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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 March 31, 2000
If amended report check here: |_| Amendment Number: ____
This Amendment (Check only one): |_| is a restatement
|_| adds new holding
entries.
Goldman Sachs Group, Inc. (The)
- --------------------------------------------------------------------------------
Name of Institutional Investment Manager
85 Broad St. New York NY 10004
- --------------------------------------------------------------------------------
Business Address (Street) (City) (State) (Zip)
13F File Number: 28-4981
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Hans L. Reich Vice President, Director of Compliance (212) 902-4093
- --------------------------------------------------------------------------------
Name (Title) (Phone)
/s/ Hans L. Reich
------------------------------------------
(Manual Signature of Person Duly
Authorized to Submit This Report)
New York NY, May 15, 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: ____________
5717
Form 13F Information Table Entry Total: _____________
91,866,792.08
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>
24/7 MEDIA INC COM 901314104 647.25 16,386 2 16,386
24/7 MEDIA INC PUT 901314104 162.50 20,000 PUT 2 20,000
3COM CORP COM 885535104 20,224.30 363,583 SH SOLE 3 363,083 0 500
3COM CORP COM 885535104 3,432.10 61,700 SH OTH 3 0 0 0
3COM CORP COM 885535104 851.06 15,300 SH SOLE 4 15,300
3COM CORP COM 885535104 5,859.70 105,343 2 105,343
3COM CORP COM 885535104 14,722.71 264,678 2 264,678
3COM CORP CLL 885535104 402.50 10,000 CALL 2 10,000
7-ELEVEN INC COM 817826100 3.40 900 SH SOLE 3 900 0 0
99 CENTS ONLY STORES COM 65440K106 34,012.70 866,567 SH SOLE 3 866,567 0 0
99 CENTS ONLY STORES COM 65440K106 843.90 21,500 SH OTH 3 0 0 21,500
99 CENTS ONLY STORES COM 65440K106 313.96 7,999 2 7,999
99 CENTS ONLY STORES COM 65440K106 392.50 10,000 2 10,000
A SCHULMAN INC COM 808194104 928.80 70,100 SH SOLE 3 59,900 0 10,200
A.H. BELO CORP SER A COM 080555105 92,567.60 5,178,608 SH SOLE 3 3,698,328 0 1,471,020
A.H. BELO CORP SER A COM 080555105 1,635.70 91,509 SH OTH 3 50,860 0 26,800
A.H. BELO CORP SER A COM 080555105 193.05 10,800 2 10,800
A.H. BELO CORP SER A COM 080555105 289.58 16,200 2 16,200
A.O. SMITH CORP (DEL) COM 831865209 2,286.90 127,050 SH SOLE 3 121,700 0 5,350
AAR CORP COM 000361105 3,157.30 189,200 SH SOLE 3 185,100 0 4,100
AAR CORP COM 000361105 471.42 28,250 2 28,250
AAR CORP COM 000361105 969.54 58,100 2 58,100
AARON RENTS INC COM 002535201 14,728.40 977,820 SH SOLE 3 768,600 0 209,220
ABBOTT LABORATORIES COM 002824100 893.80 25,400 SH SHD 1 25,400 0 0
ABBOTT LABORATORIES COM 002824100 95,641.80 2,718,063 SH SOLE 3 2,562,163 0 127,700
ABBOTT LABORATORIES COM 002824100 17,428.40 495,300 SH OTH 3 30,600 0 0
ABBOTT LABORATORIES COM 002824100 14,863.20 422,400 SH SOLE 4 422,400
ABBOTT LABORATORIES COM 002824100 170,321.22 4,840,390 2 4,840,390
ABBOTT LABORATORIES CLL 002824100 83.75 10,000 CALL 2 10,000
ABBOTT LABORATORIES COM 002824100 222,703.90 6,329,063 2 6,329,063
ABERCROMBIE & FITCH CO. COM 002896207 4,481.60 280,100 SH SOLE 3 275,200 0 4,900
ABERCROMBIE & FITCH CO. COM 002896207 4,674.59 292,162 2 292,162
ABGENIX INC COM 00339B107 1,505.60 10,900 SH SOLE 3 10,300 0 600
ABLE TELCOM HLDG CORP COM 003712304 45.00 10,000 2 10,000
ABM INDUSTRIES INC COM 000957100 17,944.60 763,600 SH SOLE 3 546,700 0 216,900
ABOUT.COM INC COM 003736105 308.40 3,500 SH SOLE 3 3,200 0 300
ABOUT.COM INC COM 003736105 20,966.79 237,921 2 237,921
ACACIA RESEARCH CORP COM 003881109 426.88 10,000 2 10,000
ACCREDO HEALTH INC COM 00437V104 3,445.40 104,012 2 104,012
ACCRUE SOFTWARE INC COM 00437W102 228.98 5,000 2 5,000
ACE LTD COM G0070K103 1,912.12 83,590 2 83,590
ACNIELSEN CORP COM 004833109 760.50 33,800 SH SOLE 3 20,100 0 13,700
ACNIELSEN CORP COM 004833109 976.50 43,400 SH OTH 3 0 0 43,400
ACT NETWORKS INC COM 000975102 13.20 1,300 SH SOLE 3 100 0 1,200
ACTEL CORP. COM 004934105 317.60 8,900 SH SOLE 3 7,300 0 1,600
ACTION PERFORMANCE COS INC COM 004933107 399.38 30,000 2 30,000
ACTIVE SOFTWARE, INC. COM 00504E100 2,235.23 35,140 2 35,140
ACTIVE SOFTWARE, INC. COM 00504E100 10,266.55 161,400 2 161,400
ACTIVISION INC (NEW) COM 004930202 9,003.50 746,400 SH SOLE 3 575,900 0 170,500
ACTUATE CORP COM 00508B102 9,597.40 178,348 SH SOLE 3 174,648 0 3,700
ACTUATE CORPORATION COM 00508B102 1,301.29 24,182 2 24,182
ACTUATE CORPORATION COM 00508B102 6,844.95 127,200 2 127,200
ACTV INCORPORATED (NEW) COM 00088E104 403.22 11,500 2 11,500
ACUSON CORP COM 005113105 1,026.50 69,300 SH SOLE 3 69,300 0 0
ACUSON CORP COM 005113105 364.40 24,600 SH OTH 3 0 0 24,600
ACX TECHNOLOGIES INC COM 005123104 690.90 167,500 SH SOLE 3 163,800 0 3,700
ACX TECHNOLOGIES INC COM 005123104 346.10 83,900 SH OTH 3 0 0 83,900
ACXIOM CORP COM 005125109 210.67 6,336 2 6,336
ADAC LABORATORIES (NEW) COM 005313200 171.88 12,500 2 12,500
ADAM.COM INC COM 00547M101 297.50 34,000 2 34,000
ADAPTEC INC COM 00651F108 224.00 5,800 SH SHD 1 5,800 0 0
ADAPTEC INC COM 00651F108 6,071.90 157,200 SH SOLE 3 140,700 0 16,500
ADAPTEC INC COM 00651F108 2,568.60 66,500 SH OTH 3 4,900 0 0
ADAPTEC INC COM 00651F108 911.55 23,600 2 23,600
ADAPTIVE BROADBAND CORP COM 00650M104 1,337.50 25,000 SH SOLE 3 21,800 0 3,200
ADC TELECOMMUNICATIONS INC COM 000886101 361.00 6,700 SH SHD 1 6,700 0 0
ADC TELECOMMUNICATIONS INC COM 000886101 14,756.40 273,900 SH SOLE 3 262,300 0 8,000
ADC TELECOMMUNICATIONS INC COM 000886101 5,629.90 104,500 SH OTH 3 13,200 0 0
ADC TELECOMMUNICATIONS INC COM 000886101 4,618.92 85,734 2 85,734
ADC TELECOMMUNICATIONS INC COM 000886101 11,744.75 218,000 2 218,000
ADECCO S.A. SPON ADR COM 006754105 1,683.81 19,053 2 19,053
ADECCO S.A. SPON ADR COM 006754105 799.79 9,050 2 9,050
ADECCO SA ADR COM 006754105 2,232.50 25,261 SH SOLE 3 22,417 0 2,844
ADECCO SA ADR COM 006754105 1,377.50 15,587 SH OTH 3 0 0 15,587
ADELPHIA BUSINESS SOLUTIONS COM 006847107 739.50 12,000 2 12,000
ADELPHIA COMMUNICATIONS CP CLA COM 006848105 24,201.10 493,900 SH SOLE 3 376,900 0 117,000
ADELPHIA COMMUNICATIONS CP CLA COM 006848105 690.41 14,090 SH SOLE 4 14,090
ADELPHIA COMMUNICATIONS CP CLA COM 006848105 23,970.26 489,189 2 489,189
ADELPHIA COMMUNICATIONS CP CLA COM 006848105 40,792.21 832,494 2 832,494
ADOBE SYSTEMS INC COM 00724F101 578.80 5,200 SH SHD 1 5,200 0 0
ADOBE SYSTEMS INC COM 00724F101 79,828.90 717,160 SH SOLE 3 696,060 0 17,200
ADOBE SYSTEMS INC COM 00724F101 6,244.60 56,100 SH OTH 3 2,900 0 0
ADOBE SYSTEMS INC COM 00724F101 852.65 7,660 2 7,660
ADOLPH COORS CO CL B COM 217016104 1,641.60 34,200 SH SOLE 3 33,900 0 300
ADOLPH COORS CO CL B COM 217016104 52.80 1,100 SH OTH 3 1,100 0 0
ADSTAR.COM INC COM 00737P104 787.58 114,557 2 114,557
ADTRAN INC COM 00738A106 1,319.50 22,200 SH SOLE 3 14,600 0 7,600
ADTRAN INC COM 00738A106 962.90 16,200 SH OTH 3 0 0 16,200
ADTRAN INC COM 00738A106 4,909.83 82,605 2 82,605
ADVANCED DIGITAL INFO CORP COM 007525108 8,387.80 244,900 SH SOLE 3 237,300 0 7,600
ADVANCED ENERGY INDUSTRIES CNV 007973AA8 362.25 300,000 2 300,000
ADVANCED ENERGY INDUSTRIES INC COM 007973100 117.30 2,300 SH SOLE 3 2,300 0 0
ADVANCED ENERGY INDUSTRIES INC COM 007973100 229.50 4,500 2 4,500
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 263.30 4,200 SH SHD 1 4,200 0 0
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 26,692.30 425,800 SH SOLE 3 414,000 0 10,300
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 2,313.20 36,900 SH OTH 3 3,100 0 14,300
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 250.75 4,000 2 4,000
ADVANCED FIBRE COMMUNICATIONS COM 00754A105 6,009.04 95,857 2 95,857
ADVANCED MICRO DEVICES INC COM 007903107 1,574.90 27,600 SH SOLE 3 27,600 0 0
ADVANCED MICRO DEVICES INC COM 007903107 1,221.10 21,400 SH OTH 3 1,000 0 0
ADVANCED MICRO DEVICES INC COM 007903107 456.50 8,000 2 8,000
ADVANCED RADIO TELECOM CORP COM 00754U101 152.40 4,600 SH SOLE 3 4,600 0 0
ADVANCED RADIO TELECOM CORP COM 00754U101 356.09 10,750 2 10,750
ADVANTA CORP CL A COM 007942105 2,384.70 117,400 SH SOLE 3 111,400 0 6,000
ADVANTICA RESTAURANT GRP COM 00758B109 37.50 25,000 2 25,000
ADVENT SOFTWARE INC COM 007974108 1,839.60 40,100 SH SOLE 3 36,600 0 3,500
ADVEST GRP INC. COM 007566102 298.30 15,700 SH SOLE 3 15,700 0 0
ADVO INC COM 007585102 7,797.50 311,900 SH SOLE 3 301,400 0 4,800
AEGON N V AMER REG COM 007924103 21,445.50 266,404 SH SOLE 3 266,404 0 0
AEGON N V AMER REG COM 007924103 1,121.85 13,936 2 13,936
AEP INDUSTRIES INC COM 001031103 1,771.00 56,000 2 56,000
AERIAL COMMUNICATIONS INC COM 007655103 448.80 7,900 SH SOLE 3 6,500 0 1,400
AEROVOX INC. COM 00808M105 305.94 55,000 2 55,000
AES CORP. COM 00130H105 426,221.80 5,412,340 SH SOLE 3 3,415,590 0 1,897,090
AES CORP. COM 00130H105 7,742.10 98,312 SH OTH 3 45,290 0 37,900
AES CORP. COM 00130H105 1,947.49 24,730 2 24730
AES CORP. COM 00130H105 28,282.28 359,140 2 359,140
AETHER SYSTEMS INC COM 00808V105 313.09 1,725 2 1,725
AETNA INC COM 008117103 444.00 8,000 SH SHD 1 8,000 0 0
AETNA INC COM 008117103 17,921.20 322,905 SH SOLE 3 307,905 0 15,000
AETNA INC COM 008117103 2,697.30 48,600 SH OTH 3 8,200 0 0
AETNA INC COM 008117103 2,028.53 36,550 2 36,550
AFFILIATED COMPUTER SVCS CNV 008190AD2 3,267.58 3,140,000 2 3,140,000
AFFILIATED COMPUTER SVCS CNV 008190AD2 6,455.03 6,203,000 2 6,203,000
AFFILIATED COMPUTER SVCS CL A COM 008190100 380.00 10,000 2 10,000
AFFILIATED COMPUTER SVCS-A COM 008190100 3,959.60 104,200 SH SOLE 3 96,600 0 7,600
AFFILIATED COMPUTER SVCS-A COM 008190100 3,089.40 81,300 SH OTH 3 0 0 47,600
AFFILIATED MANAGERS GRP INC COM 008252108 10,533.17 221,751 2 221,751
AFFILIATED MANAGERS GRP COM 008252108 22,046.70 464,142 SH SOLE 3 456,942 0 7,200
AFFYMETRIX INC COM 00826T108 7,199.20 48,500 SH SOLE 3 46,800 0 1,700
AFFYMETRIX INC COM 00826T108 623.40 4,200 SH OTH 3 0 0 0
AFFYMETRIX INC COM 00826T108 1,039.06 7,000 2 7,000
AFLAC CORP (NEW) COM 001055102 610.50 13,400 SH SHD 1 13,400 0 0
AFLAC CORP (NEW) COM 001055102 40,915.10 898,000 SH SOLE 3 798,800 0 94,400
AFLAC CORP (NEW) COM 001055102 6,574.70 144,300 SH OTH 3 5,400 0 8,500
AFLAC INCORPORATED (NEW) COM 001055102 970.48 21,300 2 21,300
AFLAC INCORPORATED (NEW) COM 001055102 2,042.43 44,827 2 44,827
AGCO CORP COM 001084102 4,935.60 433,900 SH SOLE 3 420,900 0 4,600
AGENCY.COM LTD COM 008447104 1,127.95 42,265 2 42,265
AGILE SOFTWARE INC COM 00846X105 793.80 12,700 SH SOLE 3 12,700 0 0
AGILENT TECHNOLOGIES INC. COM 00846U101 13,071.76 125,690 2 125690
AGILENT TECHNOLOGIES INC. COM 00846U101 21,652.80 208,200 2 208,200
AGILENT TECHNOLOGIES INC. CMN COM 00846U101 3,109.60 29,900 SH SOLE 4 29,900
AGL RESOURCES INC COM 001204106 1,161.30 63,200 SH SOLE 3 53,500 0 9,700
AGRIBRANDS INTERNATIONAL COM 00849R105 1,234.40 31,400 SH SOLE 3 31,400 0 0
AHL SVCS INC. COM 001296102 10,737.60 1,060,500 SH SOLE 3 798,100 0 262,400
AIR PRODUCTS & CHEMICALS INC COM 009158106 18,973.50 667,200 SH SOLE 3 632,400 0 31,400
AIR PRODUCTS & CHEMICALS INC COM 009158106 6,358.60 223,600 SH OTH 3 51,400 0 0
AIRBORNE FREIGHT CORP COM 009266107 566.40 23,600 SH SOLE 3 19,600 0 4,000
AIRGAS INC COM 009363102 92.30 11,100 SH SOLE 3 11,100 0 0
AK STEEL HOLDING CORP COM 001547108 489.20 47,150 SH SOLE 3 20,905 0 26,245
AK STEEL HOLDING CORP COM 001547108 882.10 85,017 SH OTH 3 0 0 85,017
AKAMAI TECHNOLOGIES COM 00971T101 209.10 1,300 SH SOLE 3 1,300 0 0
ALABAMA NATL BANCORP DEL COM 010317105 38.00 2,000 SH SOLE 3 0 0 2,000
ALASKA AIR GRP INC COM 011659109 1,358.80 45,200 SH SOLE 3 34,000 0 11,200
ALASKA AIR GRP INC COM 011659109 1,184.50 39,400 SH OTH 3 0 0 39,400
ALASKA COMMUNICATIONS SYSTEMS COM 01167P101 585.27 48,270 2 48,270
ALASKA COMMUNICATIONS SYS GRP INC COM 01167P101 230.38 19,000 SH SOLE 4 19,000
ALBANY MOLECULAR RESEARCH COM 012423109 391.10 6,700 SH SOLE 3 6,000 0 700
ALBERTO CULVER CO CL A COM 013068200 293.13 13,400 2 13,400
ALBERTO CULVER CO CL A COM 013068200 1,156.09 52,850 2 52,850
ALBERTO CULVER CO CL-B CNV COM 013068101 6,955.60 292,100 SH SOLE 3 278,900 0 13,200
ALBERTO CULVER CO CL-B CNV COM 013068101 1,816.90 76,300 SH OTH 3 2,400 0 20,500
ALBERTSONS INC COM 013104104 49.40 1,600 SH SOLE 3 1,600 0 0
ALBERTSONS INC COM 013104104 2,403.56 77,848 2 77,848
ALBERTSONS INC COM 013104104 5,667.54 183,564 2 183,564
ALCAN ALUMINUM LTD (NEW) COM 013716105 585.90 17,200 SH SHD 1 17,200 0 0
ALCAN ALUMINUM LTD (NEW) COM 013716105 23,944.20 702,950 SH SOLE 3 702,650 0 300
ALCAN ALUMINUM LTD (NEW) COM 013716105 1,318.20 38,700 SH OTH 3 1,400 0 37,300
ALCATEL ALSTHOM SPON ADR COM 013904305 10,127.30 234,878 SH SOLE 3 234,878 0 0
ALCATEL SPON ADR COM 013904305 3,845.47 87,771 2 87,771
ALCATEL SPON ADR COM 013904305 12,522.75 285,826 2 285,826
ALCOA INC COM 013817101 857.00 12,200 SH SHD 1 12,200 0 0
ALCOA INC COM 013817101 44,759.20 637,142 SH SOLE 3 614,742 0 20,400
ALCOA INC COM 013817101 5,662.10 80,600 SH OTH 3 14,400 0 0
ALCOA INC COM 013817101 1,920.49 27,338 2 27,338
ALEXANDER & BALDWIN INC COM 014482103 288.80 14,000 SH SOLE 3 6,500 0 7,500
ALEXANDER & BALDWIN INC COM 014482103 346.50 16,800 SH OTH 3 0 0 16,800
ALEXANDRIA REAL ESTATE COM 015271109 9,513.00 317,100 SH SOLE 3 245,000 0 69,700
ALEXANDRIA REAL ESTATE COM 015271109 432.00 14,400 2 14,400
ALFA CORP COM 015385107 417.10 23,500 SH SOLE 3 21,200 0 2,300
ALKERMES INC COM 01642T108 1,637.20 17,700 SH SOLE 3 15,600 0 2,100
ALLAIRE CORP COM 016714107 1,134.40 15,000 SH SOLE 3 13,600 0 1,400
ALLAIRE CORP COM 016714107 605.00 8,000 2 8,000
ALLAIRE CORP COM 016714107 2,743.68 36,280 2 36,280
ALLEGHENY ENERGY, INC. COM 017361106 27.70 1,000 SH SOLE 3 1,000 0 0
ALLEGHENY ENERGY, INC. COM 017361106 1,097.00 39,800 SH OTH 3 0 0 0
ALLEGHENY TECHNOLOGIES INC COM 01741R102 4,510.07 224,801 2 224,801
ALLEGHENY TELEDYNE INC COM 01741R102 613.30 30,567 SH SOLE 3 30,567 0 0
ALLEGIANCE TELECOM, INC. COM 01747T102 15,540.50 192,750 SH SOLE 3 184,000 0 6,000
ALLEGIANCE TELECOM, INC. COM 01747T102 753.80 9,350 SH OTH 3 2,050 0 7,300
ALLEGIANCE TELECOM, INC. COM 01747T102 647.02 8,025 2 8,025
ALLEGIANCE TELECOM, INC. COM 01747T102 2,934.91 36,402 2 36,402
ALLEN TELECOM INC COM 018091108 63.80 4,000 SH SOLE 3 0 0 4,000
ALLERGAN INC COM 018490102 665.00 13,300 SH SHD 1 13,300 0 0
ALLERGAN INC COM 018490102 80,985.00 1,619,700 SH SOLE 3 1,571,600 0 39,900
ALLERGAN INC COM 018490102 6,175.00 123,500 SH OTH 3 37,400 0 0
ALLERGAN INC COM 018490102 200.00 4,000 2 4,000
ALLIANCE CAPITAL MANAGEMENT COM 01855A101 414.38 10,000 2 10,000
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 49.30 2,300 SH SOLE 3 300 0 2,000
ALLIANCE SEMICONDUCTOR CORP COM 01877H100 6,216.88 290,000 2 290,000
ALLIANT ENERGY CORP COM 018802108 2,483.70 81,600 SH SOLE 3 65,200 0 16,400
ALLIANT ENERGY CORP COM 018802108 1,445.80 47,500 SH OTH 3 0 0 47,500
ALLIANT TECHSYSTEMS INC COM 018804104 1,071.50 18,200 SH SOLE 3 18,200 0 0
ALLIED CAPITAL CORP. COM 01903Q108 34,951.00 2,004,360 SH SOLE 3 1,411,330 0 591,530
ALLIED CAPITAL CORP. COM 01903Q108 390.60 22,400 SH OTH 3 0 0 22,400
ALLIED IRISH BK PLC ADR SPONS COM 019228402 386.25 20,000 2 20,000
ALLIED RISER COMMUNICATIONS COM 019496108 1,330.93 38,300 2 38,300
ALLIED RISER COMMUNICATIONS COM 019496108 139,881.82 4,025,376 2 4,025,376
ALLIED WASTE INDUSTRIES INC COM 019589308 10,683.70 1,627,990 SH SOLE 3 1,249,265 0 378,725
ALLIED WASTE INDUSTRIES INC COM 019589308 737.63 112,400 2 112,400
ALLIED WASTE INDUSTRIES INC COM 019589308 1,328.58 202,450 2 202,450
ALLMERICA FINANCIAL CORP COM 019754100 566.10 11,100 SH SOLE 3 11,100 0 0
ALLOY ONLINE INC COM 019855105 1,014.88 60,817 2 60,817
ALLSCRIPTS, INC. COM 019886100 1,234.07 20,525 2 20,525
ALLSCRIPTS, INC. COM 019886100 11,726.24 195,031 2 195,031
ALLSTATE CORP COM 020002101 1,039.90 43,672 SH SHD 1 43,672 0 0
ALLSTATE CORP COM 020002101 32,256.30 1,354,594 SH SOLE 3 1,185,994 0 168,600
ALLSTATE CORP COM 020002101 11,101.30 466,196 SH OTH 3 87,196 0 0
ALLSTATE CORPORATION COM 020002101 1,403.27 58,930 2 58,930
ALLSTATE CORPORATION COM 020002101 3,514.32 147,583 2 147,583
ALLTEL CORP COM 020039103 9,805.10 155,033 SH SOLE 3 149,433 0 5,000
ALLTEL CORP COM 020039103 4,017.10 63,700 SH OTH 3 0 0 0
ALLTEL CORPORATION COM 020039103 539.71 8,533 2 8,533
ALLTEL CORPORATION COM 020039103 411.06 6,499 2 6,499
ALPHA INDUSTRIES INC. COM 020753109 7,419.50 78,100 SH SOLE 3 76,100 0 2,000
ALPHA MICROSYSTEMS COM 020903100 82.50 10,000 2 10,000
ALPHARMA INC COM 020813101 8,545.20 232,522 SH SOLE 3 216,622 0 15,900
ALPHARMA INC COM 020813101 1,933.00 52,600 SH OTH 3 1,300 0 51,300
ALTEON WEBSYSTEMS COM 02145A109 779.00 9,500 SH SOLE 3 9,500 0 0
ALTEON WEBSYSTEMS INC COM 02145A109 934.55 11,397 2 11,397
ALTERA CORP COM 021441100 9,830.00 110,140 SH SOLE 3 85,540 0 23,500
ALTERA CORP COM 021441100 7,514.90 84,200 SH OTH 3 0 0 84,200
ALTERA CORP COM 021441100 492.84 5,522 2 5,522
ALTERA CORP COM 021441100 5,559.20 62,288 2 62,288
ALZA CORP CLASS A COM 022615108 214.10 5,700 SH SOLE 3 5,700 0 0
AMAZON.COM INC COM 023135106 19,600.80 292,550 SH SOLE 3 273,950 0 16,600
AMAZON.COM INC COM 023135106 408.70 6,100 SH OTH 3 6,100 0 0
AMAZON.COM INC COM 023135106 1,601.30 23,900 2 23,900
AMAZON.COM INC COM 023135106 7,897.36 117,871 2 117,871
AMAZON.COM INC PUT 023135106 147.00 14,000 PUT 2 14,000
AMB PROPERTY CORP COM 00163T109 1,724.30 80,200 SH SOLE 3 64,100 0 16,100
AMBAC FINANCIAL GRP INC COM 023139108 176,646.30 3,506,724 SH SOLE 3 2,401,904 0 1,093,290
AMBAC FINANCIAL GRP INC COM 023139108 6,919.60 137,361 SH OTH 3 39,340 0 42,500
AMCOL INTERNATIONAL CORP COM 02341W103 1,123.90 73,100 SH SOLE 3 66,800 0 6,300
AMCORE FINANCIAL INC COM 023912108 19.70 1,100 SH SOLE 3 1,100 0 0
AMDOCS LIMITED COM G02602103 14,535.60 196,427 2 196,427
AMDOCS LIMITED COM G02602103 24,351.18 329,070 2 329,070
AMER GREETINGS CORP CL A COM 026375105 264.60 14,500 SH SOLE 3 14,500 0 0
AMER GREETINGS CORP CL A COM 026375105 326.70 17,900 SH OTH 3 0 0 17,900
AMER GREETINGS CORP CL A COM 026375105 6,409.40 351,200 2 351,200
AMER GREETINGS CORP CL A COM 026375105 1,126.94 61,750 2 61,750
AMER HOME PROD CORP COM 026609107 6,513.21 121,176 2 121,176
AMER HOME PROD CORP COM 026609107 11,098.84 206,490 2 206,490
AMER INTL GRP INC COM 026874107 266,949.17 2,437,892 2 2,437,892
AMER INTL GRP INC COM 026874107 368,002.56 3,360,754 2 3,360,754
AMER INTL GRP INC COM 026874107 5,796.60 52,937 SH SHD 1 52,937 0 0
AMER INTL GRP INC COM 026874107 535,423.00 4,889,708 SH SOLE 3 4,387,285 0 493,488
AMER INTL GRP INC COM 026874107 60,066.70 548,554 SH OTH 3 77,234 0 11,307
AMER INTL GRP INC CMN COM 026874107 19,254.26 175,838 SH SOLE 4 175,838
AMERADA HESS CORP. COM 023551104 8,941.90 138,366 SH SOLE 3 138,366 0 0
AMERADA HESS CORP. COM 023551104 2,662.60 41,200 SH OTH 3 3,600 0 0
AMEREN CORP COM 023608102 5,655.40 182,800 SH SOLE 3 182,800 0 0
AMEREN CORP COM 023608102 1,024.00 33,100 SH OTH 3 3,300 0 29,800
AMERICA ON-LINE INC CONV NTS CNV 02364JAB0 9,168.11 890,000 2 890.000
AMERICA ON-LINE INC CONV NTS CNV 02364JAB0 824.10 80,000 2 80,000
AMERICA ONLINE INC CONV SUB CNV 02364JAC8 6,546.04 11,929,000 2 11,929,000
AMERICA ONLINE INC CONV SUB CNV 02364JAC8 8,597.82 15,668,000 2 15,668,000
AMERICA ONLINE INC DEL COM 02364J104 165,940.08 2,460,650 2 2,460,650
AMERICA ONLINE INC DEL COM 02364J104 219,592.55 3,256,238 2 3,256,238
AMERICA ONLINE INC DEL CLL 02364J104 188.75 10,000 CALL 2 10,000
AMERICA ONLINE INC DEL CLL 02364J104 197.81 15,000 CALL 2 15,000
AMERICA ONLINE INC DEL CLL 02364J104 253.13 10,000 CALL 2 10,000
AMERICA ONLINE INC DEL CLL 02364J104 280.00 20,000 CALL 2 20,000
AMERICA ONLINE INC DEL CLL 02364J104 308.75 20,000 CALL 2 20,000
AMERICA ONLINE INC DEL CLL 02364J104 335.75 17,000 CALL 2 17,000
AMERICA ONLINE INC DEL CMN COM 02364J104 85,097.36 1,261,870 SH SOLE 4 1,261,870
AMERICA ONLINE INC. COM 02364J104 4,059.70 60,200 SH SHD 1 60,200 0 0
AMERICA ONLINE INC. COM 02364J104 454,187.40 6,735,170 SH SOLE 3 5,936,910 0 718,160
AMERICA ONLINE INC. COM 02364J104 50,102.90 744,800 SH OTH 3 72,400 0 5,400
AMERICA WEST COM 023657208 5,552.10 358,200 SH SOLE 3 351,600 0 6,600
AMERICA WEST COM 023657208 1,264.80 81,600 SH OTH 3 0 0 0
AMERICA WEST HOLDINGS CORP COM 023657208 367.27 23,695 2 23,695
AMERICAN CLASSIC VOYAGER CO COM 024928103 73.00 2,900 SH SOLE 3 0 0 2,900
AMERICAN COIN MERCHANDISING COM 02516B108 1,168.50 393,600 SH SOLE 3 173,000 0 220,600
AMERICAN EAGLE OUTFITTERS INC (NEW) COM 02553E106 455.20 12,000 SH SOLE 3 3,900 0 8,100
AMERICAN EAGLE OUTFITTERS INC (NEW) COM 02553E106 428.70 11,300 SH OTH 3 0 0 11,300
AMERICAN ECOLOGY CORP COM 025533100 107.39 50,536 2 50,536
AMERICAN ELECTRIC POWER INC COM 025537101 3.00 100 SH SOLE 3 100 0 0
AMERICAN EXPRESS CO. COM 025816109 1,057.50 7,100 SH SHD 1 7,100 0 0
AMERICAN EXPRESS CO. COM 025816109 92,896.60 623,729 SH SOLE 3 612,829 0 7,100
AMERICAN EXPRESS CO. COM 025816109 22,981.10 154,300 SH OTH 3 1,400 0 0
AMERICAN EXPRESS CO. COM 025816109 52,723.88 354,000 SH SOLE 4 354,000
AMERICAN EXPRESS CO. COM 025816109 71,193.17 478,007 2 478,007
AMERICAN EXPRESS CO. COM 025816109 53,291.33 357,810 2 357,810
AMERICAN FINANCIAL GRP COM 025932104 60.10 2,100 SH SOLE 3 2,100 0 0
AMERICAN FINANCIAL GRP COM 025932104 472.30 16,500 SH OTH 3 0 0 16,500
AMERICAN FREIGHTWAYS CORP COM 02629V108 2,053.90 137,500 SH SOLE 3 129,100 0 8,400
AMERICAN GENERAL CORP COM 026351106 527.60 9,400 SH SHD 1 9,400 0 0
AMERICAN GENERAL CORP COM 026351106 23,855.40 425,040 SH SOLE 3 424,540 0 500
AMERICAN GENERAL CORP COM 026351106 6,302.80 112,300 SH OTH 3 9,200 0 0
AMERICAN GENERAL CORP COM 026351106 319.97 5,701 2 5701
AMERICAN GENERAL CORP COM 026351106 254.81 4,540 2 4,540
AMERICAN HOME PRODUCTS CORP COM 026609107 225.80 4,200 SH SHD 1 4,200 0 0
AMERICAN HOME PRODUCTS CORP COM 026609107 182,959.60 3,403,900 SH SOLE 3 2,568,840 0 827,170
AMERICAN HOME PRODUCTS CORP COM 026609107 21,941.30 408,210 SH OTH 3 40,050 0 23,000
AMERICAN INTL PETE CORP NEW COM 026909408 22.00 22,000 2 22,000
AMERICAN ITALIAN PASTA CO COM 027070101 615.63 25,000 2 25,000
AMERICAN ITALIAN PASTA CO-A COM 027070101 103.40 4,200 SH SOLE 3 600 0 3,600
AMERICAN LOCKER GRP INC COM 027284108 228.00 28,500 2 28,500
AMERICAN MANAGEMENT SYSTEM INC COM 027352103 26,941.10 614,919 SH SOLE 3 504,319 0 110,600
AMERICAN MOBILE SATELLITE CORP COM 02755R103 117.60 4,900 SH SOLE 3 4,900 0 0
AMERICAN NATIONAL CAN GRP COM 027714104 3,308.80 252,100 SH SOLE 3 245,400 0 0
AMERICAN NATL CAN GRP, INC. COM 027714104 236.25 18,000 2 18,000
AMERICAN NATL INS CO COM 028591105 40.20 700 SH SOLE 3 700 0 0
AMERICAN POWER CONVERSION CORP COM 029066107 28,863.50 673,200 SH SOLE 3 649,600 0 23,600
AMERICAN POWER CONVERSION CORP COM 029066107 4,660.50 108,700 SH OTH 3 0 0 69,000
AMERICAN POWER CONVERSION CORP COM 029066107 508.07 11,850 2 11,850
AMERICAN POWER CONVERSION CORP COM 029066107 2,306.68 53,800 2 53,800
AMERICAN RETIREMENT CORP. COM 028913101 6,840.60 798,900 SH SOLE 3 649,700 0 149,200
AMERICAN SHARED HOSP SVCS COM 029595105 46.75 11,000 2 11,000
AMERICAN SKIING CO COM 029654308 70.25 28,100 2 28,100
AMERICAN STANDARD COMPANIES COM 029712106 4,891.40 132,200 2 132,200
AMERICAN STANDARD COMPANIES COM 029712106 6,501.46 175,715 2 175,715
AMERICAN STANDARD COS INC COM 029712106 10,391.00 280,837 SH SOLE 3 270,637 0 10,200
AMERICAN STANDARD COS INC COM 029712106 2,826.80 76,400 SH OTH 3 2,700 0 48,700
AMERICAN TECHNOLOGY CORP (DEL) COM 030145205 202.50 20,000 2 20,000
AMERICAN TECHNOLOGY CORP (DEL) COM 030145205 111.38 11,000 2 11,000
AMERICAN TOWER CORP -CL A COM 029912201 35,547.80 719,955 SH SOLE 3 601,755 0 0
AMERICAN TOWER CORP -CL A COM 029912201 370.30 7,500 SH OTH 3 0 0 7,500
AMERICAN TOWER SYSTEMS CL-A COM 029912201 513.50 10,400 2 10,400
AMERICAN TOWER SYSTEMS CL-A COM 029912201 19,475.13 394,433 2 394,433
AMERICAN WATER WORKS CO. COM 030411102 954.80 40,200 SH SOLE 3 40,200 0 0
AMERICAN WATER WORKS CO. COM 030411102 451.20 19,000 SH OTH 3 0 0 19,000
AMERICREDIT CORP COM 03060R101 1,970.50 120,800 SH SOLE 3 112,700 0 8,100
AMERIGAS PARTNERS L.P. COM 030975106 359.90 23,600 2 23,600
AMERIGAS PARTNERS L.P. COM 030975106 1,195.60 78,400 2 78,400
AMERIPATH INC COM 03071D109 602.90 74,200 SH SOLE 3 67,400 0 6,800
AMERISOURCE HEALTH COM 03071P102 310.50 20,700 SH SOLE 3 16,300 0 4,400
AMERITRADE HOLDING CORP CL-A COM 03072H109 1,802.90 86,300 SH SOLE 3 85,700 0 300
AMERON INTERNATIONAL CORP COM 030710107 515.66 14,500 2 14,500
AMERUS LIFE HOLDINGS, INC. COM 030732101 255.60 14,100 SH SOLE 3 10,200 0 3,900
AMES DEPT STORES INC (NEW) COM 030789507 71.20 2,900 SH SOLE 3 0 0 2,900
AMETEK INC COM 031100100 731.50 38,000 SH SOLE 3 38,000 0 0
AMEX TECHNOLOGY SELECT BASKET COM 81369Y803 5,380.98 88,850 2 88,850
AMEX TECHNOLOGY SELECT BASKET COM 81369Y803 1,322.99 21,845 2 21,845
AMF BOWLING, INC. COM 03113V109 48.50 22,800 SH SOLE 3 22,800 0 0
AMF BOWLING, INC. COM 03113V109 79.62 37,470 2 37,470
AMF BOWLING, INC. COM 03113V109 32,999.37 15,529,113 2 15,529,113
AMFM INC COM 001693100 175,401.10 2,823,357 SH SOLE 3 1,963,407 0 486,820
AMFM INC COM 001693100 1,336.10 21,506 SH OTH 3 12,330 0 5,300
