P. COM 87233Q108 12,935.04 915,755 SH SOLE 2 915,755
TC PIPELINES, L.P. COM 87233Q108 29,534.53 2,090,940 SH SOLE 2 2,090,940
TCF FINANCIAL CORP COM 872275102 779.09 31,320 SH SOLE 2 31,320
TCF FINANCIAL CORP COM 872275102 992.50 39,900 SH SOLE 3 14,400 0 25,500
TCI SATELLITE ENTMNT CL-A COM 872298104 2,149.52 134,345 SH SOLE 2 134,345
TD WATERHOUSE GRP INC COM 872362108 785.40 47,600 SH SOLE 3 47,600 0 0
TDSM 24/7 MEDIA COM 901314104 652.50 11,600 SH SOLE 3 10,400 0 1,200
TDSM 24/7 MEDIA COM 901314104 16.90 300 SH OTH 3 300 0 0
TECH DATA CORP COM 878237106 6,038.00 222,600 SH SOLE 3 215,900 0 6,700
TECH DATA CORP COM 878237106 537.10 19,800 SH OTH 3 1,700 0 18,100
TECHNE CORP COM 878377100 831.40 15,100 SH SOLE 3 11,700 0 3,400
TECHNITROL INC COM 878555101 111.20 2,500 SH SOLE 3 0 0 2,500
TECHNO DYNAMICS INC COM 878601103 0.10 10,000 SH SOLE 2 10,000
TECHNOLOGY SOLUTIONS COM 87872T108 1,820.90 55,600 SH SOLE 3 50,200 0 5,400
TECO ENERGY INC. COM 872375100 369.40 19,900 SH SOLE 3 19,900 0 0
TECO ENERGY INC. COM 872375100 1,329.10 71,600 SH OTH 3 1,600 0 70,000
TECO ENERGY INC. COM 872375100 308.14 16,600 SH SOLE 2 16,600
TECUMSEH PRODUCTS CO CL-A COM 878895200 7,455.60 158,000 SH SOLE 3 146,700 0 11,300
TECUMSEH PRODUCTS CO CL-A COM 878895200 4,228.00 89,600 SH OTH 3 3,500 0 86,100
TECUMSEH PRODUCTS CO CL-A COM 878895200 481.31 10,200 SH SOLE 2 10,200
TECUMSEH PRODUCTS CO CL-A COM 878895200 6,747.81 143,000 SH SOLE 2 143,000
TEEKAY SHIPPING CORP COM Y8564W103 6,230.00 390,900 SH SOLE 3 383,700 0 0
TEEKAY SHIPPING MARSHALL ISLND COM Y8564W103 345.84 21,700 SH SOLE 2 21,700
TEEKAY SHIPPING MARSHALL ISLND COM Y8564W103 492.47 30,900 SH SOLE 2 30,900
TEJON RANCH CO COM 879080109 593.75 25,000 SH SOLE 2 25,000
TEKELEC COM 879101103 87.80 3,900 SH SOLE 3 700 0 3,200
TEKTRONIX INC. COM 879131100 1,827.10 47,000 SH SOLE 3 41,200 0 5,800
TELEBACKUP EXCHANGECO INC COM 87926A204 57,981.59 144,630 SH SOLE 2 144,630
TELEBANC FINL CORP COM 87925R109 2,410.72 92,720 SH SOLE 2 92,720
TELEBANC FINL CORP COM 87925R109 703.30 27,050 SH SOLE 2 27,050
TELEBANC FINL CORP COM 87925R109 3,432.00 132,000 SH SOLE 3 127,800 0 4,200
TELEBANC FINL CORP COM 87925R109 111.80 4,300 SH OTH 3 4,300 0 0
TELECENTRO SUL ADR COM 879239101 5,186.50 57,152 SH SOLE 3 57,152 0 0
TELECENTRO SUL ADR COM 879239101 34,538.90 380,594 SH OTH 3 0 0 0
TELECOM ARGENTINA STET-FRANCE COM 879273209 842.50 24,600 SH SOLE 3 24,600 0 0
TELECOM ARGENTINA STET-FRANCE COM 879273209 5,706.10 166,600 SH OTH 3 0 0 0
TELECOM ITALIA SPA SP ADR COM 87927W106 632.80 4,520 SH SOLE 2 4,520
TELECOMUNICACOES BRASILEIRAS COM 879287100 0.52 23,480 SH SOLE 2 23,480
TELECOMUNICACOES BRASILEIRAS COM 879287308 862.88 6,702 SH SOLE 2 6,702
TELECOMUNICACOES BRASILEIRAS COM 879287308 6,290.08 48,855 SH SOLE 2 48,855
TELEDYNE TECHNOLOGIES INC COM 879360105 71.90 7,619 SH SOLE 3 7,619 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 547.63 58,027 SH SOLE 2 58,027
TELEFLEX INC. COM 879369106 303.70 9,700 SH SOLE 3 4,800 0 4,900
TELEFONICA DE ARGENTINA S.A. COM 879378206 1,920.40 62,200 SH SOLE 3 62,200 0 0
TELEFONICA DE ARGENTINA S.A. COM 879378206 13,887.60 449,800 SH OTH 3 0 0 0
TELEFONICA DE PERU - SP ADR COM 879384105 3,358.50 251,100 SH SOLE 3 251,100 0 0
TELEFONICA DE PERU - SP ADR COM 879384105 21,120.50 1,579,100 SH OTH 3 0 0 0
TELEFONICA OF ARGENTINA S.A. COM 879378206 1,350.47 43,740 SH SOLE 2 43,740
TELEFONICA S.A. ADR COM 879382208 2,768.45 35,127 SH SOLE 2 35,127
TELEFONICA S.A. ADR COM 879382208 4,508.39 57,204 SH SOLE 2 57,204
TELEFONOS DE MEXICO SA COM 879403780 14,303.20 127,140 SH SOLE 3 127,140 0 0
TELEFONOS DE MEXICO SA COM 879403780 82,631.20 734,500 SH OTH 3 0 0 0
TELEFONOS DE MEXICO SA COM 879403780 1,855.13 16,490 SH SOLE 2 16,490
TELENORTE LESTE ADR COM 879246106 7,069.80 277,247 SH SOLE 3 277,247 0 0
TELENORTE LESTE ADR COM 879246106 45,322.90 1,777,370 SH OTH 3 0 0 0
TELENORTE LESTE PARTICIPACOES COM 879246106 650.51 25,510 SH SOLE 2 25,510
TELEPHONE & DATA SYS INC COM 879433100 2,116.80 16,800 SH SHD 1 16,800 0 0
TELEPHONE & DATA SYS INC COM 879433100 378.00 3,000 SH SOLE 2 3,000
TELEPHONE & DATA SYS INC COM 879433100 1,701.00 13,500 SH SOLE 2 13,500
TELEPHONE & DATA SYS INC COM 879433100 129,847.70 1,030,537 SH SOLE 3 844,337 0 184,600
TELEPHONE & DATA SYS INC COM 879433100 5,833.80 46,300 SH OTH 3 7,200 0 39,100
TELESCAN INC COM 879516102 244.40 9,900 SH SOLE 3 8,800 0 1,100
TELESCAN INC COM 879516102 2.50 100 SH OTH 3 100 0 0
TELESP PARTICIPACOES S.A. COM 87952K100 2,891.57 118,325 SH SOLE 2 118,325
TELESYS INTL WIRELESS INC COM 879946101 1,020.65 27,400 SH SOLE 2 27,400
TELETECH HLDGS INC COM 879939106 43.80 1,300 SH SOLE 3 1,300 0 0
TELEWEST COMMUNICATIONS PLC COM 87956P105 307.02 5,557 SH SOLE 2 5,557
TELIGENT INC CL A COM 87959Y103 37.00 600 SH SOLE 3 600 0 0
TELLABS INC. COM 879664100 10,454.92 162,881 SH SOLE 2 162,881
TELLABS INC. COM 879664100 22,380.06 348,667 SH SOLE 2 348,667
TELLABS INC. COM 879664100 22,408.90 349,116 SH SOLE 3 338,416 0 7,500
TELLABS INC. COM 879664100 64.20 1,000 SH OTH 3 0 0 0
TELONE WTS. 5/15/09 COM 87944K119 105.50 1,000 SH OTH 3 0 0 1,000
TEMPLE INLAND INC COM 879868107 3,798.00 57,600 SH SOLE 3 57,600 0 0
TEMPLE INLAND INC COM 879868107 79.10 1,200 SH OTH 3 1,100 0 0
TENET HEALTHCARE CORP COM 88033G100 18,277.80 777,780 SH SOLE 3 681,380 0 85,500
TENFOLD CORP COM 88033A103 20.00 500 SH SOLE 3 500 0 0
TENFOLD CORP COM 88033A103 2,665.43 66,740 SH SOLE 2 66,740
TEPPCO PTNRS L.P. COM 872384102 11,071.18 573,265 SH SOLE 2 573,265
TEPPCO PTNRS L.P. COM 872384102 15,416.40 798,260 SH SOLE 2 798,260
TERADYNE INC COM 880770102 5,043.06 76,410 SH SOLE 2 76,410
TERADYNE INC COM 880770102 27,473.56 416,266 SH SOLE 2 416,266
TERADYNE INC COM 880770102 1,155.00 17,500 SH SOLE 3 17,500 0 0
TERAGLOBAL COMMUNICATIONS CO COM 880771100 84.50 13,000 SH SOLE 2 13,000
TEREX CORP (NEW) COM 880779103 152.60 5,500 SH SOLE 3 2,500 0 3,000
TERNAYON COMMUNICATIONS SYSTEMS COM 880775101 389.40 6,200 SH SOLE 3 5,000 0 1,200
TERRA NETWORKS SA COM 88100W103 1,333.16 24,350 SH SOLE 2 24,350
TERRA NETWORKS SA COM 88100W103 4,274.06 78,065 SH SOLE 2 78,065
TERRA NOVA (BERMUDA) HLDGS-A COM G87615103 600.00 20,000 SH SOLE 2 20,000
TESCO PLC (SP) ADR COM 881575302 115.90 12,700 SH SOLE 2 12,700
TESORO PETROLEUM CO COM 881609101 734.20 63,500 SH SOLE 3 60,100 0 3,400
TESORO PETROLEUM CO COM 881609101 24.30 2,100 SH OTH 3 2,100 0 0
TETRA TECH INC (NEW) COM 88162G103 151.40 9,850 SH SOLE 3 3,350 0 6,500
TEVA PHARMACEUTICAL IND LTD COM 881624209 1,407.90 19,640 SH SOLE 3 19,640 0 0
TEXACO INC COM 881694103 1,167.70 21,500 SH SHD 1 21,500 0 0
TEXACO INC COM 881694103 40,201.00 740,180 SH SOLE 3 705,780 0 31,000
TEXACO INC COM 881694103 768.10 14,142 SH OTH 3 7,700 0 500
TEXACO INC COM 881694103 12,036.03 221,607 SH SOLE 2 221,607
TEXACO INC COM 881694103 21,699.42 399,529 SH SOLE 2 399,529
TEXAS INDS INC COM 882491103 340.50 8,000 SH SOLE 3 1,100 0 6,900
TEXAS INDS INC COM 882491103 297.94 7,000 SH SOLE 2 7,000
TEXAS INSTRUMENTS INC. COM 882508104 1,855.20 19,200 SH SHD 1 19,200 0 0
TEXAS INSTRUMENTS INC. COM 882508104 221,063.70 2,287,852 SH SOLE 3 2,033,752 0 133,900
TEXAS INSTRUMENTS INC. COM 882508104 2,074.60 21,471 SH OTH 3 13,990 0 5,200
TEXAS INSTRUMENTS INC. COM 882508104 4,139.42 42,840 SH SOLE 2 42,840
TEXAS INSTRUMENTS INC. COM 882508104 9,674.10 100,120 SH SOLE 2 100,120