AMFM INC COM 001693100 4,995.10 80,404 2 80,404
AMFM INC COM 001693100 35,349.00 568,998 2 568,998
AMGEN INC COM 031162100 2,725.10 44,400 SH SHD 1 44,400 0 0
AMGEN INC COM 031162100 256,352.30 4,176,820 SH SOLE 3 3,623,820 0 536,200
AMGEN INC COM 031162100 20,757.00 338,200 SH OTH 3 57,500 0 0
AMGEN INC COM 031162100 1,862.73 30,350 SH SOLE 4 30,350
AMGEN INC COM 031162100 13,387.12 218,120 2 218,120
AMGEN INC COM 031162100 38,061.58 620,148 2 620,148
AMKOR TECHNOLOGIES INC COM 031652100 17,616.80 332,000 SH SOLE 3 323,500 0 8,500
AMKOR TECHNOLOGIES INC COM 031652100 3,183.75 60,000 2 60,000
AMPEX CORP DEL COM 032092108 38.10 12,200 SH SOLE 3 12,200 0 0
AMPHENOL CORP COM 032095101 8,599.20 84,100 SH SOLE 3 79,300 0 4,800
AMPLICON INC COM 032101107 5,641.40 534,100 SH SOLE 3 296,700 0 237,400
AMR CORP (DEL) COM 001765106 111.60 3,500 SH SHD 1 3,500 0 0
AMR CORP (DEL) COM 001765106 5,769.80 181,014 SH SOLE 3 170,814 0 10,200
AMR CORP (DEL) COM 001765106 844.70 26,500 SH OTH 3 2,500 0 0
AMR CORP (DEL) COM 001765106 2,994.34 93,940 2 93,940
AMR CORP (DEL) CLL 001765106 11.88 10,000 CALL 2 10,000
AMRESCO CAPITAL TRUST COM 031919103 248.07 24,350 2 24,350
AMRESCO INC COM 031909104 27.96 20,804 2 20,804
AMSOUTH BANCORPORATION COM 032165102 711.07 47,603 2 47,603
AMSOUTH BANCORPORATION COM 032165102 1,801.82 120,624 2 120,624
AMTEC INC COM 03232Q106 507.81 125,000 2 125,000
AMTRAN INC COM 03234G106 341.40 19,100 SH SOLE 3 13,700 0 5,400
ANADARKO PETROLEUM CORP COM 032511107 61.90 1,600 SH SOLE 3 1,600 0 0
ANADARKO PETROLEUM CORP COM 032511107 1,876.30 48,500 SH OTH 3 0 0 0
ANADARKO PETROLEUM CORP COM 032511107 7,821.34 202,167 2 202,167
ANADARKO PETROLEUM CORP COM 032511107 3,466.44 89,601 2 89,601
ANADIGICS INC. COM 032515108 15,252.60 231,100 SH SOLE 3 227,950 0 3,150
ANADIGICS INC. COM 032515108 693.00 10,500 2 10,500
ANALOG DEVICES INC COM 032654105 1,529.50 19,000 SH SHD 1 19,000 0 0
ANALOG DEVICES INC COM 032654105 153,302.40 1,904,378 SH SOLE 3 1,786,478 0 31,100
ANALOG DEVICES INC COM 032654105 14,361.20 178,400 SH OTH 3 21,100 0 16,700
ANALOG DEVICES INC COM 032654105 1,510.82 18,768 2 18,768
ANALOG DEVICES INC COM 032654105 575.58 7,150 2 7,150
ANALYSTS INTL CORP COM 032681108 205.40 20,800 SH SOLE 3 18,600 0 2,200
ANCHOR BANCORP WISC.INC. COM 032839102 1.60 100 SH SOLE 3 100 0 0
ANCOR COMMUNICATIONS INC COM 03332K108 670.30 16,300 SH SOLE 3 13,800 0 2,500
ANDOVER BANCORP INC (DEL) COM 034258103 134.20 4,700 SH SOLE 3 1,200 0 3,500
ANDREA ELECTRONICS CORPORATION COM 034393108 358.00 32,000 2 32,000
ANDREW CORP COM 034425108 23,087.10 1,009,272 SH SOLE 3 1,003,872 0 5,400
ANDREW CORP COM 034425108 885.88 38,727 2 38,727
ANDREW CORP COM 034425108 2,733.33 119,490 2 119,490
ANDRX CORP COM 034551101 2,367.80 20,500 SH SOLE 3 20,500 0 0
ANDRX CORP COM 034551101 797.00 6,900 SH OTH 3 700 0 6,200
ANHEUSER BUSCH COS INC. COM 035229103 22,636.30 363,635 SH SOLE 3 337,835 0 24,400
ANHEUSER BUSCH COS INC. COM 035229103 3,990.20 64,100 SH OTH 3 0 0 0
ANHEUSER BUSCH COS INC. COM 035229103 14,376.64 230,950 2 230,950
ANHEUSER BUSCH COS INC. COM 035229103 5,121.56 82,274 2 82,274
ANICOM INC COM 035250109 158.20 26,100 SH SOLE 3 22,300 0 3,800
ANIXTER INTERNATIONAL INC COM 035290105 1,287.80 46,200 SH SOLE 3 46,200 0 0
ANNTAYLOR STORES CORP COM 036115103 1,385.00 60,219 SH SOLE 3 43,819 0 16,400
ANSWERTHINK CONSULTING GRP COM 036916104 6,818.06 279,000 2 279,000
ANSWERTHINK CONSULTING GRP COM 036916104 290.80 11,900 SH SOLE 3 9,200 0 2,700
ANSYS INC COM 03662Q105 342.88 31,896 2 31,896
ANTEC CORP. COM 03664P105 546.71 12,200 2 12,200
AO TATNEFT ADR COM 03737P306 731.10 55,700 SH SOLE 3 55,700 0 0
AO TATNEFT ADR COM 03737P306 5,281.50 402,400 SH OTH 3 0 0 0
AON CORP COM 037389103 1,064.20 33,000 SH SOLE 3 33,000 0 0
AON CORPORATION COM 037389103 2,891.12 89,647 2 89,647
APAC CUSTOMER SERVICES INC COM 00185E106 677.63 78,000 2 78,000
APACHE CORP. COM 037411105 497.50 10,000 SH SHD 1 10,000 0 0
APACHE CORP. COM 037411105 32,491.70 653,100 SH SOLE 3 643,900 0 9,200
APACHE CORP. COM 037411105 10,721.10 215,500 SH OTH 3 26,100 0 32,800
APACHE CORP. COM 037411105 487.55 9,800 2 9,800
APACHE CORP. COM 037411105 970.13 19,500 2 19,500
APACHE CORPORATION DPS ACES CNV 037411600 315.44 7,000 2 7,000
APARTMENT INVT & MGMT CO CL-A COM 03748R101 7,118.10 186,400 SH SOLE 3 157,500 0 28,900
APCO ARGENTINA CAYMEN IS COM 037489101 1,335.75 41,100 2 41,100
APEX INC COM 037548104 193.10 5,200 SH SOLE 3 3,800 0 1,400
APEX SILVER MINES LIMITED COM G04074103 100.63 10,000 2 10,000
APOLLO GRP COM 037604105 2.80 100 SH SOLE 3 100 0 0
APPLE COMPUTER INC COM 037833100 1,684.10 12,400 SH SHD 1 12,400 0 0
APPLE COMPUTER INC COM 037833100 184,988.80 1,362,090 SH SOLE 3 1,204,090 0 41,300
APPLE COMPUTER INC COM 037833100 14,301.10 105,300 SH OTH 3 18,700 0 12,300
APPLE COMPUTER INC COM 037833100 1,901.38 14,000 SH SOLE 4 14,000
APPLE COMPUTER INC COM 037833100 15,166.18 111,670 2 111,670
APPLE COMPUTER INC COM 037833100 13,425.88 98,856 2 98,856
APPLIED ANALYTICAL INDUSTRIES COM 037939105 23,787.40 2,279,032 2 2,279,032
APPLIED ANALYTICAL INDUSTRIES INC COM 037939105 5,976.00 572,549 SH SOLE 3 572,549 0 0
APPLIED DIGITAL SOLUTIONS INC COM 038188108 87.50 10,000 2 10,000
APPLIED INDUSTRIAL TECH COM 03820C105 432.00 27,000 SH SOLE 3 20,900 0 6,100
APPLIED MATERIALS INC COM 038222105 2,243.20 23,800 SH SHD 1 23,800 0 0
APPLIED MATERIALS INC COM 038222105 129,963.40 1,378,922 SH SOLE 3 1,332,924 0 37,698
APPLIED MATERIALS INC COM 038222105 24,373.00 258,600 SH OTH 3 19,800 0 0
APPLIED MATERIALS INC COM 038222105 9,493.43 100,726 2 100,726
APPLIED MATERIALS INC COM 038222105 1,857.67 19,710 2 19,710
APPLIED MICRO CIRCUITS CORP COM 03822W109 69,749.00 464,800 SH SOLE 3 457,200 0 5,000
APPLIED MICRO CIRCUITS CORP COM 03822W109 2,145.90 14,300 SH OTH 3 2,000 0 5,100
APPLIED MICRO CIRCUITS CORP COM 03822W109 1,546.09 10,303 2 10,303
APPLIED MICRO CIRCUITS CORP COM 03822W109 2,158.20 14,382 2 14,382
APPLIED POWER INC CL-A (COM) COM 038225108 1,564.70 54,900 SH SOLE 3 50,500 0 4,400
APPLIED SCIENCE & TECHNOLOGY COM 038236105 317.63 10,500 2 10,500
APPLIED THEORY COM 03828R104 58.50 2,800 SH SOLE 3 2,700 0 100
APPNET INC COM 03831Q101 1,480.41 31,498 2 31,498
APRIA HEALTHCARE GRP COM 037933108 2,750.30 190,500 SH SOLE 3 176,100 0 14,400
APRIA HEALTHCARE GRP COM 037933108 960.10 66,500 SH OTH 3 0 0 66,500
APTARGRP INC COM 038336103 210.83 7,900 2 7,900
APTARGRP INC COM 038336103 1,454.50 54,500 SH SOLE 3 52,500 0 2,000
APTARGRP INC COM 038336103 491.10 18,400 SH OTH 3 0 0 18,400
ARACRUZ CELULOSE S.A. (NEW) COM 038496204 598.55 28,250 2 28,250
ARCADIA FINANCIAL LTD COM 039101100 376.00 75,200 SH SOLE 3 66,100 0 9,100
ARCH CHEMICALS INC COM 03937R102 1,660.00 83,000 SH SOLE 3 73,300 0 9,700
ARCH COAL INC COM 039380100 72.60 10,372 SH SOLE 3 3,572 0 6,800
ARCHER DANIELS MIDLAND CO COM 039483102 15,115.60 1,465,751 SH SOLE 3 1,436,106 0 29,645
ARCHER DANIELS MIDLAND CO COM 039483102 3,187.50 309,095 SH OTH 3 0 0 0
ARCHER DANIELS MIDLAND CO COM 039483102 666.23 64,604 2 64,604
ARCHITEL SYS CORP COM 039917109 460.01 25,916 2 25,916
ARCHSTONE COMMUNITIES TRUST COM 039581103 3,863.90 193,800 SH SOLE 3 160,800 0 33,000
ARCHSTONE COMMUNITIES TRUST COM 039581103 1,458.49 73,153 2 73,153
ARCHSTONE COMMUNITIES TRUST COM 039581103 682.12 34,213 2 34,213
ARCTIC CAT INC COM 039670104 211.20 20,600 SH SOLE 3 15,000 0 5,600
ARDEN REALTY GRP INC COM 039793104 1,947.64 93,300 2 93,300
ARGONAUT GRP INC COM 040157109 2,162.70 107,800 SH SOLE 3 98,800 0 9,000
ARGOSY GAMING CO COM 040228108 13,583.10 953,200 SH SOLE 3 937,400 0 15,800
ARGOSY GAMING CO COM 040228108 356.25 25,000 2 25,000
ARGUSS HOLDINGS INC COM 040282105 5,276.34 235,814 2 235,814
ARIAD PHARMACEUTICALS INC COM 04033A100 389.46 24,437 2 24,437
ARIBA INC COM 04033V104 23,186.60 110,610 SH SOLE 3 87,210 0 0
ARIBA INC COM 04033V104 2,444.23 11,660 2 11,660
ARIBA INC COM 04033V104 42,899.76 204,650 2 204,650
ARKANSAS BEST CORP DEL COM 040790107 46.20 4,400 SH SOLE 3 4,400 0 0
ARMOR HOLDINGS INC COM 042260109 363.00 33,000 2 33,000
ARMSTRONG WORLD INDS INC COM 042476101 23.20 1,300 SH SOLE 3 1,300 0 0
ARMSTRONG WORLD INDS INC COM 042476101 446.88 25,000 2 25,000
ARNOLD INDUSTRIES INC COM 042595108 14,380.80 1,122,407 SH SOLE 3 1,103,007 0 19,400
ARROW ELECTRONICS INC. COM 042735100 1,353.60 38,400 SH SOLE 3 21,700 0 16,700
ARROW ELECTRONICS INC. COM 042735100 2,270.10 64,400 SH OTH 3 0 0 64,400
ARROW ELECTRONICS INC. COM 042735100 452.96 12,850 2 12,850
ARROWPOINT COMMUNICATION INC CMN COM 042810101 1,522.52 12,850 SH SOLE 4 12,850
ART TECHNOLOGY GRP INC COM 04289L107 11,825.06 180,020 2 180,020
ART TECHNOLOGY GRP COM 04289L107 939.30 14,300 SH SOLE 3 14,300 0 0
ARTECH SYSTEMS INS COM 042902205 0.00 17,854 SH OTH 3 0 0 0
ARTESYN TECHNOLOGIES INC COM 043127109 231.00 12,200 SH SOLE 3 7,600 0 4,600
ARTHUR J GALLAGHER & CO COM 363576109 3,403.10 104,710 SH SOLE 3 100,310 0 4,400
ARTHUR J GALLAGHER & CO COM 363576109 260.00 8,000 2 8,000
ARTISAN COMPONENTS INC COM 042923102 2,355.00 120,000 2 120,000
ARVIN INDUSTRIES INC COM 043339100 1,088.30 48,100 SH SOLE 3 30,600 0 17,500
ASCENT ENTERTAINMENT GRP INC COM 043628106 677.40 44,600 SH SOLE 3 39,800 0 4,800
ASHFORD.COM COM 044093102 198.26 42,015 2 42,015
ASHFORD.COM INC COM 044093102 17.00 3,600 SH SOLE 3 3,600 0 0
ASHLAND INC COM 044204105 23.30 700 SH SOLE 3 700 0 0
ASHTON TECHNOLOGY GRP INC COM 045084100 54.00 6,400 SH SOLE 3 6,400 0 0
ASI SOLUTIONS INCORPORATED COM 00206F108 339.62 84,905 2 84,905
ASK JEEVES INC COM 045174109 275.06 4,500 2 4,500
ASK JEEVES INC COM 045174109 1,338.64 21,900 2 21,900
ASK JEEVES INC. COM 045174109 256.70 4,200 SH SOLE 3 4,200 0 0
ASM LITHOGRAPHY HOLDING NV ADR COM N07059111 4,084.80 36,553 2 36,553
ASM LITHOGRAPHY HOLDING NV ADR COM N07059111 9,115.45 81,570 2 81,570
ASPECT COMMUNICATIONS CORP COM 04523Q102 9,284.20 250,500 SH SOLE 3 236,400 0 12,000
ASPECT COMMUNICATIONS CORP COM 04523Q102 1,464.00 39,500 SH OTH 3 0 0 21,000
ASPECT COMMUNICATIONS INC COM 04523Q102 370.63 10,000 2 10,000
ASPECT DEVELOPMENT INC COM 045234101 2,819.60 43,800 SH SOLE 3 39,600 0 4,200
ASPEN TECHNOLOGY INC COM 045327103 7,110.00 176,100 SH SOLE 3 173,500 0 2,600
ASPEN TECHNOLOGY INC COM 045327103 807.50 20,000 2 20,000
ASPEN TECHNOLOGY INC COM 045327103 4,280.15 106,010 2 106,010
ASSOCIATED BANC CORP COM 045487105 495.90 16,600 SH SOLE 3 12,700 0 3,900
ASSOCIATED BANC CORP COM 045487105 472.00 15,800 SH OTH 3 0 0 15,800
ASSOCIATED BANC CORP COM 045487105 247.01 8,268 2 8,268
ASSOCIATES FIRST CAPITAL COM 046008108 4,738.50 221,683 SH SOLE 3 203,083 0 18,600
ASSOCIATES FIRST CAPITAL COM 046008108 4,059.50 189,725 SH OTH 3 0 0 0
ASSOCIATES FIRST CAPITAL COM 046008108 21,661.15 1,013,387 2 1,013,387
ASSOCIATES FIRST CAPITAL CLL 046008108 26.25 20,000 CALL 2 20,000
ASSOCIATES FIRST CAPITAL CLL 046008108 67.50 120,000 CALL 2 120,000
ASSOCIATES FIRST CAPITAL CLL 046008108 175.00 100,000 CALL 2 100,000
ASSOCIATES FIRST CAPITAL CLL 046008108 343.75 100,000 CALL 2 100,000
ASSOCIATES FIRST CAPITAL COM 046008108 44,704.62 2,091,444 2 2,091,444
ASSOCIATES FIRST CAPITAL CLL 046008108 21.88 12,500 CALL 2 12,500
ASSOCIATES FIRST CAPITAL CLL 046008108 32.70 11,500 CALL 2 11,500
ASSOCIATES FIRST CAPITAL CMN STK COM 046008108 502.31 23,500 SH SOLE 4 23,500
ASTEC INDUSTRIES INC COM 046224101 340.00 12,800 SH SOLE 3 12,800 0 0
ASTORIA FINANCIAL CORP COM 046265104 3,589.40 126,500 SH SOLE 3 122,900 0 3,600
ASTORIA FINANCIAL CORP COM 046265104 1,994.80 70,300 SH OTH 3 0 0 70,300
ASYST TECHNOLOGIES INC COM 04648X107 1,643.80 28,100 SH SOLE 3 23,800 0 4,300
AT HOME CORP COM 045919107 12,823.80 389,338 SH SOLE 3 380,395 0 7,043
AT HOME CORP COM 045919107 118.60 3,600 SH OTH 3 0 0 3,600
AT HOME CORP SER-A COM 045919107 938.72 28,500 SH SOLE 4 28,500
AT HOME CORP SER-A COM 045919107 3,058.94 92,871 2 92,871
AT HOME CORP SER-A COM 045919107 6,977.78 211,849 2 211,849
AT&T CANADA INC. COM 00207Q202 3,866.20 63,380 SH SOLE 3 63,380 0 0
AT&T CORP COM 001957109 7,295.30 129,550 SH SHD 1 129,550 0 0
AT&T CORP COM 001957109 347,379.90 6,168,792 SH SOLE 3 5,799,312 0 355,994
AT&T CORP COM 001957109 71,534.00 1,270,354 SH OTH 3 147,154 0 0
AT&T CORP COM 001957109 4,981.57 88,463 SH SOLE 4 88,463
AT&T CORP COM 001957109 69,102.76 1,227,130 2 1,227,130
AT&T CORP COM 001957109 101,971.58 1,810,816 2 1,810,816
AT&T CORP CLL 001957109 233.63 10,500 CALL 2 10,500
AT&T CORP CLL 001957109 478.13 25,000 CALL 2 25,000
AT&T CORP LIBERTY MEDIA GRP COM 001957208 58,704.25 989,745 2 989,745
AT&T CORP LIBERTY MEDIA GRP COM 001957208 89,178.72 1,503,540 2 1,503,540
AT&T CORP LIBERTY MEDIA GRP COM 001957307 442.97 6,750 2 6,750
AT&T CORP LIBERTY MEDIA GRP CL A COM 001957208 850,351.60 14,336,906 SH SOLE 3 8,229,996 0 5,564,800
AT&T CORP LIBERTY MEDIA GRP CL A COM 001957208 10,076.00 169,885 SH OTH 3 92,690 0 54,900
ATLANTIC RICHFIELD CO(DELAWARE) COM 048825103 503.54 5,924 2 5,924
ATLANTIC RICHFIELD CO(DELAWARE) COM 048825103 10,412.16 122,496 2 122,496
ATLANTIC RICHFIELD CO(DELAWARE) COM 048825103 1,011.50 11,900 SH SHD 1 11,900 0 0
ATLANTIC RICHFIELD CO(DELAWARE) COM 048825103 41,378.80 486,810 SH SOLE 3 449,810 0 37,000
ATLANTIC RICHFIELD CO(DELAWARE) COM 048825103 9,715.50 114,300 SH OTH 3 19,300 0 0
ATLAS AIR INC COM 049164106 13,687.50 500,000 SH SOLE 3 500,000 0 0
ATLAS AIR INC COM 049164106 654.48 23,908 2 23,908
ATMEL CORP. COM 049513104 16,489.00 319,400 SH SOLE 3 293,400 0 26,000
ATMEL CORP. COM 049513104 5,461.90 105,800 SH OTH 3 0 0 105,800
ATMEL CORP. COM 049513104 4,868.24 94,300 2 94,300
ATMI INC COM 00207R101 296.10 6,200 SH SOLE 3 3,700 0 2,500
ATMI INC COM 00207R101 1,720.43 36,030 SH SOLE 4 36,030
ATMI INC COM 00207R101 2,708.38 56,720 2 56,720
ATMI INC COM 00207R101 13,974.66 292,663 2 292,663
ATWOOD OCEANICS INC COM 050095108 2,307.70 34,800 SH SOLE 3 29,500 0 5,300
AUDIOVOX CORP CLASS A COM 050757103 109.10 2,500 SH SOLE 3 2,500 0 0
AUSPEX SYSTEMS, INC. COM 052116100 277.20 25,200 SH SOLE 3 23,000 0 2,200
AUTOBYTEL.COM COM 05275N106 39.50 4,800 SH SOLE 3 3,500 0 1,300
AUTODESK INC COM 052769106 91.00 2,000 SH SOLE 3 2,000 0 0
AUTODESK INC COM 052769106 409.50 9,000 2 9,000
AUTODESK INC COM 052769106 2,102.10 46,200 2 46,200
AUTOLIV INC COM 052800109 51.00 1,700 SH SOLE 3 1,700 0 0
AUTOMATIC DATA PROCESSING INC COM 053015103 728.60 15,100 SH SHD 1 15,100 0 0
AUTOMATIC DATA PROCESSING INC COM 053015103 67,874.00 1,406,716 SH SOLE 3 1,385,616 0 16,000
AUTOMATIC DATA PROCESSING INC COM 053015103 9,809.20 203,300 SH OTH 3 7,700 0 0
AUTOMATIC DATA PROCESSING INC COM 053015103 49,825.85 1,032,660 SH SOLE 4 1,032,660
AUTOMATIC DATA PROCESSING INC COM 053015103 120,429.88 2,495,956 2 2,495,956
AUTOMATIC DATA PROCESSING INC COM 053015103 188,124.92 3,898,962 2 3,898,962
AUTONATION INC COM 05329W102 3,205.59 403,854 2 403,854
AUTONATION INC. COM 05329W102 848.90 106,952 SH SOLE 3 106,952 0 0
AUTOWEB.COM INC COM 053331104 28.80 4,000 SH SOLE 3 4,000 0 0
AUTOZONE, INC. COM 053332102 2,042.40 73,600 SH SOLE 3 73,600 0 0
AUTOZONE, INC. COM 053332102 604.95 21,800 2 21,800
AVALONBAY COMMUNITIES INC COM 053484101 351.53 9,598 2 9,598
AVALONBAY COMMUNITIES INC. COM 053484101 11,990.00 327,373 SH SOLE 3 293,550 0 33,023
AVANEX COM 05348W109 91.00 600 SH SOLE 3 600 0 0
AVANT CORP COM 053487104 375.00 30,000 SH SOLE 3 26,100 0 3,900
AVANT CORPORATION COM 053487104 456.55 36,524 2 36,524
AVENTIS SPONS ADR COM 053561106 621.27 11,505 2 11,505
AVERY DENNISON CORP COM 053611109 1,355.60 22,200 SH SHD 1 22,200 0 0
AVERY DENNISON CORP COM 053611109 13,378.80 219,100 SH SOLE 3 211,100 0 8,000
AVERY DENNISON CORP COM 053611109 1,715.90 28,100 SH OTH 3 1,400 0 0
AVERY DENNISON CORPORATION COM 053611109 243.27 3,984 2 3,984
AVERY DENNISON CORPORATION COM 053611109 1,033.48 16,925 2 16,925
AVIALL INC COM 05366B102 168.75 20,000 2 20,000
AVID TECHNOLOGY INC COM 05367P100 677.50 37,900 SH SOLE 3 35,000 0 2,900
AVIS GRP HOLDINGS INC. COM 053790101 7,118.70 403,900 SH SOLE 3 389,200 0 14,700
AVIS GRP HOLDINGS INC. COM 053790101 1,082.20 61,400 SH OTH 3 0 0 61,400
AVISTA CORP COM 05379B107 8.20 200 SH SOLE 3 200 0 0
AVNET INC. COM 053807103 8,036.90 127,570 SH SOLE 3 127,570 0 0
AVNET INC. COM 053807103 661.50 10,500 SH OTH 3 0 0 10,500
AVON PRODUCTS INC. COM 054303102 56,440.80 1,929,632 SH SOLE 3 1,381,662 0 540,760
AVON PRODUCTS INC. COM 054303102 1,792.10 61,267 SH OTH 3 29,580 0 20,900
AVON PRODUCTS INC. COM 054303102 4,747.42 162,305 2 162,305
AVT CORP COM 002420107 576.50 48,800 SH SOLE 3 44,400 0 4,400
AVX CORP NEW COM 002444107 22,721.00 299,700 SH SOLE 3 294,800 0 1,900
AVX CORP NEW COM 002444107 6,209.00 81,900 SH OTH 3 12,000 0 32,900
AXA FINANCIAL INC COM 002451102 1,262.80 35,200 SH SHD 1 35,200 0 0
AXA FINANCIAL INC COM 002451102 38,834.70 1,082,500 SH SOLE 3 1,058,600 0 23,900
AXA FINANCIAL INC COM 002451102 5,004.60 139,500 SH OTH 3 27,100 0 14,200
AXA FINANCIAL INC COM 002451102 215.25 6,000 2 6,000
AXA FINANCIAL INC COM 002451102 1,788.23 49,846 2 49,846
AXENT TECHNOLOGIES INC COM 05459C108 481.60 25,600 SH SOLE 3 23,000 0 2,600
AXYS PHARMACEUTICALS INC COM 054635107 665.17 86,526 2 86,526
AZTAR CORP COM 054802103 1,933.20 203,500 SH SOLE 3 193,600 0 9,900
AZTEC TECHNOLOGY PARTNERS INC COM 05480L101 1,159.75 145,537 2 145,537
B F GOODRICH CO COM 382388106 31.60 1,100 SH SOLE 3 700 0 400
B F GOODRICH CO COM 382388106 205.12 7,150 2 7,150
B2B INTERNET HOLDRERS TRUST COM 056033103 408.00 6,000 2 6,000
BAAN CO N.V. (USD) COM N08044104 925.00 160,000 SH SOLE 3 160,000 0 0
BAAN CO N.V. COM N08044104 60.70 10,500 2 10,500
BACKWEB TECHNOLOGIES LTD ORDS COM M15633106 863.50 25,120 2 25,120
BAKER (MICHAEL) CORP COM 057149106 6,341.70 1,222,500 SH SOLE 3 960,100 0 262,400
BAKER HUGHES INC COM 057224107 211.75 7,000 2 7,000
BALDOR ELECTRIC CO COM 057741100 4,286.23 237,300 2 237,300
BALDWIN & LYONS INC CL-B COM 057755209 96.90 5,000 SH SOLE 3 5,000 0 0
BALL CORP COM 058498106 2,972.40 86,000 SH SOLE 3 77,800 0 8,200
BALL CORP COM 058498106 1,375.60 39,800 SH OTH 3 0 0 39,800
BALLARD POWER SYSTEMS INC COM 05858H104 202.80 2,400 2 2,400
BALLARD POWER SYSTEMS INC COM 05858H104 249.28 2,950 2 2,950
BALLY TOTAL FITNESS HLDG CORP COM 05873K108 352.80 14,400 SH SOLE 3 14,400 0 0
BANCFIRST CORP COM 05945F103 5.30 200 SH SOLE 3 200 0 0
BANCFIRST CORP ZANESVILLE OH COM 059450106 38.70 1,800 SH SOLE 3 1,800 0 0
BANCO BILBAO VIZCAYA(GIBRALTAR) PRF 059456103 857.55 33,795 2 33,795
BANCO DE GALICIA ADR S.A. COM 059538207 1,274.68 62,947 2 62,947
BANCO GANADERO SA COM 059594507 2,119.20 264,900 SH OTH 3 0 0 0
BANCO GANADERO SA-ADR COM 059594408 579.30 49,300 SH SOLE 3 49,300 0 0
BANCO SANTANDER CHILE-SP ADR COM 05965F108 827.00 60,700 SH SOLE 3 60,700 0 0
BANCO SANTANDER CHILE-SP ADR COM 05965F108 6,149.00 451,300 SH OTH 3 0 0 0
BANCO SANTIAGO SA ADR COM 05965L105 1,198.80 60,700 SH SOLE 3 60,700 0 0
BANCO SANTIAGO SA ADR COM 05965L105 7,597.80 384,700 SH OTH 3 0 0 0
BANCORP SOUTH INC COM 059692103 173.60 10,600 SH SOLE 3 7,200 0 3,400
BANCWEST CORP COM 059790105 7,064.60 357,700 SH SOLE 3 341,100 0 13,800
BANDAG INC COM 059815100 3,252.20 141,400 SH SOLE 3 122,800 0 18,600
BANDAG INC COM 059815100 752.10 32,700 SH OTH 3 0 0 32,700
BANGOR HYDRO ELEC CO COM 060077104 1,578.90 91,200 SH SOLE 3 85,900 0 0
BANK NEW YORK INC COM 064057102 281.46 6,772 2 6,772
BANK NEW YORK INC COM 064057102 6,133.71 147,578 2 147,578
BANK NORTH GRP INC. COM 06646L100 429.00 16,000 SH SOLE 3 13,600 0 2,400
BANK OF AMERICA CORP COM 060505104 2,832.50 54,016 SH SHD 1 54,016 0 0
BANK OF AMERICA CORP COM 060505104 159,440.80 3,040,587 SH SOLE 3 2,958,784 0 78,524
BANK OF AMERICA CORP COM 060505104 30,125.90 574,511 SH OTH 3 56,975 0 0
BANK OF AMERICA CORP (NEW) COM 060505104 4,788.33 91,315 SH SOLE 4 91,315
BANK OF AMERICA CORP (NEW) COM 060505104 20,970.75 399,919 2 399,919
BANK OF AMERICA CORP (NEW) CLL 060505104 100.38 11,000 CALL 2 11,000
BANK OF AMERICA CORP (NEW) COM 060505104 54,390.43 1,037,243 2 1,037,243
BANK OF NEW YORK INC COM 064057102 62,490.10 1,503,520 SH SOLE 3 758,120 0 740,400
BANK OF NEW YORK INC COM 064057102 3,192.00 76,800 SH OTH 3 3,700 0 0
BANK ONE CORP COM 06423A103 27,327.00 792,132 SH SOLE 3 768,932 0 21,200
BANK ONE CORP COM 06423A103 2,268.30 65,968 SH OTH 3 5,100 0 0
BANK ONE CORP (NEW) COM 06423A103 1,250.63 36,250 SH SOLE 4 36,250
BANK ONE CORP (NEW) COM 06423A103 5,846.78 169,472 2 169,472
BANK ONE CORP (NEW) COM 06423A103 19,921.75 577,442 2 577,442
BANK PLUS CORPORATION COM 064446107 27.63 17,000 2 17,000
BANK UNITED CORP COM 065412108 104.20 3,300 SH SOLE 3 0 0 3,300
BANKATLANTIC BANCORP CL-B COM 065908105 81.90 13,800 SH SOLE 3 13,800 0 0
BANTA CORP COM 066821109 768.10 41,800 SH SOLE 3 33,500 0 8,300
BANYAN SYSTEMS INC COM 066908104 58.00 3,300 SH SOLE 3 700 0 2,600
BARD C R INC N J COM 067383109 236.00 6,100 SH SOLE 3 6,100 0 0
BARD C R INC N J COM 067383109 294.00 7,600 SH OTH 3 0 0 7,600
BARNES & NOBLE, INC COM 067774109 8,465.60 361,200 SH SOLE 3 351,700 0 9,500
BARNES & NOBLE, INC COM 067774109 2,394.20 103,300 SH OTH 3 4,600 0 37,200
BARNES GRP INC COM 067806109 176.90 12,200 SH SOLE 3 12,200 0 0
BARNESANDNOBLE.COM INC COM 067846105 323.70 34,300 SH SOLE 3 31,100 0 3,200
BARNESANDNOBLE.COM INC. COM 067846105 618.16 65,500 2 65,500
BARNESANDNOBLE.COM INC. COM 067846105 288.79 30,600 2 30,600
BARNESANDNOBLE.COM INC. CL A COM STK COM 067846105 280.29 29,700 SH SOLE 4 29,700
BARR LABS INC COM 068306109 1,037.40 24,700 SH SOLE 3 22,000 0 2,700
BARRA INC COM 068313105 758.80 22,400 SH SOLE 3 20,500 0 1,900
BARRETT RESOURCES CP (NEW) COM 068480201 1,490.60 50,000 SH SOLE 3 50,000 0 0
BARRETT RESOURCES CP (NEW) COM 068480201 745.31 25,000 2 25,000
BARRETT RESOURCES CP (NEW) COM 068480201 323.17 10,840 2 10,840
BARRICK GOLD CORP COM 067901108 213.30 13,600 SH SHD 1 13,600 0 0
BARRICK GOLD CORP COM 067901108 6,069.50 386,900 SH SOLE 3 325,600 0 61,300
BARRICK GOLD CORP COM 067901108 2,511.60 160,100 SH OTH 3 15,100 0 0
BARRISTER INFO SYSTEMS CP NEW COM 068659200 38.33 21,150 2 21,150
BATTLE MOUNTAIN GOLD CO CL-A COM 071593107 1.70 900 SH SOLE 3 900 0 0
BAUSCH & LOMB INC COM 071707103 146.10 2,800 SH SHD 1 2,800 0 0
BAUSCH & LOMB INC COM 071707103 18,834.50 360,900 SH SOLE 3 350,600 0 8,800
BAUSCH & LOMB INC COM 071707103 4,342.00 83,200 SH OTH 3 2,300 0 34,800
BAUSCH & LOMB INC COM 071707103 5,659.73 108,450 2 108,450
BAUSCH & LOMB INC COM 071707103 9,990.93 191,443 2 191,443
BAXTER INTL INC COM 071813109 369.90 5,900 SH SHD 1 5,900 0 0
BAXTER INTL INC COM 071813109 61,149.20 975,461 SH SOLE 3 932,861 0 35,900
BAXTER INTL INC COM 071813109 8,124.30 129,600 SH OTH 3 4,800 0 0
BAXTER INTL INC COM 071813109 339.95 5,423 2 5,423
BAXTER INTL INC COM 071813109 9,769.35 155,842 2 155,842
BAY VIEW CAPITAL CORP COM 07262L101 813.00 108,400 SH SOLE 3 100,500 0 7,900
BAYCORP HOLDINGS LTD COM 072728108 217.50 10,000 2 10,000
BAYOU STEEL CORPORATION CL A COM 073051104 97.58 32,526 2 32,526
BB&T CORP COM 054937107 8,753.60 311,931 SH SOLE 3 311,531 0 400
BB&T CORP COM 054937107 1,111.30 39,600 SH OTH 3 0 0 0
BB&T CORPORATION COM 054937107 280.63 10,000 2 10,000
BB&T CORPORATION COM 054937107 4,296.62 153,109 2 153,109
BBV BANCO BHIF SPONS ADR COM 073297103 707.50 42,400 SH SOLE 3 42,400 0 0
BBV BANCO BHIF SPONS ADR COM 073297103 3,921.60 235,000 SH OTH 3 0 0 0
BCE INC COM 05534B109 288.50 2,300 SH SHD 1 2,300 0 0
BCE INC COM 05534B109 58,115.40 463,302 SH SOLE 3 438,902 0 19,800
BCE INC COM 05534B109 6,623.10 52,800 SH OTH 3 7,400 0 0
BCE INC COM 05534B109 476.66 3,800 2 3,800
BCE INC COM 05534B109 220.77 1,760 2 1,760
BE FREE INC COM 073308108 132.00 6,000 SH SOLE 3 6,000 0 0
BEA SYSTEMS INC COM 073325102 17,140.40 233,600 SH SOLE 3 222,700 0 8,600
BEA SYSTEMS INC COM 073325102 6,262.12 85,344 2 85.344
BEA SYSTEMS INC COM 073325102 18,199.42 248,033 2 248,033
BEA SYSTEMS INC CNV SUB CNV 073325AB8 388.15 70,000 2 70,000
BEAR STEARNS COS. INC. COM 073902108 716.80 15,710 SH SHD 1 15,710 0 0
BEAR STEARNS COS. INC. COM 073902108 19,026.30 417,015 SH SOLE 3 384,465 0 32,550
BEAR STEARNS COS. INC. COM 073902108 22.80 500 SH OTH 3 0 0 0
BEASLEY BROADCAST GRP INC COM 074014101 138.75 15,000 2 15,000
BEASLEY BROADCAST GRP INC - A COM 074014101 1,295.90 140,100 SH SOLE 3 122,100 0 18,000
BECKMAN COULTER INC. COM 075811109 1,405.70 21,900 SH OTH 3 0 0 21,900
BECTON DICKINSON & CO COM 075887109 7,135.90 271,200 SH SOLE 3 241,500 0 26,600
BECTON DICKINSON & CO COM 075887109 1,731.40 65,800 SH OTH 3 0 0 0
BED BATH & BEYOND INC COM 075896100 1,724.63 43,800 2 43,800
BELCO OIL & GAS CORP. PRF 077410207 972.66 62,000 2 62,000
BELDEN INC. COM 077459105 8,310.50 302,200 SH SOLE 3 287,500 0 7,900
BELL ATLANTIC CORP COM 077853109 2,151.60 35,200 SH SHD 1 35,200 0 0
BELL ATLANTIC CORP COM 077853109 110,894.20 1,814,220 SH SOLE 3 1,696,320 0 112,900
BELL ATLANTIC CORP COM 077853109 34,694.60 567,600 SH OTH 3 57,000 0 0
BELL ATLANTIC CORP COM 077853109 871.28 14,254 2 14,254
BELL ATLANTIC CORP COM 077853109 2,611.02 42,716 2 42,716
BELL MICROPRODUCTS INC COM 078137106 172.50 10,000 2 10,000
BELLSOUTH CORP COM 079860102 2,306.20 49,200 SH SHD 1 49,200 0 0
BELLSOUTH CORP COM 079860102 113,352.60 2,418,183 SH SOLE 3 2,298,083 0 114,700
BELLSOUTH CORP COM 079860102 28,179.30 601,100 SH OTH 3 57,100 0 0
BELLSOUTH CORP COM 079860102 720.75 15,376 2 15,376
BELLSOUTH CORP COM 079860102 4,654.45 99,295 2 99,295
BEMIS CO COM 081437105 988.20 26,800 SH SOLE 3 26,800 0 0
BENIHANA INC CL-A (NEW) COM 082047200 10,223.90 834,600 SH SOLE 3 681,900 0 152,700
BENTON OIL & GAS CO COM 083288100 31.63 11,000 2 11,000
BERGEN BRUNSWIG CORP CL-A COM 083739102 4,250.50 629,700 SH SOLE 3 622,600 0 0
BERGSTROM CAPITAL CORP COM 084093103 215.40 800 2 800
BERINGER WINE ESTATES COM 084102102 437.68 12,200 2 12,200
BERINGER WINE ESTATES-B COM 084102102 3,662.00 102,077 SH SOLE 3 99,377 0 2,700
BERKSHIRE HATHAWAY A COM 084670108 3,889.60 68 SH SOLE 3 68 0 0
BERKSHIRE HATHAWAY INC CL-A COM 084670108 2,745.60 48 2 48
BERKSHIRE HATHAWAY INC CL-A COM 084670108 13,384.80 234 2 234
BERKSHIRE HATHAWAY INC. COM 084670207 182.00 100 SH SOLE 3 100 0 0
BERKSHIRE HATHAWAY INC. COM 084670207 1,133.86 623 2 623
BERKSHIRE HATHAWAY INC. COM 084670207 2,234.96 1,228 2 1,228
BERRY PETROLEUM CO CL-A COM 085789105 17,620.60 1,025,200 SH SOLE 3 777,300 0 247,900
BERRY PETROLEUM CO CL-A COM 085789105 171.88 10,000 2 10,000
BEST BUY CO INC COM 086516101 9,706.65 112,868 2 112,868
BEST BUY CO. INC. COM 086516101 10,750.00 125,000 SH SOLE 3 122,100 0 1,600
BEST BUY CO. INC. COM 086516101 3,096.00 36,000 SH OTH 3 0 0 0
BESTFOODS COM 08658U101 617.93 13,200 2 13,200
BESTFOODS COM 08658U101 2,991.32 63,900 2 63,900
BESTFOODS INC. COM 08658U101 1,025.20 21,900 SH SHD 1 21,900 0 0
BESTFOODS INC. COM 08658U101 43,222.00 923,300 SH SOLE 3 900,200 0 18,600
BESTFOODS INC. COM 08658U101 7,120.20 152,100 SH OTH 3 10,800 0 0
BETHLEHEM STEEL CORP COM 087509105 96.00 16,000 2 16,000
BEVERLY ENTERPRISES INC COM 087851309 8,834.10 2,395,700 SH SOLE 3 2,304,000 0 50,100
BEVERLY ENTERPRISES INC COM 087851309 1,524.40 413,400 SH OTH 3 0 0 221,900
BEYOND.COM CORP COM 08860E101 75.30 17,600 SH SOLE 3 15,300 0 2,300
BEYOND.COM CORPORATION COM 08860E101 120.73 28,200 2 28,200
BHC COMMUNICATIONS INC CL-A COM 055448104 1,684.80 10,800 SH SOLE 3 10,800 0 0
BIDCOM INTERNATIONAL INC COM 088788104 59.38 10,000 2 10,000
BIGSTAR ENTERTAINMENT INC COM 089896104 110.38 26,758 2 26,758
BILLING CONCEPTS CORP COM 090063108 1,596.09 227,000 2 227,000
BINDLEY WESTN INDS INC COM 090324104 3,317.60 244,615 SH SOLE 3 235,351 0 9,264
BINDLEY WESTN INDS INC COM 090324104 546.60 40,300 SH OTH 3 0 0 40,300
BINDLEY WESTN INDS INC COM 090324104 153.09 11,288 2 11288
BINDVIEW DEVELOPMENT CORP COM 090327107 587.10 18,900 SH SOLE 3 15,100 0 3,800
BINDVIEW DEVELOPMENT CORP COM 090327107 465.94 15,000 2 15,000
BINGHAM FINL SVCS CORP COM 090433103 337.13 46,500 2 46,500
BIO TECHNOLOGY GEN CORP COM 090578105 1,136.20 73,300 SH SOLE 3 65,100 0 8,200
BIOCHEM PHARMA INC COM 09058T108 338.50 15,300 SH SOLE 3 15,300 0 0
BIOCRYST PHARMACEUTICALS INC COM 09058V103 341.41 12,500 2 12,500
BIOGEN INC COM 090597105 999.20 14,300 SH SHD 1 14,300 0 0
BIOGEN INC COM 090597105 80,845.40 1,157,000 SH SOLE 3 1,113,300 0 36,900
BIOGEN INC COM 090597105 5,995.30 85,800 SH OTH 3 21,800 0 13,100
BIOGEN INC COM 090597105 995.72 14,250 SH SOLE 4 14,250
BIOGEN INC COM 090597105 908.38 13,000 2 13,000
BIOGEN INC COM 090597105 1,622.01 23,213 2 23,213
BIOMATRIX INC COM 09060P102 2.40 100 SH SOLE 3 100 0 0
BIOMET INC COM 090613100 6,107.40 167,900 SH SOLE 3 156,700 0 11,200
BIOMET INC COM 090613100 229.20 6,300 SH OTH 3 4,000 0 0
BIOPURE CORP COM 09065H105 266.50 8,000 2 8,000
BIOTECH HOLDERS TR COM 09067D201 1,678.05 9,900 2 9,900
BIOTECH HOLDERS TR COM 09067D201 5,932.50 35,000 2 35,000
BISYS GRP INC COM 055472104 6,769.70 101,800 2 101,800
BISYS GRP INC COM 055472104 4,027.60 60,566 SH SOLE 3 60,566 0 0
BJ SERVICES CO. COM 055482103 443.25 6,000 2 6,000
BJ SERVICES CO. COM 055482103 2,455.90 33,244 2 33,244
BJ SVCS CO. COM 055482103 524.50 7,100 SH SHD 1 7,100 0 0
BJ SVCS CO. COM 055482103 26,270.00 355,600 SH SOLE 3 332,700 0 21,400
BJ SVCS CO. COM 055482103 8,170.60 110,600 SH OTH 3 10,200 0 63,400
BJ'S WHOLESALE CLUB INC COM 05548J106 3,618.80 94,300 SH SOLE 3 87,700 0 6,600
BJ'S WHOLESALE CLUB INC COM 05548J106 1,880.10 48,800 SH OTH 3 1,500 0 17,800
BLACK & DECKER CORP COM 091797100 761.58 20,275 2 20,275
BLACK BOX CORP (DE) COM 091826107 1,862.40 26,900 SH SOLE 3 24,700 0 2,200
BLACK HILLS CORP COM 092113109 856.00 38,800 SH SOLE 3 12,100 0 26,700
BLACKROCK INC COM 09247X101 6,133.70 302,900 SH SOLE 3 295,600 0 0
BLOCK DRUG CO INC CL A COM 093644102 338.30 12,274 SH SOLE 3 8,463 0 3,811
BLOUNT INTERNATIONAL INC COM 095180105 703.00 54,600 SH SOLE 3 50,000 0 4,600
BLUE WAVE SYSTEMS INC COM 096081104 160.00 10,000 2 10,000
BLUEFLY INC COM 096227103 218.75 25,000 2 25,000
BLUEGREEN CORPORATION COM 096231105 45.94 15,000 2 15,000
BLYTH INDUSTRIES INC COM 09643P108 1,394.30 51,050 SH SOLE 3 46,650 0 4,400
BLYTH INDUSTRIES INC COM 09643P108 333.20 12,200 SH OTH 3 0 0 12,200
BMC INDS INC (MINN) COM 055607105 757.60 133,200 SH SOLE 3 117,800 0 15,400
BMC SOFTWARE INC COM 055921100 3,954.90 80,100 SH SOLE 3 80,100 0 0
BMC SOFTWARE INC COM 055921100 9,677.20 195,994 2 195,994
BMC SOFTWARE INC COM 055921100 5,264.02 106,613 2 106,613
BOCA RESORTS INC - CL A COM 09688T106 473.67 55,319 2 55,319
BOEING CO COM 097023105 1,561.70 41,300 SH SHD 1 41,300 0 0
BOEING CO COM 097023105 107,769.00 2,850,089 SH SOLE 3 2,691,189 0 149,000
BOEING CO COM 097023105 23,689.50 626,500 SH OTH 3 74,800 0 101,400
BOEING CO COM 097023105 1,636.53 43,280 2 43,280
BOEING CO COM 097023105 2,072.58 54,812 2 54,812
BOISE CASCADE CORP. COM 097383103 469.10 13,500 SH SOLE 3 5,000 0 8,500
BOISE CASCADE CORP. COM 097383103 660.20 19,000 SH OTH 3 0 0 19,000
BOISE CASCADE OFFICE PRODUCTS COM 097403109 22.90 1,400 SH SOLE 3 1,400 0 0
BOK FINANCIAL CORP (NEW) COM 05561Q201 1.90 100 SH SOLE 3 100 0 0
BOMBAY CO INC COM 097924104 59.00 17,800 SH SOLE 3 0 0 17,800
BOMBAY CO INC COM 097924104 397.50 120,000 2 120,000
BOOKS A MILLION INC COM 098570104 28.20 4,700 SH SOLE 3 4,700 0 0
BORDEN CHEMICALS & PLASTICS COM 099541203 88.75 20,000 2 20,000
BORDERS GRP INC COM 099709107 175.83 10,230 2 10,230
BORDERS GRP INC COM 099709107 1,263.30 73,500 SH SOLE 3 69,800 0 3,700
BORG-WARNER AUTOMOTIVE INC COM 099724106 858.40 21,800 SH SOLE 3 19,400 0 2,400
BORG-WARNER AUTOMOTIVE INC COM 099724106 540.66 13,731 2 13,731
BOSTON PROPERTIES INC COM 101121101 5,274.50 165,800 SH SOLE 3 138,200 0 27,600
BOSTON PROPERTIES INC COM 101121101 3,704.72 116,455 2 116,455
BOSTON PROPERTIES INC COM 101121101 9,412.68 295,880 2 295,880
BOSTON SCIENTIFIC CORP. COM 101137107 1,268.60 59,526 SH SOLE 3 59,526 0 0
BOSTON SCIENTIFIC CORP. COM 101137107 3,324.20 155,974 2 155,974
BOSTON SCIENTIFIC CORP. COM 101137107 5,188.19 243,434 2 243,434
BOSTON SCIENTIFIC CORP. CLL 101137107 78.75 40,000 CALL 2 40,000
BOTTOMLINE TECHNOLOGIES INC COM 101388106 790.70 21,700 SH SOLE 3 19,600 0 2,100
BOWATER INC COM 102183100 9,954.40 186,500 SH SOLE 3 172,300 0 12,700
BOWNE & CO INC (P V $.01) COM 103043105 321.88 25,000 2 25,000
BOYD GAMING CORP COM 103304101 284.40 57,600 SH SOLE 3 51,300 0 6,300
BP AMOCO PLC COM 055622104 61,943.80 1,163,264 SH SOLE 3 81,920 0 1,081,344
BP AMOCO PLC SPONS ADR COM 055622104 41,764.19 784,304 2 784,304
BP AMOCO PLC SPONS ADR COM 055622104 49,048.26 921,094 2 921,094
BP PRUDHOE BAY ROYALTY TR COM 055630107 105.00 10,000 2 10,000
BP PRUDHOE BAY ROYALTY TR COM 055630107 325.50 31,000 2 31,000
BRANDYWINE REALTY TRUST COM 105368203 3,957.60 231,100 SH SOLE 3 191,400 0 39,700
BRASIL DISTR PAO ACU - SP ADR COM 20440T201 3,423.10 95,750 SH SOLE 3 95,750 0 0
BRASIL DISTR PAO ACU - SP ADR COM 20440T201 16,623.80 465,000 SH OTH 3 0 0 0
BRE PROPERTIES INC COM 05564E106 895.70 34,700 SH SOLE 3 23,500 0 11,200
BREAKAWAY SOLUTIONS INC COM 106372105 345.80 7,600 2 7,600
BRIDGESTREET ACCOMODATIONS INC COM 108452103 251.50 95,811 2 95,811
BRIGGS & STRATTON CORP. COM 109043109 3,331.10 81,000 SH SOLE 3 73,300 0 7,700
BRIGGS & STRATTON CORP. COM 109043109 4,211.20 102,400 SH OTH 3 1,000 0 63,000
BRIGHTPOINT INC COM 109473108 2,419.40 197,500 SH SOLE 3 193,500 0 0
BRINKER INTERNATIONAL INC COM 109641100 12,584.50 423,900 SH SOLE 3 399,000 0 24,900
BRINKER INTERNATIONAL INC COM 109641100 5,432.80 183,000 SH OTH 3 6,100 0 125,100
BRIO TECHNOLOGY INC COM 109704106 68.00 1,800 SH SOLE 3 0 0 1,800
BRISTOL MYERS SQUIBB CO COM 110122108 17,624.58 303,872 2 303,872
BRISTOL MYERS SQUIBB CO COM 110122108 36,448.48 628,422 2 628,422
BRISTOL MYERS SQUIBB CO. COM 110122108 3,480.00 60,000 SH SHD 1 60,000 0 0
BRISTOL MYERS SQUIBB CO. COM 110122108 528,896.70 9,119,982 SH SOLE 3 7,953,882 0 1,138,070
BRISTOL MYERS SQUIBB CO. COM 110122108 41,453.40 717,461 SH OTH 3 102,480 0 33,400
BRITISH TELECOM FNL INSTMT ADR COM 111021408 1,156.97 6,150 2 6,150
BRITISH TELECOM FNL INSTMT ADR COM 111021408 1,330.04 7,070 2 7,070
BROADBASE SOFTWARE INC COM 11130R100 3,104.27 38,925 2 38,925
BROADCOM CORP CL A COM 111320107 53,165.30 218,900 SH SOLE 3 216,300 0 1,200
BROADCOM CORP CL-A COM 111320107 1,324.15 5,452 2 5,452
BROADCOM CORP CL-A COM 111320107 2,519.59 10,374 2 10,374
BROADVISION INC COM 111412102 45,602.90 1,016,220 SH SOLE 3 810,820 0 15,000
BROADVISION INC COM 111412102 531.10 11,835 2 11,835
BROADVISION INC COM 111412102 6,631.40 147,775 2 147,775
BROADWING INC COM 111620100 16,051.10 431,626 SH SOLE 3 426,226 0 5,400
BROADWING INC COM 111620100 2,082.50 56,000 SH OTH 3 0 0 56,000
BROADWING INC COM 111620100 3,011.59 80,984 2 80,984
BROCADE COMMUNICATIONS COM 111621108 18,056.80 100,700 SH SOLE 3 100,600 0 0
BROCADE COMMUNICATIONS COM 111621108 2,832.24 15,795 2 15,795
BROCADE COMMUNICATIONS CLL 111621108 204.38 5,000 CALL 2 5,000
BROOKDALE LIVING COMMUNITIES COM 112462106 11,832.50 1,069,600 SH SOLE 3 845,600 0 224,000
BROOKLINE BANCORP INC COM 113739106 464.60 48,900 SH SOLE 3 48,900 0 0
BROOKLINE BANCORP INC COM 113739106 95.00 10,000 2 10,000
BROOKS AUTOMATION INC COM 11434A100 43.80 700 SH SOLE 3 0 0 700
BROOKSTONE INC COM 114537103 3,479.00 198,800 SH SOLE 3 192,300 0 0
BROOKSTONE INC COM 114537103 1,064.42 60,824 2 60,824
BROOKTROUT TECHNOLOGY INC COM 114580103 232.00 8,000 SH SOLE 3 8,000 0 0
BROWN & BROWN INC COM 115236101 1,005.90 26,000 SH SOLE 3 25,100 0 0
BROWN FORMAN CORP CL A COM 115637100 1,035.00 20,000 SH SOLE 3 20,000 0 0
BROWN FORMAN CORP CL B COM 115637209 370.20 6,800 SH SOLE 3 300 0 6,500
BROWN SHOE CO COM 115736100 1,015.20 84,600 SH SOLE 3 77,700 0 6,900
BROWN TOM INC COM 115660201 1,249.50 68,000 SH SOLE 3 58,800 0 9,200
BRUNSWICK CORP. COM 117043109 392.00 20,700 SH SHD 1 20,700 0 0
BRUNSWICK CORP. COM 117043109 7,016.30 370,500 SH SOLE 3 358,800 0 11,700
BRUNSWICK CORP. COM 117043109 4,471.10 236,100 SH OTH 3 8,400 0 87,200
BSB BANCORP INC COM 055652101 37.60 1,800 SH SOLE 3 0 0 1,800
BUCKEYE PARTNERS LP UNITS COM 118230101 10,230.95 393,498 2 393,498
BUCKEYE PARTNERS LP UNITS COM 118230101 8,989.53 345,751 2 345,751
BUCKEYE TECHNOLOGIES INC COM 118255108 143.20 7,900 SH SOLE 3 400 0 7,500
BUCKEYE TECHNOLOGIES INC COM 118255108 16,397.47 904,688 2 904,688
BUCKEYE TECHNOLOGIES INC COM 118255108 685.13 37,800 2 37,800
BUDGET GRP INC COM 119003101 49.38 10,000 2 10,000
BUFFETS INC COM 119882108 1,461.30 161,800 SH SOLE 3 133,800 0 28,000
BUFFETS INC COM 119882108 1,193.00 132,100 SH OTH 3 0 0 132,100
BURLINGTON COAT FACTOR WHSE CP COM 121579106 9,006.10 523,992 SH SOLE 3 523,992 0 0
BURLINGTON INDUSTRIES INC COM 121693105 6,426.00 1,468,800 SH SOLE 3 1,429,900 0 0
BURLINGTON INDUSTRIES INC COM 121693105 285.70 65,300 SH OTH 3 0 0 65,300
BURLINGTON NORTHERN SANTA FE COM 12189T104 222.90 9,800 SH SHD 1 9,800 0 0
BURLINGTON NORTHERN SANTA FE COM 12189T104 34,543.60 1,518,400 SH SOLE 3 1,384,000 0 127,400
BURLINGTON NORTHERN SANTA FE COM 12189T104 8,745.10 384,400 SH OTH 3 36,800 0 15,200
BURLINGTON NORTHERN SANTA FE COM 12189T104 311.42 13,689 2 13,689
BURLINGTON NORTHERN SANTA FE COM 12189T104 215.42 9,469 2 9,469
BURLINGTON RESOURCES INC COM 122014103 3,855.40 104,200 SH SOLE 3 103,900 0 300
BURLINGTON RESOURCES INC COM 122014103 1,235.80 33,400 SH OTH 3 0 0 0
BURLINGTON RESOURCES INC COM 122014103 394.35 10,658 2 10,658
BURNHAM PAC PPTYS INC COM 12232C108 432.20 61,200 SH SOLE 3 61,200 0 0
BURNHAM PAC PPTYS INC COM 12232C108 353.13 50,000 2 50,000
BURNS INTERNATIONAL SERVICES COM 122374101 157.50 15,000 2 15,000
BURNS INTL SVCS CORP COM 122374101 9,941.40 946,800 SH SOLE 3 727,000 0 219,800
BURR BROWN CORP COM 122574106 2,977.00 54,750 SH SOLE 3 50,550 0 4,200
BURR BROWN CORP COM 122574106 483.90 8,900 SH OTH 3 0 0 8,900
BUSH INDS INC CL-A COM 123164105 36.10 2,600 SH SOLE 3 0 0 2,600
BUTLER MANUFACTURING CO COM 123655102 1,168.10 47,800 SH SOLE 3 41,800 0 6,000
BWAY CORP COM 056039100 236.38 31,000 2 31,000
BYL BANCORP COM 056064108 249.00 24,000 2 24,000
C AND D TECHNOLOGIES COM 124661109 761.10 12,900 SH SOLE 3 9,800 0 3,100
C COR ELECTRONICS COM 125010108 2,322.60 47,400 SH SOLE 3 42,700 0 4,700
C D I CORP COM 125071100 503.94 26,523 2 26,523
C F W COMMUNICATIONS CO COM 124923103 15,958.70 405,300 SH SOLE 3 290,200 0 115,100
C. E. SMITH RESIDENTIAL REALTY COM 832197107 765.85 21,200 2 21,200
C. E. SMITH RESIDENTIAL REALTY COM 832197107 456.98 12,650 2 12,650
C.H. ROBINSON WORLDWIDE INC. COM 12541W100 812.00 21,800 SH SOLE 3 18,500 0 3,300
C.I.T. GRP INC COM 125577106 7,226.70 370,600 SH SOLE 3 370,600 0 0
C.I.T. GRP INC COM 125577106 1,117.30 57,300 SH OTH 3 3,000 0 0
C3 INC COM 22942P109 131.25 20,000 2 20,000
CABLE & WIRELESS COMMS ADR COM 12682P104 17,774.52 209,112 2 209,112
CABLE & WIRELESS HKT LTD ADR COM 126828102 283.64 11,015 2 11,015
CABLE DESIGN TECHNOLOGIES COM 126924109 2,175.40 64,100 SH SOLE 3 61,100 0 3,000
CABLETRON SYSTEMS, INC. COM 126920107 411.20 14,000 SH SHD 1 14,000 0 0
CABLETRON SYSTEMS, INC. COM 126920107 29,624.40 1,008,490 SH SOLE 3 992,690 0 12,100
CABLETRON SYSTEMS, INC. COM 126920107 4,705.00 160,153 SH OTH 3 22,353 0 46,000
CABLETRON SYSTEMS, INC. COM 126920107 1,652.02 56,239 2 56,239
CABLEVISION SYS CORP CL-A COM 12686C109 183,333.20 3,017,830 SH SOLE 3 1,675,930 0 1,031,200
CABLEVISION SYS CORP CL-A COM 12686C109 455.60 7,500 SH OTH 3 2,700 0 4,800
CABLEVISION SYS CORP CL-A COM 12686C109 9,944.78 163,700 2 163,700
CABLEVISION SYS CORP CL-A COM 12686C109 25,077.90 412,805 2 412,805
CABOT CORP. COM 127055101 3,162.80 103,700 SH SOLE 3 103,700 0 0
CABOT OIL & GAS CORP COM 127097103 888.70 49,200 SH SOLE 3 45,700 0 3,500
CABOT OIL & GAS CORPORATION COM 127097103 334.16 18,500 2 18,500
CACHEFLOW INC COM 126946102 18,712.30 157,910 SH SOLE 3 107,310 0 0
CACI INTL INC CL-A COM 127190304 829.30 27,700 SH SOLE 3 26,300 0 1,400
CADENCE DESIGN SYSTEM COM 127387108 3,830.20 185,705 SH SOLE 3 174,405 0 11,300
CADENCE DESIGN SYSTEM COM 127387108 495.00 24,000 SH OTH 3 0 0 24,000
CADENCE DESIGN SYSTEMS INC COM 127387108 207.49 10,060 2 10,060
CADENCE DESIGN SYSTEMS INC COM 127387108 4,965.14 240,734 2 240,734
CAIS INTERNET COM 12476Q102 89.50 3,700 SH SOLE 3 3,300 0 400
CAL DIVE INTERNATIONAL INC COM 127914109 710.50 14,000 SH SOLE 3 13,900 0 0
CALGON CARBON CORP COM 129603106 38.10 5,800 SH SOLE 3 0 0 5,800
CALICO COMMERCE INC. COM 129897104 1,456.36 44,469 2 44,469
CALIFORNIA FEDERAL BK-GOODWILL COM 130209604 48.75 30,000 2 30,000
CALIFORNIA WATER SVS GRP COM 130788102 577.20 25,300 SH SOLE 3 23,400 0 1,900
CALLAWAY GOLF COM 131193104 1,531.40 98,800 SH SOLE 3 91,300 0 7,500
CALLAWAY GOLF COM 131193104 399.90 25,800 SH OTH 3 0 0 25,800
CALLAWAY GOLF COM 131193104 155.00 10,000 2 10,000
CALLAWAY GOLF COM 131193104 156.55 10,100 2 10,100
CALPINE CORP COM 131347106 488.80 5,200 SH SHD 1 5,200 0 0
CALPINE CORP COM 131347106 49,716.60 528,900 SH SOLE 3 501,700 0 24,800
CALPINE CORP COM 131347106 10,763.00 114,500 SH OTH 3 6,600 0 76,200
CALPINE CORPORATION COM 131347106 2,400.76 25,540 2 25,540
CALPINE CORPORATION COM 131347106 11,037.95 117,425 2 117,425
CAMBREX CORP COM 132011107 3,658.30 84,100 SH SOLE 3 80,300 0 3,800
CAMBREX CORP COM 132011107 365.40 8,400 SH OTH 3 0 0 8,400
CAMBRIDGE HEART, INC. COM 131910101 926.20 190,000 SH SOLE 3 190,000 0 0
CAMBRIDGE HEART, INC. COM 131910101 6,442.34 1,321,505 2 1,321,505
CAMBRIDGE HEART, INC. COM 131910101 1,521.49 312,100 2 312,100
CAMBRIDGE TECHNOLOGY PARTNERS COM 132524109 74.60 5,500 SH SOLE 3 0 0 5,500
CAMINUS CORP COM 133766105 792.00 39,600 SH SOLE 3 39,600 0 0
CAMINUS CORP COM 133766105 328.00 16,400 SH OTH 3 0 0 16,400
CAMPBELL SOUP CO COM 134429109 46,743.10 1,520,100 SH SOLE 3 1,520,100 0 0
CAMPBELL SOUP CO COM 134429109 1,565.18 50,900 2 50,900
CANADIAN NATIONAL RAILWAY COM 136375102 189.50 7,100 SH SHD 1 7,100 0 0
CANADIAN NATIONAL RAILWAY COM 136375102 10,554.90 395,500 SH SOLE 3 384,900 0 10,600
CANADIAN NATIONAL RAILWAY COM 136375102 2,132.30 79,900 SH OTH 3 8,500 0 63,700
CANADIAN NATIONAL RAILWAY CO. COM 136375102 384.73 14,416 2 14,416
CANADIAN NATIONAL RAILWAY CO. COM 136375102 946.34 35,460 2 35,460
CANADIAN PACIFIC LIMITED (NEW) COM 135923100 2,743.20 122,600 SH SOLE 3 122,600 0 0
CANANDAIGUA BRANDS INC. CL A COM 137219200 938.40 18,400 SH SOLE 3 17,700 0 700
CAPITAL ENVIRO RESOURCE INC COM 14008M104 4,614.80 1,153,700 SH SOLE 3 938,300 0 215,400
CAPITAL ONE FINANCIAL CORP COM 14040H105 6,222.30 129,800 SH SOLE 3 129,800 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 1,375.80 28,700 SH OTH 3 0 0 0
CAPITAL ONE FINANCIAL CORP COM 14040H105 2,852.28 59,500 2 59,500
CAPITAL ONE FINANCIAL CORP COM 14040H105 469.79 9,800 2 9,800
CAPITOL FEDERAL FINANCIAL COM 14057C106 1,664.80 176,400 SH SOLE 3 170,700 0 5,700
CAPROCK COMMUNICATIONS CORP. COM 140667106 6,316.10 128,900 SH SOLE 3 126,200 0 2,700
CARAUSTAR INDUSTRIES, INC. COM 140909102 33.90 2,400 SH SOLE 3 0 0 2,400
CARAUSTAR INDUSTRIES, INC. COM 140909102 437.88 31,000 2 31,000
CARDIMA INC COM 14147M106 2,830.13 1,132,050 2 1,132,050
CARDINAL HEALTH INC COM 14149Y108 530.10 11,556 SH SHD 1 11,556 0 0
CARDINAL HEALTH INC COM 14149Y108 29,845.40 650,581 SH SOLE 3 629,002 0 17,779
CARDINAL HEALTH INC COM 14149Y108 4,838.30 105,467 SH OTH 3 1,567 0 0
CARDINAL HEALTH INC COM 14149Y108 710.05 15,478 2 15,478
CARDINAL HEALTH INC COM 14149Y108 21,049.70 458,849 2 458,849
CAREDATA.COM INC COM 14166W100 7,126.30 934,600 SH SOLE 3 769,600 0 165,000
CAREDATA.COM INC COM 14166W100 251.63 33,000 2 33,000
CAREER EDUCATION CORP COM 141665109 8,935.50 255,300 SH SOLE 3 247,600 0 2,400
CAREINSITE INC COM 14170M106 430.10 18,400 SH SOLE 3 18,400 0 0
CAREMARK RX INC COM 141705103 420.86 100,503 2 100,503
CAREMARK RX, INC COM 141705103 1,856.80 443,420 SH SOLE 3 420,020 0 23,400
CAREY DIVERSIFIED LLC COM 14174P105 218.64 13,151 2 13,151
CARLISLE COS INC COM 142339100 160.00 4,000 SH SOLE 3 0 0 4,000
CARLISLE COS INC COM 142339100 772.00 19,300 SH OTH 3 0 0 19,300
CARMIKE CINEMAS CLASS A COM 143436103 193.00 35,500 SH SOLE 3 35,500 0 0
CARMIKE CINEMAS CLASS A COM 143436103 2,272.88 418,000 2 418,000
CARNIVAL CORP COM 143658102 10,147.10 408,951 2 408,951
CARNIVAL CORP COM 143658102 23,713.98 955,727 2 955,727
CARNIVAL CORP CL A COM 143658102 756.80 30,500 SH SHD 1 30,500 0 0
CARNIVAL CORP CL A COM 143658102 59,927.30 2,415,208 SH SOLE 3 2,322,808 0 85,300
CARNIVAL CORP CL A COM 143658102 4,895.50 197,300 SH OTH 3 15,600 0 0
CAROLINA FIRST CORP COM 143877108 186.40 14,200 SH SOLE 3 14,200 0 0
CAROLINA POWER & LT.CO. COM 144141108 3.20 100 SH SOLE 3 100 0 0
CARPENTER TECHNOLOGY INC COM 144285103 605.60 29,100 SH SOLE 3 24,100 0 5,000
CARRAMERICA REALTY CORPORATION COM 144418100 956.25 45,000 2 45,000
CARRIAGE SVCS, INC. COM 143905107 5,932.10 1,460,200 SH SOLE 3 1,170,100 0 290,100
CARRIER ACCESS CORP COM 144460102 1,331.20 25,000 SH SOLE 3 25,000 0 0
CARRIER ACCESS CORPORATION COM 144460102 53,908.17 1,012,360 2 1,012,360
CASCADE NATURAL GAS CORP COM 147339105 1,293.20 80,200 SH SOLE 3 72,200 0 8,000
CASELLA WASTE SYSTEMS INC COM 147448104 3,174.77 423,302 2 423,302
CASELLA WASTE SYSTEMS INC-A COM 147448104 8,418.80 1,122,500 SH SOLE 3 887,600 0 234,900
CASTLE & COOKE INC COM 148433105 131.10 7,800 SH SOLE 3 3,600 0 4,200
CATALINA MARKETING CORP COM 148867104 868.10 8,574 SH SOLE 3 6,574 0 2,000
CATALINA MARKETING CORP COM 148867104 698.60 6,900 SH OTH 3 0 0 6,900
CATALINA MARKETING CORP COM 148867104 377.36 3,727 2 3,727
CATALYTICA INC COM 148885106 439.80 30,200 SH SOLE 3 25,000 0 5,200
CATELLUS DEVELOPMENT CORP COM 149111106 8,191.80 590,400 SH SOLE 3 519,300 0 67,400
CATELLUS DEVELOPMENT CORP COM 149111106 319.13 23,000 2 23,000
CATERPILLAR INC (DELAWARE) COM 149123101 3,801.80 96,400 SH SOLE 3 78,000 0 16,400
CATERPILLAR INC (DELAWARE) COM 149123101 1,064.81 27,000 2 27,000
CATERPILLAR INC (DELAWARE) COM 149123101 4,067.98 103,150 2 103,150
CATHAY BANCORP INC COM 149150104 27.60 600 SH SOLE 3 600 0 0
CBL & ASSOC PROPERTIES, INC. COM 124830100 2,807.09 137,350 2 137,350
CBL & ASSOC PROPERTIES, INC. COM 124830100 493.57 24,150 2 24,150
CBRL GRP INC COM 12489V106 110.00 11,000 2 11,000
CBRL GRP INC COM 12489V106 8,407.00 840,700 SH SOLE 3 825,000 0 3,300
CBS CORPORATION COM 12490K107 13,306.59 234,995 SH SOLE 4 234,995
CBS CORPORATION COM 12490K107 235,660.23 4,161,770 2 4,161,770
CBS CORPORATION COM 12490K107 335,045.54 5,916,919 2 5,916,919
CBS INC. COM 12490K107 390.70 6,900 SH SHD 1 6,900 0 0
CBS INC. COM 12490K107 449,294.70 7,934,564 SH SOLE 3 4,880,804 0 2,493,010
CBS INC. COM 12490K107 16,438.50 290,305 SH OTH 3 54,160 0 27,100
CCB FINANCIAL CP COM 124875105 597.40 13,500 SH SOLE 3 7,600 0 5,900
CCB FINANCIAL CP COM 124875105 623.90 14,100 SH OTH 3 0 0 14,100
C-CUBE MICROSYSTEMS INC COM 125015107 138.30 1,900 SH SHD 1 1,900 0 0
C-CUBE MICROSYSTEMS INC COM 125015107 5,045.90 69,300 SH SOLE 3 63,100 0 4,800
C-CUBE MICROSYSTEMS INC COM 125015107 808.20 11,100 SH OTH 3 0 0 0
CDNOW INC COM 125086108 45.40 12,000 SH SOLE 3 10,600 0 1,400
CDNOW INC COM 125086108 700.67 185,302 2 185,302
CDW COMPUTER CENTERS INC COM 125129106 1,072.40 12,700 SH SOLE 3 12,700 0 0
CDW COMPUTER CENTERS INC COM 125129106 675.50 8,000 SH OTH 3 0 0 8,000
CEC ENTERTAINMENT INC COM 125137109 678.13 25,000 2 25,000
CEC ENTERTAINMENT INC. COM 125137109 1,409.10 51,950 SH SOLE 3 48,950 0 3,000
CELESTIAL SEASONINGS INC COM 151016102 4,296.90 125,000 SH SOLE 3 125,000 0 0
CELESTICA INC COM 15101Q108 318.38 6,000 2 6,000
CELGENE CORP COM 151020104 3,464.80 34,800 SH SOLE 3 32,800 0 2,000
CELL GENESYS INC COM 150921104 462.67 21,709 2 21,709
CELL PATHWAYS INC (NEW) COM 15114R101 1,858.11 54,054 2 54,054
CELL THERAPEUTICS INC COM 150934107 446.44 19,048 2 19048
CELLSTAR CORP COM 150925105 1,516.00 189,500 2 189,500
CELLTECH GRP PLC. COM 151158102 896.55 25,800 2 25,800
CEMEX SA SPONS ADR PART CER COM 151290889 11,293.70 499,169 2 499,169
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CENTRAL HUDSON GAS & ELEC CO COM 12541M102 69.90 2,300 SH SOLE 3 0 0 2,300
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CFM TECHNOLOGIES INC COM 12525K106 728.78 59,492 2 59,492
CFS BANORP INC COM 12525D102 36.90 4,100 SH SOLE 3 0 0 4,100
CHAMPION ENTERPRISES INC COM 158496109 72.50 12,600 SH SOLE 3 0 0 12,600
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CHARLES SCHWAB CORP COM 808513105 1,204.40 21,200 SH SHD 1 21,200 0 0
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CHARTER COMMUNICATIONS, INC COM 16117M107 67,291.90 4,696,490 2 4,696,490
CHARTER COMMUNICATIONS, INC COM 16117M107 3,132.84 218,650 SH SOLE 4 218,650
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CHASE MANHATTAN CORP (NEW) COM 16161A108 60,176.38 690,195 2 690,195
CHATEAU COMMUNITIES INC. COM 161726104 13,402.70 525,598 SH SOLE 3 402,470 0 123,128
CHECK POINT SOFTWARE TECH. LTD COM M22465104 4,960.81 29,000 2 29,000
CHECK POINT SOFTWARE TECH. LTD COM M22465104 3,357.96 19,630 2 19,630
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CHECKFREE HOLDINGS CORP COM 162816102 3,830.80 54,337 SH OTH 3 10,470 0 40,200
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CHEVRON CORP COM 166751107 112,904.30 1,221,412 SH SOLE 3 1,168,812 0 52,600
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CHICAGO PIZZA & BREWERY INC COM 167889104 37.50 25,000 2 25,000
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CHILDREN'S PLACE COM 168905107 182.40 12,800 SH OTH 3 0 0 12,800
CHINA SOUTHERN AIRLINES CO LTD COM 169409109 125.40 16,860 2 16,860
CHINA TELECOM (HONG KONG) LTD COM 169428109 1,960.39 11,060 2 11,060
CHINA TELECOM (HONG KONG) LTD COM 169428109 15,701.16 88,582 2 88,582
CHINA.COM CORPORATION CL-A COM G2108N109 1,206.09 14,890 2 14,890
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CHOICEPOINT INC COM 170388102 422.30 11,300 SH SOLE 3 11,300 0 0
CHRIS-CRAFT IND INC. COM 170520100 3,653.20 57,362 SH SOLE 3 48,362 0 9,000
CHRIS-CRAFT IND INC. COM 170520100 1,067.80 16,766 SH OTH 3 800 0 15,966
CHRIS-CRAFT IND INC. COM 170520100 228.13 3,582 2 3,582