TEXAS REGIONAL BANCSHARES-A COM 882673106 1,165.80 40,200 SH SOLE 3 36,400 0 3,800
TEXAS UTILITIES CO COM 882848104 305.73 8,597 SH SOLE 2 8,597
TEXAS UTILITIES CO (HOLDING CO) COM 882848104 1,084.70 30,500 SH SHD 1 30,500 0 0
TEXAS UTILITIES CO (HOLDING CO) COM 882848104 15,843.10 445,500 SH SOLE 3 404,600 0 40,900
TEXAS UTILITIES CO (HOLDING CO) COM 882848104 348.50 9,800 SH OTH 3 9,800 0 0
TEXTRON INC.DEL. COM 883203101 12,377.40 161,400 SH SOLE 3 157,300 0 1,300
TEXTRON INC.DEL. COM 883203101 1,917.19 25,000 SH SOLE 2 25,000
TFC ENTERPRISE INC COM 872388103 112.50 30,000 SH SOLE 2 30,000
THCG INC COM 87242T101 715.63 25,000 SH SOLE 2 25,000
THE BOSTON BEER CO.,INC. CL-A COM 100557107 4,823.60 671,110 SH SOLE 3 671,110 0 0
THE BROKEN HILL PROPRIETARY CO COM 112169602 850.00 32,000 SH SOLE 2 32,000
THE CATO CORPCL A COM 149205106 2,586.90 204,900 SH SOLE 3 200,500 0 4,400
THE CATO CORPCL A COM 149205106 75.80 6,000 SH OTH 3 6,000 0 0
THE CIT GRP COM 125577106 588.54 27,860 SH SOLE 2 27,860
THE GAP INC COM 364760108 7,985.60 173,600 SH SOLE 3 173,600 0 0
THE GOLDMAN SACHS GRP, INC CNV 38141GAB0 248.20 260,000 SH SOLE 2 260,000
THE GOLDMAN SACHS GRP, INC CNV 38141GAB0 7,678.80 8,044,000 SH SOLE 2 8,044,000
THE GOLDMAN SACHS GRP, INC. COM 38141G104 51,902.49 551,055 SH SOLE 4 551,055
THE GOLDMAN SACHS GRP, INC. COM 38141G104 189,134.34 2,008,062 SH SOLE 2 2,008,062
THE GOLDMAN SACHS GRP, INC. COM 38141G104 390,405.30 4,144,980 SH SOLE 2 4,144,980
THE HEALTHCHANNEL.COM INC COM 88336B204 5.79 19,970 SH SOLE 2 19,970
THE JOHN NUVEEN CO COM 478035108 3,014.80 83,600 SH SOLE 3 77,700 0 5,900
THE JOHN NUVEEN CO COM 478035108 36.10 1,000 SH OTH 3 1,000 0 0
THE MONY GRP INC. COM 615337102 6,943.71 237,900 SH SOLE 2 237,900
THE NORTH FACE, INC. COM 659317101 199.88 49,200 SH SOLE 2 49,200
THE PEPSI BOTTLING GRP,INC CLL 713409100 17.50 10,000 SH CALL SOLE 2 10,000
THE PEPSI BOTTLING GRP,INC COM 713409100 422.34 25,500 SH SOLE 2 25,500
THE SCOTTS CO COM 810186106 2,133.20 53,000 SH SOLE 3 53,000 0 0
THE SCOTTS CO COM 810186106 1,380.58 34,300 SH SOLE 2 34,300
THE SEAGRAM CO LTD. ACES CNV 811850205 4,257.74 95,145 SH SOLE 2 95,145
THE SEAGRAM CO LTD. ACES CNV 811850205 8,155.69 182,250 SH SOLE 2 182,250
THE SOUTHERN CO. COM 842587107 4,112.50 175,000 SH SOLE 3 173,100 0 1,900
THE SOUTHERN CO. COM 842587107 575.80 24,500 SH OTH 3 24,500 0 0
THE SOUTHERN CO. COM 842587107 277.30 11,800 SH SOLE 2 11,800
THE TITAN CORP COM 888266103 1,376.80 29,100 SH SOLE 3 25,000 0 4,100
THE TOPPS CO INC CLL 890786106 26.88 20,000 SH CALL SOLE 2 20,000
THE TOPPS CO INC COM 890786106 166.00 16,000 SH SOLE 2 16,000
THE TOWN & COUNTRY TR COM 892081100 419.74 23,400 SH SOLE 2 23,400
THE TOWN & COUNTRY TR COM 892081100 883.42 49,250 SH SOLE 2 49,250
THEGLOBE.COM INC COM 88335R101 59.50 7,100 SH SOLE 3 6,200 0 900
THERAGENICS CORP COM 883375107 90.63 10,000 SH SOLE 2 10,000
THERMEDICS INC COM 883901100 106.00 19,500 SH SOLE 3 16,900 0 2,600
THERMO BIOANALYSIS CORP COM 88355H108 283.00 15,400 SH SOLE 3 12,400 0 3,000
THERMO ELECTRON CNV 4 1/4 1/1/03JJ CNV 883556AF9 442.75 510,000 SH SOLE 4 510,000
THERMO ELECTRON CONV CNV 883556AF9 1,037.43 1,225,000 SH SOLE 2 1,225,000
THERMO ELECTRON CONV CNV 883556AF9 2,773.53 3,275,000 SH SOLE 2 3,275,000
THERMO ELECTRON CORP. COM 883556102 806.94 53,796 SH SOLE 2 53,796
THERMO ELECTRON CORP. COM 883556102 201.00 13,400 SH SOLE 3 13,400 0 0
THESTREET.COM INC COM 88368Q103 130.50 6,800 SH SOLE 3 6,100 0 700
THESTREET.COM, INC. COM 88368Q103 401.98 20,950 SH SOLE 2 20,950
THISTLE GRP HLDGS CO COM 88431E103 210.00 30,000 SH SOLE 2 30,000
THOMAS & BETTS CO. COM 884315102 387.19 12,147 SH SOLE 2 12,147
THOMAS & BETTS CO. COM 884315102 35.10 1,100 SH SOLE 3 1,100 0 0
THOMAS INDS COM 884425109 654.00 32,000 SH SOLE 3 29,400 0 2,600
THOMSON MULTIMEDIA NEW COM 885118109 293.56 5,500 SH SOLE 2 5,500
THORATEC LABS CORP (NEW) COM 885175307 390.00 40,000 SH SOLE 2 40,000
THREE-FIVE SYSTEMS INC COM 88554L108 448.30 10,933 SH SOLE 3 10,933 0 0
TIBCO SOFTWARE INC COM 88632Q103 1,147.50 7,500 SH SOLE 3 7,500 0 0
TIBCO SOFTWARE INC. COM 88632Q103 1,545.30 10,100 SH SOLE 2 10,100
TIBCO SOFTWARE INC. COM 88632Q103 8,322.44 54,395 SH SOLE 2 54,395
TICKETMASTER ONLINE- COM 88633P104 91,788.02 2,387,981 SH SOLE 2 2,387,981
TICKETMASTER ONLINE - CITY SEARCH COM 88633P203 7,764.40 202,000 SH SOLE 3 202,000 0 0
TICKETMASTER ONLINE - CITY SEARCH COM 88633P203 15.40 400 SH OTH 3 400 0 0
TIDEWATER INC COM 886423102 2,941.20 81,700 SH SOLE 3 56,900 0 24,800
TIDEWATER INC COM 886423102 2,869.20 79,700 SH OTH 3 6,200 0 73,500
TIDEWATER INC COM 886423102 392.40 10,900 SH SOLE 2 10,900
TIFFANY & CO COM 886547108 2,115.20 23,700 SH SHD 1 23,700 0 0
TIFFANY & CO COM 886547108 642.60 7,200 SH SOLE 2 7,200
TIFFANY & CO COM 886547108 68,668.90 769,400 SH SOLE 3 750,300 0 14,200
TIFFANY & CO COM 886547108 4,703.50 52,700 SH OTH 3 2,200 0 50,500
TIMBERLAND CO CL A COM 887100105 18,853.10 356,560 SH SOLE 3 354,860 0 1,700
TIMBERLAND CO CL A COM 887100105 58.20 1,100 SH OTH 3 1,100 0 0
TIMBERWEST FOREST CORP COM 887147205 196.99 30,000 SH SOLE 2 30,000
TIME WARNER INC COM 887315109 310.90 4,300 SH SHD 1 4,300 0 0
TIME WARNER INC COM 887315109 620,407.50 8,579,533 SH SOLE 3 5,906,723 0 2,286,160
TIME WARNER INC COM 887315109 6,037.80 83,496 SH OTH 3 39,530 0 28,600
TIME WARNER INC. COM 887315109 45,727.82 632,364 SH SOLE 2 632,364
TIME WARNER INC. COM 887315109 38,800.14 536,562 SH SOLE 2 536,562
TIME WARNER TELECOM COM 887319101 274.70 5,500 SH SOLE 3 5,500 0 0
TIMES MIRROR CO CL-A (NEW) COM 887364107 13,004.70 194,100 SH SOLE 3 153,900 0 36,800
TIMES MIRROR CO CL-A (NEW) COM 887364107 140.70 2,100 SH OTH 3 1,300 0 800
TIMKEN CO COM 887389104 1,622.70 79,400 SH SOLE 3 69,400 0 10,000
TITAN INTERNATIONAL INC COM 88830M102 2,777.40 427,300 SH SOLE 3 418,600 0 0
TITANIUM METALS CORP COM 888339108 211.50 47,000 SH SOLE 2 47,000
TIVOLI SYS INC COM 888722105 734.31 15,500 SH SOLE 2 15,500
TJX COS INC (NEW) COM 872540109 396.50 19,400 SH SHD 1 19,400 0 0
TJX COS INC (NEW) COM 872540109 3,995.50 195,500 SH SOLE 3 130,600 0 58,300
TJX COS INC (NEW) COM 872540109 165.50 8,100 SH OTH 3 1,600 0 500
TJX COS INC (NEW) COM 872540109 201.60 9,864 SH SOLE 2 9,864
TMP WORLDWIDE COM 872941109 4,529.80 31,900 SH SOLE 3 31,200 0 300
TMP WORLDWIDE COM 872941109 42.60 300 SH OTH 3 300 0 0
TMP WORLDWIDE INC. COM 872941109 6,937.13 48,853 SH SOLE 2 48,853
TMP WORLDWIDE INC. COM 872941109 90,430.57 636,835 SH SOLE 2 636,835
TNP ENTERPRISES INC COM 872594106 1,711.90 41,500 SH SOLE 3 41,500 0 0
TOLL BROTHERS INC COM 889478103 1,981.70 106,400 SH SOLE 3 101,700 0 4,700
TOMMY HILFIGER CORP COM G8915Z102 102.80 4,400 SH OTH 3 0 0 0
TOMMY HILFIGER CORP COM G8915Z102 2,664.75 114,000 SH SOLE 2 114,000
TOO INC COM 890333107 828.10 48,006 SH SOLE 3 47,978 0 28
TOOLEX INTERNATIONAL N.V. COM N8715N103 3,757.00 221,000 SH SOLE 2 221,000
TOOTSIE ROLL & IND. COM 890516107 588.20 17,858 SH SOLE 2 17,858
TORCHMARK CORP COM 891027104 900.90 31,000 SH SOLE 3 31,000 0 0
TORO CO (DE) COM 891092108 3,149.20 84,400 SH SOLE 3 81,400 0 3,000
TORO CO (DE) COM 891092108 78.40 2,100 SH OTH 3 2,100 0 0
TOSCO CORP (NEW) COM 891490302 4,950.80 182,100 SH SOLE 3 182,100 0 0
TOTAL FINA SA SP ADR COM 89151E109 204.36 2,951 SH SOLE 2 2,951
TOTAL FINA SA SP ADR COM 89151E109 930.37 13,435 SH SOLE 2 13,435
TOTAL RENAL CARE HLDGS COM 89151A107 2.00 300 SH SOLE 3 300 0 0
TOTAL RENAL CARE HLDGS INC COM 89151A107 639.02 95,554 SH SOLE 2 95,554
TOUCHSTONE RESOURCES LTD COM 891917106 228.10 150,000 SH SOLE 2 150,000
TOWER AIR,INC. COM 891697104 163.96 124,921 SH SOLE 2 124,921
TOWER AUTOMOTIVE INC COM 891707101 924.70 59,900 SH SOLE 3 52,800 0 7,100
TOWER AUTOMOTIVE INC COM 891707101 58.70 3,800 SH OTH 3 3,800 0 0
TOWNE SVCS INC COM 892148107 60.00 15,000 SH SOLE 2 15,000
TOYS R US INC. (HOLDING CO) COM 892335100 224.70 15,700 SH SOLE 3 15,700 0 0
TRACTOR SUPPLY CO COM 892356106 1,627.20 101,700 SH SOLE 3 100,000 0 1,700
TRAMMEL CROW CO COM 89288R106 14,236.80 1,224,674 SH SOLE 3 1,220,974 0 0
TRAMMELL CROW CO COM 89288R106 1,393.64 119,883 SH SOLE 2 119,883
TRANS WORLD AIRLINES INC COM 893349837 275.80 100,300 SH SOLE 3 100,300 0 0
TRANSACTION SYS ARCHITECTS COM 893416107 669.20 23,900 SH SOLE 2 23,900
TRANSACTION SYSTEMS ARCHITECTS COM 893416107 4,332.40 154,727 SH SOLE 3 148,027 0 6,700
TRANSATLANTIC HOLDING INC COM 893521104 5,788.30 74,150 SH SOLE 3 74,150 0 0
TRANSATLANTIC HOLDING INC COM 893521104 2,775.10 35,550 SH OTH 3 0 0 35,550
TRANSATLANTIC PETROLEUM CORP COM 893522102 5.40 30,000 SH SOLE 2 30,000
TRANSCANADA PIPELINES LTD COM 893526103 455.00 52,000 SH SOLE 2 52,000
TRANSCAPITAL FINANCIAL CORP COM 893528109 0.00 41,800 SH SOLE 2 41,800
TRANSCOASTAL MARINE SVCS, INC. COM 893537100 56.32 19,590 SH SOLE 2 19,590
TRANSIT GRP INC COM 893691105 40.87 13,344 SH SOLE 2 13,344
TRANSKARYOTIC THERAPIES, INC COM 893735100 403.56 10,482 SH SOLE 2 10,482
TRANSMONTAIGNE COM 893934109 16.10 2,300 SH SOLE 3 2,300 0 0
TRANSMONTAIGNE INC COM 893934109 368.90 52,700 SH SOLE 2 52,700
TRANSOCEAN SEDCO FOREX INC COM G90078109 265.40 7,880 SH SHD 1 7,880 0 0
TRANSOCEAN SEDCO FOREX INC COM G90078109 23,204.00 688,802 SH SOLE 3 627,054 0 55,905
TRANSOCEAN SEDCO FOREX INC COM G90078109 2,910.60 86,401 SH OTH 3 9,526 0 74,749
TRANSOCEAN SEDCO FOREX INC COM G90078109 1,287.03 38,205 SH SOLE 2 38,205
TRANSOCEAN SEDCO FOREX INC COM G90078109 5,818.03 172,706 SH SOLE 2 172,706
TRANSWITCH CORP COM 894065101 761.91 10,500 SH SOLE 2 10,500
TRANSWITCH CORP COM 894065101 1,603.60 22,100 SH SOLE 3 19,700 0 2,400
TRANSWORLD ENTERTAINMENT CORP COM 89336Q100 4,725.00 450,000 SH SOLE 3 450,000 0 0
TRAVEL SVCS INTL INC COM 894169101 310.25 34,000 SH SOLE 2 34,000
TRAVELERS PROP CASUALTY - CL A COM 893939108 2,168.00 63,300 SH SHD 1 63,300 0 0
TRAVELERS PROP CASUALTY - CL A COM 893939108 94,533.50 2,760,101 SH SOLE 3 2,635,501 0 122,100
TRAVELERS PROP CASUALTY - CL A COM 893939108 5,483.40 160,100 SH OTH 3 32,400 0 127,700
TRENDWEST RESORTS INC COM 894917103 378.00 16,800 SH SOLE 3 16,800 0 0
TRENDWEST RESORTS INC COM 894917103 31.50 1,400 SH OTH 3 1,400 0 0
TRENWICK GRP INC COM 895290104 33.90 2,000 SH SOLE 3 0 0 2,000
TREX CO INC COM 89531P105 529.60 19,800 SH SOLE 3 18,300 0 1,500
TRIAD GUARANTY INC COM 895925105 821.30 36,100 SH SOLE 3 34,300 0 1,800
TRIAD HOSPITALS INC COM 89579K109 556.60 36,797 SH SOLE 3 36,797 0 0
TRIANGLE BANCORP INC COM 895835106 172.40 8,900 SH SOLE 3 7,100 0 1,800
TRIANGLE PHARMACEUTICALS INC COM 89589H104 1,354.50 105,715 SH SOLE 3 105,715 0 0
TRIANGLE PHARMACEUTICALS INC COM 89589H104 1,587.96 123,938 SH SOLE 2 123,938
TRIARC COS INC CL-A COM 895927101 679.90 37,000 SH SOLE 3 37,000 0 0
TRIARC COS INC CL-A COM 895927101 5,737.72 312,257 SH SOLE 2 312,257
TRIBUNE CO NEW COM 896047107 116,093.60 2,108,396 SH SOLE 3 1,414,636 0 690,880
TRIBUNE CO NEW COM 896047107 1,103.50 20,041 SH OTH 3 8,930 0 7,300
TRIBUNE CO NEW COM 896047107 3,017.20 54,796 SH SOLE 2 54,796
TRIBUNE CO NEW COM 896047107 634.32 11,520 SH SOLE 2 11,520
TRICON GLOBAL RESTAURANTS COM 895953107 413.30 10,700 SH SHD 1 10,700 0 0
TRICON GLOBAL RESTAURANTS COM 895953107 30,223.60 782,489 SH SOLE 3 703,689 0 60,300
TRICON GLOBAL RESTAURANTS COM 895953107 142.90 3,700 SH OTH 3 3,700 0 0
TRICON GLOBAL RESTAURANTS COM 895953107 658.63 17,052 SH SOLE 2 17,052
TRICORD SYSTEMS INC COM 896121100 48.75 10,000 SH SOLE 2 10,000
TRIDON ENTERPRISES INC COM 895915304 0.83 25,000 SH SOLE 2 25,000
TRIGEN ENERGY CORP COM 895930105 76.50 4,400 SH SOLE 3 4,400 0 0
TRIGON HEALTHCARE INC COM 89618L100 5,445.70 184,600 SH SOLE 3 167,800 0 16,800
TRIGON HEALTHCARE INC COM 89618L100 2,684.50 91,000 SH OTH 3 10,100 0 80,900
TRIMBLE NAVIGATION LTD COM 896239100 473.60 21,900 SH SOLE 3 19,900 0 2,000
TRIMBLE NAVIGATION LTD COM 896239100 10.80 500 SH OTH 3 500 0 0
TRIMERIS INC. COM 896263100 1,689.19 71,500 SH SOLE 2 71,500
TRINITY INDS INC (DEL) COM 896522109 2,357.50 82,900 SH SOLE 3 63,900 0 19,000
TRINITY INDS INC (DEL) COM 896522109 565.90 19,900 SH OTH 3 0 0 19,900
TRIQUINT SEMICONDUCTOR INC COM 89674K103 9,200.40 82,700 SH SOLE 3 81,200 0 1,500
TRIQUINT SEMICONDUCTOR INC COM 89674K103 77.90 700 SH OTH 3 700 0 0
TRIQUINT SEMICONDUCTOR INC COM 89674K103 525.32 4,722 SH SOLE 2 4,722
TRITEL INC. CLASS A COM 89675X104 3,533.16 111,500 SH SOLE 2 111,500
TRITEL INC. CLASS A COM 89675X104 7,072.02 223,180 SH SOLE 2 223,180
TRITEL INC. CLASS A COM STK COM 89675X104 401.48 12,670 SH SOLE 4 12,670
TRITON PCS HLDGS INC CL A COM 89677M106 409.50 9,000 SH SOLE 3 9,000 0 0
TRIUMPH GRP INC COM 896818101 89.50 3,700 SH SOLE 3 0 0 3,700
TRIZEC HAHN CORP COM 896938107 10,531.70 624,100 SH SOLE 3 582,500 0 41,600
TRIZEC HAHN CORP COM 896938107 375.64 22,260 SH SOLE 2 22,260
TRIZEC HAHN CORP COM 896938107 465.75 27,600 SH SOLE 2 27,600
TRIZETTO GRP INC. COM 896882107 559.50 12,000 SH SOLE 2 12,000
TRMARK CORP COM 898402102 1,109.51 51,344 SH SOLE 2 51,344
TRUE NORTH COMMUNICATIONS INC COM 897844106 15,730.00 352,000 SH SOLE 3 347,600 0 4,400
TRUSTCO BANK CORP NY COM 898349105 477.70 36,050 SH SOLE 3 25,300 0 10,750
TRW INC. COM 872649108 451.90 8,700 SH SOLE 3 8,000 0 700
TSI INTL SOFTWARE LTD COM 872879101 84.90 1,500 SH SOLE 3 0 0 1,500
TUBOSCOPE INC. COM 898600101 158.80 10,000 SH SOLE 3 10,000 0 0
TUESDAY MORNING CORP COM 899035505 226.78 12,300 SH SOLE 2 12,300
TUPPERWARE CORP COM 899896104 35.60 2,100 SH SOLE 3 0 0 2,100
TUPPERWARE CORP COM 899896104 57.60 3,400 SH OTH 3 1,100 0 0
TURF INC COM 46575Q100 39.80 3,200 SH SOLE 3 3,200 0 0
TUT SYSTEMS INC COM 901103101 493.40 9,200 SH SOLE 3 8,000 0 1,200
TUT SYSTEMS INC COM 901103101 5.40 100 SH OTH 3 100 0 0
TV AZTECA S.A. - SP ADR COM 901145102 2,036.70 226,300 SH SOLE 3 226,300 0 0
TV AZTECA S.A. - SP ADR COM 901145102 13,083.30 1,453,700 SH OTH 3 0 0 0
TV GUIDE INC COM 87307Q109 42,389.40 985,800 SH SOLE 3 535,200 0 0
TYCO INTERNATIONAL LIMITED COM 902124106 1,060.80 27,200 SH SHD 1 27,200 0 0
TYCO INTERNATIONAL LIMITED COM 902124106 105,875.00 2,714,744 SH SOLE 3 2,614,544 0 85,800
TYCO INTERNATIONAL LIMITED COM 902124106 2,246.40 57,600 SH OTH 3 53,400 0 0
TYCO INTERNATIONAL LTD (NEW) COM 902124106 943.80 24,200 SH SOLE 4 24,200
TYCO INTERNATIONAL LTD (NEW) COM 902124106 22,242.44 570,319 SH SOLE 2 570,319
TYCO INTERNATIONAL LTD (NEW) COM 902124106 9,206.07 236,053 SH SOLE 2 236,053
TYLER TECHNOLOGIES INC COM 902252105 244.80 44,500 SH SOLE 3 40,100 0 4,400
TYLER TECHNOLOGIES INC COM 902252105 79.75 14,500 SH SOLE 2 14,500
TYSON FOODS INC CL-A COM 902494103 172.20 10,600 SH SHD 1 10,600 0 0
TYSON FOODS INC CL-A COM 902494103 12,519.00 770,400 SH SOLE 3 706,700 0 63,700
TYSON FOODS INC CL-A COM 902494103 1,035.10 63,700 SH OTH 3 0 0 63,700
U S BANCORP INC PA COM 917292104 51.70 4,400 SH SOLE 3 0 0 4,400