CHROMATICS COLOR SCIENCES INTL COM 171116304 140.63 25,000 2 25,000
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CHUBB CORP COM 171232101 222.96 3,300 2 3,300
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CHURCH & DWIGHT INC COM 171340102 1,050.20 61,100 SH SOLE 3 49,000 0 12,100
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CIBER INC COM 17163B102 494.10 24,100 SH SOLE 3 19,700 0 4,400
CIENA CORP COM 171779101 22,677.30 179,800 SH SOLE 3 176,100 0 1,800
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CIENA CORPORATION COM 171779101 22,783.85 180,645 2 180,645
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CIGNA CORP COM 125509109 53,646.20 708,200 SH SOLE 3 670,300 0 37,900
CIGNA CORP COM 125509109 12,263.90 161,900 SH OTH 3 8,100 0 0
CIGNA HIGH INCOME SHS (SBI) COM 12551D109 165.00 30,000 2 30,000
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CINTAS CORP COM 172908105 3,591.50 91,650 SH SOLE 3 71,250 0 20,400
CINTAS CORP COM 172908105 2,270.90 57,950 SH OTH 3 0 0 57,950
CINTAS CORP COM 172908105 1,398.99 35,700 2 35,700
CIRCLE INTERNATIONAL INC COM 172574105 16,637.40 639,900 SH SOLE 3 460,900 0 179,000
CIRCLE.COM COM 832914204 1,332.40 161,502 SH SOLE 3 161,502 0 0
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CIRCUIT CITY STORES INC COM 172737108 3,997.05 65,660 2 65,660
CIRCUIT CITY STORES INC COM 172737306 33.13 10,000 2 10,000
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CIRRUS LOGIC COM 172755100 818.24 44,835 2 44,835
CISCO SYSTEMS INC. COM 17275R102 14,643.00 189,400 SH SHD 1 189,400 0 0
CISCO SYSTEMS INC. COM 17275R102 2,424,755.40 31,363,045 SH SOLE 3 29,637,065 0 1,182,880
CISCO SYSTEMS INC. COM 17275R102 191,464.10 2,476,496 SH OTH 3 294,676 0 52,900
CISCO SYSTEMS, INC. COM 17275R102 119,848.91 1,550,188 SH SOLE 4 1,550,188
CISCO SYSTEMS, INC. COM 17275R102 568,829.58 7,357,537 2 7,357,537
CISCO SYSTEMS, INC. COM 17275R102 868,933.28 11,239,234 2 11,239,234
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CISCO SYSTEMS, INC. CLL 17275R102 550.31 15,000 CALL 2 15,000
CISCO SYSTEMS, INC. CLL 17275R102 1,033.75 20,000 CALL 2 20,000
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CITADEL COMMUNICATIONS CORP COM 172853202 227.81 5,400 2 5,400
CITIGRP INC COM 172967101 321,861.24 5,375,553 2 5,375,553
CITIGRP INC COM 172967101 514,075.97 8,585,820 2 8,585,820
CITIGRP INC COM 172967101 76,686.70 1,280,780 SH SOLE 4 1,280,780
CITIGRP INC. COM 172967101 8,011.30 133,800 SH SHD 1 133,800 0 0
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CITIGRP INC. COM 172967101 87,355.60 1,458,967 SH OTH 3 248,502 0 35,125
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CITIZENS UTILITIES B COM 177342201 491.25 30,000 2 30,000
CITIZENS UTILITIES CO CL B COM 177342201 12,300.90 751,200 SH SOLE 3 719,700 0 31,500
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CITRIX SYSTEMS INC COM 177376100 766.84 11,575 2 11,575
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CITY NATIONAL CORP COM 178566105 1,559.70 46,300 SH OTH 3 0 0 46,300
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CLARCOR INC COM 179895107 557.40 31,400 SH SOLE 3 26,300 0 5,100
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CLASSIC COMMUNICATIONS INC. COM 182728204 630.00 40,000 2 40,000
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CLEVELAND CLIFFS,INC (HLDG CO) COM 185896107 349.60 14,800 SH SOLE 3 13,400 0 1,400
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CLOROX CO (THE) (DELAWARE) COM 189054109 2,432.20 73,702 SH SOLE 3 73,702 0 0
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CLOROX CO (THE) (DELAWARE) COM 189054109 8,376.72 253,840 2 253,840
CLOROX CO (THE) (DELAWARE) COM 189054109 1,796.39 54,436 2 54,436
CMGI INC COM 125750109 62,770.40 553,958 SH SOLE 3 454,658 0 14,100
CMGI INC COM 125750109 521.20 4,600 SH OTH 3 4,600 0 0
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CMGI INC COM 125750109 13,878.63 122,481 2 122,481
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CMP GRP INC. COM 125887109 1,421.30 48,800 SH OTH 3 0 0 48,800
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CNET NETWORKS INC COM 12613R104 6,072.40 119,800 SH SOLE 3 119,100 0 300
CNET NETWORKS INC COM 12613R104 5,112.14 100,856 2 100,856
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COCA COLA CO COM 191216100 22,662.22 482,817 2 482,817
COCA COLA CO COM 191216100 12,988.26 276,714 2 276,714
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COLGATE-PALMOLIVE CO COM 194162103 13,601.90 241,275 SH OTH 3 54,440 0 25,200
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COLGATE-PALMOLIVE CO COM 194162103 26,241.21 465,476 2 465,476
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COLUMBIA/HCA HEALTHCARE CORP COM 197677107 2,175.81 85,958 2 85,958
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COMCAST CORP CL-A COM 200300101 6,450.43 156,374 2 156,374
COMCAST CP CL-A SPECIAL COM 200300200 13,469.37 310,533 2 310,533
COMCAST CP CL-A SPECIAL COM 200300200 72,051.47 1,661,129 2 1,661,129
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COMCAST CP NEW CL-A SPECIAL COM 200300200 9,634.40 222,119 SH OTH 3 14,940 0 4,800
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COMMERCE BANCORP INC N.J. COM 200519106 1,021.60 27,612 SH SOLE 3 26,250 0 1,362
COMMERCE BANCSHS INC COM 200525103 56.10 1,800 SH OTH 3 1,800 0 0
COMMERCE GRP INC (MASS) COM 200641108 690.30 23,400 SH SOLE 3 18,800 0 4,600
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COMMERCE ONE INC COM 200693109 1,761.15 11,800 2 11,800
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COMMERCIAL INTERTECH CORP COM 201709102 502.00 25,500 SH SOLE 3 25,500 0 0
COMMERCIAL METALS CO COM 201723103 3,784.60 137,000 SH SOLE 3 132,600 0 4,400
COMMERCIAL NET LEASE RLTY INC COM 202218103 844.76 80,935 2 80,935
COMMERCIAL NET LEASE RLTY INC COM 202218103 1,131.95 108,450 2 108,450
COMMSCOPE INC COM 203372107 331.23 7,250 2 7,250
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COOPER COS INC (NEW) COM 216648402 2,526.70 78,500 SH SOLE 3 71,700 0 6,800
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CORECOMM LIMITED COM G2422R109 2,885.83 65,587 2 65,587
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CORPORATE EXECUTIVE BOARD CO. COM 21988R102 274.05 5,400 2 5,400
CORPORATE EXECUTIVE BOARD CO. COM 21988R102 213.15 4,200 2 4,200
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CORUS BANKSHS INC COM 220873103 1,393.88 59,000 2 59,000
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COST PLUS INC. COM 221485105 417.04 12,334 2 12,334
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COSTCO WHOLESALE CORP COM 22160K105 1,873.85 35,650 2 35,650
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COUNTRYWIDE CR INDS INC COM 222372104 2,705.93 99,300 2 99,300
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COVANCE, INC COM 222816100 365.50 34,000 SH SOLE 3 26,700 0 7,300
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COX COMMUNICATIONS CL A COM 224044107 850.59 17,538 2 17,538
COX RADIO INC CL-A COM 224051102 579.60 6,900 SH OTH 3 0 0 6,900
CPB INC COM 125903104 59.20 2,400 SH SOLE 3 2,400 0 0
CRANE CO (DELAWARE) COM 224399105 1,879.10 79,750 SH SOLE 3 79,750 0 0
CRAWFORD & CO CLASS-B COM 224633107 127.50 9,900 SH SOLE 3 9,900 0 0
CREATIVE BIOMOLECULES INC COM 225270107 247.66 25,000 2 25,000
CREATIVE TECHNOLOGY(NASD) COM Y1775U107 1,111.25 35,000 2 35,000
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CVS CORPORATION (DEL) COM 126650100 9,274.37 246,905 2 246,905
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CYBERCASH INC. COM 232462101 180.90 13,400 SH SOLE 3 11,700 0 1,700
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CYGNUS INC COM 232560102 205.90 14,200 SH SOLE 3 6,600 0 7,600
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CYTEC INDS INC COM 232820100 2,110.15 68,903 2 68,903
CYTEC INDS INC COM 232820100 4,692.61 153,228 2 153,228
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DATASCOPE CORP COM 238113104 57.10 1,800 SH SOLE 3 600 0 1,200
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DEERE & CO COM 244199105 9,215.00 242,500 SH SOLE 3 221,700 0 18,800
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DELTA & PINE LAND CO COM 247357106 11,178.50 566,000 SH SOLE 3 457,300 0 108,700
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DELTA AIR LINES INC DEL COM 247361108 28,142.60 528,500 SH SOLE 3 477,000 0 51,500
DELTA AIR LINES INC DEL COM 247361108 8,930.00 167,700 SH OTH 3 39,700 0 0
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DEPARTMENT 56 COM 249509100 379.44 25,616 2 25,616
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DETROIT DIESEL CORP COM 250837101 258.20 13,500 SH SOLE 3 9,100 0 4,400
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DIAGEO PLC SPON ADR (NEW) COM 25243Q205 1,315.98 43,684 2 43,684
DIAGEO PLC SPON ADR (NEW) COM 25243Q205 2,752.76 91,378 2 91,378
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DIAL CORP COM 25247D101 49.50 3,600 SH SOLE 3 0 0 3,600
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DIAMOND TECH PARTNERS INC COM 252762109 2,521.50 38,350 SH SOLE 3 36,150 0 2,200
DIAMOND TECHNOLOGY PARTNERS COM 252762109 368.20 5,600 2 5,600
DIAMOND TECHNOLOGY PARTNERS COM 252762109 2,342.02 35,620 2 35,620
DIAMONDS TRUST SERIES I COM 252787106 1,012.30 9,250 2 9,250
DIAMONDS TRUST SERIES I COM 252787106 3,966.02 36,240 2 36,240
DIEBOLD INC COM 253651103 2,257.80 82,100 SH SOLE 3 68,400 0 13,700
DIEBOLD INC COM 253651103 860.80 31,300 SH OTH 3 0 0 31,300
DIGENE CORP COM 253752109 1,150.00 25,000 2 25,000
DIGI INTERNATIONAL, INC. COM 253798102 301.20 32,563 SH SOLE 3 32,563 0 0
DIGITAL COURIER TECHNOLOGIES COM 253838106 108.13 10,000 2 10,000
DIGITAL INSIGHT CORPORATION COM 25385P106 22,516.12 439,339 2 439,339
DIGITAL ISLAND INC COM 25385N101 5,015.20 82,300 SH SOLE 3 82,300 0 0
DIGITAL ISLAND INC COM 25385N101 1,194.38 19,600 2 19,600
DIGITAL ISLAND INC COM 25385N101 6,730.85 110,455 2 110,455
DIGITAL ISLAND, INC. CNV 25385NAA9 619.11 890,000 2 890,000
DIGITAL ISLAND, INC. CNV 25385NAA9 3,745.97 5,385,000 2 5,385,000
DIGITAL MICROWAVE CORP COM 253859102 1,114.50 32,900 SH SOLE 3 26,400 0 6,500
DIGITAL ORIGIN INC COM 25385X109 280.74 15,175 2 15,175
DIGITAL RIVER INC COM 25388B104 322.50 15,000 SH SOLE 3 13,400 0 1,600
DIGITAS INC COM 25388K104 612.50 25,000 SH SOLE 3 25,000 0 0
DIGITAS INC COM 25388K104 281.80 11,500 SH OTH 3 0 0 11,500
DII GRP INC (THE) COM 232949107 2,091.70 18,500 SH SOLE 3 15,100 0 3,400
DILLARDS INC CL-A COM 254067101 1,573.10 95,700 SH SOLE 3 49,700 0 40,100
DIME BANCORP INC (NEW) COM 25429Q102 7,449.90 402,700 SH SOLE 3 376,400 0 26,300
DIME BANCORP INC (NEW) COM 25429Q102 1,193.20 64,500 SH OTH 3 0 0 64,500
DIME COMMUNITY BANCSHS COM 253922108 4.70 300 SH SOLE 3 300 0 0
DIMON INC COM 254394109 58.20 24,500 SH SOLE 3 24,500 0 0
DIONEX CORP COM 254546104 1,152.80 35,000 SH SOLE 3 35,000 0 0
DISNEY WALT CO (HOLDING CO) COM 254687106 21,202.05 513,989 2 513,989
DISNEY WALT CO (HOLDING CO) COM 254687106 49,043.07 1,188,923 2 1,188,923
DISNEY WALT CO (HOLDING CO) PUT 254687106 37.13 36,000 PUT 2 36,000
DISNEY WALT CO (HOLDING CO) CLL 254687106 222.50 10,000 CALL 2 10,000
DISNEY WALT CO (HOLDING CO) COM 254687106 606.38 14,700 SH SOLE 4 14,700
DISTRIBUCION Y SERVICIO-ADR COM 254753106 2,575.80 143,600 SH SOLE 3 143,600 0 0
DISTRIBUCION Y SERVICIO-ADR COM 254753106 14,504.30 808,600 SH OTH 3 0 0 0
DLJ DIRECT COM 257661504 8.00 600 SH SOLE 3 600 0 0
DOBSON COMMUNICATIONS CORP COM 256069105 557.52 24,240 2 24,240
DOBSON COMMUNICATIONS CORP COM 256069105 2,101.86 91,385 2 91,385
DOBSON COMMUNICATIONS CORP - A COM 256069105 12,380.90 538,300 SH SOLE 3 432,700 0 105,600
DOBSON COMMUNICATIONS CORP - A COM 256069105 857.90 37,300 SH OTH 3 0 0 37,300
DOCUMENTUM INC. COM 256159104 234.00 3,000 SH SOLE 3 1,300 0 1,700
DOLE FOOD CO. INC COM 256605106 3,826.27 196,850 2 196,850
DOLLAR GENL CORP COM 256669102 12,947.50 481,766 SH SOLE 3 481,766 0 0
DOLLAR GENL CORP COM 256669102 3,067.94 114,156 2 114,156
DOLLAR GENL CORP COM 256669102 1,650.93 61,430 2 61,430
DOLLAR THRIFTY AUTOMOTIVE GRP COM 256743105 5,611.70 326,500 SH SOLE 3 315,800 0 10,700
DOLLAR THRIFTY AUTOMOTIVE GRP COM 256743105 357.50 20,800 SH OTH 3 0 0 20,800
DOLLAR TREE STORES INC COM 256747106 46,618.60 894,362 SH SOLE 3 884,162 0 10,200
DOLLAR TREE STORES INC COM 256747106 635.90 12,200 SH OTH 3 0 0 12,200
DOMINION RES INC NEW COM 25746U109 240.70 6,262 SH SHD 1 6,262 0 0
DOMINION RES INC NEW COM 25746U109 4,538.70 118,081 SH SOLE 3 114,974 0 3,107
DOMINION RES INC NEW COM 25746U109 484.20 12,597 SH OTH 3 2,676 0 0
DONALDSON CO INC COM 257651109 1,378.60 61,100 SH SOLE 3 57,000 0 4,100
DONALDSON,LUFKIN& JENRETTE,INC COM 257661108 5.20 100 SH SOLE 3 100 0 0
DORAL FINANCIAL CORP COM 25811P100 302.00 26,700 SH SOLE 3 26,700 0 0
DORCHESTER HUGOTON DDR COM 258205202 142.83 14,283 2 14,283
DOUBLECLICK INC COM 258609304 195,939.90 2,092,816 SH SOLE 3 1,699,046 0 145,100
DOUBLECLICK INC COM 258609304 798.60 8,530 SH OTH 3 5,230 0 1,700
DOUBLECLICK, INC. COM 258609304 8,837.26 94,390 2 94,390
DOUBLECLICK, INC. COM 258609304 53,700.02 573,565 2 573,565
DOVER CORP COM 260003108 4,347.10 90,800 SH SOLE 3 90,800 0 0
DOVER CORP COM 260003108 1,747.40 36,500 SH OTH 3 0 0 0
DOVER CORPORATION COM 260003108 612.32 12,790 2 12,790
DOVER CORPORATION COM 260003108 5,546.37 115,851 2 115,851
DOVER DOWNS ENTERTAINMENT COM 260086103 824.90 64,700 SH SOLE 3 55,700 0 9,000
DOW CHEMICAL CO COM 260543103 3,249.00 28,500 SH SHD 1 28,500 0 0
DOW CHEMICAL CO COM 260543103 190,113.50 1,667,662 SH SOLE 3 1,572,462 0 89,000
DOW CHEMICAL CO COM 260543103 27,337.20 239,800 SH OTH 3 35,700 0 0
DOW CHEMICAL CO COM 260543103 1,108.54 9,724 2 9,724
DOW CHEMICAL CO CLL 260543103 216.00 8,000 CALL 2 8,000
DOW CHEMICAL CO COM 260543103 1,346.57 11,812 2 11,812
DOW-JONES & CO INC COM 260561105 344.70 4,800 SH SHD 1 4,800 0 0
DOW-JONES & CO INC COM 260561105 47,604.50 662,900 SH SOLE 3 626,000 0 36,900
DOW-JONES & CO INC COM 260561105 10,750.30 149,700 SH OTH 3 11,700 0 25,600
DOW-JONES & CO INC COM 260561105 1,227.99 17,100 2 17,100
DOWNEY FINANCIAL CORP COM 261018105 696.70 32,786 SH SOLE 3 28,316 0 4,470
DPL INC COM 233293109 108.20 4,878 SH SOLE 3 4,878 0 0
DQE INC. COM 23329J104 13.70 300 SH SOLE 3 300 0 0
DQE INC. COM 23329J104 441.40 9,700 SH OTH 3 0 0 9,700
DRESS BARN INC COM 261570105 544.80 28,300 SH SOLE 3 28,300 0 0
DRIL-QUIP COM 262037104 494.80 10,500 SH SOLE 3 10,500 0 0
DSP GRP INC COM 23332B106 211.20 3,200 2 3,200
DSP GRP INC COM 23332B106 924.00 14,000 2 14,000
DSP GRP INC COM 23332B106 4,177.80 63,300 SH SOLE 3 59,500 0 3,800
DSP GRP INC COM 23332B106 3,643.20 55,200 SH OTH 3 0 0 0
DST SYSTEM INC COM 233326107 15,763.80 242,797 SH SOLE 3 231,297 0 11,500
DST SYSTEM INC COM 233326107 4,265.50 65,700 SH OTH 3 2,900 0 40,600
DTE ENERGY CO COM 233331107 9,351.70 320,400 SH SOLE 3 252,800 0 63,400
DTE ENERGY CO COM 233331107 1,001.10 34,300 SH OTH 3 0 0 0
DU PONT E I DE NEMOURS & CO COM 263534109 93,376.70 1,763,904 SH SOLE 3 1,619,166 0 135,238
DU PONT E I DE NEMOURS & CO COM 263534109 12,933.00 244,307 SH OTH 3 17,787 0 6,009
DU PONT E I DE NEMOURS & CO COM 263534109 12,356.30 233,413 2 233,413
DU PONT E I DE NEMOURS & CO COM 263534109 9,030.24 170,583 2 170,583
DUANE READE INC. COM 263578106 505.69 21,750 2 21,750
DUCKWALL-ALCO STORES INC COM 264142100 5,334.90 656,600 SH SOLE 3 656,600 0 0
DUKE ENERGY CORP COM 264399106 1,884.80 35,900 SH SHD 1 35,900 0 0
DUKE ENERGY CORP COM 264399106 41,824.20 796,652 SH SOLE 3 770,652 0 26,000
DUKE ENERGY CORP COM 264399106 12,531.80 238,700 SH OTH 3 31,400 0 0
DUKE ENERGY CORPORATION COM 264399106 655.41 12,484 2 12484
DUKE REALTY INVTS INC NEW COM 264411505 13,786.07 720,840 2 720,840
DUKE REALTY INVTS INC NEW COM 264411505 1,537.25 80,379 2 80,379
DUKE-WEEKS REALTY CORP COM 264411505 7,884.60 412,268 SH SOLE 3 372,912 0 39,356
DUN & BRADSTREET (NEW) COM 26483B106 2,642.10 92,300 SH SOLE 3 92,300 0 0
DURA AUTOMOTIVE SYSTEMS A COM 265903104 1,043.20 60,697 SH SOLE 3 55,897 0 4,800
DURA PHARMACEUTICALS INC COM 26632S109 1,003.50 81,500 SH SOLE 3 73,600 0 7,900
DUSA PHARMACEUTICALS INC COM 266898105 239.38 10,000 2 10,000
DVI INC COM 233343102 89.80 6,300 SH SOLE 3 3,800 0 2,500
DYCOM INDUSTRIES INC COM 267475101 27,495.10 564,002 SH SOLE 3 559,952 0 4,050
DYCOM INDUSTRIES INC COM 267475101 1,462.50 30,000 2 30,000
DYNAMIC HEALTHCARE TECH INC COM 267927101 20.63 10,000 2 10,000
DYNAMIC SCIENCES INTL INC COM 268006103 60.00 400,000 SH OTH 3 0 0 0
DYNEGY INC NEW COM 26816Q101 58,873.98 938,406 2 938,406
DYNEGY INC. COM 26816Q101 686.00 10,934 SH SHD 1 10,934 0 0
DYNEGY INC. COM 26816Q101 41,350.90 659,102 SH SOLE 3 638,702 0 20,400
DYNEGY INC. COM 26816Q101 7,393.40 117,847 SH OTH 3 900 0 98,647
E COM VENTURES INC COM 26830K106 74.38 14,000 2 14,000
E SPIRE COMMUNICATIONS INC COM 269153102 340.30 48,400 SH SOLE 3 43,500 0 4,900
E STEEL CORP VENTURE CAPITAL INV COM USVC01930 2,000.00 2,000,000 SH SOLE 3 2,000,000 0 0
E TOWN CORP COM 269242103 44.30 700 SH SOLE 3 0 0 700
E Z CORP INC CL-A NON VTG COM 302301106 255.94 65,000 2 65,000
E*TRADE GRP INC COM 269246104 2,552.19 84,720 2 84,720
E*TRADE GRP INC COM 269246104 2,083.75 69,170 2 69,170
E*TRADE GRP INC COM 269246104 9,823.90 326,105 SH SOLE 3 288,205 0 35,600
E*TRADE GRP INC COM 269246104 4,618.20 153,300 SH OTH 3 0 0 149,900
E. W. BLANCH HOLDING INC COM 093210102 610.00 30,500 SH SOLE 3 27,300 0 3,200
E. W. BLANCH HOLDING INC COM 093210102 1,556.24 77,812 2 77,812
E.MEDSOFT.COM COM 26873Q101 174.38 10,000 2 10,000
E.PIPHANY COM 26881V100 29,341.00 219,680 SH SOLE 3 158,980 0 0
E.PIPHANY COM 26881V100 173.60 1,300 SH OTH 3 0 0 1,300
E4L INC COM 268452109 358.37 168,643 2 168,643
EAGLE GEOPHYSICAL INC. COM 269524104 0.00 1 SH SOLE 3 1 0 0
EARL SCHEIB INC COM 806398103 56.25 15,000 2 15,000
EARTHGRAINS CO COM 270319106 1,243.50 83,600 SH SOLE 3 80,300 0 3,300
EARTHGRAINS CO COM 270319106 267.75 18,000 2 18,000
EARTHLINK INC COM 270321102 880.60 45,305 SH SOLE 3 44,605 0 300
EARTHLINK INC COM 270321102 1,555.19 80,010 2 80,010
EARTHWEB INC COM 27032C108 83.70 3,400 SH SOLE 3 2,700 0 700
EAST WEST BANCORP INC COM 27579R104 159.30 14,400 SH SOLE 3 11,500 0 2,900
EASTERN ENTERPRISES COM 27637F100 107.80 1,800 SH SOLE 3 0 0 1,800
EASTERN UTILITIES ASSOC. COM 277173100 2,820.60 89,900 SH SOLE 3 83,800 0 6,100
EASTMAN CHEM CO COM 277432100 386.80 8,500 SH SOLE 3 8,200 0 300
EASTMAN KODAK CO COM 277461109 2,297.40 42,300 SH SHD 1 42,300 0 0
EASTMAN KODAK CO COM 277461109 123,626.10 2,276,200 SH SOLE 3 2,162,300 0 103,500
EASTMAN KODAK CO COM 277461109 15,055.40 277,200 SH OTH 3 51,200 0 0
EASTMAN KODAK CO COM 277461109 10,237.36 188,490 2 188,490
EASTMAN KODAK CO COM 277461109 3,492.95 64,312 2 64,312
EATON CORP COM 278058102 257.40 3,300 SH SOLE 3 100 0 3,200
EBAY INC COM 278642103 34,993.70 198,828 SH SOLE 3 158,228 0 5,900
EBAY INC COM 278642103 422.40 2,400 SH OTH 3 2,400 0 0
EBAY INC. COM 278642103 1,854.16 10,535 SH SOLE 4 10,535
EBAY INC. COM 278642103 5,933.49 33,713 2 33,713
EBAY INC. COM 278642103 22,477.31 127,712 2 127,712
ECHELON CORP COM 27874N105 976.00 14,900 SH SOLE 3 13,300 0 1,600
ECHOSTAR COMMUNICATIONS CORP COM 278762109 388,548.10 4,918,330 SH SOLE 3 3,618,150 0 1,031,320
ECHOSTAR COMMUNICATIONS CORP COM 278762109 3,679.20 46,572 SH OTH 3 25,240 0 14,400
ECHOSTAR COMMUNICATIONS CORP COM 278762109 205.40 2,600 2 2,600
ECHOSTAR COMMUNICATIONS CORP COM 278762109 13,845.22 175,256 2 175,256
ECI TELECOM LTD COM 268258100 352.30 11,230 SH SOLE 3 11,230 0 0
ECI TELECOM LTD COM 268258100 3,334.20 106,270 SH OTH 3 0 0 0
ECLIPSYS CORP COM 278856109 213.10 11,000 SH SOLE 3 11,000 0 0
ECLIPSYS CORP COM 278856109 984.73 50,825 2 50,825
ECOLAB INC COM 278865100 11.00 300 SH SOLE 3 0 0 300
ECOLAB INC COM 278865100 1,041.90 28,400 SH OTH 3 0 0 0
ECOLAB INC COM 278865100 376.05 10,250 2 10,250
ECOLLEGE COM COM 27887E100 112.00 16,000 2 16,000
EDISON INTERNATIONAL COM 281020107 230.20 13,900 SH SHD 1 13,900 0 0
EDISON INTERNATIONAL COM 281020107 26,066.10 1,573,800 SH SOLE 3 1,560,900 0 12,900
EDISON INTERNATIONAL COM 281020107 7,141.80 431,200 SH OTH 3 18,000 0 0
EDISON INTERNATIONAL COM 281020107 165.63 10,000 2 10,000
EDP-ELECTRICIDADE DE PORTUGAL COM 268353109 206.25 5,500 2 5,500
EDWARDS A G INC COM 281760108 9,740.00 243,500 SH SOLE 3 217,800 0 17,300
EDWARDS A G INC COM 281760108 3,224.00 80,600 SH OTH 3 0 0 80,600
EGGHEAD.COM INC COM 282329101 159.60 22,699 SH SOLE 3 20,757 0 1,942
EGL INC COM 268484102 56.10 2,400 SH SOLE 3 0 0 2,400
EGL INC COM 268484102 319.65 13,675 2 13,675
EGLOBE INC COM 282339100 95.00 10,000 2 10,000
EL PASO ENERGY CAPITAL TR I PRF 283678209 4,155.71 80,110 2 80,110
EL PASO ENERGY CAPITAL TR I PRF 283678209 7,508.75 144,747 2 144,747
EL PASO ENERGY CORP. COM 283905107 3,823.50 94,700 SH SOLE 3 94,700 0 0
EL PASO ENERGY CORPORATION COM 283905107 969.65 24,016 2 24,016
EL PASO ENERGY CORPORATION COM 283905107 23,812.85 589,792 2 589,792
ELAMEX, S.A. DE C.V. COM P36209107 127.97 22,500 2 22,500
ELAMEX, S.A. DE C.V. COM P36209107 142.19 25,000 2 25,000
ELAN CORP PLC (ADR) COM 284131208 1,662.50 35,000 SH SOLE 3 35,000 0 0
ELAN CORP PLC (ADR) COM 284131208 3,286.24 69,184 2 69,184
ELAN CORP PLC (ADR) COM 284131208 19,153.33 403,228 2 403,228
ELCOR CORP COM 284443108 886.60 25,700 SH SOLE 3 22,700 0 3,000
ELDERTRUST COM 284560109 301.09 102,500 2 102,500
ELECTRIC LIGHTWAVE INC COM 284895109 183.80 7,700 SH SOLE 3 4,500 0 3,200
ELECTRO RENT CORP COM 285218103 11,083.40 953,412 SH SOLE 3 650,312 0 303,100
ELECTRO SCIENTIFIC INDS INC COM 285229100 1,508.00 26,000 SH SOLE 3 20,800 0 5,200
ELECTROGLAS INC. COM 285324109 527.50 15,400 SH SOLE 3 13,600 0 1,800
ELECTRONIC ARTS COM 285512109 519.70 7,300 SH SOLE 3 3,000 0 4,300
ELECTRONIC ARTS COM 285512109 502.65 7,061 2 7,061
ELECTRONIC DATA SYSTEMS CORP COM 285661104 699.60 10,900 SH SHD 1 10,900 0 0
ELECTRONIC DATA SYSTEMS CORP COM 285661104 64,136.20 999,201 SH SOLE 3 955,401 0 38,700
ELECTRONIC DATA SYSTEMS CORP COM 285661104 12,600.00 196,300 SH OTH 3 19,700 0 0
ELECTRONIC DATA SYSTEMS CORP COM 285661104 2,475.90 38,573 2 38,573
ELECTRONIC DATA SYSTEMS CORP COM 285661104 3,738.41 58,242 2 58,242
ELECTRONICS BOUTIQUE HOLDINGS COM 286045109 383.65 20,060 2 20,060
ELECTRONICS FOR IMAGING INC. COM 286082102 240.00 4,000 SH SOLE 3 4,000 0 0
ELI LILLY & CO COM 532457108 67,622.00 1,079,789 SH SOLE 3 1,010,429 0 65,310
ELI LILLY & CO COM 532457108 15,877.90 253,519 SH OTH 3 12,950 0 7,100
ELI LILLY & CO COM 532457108 7,042.18 112,450 SH SOLE 4 112,450
ELI LILLY & CO COM 532457108 70,752.60 1,129,782 2 1129782
ELI LILLY & CO COM 532457108 56,359.31 899,949 2 899,949
ELOT INC COM 290143106 58.75 10,000 2 10,000
ELOYALTY CORP COM 290151109 234.00 9,800 SH SOLE 3 4,400 0 5,400
ELTEK LTD COM M40184109 102.00 24,000 2 24,000
EMBOTELLADORA ANDINA-ADR A COM 29081P204 350.20 27,600 SH OTH 3 0 0 0
EMBOTELLADORA ANDINA-ADR B COM 29081P303 1,921.90 162,700 SH SOLE 3 162,700 0 0
EMBOTELLADORA ANDINA-ADR B COM 29081P303 9,323.60 789,300 SH OTH 3 0 0 0
EMBRATEL PARTICIPACOES S.A. COM 29081N100 1,797.85 70,160 2 70,160
EMC CORP MASS COM 268648102 3,087.00 24,500 SH SHD 1 24,500 0 0
EMC CORP MASS COM 268648102 522,333.90 4,145,507 SH SOLE 3 3,770,567 0 175,080
EMC CORP MASS COM 268648102 45,423.60 360,505 SH OTH 3 38,100 0 12,600
EMC CORPORATION MASS COM 268648102 68,632.20 544,700 SH SOLE 4 544,700
EMC CORPORATION MASS COM 268648102 96,544.22 766,224 2 766,224
EMC CORPORATION MASS COM 268648102 119,517.68 948,553 2 948,553
EMC CORPORATION MASS CLL 268648102 239.38 5,000 CALL 2 5,000
EMCOR GRP INC COM 29084Q100 907.20 43,200 SH SOLE 3 38,600 0 4,600
EMCORE CORPORATION COM 290846104 9,717.72 84,456 2 84,456
EMERGE INTERACTIVE INC COM 29088W103 206.18 6,844 2 6,844
EMERSON ELECTRIC CO. COM 291011104 520.60 9,800 SH SHD 1 9,800 0 0
EMERSON ELECTRIC CO. COM 291011104 37,277.90 701,702 SH SOLE 3 683,902 0 15,500
EMERSON ELECTRIC CO. COM 291011104 6,640.60 125,000 SH OTH 3 6,100 0 0
EMERSON ELECTRIC CO. COM 291011104 440.94 8,300 2 8,300
EMERSON ELECTRIC CO. COM 291011104 1,356.81 25,540 2 25,540
EMISPHERE TECHNOLOGIES INC COM 291345106 2,067.43 39,854 2 39,854
EMMIS BROADCASTING CLASS A COM 291525103 37,027.90 796,300 SH SOLE 3 610,300 0 186,000
EMMIS BROADCASTING CLASS A COM 291525103 530.10 11,400 SH OTH 3 0 0 11,400
EMMIS COMMUNICATIONS CORP COM 291525103 5,426.55 116,700 2 116,700
EMPIRE DISTRICT ELEC CO COM 291641108 690.80 35,200 SH SOLE 3 32,200 0 3,000
EMPRESA NACIONAL DE ELECTRCDAD COM 29244T101 2,322.90 213,600 SH SOLE 3 213,600 0 0
EMPRESA NACIONAL DE ELECTRCDAD COM 29244T101 14,002.60 1,287,600 SH OTH 3 0 0 0
EMULEX CORP COM 292475209 174.60 1,600 SH SHD 1 1,600 0 0
EMULEX CORP COM 292475209 12,942.20 118,600 SH SOLE 3 113,800 0 3,800
EMULEX CORP COM 292475209 491.10 4,500 SH OTH 3 300 0 4,200
ENCOMPASS SERV CORP COM 29255U104 8,257.30 1,436,054 SH SOLE 3 1,214,819 0 221,235
ENCOMPASS SVCS CORP COM 29255U104 939.14 163,328 2 163,328
ENDESA, S.A. COM 29258N107 1,647.66 70,300 2 70,300
ENDESA, S.A. COM 29258N107 2,866.03 122,284 2 122,284
ENDOCARE INC COM 29264P104 191.25 10,000 2 10,000
ENERGEN CORP COM 29265N108 1,270.20 79,700 SH SOLE 3 72,100 0 7,600
ENERGY EAST CORP COM 29266M109 13,045.90 658,470 SH SOLE 3 545,800 0 112,670
ENERGY EAST CORP COM 29266M109 5,353.30 270,200 SH OTH 3 8,400 0 209,200
ENERSIS S.A ADR COM 29274F104 1,565.90 77,092 SH SOLE 3 77,092 0 0
ENERSIS S.A ADR COM 29274F104 10,082.60 496,376 SH OTH 3 0 0 0
ENESCO GRP INC. COM 292973104 49.40 7,000 SH SOLE 3 7,000 0 0
ENGAGE TECHNOLOGIES INC COM 292827102 915.80 12,000 SH SOLE 3 12,000 0 0
ENGAGE TECHNOLOGIES INC COM 292827102 1,845.24 24,180 2 24,180
ENGELHARD CORP COM 292845104 1,656.20 109,500 SH SOLE 3 109,500 0 0
ENGELHARD CORP COM 292845104 3,005.30 198,700 SH OTH 3 6,000 0 70,600
ENGINEERING ANIMATION INC COM 292872108 46.20 3,500 SH SOLE 3 2,800 0 700
ENHANCE FINANCIAL SVCS GRP COM 293310108 622.90 44,100 SH SOLE 3 42,000 0 2,100
ENI S.P.A SPON ADR COM 26874R108 243.60 4,800 2 4800
ENRON CORP COM 293561106 838.60 11,200 SH SHD 1 11,200 0 0
ENRON CORP COM 293561106 133,523.50 1,783,286 SH SOLE 3 1,765,286 0 15,500
ENRON CORP COM 293561106 16,442.50 219,600 SH OTH 3 10,700 0 0
ENRON CORP COM 293561106 5,319.87 71,050 SH SOLE 4 71,050
ENRON CORP COM 293561106 195,220.39 2,607,284 2 2,607,284
ENRON CORP COM 293561106 219,290.01 2,928,748 2 2,928,748
ENRON CORP $10.50 2ND CNV PFD PRF 293561601 18,675.00 9,000 2 9,000
ENSCO INTERNATIONAL INC COM 26874Q100 1,618.40 44,800 SH SOLE 3 22,600 0 22,200
ENSCO INTERNATIONAL INC COM 26874Q100 1,510.00 41,800 SH OTH 3 0 0 41,800
ENSCO INTERNATIONAL INC COM 26874Q100 397.38 11,000 2 11,000
ENSCO INTERNATIONAL INC COM 26874Q100 3,251.25 90,000 2 90,000
ENTERCOM COMMUNICATIONS CORP COM 293639100 11,624.30 227,928 SH SOLE 3 225,928 0 2,000
ENTERGY CORP COM 29364G103 18,096.10 896,400 SH SOLE 3 819,000 0 70,700
ENTERGY CORP COM 29364G103 4,659.30 230,800 SH OTH 3 5,100 0 21,800
ENTERTAINMENT PROPERTIES TRUST COM 29380T105 2,859.71 216,850 2 216,850
ENTERTAINMENT PROPERTIES TRUST COM 29380T105 1,297.65 98,400 2 98,400
ENTREMED INC COM 29382F103 248.85 4,200 2 4,200
ENTREMED INC. COM 29382F103 290.30 4,900 SH SOLE 3 4,900 0 0
ENTRUST TECHNOLOGIES COM 293848107 1,633.50 19,200 SH SOLE 3 17,700 0 1,500
ENTRUST TECHNOLOGIES COM 293848107 501.96 5,900 2 5,900
ENTRUST TECHNOLOGIES COM 293848107 7,081.90 83,240 2 83,240
ENZO BIOCHEM INC COM 294100102 139.00 2,000 SH SOLE 3 0 0 2,000
ENZON INC COM 293904108 75.40 2,000 SH SOLE 3 0 0 2,000
EOG RESOURCES INC COM 26875P101 326.30 15,400 SH SOLE 3 15,400 0 0
EOG RESOURCES INC COM 26875P101 9,448.57 445,950 2 445,950
EOG RESOURCES INC COM 26875P101 8,878.37 419,038 2 419,038
EPIX MEDICAL INC COM 26881Q101 1,026.65 46,666 2 46,666
EQUITABLE RESOURCES INC COM 294549100 2,419.90 54,000 SH SOLE 3 48,500 0 5,500
EQUITY INNS INC COM 294703103 8,264.90 1,213,200 SH SOLE 3 945,700 0 267,500
EQUITY OFFICE PROPERTIES TRUST COM 294741103 9,528.70 379,250 SH SOLE 3 334,150 0 45,100
EQUITY OFFICE PROPERTIES TRUST COM 294741103 1,279.69 50,933 2 50,933
EQUITY OFFICE PROPERTIES TRUST COM 294741103 663.50 26,408 2 26,408
EQUITY RESIDENTIAL PROPERTIES COM 29476L107 10,543.20 262,350 SH SOLE 3 232,550 0 29,800
EQUITY RESIDENTIAL PROPERTIES COM 29476L107 609.85 15,175 2 15,175
EQUITY RESIDENTIAL PROPERTIES COM 29476L107 1,487.74 37,020 2 37,020
ERICSSON L M TEL CO. ADR -B- COM 294821400 52,651.70 561,244 2 561,244
ERICSSON L M TEL CO. ADR -B- COM 294821400 79,078.40 842,941 2 842,941
ERICSSON L M TEL CO. ADR -B- PUT 294821400 227.85 19,600 PUT 2 19,600
ERICSSON L M TEL CO. ADR -B- PUT 294821400 328.35 19,900 PUT 2 19,900
ERICSSON L M TEL CO. ADR CL-B COM 294821400 319.00 3,400 SH SOLE 3 3,400 0 0
ERIE INDEMNITY CO CL-A COM 29530P102 22.70 700 SH SOLE 3 700 0 0
ESC MEDICAL SYSTEMS LTD COM M40868107 581.20 50,000 SH SOLE 3 50,000 0 0
ESG RE LIMITED COM G31215109 1,955.60 488,900 SH SOLE 3 477,800 0 0
ESOFT INC COM 296904105 2,859.85 156,704 2 156,704
ESS TECHNOLOGY INC COM 269151106 425.20 24,300 SH SOLE 3 20,700 0 3,600
ESSEX PROPERTY TRUST INC COM 297178105 2,820.60 78,350 SH SOLE 3 64,650 0 13,700
ESSEX PROPERTY TRUST INC COM 297178105 378.00 10,500 2 10,500
E-STAMP CORPORATION COM 269154100 276.56 37,500 2 37,500
E-STAMP CORPORATION COM 269154100 1,138.59 154,385 2 154,385
E-STAMP INC COM 269154100 6,219.60 843,340 SH SOLE 3 549,040 0 0
ESTEE LAUDER COS INC CL-A COM 518439104 155,392.20 3,103,964 SH SOLE 3 3,096,164 0 3,300
ESTEE LAUDER COS INC CL-A COM 518439104 47,008.69 939,000 SH SOLE 4 939,000
ESTEE LAUDER COS INC CL-A COM 518439104 118,091.73 2,358,886 2 2,358,886
ESTEE LAUDER COS INC CL-A COM 518439104 63,828.14 1,274,969 2 1,274,969
E-TEK DYNAMICS INC COM 269240107 152,907.80 649,980 SH SOLE 3 492,670 0 4,200
E-TEK DYNAMICS INC COM 269240107 1,270.30 5,400 SH OTH 3 1,100 0 4,300
E-TEK DYNAMICS INC. COM 269240107 1,105.68 4,700 2 4700
E-TEK DYNAMICS INC. COM 269240107 4,152.16 17,650 2 17,650
ETHAN ALLEN INTERIORS INC COM 297602104 2,257.50 90,300 SH SOLE 3 86,800 0 3,500
ETHAN ALLEN INTERIORS INC COM 297602104 1,253.80 50,150 SH OTH 3 0 0 50,150
ETHYL CORP. COM 297659104 366.00 119,500 SH SOLE 3 107,000 0 12,500
ETOYS INC COM 297862104 67.20 7,600 SH SOLE 3 7,600 0 0
ETOYS INC. COM 297862104 589.88 66,700 SH SOLE 4 66,700
ETOYS INC. COM 297862104 4,588.86 518,882 2 518,882
ETOYS INC. COM 297862104 9,768.33 1,104,546 2 1,104,546
EURONET SERVICES INC COM 298736109 212.50 20,000 2 20,000
EUROTELECOM COMMUNICATIONS INC(RSTR) COM 298991407 203.20 64,000 SH SOLE 4 64,000
EVANS BOB FARMS INC COM 096761101 348.80 27,900 SH OTH 3 0 0 27,900
EVEREST RE GRP LTD COM G3223R108 2,221.76 68,100 2 68,100
EVEREST RE GRP LTD COM G3223R108 3,422.79 104,913 2 104,913
EVEREST RE GRP LTD COM G3223R108 10,629.20 325,800 SH SOLE 3 319,200 0 0
EVEREST RE GRP LTD COM G3223R108 2,420.80 74,200 SH OTH 3 0 0 74,200
EVOLVING SYSTEMS COM 30049R100 1,188.45 125,100 2 125,100
EXACTIS.COM INC COM 30064G104 1,808.95 82,225 2 82,225
EXAR CORP COM 300645108 1,910.70 26,700 SH SOLE 3 24,600 0 2,100
EXAR CORPORATION COM 300645108 357.81 5,000 2 5,000
EXCALIBUR TECHNOLOGIES CP (NEW) COM 300651205 475.50 12,000 SH SOLE 3 10,800 0 1,200
EXCALIBUR TECHNOLOGIES CP (NEW) COM 300651205 3,685.16 93,001 2 93,001
EXCELON CORPORATION COM 300691102 450.00 40,000 2 40,000
EXCHANGE APPLICATIONS INC COM 300867108 1,301.90 24,600 SH SOLE 3 21,800 0 2,800
EXODUS COMMUNICATIONS COM 302088109 121,674.00 866,007 SH SOLE 3 862,207 0 1,700
EXODUS COMMUNICATIONS, INC COM 302088109 11,886.30 84,600 2 84,600
EXODUS COMMUNICATIONS, INC COM 302088109 48,797.06 347,310 2 347,310
EXODUS COMMUNICATIONS, INC CLL 302088109 912.50 100,000 CALL 2 100,000
EXPEDIA INC COM 302125109 7,477.40 351,880 SH SOLE 3 232,680 0 0
EXPEDIA INC COM 302125109 352.22 16,575 2 16,575
EXPEDITORS INTL WASH INC COM 302130109 15.90 400 SH SOLE 3 400 0 0
EXPRESS SCRIPTS CLASS A COM 302182100 1,087.80 25,900 SH SOLE 3 25,900 0 0
EXPRESS SCRIPTS CLASS A COM 302182100 693.00 16,500 SH OTH 3 0 0 16,500
EXTENDED STAY AMERICA INC COM 30224P101 3.00 400 SH SOLE 3 400 0 0
EXTENDED SYSTEMS INC COM 301973103 1,540.00 14,000 2 14,000
EXTREME NETWORKS COM 30226D106 2,954.60 37,400 SH SOLE 3 37,000 0 200
EXTREME NETWORKS INC COM 30226D106 1,189.58 15,058 2 15,058
EXXON MOBIL CORP COM 30231G102 8,582.20 110,116 SH SHD 1 110,116 0 0
EXXON MOBIL CORP COM 30231G102 545,870.50 7,003,944 SH SOLE 3 6,569,982 0 420,482
EXXON MOBIL CORP COM 30231G102 97,999.90 1,257,382 SH OTH 3 187,949 0 15,300
EXXON MOBIL CORPORATION COM 30231G102 33,663.70 431,932 2 431,932
EXXON MOBIL CORPORATION COM 30231G102 24,414.86 313,262 2 313,262
EZENIA! INC. COM 302311105 688.50 65,575 SH SOLE 3 65,575 0 0
EZENIA! INC COM 302311105 105.00 10,000 2 10,000
F & M NATIONAL CORP COM 302374103 510.00 23,180 SH SOLE 3 11,156 0 12,024
F.Y.I. CORP COM 302712104 22,512.20 829,943 SH SOLE 3 669,643 0 160,300
FACTORY 2-U STORES INC COM 303072102 72.50 2,900 SH SOLE 3 2,900 0 0
FAIR ISAAC & CO INC COM 303250104 785.30 20,200 SH SOLE 3 18,100 0 2,100
FAIRFIELD COMMUNITIES INC COM 304231301 473.90 59,700 SH SOLE 3 51,400 0 8,300
FAMILY DOLLAR STORES INC COM 307000109 48,233.00 2,317,500 SH SOLE 3 2,291,200 0 26,300
FAMILY DOLLAR STORES INC COM 307000109 1,881.50 90,400 SH OTH 3 0 0 90,400
FANNIE MAE COM 313586109 854.10 15,100 SH SHD 1 15,100 0 0
FANNIE MAE COM 313586109 348,401.90 6,159,600 SH SOLE 3 4,076,040 0 2,072,980
FANNIE MAE COM 313586109 24,913.40 440,474 SH OTH 3 79,590 0 29,300
FANNIE MAE CMN STK COM 313586109 3,144.88 55,600 SH SOLE 4 55,600
FANNIE MAE COMMON STK COM 313586109 22,118.09 391,038 2 391,038
FANNIE MAE COMMON STK COM 313586109 39,809.31 703,811 2 703,811
FAR EASTERN TEXTILE LTD-GDR COM 307331306 836.00 32,000 SH OTH 3 0 0 32,000
FARM FAMILY HOLDINGS INC COM 307901108 449.20 15,100 SH SOLE 3 15,100 0 0
FARMERS CAPITAL BANK CORP COM 309562106 61.20 1,800 SH SOLE 3 1,800 0 0
FASTENAL CO COM 311900104 287.25 6,000 2 6,000
FATBRAIN.COM INC COM 311889109 20.50 1,900 SH SOLE 3 1,700 0 200
FBL FINL GRP INC CL A COM 30239F106 399.00 26,600 SH SOLE 3 24,100 0 2,500
FD HMN LN MTG CORP COM 313400301 86,438.09 1,956,166 2 1,956,166
FD HMN LN MTG CORP COM 313400301 136,566.77 3,090,620 2 3,090,620
FD HMN LN MTG CORP USD (333) 0.21 COM 313400301 1,132.00 25,618 SH SOLE 4 25,618
FEDDERS CORP COM 313135105 229.20 41,200 SH SOLE 3 23,800 0 17,400
FEDERAL SIGNAL CORP COM 313855108 1,986.00 109,949 SH SOLE 3 109,949 0 0
FEDERAL-MOGUL CORP. COM 313549107 83.40 5,000 SH SOLE 3 5,000 0 0
FEDERATED DEPT STORES INC COM 31410H101 2,066.00 48,900 SH SHD 1 48,900 0 0
FEDERATED DEPT STORES INC COM 31410H101 131,579.20 3,114,300 SH SOLE 3 2,936,100 0 170,800
FEDERATED DEPT STORES INC COM 31410H101 18,290.00 432,900 SH OTH 3 78,900 0 83,400
FEDERATED DEPT STORES INC DEL COM 31410H101 346.11 8,192 2 8,192
FEDERATED DEPT STORES INC DEL COM 31410H101 1,742.39 41,240 2 41,240
FEDEX CORP COM 31428X106 4,459.00 114,886 SH SOLE 3 114,886 0 0
FEDEX CORP COM 31428X106 2,792.83 71,957 2 71,957
FEDEX CORP COM 31428X106 3,706.28 95,492 2 95,492
FELCOR LODGING TRUST INC COM 31430F101 536.25 30,000 2 30,000
FERRELLGAS PARTNERS, L.P. COM 315293100 10,224.16 743,575 2 743,575
FERRELLGAS PARTNERS, L.P. COM 315293100 5,627.53 409,275 2 409,275
FERRO CORP COM 315405100 144.30 8,100 SH SOLE 3 5,700 0 2,400
FIDELITY FUNDS LATIN AMERICA COM 345991681 341.70 30,000 SH SOLE 4 30,000
FIDELITY HOLDINGS INC COM 31617J306 2.10 100 SH SOLE 3 100 0 0
FIDELITY NATIONAL FINANCL INC COM 316326107 1,351.20 97,821 SH SOLE 3 92,621 0 5,200
FIFTH THIRD BANCORP COM 316773100 27,959.70 443,805 SH SOLE 3 443,805 0 0
FIFTH THIRD BANCORP COM 316773100 4,712.40 74,800 SH OTH 3 0 0 0
FIFTH THIRD BANCORP COM 316773100 350.22 5,559 2 5,559
FIFTH THIRD BANCORP COM 316773100 415.86 6,601 2 6,601
FILENET CORP COM 316869106 1,118.60 37,600 SH SOLE 3 32,900 0 4,700
FINANCIAL FEDERAL CORP COM 317492106 225.50 12,400 SH SOLE 3 8,000 0 4,400
FINANCIAL SECURITY ASSURANCE HLDGS COM 31769P100 4,325.50 58,900 SH SOLE 3 58,700 0 0
FINET.COM INC COM 317922300 9.60 7,500 SH SOLE 3 4,300 0 3,200
FINLAY ENTERPRISES, INC. COM 317884203 344.75 28,000 2 28,000
FINOVA GRP INC COM 317928109 117.70 7,000 SH SOLE 3 7,000 0 0
FIRST ALBANY COS INC COM 318465101 523.95 15,382 2 15,382
FIRST AMERICAN FINL CORP COM 318522307 2,977.10 213,600 SH SOLE 3 206,000 0 7,600
FIRST AMERICAN FINL CORP COM 318522307 334.50 24,000 2 24,000
FIRST BUSEY CORP COM 319383105 60.20 3,000 SH SOLE 3 3,000 0 0
FIRST CASH FINANNCIAL SVCS, INC COM 31942D107 3,307.50 540,000 SH SOLE 3 404,900 0 135,100
FIRST CHARTER CORP COM 319439105 239.20 18,400 SH SOLE 3 14,300 0 4,100
FIRST CITIZENS BANKSHS CL A COM 31946M103 457.40 8,100 SH SOLE 3 6,400 0 1,700
FIRST COMMERCE BANCSHS INC COM 319777207 55.50 1,600 SH SOLE 3 1,600 0 0
FIRST COMWLTH FINL CORP PA COM 319829107 144.90 16,800 SH SOLE 3 16,800 0 0
FIRST DATA CORP COM 319963104 931.90 21,000 SH SHD 1 21,000 0 0
FIRST DATA CORP COM 319963104 352,674.80 7,947,600 SH SOLE 3 5,979,560 0 1,376,180
FIRST DATA CORP COM 319963104 9,968.80 224,648 SH OTH 3 68,380 0 35,800
FIRST DATA CORP COM 319963104 9,052.72 204,005 2 204,005
FIRST DATA CORP COM 319963104 12,296.49 277,104 2 277,104
FIRST FINL BANKSHS INC COM 32020R109 70.90 2,700 SH SOLE 3 2,700 0 0
FIRST FINL HLDGS INC (DEL) COM 320239106 121.50 8,600 SH SOLE 3 1,000 0 7,600
FIRST HEALTH GRP INC COM 320960107 989.90 31,300 SH SOLE 3 22,800 0 8,500
FIRST HEALTH GRP INC COM 320960107 812.80 25,700 SH OTH 3 0 0 25,700
FIRST INVS FINL SVCS GRP INC COM 32058A101 225.75 43,000 2 43,000
FIRST MIDWEST BANCORP INC DEL COM 320867104 3,620.50 149,300 SH SOLE 3 147,950 0 1,350
FIRST PRIORITY GRP COM 335914206 200.00 50,000 2 50,000
FIRST SECURITY CORP DEL COM 336294103 4,792.80 399,400 SH SOLE 3 372,100 0 19,300
FIRST SECURITY CORP DEL COM 336294103 1,316.40 109,700 SH OTH 3 7,300 0 102,400
FIRST SECURITY CORP DEL COM 336294103 4,105.20 342,100 2 342,100
FIRST SECURITY CORP DEL COM 336294103 1,923.44 160,287 2 160,287
FIRST SENTINEL BANCORP COM 33640T103 508.90 66,200 SH SOLE 3 53,700 0 12,500
FIRST TENN NATL CORP COM 337162101 2,166.30 106,650 SH SOLE 3 92,750 0 13,900
FIRST TENN NATL CORP COM 337162101 258.00 12,700 SH OTH 3 0 0 12,700
FIRST TENN NATL CORP COM 337162101 1,631.74 80,332 2 80,332
FIRST TENN NATL CORP COM 337162101 1,054.91 51,934 2 51,934
FIRST UNION CORP COM 337358105 23,469.40 630,051 SH SOLE 3 628,351 0 1,700
FIRST UNION CORP COM 337358105 6,187.20 166,100 SH OTH 3 0 0 0
FIRST UNION CORP COM 337358105 294.28 7,900 2 7,900
FIRST UNION CORP COM 337358105 10,284.28 276,088 2 276,088
FIRST UNITED BANCSHS ARK COM 33741E104 36.90 3,600 SH SOLE 3 3,600 0 0
FIRST VIRGINIA BANKS INC COM 337477103 165.30 4,400 SH SOLE 3 4,400 0 0
FIRST WASHINGTON BANCORP COM 33748T104 49.30 2,700 SH SOLE 3 300 0 2,400
FIRSTAR CORP. WISCONSIN (NEW) COM 33763V109 61,312.10 2,673,006 SH SOLE 3 2,584,446 0 88,560
FIRSTAR CORP. WISCONSIN (NEW) COM 33763V109 12,123.80 528,560 SH OTH 3 14,900 0 58,460
FIRSTAR CORPORATION (NEW) COM 33763V109 17,855.67 778,449 2 778,449
FIRSTAR CORPORATION (NEW) CLL 33763V109 33.13 10,000 CALL 2 10,000
FIRSTAR CORPORATION (NEW) COM 33763V109 8,025.44 349,883 2 349,883
FIRSTENERGY CORP COM 337932107 8.20 400 SH SOLE 3 400 0 0
FIRSTFED FINANCIAL CORP COM 337907109 750.00 56,600 SH SOLE 3 56,600 0 0
FIRSTFED FINANCIAL CORP COM 337907109 135.57 10,232 2 10,232
FIRSTMERIT CORP COM 337915102 208.30 11,300 SH SOLE 3 11,300 0 0
FIRSTPLUS FINANCIAL GRP INC COM 33763B103 84.30 162,037 SH SOLE 3 162,037 0 0
FISCHER-WATT GOLD CO INC COM 337730105 234.00 2,600,000 SH SOLE 4 2,600,000
FISERV INC COM 337738108 4,031.10 108,400 SH SOLE 3 99,400 0 9,000
FISERV INC COM 337738108 2,275.90 61,200 SH OTH 3 0 0 61,200
FISERV INC COM 337738108 229.08 6,160 2 6,160
FISERV INC COM 337738108 1,796.49 48,309 2 48,309
FISHER SCIENTIFIC COM 338032204 623.00 14,000 SH SOLE 3 14,000 0 0
FLAG TELECOM HOLDINGS LTD COM G3529L102 1,126.70 49,800 SH SOLE 3 49,800 0 0
FLAG TELECOM HOLDINGS LTD COM G3529L102 479.60 21,200 SH OTH 3 0 0 21,200
FLAG TELECOM HOLDINGS LTD COM G3529L102 1,197.99 52,950 2 52,950
FLAG TELECOM HOLDINGS LTD COM G3529L102 2,641.13 116,735 2 116,735
FLAGSTAR BANCORP COM 337930101 81.90 6,300 SH SOLE 3 0 0 6,300
FLAMEL TECHNOLOGIES SPON ADR COM 338488109 47.50 10,000 2 10,000
FLASHNET COMMUNICATIONS COM 338527104 0.50 100 SH SOLE 3 0 0 100
FLEET BOSTON FINANCIAL CORP COM 339030108 1,941.80 53,200 SH SHD 1 53,200 0 0
FLEET BOSTON FINANCIAL CORP COM 339030108 102,584.20 2,810,526 SH SOLE 3 2,772,526 0 36,600
FLEET BOSTON FINANCIAL CORP COM 339030108 16,522.80 452,679 SH OTH 3 36,021 0 0
FLEET BOSTON FINANCIAL CORP COM 339030108 1,409.67 38,621 2 38,621
FLEET BOSTON FINANCIAL CORP COM 339030108 4,211.44 115,382 2 115,382
FLEETWOOD ENTRPRISES INC COM 339099103 1,180.00 80,000 SH SOLE 3 71,500 0 8,500
FLEMING COS INC COM 339130106 9,615.90 638,400 SH SOLE 3 607,500 0 21,200
FLEMING COS INC COM 339130106 1,772.90 117,700 SH OTH 3 0 0 30,900
FLEXTRONICS INTL LTD COM Y2573F102 12,866.11 182,660 2 182,660
FLORIDA PROGRESS CORP COM 341109106 4.60 100 SH SOLE 3 100 0 0
FLORIDA PROGRESS CORP COM 341109106 626.19 13,650 2 13,650
FLORIDA ROCK IND INC COM 341140101 207.20 7,400 SH SOLE 3 2,900 0 4,500
FLOWERS INDUST.INC (GEORGIA) COM 343496105 455.63 30,000 2 30,000
FLOWSERVE CORP COM 34354P105 999.10 77,600 SH SOLE 3 70,900 0 6,700
FLOWSERVE CORPORATION COM 34354P105 2,182.66 169,527 2 169,527
FLUOR CORP COM 343861100 260.40 8,400 SH SHD 1 8,400 0 0
FLUOR CORP COM 343861100 8,050.70 259,700 SH SOLE 3 257,400 0 2,300
FLUOR CORP COM 343861100 2,894.70 93,377 SH OTH 3 19,977 0 0
FMC CORP COM 302491303 141.20 2,500 SH SHD 1 2,500 0 0
FMC CORP COM 302491303 7,051.20 124,800 SH SOLE 3 123,200 0 1,600
FMC CORP COM 302491303 2,220.40 39,300 SH OTH 3 1,700 0 0
FOMENTO ECONOMICO ADR COM 344419106 1,651.50 36,700 SH SOLE 3 36,700 0 0
FOMENTO ECONOMICO ADR COM 344419106 10,620.00 236,000 SH OTH 3 0 0 0
FOOTSTAR INC COM 344912100 2,217.60 78,500 SH SOLE 3 78,500 0 0
FOOTSTAR INC COM 344912100 1,680.90 59,500 SH OTH 3 0 0 10,600
FORD MOTOR CO (DEL) COM 345370100 3,183.50 69,300 SH SHD 1 69,300 0 0
FORD MOTOR CO (DEL) COM 345370100 128,537.00 2,798,085 SH SOLE 3 2,700,585 0 96,100
FORD MOTOR CO (DEL) COM 345370100 23,717.50 516,300 SH OTH 3 65,700 0 0
FORD MOTOR CO COM 345370100 1,891.11 41,167 2 41,167
FORD MOTOR CO COM 345370100 12,891.07 280,622 2 280,622
FOREST CITY ENTERPRISES (CL-A) COM 345550107 96.90 3,300 SH SOLE 3 1,400 0 1,900
FOREST LABORATORIES INC COM 345838106 1,123.80 13,300 SH SOLE 3 5,900 0 7,400
FOREST LABORATORIES INC COM 345838106 769.00 9,100 SH OTH 3 0 0 9,100
FOREST LABORATORIES INC COM 345838106 304.20 3,600 2 3,600
FOREST OIL CORP (NEW) COM 346091606 144.50 13,600 SH SOLE 3 3,200 0 10,400
FORRESTER RESEARCH INC. COM 346563109 550.64 10,150 2 10,150
FORT JAMES CORP COM 347471104 10,346.60 470,300 SH SOLE 3 414,700 0 48,700
FORTUNE BRANDS INC COM 349631101 500.00 20,000 SH SHD 1 20,000 0 0
FORTUNE BRANDS INC COM 349631101 18,105.00 724,200 SH SOLE 3 678,000 0 46,200
FORTUNE BRANDS INC COM 349631101 4,882.50 195,300 SH OTH 3 29,500 0 0
FORWARD AIR CORP COM 349853101 17.80 750 SH SOLE 3 750 0 0
FOSTER WHEELER CORP COM 350244109 671.60 99,500 SH SOLE 3 86,900 0 12,600
FOUNDATION HEALTH SYSTEMS COM 350404109 6,824.00 853,000 SH SOLE 3 838,400 0 10,000
FOUNDRY NETWORKS INC COM 35063R100 2,618.98 18,219 2 18,219
FOUNTAIN VIEW INC. COM 9567ZUS96 0.00 79,032 SH OTH 3 0 0 79,032
FOUR SEASONS HOTELS LIMITED COM 35100E104 518.22 11,500 2 11,500
FOX ENTERTAINMENT GRP INC. COM 35138T107 238.42 7,964 2 7,964
FOX ENTERTAINMENT GRP INC COM 35138T107 673.60 22,500 SH SHD 1 22,500 0 0
FOX ENTERTAINMENT GRP INC COM 35138T107 51,893.70 1,733,400 SH SOLE 3 1,724,600 0 8,800
FOX ENTERTAINMENT GRP INC COM 35138T107 5,260.00 175,700 SH OTH 3 4,300 0 48,500
FPL GRP INC COM 302571104 124.40 2,700 SH SHD 1 2,700 0 0
FPL GRP INC COM 302571104 24,339.40 528,400 SH SOLE 3 489,100 0 35,800
FPL GRP INC COM 302571104 7,222.60 156,800 SH OTH 3 18,100 0 0
FRANKLIN COVEY CO COM 353469109 1,503.50 207,382 SH SOLE 3 207,382 0 0
FRANKLIN RESOURCES INC COM 354613101 16,718.80 500,000 SH SOLE 3 500,000 0 0
FRANKLIN RESOURCES INC COM 354613101 1,207.09 36,100 2 36,100
FREDDIE MAC COM 313400301 145.80 3,300 SH SHD 1 3,300 0 0
FREDDIE MAC COM 313400301 352,814.30 7,984,481 SH SOLE 3 5,431,651 0 2,528,510
FREDDIE MAC COM 313400301 15,112.30 342,005 SH OTH 3 59,700 0 33,800
FREDS INC CL A COM 356108100 14,978.90 982,225 SH SOLE 3 743,450 0 238,775
FREE MARKETS COM 356602102 1,173.70 9,700 SH SOLE 3 9,700 0 0
FREEMARKETS, INC. COM 356602102 1,689.77 13,965 2 13,965
FREEMARKETS, INC. COM 356602102 256,670.16 2,121,241 2 2,121,241
FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 135.10 11,200 SH SHD 1 11,200 0 0
FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 17,022.10 1,411,156 SH SOLE 3 1,374,456 0 36,700
FREEPORT-MCMORAN COPPER & GOLD COM 35671D857 2,133.90 176,900 SH OTH 3 24,700 0 0
FREESERVE PLC ADR COM 356872101 3,022.58 38,751 2 38,751
FRESENIUS MEDICAL CARE COM 358029205 302.00 20,738 2 20,738
FRESENIUS MEDICAL CARE AG ADR COM 358029106 1,576.20 65,000 SH SOLE 3 65,000 0 0
FRISCH'S RESTAURANTS INC COM 358748101 153.00 18,000 2 18,000
FRITZ COS INC COM 358846103 561.90 55,500 SH SOLE 3 51,800 0 3,700
FRONTIER AIRLINES INC (NEW) COM 359065109 547.40 46,100 SH SOLE 3 46,100 0 0
FSI INTL INC COM 302633102 2.00 100 SH SOLE 3 100 0 0
FULLER H B CO COM 359694106 2,404.20 60,200 SH SOLE 3 45,800 0 14,400
FULLER H B CO COM 359694106 990.50 24,800 SH OTH 3 1,300 0 23,500
FULTON FINANCIAL CORP COM 360271100 3,290.60 156,229 SH SOLE 3 156,229 0 0
FURNITURE BRANDS INTERNATIONAL COM 360921100 634.00 33,700 SH SOLE 3 24,700 0 9,000
FURNITURE BRANDS INTERNATIONAL COM 360921100 603.90 32,100 SH OTH 3 0 0 32,100
FUSION MEDICAL TECHNOLOGIES COM 361128101 415.35 21,300 2 21,300
FUTURELINK CORPORATION (DEL) COM 36114Q208 617.57 24,580 2 24,580
GABLES RESIDENTIAL TR COM 362418105 675.00 30,000 2 30,000
GABLES RESIDENTIAL TR COM 362418105 374.63 16,650 2 16,650
GAIAM INC COM 36268Q103 875.00 50,000 2 50,000
GALLAHER GRP PLC ADR COM 363595109 1,065.09 54,100 2 54,100
GALLERY OF HISTORY INC COM 363812108 109.06 34,900 2 34,900
GANNETT CO.INC. COM 364730101 450.40 6,400 SH SHD 1 6,400 0 0
GANNETT CO.INC. COM 364730101 150,658.00 2,140,789 SH SOLE 3 1,460,869 0 675,470
GANNETT CO.INC. COM 364730101 7,363.50 104,632 SH OTH 3 24,130 0 12,400
GANNETT CO.INC. COM 364730101 1,456.76 20,700 2 20,700
GANNETT CO.INC. COM 364730101 424.50 6,032 2 6,032
GAP INC COM 364760108 14,137.98 283,824 2 283,824
GAP INC COM 364760108 35,867.29 720,046 2 720,046
GARDENBURGER INC COM 365476100 71.25 15,000 2 15,000
GARDER DENVER MACHINERY INC COM 365558105 69.60 3,700 SH SOLE 3 1,700 0 2,000
GARTNER GRP CLASS A COM 366651107 511.88 32,500 2 32,500
GARTNER GRP CLASS A CLL 366651107 30.47 12,500 CALL 2 12,500
GARTNER GRP CLASS A COM 366651107 1,173.40 74,500 SH SOLE 3 74,500 0 0
GARTNER GRP CLASS A COM 366651107 352.80 22,400 SH OTH 3 0 0 22,400
GATEWAY INC COM 367626108 477.40 9,000 SH SHD 1 9,000 0 0
GATEWAY INC COM 367626108 69,311.00 1,306,600 SH SOLE 3 1,286,300 0 20,300
GATEWAY INC COM 367626108 5,782.40 109,000 SH OTH 3 3,200 0 0
GATEWAY INC COM 367626108 1,276.41 24,062 2 24,062
GATEWAY INC COM 367626108 28,764.72 542,251 2 542,251
GATX CORP COM 361448103 91.20 2,400 SH SOLE 3 2,400 0 0
GAYLORD CONTAINER CORP CLASS A COM 368145108 117.94 18,500 2 18,500
GAYLORD ENTERTAINMENT CO (NEW) COM 367905106 2,294.12 84,576 2 84,576
GAYLORD ENTERTAINMENT CORP. NEW COM 367905106 583.20 21,500 SH SOLE 3 17,700 0 3,800
GAZPROM ADR COM 368287207 205.30 22,815 SH SOLE 3 22,815 0 0
GAZPROM ADR COM 368287207 2,911.50 323,500 SH OTH 3 0 0 0
GBC BANCORP CALIF COM 361475106 120.60 5,200 SH SOLE 3 5,200 0 0
GC COS INC COM 36155Q109 149.40 4,300 SH SOLE 3 4,300 0 0
GEMSTAR INTL GRP LTD COM G3788V106 2,429.50 28,250 2 28,250
GEMSTAR INTL GRP LTD COM G3788V106 59,032.10 686,420 SH SOLE 3 312,520 0 373,900
GENCORP INC COM 368682100 266.60 34,400 SH SOLE 3 30,100 0 4,300
GENENTECH INC COM 368710406 76.00 500 SH SHD 1 500 0 0
GENENTECH INC COM 368710406 33,896.00 223,000 SH SOLE 3 214,000 0 8,500
GENENTECH INC COM 368710406 2,416.80 15,900 SH OTH 3 3,000 0 0
GENENTECH INC. COM 368710406 2,401.60 15,800 SH SOLE 4 15,800
GENENTECH INC. COM 368710406 10,922.72 71,860 2 71,860
GENENTECH INC. COM 368710406 64,767.05 426,099 2 426,099
GENERAL BINDING CORP COM 369154109 24.90 2,600 SH SOLE 3 0 0 2,600
GENERAL CIGAR HOLDINGS INC COM 36933P100 1,464.10 96,800 SH SOLE 3 96,800 0 0
GENERAL COMMUNICATION INC CL A COM 369385109 45.10 8,400 SH SOLE 3 0 0 8,400
GENERAL DYNAMICS CORP. COM 369550108 1,388.00 27,900 SH SHD 1 27,900 0 0
GENERAL DYNAMICS CORP. COM 369550108 28,357.50 570,000 SH SOLE 3 560,000 0 10,000
GENERAL DYNAMICS CORP. COM 369550108 3,517.30 70,700 SH OTH 3 0 0 0
GENERAL DYNAMICS CORP. COM 369550108 900.48 18,100 2 18,100
GENERAL DYNAMICS CORP. COM 369550108 1,487.53 29,900 2 29,900
GENERAL ELECTRIC CO COM 369604103 15,266.80 98,100 SH SHD 1 98,100 0 0
GENERAL ELECTRIC CO COM 369604103 1,558,251.30 10,012,860 SH SOLE 3 9,445,230 0 518,000
GENERAL ELECTRIC CO COM 369604103 186,394.20 1,197,714 SH OTH 3 165,795 0 28,100
GENERAL ELECTRIC CO COM 369604103 36,515.54 234,638 SH SOLE 4 234,638
GENERAL ELECTRIC CO COM 369604103 287,030.08 1,844,370 2 1,844,370
GENERAL ELECTRIC CO COM 369604103 400,384.53 2,572,752 2 2,572,752
GENERAL ELECTRIC CO PUT 369604103 202.40 17,600 PUT 2 17,600
GENERAL GROWTH PROPERTIES INC COM 370021107 4,959.80 162,950 SH SOLE 3 135,450 0 27,500
GENERAL GROWTH PROPERTIES INC COM 370021107 2,191.50 72,000 2 72,000
GENERAL GROWTH PROPERTIES INC COM 370021107 1,586.40 52,120 2 52,120
GENERAL MAGIC, INC. COM 370253106 567.53 63,500 2 63,500
GENERAL MILLS INC COM 370334104 1,279.40 35,354 SH SOLE 3 34,554 0 800
GENERAL MILLS INC COM 370334104 238.84 6,600 2 6,600