U S HOME CORP (NEW) COM 911920106 1,250.00 48,900 SH SOLE 3 46,000 0 2,900
U S HOME CORP (NEW) COM 911920106 28.10 1,100 SH OTH 3 1,100 0 0
U S INTERNETWORKING COM 917311805 5,303.50 75,900 SH SOLE 3 74,700 0 1,200
U S INTERNETWORKING COM 917311805 21.00 300 SH OTH 3 300 0 0
U S OFFICE PRODUCTS CO COM 912325305 31.52 10,086 SH SOLE 2 10,086
U S OFFICE PRODUCTS CO COM 912325305 85.83 27,465 SH SOLE 2 27,465
U S WEST INC (NEW) COM 91273H101 548.93 7,624 SH SOLE 2 7,624
U S WEST INC (NEW) COM 91273H101 1,428.26 19,837 SH SOLE 2 19,837
U.S. AGGREGATES INC COM 90334D109 9,643.20 803,600 SH SOLE 3 601,200 0 202,400
U.S. BANCORP (NEW) COM 902973106 7,330.18 307,829 SH SOLE 2 307,829
U.S. CAN CORP COM 90328W105 1,234.20 62,100 SH SOLE 3 56,700 0 5,400
U.S. CONCRETE INC COM 90333L102 266.78 44,463 SH SOLE 2 44,463
U.S. FOODSERVICE INC COM 90331R101 8,796.60 525,169 SH SOLE 3 508,369 0 16,800
U.S. FOODSERVICE INC COM 90331R101 1,276.30 76,200 SH OTH 3 0 0 76,200
U.S. FOODSERVICE INC COM 90331R101 979.71 58,490 SH SOLE 2 58,490
U.S. INDS INC COM 912080108 2,471.84 176,560 SH SOLE 2 176,560
U.S. VISION INC COM 90339M104 2,505.10 977,600 SH SOLE 3 787,400 0 190,200
U.S. VISION INC COM 90339M104 6.40 2,500 SH OTH 3 2,500 0 0
U.S. WEST INC. COM 91273H101 25,742.00 357,528 SH SOLE 3 341,128 0 15,100
U.S. WEST INC. COM 91273H101 316.80 4,400 SH OTH 3 1,000 0 600
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UAL CORP COM 902549500 1,427.20 18,400 SH SHD 1 18,400 0 0
UAL CORP COM 902549500 41,581.30 536,100 SH SOLE 3 489,400 0 46,700
UAL CORP COM 902549500 1,256.50 16,200 SH OTH 3 8,500 0 7,700
UAL CORP (NEW) COM 902549500 267.59 3,450 SH SOLE 2 3,450
UAL CORP (NEW) COM 902549500 294.74 3,800 SH SOLE 2 3,800
UBID INC COM 903469104 8.00 300 SH SOLE 3 0 0 300
UBS AG SP ADR COM 90261R105 244.44 18,200 SH SOLE 2 18,200
UCAR INTERNATIONAL COM 90262K109 19,492.20 1,094,300 SH SOLE 3 1,077,300 0 9,100
UGI CORP (HOLDING CO) COM 902681105 613.13 30,000 SH SOLE 2 30,000
UGI CORP (HOLDING CO) COM 902681105 1,256.90 61,500 SH SOLE 3 58,000 0 3,500
UGI CORP (HOLDING CO) COM 902681105 59.30 2,900 SH OTH 3 2,900 0 0
UICI INC. COM 902737105 879.90 83,300 SH SOLE 3 81,700 0 1,600
ULTRAK INC COM 903898401 77.50 10,000 SH SOLE 2 10,000
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ULTRAMAR DIAMOND SHAMROCK CP COM 904000106 256.40 11,300 SH OTH 3 6,800 0 0
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ULTRAPAR PARTICPAC SP ADR COM 90400P101 11,426.40 993,600 SH OTH 3 0 0 0
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UNIBANCO COM 90458E107 2,596.80 86,200 SH SOLE 3 86,200 0 0
UNIBANCO COM 90458E107 16,767.60 556,600 SH OTH 3 0 0 0
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UNICOM CORP COM 904911104 1,092.10 32,600 SH SHD 1 32,600 0 0
UNICOM CORP COM 904911104 57,001.90 1,701,550 SH SOLE 3 1,493,850 0 198,400
UNICOM CORP COM 904911104 150.80 4,500 SH OTH 3 4,500 0 0
UNICOMP INC COM 90465L409 247.63 28,300 SH SOLE 2 28,300
UNIFIED ENERGY SYS ADR COM 904688108 53.50 4,455 SH SOLE 3 4,455 0 0
UNIFIED ENERGY SYSTEMS - GDR COM 904688207 513.80 36,700 SH SOLE 3 36,700 0 0
UNIFIRST CORP COM 904708104 518.90 41,100 SH SOLE 3 41,100 0 0
UNIGENE LABS INC COM 904753100 10.26 18,000 SH SOLE 2 18,000
UNIGRAPHICS SOLUTIONS INC COM 904928108 653.40 24,200 SH SOLE 3 22,200 0 2,000
UNILEVER N V (NY SHS NEW) COM 904784709 1,064.60 19,557 SH SHD 1 19,557 0 0
UNILEVER N V (NY SHS NEW) COM 904784709 36,438.80 669,370 SH SOLE 3 596,049 0 66,267
UNILEVER N V (NY SHS NEW) COM 904784709 3,534.46 64,927 SH SOLE 2 64,927
UNILEVER N V (NY SHS NEW) COM 904784709 24,263.07 445,705 SH SOLE 2 445,705
UNIMARK GRP INC COM 904789104 17.50 14,000 SH SOLE 2 14,000
UNION CARBIDE CORP(HLDG CO ) COM 905581104 1,508.50 22,600 SH SOLE 3 22,200 0 400
UNION CARBIDE CORP(HLDG CO ) COM 905581104 250.05 3,746 SH SOLE 2 3,746
UNION CARBIDE CORP(HLDG CO ) COM 905581104 932.03 13,963 SH SOLE 2 13,963
UNION PACIFIC CORP. COM 907818108 139.80 3,200 SH SHD 1 3,200 0 0
UNION PACIFIC CORP. COM 907818108 3,885.00 88,928 SH SOLE 3 88,928 0 0
UNION PACIFIC RESOURCES GRP COM 907834105 27,667.90 2,170,031 SH SOLE 3 2,061,931 0 98,300
UNION PACIFIC RESOURCES GRP COM 907834105 966.78 75,826 SH SOLE 2 75,826
UNION PACIFIC RESOURCES GRP COM 907834105 2,839.08 222,673 SH SOLE 2 222,673
UNION PLANTERS CORP COM 908068109 370.70 9,400 SH OTH 3 0 0 9,400
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UNIONBANCAL CORP COM 908906100 14,323.70 363,200 SH SOLE 3 336,400 0 26,800
UNIONBANCAL CORP COM 908906100 165.60 4,200 SH OTH 3 4,000 0 0
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UNISYS CORP COM 909214108 798.40 25,000 SH SHD 1 25,000 0 0
UNISYS CORP CLL 909214108 273.75 15,000 SH CALL SOLE 2 15,000
UNISYS CORP COM 909214108 2,331.05 72,988 SH SOLE 2 72,988
UNISYS CORP COM 909214108 4,486.23 140,469 SH SOLE 2 140,469
UNISYS CORP COM 909214108 29,171.70 913,400 SH SOLE 3 883,100 0 27,400
UNISYS CORP COM 909214108 1,210.40 37,900 SH OTH 3 37,900 0 0
UNISYS CORPORATION COM 909214108 820.79 25,700 SH SOLE 4 25,700
UNITED ASSET MANAGEMENT CORP COM 909420101 129.90 7,000 SH SOLE 3 3,200 0 3,800
UNITED AUTO GRP INC COM 909440109 69.70 7,800 SH SOLE 3 3,000 0 4,800
UNITED BANKSHARES INC W V COM 909907107 639.90 26,800 SH SOLE 3 19,700 0 7,100
UNITED BANKSHARES INC W V COM 909907107 31.00 1,300 SH OTH 3 1,300 0 0
UNITED COMMUNITY FINANCIAL COM 909839102 445.20 44,800 SH SOLE 3 39,100 0 5,700
UNITED FIRE & CASUALTY CO COM 910331107 43.00 1,900 SH SOLE 3 1,900 0 0
UNITED HEALTHCARE CORP COM 910581107 1,519.40 28,600 SH SHD 1 28,600 0 0
UNITED HEALTHCARE CORP COM 910581107 92,193.10 1,735,400 SH SOLE 3 1,612,900 0 112,600
UNITED HEALTHCARE CORP COM 910581107 4,218.10 79,400 SH OTH 3 47,600 0 31,800
UNITED HEALTHCARE CORP COM 910581107 2,427.55 45,695 SH SOLE 2 45,695
UNITED ILLUMINATING CO COM 910637107 3,067.10 59,700 SH SOLE 3 54,400 0 5,300
UNITED NATIONAL BANCORP (NJ) COM 910909100 148.40 6,688 SH SOLE 3 6,688 0 0
UNITED NATURAL FOODS INC COM 911163103 120.00 10,000 SH SOLE 2 10,000
UNITED PAN EUROPE CL-A ADR COM 911300200 2,001.75 15,700 SH SOLE 2 15,700
UNITED PAN EUROPE CL-A ADR COM 911300200 9,959.03 78,110 SH SOLE 2 78,110
UNITED PARCEL SERVICE, INC. COM 911312106 35,207.25 510,250 SH SOLE 2 510,250
UNITED PARCEL SERVICE, INC. COM 911312106 65,047.68 942,720 SH SOLE 2 942,720
UNITED PARCEL SERVICE, INC. CL B COM 911312106 7,203.46 104,398 SH SOLE 4 104,398
UNITED PARCEL SVCS CL-B COM 911312106 21,907.50 317,500 SH SOLE 3 277,500 0 40,000
UNITED PAYORS & UNITED PROVIDERS INC COM 911319101 924.20 55,800 SH SOLE 3 800 0 55,000
UNITED RENTALS INC COM 911363109 3,337.66 194,900 SH SOLE 2 194,900
UNITED RENTALS INC COM 911363109 1,852.90 108,199 SH SOLE 3 108,199 0 0
UNITED RENTALS INC COM 911363109 27.00 1,577 SH OTH 3 1,577 0 0
UNITED RETAIL GRP INC COM 911380103 263.25 31,909 SH SOLE 2 31,909
UNITED ROAD SVCS INC COM 911384105 789.80 486,000 SH SOLE 3 468,800 0 17,200
UNITED STATES CELLULAR CORP COM 911684108 272.50 2,700 SH SHD 1 2,700 0 0
UNITED STATES CELLULAR CORP COM 911684108 1,715.94 17,000 SH SOLE 2 17,000
UNITED STATES CELLULAR CORP COM 911684108 10,118.98 100,250 SH SOLE 2 100,250
UNITED STATES CELLULAR CORP COM 911684108 41,333.90 409,500 SH SOLE 3 403,000 0 6,500
UNITED STATES CELLULAR CORP COM 911684108 656.10 6,500 SH OTH 3 6,500 0 0
UNITED STATES INDS INC COM 912080108 16.80 1,200 SH SOLE 3 1,200 0 0
UNITED STATES INDS INC COM 912080108 85.40 6,100 SH OTH 3 6,100 0 0
UNITED STATIONERS INC COM 913004107 614.10 21,500 SH SOLE 3 19,400 0 2,100
UNITED STATIONERS INC COM 913004107 80.00 2,800 SH OTH 3 2,800 0 0
UNITED TECHNOLOGIES CORP COM 913017109 3,009.50 46,300 SH SHD 1 46,300 0 0
UNITED TECHNOLOGIES CORP COM 913017109 5,895.76 90,704 SH SOLE 2 90,704
UNITED TECHNOLOGIES CORP COM 913017109 5,975.45 91,930 SH SOLE 2 91,930
UNITED TECHNOLOGIES CORP COM 913017109 63,745.60 980,702 SH SOLE 3 906,102 0 73,200
UNITED TECHNOLOGIES CORP COM 913017109 1,599.00 24,600 SH OTH 3 23,500 0 0
UNITEDGLOBALCOM INC CL-A COM 913247508 2,493.06 35,300 SH SOLE 2 35,300
UNITEDGLOBALCOM INC CL-A COM 913247508 50,724.85 718,228 SH SOLE 2 718,228
UNITEDGLOBALCOM INC CL A COM 913247508 47,022.10 665,800 SH SOLE 3 390,400 0 0
UNITRIN INC COM 913275103 444.00 11,800 SH SOLE 3 11,800 0 0
UNITRIN INC COM 913275103 933.10 24,800 SH OTH 3 0 0 24,800
UNITRIN INC COM 913275103 11,115.18 295,420 SH SOLE 2 295,420
UNITS BARCLAYS BK PLC ADNR 8% PRF 06738C836 334.69 15,000 SH SOLE 2 15,000
UNIVERSAL CORP(HLDG CO COM 913456109 3,166.40 138,800 SH SOLE 3 138,800 0 0
UNIVERSAL CORP(HLDG CO COM 913456109 394.70 17,300 SH OTH 3 0 0 17,300
UNIVERSAL FOODS CORP COM 913538104 1,660.60 81,500 SH SOLE 3 60,500 0 21,000
UNIVERSAL FOODS CORP COM 913538104 108.00 5,300 SH OTH 3 0 0 0
UNIVERSAL FOREST PRODUCTS INC COM 913543104 1.50 100 SH SOLE 3 100 0 0
UNIVERSAL HEALTH RLTY INCM SBI COM 91359E105 431.44 29,500 SH SOLE 2 29,500
UNIVIEW TECHNOLOGIES CORP COM 915282206 93.75 20,000 SH SOLE 2 20,000
UNIVISION COMMUNICATIONS, INC. COM 914906102 1,900.70 18,600 SH SHD 1 18,600 0 0
UNIVISION COMMUNICATIONS, INC. COM 914906102 110,101.90 1,077,450 SH SOLE 3 602,550 0 311,800
UNIVISION COMMUNICATIONS, INC. COM 914906102 1,900.70 18,600 SH OTH 3 0 0 18,600
UNIVISION COMMUNICATIONS, INC. COM 914906102 408.75 4,000 SH SOLE 2 4,000
UNIVISION COMMUNICATIONS, INC. COM 914906102 5,692.76 55,709 SH SOLE 2 55,709
UNIVRSL HEALTH SVC CL B COM 913903100 11,721.60 325,600 SH SOLE 3 238,700 0 86,900
UNIVRSL HEALTH SVC CL B COM 913903100 57.60 1,600 SH OTH 3 1,600 0 0
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UNOCAL CORP COM 915289102 178.50 5,319 SH OTH 3 2,900 0 0
UNOCAL CORP COM 915289102 3,693.52 110,049 SH SOLE 2 110,049
UNOCAL CORP COM 915289102 9,229.35 274,990 SH SOLE 2 274,990
UNOVA INC COM 91529B106 8,669.70 666,900 SH SOLE 3 660,900 0 0
UNUMPROVIDENT CORP COM 91529Y106 1,591.70 49,643 SH SOLE 3 49,643 0 0
UNUMPROVIDENT CORP COM 91529Y106 607.91 18,960 SH SOLE 2 18,960
UROGEN CORP COM 917271108 0.60 10,000 SH SOLE 2 10,000
URS CORP(NEW) COM 903236107 13,836.60 638,000 SH SOLE 3 497,500 0 140,500
URS CORP(NEW) COM 903236107 106.30 4,900 SH OTH 3 4,900 0 0
US BANCORP COM 902973106 13,628.20 572,311 SH SOLE 3 521,311 0 48,600
US BANCORP COM 902973106 57.10 2,400 SH OTH 3 2,400 0 0
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US LEC CORP CL-A COM 90331S109 1,970.50 61,100 SH SOLE 3 58,300 0 2,800
US LEC CORP CL-A COM 90331S109 100.00 3,100 SH OTH 3 3,100 0 0
US LEC CORP CL-A COM 90331S109 387.00 12,000 SH SOLE 2 12,000
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US ONCOLOGY INC COM 90338W103 1,265.09 256,221 SH SOLE 2 256,221
US ONCOLOGY INC COM 90338W103 311.60 63,100 SH SOLE 3 63,100 0 0
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USA NETWORKS INC COM 902984103 2,228.50 40,335 SH SOLE 3 40,335 0 0
USA NETWORKS INC COM 902984103 2,806.70 50,800 SH SOLE 4 50,800
USA NETWORKS INC COM 902984103 1,534.73 27,778 SH SOLE 2 27,778
USA NETWORKS INC COM 902984103 5,696.28 103,100 SH SOLE 2 103,100
USEC INC COM 90333E108 1,643.60 234,800 SH SOLE 3 204,400 0 30,400
USFREIGHTWAYS CORP COM 916906100 1,991.60 41,600 SH SOLE 3 38,100 0 3,500
USFS HAWTHORN INC COM 902956309 108.61 24,135 SH SOLE 2 24,135
USG CORP (NEW) COM 903293405 2,425.60 51,471 SH SOLE 3 45,671 0 5,800
USG CORP (NEW) COM 903293405 1,677.70 35,600 SH OTH 3 2,700 0 32,900
USG CORP (NEW) COM 903293405 612.63 13,000 SH SOLE 2 13,000
USG CORP (NEW) COM 903293405 752.44 15,967 SH SOLE 2 15,967
UST CORP COM 902900109 2,095.50 66,000 SH SOLE 3 59,200 0 6,800
UST CORP COM 902900109 165.10 5,200 SH OTH 3 5,200 0 0
UST CORP COM 902900109 3,571.88 112,500 SH SOLE 2 112,500
UST INC COM 902911106 375.30 14,900 SH SHD 1 14,900 0 0
UST INC COM 902911106 17,369.30 689,600 SH SOLE 3 681,400 0 4,800
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USWEB CORP COM 917327108 48.90 1,100 SH OTH 3 1,100 0 0
USWEB CORP COM 917327108 380.30 8,558 SH SOLE 2 8,558
USWEB CORP COM 917327108 1,244.25 28,000 SH SOLE 2 28,000
USX-MARATHON GRP COM 902905827 135.80 5,500 SH SHD 1 5,500 0 0
USX-MARATHON GRP COM 902905827 221.64 8,978 SH SOLE 2 8,978
USX-MARATHON GRP COM 902905827 11,988.20 485,600 SH SOLE 3 431,700 0 46,700
USX-MARATHON GRP COM 902905827 44.40 1,800 SH OTH 3 1,100 0 700
USX-U S STEEL GRP COM 90337T101 587.40 17,800 SH SOLE 3 12,800 0 5,000
USX-U S STEEL GRP COM 90337T101 191.40 5,800 SH OTH 3 4,000 0 0
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UTI ENERGY CORP COM 903387108 43.80 1,900 SH SOLE 3 0 0 1,900
UTILICORP UNITED INC (MISSOURI) COM 918005109 1,327.60 68,300 SH SOLE 3 45,700 0 22,600
UTILICORP UNITED INC (MISSOURI) COM 918005109 83.60 4,300 SH OTH 3 4,300 0 0
VAIL RESORTS INC COM 91879Q109 218.80 12,200 SH SOLE 3 12,200 0 0
VALASSIS COMMUNICATIONS INC COM 918866104 316.88 7,500 SH SOLE 2 7,500
VALASSIS COMMUNICATIONS INC COM 918866104 199,694.40 4,726,495 SH SOLE 3 3,129,505 0 1,584,240
VALASSIS COMMUNICATIONS INC COM 918866104 5,354.60 126,735 SH OTH 3 20,940 0 95,700
VALERO ENERGY CORP COM 91913Y100 10,191.90 512,800 SH SOLE 3 506,100 0 2,900
VALERO ENERGY CORP COM 91913Y100 337.88 17,000 SH SOLE 2 17,000
VALLEY MEDIA INC COM 91972C106 53.20 7,600 SH SOLE 3 0 0 7,600
VALLEY NATL BANCORP COM 919794107 1,616.70 57,739 SH SOLE 3 31,366 0 26,373
VALLEY NATL BANCORP COM 919794107 158.80 5,670 SH OTH 3 5,670 0 0
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VALMONT INDS INC COM 920253101 59.40 3,700 SH SOLE 3 800 0 0
VALUE AMERICA INC COM 92038N102 50.10 9,900 SH SOLE 3 8,400 0 1,500
VALUE AMERICA INC COM 92038N102 467.68 92,381 SH SOLE 2 92,381
VALUE CITY DEPT STORES,INC COM 920387107 1,057.20 69,900 SH SOLE 3 67,500 0 2,400
VALUEVISION INTERNATIONAL INC COM 92047K107 7,032.20 122,700 SH SOLE 3 120,200 0 2,500
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VALUEVISION INTERNATIONAL INC COM 92047K107 5,273.44 92,012 SH SOLE 2 92,012
VANTIVE CORP COM 922091103 181.25 10,000 SH SOLE 2 10,000
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VARCO INTL CO COM 922126107 831.30 81,600 SH SOLE 3 57,400 0 24,200
VARCO INTL CO COM 922126107 524.70 51,500 SH OTH 3 0 0 51,500
VARIAN INC COM 922206107 2,965.50 131,800 SH SOLE 3 129,800 0 0
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VASTAR RESOURCES, INC. COM 922380100 515.96 8,745 SH SOLE 2 8,745
VASTAR RESOURCES, INC. COM 922380100 1,726.34 29,260 SH SOLE 2 29,260
VEBA AG - SP ADR COM 92239H102 340.43 6,800 SH SOLE 2 6,800
VEBA AG - SP ADR COM 92239H102 355.44 7,100 SH SOLE 2 7,100
VEECO INSTRUMENTS INC COM 922417100 6,930.31 148,044 SH SOLE 2 148,044
VENTIV HEALTH INC COM 922793104 2,144.40 233,403 SH SOLE 3 233,403 0 0
VENTIV HEALTH INC COM 922793104 6.10 666 SH OTH 3 0 0 0