GENERAL MOTORS CL H (NEW) COM 370442832 1,319.70 10,600 SH SHD 1 10,600 0 0
GENERAL MOTORS CL H (NEW) COM 370442832 233,610.80 1,876,392 SH SOLE 3 1,492,512 0 378,850
GENERAL MOTORS CL H (NEW) COM 370442832 5,739.20 46,098 SH OTH 3 28,890 0 5,200
GENERAL MOTORS CORP. COM 370442105 1,672.80 20,200 SH SHD 1 20,200 0 0
GENERAL MOTORS CORP. COM 370442105 106,166.50 1,282,010 SH SOLE 3 1,227,010 0 54,000
GENERAL MOTORS CORP. COM 370442105 25,920.30 313,000 SH OTH 3 45,100 0 0
GENERAL MOTORS CORP. COM 370442105 1,596.63 19,280 SH SOLE 4 19,280
GENERAL MOTORS CORP. COM 370442105 8,284.65 100,041 2 100,041
GENERAL MOTORS CORP. COM 370442105 32,411.90 391,389 2 391,389
GENERAL MOTORS CORPORATION COM 370442832 6,500.02 52,209 2 52,209
GENERAL SEMICONDUCTOR INC. COM 370787103 9,213.20 534,100 SH SOLE 3 519,400 0 3,000
GENESCO INC. COM 371532102 1,420.10 108,200 SH SOLE 3 98,800 0 9,400
GENESIS HEALTH VENTURES INC COM 371912106 13.75 20,000 2 20,000
GENLYTE GRP INC COM 372302109 136.50 7,000 SH SOLE 3 7,000 0 0
GENOME THERAPEUTICS CORP COM 372430108 282.75 12,000 2 12,000
GENTEX CORP COM 371901109 370.63 10,000 2 10,000
GENUINE PARTS CO. COM 372460105 4,550.60 190,600 SH SOLE 3 190,000 0 600
GENUINE PARTS CO. COM 372460105 439.30 18,400 2 18,400
GENZYME CORP COM 372917104 1,308.30 26,100 SH SOLE 3 14,200 0 11,900
GENZYME CORP COM 372917104 2,140.30 42,700 SH OTH 3 0 0 42,700
GENZYME CORP COM 372917104 350.88 7,000 2 7,000
GENZYME CORP COM 372917104 848.42 16,926 2 16,926
GENZYME MOLECULAR ONCOLOGY COM 372917500 301.64 19,943 2 19,943
GEON CO COM 37246W105 427.90 19,900 SH SOLE 3 19,900 0 0
GEORGIA GULF CORP NEW COM 373200203 1,180.40 45,400 SH SOLE 3 45,400 0 0
GEORGIA GULF CORP NEW COM 373200203 1,170.00 45,000 SH OTH 3 0 0 45,000
GEORGIA GULF CORP NEW COM 373200203 1,300.00 50,000 2 50,000
GEORGIA GULF CORP NEW COM 373200203 349.21 13,431 2 13,431
GEORGIA PAC (TIMBER GRP) COM 373298702 6,257.60 244,200 SH SOLE 3 244,200 0 0
GEORGIA-PACIFIC CORP COM 373298108 1,262.00 31,900 SH SHD 1 31,900 0 0
GEORGIA-PACIFIC CORP COM 373298108 35,202.70 889,800 SH SOLE 3 847,700 0 38,100
GEORGIA-PACIFIC CORP COM 373298108 6,690.00 169,100 SH OTH 3 30,400 0 17,400
GEORGIA-PACIFIC CORP CLL 373298108 125.00 10,000 CALL 2 10,000
GEORGIA-PACIFIC CORP COM 373298108 941.59 23,800 2 23,800
GEORGIA-PACIFIC CORP COM 373298702 5,440.19 212,300 2 212,300
GERBER SCIENTIFIC INC COM 373730100 1,124.00 58,200 SH SOLE 3 55,500 0 2,700
GETTHERE.COM INC COM 374266104 17,088.90 1,111,470 SH SOLE 3 803,370 0 0
GETTHERE.COM INC COM 374266104 467.40 30,400 SH OTH 3 0 0 30,400
GETTY IMAGES INC (NEW) COM 374276103 679.20 18,900 SH SOLE 3 15,700 0 3,200
GIBRALTAR STL CORP COM 37476F103 16.40 1,000 SH SOLE 3 1,000 0 0
GIGA INFORMATION GRP INC COM 37517M109 146.66 13,333 2 13,333
GIGAMEDIA LTD COM Y2711Y104 583.73 10,760 2 10,760
GIGAMEDIA LTD COM Y2711Y104 2,391.99 44,092 2 44,092
GILAT SATELLITE NETWORKS (ORD) COM M51474100 1,354.24 11,550 2 11,550
GILEAD SCIENCES COM 375558103 1,440.30 22,727 SH SOLE 3 19,100 0 3,627
GILEAD SCIENCES COM 375558103 633.75 10,000 2 10,000
GILLETTE CO COM 375766102 59,918.50 1,589,878 SH SOLE 3 1,517,278 0 69,650
GILLETTE CO COM 375766102 2,330.80 61,845 SH OTH 3 14,710 0 9,200
GILLETTE CO COM 375766102 14,943.66 396,515 SH SOLE 4 396,515
GILLETTE CO COM 375766102 146,820.59 3,895,737 2 3,895,737
GILLETTE CO COM 375766102 141,205.53 3,746,747 2 3,746,747
GLACIER WTR SVCS INC COM 376395109 6,290.40 387,100 SH SOLE 3 301,800 0 85,300
GLATFELTER P H CO COM 377316104 804.30 75,700 SH SOLE 3 67,300 0 8,400
GLAXO WELLCOME PLC SPONS ADR COM 37733W105 57.30 1,000 SH SOLE 3 1,000 0 0
GLAXO WELLCOME PLC SPONS ADR COM 37733W105 975.46 17,020 2 17020
GLAXO WELLCOME PLC SPONS ADR COM 37733W105 742.77 12,960 2 12,960
GLENAYRE TECHNOLOGIES INC COM 377899109 124.70 7,100 SH SOLE 3 300 0 6,800
GLIMCHER REALTY TRUST SBI COM 379302102 751.75 55,685 2 55,685
GLIMCHER REALTY TRUST SBI COM 379302102 484.31 35,875 2 35,875
GLOBAL CROSSING LTD COM G3921A100 131.00 3,200 SH SHD 1 3,200 0 0
GLOBAL CROSSING LTD COM G3921A100 25,601.60 625,382 SH SOLE 3 613,572 0 11,810
GLOBAL CROSSING LTD COM G3921A100 454.40 11,100 SH OTH 3 9,300 0 0
GLOBAL CROSSING LTD COM G3921A100 3,295.47 80,500 2 80,500
GLOBAL CROSSING LTD COM G3921A100 18,298.00 446,974 2 446,974
GLOBAL DIRECTMAIL CORP COM 871851101 252.80 27,700 SH SOLE 3 23,400 0 4,300
GLOBAL MARINE INC (NEW) COM 379352404 200.50 7,900 SH SHD 1 7,900 0 0
GLOBAL MARINE INC (NEW) COM 379352404 2,430.90 95,800 SH SOLE 3 38,700 0 57,100
GLOBAL MARINE INC (NEW) COM 379352404 2,321.80 91,500 SH OTH 3 0 0 91,500
GLOBAL MARINE INC (NEW) COM 379352404 428.84 16,900 2 16,900
GLOBAL MARINE INC (NEW) COM 379352404 875.44 34,500 2 34,500
GLOBAL SPORTS INC COM 37937A107 366.90 19,700 SH SOLE 3 19,700 0 0
GLOBAL TELESYSTEMS GRP INC COM 37936U104 4,204.60 205,100 SH SOLE 3 205,100 0 0
GLOBALSTAR TELECOMMUNICATION COM G3930H104 662.18 47,725 2 47,725
GLOBESPAN INC COM 379571102 1,223.25 12,000 2 12,000
GLOBESPAN INC COM 379571102 333.34 3,270 2 3,270
GLOBIX CORP COM 37957F101 705.30 18,500 SH SOLE 3 16,900 0 1,600
GO.COM COM 254687205 226.80 10,995 SH SOLE 3 10,190 0 645
GO.COM COM 254687205 2,091.83 101,422 2 101,422
GO2NET INC COM 383486107 407.81 5,062 2 5,062
GO2NET INC. COM 383486107 2,723.00 33,800 SH SOLE 3 31,700 0 2,100
GOLD BANC CORP INC. COM 379907108 3,312.50 500,000 SH SOLE 3 500,000 0 0
GOLDEN STATE BANCORP INC COM 381197102 23.90 1,600 SH SOLE 3 800 0 800
GOLDEN STATE VINTNERS, INC. COM 38121K208 105.75 23,500 2 23,500
GOLDEN WEST FINL NEW COM 381317106 408.60 13,100 SH SHD 1 13,100 0 0
GOLDEN WEST FINL NEW COM 381317106 21,494.40 689,200 SH SOLE 3 679,000 0 10,200
GOLDEN WEST FINL NEW COM 381317106 2,064.60 66,200 SH OTH 3 11,700 0 0
GOLDMAN SACHS GRP COM 38141G104 2,315.50 22,000 SH SOLE 3 22,000 0 0
GOLDMAN SACHS GRP COM 38141G104 42,100.00 400,000 SH OTH 3 0 0 0
GOLDMAN SACHS US CORE EQ PORTFOLIO/RECOM 381991355 2,073.25 107,422 SH SOLE 4 107,422
GOOD GUYS (THE) COM 382091106 412.50 100,000 2 100,000
GOOD GUYS (THE) COM 382091106 115.50 28,000 2 28,000
GOTO.COM INC COM 38348T107 287.40 7,000 SH SOLE 3 7,000 0 0
GOTO.COM INC COM 38348T107 821.25 20,000 2 20,000
GPU INC COM 36225X100 3,602.60 131,600 SH SOLE 3 112,300 0 19,300
GPU INC COM 36225X100 3,952.90 144,400 SH OTH 3 7,100 0 75,200
GRACO INC COM 384109104 2,721.80 93,856 SH SOLE 3 93,856 0 0
GRAINGER W W INC COM 384802104 1,117.50 20,600 SH SOLE 3 20,600 0 0
GRAINGER W W INC COM 384802104 461.10 8,500 SH OTH 3 0 0 8,500
GRAINGER W W INC COM 384802104 1,427.05 26,305 2 26,305
GRAND UNION CO COM 386532402 182.40 62,100 SH SOLE 3 62,100 0 0
GRAND UNION CO CMN PAR $1.00 COM 386532402 44.40 15,116 2 15,116
GRANITE BROADCASTING COM 387241102 8,120.40 1,139,700 SH SOLE 3 843,300 0 296,400
GRANITE BROADCASTING COM 387241102 113.69 15,956 2 15,956
GRANITE CONSTRUCTION INC COM 387328107 1,587.60 58,800 SH SOLE 3 51,300 0 7,500
GRANITE ST BANKSHS INC COM 387472103 274.07 17,972 2 17,972
GRAY COMMUNICATIONS SYS CL B COM 389190208 5,090.10 433,200 SH SOLE 3 388,400 0 44,800
GRAY COMMUNICATIONS SYS INC COM 389190109 2,047.20 172,400 SH SOLE 3 105,250 0 67,150
GREAT A&P TEA CO.INC. COM 390064103 1,082.20 55,500 SH SOLE 3 52,600 0 2,900
GREAT A&P TEA CO.INC. COM 390064103 821.00 42,100 SH OTH 3 0 0 42,100
GREAT LAKES CHEMICAL COM 390568103 13.60 400 SH SOLE 3 0 0 400
GREAT PLAINS SOFTWARE INC COM 39119E105 12,610.10 236,254 SH SOLE 3 236,254 0 0
GREAT PLAINS SOFTWARE INC. COM 39119E105 664.52 12,450 2 12,450
GREAT SOUTHERN BANCORP COM 390905107 38.80 2,100 SH SOLE 3 2,100 0 0
GREATER BAY BANCORP COM 391648102 1,565.70 38,900 SH SOLE 3 37,200 0 1,700
GREEN MOUNTAIN PWR CORP COM 393154109 66.88 10,000 2 10,000
GREENPOINT FINL CORP COM 395384100 5,334.10 271,800 SH SOLE 3 271,800 0 0
GREIF BROTHERS CORP COM 397624107 1,020.00 32,000 SH SOLE 3 29,700 0 2,300
GREY WOLF INC COM 397888108 48.40 12,300 SH SOLE 3 0 0 12,300
GRIFFON CORP COM 398433102 37.50 4,800 SH SOLE 3 0 0 4,800
GRILL CONCEPTS INC (NEW) COM 398502203 89.04 66,266 2 66,266
GRISTEDE'S FOODS INC COM 398635102 33.40 16,700 2 16,700
GRP 1 AUTOMOTIVE, INC. COM 398905109 6,192.21 532,663 2 532,663
GRP 1 AUTOMOTIVE, INC. COM 398905109 10,229.66 879,971 2 879,971
GRPE DANONE SPONS ADR COM 399449107 3,274.50 74,000 2 74,000
GRP 1 AUTOMOTIVE INC COM 398905109 229.00 19,700 SH SOLE 3 13,800 0 5,900
GRUBB & ELLIS CO (NEW) COM 400095204 14,062.61 2,500,020 2 2,500,020
GRUPO IMSA SA SPON ADR COM 40048T106 7,054.56 550,600 2 550,600
GRUPO TELEVISA, S.A. GDS COM 40049J206 10,043.60 147,700 SH SOLE 3 147,700 0 0
GRUPO TELEVISA, S.A. GDS COM 40049J206 9,676.40 142,300 SH OTH 3 0 0 0
GRUPO TELEVISA, S.A. GDS COM 40049J206 893.52 13,140 2 13,140
GRUPO TELEVISA, S.A. GDS COM 40049J206 510.00 7,500 2 7,500
GS GLOBAL EMERGING MARKETS CASH DIV COM 380991372 727.80 55,600 SH SOLE 4 55,600
GS US CORE EQUITY PORTFOLIO COM L4492N160 1,619.37 83,905 SH SOLE 4 83,905
GST TELECOMMUNICATIONS INC COM 361942105 134.75 22,000 2 22,000
GT GRP TELECOM INC. COM 362359408 1,061.29 50,840 2 50,840
GT GRP TELECOM INC. COM 362359408 231,441.00 11,086,994 2 11,086,994
GTE CORP COM 362320103 1,817.60 25,600 SH SHD 1 25,600 0 0
GTE CORP COM 362320103 186,836.90 2,631,506 SH SOLE 3 2,425,726 0 195,920
GTE CORP COM 362320103 24,710.80 348,039 SH OTH 3 38,200 0 11,800
GTE CORPORATION COM 362320103 1,847.78 26,025 2 26,025
GTE CORPORATION COM 362320103 3,019.49 42,528 2 42,528
GTECH HLDGS CORP COM 400518106 2,481.80 133,700 SH SOLE 3 114,600 0 17,700
GTECH HLDGS CORP COM 400518106 1,065.50 57,400 SH OTH 3 0 0 57,400
GUESS ?, INC. COM 401617105 28.80 900 SH SOLE 3 900 0 0
GUIDANT CORP COM 401698105 1,940.50 32,960 SH SOLE 3 32,760 0 200
GUIDANT CORP COM 401698105 905.70 15,400 SH OTH 3 0 0 0
GUIDANT CORPORATION COM 401698105 780.68 13,260 2 13,260
GUIDANT CORPORATION COM 401698105 5,744.85 97,577 2 97,577
GUILFORD MILLS INC COM 401794102 39.20 5,100 SH SOLE 3 0 0 5,100
GUILFORD PHARMACEUTICALS INC. COM 401829106 81.40 3,500 SH SOLE 3 900 0 2,600
GUITAR CENTER, INC. COM 402040109 644.40 56,339 SH SOLE 3 56,339 0 0
GUITAR CENTER, INC. COM 402040109 114.38 10,000 2 10,000
GUITAR CENTER, INC. CLL 402040109 80.00 20,000 CALL 2 20,000
GULF CANADA RESOURCES LTD(ORD) COM 40218L305 422.22 114,500 2 114,500
GULF INDONESIA RESOURCES LTD. COM 402284103 754.06 95,000 2 95,000
GULF INDONESIA RESOURCES LTD. COM 402284103 133.56 16,827 2 16,827
H & CB GDR COM 44182P102 663.40 34,285 SH OTH 3 0 0 34,285
H & CB GDR (WI) COM 44182P102 22.60 1,169 SH OTH 3 0 0 1,169
H & R BLOCK INC. COM 093671105 28,905.60 645,936 SH SOLE 3 645,936 0 0
H & R BLOCK INC. COM 093671105 1,320.10 29,500 SH OTH 3 0 0 0
H & R BLOCK INC. COM 093671105 219.28 4,900 2 4,900
H.J.HEINZ CO. COM 423074103 17,423.50 499,600 SH SOLE 3 495,100 0 4,500
H.J.HEINZ CO. COM 423074103 2,933.00 84,100 SH OTH 3 0 0 0
H.J.HEINZ CO. COM 423074103 1,034.04 29,650 2 29,650
H.J.HEINZ CO. COM 423074103 1,016.96 29,160 2 29,160
HADCO CORP COM 404681108 1,472.70 22,700 SH SOLE 3 21,400 0 1,300
HAEMONETICS CORP COM 405024100 5,395.50 239,800 SH SOLE 3 230,100 0 4,200
HAGLER BAILLY, INC. COM 405183104 54.79 12,176 2 12,176
HAIN FOOD GRP INC COM 405219106 4,578.10 161,700 SH SOLE 3 161,700 0 0
HALLIBURTON CO COM 406216101 16,832.50 409,300 SH SOLE 3 368,400 0 38,100
HALLIBURTON CO COM 406216101 2,874.60 69,900 SH OTH 3 0 0 0
HALLIBURTON CO COM 406216101 1,522.37 37,018 2 37,018
HALLIBURTON CO COM 406216101 9,429.55 229,290 2 229,290
HAMILTON BANCORP INC (FLA) COM 407013101 60.90 3,900 SH SOLE 3 0 0 3,900
HANCOCK HOLDING CO COM 410120109 154.40 5,000 SH SOLE 3 4,000 0 1,000
HANCOCK HOLDING CO COM 410120109 454.57 14,723 2 14,723
HANDLEMAN CO COM 410252100 797.90 89,900 SH SOLE 3 87,100 0 2,800
HANNA,(M.A.) CO COM 410522106 57.70 5,100 SH SOLE 3 0 0 5,100
HANNAFORD BROS CO COM 410550107 8,673.00 117,600 SH SOLE 3 112,600 0 5,000
HANNAFORD BROS CO COM 410550107 1,511.90 20,500 SH OTH 3 0 0 0
HANOVER COMPRESSOR CO COM 410768105 10,595.20 186,290 SH SOLE 3 180,990 0 5,300
HANOVER COMPRESSOR CO COM 410768105 978.20 17,200 SH OTH 3 0 0 17,200
HANOVER DIRECT INC (DELAWARE) COM 410783104 133.00 56,000 2 56,000
HANOVER DIRECT INC (DELAWARE) COM 410783104 285.00 120,000 2 120,000
HARBINGER CORP COM 41145C103 1,061.60 36,450 SH SOLE 3 32,700 0 3,750
HARBOR FLORIDA BANCSHS COM 411901101 1,055.60 92,800 SH SOLE 3 81,800 0 11,000
HARCOURT GEN INC COM 41163G101 529.90 14,225 SH SOLE 3 14,225 0 0
HARDINGE INC. COM 412324303 615.00 60,000 SH SOLE 3 60,000 0 0
HARLAND JOHN H CO COM 412693103 98.50 7,300 SH SOLE 3 5,100 0 2,200
HARLEY-DAVIDSON INC COM 412822108 349.20 4,400 SH SHD 1 4,400 0 0
HARLEY-DAVIDSON INC COM 412822108 25,820.70 325,300 SH SOLE 3 313,900 0 11,400
HARLEY-DAVIDSON INC COM 412822108 4,524.40 57,000 SH OTH 3 7,900 0 6,100
HARLEY-DAVIDSON INC COM 412822108 305.59 3,850 2 3,850
HARMAN INTL INDS INC (NEW) COM 413086109 5,640.00 94,000 SH SOLE 3 92,100 0 1,900
HARMAN INTL INDS INC (NEW) COM 413086109 804.00 13,400 SH OTH 3 0 0 13,400
HARMONIC INC COM 413160102 1,056.94 12,696 2 12,696
HARMONIC LIGHTWAVES INC COM 413160102 3,421.60 41,100 SH SOLE 3 37,100 0 4,000
HARRAHS ENTERTAINMENT INC COM 413619107 157,254.30 8,471,610 SH SOLE 3 6,351,990 0 2,108,570
HARRAHS ENTERTAINMENT INC COM 413619107 4,906.80 264,338 SH OTH 3 46,070 0 64,700
HARRAHS ENTMT INC COM 413619107 1,322.21 71,230 2 71,230
HARRIS CORP COM 413875105 4,348.00 125,800 SH SOLE 3 125,800 0 0
HARRIS CORP COM 413875105 321.40 9,300 SH OTH 3 0 0 9,300
HARSCO CORP COM 415864107 211.20 7,300 SH SOLE 3 1,200 0 6,100
HARSCO CORP COM 415864107 952.00 32,900 SH OTH 3 0 0 32,900
HARTE-HANKS COMMUNICATIONS,INC COM 416196103 2.30 100 SH SOLE 3 100 0 0
HARTE-HANKS COMMUNICATIONS,INC COM 416196103 235.95 10,400 2 10,400
HARTFORD FINANCIAL SERVICES COM 416515104 367.77 6,972 2 6,972
HARTFORD FINANCIAL SERVICES COM 416515104 4,320.23 81,900 2 81,900
HARTFORD FINANCIAL SVCS GRP COM 416515104 1,292.40 24,500 SH SHD 1 24,500 0 0
HARTFORD FINANCIAL SVCS GRP COM 416515104 38,483.90 729,552 SH SOLE 3 683,852 0 42,600
HARTFORD FINANCIAL SVCS GRP COM 416515104 5,380.50 102,000 SH OTH 3 4,200 0 0
HARTFORD LIFE INC COM 416592103 182.80 3,900 SH SHD 1 3,900 0 0
HARTFORD LIFE INC COM 416592103 44,255.20 944,110 SH SOLE 3 924,010 0 16,900
HARTFORD LIFE INC COM 416592103 8,550.00 182,400 SH OTH 3 11,800 0 86,100
HARTFORD LIFE INC COM 416592103 1,570.31 33,500 2 33,500
HASBRO INC COM 418056107 163.50 9,800 SH SOLE 3 0 0 9,800
HASBRO INC COM 418056107 153.50 9,200 SH OTH 3 7,900 0 1,300
HAVERTY FURNITURE COS INC COM 419596101 2,021.90 190,300 SH SOLE 3 179,500 0 10,800
HAWAIIAN ELEC INDS INC COM 419870100 381.80 12,000 SH SOLE 3 2,600 0 9,400
HCB BANCSHS INC COM 40413N106 83.38 14,500 2 14,500
HCC INSURANCE HOLDINGS INC COM 404132102 47.70 3,600 SH SOLE 3 0 0 3,600
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HEALTH CARE PROPERTY INV., INC COM 421915109 3,579.41 140,714 2 140,714
HEALTH CARE PROPERTY INV., INC COM 421915109 1,480.89 58,217 2 58,217
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HEALTH MANAGEMENT ASSOC. CL A COM 421933102 461.70 32,400 SH OTH 3 0 0 32,400
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HEALTHEON CORP COM 422209106 2,348.30 102,100 SH SOLE 3 94,200 0 3,600
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HEALTHEON/WEBMD CORPORATION CMN STK COM 422209106 1,000.50 43,500 SH SOLE 4 43,500
HEALTHSOUTH CORP COM 421924101 2,216.60 389,724 SH SOLE 3 352,124 0 37,600
HEALTHSOUTH CORP COM 421924101 95.50 16,792 2 16,792
HEALTHSOUTH CORP COM 421924101 800.02 140,662 2 140,662
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HEALTHTRONICS INC COM 42222L107 610.50 33,000 2 33,000
HEARME COM 421903105 232.30 9,200 SH SOLE 3 8,200 0 1,000
HEICO CORP (NEW) COM 422806109 114.50 7,900 SH SOLE 3 2,300 0 5,600
HEIDRICK & STRUGGLES INC. COM 422819102 324.21 8,080 2 8,080
HEILIG MEYERS CO COM 422893107 44.10 11,200 SH SOLE 3 4,500 0 6,700
HELEN OF TROY LTD (NEW) COM G4388N106 8,798.60 1,279,800 SH SOLE 3 1,006,200 0 273,600
HELEN OF TROY LTD (NEW) COM G4388N106 420.75 61,200 2 61,200
HELIX TECHNOLOGY CORP COM 423319102 1,603.70 26,700 SH SOLE 3 24,000 0 2,700
HELLER FINANCIAL CLASS A COM 423328103 1,889.93 82,171 2 82,171
HELLER FINANCIAL INC COM 423328103 5,278.30 229,490 SH SOLE 3 229,490 0 0
HELLER FINANCIAL INC COM 423328103 593.40 25,800 SH OTH 3 0 0 25,800
HELMERICH & PAYNE INC. COM 423452101 4,240.80 136,800 SH SOLE 3 128,400 0 8,400
HELMERICH & PAYNE INC. COM 423452101 3,775.80 121,800 SH OTH 3 0 0 83,300
HELMERICH & PAYNE INC. COM 423452101 381.18 12,296 2 12,296
HENRY SCHEIN INC COM 806407102 5,287.70 326,656 SH SOLE 3 326,656 0 0
HERBALIFE INT'L CL A COM 426908208 2,005.80 142,000 SH SOLE 3 130,300 0 11,700
HERCULES INC. COM 427056106 14.50 900 SH SOLE 3 900 0 0
HERSHEY FOODS CORP. COM 427866108 336.40 6,900 SH SOLE 3 6,500 0 400
HERSHEY FOODS CORP. COM 427866108 1,326.00 27,200 2 27,200
HERSHEY FOODS CORP. COM 427866108 434.27 8,908 2 8,908
HERTZ CORP COM 428040109 660.80 19,400 SH SHD 1 19,400 0 0
HERTZ CORP COM 428040109 65,059.40 1,910,002 SH SOLE 3 1,827,702 0 79,900
HERTZ CORP COM 428040109 5,514.70 161,900 SH OTH 3 7,600 0 73,000
HERTZ CORPORATION COM 428040109 458.58 13,463 2 13,463
HEWLETT PACKARD CO SUB NT CV CNV 428236AC7 636.24 842,000 2 842,000
HEWLETT PACKARD CO SUB NT CV CNV 428236AC7 555.39 735,000 2 735,000
HEWLETT-PACKARD CO. COM 428236103 4,252.00 32,000 SH SHD 1 32,000 0 0
HEWLETT-PACKARD CO. COM 428236103 333,142.90 2,507,295 SH SOLE 3 2,385,695 0 110,900
HEWLETT-PACKARD CO. COM 428236103 50,465.10 380,600 SH OTH 3 37,900 0 0
HEWLETT-PACKARD CO. COM 428236103 11,109.81 83,611 2 83,611
HEWLETT-PACKARD CO. COM 428236103 28,384.49 213,618 2 213,618
HI/FN INC COM 428358105 588.23 9,041 2 9,041
HIBERNIA CORP CLASS A COM 428656102 6,510.00 620,000 SH SOLE 3 620,000 0 0
HIBERNIA CORP CLASS A COM 428656102 585.44 55,756 2 55,756
HIGH YIELD INCOME FD INC COM 429904105 118.79 22,900 2 22,900
HIGHWOOD PROPERTIES INC COM 431284108 2,810.40 131,482 SH SOLE 3 114,382 0 17,100
HIGHWOODS PROPERTIES INC COM 431284108 516.33 24,156 2 24,156
HILLENBRAND INDUST INC COM 431573104 3.40 100 SH SOLE 3 100 0 0
HILTON HOTELS CORP COM 432848109 85.89 11,082 2 11,082
HILTON HOTELS CORP SUB NT CV CNV 432848AL3 499.44 655,000 2 655,000
HILTON HOTELS CORP SUB NT CV 5% 5/15/CNV 432848AL3 625.11 800,000 SH SOLE 4 800,000
HISPANIC BROADCASTING CORP COM 43357B104 13,288.80 117,340 SH SOLE 3 113,840 0 3,500
HISPANIC BROADCASTING CORP COM 43357B104 1,460.90 12,900 SH OTH 3 0 0 12,900
HISPANIC BROADCASTING CORP COM 43357B104 1,240.09 10,950 2 10,950
HNC SOFTWARE COM 40425P107 13,180.20 182,900 SH SOLE 3 180,500 0 2,400
HOLLY CORP $.01 PAR COM 435758305 1,801.00 156,606 SH SOLE 3 156,606 0 0
HOLLYWOOD ENTERTAINMENT CORP COM 436141105 305.60 37,900 SH SOLE 3 34,500 0 3,400
HOLLYWOOD ENTERTAINMENT CORP COM 436141105 4,907.24 608,650 2 608,650
HOME DEPOT INC COM 437076102 3,940.90 61,100 SH SHD 1 61,100 0 0
HOME DEPOT INC COM 437076102 608,153.60 9,428,738 SH SOLE 3 8,158,823 0 1,229,305
HOME DEPOT INC COM 437076102 53,203.40 824,859 SH OTH 3 102,695 0 23,250
HOME DEPOT INC COM 437076102 21,361.17 331,181 2 331,181
HOME DEPOT INC CLL 437076102 190.00 10,000 CALL 2 10,000
HOME DEPOT INC COM 437076102 47,100.61 730,242 2 730,242
HOME PROPERTIES OF N.Y.,INC. COM 437306103 1,645.10 61,500 SH SOLE 3 49,000 0 12,500
HOMEBASE INC COM 43738E108 210.20 105,100 SH SOLE 3 94,600 0 10,500
HOMESTAKE MINING CO (DELAWARE) COM 437614100 163.20 27,200 SH SOLE 3 27,200 0 0
HOMESTEAD VILLAGE INC COM 437851108 229.72 72,070 2 72,070
HOMESTORE.COM COM 437852106 1,062.80 21,800 SH SOLE 3 21,800 0 0
HOMESTORE.COM INC COM 437852106 1,021.61 20,956 2 20,956
HONEYWELL INTERNATIONAL INC COM 438516106 1,217.10 23,100 SH SHD 1 23,100 0 0
HONEYWELL INTERNATIONAL INC COM 438516106 41,318.60 784,221 SH SOLE 3 770,734 0 12,687
HONEYWELL INTERNATIONAL INC COM 438516106 11,521.40 218,675 SH OTH 3 9,300 0 0
HONEYWELL INTL INC COM 438516106 7,129.88 135,324 2 135,324
HONEYWELL INTL INC COM 438516106 14,502.66 275,258 2 275,258
HOOPER HOLMES INC COM 439104100 2,587.20 75,400 SH SOLE 3 70,400 0 5,000
HOOPER HOLMES INC COM 439104100 905.90 26,400 SH OTH 3 0 0 26,400
HORACE MANN EDUCATORS CORP COM 440327104 575.20 31,200 SH SOLE 3 29,400 0 1,800
HORIZON HEALTH CORP COM 44041Y104 5,299.20 963,500 SH SOLE 3 768,500 0 195,000
HORMEL FOODS CORP COM 440452100 489.80 29,800 SH SHD 1 29,800 0 0
HORMEL FOODS CORP COM 440452100 12,198.30 742,100 SH SOLE 3 696,100 0 29,600
HORMEL FOODS CORP COM 440452100 2,104.00 128,000 SH OTH 3 4,600 0 69,600
HOSPITALITY PROPERTIES TRUST COM 44106M102 2,027.00 100,100 SH SOLE 3 84,100 0 16,000
HOST FUNDING INC COM 441072105 60.00 30,000 2 30,000
HOST MARRIOTT CORPORATION COM 44107P104 549.25 61,887 2 61,887
HOTEL RESERVATIONS INC COM 441451101 1,002.00 56,450 SH SOLE 3 51,250 0 5,200
HOTEL RESERVATIONS INC COM 441451101 266.20 15,000 SH OTH 3 0 0 15,000
HOTJOBS.COM LTD COM 441474103 3,230.49 127,940 2 127,940
HOUSEHOLD INTERNATIONAL COM 441815107 47,906.60 1,283,928 SH SOLE 3 1,262,328 0 19,800
HOUSEHOLD INTERNATIONAL COM 441815107 2,813.40 75,400 SH OTH 3 1,300 0 0
HOUSEHOLD INTL INC. COM 441815107 354.47 9,500 2 9,500
HOUSEHOLD INTL INC. COM 441815107 11,032.19 295,670 2 295,670
HOUSTON EXPLORATION CO COM 442120101 306.00 17,000 2 17,000
HRPT PROPERTIES TRUST COM 40426W101 2,432.50 280,000 SH SOLE 3 280,000 0 0
HS RESOURCES INC COM 404297103 213.40 10,100 SH SOLE 3 7,600 0 2,500
HSB GRP INC. (COM) COM 40428N109 677.10 23,400 SH SOLE 3 23,400 0 0
HSBC BANK PLC 10.25% PFD SER B PRF 44328M609 2,556.25 100,000 2 100,000
HSBC HOLDINGS PLC SPONS ADR COM 404280406 248.63 4,080 2 4,080
HUB GRP INC-CL A COM 443320106 1,003.50 65,800 SH SOLE 3 62,900 0 0
HUBBELL INC CLASS B COM 443510201 331.20 12,100 SH SOLE 3 1,300 0 10,800
HUDSON RIVER BANCORP COM 444128102 1,187.00 118,700 SH SOLE 3 101,500 0 17,200
HUDSON UNITED BANCORP COM 444165104 1,412.50 65,129 SH SOLE 3 56,586 0 8,543
HUDSON UNITED BANCORP COM 444165104 705.69 32,539 2 32,539
HUGHES SUPPLY INC COM 444482103 10,442.40 673,700 SH SOLE 3 517,050 0 156,650
HUGOTON ROYALTY TRUST UNITS COM 444717102 3,844.63 459,060 2 459,060
HUGOTON ROYALTY TRUST UNITS COM 444717102 10,509.66 1,254,885 2 1,254,885
HUMAN GENOME SCIENCES INC COM 444903108 3,181.30 38,300 SH SOLE 3 34,000 0 4,300
HUMAN GENOME SCIENCES INC COM 444903108 3,224.49 38,820 SH SOLE 4 38,820
HUMAN GENOME SCIENCES INC COM 444903108 2,533.41 30,500 2 30,500
HUMANA INC COM 444859102 73.13 10,000 2 10,000
HUNTINGTON BANCSHS INC COM 446150104 502.61 22,463 2 22,463
HUSSMANN INTERNATIONAL COM 448110106 31.70 2,500 SH SOLE 3 0 0 2,500
HUTTIG BUILDING PRODUCTS COM 448451104 79.70 17,722 SH SOLE 3 17,722 0 0
HYPERION SOLUTIONS CORP. COM 44914M104 1,124.50 34,600 SH SOLE 3 31,300 0 3,300
I2 TECHNOLOGIES, INC. COM 465754109 64,586.10 528,852 SH SOLE 3 520,752 0 7,200
I2 TECHNOLOGIES, INC. COM 465754109 1,520.46 12,450 2 12,450
I2 TECHNOLOGIES, INC. COM 465754109 130,112.10 1,065,401 2 1,065,401
IBIS TECHNOLOGY CORP COM 450909106 1,685.34 18,726 2 18,726
IBP INC COM 449223106 666.20 42,300 SH SHD 1 42,300 0 0
IBP INC COM 449223106 38,497.70 2,444,300 SH SOLE 3 2,245,300 0 171,800
IBP INC COM 449223106 8,353.80 530,400 SH OTH 3 31,100 0 237,100
IBP INC COM 449223106 266.18 16,900 2 16,900
IBP INC COM 449223106 236.25 15,000 2 15,000
ICG COMMUNICATIONS COM 449246107 805.60 22,300 SH SOLE 3 18,000 0 4,300
ICG COMMUNICATIONS COM 449246107 325.13 9,000 2 9,000
ICICI BANK LTD - ADR COM 45104G104 2,366.30 161,800 SH SOLE 3 161,800 0 0
ICICI BANK LTD - ADR COM 45104G104 2,752.40 188,200 SH OTH 3 123,400 0 0
ICICI LTD - SPONS ADR COM 44926P103 3,142.80 139,681 SH SOLE 3 139,681 0 0
ICICI LTD - SPONS ADR COM 44926P103 9,803.90 435,731 SH OTH 3 0 0 8,250
ICN PHARMACEUTICALS INC (NEW) COM 448924100 801.10 29,400 SH SOLE 3 21,700 0 7,700
ICN PHARMACEUTICALS INC (NEW) COM 448924100 694.90 25,500 SH OTH 3 0 0 25,500
ICN PHARMACEUTICALS INC. COM 448924100 1,793.05 65,800 2 65,800
ID BIOMEDICAL CORP COM 44936D108 196.88 42,000 2 42,000
ID SYSTEMS INC COM 449489103 174.51 20,837 2 20,837
IDACORP INC COM 451107106 410.10 11,800 SH SOLE 3 10,400 0 1,400
IDACORP INC COM 451107106 556.00 16,000 SH OTH 3 0 0 16,000
IDEC PHARMACEUTICALS CORP COM 449370105 68.80 700 SH SHD 1 700 0 0
IDEC PHARMACEUTICALS CORP COM 449370105 7,516.10 76,500 SH SOLE 3 72,500 0 4,000
IDEC PHARMACEUTICALS CORP COM 449370105 573.58 5,838 2 5,838
IDENTIX INC COM 451906101 499.00 17,900 SH SOLE 3 16,300 0 1,600
IDEXX LABORATORIES COM 45168D104 118.90 5,100 SH SOLE 3 900 0 4,200
IDG BOOKS WORLDWIDE, INC. COM 449384106 17.20 1,500 SH SOLE 3 1,500 0 0
IDT CORP COM 448947101 937.90 22,600 SH SOLE 3 22,600 0 0
IDX CORP COM 449491109 555.71 20,300 2 20,300
IFX CORPORATION (NEW) COM 449518208 352.50 10,000 2 10,000
IGATE CAPITAL CORP COM 45169U105 180.50 4,000 SH SOLE 3 0 0 4,000
IGEN INC. COM 449536101 575.00 23,000 2 23,000
IKON OFFICE SOLUTIONS INC COM 451713101 61.88 10,000 2 10,000
IKON OFFICE SOLUTIONS, INC. COM 451713101 6.80 1,100 SH SOLE 3 1,100 0 0