VERIO INC COM 923433106 1,199.67 25,974 SH SOLE 2 25,974
VERIO INC. COM 923433106 5,244.50 113,548 SH SOLE 3 111,548 0 900
VERIO INC. COM 923433106 46.20 1,000 SH OTH 3 1,000 0 0
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VERISIGN INC COM 92343E102 216,712.20 1,134,990 SH SOLE 3 846,410 0 48,480
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VERITAS SOFTWARE CO COM 923436109 2,748.00 19,200 SH SHD 1 19,200 0 0
VERITAS SOFTWARE CO COM 923436109 153,716.10 1,073,999 SH SOLE 3 993,799 0 34,050
VERITAS SOFTWARE CO COM 923436109 18,506.10 129,300 SH OTH 3 5,350 0 123,950
VERITAS SOFTWARE CO COM 923436109 1,638.78 11,450 SH SOLE 2 11,450
VERITAS SOFTWARE CO COM 923436109 4,484.82 31,335 SH SOLE 2 31,335
VERITY INC COM 92343C106 1,396.00 32,800 SH SOLE 3 30,400 0 2,400
VERITY INC COM 92343C106 21.30 500 SH OTH 3 500 0 0
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VERTICAL NET INC COM 92532L107 6,232.00 38,000 SH SOLE 3 35,200 0 2,800
VERTICAL NET INC COM 92532L107 82.00 500 SH OTH 3 500 0 0
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VIACOM INC CL-A COMMON COM 925524100 1,822.80 30,160 SH SOLE 2 30,160
VIACOM INC CL-B COMMON COM 925524308 3,070.20 50,800 SH SHD 1 50,800 0 0
VIACOM INC CL-B COMMON COM 925524308 77,322.60 1,279,382 SH SOLE 3 1,161,982 0 110,800
VIACOM INC CL-B COMMON COM 925524308 3,118.60 51,600 SH OTH 3 51,600 0 0
VIACOM INC CL-B COMMON COM 925524308 2,101.53 34,772 SH SOLE 2 34,772
VIACOM INC CL-B COMMON COM 925524308 34,534.83 571,414 SH SOLE 2 571,414
VIAD CORP COM 92552R109 875.30 31,400 SH SOLE 3 17,000 0 14,400
VIAD CORP COM 92552R109 696.90 25,000 SH OTH 3 3,300 0 15,900
VIANT CORP COM 92553N107 99.00 1,000 SH SOLE 3 1,000 0 0
VIANT CORP COM 92553N107 693.99 7,010 SH SOLE 2 7,010
VIANT CORP COM 92553N107 6,048.21 61,093 SH SOLE 2 61,093
VIASOFT INC COM 92552U102 322.85 56,765 SH SOLE 2 56,765
VIATEL INC COM 925529208 655.57 12,225 SH SOLE 2 12,225
VICAL INC COM 925602104 898.13 30,000 SH SOLE 2 30,000
VICOR CORP COM 925815102 745.20 18,400 SH SOLE 3 15,600 0 2,800
VICOR CORP COM 925815102 77.00 1,900 SH OTH 3 1,900 0 0
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VIGNETTE CORP COM 926734104 65.20 400 SH OTH 3 400 0 0
VIGNETTE CORP COM 926734104 6,436.38 39,487 SH SOLE 2 39,487
VINTAGE PETROLEUM INC. COM 927460105 430.60 35,700 SH SOLE 3 35,700 0 0
VISHAY INTERTECHNOLOGY COM 928298108 36,590.90 1,157,024 SH SOLE 3 1,130,249 0 22,500
VISHAY INTERTECHNOLOGY COM 928298108 2,492.80 78,825 SH OTH 3 4,000 0 74,825
VISIO CORP COM 927914101 698.20 14,700 SH SOLE 3 11,900 0 2,800
VISIO CORP COM 927914101 4,882.57 102,791 SH SOLE 2 102,791
VISUAL NETWORKS INC COM 928444108 5,745.60 72,500 SH SOLE 3 70,400 0 2,100
VISUAL NETWORKS, INC. COM 928444108 2,857.83 36,061 SH SOLE 2 36,061
VISX, INC. COM 92844S105 1,728.50 33,400 SH SOLE 3 26,300 0 7,100
VISX, INC. COM 92844S105 1,635.30 31,600 SH OTH 3 1,300 0 30,300
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VISX, INC. COM 92844S105 294.98 5,700 SH SOLE 2 5,700
VISX, INC. COM 92844S105 10,181.81 196,750 SH SOLE 2 196,750
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VITRO S.A. ADS COM 928502301 1,047.20 190,400 SH SOLE 2 190,400
VITRO S.A. ADS COM 928502301 7,587.25 1,379,500 SH SOLE 2 1,379,500
VLASIC FOODS COM 928559103 864.50 152,000 SH SOLE 3 152,000 0 0
VODAFONE AIRTOUCH PLC-SP ADR COM 92857T107 70,543.40 1,425,120 SH SOLE 3 682,870 0 502,750
VODAFONE AIRTOUCH PLC SP COM 92857T107 34,738.85 701,795 SH SOLE 2 701,795
VODAFONE AIRTOUCH PLC SP COM 92857T107 59,317.58 1,198,335 SH SOLE 2 1,198,335
VOICESTREAM WIRELESS CORP COM 928615103 5,052.10 35,500 SH SOLE 3 35,500 0 0
VOICESTREAM WIRELESS CORP COM 928615103 1,743.33 12,250 SH SOLE 2 12,250
VOICESTREAM WIRELESS CORP COM 928615103 1,419,019.85 9,971,154 SH SOLE 2 9,971,154
VORNADO REALTY TR COM 929042109 12,351.50 380,046 SH SOLE 2 380,046
VORNADO REALTY TR COM 929042109 4,009.20 123,360 SH SOLE 2 123,360
VORNADO REALTY TR PRF 929042208 3,456.59 75,450 SH SOLE 2 75,450
VORNADO REALTY TR PRF 929042208 8,356.61 182,407 SH SOLE 2 182,407
VORNADO REALTY TRUST COM 929042109 5,565.60 171,250 SH SOLE 3 145,350 0 25,900
VSI HLDGS INC COM 918322108 110.94 25,000 SH SOLE 2 25,000
VSI HLDGS INC COM 918322108 1,109.38 250,000 SH SOLE 2 250,000
VULCAN MATERIALS CO COM 929160109 3,714.20 93,000 SH SOLE 3 93,000 0 0
VULCAN MATERIALS CO COM 929160109 12,713.02 318,323 SH SOLE 2 318,323
VULCAN MATERIALS CO COM 929160109 9,585.00 240,000 SH SOLE 2 240,000
W.H.BRADY CO CL A NON-VTG COM 104674106 576.90 17,000 SH SOLE 3 14,500 0 2,500
W.R. GRACE & CO. (NEW) COM 38388F108 1,032.50 73,100 SH SOLE 3 65,200 0 7,900
W/I ATLANTIC RICHFIELD COM 488251030 103.00 1,191 SH OTH 3 0 0 0
W/I BEAR STEARNS CO COM 739021080 397.60 9,300 SH SOLE 3 9,300 0 0
W/I BEAR STEARNS CO COM 739021080 464.90 10,875 SH OTH 3 0 0 10,875
WABASH NATIONAL CORP. COM 929566107 703.50 46,900 SH SOLE 3 43,500 0 3,400
WACHOVIA CORP NEW COM 929771103 7,079.50 104,111 SH SOLE 3 104,111 0 0
WACHOVIA CORP NEW COM 929771103 88.40 1,300 SH OTH 3 1,300 0 0
WACHOVIA CORP NEW COM 929771103 408.00 6,000 SH SOLE 2 6,000
WACKENHUT CORP. SER-A COM 929794105 1,333.90 89,300 SH SOLE 3 79,000 0 10,300
WADDELL & REED FINANCIAL-A COM 930059100 254.00 9,363 SH SOLE 3 9,363 0 0
WADDELL & REED FINANCIAL CL B COM 930059209 8,349.20 332,307 SH SOLE 3 332,307 0 0
WAL MART STORES INC COM 931142103 5,550.70 80,300 SH SHD 1 80,300 0 0
WAL MART STORES INC COM 931142103 755,393.10 10,927,929 SH SOLE 3 8,980,039 0 1,905,920
WAL MART STORES INC COM 931142103 16,845.10 243,691 SH OTH 3 186,480 0 33,100
WAL MART STORES INC COM 931142103 22,453.18 324,820 SH SOLE 4 324,820
WAL MART STORES INC COM 931142103 149,872.68 2,168,140 SH SOLE 2 2,168,140
WAL MART STORES INC COM 931142103 280,568.63 4,058,859 SH SOLE 2 4,058,859
WALDEN RESIDENTIAL PPTYS INC COM 931210108 246.53 11,400 SH SOLE 2 11,400
WALGREEN CO COM 931422109 198,877.90 6,799,246 SH SOLE 3 4,793,856 0 1,985,860
WALGREEN CO COM 931422109 3,644.90 124,611 SH OTH 3 54,136 0 53,200
WALGREEN CO COM 931422109 2,797.35 95,636 SH SOLE 2 95,636
WALGREEN CO COM 931422109 9,446.64 322,962 SH SOLE 2 322,962
WALLACE COMPUTER SVCS. COM 932270101 2,473.80 148,800 SH SOLE 3 119,200 0 29,600
WALLACE COMPUTER SVCS. COM 932270101 1,419.80 85,400 SH OTH 3 1,200 0 84,200
WALT DISNEY CO (HOLDING CO) COM 254687106 131,716.70 4,503,134 SH SOLE 3 2,955,914 0 1,534,950
WALT DISNEY CO (HOLDING CO) COM 254687106 1,079.40 36,902 SH OTH 3 19,370 0 11,800
WARNER LAMBERT CO COM 934488107 330,911.40 4,038,583 SH SOLE 3 3,173,233 0 851,870
WARNER LAMBERT CO COM 934488107 5,038.40 61,491 SH OTH 3 25,670 0 24,200
WARNER LAMBERT CO COM 934488107 5,981.85 73,005 SH SOLE 2 73,005
WARNER LAMBERT CO COM 934488107 9,799.15 119,593 SH SOLE 2 119,593
WARRANTECH CORP COM 934648304 37.50 25,000 SH SOLE 2 25,000
WASAU MOSINEE PAPER CORP COM 943315101 970.10 83,000 SH SOLE 3 63,300 0 19,700
WASHINGTON FEDERAL INC COM 938824109 132.30 6,700 SH SOLE 3 200 0 6,500
WASHINGTON GAS LIGHT CO. COM 938837101 1,578.50 57,400 SH SOLE 3 57,400 0 0
WASHINGTON GAS LIGHT CO. COM 938837101 473.00 17,200 SH OTH 3 0 0 17,200
WASHINGTON MUTUAL INC COM 939322103 833.49 32,212 SH SOLE 2 32,212
WASHINGTON MUTUAL INC PUT 939322103 63.75 15,000 SH PUT SOLE 2 15,000
WASHINGTON MUTUAL INC COM 939322103 2,156.80 83,355 SH SOLE 3 82,755 0 600
WASHINGTON MUTUAL INC COM 939322103 305.30 11,800 SH OTH 3 11,800 0 0