IL FORNAIO AMERICA CORPORATION COM 451926109 146.00 16,000 2 16,000
ILEX ONCOLOGY INC COM 451923106 518.15 12,337 2 12,337
ILLINOIS TOOL WORKS COM 452308109 31.00 561 SH SOLE 3 100 0 461
ILLINOIS TOOL WORKS COM 452308109 0.00 44,400 SH OTH 3 0 0 0
IMATION CORP COM 45245A107 3,402.70 127,500 SH SOLE 3 111,500 0 16,000
IMATION CORP COM 45245A107 2,658.10 99,600 SH OTH 3 0 0 63,700
IMAX CORP COM 45245E109 7,481.30 346,960 SH SOLE 3 346,960 0 0
IMAX CORPORATION COM 45245E109 906.25 42,029 2 42,029
IMC GLOBAL INC COM 449669100 4,949.70 337,000 SH SOLE 3 316,200 0 20,800
IMC GLOBAL INC COM 449669100 399.50 27,200 SH OTH 3 0 0 27,200
IMCLONE SYS INC COM 45245W109 599.60 7,800 SH SOLE 3 6,500 0 1,300
IMCO RECYCLING INC COM 449681105 548.70 49,600 SH SOLE 3 46,600 0 3,000
IMMTECH INTERNATIONAL INC COM 452519101 1,624.38 57,500 2 57,500
IMMUNEX CORP (NEW) COM 452528102 247.40 3,900 SH SHD 1 3,900 0 0
IMMUNEX CORP (NEW) COM 452528102 89,224.80 1,406,500 SH SOLE 3 620,500 0 783,600
IMMUNEX CORP (NEW) COM 452528102 2,740.50 43,200 SH OTH 3 800 0 8,500
IMPAC COMMERCIAL HOLDINGS INC COM 45254R108 393.75 75,000 2 75,000
IMPATH INC COM 45255G101 525.50 14,300 SH SOLE 3 14,300 0 0
IMPERIAL BANCORP COM 452556103 438.80 14,154 SH SOLE 3 14,154 0 0
IMPSAT FIBER NETWORKS, INC. COM 45321T103 543.20 19,400 2 19,400
IMRGLOBAL CORP COM 45321W106 366.56 25,500 2 25,500
IMS HEALTH INC COM 449934108 11,895.21 702,300 2 702,300
IN FOCUS SYSTEMS COM 452919103 1,962.50 54,800 SH SOLE 3 51,900 0 2,900
INACOM CORP COM 45323G109 111.70 40,600 SH SOLE 3 36,000 0 4,600
INACOM CORP COM 45323G109 35.75 13,000 2 13,000
INCO LIMITED COM 453258402 1,560.00 84,900 SH SOLE 3 84,900 0 0
INCO LIMITED COM 453258402 532.90 29,000 SH OTH 3 0 0 29,000
INCYTE PHARMACEUTICALS INC COM 45337C102 1,775.00 20,300 SH SOLE 3 18,200 0 2,100
INCYTE PHARMACEUTICALS INC COM 45337C102 1,014.30 11,600 SH OTH 3 0 0 11,600
INCYTE PHARMACEUTICALS INC COM 45337C102 290.03 3,317 2 3,317
INDEPENDENCE COMMUNITY BANK COM 453414104 1,775.50 159,600 SH SOLE 3 147,900 0 11,700
INDEPENDENCE COMMUNITY BANK COM 453414104 218.63 19,652 2 19,652
INDEPENDENT BANK CORP MASS COM 453836108 170.70 14,300 SH SOLE 3 14,300 0 0
INDONESIAN SATELLITE CORP-ADR COM 715680104 584.38 34,000 2 34,000
INDUSTRIAL HLDGS INC COM 456160100 241.55 117,113 2 117,113
INDYMAC MORTGAGE HOLDINGS INC COM 456607100 6,079.56 407,000 2 407,000
INERSIL HOLDING CORP COM 46069S109 12,090.20 233,910 SH SOLE 3 158,810 0 0
INERSIL HOLDING CORP COM 46069S109 253.30 4,900 SH OTH 3 0 0 4,900
INET TECHNOLOGIES INC COM 45662V105 232.90 4,400 SH SOLE 3 4,400 0 0
INET TECHNOLOGIES, INC. COM 45662V105 1,034.93 19,550 2 19,550
INFINEON TECHNOLOGIES AG COM 45662N103 4,420.89 76,885 2 76,885
INFINEON TECHNOLOGIES AG COM 45662N103 13,043.36 226,841 2 226,841
INFINITY BROADCASTING A COM 45662S102 200.70 6,200 SH SHD 1 6,200 0 0
INFINITY BROADCASTING A COM 45662S102 237,507.00 7,336,125 SH SOLE 3 5,346,904 0 1,232,176
INFINITY BROADCASTING A COM 45662S102 4,584.80 141,615 SH OTH 3 43,322 0 20,050
INFINITY BROADCASTING CORP. COM 45662S102 15,664.55 483,847 2 483,847
INFINITY BROADCASTING CORP. COM 45662S102 33,886.43 1,046,685 2 1,046,685
INFINIUM SOFTWARE INC COM 45662Y109 902.34 175,000 2 175,000
INFOCURE CORP COM 45665A108 441.30 25,400 SH SOLE 3 22,300 0 3,100
INFONET SERVICES CORP. COM 45666T106 1,402.75 62,000 2 62,000
INFORMATICA CORP COM 45666Q102 264.31 3,441 2 3,441
INFORMATION ARCHITECTS CORP COM 45669R107 851.38 49,000 2 49,000
INFORMATION MGMT ASSOC INC COM 456923101 110.94 25,000 2 25,000
INFORMATION RESOURCS INC COM 456905108 32.80 4,100 SH SOLE 3 0 0 4,100
INFORMIX CORP COM 456779107 1,920.70 113,400 SH SOLE 3 94,000 0 19,400
INFORMIX CORP COM 456779107 503.00 29,700 SH OTH 3 0 0 29,700
INFORMIX CORP COM 456779107 529.30 31,250 2 31,250
INFORMIX CORP COM 456779107 642.27 37,920 2 37,920
INFORTE CORP COM 45677R107 280.53 5,725 2 5,725
INFORTE CORP COM 45677R107 2,204.41 44,988 2 44,988
INFOSPACE INC COM 45678T102 18,514.20 127,300 SH SOLE 3 126,100 0 500
INFOSPACE.COM INC COM 45678T102 349.05 2,400 2 2,400
INFOSYS TECHNOLOGIES - SP ADR COM 456788108 1,312.40 6,800 SH SOLE 3 6,800 0 0
INFOSYS TECHNOLOGIES - SP ADR COM 456788108 694.80 3,600 SH OTH 3 0 0 0
INFOUSA INC - COM 456818301 608.60 66,700 SH SOLE 3 57,200 0 9,500
INFOUSA INC - CLASS B SHS COM 456818103 0.00 100 SH SOLE 3 100 0 0
ING GROEP N.V. SPONS ADR COM 456837103 2,916.27 53,023 2 53,023
ING GROEP N.V. SPONS ADR COM 456837103 7,899.43 143,626 2 143,626
INGERSOLL-RAND CO COM 456866102 1,084.10 24,500 SH SHD 1 24,500 0 0
INGERSOLL-RAND CO COM 456866102 29,271.40 661,500 SH SOLE 3 606,000 0 54,200
INGERSOLL-RAND CO COM 456866102 4,823.20 109,000 SH OTH 3 19,700 0 0
INGLES MARKETS INC CL-A COM 457030104 66.80 6,400 SH SOLE 3 0 0 6,400
INGRAM MICRO INC. COM 457153104 5,098.40 331,600 SH SOLE 3 331,600 0 0
INGRAM MICRO INC. COM 457153104 193.73 12,600 2 12,600
INITIALS PLUS INC COM 457197101 25.00 100,000 SH OTH 3 0 0 0
INKINE PHARMACEUTICAL CO INC COM 457214104 72.34 10,000 2 10,000
INKTOMI CORP COM 457277101 44,304.00 227,200 SH SOLE 3 225,400 0 800
INKTOMI CORPORATION COM 457277101 30,610.71 156,978 2 156,978
INKTOMI CORPORATION COM 457277101 79,559.61 407,998 2 407,998
INKTOMI CORPORATION CMN STK COM 457277101 2,306.27 11,827 SH SOLE 4 11,827
INNOVATIVE GAMING CORP COM 45764F107 179.19 100,600 2 100,600
INNOVEX INC COM 457647105 112.50 11,500 SH SOLE 3 10,100 0 1,400
INSCI-STATEMENTS.COM CORP COM 45765T106 203.29 33,882 2 33,882
INSIGHT COMMUNICATIONS COM 45768V108 14,955.20 725,100 SH SOLE 3 601,800 0 123,300
INSIGHT COMMUNICATIONS COM 45768V108 563.10 27,300 SH OTH 3 0 0 27,300
INSIGHT COMMUNICATIONS INC COM 45768V108 721.88 35,000 2 35,000
INSIGHT ENTERPRISES INC COM 45765U103 331.60 9,100 SH SOLE 3 6,300 0 2,800
INSIGHT ENTERPRISES INC COM 45765U103 6,208.22 170,380 2 170,380
INSIGNIA FINANCIAL GRP INC COM 45767A105 526.40 37,600 2 37,600
INSIGNIA FINANCIAL GRP COM 45767A105 246.90 17,633 SH SOLE 3 14,067 0 0
INSITUFORM TECHNOLOGIES INC COM 457667103 517.60 16,900 SH SOLE 3 16,900 0 0
INSPIRE INS SOLUTIONS INC COM 457732105 65.00 20,000 2 20,000
INSWEB CORP COM 45809K103 22.10 2,300 SH SOLE 3 2,300 0 0
INSWEB CORPORATION COM 45809K103 129.46 13,450 2 13,450
INSWEB CORPORATION COM 45809K103 670.01 69,611 2 69,611
INTEGRATED DEVICE TECH INC COM 458118106 154.50 3,900 SH SHD 1 3,900 0 0
INTEGRATED DEVICE TECH INC COM 458118106 27,828.60 702,300 SH SOLE 3 647,300 0 55,000
INTEGRATED DEVICE TECH INC COM 458118106 4,505.40 113,700 SH OTH 3 0 0 76,700
INTEGRATED ELECTRICAL SVC COM 45811E103 44.10 8,400 SH SOLE 3 2,300 0 6,100
INTEGRATED HEALTH SVCS INC COM 45812C106 50.70 194,993 SH SOLE 3 194,993 0 0
INTEGRATED MEASUREMENT SYSTEM COM 457923100 375.78 18,500 2 18,500
INTEGRATED SURGICAL SYSTEMS COM 45812Y108 153.13 50,000 2 50,000
INTEGRATED SURGICAL SYSTEMS COM 45812Y108 82.69 27,000 2 27,000
INTEL CORP COM 458140100 9,433.50 71,500 SH SHD 1 71,500 0 0
INTEL CORP COM 458140100 1,527,595.30 11,578,174 SH SOLE 3 10,721,684 0 632,250
INTEL CORP COM 458140100 149,515.40 1,133,229 SH OTH 3 121,570 0 27,200
INTEL CORP COM 458140100 90,079.80 682,746 SH SOLE 4 682,746
INTEL CORP COM 458140100 586,557.71 4,445,724 2 4,445,724
INTEL CORP COM 458140100 887,546.47 6,727,022 2 6,727,022
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INTEL CORP CLL 458140100 146.88 10,000 CALL 2 10,000
INTEL CORP CLL 458140100 267.00 12,000 CALL 2 12,000
INTELECT COMMUNICATIONS INC COM 458144102 213.91 37,000 2 37,000
INTELLIKEY CORPO (PP) RSTRCTD STK COM 458992104 705.00 117,500 SH SOLE 4 117,500
INTER TEL INC COM 458372109 9,638.70 352,100 SH SOLE 3 258,600 0 93,500
INTER TEL INC COM 458372109 498.23 18,200 2 18,200
INTERDIGITAL COMMUNICATIONS COM 45866A105 1,165.00 46,600 SH SOLE 3 41,600 0 5,000
INTERGRAPH CORP COM 458683109 260.90 29,400 SH SOLE 3 25,700 0 3,700
INTERGRAPH CORP COM 458683109 310.63 35,000 2 35,000
INTERIM SERVICES INC CV SB4.5%6/01/05CNV 45868PAA8 890.40 1,090,000 SH SOLE 4 1,090,000
INTERIM SVCS INC COM 45868P100 4,022.50 216,700 SH SOLE 3 213,500 0 3,200
INTERIM SVCS INC COM 45868P100 1,338.40 72,100 SH OTH 3 2,900 0 69,200
INTERIORS INC CL-A COM 458688108 48.40 51,625 2 51,625
INTERLIANT INC COM 458742103 94,775.30 3,354,878 2 3,354,878
INTERMEDIA COMMUNICATIONS INC COM 458801107 2,507.40 51,900 SH SOLE 3 46,900 0 5,000
INTERMEDIA COMMUNICATIONS INC COM 458801107 6,498.51 134,510 2 134,510
INTERNAP NETWORK COM 45885A102 10,679.80 232,170 SH SOLE 3 163,270 0 0
INTERNATIONAL BUSINESS MACHINES COM 459200101 4,472.20 37,900 SH SHD 1 37,900 0 0
INTERNATIONAL BUSINESS MACHINES COM 459200101 514,033.80 4,356,219 SH SOLE 3 3,978,809 0 358,620
INTERNATIONAL BUSINESS MACHINES COM 459200101 71,172.90 603,160 SH OTH 3 60,870 0 14,100
INTERNATIONAL BUSINESS MACHS COM 459200101 260,198.02 2,205,068 2 2,205,068
INTERNATIONAL BUSINESS MACHS COM 459200101 389,618.30 3,301,850 2 3,301,850
INTERNATIONAL BUSINESS MACHS CMN COM 459200101 36,766.44 311,580 SH SOLE 4 311,580
INTERNATIONAL HOME FOODS COM 459655106 4,766.40 297,900 SH SOLE 3 297,900 0 0
INTERNATIONAL HOME FOODS INC COM 459655106 525.60 32,850 2 32,850
INTERNATIONAL PAPER CO. COM 460146103 29,729.20 695,420 SH SOLE 3 637,020 0 55,800
INTERNATIONAL PAPER CO. COM 460146103 4,279.30 100,100 SH OTH 3 4,200 0 0
INTERNATIONAL PAPER CO. COM 460146103 2,211.67 51,735 2 51,735
INTERNATIONAL PAPER CO. COM 460146103 317.72 7,432 2 7,432
INTERNATIONAL REMOTE IMAGING COM 460259500 142.50 60,000 2 60,000
INTERNET CAPITAL GRP INC COM 46059C106 5,845.12 64,721 2 64,721
INTERNET CAPITAL GRP INC COM 46059C106 39,652.06 439,054 2 439,054
INTERNET CAPITAL GRP INC. CNV 46059CAA4 3,267.58 3,700,000 2 3,700,000
INTERNET CAPITAL GRP INC COM 46059C106 1,901.08 21,050 SH SOLE 4 21,050
INTERNET COMMERCE CORP CL-A COM 46059F109 472.50 10,000 2 10,000
INTERNET HOLDRS TRUST COM 46059W102 316.11 1,900 2 1,900
INTERNET HOLDRS TRUST COM 46059W102 349.39 2,100 2 2,100
INTERNET INFRASTRUCTURE HOLD. COM 46059V104 549.79 8,100 2 8,100
INTERNET INITIATIVE JAPAN INC COM 46059T109 448.14 6,425 2 6,425
INTERNET INITIATIVE JAPAN INC COM 46059T109 2,374.64 34,045 2 34,045
INTERNET PICTURES CORPORATION COM 46059S101 266.24 7,845 2 7,845
INTERPHASE CORP COM 460593106 253.75 10,000 2 10,000
INTERPOOL INC COM 46062R108 3,806.20 580,000 SH SOLE 3 580,000 0 0
INTERPUBLIC GRP COS COM 460690100 805.33 17,044 2 17,044
INTERPUBLIC GRP COS COM 460690100 11,293.93 239,025 2 239,025
INTERPUBLIC GRP COS SUB NT CNV 460690AF7 5,727.05 4,459,000 2 4,459,000
INTERPUBLIC GRP COS SUB NT CNV 460690AF7 8,515.44 6,630,000 2 6,630,000
INTERPUBLIC GRP COS COM 460690100 297.70 6,300 SH SHD 1 6,300 0 0
INTERPUBLIC GRP COS COM 460690100 42,791.50 905,641 SH SOLE 3 887,541 0 12,800
INTERPUBLIC GRP COS COM 460690100 3,156.30 66,800 SH OTH 3 5,200 0 0
INTERSTATE BAKERIES CORP COM 46072H108 1.40 100 SH SOLE 3 100 0 0
INTERSTATE HOTELS CORP COM 46088R108 111.80 35,777 SH SOLE 3 35,777 0 0
INTERSYSTEMS INC COM 460920101 10.50 12,000 2 12,000
INTERTAN INC COM 461120107 1,947.70 141,650 SH SOLE 3 129,850 0 11,800
INTERTRUST TECHNOLOGIES CORP COM 46113Q109 27,835.80 654,960 SH SOLE 3 452,060 0 0
INTERTRUST TECHNOLOGIES CORP COM 46113Q109 238.00 5,600 SH OTH 3 0 0 5,600
INTERVISUAL BOOKS INC CL A VTG COM 460918105 65.88 31,000 2 31,000
INTERVOICE INC COM 461142101 121.30 4,200 SH SOLE 3 0 0 4,200
INTERVU INC COM 46114R106 720.00 8,000 SH SOLE 3 7,200 0 800
INTERVU INC COM 46114R106 6,750.00 75,000 2 75,000
INTERWOVEN INC COM 46114T102 39,085.30 356,130 SH SOLE 3 246,330 0 0
INTERWOVEN INC COM 46114T102 230.50 2,100 SH OTH 3 0 0 2,100
INTIMATE BRANDS, INC. COM 461156101 46,871.30 1,137,999 SH SOLE 3 1,119,904 0 15,595
INTIMATE BRANDS, INC. COM 461156101 5,553.50 134,835 SH OTH 3 1,400 0 39,335
INTIMATE BRANDS, INC. COM 461156101 771.03 18,720 2 18,720
INTL FLAVORS & FRAGRANCES INC COM 459506101 49.10 1,400 SH SOLE 3 700 0 700
INTL FLAVORS & FRAGRANCES INC COM 459506101 1,612.90 46,000 SH OTH 3 0 0 0
INTL MULTIFOODS CORP COM 460043102 438.70 32,800 SH SOLE 3 28,000 0 4,800
INTL RECTIFIER CORP. COM 460254105 3,839.20 100,700 SH SOLE 3 92,600 0 8,100
INTL SPECIALTY PRODUCTS COM 460337108 18.00 2,800 SH SOLE 3 2,800 0 0
INTL SPEEDWAY CORP-CL A COM 460335201 678.60 15,100 SH SOLE 3 15,100 0 0
INTL SPEEDWAY CORP-CL A COM 460335201 1,590.80 35,400 SH OTH 3 0 0 11,700
INTRANET SOLUTIONS INC COM 460939309 230.00 5,000 2 5,000
INTRAWARE INC COM 46118M103 623.80 15,100 SH SOLE 3 13,600 0 1,500
INTRAWARE INC. COM 46118M103 276.09 6,683 2 6,683
INTRAWEST CORPORATION COM 460915200 4,993.31 295,900 2 295,900
INTUIT COM 461202103 83,194.80 1,530,020 SH SOLE 3 1,237,020 0 25,300
INTUIT COM 461202103 6,193.30 113,900 SH OTH 3 0 0 113,900
INTUIT INC COM 461202103 1,071.73 19,710 2 19,710
INVACARE CORP COM 461203101 153.70 5,600 SH SOLE 3 0 0 5,600
INVESTORS FINANCIAL SVCS CP COM 461915100 712.40 12,100 SH SOLE 3 8,200 0 3,900
INVITROGEN CORP COM 46185R100 139.30 2,400 SH SOLE 3 2,400 0 0
IOMEGA INC COM 462030107 386.60 101,400 SH SOLE 3 79,300 0 22,100
IOMEGA INC COM 462030107 57.19 15,000 2 15,000
IONICS INC COM 462218108 347.60 13,600 SH SOLE 3 11,900 0 1,700
IRI INTERNATIONAL CORP COM 45004F107 1,551.53 164,400 2 164,400
IRON MOUNTAIN INC NEW COM 462846106 36,684.60 1,076,980 SH SOLE 3 809,340 0 267,640
IRON MTN INC PA COM 462846106 499.53 14,665 2 14,665
IRSA - SPONS GDR COM 450047204 0.00 1 SH OTH 3 0 0 0
IRWIN FINANCIAL CORP COM 464119106 1.50 100 SH SOLE 3 100 0 0
ISIS PHARMACEUTICALS COM 464330109 735.41 52,296 2 52,296
ISLE OF CAPRI CASINOS COM 464592104 14,376.20 1,150,100 SH SOLE 3 921,400 0 228,700
ISPAT INTERNATIONAL COM 464899103 8,034.00 540,100 SH SOLE 3 535,100 0 0
ISPAT INTERNATIONAL NV COM 464899103 446.25 30,000 2 30,000
ISPAT INTERNATIONAL NV COM 464899103 1,386.35 93,200 2 93,200
ISS GRP, INC. COM 450306105 7,566.68 64,950 2 64,950
ISS GRP, INC. COM 450306105 15,283.29 131,187 2 131,187
ISS GRP, INC. COM 450306105 57,484.60 493,430 SH SOLE 3 491,030 0 2,400
I-STAT CORPORATION COM 450312103 1,098.56 68,929 2 68,929
IT GRP INC COM 465266104 363.00 48,000 SH SOLE 3 48,000 0 0
ITC DELTACOM INC COM 45031T104 9,994.10 280,536 SH SOLE 3 275,936 0 4,600
ITEQ INC COM 450430103 12.19 10,000 2 10,000
ITEQ INC COM 450430103 181.96 149,300 2 149,300
ITT EDUCATIONAL SVCS, INC. COM 45068B109 7,352.00 459,500 SH SOLE 3 451,500 0 0
ITT EDUCATIONAL SVCS, INC. COM 45068B109 704.00 44,000 SH OTH 3 0 0 44,000
ITT INDUSTRIES INC (INDIANA) COM 450911102 18.60 600 SH SOLE 3 600 0 0
ITXC CORP COM 45069F109 211.80 4,500 SH SOLE 3 4,500 0 0
IVAX CORP (FLORIDA) COM 465823102 34,702.60 1,273,489 SH SOLE 3 1,189,189 0 74,100
IVAX CORP (FLORIDA) COM 465823102 9,429.90 346,050 SH OTH 3 23,100 0 161,250
IVAX CORP (FLORIDA) COM 465823102 2,043.75 75,000 2 75,000
IVILLAGE INC COM 46588H105 139.50 8,900 SH SOLE 3 7,700 0 1,200
IVILLAGE INC COM 46588H105 213.48 13,622 2 13,622
IXL ENTERPRISES INC COM 450718101 7,957.49 284,196 2 284,196
IXOS SOFTWARE AG ADS COM 46600V108 440.00 10,000 2 10,000
J&J SNACK FOODS CORP COM 466032109 69.60 3,500 SH SOLE 3 3,500 0 0
J.D. EDWARDS & CO. COM 281667105 13.00 400 SH SOLE 3 400 0 0
J.M. SMUCKER CO. CLASS-A COM 832696108 309.60 17,200 SH SOLE 3 14,500 0 2,700
J.P. MORGAN & CO COM 616880100 1,315.13 9,982 2 9,982
J.P. MORGAN & CO COM 616880100 2,875.05 21,822 2 21,822
JABIL CIRCUIT INC COM 466313103 3,754.10 86,800 SH SOLE 3 53,400 0 33,400
JABIL CIRCUIT INC COM 466313103 3,745.40 86,600 SH OTH 3 0 0 86,600
JABIL CIRCUIT INC COM 466313103 519.00 12,000 2 12,000
JACADA LTD COM M6184R101 26,054.63 1,781,513 2 1,781,513
JACK HENRY & ASSOC INC COM 426281101 6,152.08 166,836 2 166,836
JACK IN THE BOX INC COM 466367109 1,496.10 70,200 SH SOLE 3 63,800 0 6,400
JACOBS ENGINEERING GRP COM 469814107 844.70 26,500 SH SOLE 3 18,100 0 8,400
JAKKS PACIFIC INC COM 47012E106 1,951.40 90,500 SH SOLE 3 86,700 0 3,800
JAZZTEL P.L.C. ADR COM 47214R152 1,262.63 15,600 2 15,600
JAZZTEL P.L.C. ADR COM 47214R152 875.34 10,815 2 10,815
JCC HOLDING CO CL-A COM 46611Q205 85.93 49,100 2 49,100
JDA SOFTWARE GRP INC COM 46612K108 146.25 10,000 2 10,000
JDA SOFTWARE GRP INC COM 46612K108 119.90 8,200 SH SOLE 3 6,500 0 1,700
JDN REALTY CORP COM 465917102 604.90 58,300 SH SOLE 3 58,300 0 0
JDS UNIPHASE CORP COM 46612J101 1,157.40 9,600 SH SHD 1 9,600 0 0
JDS UNIPHASE CORP COM 46612J101 199,204.90 1,652,296 SH SOLE 3 1,610,496 0 31,500
JDS UNIPHASE CORP COM 46612J101 6,920.30 57,400 SH OTH 3 5,500 0 10,600
JDS UNIPHASE CORPORATION COM 46612J101 3,593.97 29,810 2 29,810
JDS UNIPHASE CORPORATION COM 46612J101 18,362.87 152,310 2 152,310
JDS UNIPHASE CORPORATION CLL 46612J101 229.50 6,800 CALL 2 6,800
JDS UNIPHASE CORPORATION CMN COM 46612J101 1,326.19 11,000 SH SOLE 4 11,000
JEFFERSON-PILOT CORP. COM 475070108 246.30 3,700 SH SHD 1 3,700 0 0
JEFFERSON-PILOT CORP. COM 475070108 6,496.50 97,600 SH SOLE 3 97,600 0 0
JEFFERSON-PILOT CORP. COM 475070108 1,045.00 15,700 SH OTH 3 0 0 0
JEFFERSON-PILOT CORP. COM 475070108 1,088.50 16,353 2 16,353
JEFFRIES GRP ( NEW ) COM 472319102 1,939.80 84,800 SH SOLE 3 81,700 0 3,100
JLK DIRECT DISTRIBUTION COM 46621C105 219.00 24,000 SH SOLE 3 12,600 0 11,400
JO-ANN STORES INC. COM 47758P109 75.40 9,000 SH SOLE 3 9,000 0 0
JOHN HANCOCK FINL SVCS INC COM 41014S106 1,487.95 82,378 2 82,378
JOHN HANCOCK FINL SVCS INC CMN COM 41014S106 292.61 16,200 SH SOLE 4 16,200
JOHN Q HAMMONS HOTELS INC COM 408623106 70.00 16,000 2 16,000
JOHNS MANVILLE CORP COM 478129109 36.10 3,400 SH SOLE 3 3,400 0 0
JOHNSON & JOHNSON COM 478160104 3,856.70 54,900 SH SHD 1 54,900 0 0
JOHNSON & JOHNSON COM 478160104 305,381.90 4,347,073 SH SOLE 3 4,065,153 0 263,480
JOHNSON & JOHNSON COM 478160104 39,361.80 560,311 SH OTH 3 64,330 0 11,900
JOHNSON & JOHNSON COM 478160104 15,820.30 225,200 SH SOLE 4 225,200
JOHNSON & JOHNSON COM 478160104 82,572.48 1,175,409 2 1,175,409
JOHNSON & JOHNSON CLL 478160104 82.50 10,000 CALL 2 10,000
JOHNSON & JOHNSON COM 478160104 59,699.78 849,819 2 849,819
JOHNSON CONTROLS INC COM 478366107 951.50 17,600 SH SHD 1 17,600 0 0
JOHNSON CONTROLS INC COM 478366107 31,832.00 588,800 SH SOLE 3 557,000 0 31,800
JOHNSON CONTROLS INC COM 478366107 5,341.40 98,800 SH OTH 3 15,900 0 21,100
JONES APPAREL GRP, INC. CLL 480074103 146.88 10,000 CALL 2 10,000
JONES APPAREL GRP, INC. COM 480074103 674.00 21,312 SH SOLE 3 13,251 0 8,061
JONES APPAREL GRP, INC. COM 480074103 1,040.50 32,900 SH OTH 3 0 0 32,900
JONES PHARMA INC COM 480236108 8,244.50 271,425 SH SOLE 3 256,550 0 10,875
JONES PHARMA INC COM 480236108 1,625.10 53,500 SH OTH 3 2,200 0 22,500
JONES PHARMA INC COM 480236108 423.73 13,950 2 13,950
JOS A BANK CLOTHIERS INC COM 480838101 65.45 16,362 2 16,362
JOURNAL REGISTER CO COM 481138105 73.80 5,000 SH SOLE 3 0 0 5,000
JOURNAL REGISTER CO COM 481138105 357.69 24,250 2 24,250
JSB SOFTWARE TECHNOLOGIES PLC COM 46625Q308 1,633.70 17,197 SH SOLE 3 17,197 0 0
JSB SOFTWARE TECHNOLOGIES PLC COM 46625Q308 369.60 3,890 SH OTH 3 0 0 3,890
JUNIPER COM 48203R104 13,257.20 50,300 SH SOLE 3 50,300 0 0
JUNIPER NETWORKS CV SB 4.75% 3/15/07 CNV 48203RAA2 3,594.18 3,590,000 SH SOLE 4 3,590,000
JUNIPER NETWORKS CNV SUB CNV 48203RAA2 4,112.30 4,120,000 2 4,120,000
JUNIPER NETWORKS CNV SUB CNV 48203RAA2 15,361.22 15,390,000 2 15,390,000
JUNIPER NETWORKS INC COM 48203R104 9,915.75 37,622 2 37,622
JUNIPER NETWORKS INC COM 48203R104 125,968.38 477,945 2 477,945
JUNIPER NETWORKS INC CMN COM 48203R104 3,982.43 15,110 SH SOLE 4 15,110
JUNO ONLINE SERVICES INC COM 482048105 186.64 11,850 2 11,850
JUNO ONLINE SVCS COM 482048105 26.80 1,700 SH SOLE 3 1,400 0 300
JUPITER COMMUNICATIONS INC COM 482050101 4,600.00 200,000 2 200,000
JUSTIN INDUSTRIES INC COM 482171105 136.80 7,600 SH SOLE 3 4,200 0 3,400
JUSTIN INDUSTRIES INC COM 482171105 180.00 10,000 2 10,000
K MART CORP COM 482584109 221.80 22,900 SH SOLE 3 22,900 0 0
K TRON INTL INC COM 482730108 2,512.00 155,785 SH SOLE 3 101,042 0 54,743
K2 INC COM 482732104 332.49 41,888 2 41,888
KAMAN CORP CL-A COM 483548103 303.20 31,100 SH SOLE 3 25,600 0 5,500
KANA COMMUNICATIONS INC COM 483600102 521.90 7,675 2 7,675
KANEB PIPE LINE PARTNERS L.P. COM 484169107 4,810.12 191,925 2 191,925
KANEB PIPE LINE PARTNERS L.P. COM 484169107 4,440.07 177,160 2 177,160
KANSAS CITY PWR.& LIGHT COM 485134100 527.80 18,200 SH OTH 3 0 0 18,200
KANSAS CITY PWR.& LIGHT COM 485134100 609.00 21,000 2 21,000
KANSAS CITY SOUTHERN IND COM 485170104 18,502.10 215,297 SH SOLE 3 203,197 0 12,100
KANSAS CITY SOUTHERN IND COM 485170104 8,095.30 94,200 SH OTH 3 4,800 0 21,900
KANSAS CITY SOUTHERN IND COM 485170104 3,007.81 35,000 2 35,000
KAUFMAN AND BROAD HOME CORP COM 486168107 2,182.30 101,800 SH SOLE 3 90,300 0 11,500
KAUFMAN AND BROAD HOME CORP COM 486168107 310.84 14,500 2 14,500
KBK CAPITAL CORP COM 482412103 78.00 19,500 2 19,500
KEEBLER FOODS CO COM 487256109 10,981.60 382,800 SH SOLE 3 370,000 0 7,200
KEEBLER FOODS CO COM 487256109 2,229.00 77,700 SH OTH 3 0 0 32,100
KELLOGG CO COM 487836108 291.00 11,300 SH SHD 1 11,300 0 0
KELLOGG CO COM 487836108 1,274.60 49,500 SH SOLE 3 48,700 0 800
KELLOGG CO COM 487836108 2,044.50 79,400 SH OTH 3 3,800 0 0
KELLOGG CO COM 487836108 2,510.63 97,500 2 97,500
KELLOGG CO COM 487836108 504.70 19,600 2 19,600
KELLWOOD CO COM 488044108 611.20 34,800 SH SOLE 3 30,400 0 4,400
KELLY SVCS INC(CL-A) COM 488152208 356.70 14,900 SH SOLE 3 13,300 0 1,600
KEMET CORP COM 488360108 7,665.90 121,200 SH SOLE 3 114,100 0 7,100
KENNAMETAL INC. COM 489170100 2,910.10 96,800 SH SOLE 3 84,400 0 12,400
KENNAMETAL INC. COM 489170100 565.20 18,800 SH OTH 3 0 0 18,800
KENT ELECTRONICS CORP COM 490553104 1,955.60 67,000 SH SOLE 3 63,600 0 3,400
KERAVISION, INC. COM 492061106 2,739.49 451,875 2 451,875
KERAVISION, INC. COM 492061106 440.98 72,739 2 72,739
KERR MCGEE CORPORATION 5.25% CNV 492386AP2 229.63 200,000 2 200,000
KERR MCGEE CORPORATION 5.25% CNV 492386AP2 427.10 372,000 2 372,000
KERR-MCGEE CORP COM 492386107 340.70 5,900 SH SHD 1 5,900 0 0
KERR-MCGEE CORP COM 492386107 14,697.40 254,500 SH SOLE 3 245,000 0 9,500
KERR-MCGEE CORP COM 492386107 5,353.40 92,700 SH OTH 3 6,200 0 8,200
KERR-MCGEE CORPORATION COM 492386107 1,450.22 25,112 2 25,112
KEY TRONIC CORP COM 493144109 44.53 13,700 2 13,700
KEYCORP NEW COM 493267108 11,092.00 583,790 SH SOLE 3 582,590 0 1,200
KEYCORP NEW COM 493267108 210.12 11,059 2 11,059
KEYCORP NEW COM 493267108 655.50 34,500 2 34,500
KEYSPAN CORP COM 49337W100 7,841.90 283,868 SH SOLE 3 262,668 0 21,200
KEYSPAN CORP COM 49337W100 2,552.60 92,400 SH OTH 3 0 0 92,400
KEYSPAN CORPORATION COM 49337W100 450.07 16,292 2 16,292
KEYSTONE AUTOMATIVE INDS INC COM 49338N109 2,032.80 346,000 SH SOLE 3 213,800 0 132,200
KIMBALL INTL INC CL-B COM 494274103 801.90 72,900 SH SOLE 3 63,700 0 9,200
KIMBERLY CLARK CORP COM 494368103 347.60 6,200 SH SHD 1 6,200 0 0
KIMBERLY CLARK CORP COM 494368103 45,882.00 818,408 SH SOLE 3 807,308 0 8,400
KIMBERLY CLARK CORP COM 494368103 15,220.40 271,500 SH OTH 3 28,400 0 0
KIMBERLY CLARK CORP COM 494368103 47,916.84 854,704 2 854,704
KIMBERLY CLARK CORP COM 494368103 38,791.44 691,932 2 691,932
KIMCO REALTY CORP COM 49446R109 5,253.80 140,100 SH SOLE 3 117,200 0 22,900
KINDER MORGAN ENERGY COM 494550106 111.10 2,800 SH SOLE 3 2,800 0 0
KINDER MORGAN ENERGY PARTNERS COM 494550106 89,120.74 2,245,562 2 2,245,562
KINDER MORGAN ENERGY PARTNERS COM 494550106 142,190.99 3,582,765 2 3,582,765
KINDER MORGAN ENERGY PARTNERS LP UNTSCOM 494550106 1,354.93 34,140 SH SOLE 4 34,140
KINDER MORGAN INC COM 49455P101 3,237.10 93,830 SH SOLE 3 80,330 0 13,500
KINDER MORGAN INC COM 49455P101 1,600.80 46,400 SH OTH 3 0 0 46,400
KINDER MORGAN INC KANS COM 49455P101 11,947.35 346,300 2 346,300
KINDER MORGAN INC KANS COM 49455P101 8,507.70 246,600 2 246,600
KING PHARMACEUTICALS INC. COM 495582108 5,246.10 166,544 SH SOLE 3 159,009 0 7,535
KING PHARMACEUTICALS INC. COM 495582108 368.60 11,700 SH OTH 3 2,600 0 9,100
KLA INSTRUMENTS CORP COM 482480100 10,868.20 129,000 SH SOLE 3 123,900 0 3,600
KLA INSTRUMENTS CORP COM 482480100 4,920.20 58,400 SH OTH 3 3,400 0 0
KLA-TENCOR CORPORATION COM 482480100 3,765.98 44,700 2 44,700
KLA-TENCOR CORPORATION COM 482480100 23,692.45 281,216 2 281,216
KNIGHT RIDDER INC COM 499040103 18,573.00 362,400 SH SOLE 3 339,400 0 23,000
KNIGHT RIDDER INC COM 499040103 8,599.80 167,800 SH OTH 3 10,000 0 75,400
KNIGHT/TRIMARK GRP INC COM 499068104 510.00 10,000 2 10,000
KNIGHT/TRIMARK GRP INC COM 499068104 459.00 9,000 2 9,000
KNIGHTSBRIDGE TANKERS, LTD. COM G5299G106 15,451.45 867,450 2 867,450
KNIGHTSBRIDGE TANKERS, LTD. COM G5299G106 4,212.12 236,470 2 236,470
KOGER EQUITY INC COM 500228101 220.80 12,800 2 12,800
KOHL'S CORP (WISCONSIN) COM 500255104 10.20 100 SH SOLE 3 0 0 100
KOHL'S CORP (WISCONSIN) COM 500255104 2,162.80 21,100 SH OTH 3 0 0 0
KOHL'S CORP (WISCONSIN) COM 500255104 1,763.51 17,205 2 17,205
KOHL'S CORP (WISCONSIN) COM 500255104 1,117.25 10,900 2 10,900
KOLLMORGEN CORP. COM 500440102 174.31 12,677 2 12,677
KOMAG INC COM 500453105 20.30 5,342 SH SOLE 3 5,342 0 0
KOMAG INC COM 500453105 493.59 130,000 2 130,000
KONINKLIJKE PHILIPS COM 500472204 3,813.93 22,263 2 22,263