WASHINGTON POST CO CL B COM 939640108 162.90 293 SH SOLE 3 293 0 0
WASHINGTON POST CO CL B COM 939640108 504.18 907 SH SOLE 2 907
WASHINGTON POST CO CL B COM 939640108 2,723.79 4,900 SH SOLE 2 4,900
WASTE CONNECTIONS INC COM 941053100 646.27 44,763 SH SOLE 2 44,763
WASTE CONNECTIONS INC COM 941053100 11,677.00 808,800 SH SOLE 3 627,300 0 181,500
WASTE INDS INC COM 941058109 11,578.30 1,023,500 SH SOLE 3 781,900 0 241,600
WASTE INDS INC COM 941058109 57.70 5,100 SH OTH 3 5,100 0 0
WASTE MANAGEMENT INC. COM 94106L109 13,967.90 812,679 SH SOLE 3 782,379 0 30,300
WASTE MANAGEMENT INC. COM 94106L109 77.30 4,500 SH OTH 3 2,800 0 1,700
WASTE MNGMT INC CLL 94106L109 0.34 11,000 SH CALL SOLE 2 11,000
WASTE MNGMT INC COM 94106L109 7,423.57 431,917 SH SOLE 2 431,917
WASTE MNGMT INC SUB NT CNV 94106LAA7 411.81 473,000 SH SOLE 2 473,000
WASTEMASTER INC COM 941071102 15.30 100,000 SH SOLE 2 100,000
WATER PETROLEUM & COM 94113E106 6.25 25,000 SH SOLE 2 25,000
WATER PIK TECHNOLOGIES INC COM 94113U100 25.50 2,666 SH SOLE 3 2,666 0 0
WATER PIK TECHNOLOGIES INC COM 94113U100 194.20 20,308 SH SOLE 2 20,308
WATERS CORP COM 941848103 10,329.38 194,894 SH SOLE 2 194,894
WATERS CORP COM 941848103 6,455.40 121,800 SH SOLE 3 110,800 0 6,700
WATERS CORP COM 941848103 1,484.00 28,000 SH OTH 3 1,400 0 26,600
WATKINS-JOHNSON CO. COM 942486101 888.00 22,200 SH SOLE 3 21,200 0 1,000
WATSCO INC COM 942622200 11,675.50 1,009,777 SH SOLE 3 716,140 0 293,637
WATSCO INC COM 942622200 52.60 4,550 SH OTH 3 4,550 0 0
WATSON PHARMACEUTICALS INC COM 942683103 3,605.70 100,682 SH SOLE 3 100,682 0 0
WATSON PHARMACEUTICALS INC COM 942683103 1,793.78 50,088 SH SOLE 2 50,088
WATSON PHARMACEUTICALS INC COM 942683103 770.97 21,528 SH SOLE 2 21,528
WATTS INDS,INC CL A COM 942749102 1,281.80 86,900 SH SOLE 3 82,700 0 4,200
WAVO CORP COM 944027101 78.70 20,300 SH SOLE 3 17,500 0 2,800
WAXMAN INDS INC COM 944124106 20.00 50,000 SH SOLE 2 50,000
WD 40 CO COM 929236107 590.70 26,700 SH SOLE 3 20,300 0 6,400
WEATHERFORD INTERNATIONAL COM 947074100 1,565.50 39,200 SH SOLE 3 30,700 0 8,500
WEATHERFORD INTERNATIONAL COM 947074100 734.90 18,400 SH OTH 3 2,300 0 16,100
WEBGALAXY INC COM 947680104 181.25 50,000 SH SOLE 2 50,000
WEBLINK WIRELESS INC COM 94769A101 370.45 23,900 SH SOLE 2 23,900
WEBSTER FINANCIAL CORP COM 947890109 768.10 32,600 SH SOLE 3 23,900 0 8,700
WEBTV NETWORKS CL-A COM 947903100 8,098.20 17,341 SH SOLE 3 17,341 0 0
WEBVAN GRP, INC. COM 94845V103 1,384.76 83,925 SH SOLE 2 83,925
WEBVAN GRP, INC. COM 94845V103 5,582.79 338,351 SH SOLE 2 338,351
WEBVAN GRP, INC. COM STK COM 94845V103 268.95 16,300 SH SOLE 4 16,300
WEIDER NUTRITION INTL INC COM 948603105 146.62 39,760 SH SOLE 2 39,760
WEINGARTEN REALTY INVS (SBI) COM 948741103 257.00 6,600 SH SOLE 3 0 0 6,600
WEIS MARKETS INC. COM 948849104 30.40 700 SH SOLE 3 700 0 0
WELLMAN, INC COM 949702104 774.80 41,600 SH SOLE 3 35,900 0 5,700
WELLPOINT HEALTH NETWORKS INC COM 94973H108 883.60 13,400 SH SHD 1 13,400 0 0
WELLPOINT HEALTH NETWORKS INC COM 94973H108 34,597.50 524,701 SH SOLE 3 511,001 0 12,300
WELLPOINT HEALTH NETWORKS INC COM 94973H108 896.80 13,600 SH OTH 3 6,900 0 6,700
WELLS FARGO & CO. (NEW) COM 949746101 1,788.91 44,239 SH SOLE 2 44,239
WELLS FARGO & CO. (NEW) COM 949746101 24,812.09 613,591 SH SOLE 2 613,591
WELLS FARGO & CO. (NEW) COM 949746101 363.90 9,000 SH SHD 1 9,000 0 0
WELLS FARGO & CO. (NEW) COM 949746101 161,559.90 3,995,298 SH SOLE 3 3,705,138 0 275,870
WELLS FARGO & CO. (NEW) COM 949746101 4,469.60 110,530 SH OTH 3 94,010 0 9,300
WENDYS INTL INC COM 950590109 33.30 1,600 SH SOLE 3 900 0 700
WENDYS INTL INC COM 950590109 768.00 36,900 SH OTH 3 36,900 0 0
WERNER ENTERPRISES INC COM 950755108 495.00 35,200 SH SOLE 3 32,600 0 2,600
WESBANCO INC COM 950810101 39.00 1,500 SH SOLE 3 0 0 1,500
WESCO INTERNATIONAL INC COM 95082P105 1.80 200 SH SOLE 3 200 0 0
WESCO INTERNATIONAL INC. COM 95082P105 2,786.75 314,000 SH SOLE 2 314,000
WESLEY JESSEN VISIONCARE COM 951018100 136.30 3,600 SH SOLE 3 100 0 3,500
WEST COAST BANCORP ORE COM 952145100 112.90 8,360 SH SOLE 3 0 0 8,360
WEST PHARAMCEUTICAL SVCS COM 955306105 717.80 23,200 SH SOLE 3 20,500 0 2,700
WEST TELESVCS COM 956188106 523.00 21,400 SH SOLE 3 18,700 0 2,700
WEST TELESVCS CORP COM 956188106 403.22 16,500 SH SOLE 2 16,500
WESTAMERICA BANCORP COM 957090103 315.70 11,300 SH SOLE 3 11,300 0 0
WESTELL TECHNOLOGIES INC COM 957541105 927.56 86,285 SH SOLE 2 86,285
WESTERN BANCORP COM 957683105 211.31 4,357 SH SOLE 2 4,357
WESTERN DIGITAL CORP COM 958102105 104.69 25,000 SH SOLE 2 25,000
WESTERN GAS RESOURCES INC COM 958259103 1,167.10 88,500 SH SOLE 3 85,700 0 2,800
WESTERN GAS RESOURCES INC COM 958259103 38.20 2,900 SH OTH 3 2,900 0 0
WESTERN RESOURCES INC. COM 959425109 753.70 44,500 SH SOLE 3 44,500 0 0
WESTERN WIRELESS CORP. COM 95988E204 10,045.90 150,500 SH SOLE 3 150,500 0 0
WESTERN WIRELESS CORP. COM 95988E204 3,275.96 49,078 SH SOLE 2 49,078
WESTERN WIRELESS CORP. COM 95988E204 286,406.56 4,290,735 SH SOLE 2 4,290,735
WESTERN WIRELESS CORP. PUT 95988E204 28.88 14,000 SH PUT SOLE 2 14,000
WESTFIELD AMERICA COM 959910100 337.36 27,400 SH SOLE 2 27,400
WESTFIELD AMERICA COM 959910100 347.21 28,200 SH SOLE 2 28,200
WESTINGHOUSE AIR BRAKE COM 960386100 204.40 11,518 SH SOLE 3 7,756 0 3,762
WESTINGHOUSE AIR BRAKE CO COM 960386100 222.98 12,562 SH SOLE 2 12,562
WESTPOINT STEVENS INC COM 961238102 759.50 43,400 SH SOLE 3 43,400 0 0
WESTPOINT STEVENS INC COM 961238102 84.00 4,800 SH OTH 3 4,800 0 0
WESTVACO COM 961548104 1,630.00 49,962 SH SOLE 3 35,862 0 14,100
WESTVACO COM 961548104 851.50 26,100 SH OTH 3 4,300 0 21,800
WESTWOOD ONE INC COM 961815107 165,668.60 2,179,850 SH SOLE 3 1,808,550 0 22,900
WESTWOOD ONE INC COM 961815107 1,535.20 20,200 SH OTH 3 1,500 0 18,700
WESTWOOD ONE INC COM 961815107 467.40 6,150 SH SOLE 2 6,150
WESTWOOD ONE INC COM 961815107 1,767.00 23,250 SH SOLE 2 23,250
WEYERHAEUSER CO COM 962166104 693.49 9,657 SH SOLE 2 9,657
WEYERHAEUSER CO COM 962166104 4,488.28 62,500 SH SOLE 2 62,500
WEYERHAEUSER CO COM 962166104 59,560.50 829,389 SH SOLE 3 789,189 0 40,200
WEYERHAEUSER CO COM 962166104 3,469.40 48,312 SH OTH 3 47,912 0 0
WFS FINANCIAL INC COM 92923B106 35.90 1,700 SH SOLE 3 0 0 1,700
WHIRLPOOL CORP. COM 963320106 878.30 13,500 SH SHD 1 13,500 0 0
WHIRLPOOL CORP. COM 963320106 83,419.90 1,282,150 SH SOLE 3 1,245,550 0 26,400
WHIRLPOOL CORP. COM 963320106 1,398.80 21,500 SH OTH 3 9,200 0 12,300
WHITEHALL JEWELLERS INC COM 965063100 534.70 14,500 SH SOLE 3 14,500 0 0
WHITMAN CORP COM 96647R107 1,606.10 119,525 SH SOLE 3 119,525 0 0
WHITMAN CORP (NEW) COM 96647R107 137.87 10,260 SH SOLE 2 10,260
WHITNEY HLDG CORP COM 966612103 307.60 8,300 SH SOLE 3 6,300 0 2,000
WHITTMAN HART INC COM 966834103 2,783.10 51,900 SH SOLE 3 51,900 0 0
WHOLE FOODS MARKET INC COM 966837106 811.60 17,500 SH SOLE 3 14,100 0 3,400
WHOLE FOODS MARKET INC COM 966837106 299.49 6,458 SH SOLE 2 6,458
WICOR INC COM 929253102 37.90 1,300 SH SOLE 3 0 0 1,300
WILD OATS MARKETS INC COM 96808B107 59.90 2,700 SH SOLE 3 2,700 0 0
WILEY JOHN & SONS CL-A COM 968223206 670.00 40,000 SH SOLE 2 40,000
WILLAMETTE INDS COM 969133107 329.70 7,100 SH SOLE 3 7,100 0 0
WILLIAMS-SONOMA INC COM 969904101 11,670.20 253,700 SH SOLE 3 251,900 0 1,800
WILLIAMS-SONOMA INC COM 969904101 483.00 10,500 SH SOLE 2 10,500
WILLIAMS-SONOMA INC COM 969904101 19,299.21 419,548 SH SOLE 2 419,548
WILLIAMS COMMUNICATIONS COM 969455104 607.69 21,000 SH SOLE 2 21,000
WILLIAMS COMPANIES COM 969457100 1,882.65 61,600 SH SOLE 4 61,600
WILLIAMS COS CLL 969457100 0.94 10,000 SH CALL SOLE 2 10,000
WILLIAMS COS COM 969457100 16,485.72 539,410 SH SOLE 2 539,410
WILLIAMS COS COM 969457100 46,243.54 1,513,081 SH SOLE 2 1,513,081
WILMINGTON TRUST CORP (NEW) COM 971807102 19.30 400 SH SOLE 3 400 0 0
WINCOM CORP (NEW) COM 973138209 0.00 77,409 SH SOLE 2 77,409
WIND RIVER SYS LTD COM 973149107 997.12 27,225 SH SOLE 2 27,225
WIND RIVER SYSTEMS LTD COM 973149107 640.90 17,500 SH SOLE 3 14,300 0 3,200
WINDMERE-DURABLE HLDGS INC COM 973411101 47.60 2,800 SH SOLE 3 0 0 2,800
WINNEBAGO INDS INC COM 974637100 1,733.40 86,400 SH SOLE 3 82,000 0 4,400
WINNEBAGO INDS INC COM 974637100 48.10 2,400 SH OTH 3 2,400 0 0
WINSTAR COMMUNICATIONS INC COM 975515107 368.70 4,900 SH SOLE 3 4,900 0 0
WINSTAR COMMUNICATIONS INC COM 975515107 52.70 700 SH OTH 3 700 0 0
WINSTAR COMMUNICATIONS INC COM 975515107 8,804.25 117,000 SH SOLE 2 117,000
WINSTON HOTELS INC COM 97563A102 1,787.91 220,050 SH SOLE 2 220,050
WIRELESS TELECOM GRP INC COM 976524108 44.63 14,000 SH SOLE 2 14,000
WISCONSIN CENTRAL TRANSPORTATION COM 976592105 776.70 57,800 SH SOLE 3 54,900 0 2,900
WISCONSIN CENTRAL TRANSPORTATN COM 976592105 1,023.83 76,192 SH SOLE 2 76,192
WISCONSIN ENERGY CORP(HLDG CO) COM 976657106 358.32 18,614 SH SOLE 2 18,614
WISCONSIN ENERGY CORP(HLDG CO) COM 976657106 232.90 12,100 SH SOLE 3 12,100 0 0
WIT CAPITAL GRP INC COM 97737K309 264.95 15,585 SH SOLE 2 15,585
WM WRIGLEY JR CO DEL COM 982526105 139,959.00 1,687,524 SH SOLE 3 1,222,184 0 460,240
WM WRIGLEY JR CO DEL COM 982526105 2,199.80 26,524 SH OTH 3 10,160 0 12,700
WOLTERS KLUWER SP ADR COM 977874205 482.61 14,330 SH SOLE 2 14,330
WOLVERINE TUBE INC COM 978093102 9,273.10 656,500 SH SOLE 3 549,700 0 100,000
WOLVERINE WORLD WIDE COM 978097103 42.70 3,900 SH SOLE 3 0 0 3,900
WOODWARD GOVERNOR CO COM 980745103 79.80 2,900 SH SOLE 3 0 0 2,900
WORKFLOW MANAGEMENT INC. COM 98137N109 0.00 0 SH SOLE 3 0 0 0
WORLD ACCESS INC COM 98141A101 1,351.70 67,585 SH SOLE 3 60,300 0 7,285
WORLD ACCESS INC COM 98141A101 204.20 10,211 SH OTH 3 0 0 10,211
WORLD ACCESS INC (NEW) COM 98141A101 259.88 13,500 SH SOLE 2 13,500
WORLD OF SCIENCE COM 981500101 21.40 38,100 SH SOLE 3 0 0 38,100
WORLDGATE COMMUNICATIONS COM 98156L307 461.40 9,700 SH SOLE 3 8,900 0 800
WORLDGATE COMMUNICATIONS COM 98156L307 4.80 100 SH OTH 3 100 0 0
WORLDPORT COMMUNICATIONS INC COM 98155J105 132.26 63,648 SH SOLE 2 63,648
WORTHINGTON INDS COM 981811102 2,252.50 136,000 SH SOLE 3 124,400 0 11,600
WPP GRP PLC ADR COM 929309300 1,371.56 16,500 SH SOLE 2 16,500
WPP GRP PLC ADR COM 929309300 852.20 10,252 SH SOLE 2 10,252
WPS RESOURCES CORP COM 92931B106 135.70 5,400 SH SOLE 3 0 0 5,400
WTS. KNOLOGY HLDGS COM 499179117 12.50 250 SH SOLE 3 0 0 250
WTS. KNOLOGY HLDGS COM 499179117 87.50 1,750 SH OTH 3 0 0 1,750
WTS/CEMEX S.A.DE CV WTS 151290871 138.34 33,036 SH SOLE 2 33,036
WTS/GOLDEN STATE BANCORP WTS 381197136 236.43 270,200 SH SOLE 2 270,200
WTS/INTEGRATED SURGICAL SYS WTS 45812Y116 4.50 12,000 SH SOLE 2 12,000
WTS/MAGNUM HUNTER RESOURCES WTS 55972F120 2.00 10,666 SH SOLE 2 10,666
WTS/ORTEC INTERNATIONAL WT B WTS 68749B124 11.25 20,000 SH SOLE 2 20,000
WYNDHAM INTERNATIONAL CL-A COM 983101106 1,211.13 412,301 SH SOLE 2 412,301
WYNDHAM INTL COM 983101106 3,155.00 1,074,028 SH SOLE 3 1,074,028 0 0
XEROX CORP COM 984121103 2,468.00 108,781 SH SOLE 3 42,881 0 60,400
XEROX CORP COM 984121103 72.60 3,200 SH OTH 3 2,000 0 1,200
XEROX CORP CLL 984121103 15.00 10,000 SH CALL SOLE 2 10,000
XEROX CORP CLL 984121103 215.00 40,000 SH CALL SOLE 2 40,000
XEROX CORP CLL 984121103 88.75 20,000 SH CALL SOLE 2 20,000
XEROX CORP COM 984121103 12,934.64 570,122 SH SOLE 2 570,122
XEROX CORP COM 984121103 7,862.83 346,571 SH SOLE 2 346,571
XEROX CORP CONV CNV 984121BB8 216.68 405,000 SH SOLE 2 405,000
XEROX CORP CONV CNV 984121BB8 1,721.10 3,217,000 SH SOLE 2 3,217,000
XILINX INC COM 983919101 436.50 9,600 SH SHD 1 9,600 0 0
XILINX INC COM 983919101 34,119.30 750,390 SH SOLE 3 728,990 0 17,200
XILINX INC COM 983919101 2,337.10 51,400 SH OTH 3 37,800 0 13,600
XILINX INCORPORATED CLL 983919101 309.75 12,000 SH CALL SOLE 2 12,000
XILINX INCORPORATED COM 983919101 470.51 10,348 SH SOLE 2 10,348
XILINX INCORPORATED COM 983919101 503.34 11,070 SH SOLE 2 11,070
XIRCOM COM 983922105 2,115.00 28,200 SH SOLE 3 25,600 0 2,600
XIRCOM COM 983922105 75.00 1,000 SH OTH 3 1,000 0 0
XL CAPITAL LTD CL-A COM G98255105 1,432.79 27,620 SH SOLE 2 27,620
XL CAPITAL LTD CL-A COM G98255105 4,125.10 79,520 SH SOLE 2 79,520
XL CAPITAL LTD CL A COM G98255105 39,414.60 759,800 SH SOLE 3 667,600 0 92,200
XL CAPITAL LTD CL A COM G98255105 155.60 3,000 SH OTH 3 1,900 0 1,100
XOMA LTD COM G9825R107 36.00 12,000 SH SOLE 2 12,000
XTRA CORP COM 984138107 426.20 10,000 SH SOLE 3 10,000 0 0
YAHOO! INC. CMN COM 984332106 46,894.67 108,380 SH SOLE 4 108,380
YAHOO! INC. COM 984332106 2,899.00 6,700 SH SHD 1 6,700 0 0
YAHOO! INC. COM 984332106 434,009.80 1,003,056 SH SOLE 3 752,906 0 168,330
YAHOO! INC. COM 984332106 4,255.90 9,836 SH OTH 3 8,690 0 300
YAHOO! INC. CLL 984332106 560.00 2,500 SH CALL SOLE 2 2,500
YAHOO! INC. CLL 984332106 645.63 2,500 SH CALL SOLE 2 2,500
YAHOO! INC. COM 984332106 26,290.96 60,762 SH SOLE 2 60,762
YAHOO! INC. COM 984332106 286,139.27 661,307 SH SOLE 2 661,307
YAHOO! INC. PUT 984332106 24.69 10,000 SH PUT SOLE 2 10,000
YELLOW CORP COM 985509108 879.30 52,300 SH SOLE 3 48,200 0 4,100
YESMAIL.COM INC COM 98583Q101 1,452.38 42,954 SH SOLE 2 42,954
YORK INTERNATIONAL CORP NEW COM 986670107 685.94 25,000 SH SOLE 2 25,000
YORK INTERNATIONAL CORP NEW COM 986670107 21.90 800 SH SOLE 3 800 0 0
YOUNG & RUBICAM INC COM 987425105 6,233.10 88,100 SH SOLE 3 87,200 0 900
YOUNG & RUBICAM INC COM 987425105 566.00 8,000 SH OTH 3 0 0 8,000
YOUNG & RUBICAM INC COM 987425105 1,457.45 20,600 SH SOLE 2 20,600
YOUNG BROADCASTING INC CL-A COM 987434107 428.50 8,402 SH SOLE 2 8,402
YPF SOCIEDAD ANONIMA COM 984245100 554.06 15,000 SH SOLE 2 15,000
ZALE CORP (NEW) COM 988858106 23,626.30 488,400 SH SOLE 3 478,900 0 7,600
ZALE CORP (NEW) COM 988858106 3,492.70 72,200 SH OTH 3 8,500 0 63,700
ZD NET GRP COM 989511209 258.30 12,300 SH SOLE 3 11,100 0 1,200
ZD NET GRP COM 989511209 6.30 300 SH OTH 3 300 0 0
ZEBRA TECHNOLOGIES INC COM 989207105 3,205.80 54,800 SH SOLE 3 52,500 0 2,300
ZEBRA TECHNOLOGIES INC COM 989207105 41.00 700 SH OTH 3 700 0 0
ZENITH NATIONAL INS CORP COM 989390109 6,173.10 299,300 SH SOLE 3 288,800 0 5,400
ZIFF-DAVIS INC. COM 989511100 555.81 35,150 SH SOLE 2 35,150
ZIFF-DAVIS INC.-ZDNET COM 989511209 618.58 29,456 SH SOLE 2 29,456
ZIFF DAVIS INC. COM 989511100 10,326.40 653,050 SH SOLE 3 648,950 0 4,100
ZIFF DAVIS INC. COM 989511100 361.90 22,884 SH OTH 3 9,900 0 0
ZIONS BANCORP COM 989701107 3,533.50 59,700 SH SOLE 3 44,900 0 14,800
ZIONS BANCORP COM 989701107 745.80 12,600 SH OTH 3 0 0 12,600
ZIONS BANCORP COM 989701107 1,276.50 21,567 SH SOLE 2 21,567
ZIONS BANCORP COM 989701107 3,576.23 60,422 SH SOLE 2 60,422
ZIXIT CORP COM 98974P100 4.00 100 SH SOLE 3 100 0 0
ZIXIT CORP COM 98974P100 297.19 7,500 SH SOLE 2 7,500
ZOMAX INC (MN) COM 989929104 54.30 1,200 SH SOLE 3 0 0 1,200
ZORAN CORP COM 98975F101 1,672.50 30,000 SH SOLE 2 30,000
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