KONINKLIJKE PHILIPS COM 500472204 2,416.02 14,103 2 14,103
KONINKLIJKE PHILIPS ELECTRONICS COM 500472204 3,152.20 18,400 SH SOLE 3 18,400 0 0
KOOR INDUSTRIES LTD ADR COM 500507108 448.50 25,093 SH SOLE 3 25,093 0 0
KOOR INDUSTRIES LTD ADR COM 500507108 1,703.50 95,300 SH OTH 3 0 0 0
KOPIN CORP COM 500600101 1,127.50 16,400 SH SOLE 3 13,900 0 2,500
KOPIN CORP COM 500600101 412.50 6,000 2 6,000
KOREA ELECTRIC POWER CRP ADR COM 500631106 1,072.10 67,800 SH SOLE 3 67,800 0 0
KOREA ELECTRIC POWER CRP ADR COM 500631106 408.60 25,840 SH OTH 3 0 0 25,840
KOREA TELECOM CORP - SPONS ADR COM 50063P103 556.90 12,712 SH SOLE 3 12,712 0 0
KOREA TELECOM CORP - SPONS ADR COM 50063P103 1,038.50 23,704 SH OTH 3 0 0 7,420
KOREA TELECOM CORP ADS COM 50063P103 1,088.74 24,850 2 24,850
KOREA TELECOM CORP ADS COM 50063P103 1,745.93 39,850 2 39,850
KOREA THRUNET CO LTD COM Y49975108 263.08 6,800 2 6,800
KORN/FERRY INTERNATIONAL COM 500643200 59.50 2,000 SH SOLE 3 2,000 0 0
KPNQWEST N.V. COM N50919104 276.68 5,100 2 5,100
KROGER CO COM 501044101 170.40 9,700 SH SHD 1 9,700 0 0
KROGER CO COM 501044101 41,422.90 2,358,600 SH SOLE 3 2,243,200 0 94,400
KROGER CO COM 501044101 5,103.70 290,600 SH OTH 3 19,500 0 0
KROGER CO COM 501044101 9,308.13 530,000 2 530,000
KROGER CO COM 501044101 11,099.52 632,001 2 632,001
KRONOS INC COM 501052104 457.70 15,450 SH SOLE 3 13,350 0 2,100
KRUG INTERNATIONAL CORP COM 501067102 97.15 70,652 2 70,652
K-SWISS INC. CLASS A COM 482686102 2,442.60 164,900 SH SOLE 3 164,900 0 0
KULICKE & SOFFA INDS COM 501242101 1,428.60 22,300 SH SOLE 3 20,300 0 2,000
KYOCERA CORP ADR COM 501556203 321.04 1,934 2 1,934
LA Z BOY CHAIR CO COM 505336107 1,863.50 121,200 SH SOLE 3 110,800 0 10,400
LACLEDE GAS CO COM 505588103 1,852.00 92,600 SH SOLE 3 84,700 0 5,200
LAFARGE CORP COM 505862102 441.80 18,600 SH SOLE 3 18,600 0 0
LAFARGE CORP COM 505862102 904.90 38,100 SH OTH 3 0 0 0
LAKEHEAD PIPE LINE PTNRS LP COM 511557100 33,363.37 960,097 2 960,097
LAKEHEAD PIPE LINE PTNRS LP COM 511557100 28,679.59 825,312 2 825,312
LAKES GAMING INC. COM 51206P109 615.10 77,499 SH SOLE 3 77,499 0 0
LAM RESEARCH CORP COM 512807108 8,124.80 180,300 SH SOLE 3 168,600 0 11,700
LAM RESEARCH CORP COM 512807108 702.98 15,600 2 15,600
LAM RESEARCH CORP COM 512807108 1,178.38 26,150 2 26,150
LAMAR ADVERTISING COM 512815101 1,328.60 29,200 SH SOLE 3 29,200 0 0
LAMAR ADVERTISING COM 512815101 1,779.00 39,100 SH OTH 3 2,800 0 15,700
LAMAR ADVERTISING CO COM 512815101 1,260.35 27,700 2 27,700
LAMAR ADVERTISING CO CVNTS5.25%915/06CNV 512815AF8 229.72 200,000 SH SOLE 4 200,000
LAMAR ADVERTISING CO CNV 512815AF8 3,697.80 3,226,000 2 3,226,000
LAMAR ADVERTISING CO CNV 512815AF8 5,273.90 4,601,000 2 4,601,000
LANCASTER COLONY CORP COM 513847103 5,345.40 174,900 SH SOLE 3 154,500 0 20,400
LANCER CORPORATION COM 514614106 104.98 24,700 2 24,700
LANDAMERICA FINANCIAL GRP COM 514936103 474.70 24,500 SH SOLE 3 21,500 0 3,000
LANDAUER,INC COM 51476K103 1,825.00 100,000 SH SOLE 3 100,000 0 0
LANDRY'S SEAFOOD RESTAURANTS COM 51508L103 136.40 21,400 SH SOLE 3 16,700 0 4,700
LAND'S END INC COM 515086106 2,642.60 43,100 SH SOLE 3 43,100 0 0
LAND'S END INC COM 515086106 245.25 4,000 2 4,000
LANDSTAR SYSTEM INC COM 515098101 4,982.20 91,000 SH SOLE 3 88,800 0 0
LANIER WORLDWIDE INC COM 51589L105 551.17 267,232 2 267,232
LARSCOM INC CL-A COM 51729Y108 656.25 100,000 2 100,000
LASERSIGHT INC COM 517924106 526.31 80,200 2 80,200
LASMO PLC SPONSORED ADR COM 501730204 93.75 15,000 2 15,000
LATTICE SEMICONDUCTOR CORP COM 518415104 2,795.50 41,300 SH SOLE 3 36,600 0 4,700
LATTITUDE COMMUNICATIONS COM 518292107 2.60 100 SH SOLE 3 100 0 0
LAYNE CHRISTENSEN CO COM 521050104 138.75 30,000 2 30,000
LEAP WIRELESS INTL INC COM 521863100 1,598.70 16,200 SH SOLE 3 14,500 0 1,700
LEAP WIRELESS INTL INC COM 521863100 7,402.06 75,005 2 75,005
LEAR CORP COM 521865105 241.90 8,600 SH SOLE 3 8,600 0 0
LEAR CORPORATION COM 521865105 210.94 7,500 2 7,500
LEARN2.COM INC COM 522002104 133.20 32,300 SH SOLE 3 29,600 0 2,700
LEARN2.COM INC COM 522002104 391.88 95,000 2 95,000
LEARNING TREE INTL COM 522015106 436.60 12,300 SH SOLE 3 12,300 0 0
LEE ENTERPRISES INC COM 523768109 8,840.20 338,380 SH SOLE 3 327,380 0 7,400
LEGATO SYSTEMS INC COM 524651106 29,109.00 652,302 SH SOLE 3 644,702 0 7,600
LEGATO SYSTEMS INC COM 524651106 749.70 16,800 SH OTH 3 0 0 16,800
LEGATO SYSTEMS INC COM 524651106 674.64 15,118 2 15,118
LEGATO SYSTEMS INC COM 524651106 39,533.20 885,898 2 885,898
LEGG MASON INC COM 524901105 8,701.90 201,200 SH SOLE 3 191,000 0 10,200
LEGG MASON INC COM 524901105 955.80 22,100 SH OTH 3 0 0 22,100
LEGGETT & PLATT INC COM 524660107 591.20 27,500 SH SOLE 3 14,600 0 12,900
LEHMAN BROTHERS HOLDINGS INC COM 524908100 35,123.70 362,100 SH SOLE 3 346,900 0 13,500
LEHMAN BROTHERS HOLDINGS INC COM 524908100 5,926.70 61,100 SH OTH 3 21,100 0 8,100
LEHMAN BROTHERS HOLDINGS INC COM 524908100 1,177.39 12,138 2 12,138
LENDINGTREE INC COM 52602Q105 135.00 10,000 2 10,000
LENNAR CORP COM 526057104 262.40 12,100 SH SOLE 3 1,400 0 10,700
LEUCADIA NATIONAL CORP COM 527288104 420.40 17,700 SH SOLE 3 8,500 0 9,200
LEVEL 3 COMMUNICATIONS COM 52729N100 53,835.50 509,083 SH SOLE 3 502,783 0 2,900
LEVEL 3 COMMUNICATIONS INC COM 52729N100 6,654.85 62,930 2 62,930
LEVEL 3 COMMUNICATIONS INC COM 52729N100 69,186.83 654,249 2 654,249
LEXMARK INTL GRP, INC. COM 529771107 3,986.78 37,700 2 37,700
LEXMARK INTL GRP, INC. COM 529771107 13,932.25 131,747 2 131,747
LEXMARK INTL GRP, INC. COM 529771107 1,702.60 16,100 SH SHD 1 16,100 0 0
LEXMARK INTL GRP, INC. COM 529771107 98,865.70 934,900 SH SOLE 3 921,100 0 12,600
LEXMARK INTL GRP, INC. COM 529771107 5,752.80 54,400 SH OTH 3 1,900 0 0
LG&E ENERGY CORP COM 501917108 3,598.20 157,300 SH SOLE 3 157,300 0 0
LIBERATE TECHNOLOGY COM 530129105 1,543.70 24,600 SH SOLE 3 24,600 0 0
LIBERTY CORP COM 530370105 828.80 22,100 SH SOLE 3 21,000 0 1,100
LIBERTY DIGITAL COM 530436104 35,531.70 922,900 SH SOLE 3 630,500 0 0
LIBERTY FINANCIAL COMPANIES COM 530512102 215.92 10,898 2 10898
LIBERTY FINANCIAL COS COM 530512102 152.60 7,700 SH SOLE 3 3,400 0 4,300
LIBERTY PROPERTY TRUST SBI COM 531172104 4,484.70 187,350 SH SOLE 3 158,700 0 28,650
LIBERTY PROPERTY TRUST SBI COM 531172104 873.00 36,470 2 36,470
LIBERTY PROPERTY TRUST SBI COM 531172104 597.24 24,950 2 24,950
LIFELINE SYSTEM INC COM 532192101 3,362.60 368,500 SH SOLE 3 260,400 0 108,100
LIFEPOINT HOSPITALS INC COM 53219L109 124.60 7,497 SH SOLE 3 7,497 0 0
LIFEPOINT HOSPITALS INC COM 53219L109 318.75 19,173 2 19,173
LIGAND PHARMACEUTICALS INC COM 53220K207 368.92 20,784 2 20,784
LIMITED INC. COM 532716107 1,082.60 25,700 SH SHD 1 25,700 0 0
LIMITED INC. COM 532716107 80,970.30 1,922,144 SH SOLE 3 1,791,944 0 124,800
LIMITED INC. COM 532716107 8,665.10 205,700 SH OTH 3 11,600 0 24,200
LIMITED INC. COM 532716107 223.26 5,300 2 5,300
LINCARE HOLDINGS INC COM 532791100 729.20 25,700 SH SOLE 3 15,700 0 10,000
LINCARE HOLDINGS INC COM 532791100 1,909.60 67,300 SH OTH 3 0 0 67,300
LINCOLN ELECTRIC HOLDINGS COM 533900106 6,414.50 265,200 SH SOLE 3 262,300 0 2,900
LINCOLN ELECTRIC HOLDINGS INC COM 533900106 7,062.05 291,971 2 291,971
LINCOLN NATL.CORP.INC. COM 534187109 1,567.80 46,800 SH SOLE 3 39,700 0 7,100
LINCOLN NATL.CORP.INC. COM 534187109 3,195.90 95,400 SH OTH 3 0 0 0
LINDSAY MFG CO COM 535555106 85.60 5,000 SH SOLE 3 0 0 5,000
LINEAR TECHNOLOGY CORP COM 535678106 5,159.00 93,800 SH SOLE 3 93,800 0 0
LINEAR TECHNOLOGY CORP COM 535678106 627.00 11,400 SH OTH 3 0 0 11,400
LINEAR TECHNOLOGY CORP COM 535678106 42,473.75 772,250 2 772,250
LINEAR TECHNOLOGY CORP COM 535678106 83,316.48 1,514,845 2 1,514,845
LIPOSOME INC COM 536310105 29.70 1,700 SH SOLE 3 1,700 0 0
LIQUID AUDIO,INC. COM 53631T102 694.80 52,438 2 52,438
LITHIA MOTORS INC COM 536797103 497.10 32,600 SH SOLE 3 30,300 0 2,300
LITTELFUSE INC COM 537008104 2,116.90 57,700 SH SOLE 3 51,900 0 5,800
LITTON INDUSTRIES INC. COM 538021106 2,797.10 63,300 SH SOLE 3 58,600 0 4,700
LITTON INDUSTRIES INC. COM 538021106 852.80 19,300 SH OTH 3 0 0 19,300
LIZ CLAIBORNE INC. COM 539320101 6,686.50 145,954 SH SOLE 3 145,954 0 0
LIZ CLAIBORNE INC. COM 539320101 2,024.90 44,200 SH OTH 3 0 0 20,600
LML PAYMENT SYSTEMS INC COM 50208P109 361.85 14,190 2 14,190
LNR PROPERTY CORP COM 501940100 3,541.80 185,800 SH SOLE 3 167,100 0 15,700
LNR PROPERTY CORP COM 501940100 1,906.25 100,000 2 100,000
LOCAL FINANCIAL CORP COM 539553107 20.60 2,400 SH SOLE 3 2,400 0 0
LOCKHEED MARTIN CORP COM 539830109 1,124.10 55,000 SH SOLE 3 55,000 0 0
LODGIAN INC COM 54021P106 43.50 11,599 2 11,599
LOEWS CORP COM 540424108 22,860.00 457,200 SH SOLE 3 451,500 0 5,700
LOEWS CORP COM 540424108 4,050.00 81,000 SH OTH 3 10,000 0 0
LONE STAR STEAKHOUSE SALOON COM 542307103 4.10 400 SH SOLE 3 400 0 0
LONE STAR STEAKHOUSE SALOON COM 542307103 534.80 52,500 SH OTH 3 0 0 52,500
LONG DRUG STORES CP (MARYLAND) COM 543162101 1,767.70 77,700 SH SOLE 3 77,700 0 0
LONGVIEW FIBRE CO (WASHINHTON) COM 543213102 129.80 8,800 SH SOLE 3 2,400 0 6,400
LOOKSMART LTD COM 543442107 1,333.20 30,300 SH SOLE 3 30,300 0 0
LOOKSMART LTD. COM 543442107 2,173.12 49,389 2 49,389
LORAL SPACE & COMMUNICATIONS COM G56462107 1,051.89 103,890 2 103,890
LOUIS DREYFUS NATURAL GAS CORP COM 546011107 958.80 28,200 SH SOLE 3 28,200 0 0
LOUIS DREYFUS NATURAL GAS CORP COM 546011107 391.00 11,500 SH OTH 3 0 0 11,500
LOUISIANA PACIFIC CORP COM 546347105 270.60 19,500 SH SOLE 3 19,500 0 0
LOUISIANA PACIFIC CORP COM 546347105 467.60 33,700 SH OTH 3 0 0 33,700
LOWES COMPANIES INC COM 548661107 823.09 14,100 2 14,100
LOWES COMPANIES INC COM 548661107 1,821.30 31,200 2 31,200
LOWES COS INC COM 548661107 904.80 15,500 SH SHD 1 15,500 0 0
LOWES COS INC COM 548661107 23,332.60 399,702 SH SOLE 3 361,802 0 34,200
LOWES COS INC COM 548661107 6,993.30 119,800 SH OTH 3 3,700 0 0
LSI INDUSTRIES INC COM 50216C108 56.40 2,900 SH SOLE 3 2,900 0 0
LSI LOGIC CORP COM 502161102 1,089.40 15,000 SH SHD 1 15,000 0 0
LSI LOGIC CORP COM 502161102 50,009.60 688,600 SH SOLE 3 679,200 0 5,300
LSI LOGIC CORP COM 502161102 8,540.70 117,600 SH OTH 3 5,600 0 0
LSI LOGIC CORP COM 502161102 3,617.31 49,808 2 49,808
LSI LOGIC CORP COM 502161102 711.73 9,800 2 9,800
LTC PROPERTIES INC COM 502175102 53.75 10,000 2 10,000
LTV CORP (NEW) COM 501921100 704.00 197,600 SH SOLE 3 197,600 0 0
LTV CORP (NEW) COM 501921100 308.90 86,700 SH OTH 3 0 0 86,700
LTX CORP COM 502392103 4,613.60 102,100 SH SOLE 3 96,400 0 5,700
LTX CORP COM 502392103 555.80 12,300 SH OTH 3 0 0 12,300
LUBRIZOL CORP COM 549271104 996.90 34,600 SH SOLE 3 34,600 0 0
LUBRIZOL CORP COM 549271104 850.00 29,500 SH OTH 3 0 0 29,500
LUBY'S INC COM 549282101 763.50 80,900 SH SOLE 3 70,700 0 10,200
LUCENT TECHNOLOGIES CO COM 549463107 3,170.10 51,756 SH SHD 1 51,756 0 0
LUCENT TECHNOLOGIES CO COM 549463107 404,569.00 6,605,208 SH SOLE 3 6,470,608 0 106,100
LUCENT TECHNOLOGIES CO COM 549463107 52,111.50 850,800 SH OTH 3 51,500 0 0
LUCENT TECHNOLOGIES INC COM 549463107 1,884.66 30,770 SH SOLE 4 30,770
LUCENT TECHNOLOGIES INC COM 549463107 108,724.58 1,789,705 2 1,789,705
LUCENT TECHNOLOGIES INC COM 549463107 118,227.15 1,946,126 2 1,946,126
LUMINANT WORLDWIDE CORP COM 550260103 332.50 20,000 2 20,000
LUNCH MEDIA COM 518567102 114.10 7,300 SH SOLE 3 6,200 0 1,100
LUXTEC CORP (COM NEW) COM 550687305 143.50 57,400 2 57,400
LYCOS INC. COM 550818108 8,802.30 125,300 SH SOLE 3 123,000 0 1,100
LYCOS INC. COM 550818108 2,255.10 32,101 2 32,101
LYCOS INC. COM 550818108 5,706.90 81,237 2 81,237
LYDALL INC COM 550819106 3,797.50 434,000 SH SOLE 3 419,700 0 0
LYONDELL CHEMICAL CO COM 552078107 16.20 1,100 SH SOLE 3 1,100 0 0
M & T BANK CORP COM 55261F104 1,161.10 2,600 SH SOLE 3 2,600 0 0
M & T BANK CORP COM 55261F104 1,071.60 2,400 SH OTH 3 100 0 0
M&T BANK CORP COM 55261F104 446.50 1,000 2 1,000
M.D.C.HOLDINGS,INC (DELAWARE) COM 552676108 3,467.30 193,300 SH SOLE 3 178,900 0 14,400
M.S.CARRIERS INC COM 553533100 58.80 2,500 SH SOLE 3 0 0 2,500
MACERICH CO COM 554382101 3,213.40 155,800 SH SOLE 3 127,000 0 28,800
MAC-GRAY CORP COM 554153106 1,529.00 479,700 SH SOLE 3 368,400 0 111,300
MACK-CALI REALTY COM 554489104 272.90 10,700 SH SOLE 3 0 0 10,700
MACK-CALI REALTY CORP COM 554489104 1,177.34 46,170 2 46,170
MACK-CALI REALTY CORP COM 554489104 1,271.69 49,870 2 49,870
MACROMEDIA INC COM 556100105 5,500.00 60,900 SH SOLE 3 54,000 0 6,400
MACROMEDIA INC COM 556100105 2,312.00 25,600 SH OTH 3 0 0 25,600
MACROVISION CORP COM 555904101 7,820.10 90,800 SH SOLE 3 87,200 0 3,600
MADGE NETWORK N.V. COM N5424G106 212.50 25,000 2 25,000
MADISON GAS & ELEC COM 557497104 35.80 2,000 SH SOLE 3 0 0 2,000
MAF BANCORP INC. COM 55261R108 27.50 1,700 SH SOLE 3 1,700 0 0
MAGNA INTERNATIONAL SUB DEB CV CNV 559222AE4 244.80 255,000 2 255,000
MAGNA INTL INC CL A-SUB VOTING COM 559222401 390.00 9,750 2 9,750
MAGNA INTL INC CV DEB 4.875%2/15/05FACNV 559222AG9 5,347.79 6,125,000 SH SOLE 4 6,125,000
MAGNA INTL INC CONV DEB CNV 559222AG9 3,517.80 4,058,000 2 4,058,000
MAGNA INTL INC CONV DEB CNV 559222AG9 4,547.65 5,246,000 2 5,246,000
MAGNETEK INC COM 559424106 986.30 109,589 SH SOLE 3 109,589 0 0
MAGNUM HUNTER RESOURCES INC COM 55972F203 124.00 32,000 2 32,000
MAGYR TAVKOZLESI RT SPON COM 559776109 2,954.10 66,190 SH SOLE 3 66,190 0 0
MAGYR TAVKOZLESI RT SPON COM 559776109 17,617.00 394,735 SH OTH 3 0 0 0
MAIL-WELL INC COM 560321200 26.90 3,100 SH SOLE 3 3,100 0 0
MAIL-WELL INC COM 560321200 4,714.72 542,702 2 542,702
MALLINCKRODT INC COM 561232109 773.40 26,900 SH SOLE 3 26,900 0 0
MALLINCKRODT INC COM 561232109 664.10 23,100 SH OTH 3 0 0 23,100
MANAGEMENT NETWORK GRP INC COM 561693102 1,239.13 46,000 2 46,000
MANDALAY RESORT GRP COM 562567107 169.00 10,015 2 10,015
MANDALAY RESORT GRP COM 562567107 205.90 12,200 SH SOLE 3 2,400 0 9,800
MANHATTAN ASSOCIATES INC COM 562750109 3.40 100 SH SOLE 3 0 0 100
MANITOWOC CO INC COM 563571108 2,047.40 74,450 SH SOLE 3 67,600 0 6,850
MANOR CARE INC COM 564055101 7,473.60 553,600 SH SOLE 3 553,600 0 0
MANOR CARE INC COM 564055101 4,068.90 301,400 2 301,400
MANPOWER INC COM. COM 56418H100 10,958.90 308,700 SH SOLE 3 289,200 0 19,500
MANPOWER INC COM. COM 56418H100 5,321.40 149,900 SH OTH 3 16,500 0 68,800
MANPOWER INC COM. COM 56418H100 582.20 16,400 2 16,400
MANUFACTURED HOME CMNTYS INC COM 564682102 17,850.20 771,900 SH SOLE 3 66,500 0 705,400
MANUGISTICS GRP INC COM 565011103 787.95 15,450 2 15,450
MANUGISTICS GRP INC COM 565011103 56.10 1,100 SH SOLE 3 400 0 700
MAPICS INC COM 564910107 302.80 19,000 SH SOLE 3 17,100 0 1,900
MAPINFO CORP COM 565105103 3,410.55 87,450 2 87,450
MAPQUEST.COM INC COM 565644101 8.30 400 SH SOLE 3 0 0 400
MARCHFIRST INC. COM 566244109 2,386.00 66,858 SH SOLE 3 65,561 0 519
MARIMBA INC COM 56781Q109 330.94 7,500 2 7,500
MARIMBA INC. COM 56781Q109 48.50 1,100 SH SOLE 3 1,100 0 0
MARINE DRILLING COMPANIES INC COM 568240204 688.68 25,100 2 25,100
MARINE DRILLING COS INC COM 568240204 134.40 4,900 SH SOLE 3 0 0 4,900
MARINEMAX INC COM 567908108 95.63 10,000 2 10,000
MARITRANS INC. COM 570363101 7,248.33 1,195,600 2 1,195,600
MARITRANS INC. COM 570363101 602.61 99,400 2 99,400
MARK IV INDS INC COM 570387100 1,542.20 69,900 SH SOLE 3 65,500 0 4,400
MARK SOLUTIONS INC (NEW) COM 570418202 54.93 16,900 2 16,900
MARKEL CORP COM 570535104 204.43 1,405 2 1405
MARKEL CORP COM 570535104 363.75 2,500 2 2,500
MARKETING SPECIALISTS CORP COM 57060R107 2,503.90 910,500 SH SOLE 3 751,600 0 158,900
MARKETING SVCS GRP INC COM 570907105 482.80 27,200 2 27,200
MARKETWATCH COM COM 570619106 62.10 1,800 SH SOLE 3 1,500 0 300
MARRIOTT INTERNATIONAL INC COM 571903202 700.50 22,238 2 22,238
MARRIOTT INT'L A COM 571903202 98,661.30 3,132,106 SH SOLE 3 2,205,306 0 917,480
MARRIOTT INT'L A COM 571903202 4,257.00 135,142 SH OTH 3 32,820 0 20,100
MARSH & MCLENNAN CO INC COM 571748102 2,702.70 24,500 SH SHD 1 24,500 0 0
MARSH & MCLENNAN CO INC COM 571748102 76,237.00 691,100 SH SOLE 3 664,200 0 26,900
MARSH & MCLENNAN CO INC COM 571748102 20,882.20 189,300 SH OTH 3 39,800 0 0
MARSH & MCLENNAN CO INC COM 571748102 840.58 7,620 2 7620
MARSH & MCLENNAN CO INC COM 571748102 1,265.06 11,468 2 11,468
MARSHALL & ILSLEY CORP COM 571834100 1,218.50 21,100 SH SOLE 3 21,100 0 0
MARSHALL & ILSLEY CORP COM 571834100 444.70 7,700 SH OTH 3 0 0 7,700
MARSHALL & ILSLEY CORP COM 571834100 376.53 6,520 2 6,520
MARTEK BIOSCIENCES CORP COM 572901106 393.75 30,000 2 30,000
MARTIN MARIETTA MATERIALS,INC COM 573284106 2,346.50 49,400 SH SOLE 3 42,500 0 6,900
MARTIN MARIETTA MATERIALS,INC COM 573284106 783.80 16,500 SH OTH 3 0 0 16,500
MASCO CORP COM 574599106 1,387.80 67,700 SH SOLE 3 67,700 0 0
MASCO CORP COM 574599106 563.80 27,500 SH OTH 3 0 0 27,500
MASCO CORPORATION COM 574599106 765.27 37,330 2 37,330
MASCO CORPORATION COM 574599106 1,619.25 78,988 2 78,988
MASCOTECH INC COM 574670105 36.90 3,000 SH SOLE 3 0 0 3,000
MASCOTECH INC COM 574670105 184.69 15,000 2 15,000
MASTEC INC COM 576323109 3,123.90 35,100 SH SOLE 3 32,100 0 3,000
MASTEC INC COM 576323109 1,780.00 20,000 2 20,000
MATERIAL SCIENCES CORP COM 576674105 41.90 3,100 SH SOLE 3 3,100 0 0
MATHSOFT INC COM 576798102 50.63 10,000 2 10,000
MATRIA HEALTHCARE INC COM 576817100 85.00 16,000 2 16,000
MATRIA HEALTHCARE INC COM 576817100 632.19 119,000 2 119,000
MATRIX BANCORP INC COM 576819106 120.00 15,000 2 15,000
MATRIXONE INC COM 57685P304 3,055.02 76,495 2 76,495
MATRIXONE INC COM 57685P304 9,145.29 228,990 2 228,990
MATRIXONE INC CMN COM 57685P304 432.92 10,840 SH SOLE 4 10,840
MATTEL INC COM 577081102 204.80 19,500 SH SOLE 3 19,500 0 0
MATTEL INC COM 577081102 1,363.23 129,831 2 129,831
MATTEL INC COM 577081102 1,662.75 158,357 2 158,357
MAVERICK TUBE CORP. COM 577914104 55.10 1,700 SH SOLE 3 0 0 1,700
MAXIM INTEGRATED PRODUCTS INC COM 57772K101 26,707.40 375,830 SH SOLE 3 261,730 0 27,200
MAXIM INTEGRATED PRODUCTS INC COM 57772K101 8,143.80 114,600 SH OTH 3 0 0 114,600
MAXIM INTEGRATED PRODUCTS INC COM 57772K101 45,719.20 643,366 2 643,366
MAXIM INTEGRATED PRODUCTS INC COM 57772K101 76,870.37 1,081,729 2 1,081,729
MAXIM PHARMACEUTICALS INC COM 57772M107 680.59 14,500 2 14,500
MAXIMUS INC COM 577933104 512.40 16,800 SH SOLE 3 14,300 0 2,500
MAXTOR CORP (NEW) COM 577729205 129.38 10,000 2 10,000
MAXYGEN INC. COM 577776107 1,558.63 23,910 SH SOLE 4 23,910
MAXYGEN INC. COM 577776107 2,092.52 32,100 2 32,100
MAXYGEN INC. COM 577776107 14,686.42 225,295 2 225,295
MAY DEPT.STORES CO. COM 577778103 25,040.10 878,600 SH SOLE 3 817,300 0 55,400
MAY DEPT.STORES CO. COM 577778103 5,021.70 176,200 SH OTH 3 8,100 0 27,500
MAY DEPT.STORES CO. COM 577778103 497.75 17,465 2 17,465
MAYTAG CORPORATION COM 578592107 404.13 12,200 2 12,200
MBIA INC COM 55262C100 5,810.20 111,600 SH SOLE 3 111,400 0 200
MBIA INC COM 55262C100 1,457.80 28,000 SH OTH 3 1,400 0 0
MBIA INC COM 55262C100 312.38 6,000 2 6,000
MBIA INC COM 55262C100 333.20 6,400 2 6,400
MBNA CORP COM 55262L100 178,347.80 6,994,032 SH SOLE 3 4,881,422 0 2,091,845
MBNA CORP COM 55262L100 9,945.60 390,024 SH OTH 3 97,530 0 41,850
MBNA CORP COM 55262L100 19,490.98 764,352 SH SOLE 4 764,352
MBNA CORP COM 55262L100 214,173.45 8,398,959 2 8,398,959
MBNA CORP COM 55262L100 338,562.17 13,276,948 2 13,276,948
MC CLATCHY NEWSPAPERS INC COM 579489105 6,157.00 188,000 SH SOLE 3 179,900 0 8,100
MC CLATCHY NEWSPAPERS INC COM 579489105 625.50 19,100 SH OTH 3 0 0 19,100
MC DONALDS CORP COM 580135101 132,380.30 3,541,930 SH SOLE 3 2,039,870 0 1,492,830
MC DONALDS CORP COM 580135101 10,950.70 292,959 SH OTH 3 25,380 0 14,200
MC DONALDS CORP COM 580135101 24,332.25 651,030 2 651,030
MC DONALDS CORP COM 580135101 9,757.87 261,080 2 261,080
MC SHIPPING INC COM 55267Q104 23.44 25,000 2 25,000
MCCORMICK & CO NON VINTG COM 579780206 248.30 7,700 SH SHD 1 7,700 0 0
MCCORMICK & CO NON VINTG COM 579780206 7,185.30 222,800 SH SOLE 3 194,500 0 25,300
MCCORMICK & CO NON VINTG COM 579780206 870.80 27,000 SH OTH 3 3,300 0 23,700
MCDERMOTT INTL COM 580037109 101.06 11,000 2 11,000
MCGRAW-HILL COMPANIES INC COM 580645109 296.66 6,520 2 6,520
MCGRAW-HILL COS INC COM 580645109 336.70 7,400 SH SHD 1 7,400 0 0
MCGRAW-HILL COS INC COM 580645109 13,008.50 285,900 SH SOLE 3 280,400 0 5,500
MCGRAW-HILL COS INC COM 580645109 1,606.20 35,300 SH OTH 3 0 0 0
MCI WORLDCOM INC COM 55268B106 49,732.10 1,097,536 SH SOLE 4 1,097,536
MCI WORLDCOM INC COM 55268B106 184,621.75 4,074,411 2 4,074,411
MCI WORLDCOM INC COM 55268B106 243,299.08 5,369,359 2 5,369,359
MCI WORLDCOM INC CLL 55268B106 496.88 300,000 CALL 2 300,000
MCI WORLDCOM INC. COM 55268B106 3,905.10 86,181 SH SHD 1 86,181 0 0
MCI WORLDCOM INC. COM 55268B106 558,278.10 12,320,620 SH SOLE 3 10,689,280 0 1,423,880
MCI WORLDCOM INC. COM 55268B106 47,090.90 1,039,247 SH OTH 3 129,535 0 24,650
MCKESSON HBOC INC COM 58155Q103 352.97 16,808 2 16,808
MCKESSON HBOC INC COM 58155Q103 8,621.93 410,568 2 410,568
MCKESSON HBOC, INC COM 58155Q103 1,958.20 93,249 SH SOLE 3 93,249 0 0
MCLAREN AUTOMOTIVE GRP INC COM 581759107 50.00 20,000 2 20,000
MCLEODUSA INC CL-A COM 582266102 11,573.00 136,454 2 136,454
MCWHORTER TECHNOLOGIES INC COM 582803102 688.80 57,400 SH SOLE 3 57,400 0 0
MEAD CORP COM 582834107 5,290.50 151,427 SH SOLE 3 151,427 0 0
MEAD CORPORATION COM 582834107 291.73 8,350 2 8,350
MECHANICAL TECHNOLOGY INC COM 583538103 2,818.70 39,700 2 39,700
MEDAREX INC COM 583916101 593.05 11,802 2 11,802
MEDCOM USA INC COM 584062103 237.68 51,390 2 51,390
MEDIA GENERAL INC CL A COM 584404107 11,040.60 210,800 SH SOLE 3 209,200 0 0
MEDIA GENERAL INC CL A COM 584404107 523.75 10,000 2 10,000
MEDIA GENERAL INC CL A COM 584404107 209.50 4,000 2 4,000
MEDIA METRIX INC COM 58440X103 210.00 5,000 SH SOLE 3 4,600 0 400
MEDIACOM COMMUNICATIONS CORP COM 58446K105 140.91 10,110 2 10,110
MEDIACOM COMMUNICATIONS CORP COM 58446K105 42,818.43 3,072,174 2 3,072,174
MEDIACOM CORP COM 58446K105 7,179.20 515,100 SH SOLE 3 304,800 0 210,300
MEDIAONE GRP INC COM 58440J104 1,665.93 20,567 2 20,567
MEDIAONE GRP INC COM 58440J104 6,078.97 75,049 2 75,049
MEDIAONE GRP, INC. COM 58440J104 680.40 8,400 SH SHD 1 8,400 0 0
MEDIAONE GRP, INC. COM 58440J104 247,172.10 3,051,507 SH SOLE 3 2,459,877 0 482,620
MEDIAONE GRP, INC. COM 58440J104 14,425.70 178,095 SH OTH 3 42,150 0 16,500
MEDIAPLEX INC COM 58446B105 130.00 2,500 SH SOLE 3 2,500 0 0
MEDIAPLEX INC COM 58446B105 260.00 5,000 2 5,000
MEDICAL ALLIANCE INC COM 58449S105 678.18 161,954 2 161,954
MEDICAL MANAGER CORPORATION COM 58461U103 251.78 7,181 2 7,181
MEDICAL MANAGER CORPORATION COM 58461U103 251.78 7,181 2 7,181
MEDICIS PHARMACEUTICAL CORP COM 584690309 1,718.00 42,950 SH SOLE 3 39,000 0 3,950
MEDICIS PHARMACEUTICAL CORP COM 584690309 200.00 5,000 2 5,000
MEDICONSULT.COM INC COM 58469J100 0.60 200 SH SOLE 3 0 0 200
MEDIMMUNE INC COM 584699102 626.90 3,600 SH SHD 1 3,600 0 0
MEDIMMUNE INC COM 584699102 39,892.00 229,100 SH SOLE 3 214,000 0 13,300
MEDIMMUNE INC COM 584699102 8,741.10 50,200 SH OTH 3 1,100 0 37,900
MEDIMMUNE INC COM 584699102 1,080.62 6,206 2 6,206
MEDIS EL LTD COM M6879H103 331.25 10,000 2 10,000
MEDITRUST CORP-PAIRED STK NEW COM 58501T306 47.13 26,000 2 26,000
MEDIWARE INFORMATION SYS INC COM 584946107 351.32 51,570 2 51,570
MEDQUIST INC COM 584949101 13,857.50 509,700 SH SOLE 3 401,700 0 108,000
MEDQUIST INC COM 584949101 353.44 13,000 2 13,000
MEDQUIST INC COM 584949101 7,295.87 268,354 2 268,354
MEDSCAPE INC COM 585046105 362.42 67,822 2 67,822
MEDTRONIC INC COM 585055106 396.10 7,700 SH SHD 1 7,700 0 0
MEDTRONIC INC COM 585055106 82,873.10 1,611,142 SH SOLE 3 1,585,842 0 18,700
MEDTRONIC INC COM 585055106 16,578.30 322,300 SH OTH 3 10,100 0 0
MEDTRONIC INC COM 585055106 55,889.93 1,086,560 SH SOLE 4 1,086,560
MEDTRONIC INC COM 585055106 187,038.17 3,636,222 2 3,636,222
MEDTRONIC INC COM 585055106 301,412.49 5,859,781 2 5,859,781
MELLON FINANCIAL CORP COM 58551A108 31,295.50 1,051,950 SH SOLE 3 994,250 0 52,000
MELLON FINANCIAL CORP COM 58551A108 7,621.90 256,200 SH OTH 3 12,900 0 0
MELLON FINANCIAL CORPORATION COM 58551A108 476.00 16,000 2 16000
MELLON FINANCIAL CORPORATION COM 58551A108 2,115.46 71,108 2 71,108
MEMC ELECTRONIC MATERIAL COM 552715104 3,711.10 184,400 SH SOLE 3 179,500 0 2,100
MEMC ELECTRONIC MATERIAL COM 552715104 201.25 10,000 2 10,000
MENTOR CORP MINN COM 587188103 1,117.80 41,400 SH SOLE 3 41,400 0 0
MENTOR GRAPHICS CORP COM 587200106 10,030.90 663,200 SH SOLE 3 650,600 0 5,000
MENTOR GRAPHICS CORP COM 587200106 11,377.03 752,200 2 752,200
MERANT PLC SPON ADR COM 587336108 1,444.17 52,997 2 52,997
MERCANTILE BANKSHS CORP COM 587405101 348.40 11,400 SH SOLE 3 11,400 0 0
MERCANTILE BANKSHS CORP COM 587405101 2,189.80 71,650 SH OTH 3 0 0 71,650
MERCHANTS NEW YORK BANCORP INC COM 589167105 3,158.04 192,124 2 192,124
MERCK & CO.INC. COM 589331107 4,553.80 73,300 SH SHD 1 73,300 0 0
MERCK & CO.INC. COM 589331107 505,377.50 8,134,827 SH SOLE 3 7,757,393 0 346,620
MERCK & CO.INC. COM 589331107 54,535.40 877,834 SH OTH 3 88,430 0 6,700
MERCK & CO.INC. COM 589331107 22,774.71 366,595 SH SOLE 4 366,595
MERCK & CO.INC. COM 589331107 178,329.38 2,870,493 2 2870493
MERCK & CO.INC. COM 589331107 260,011.89 4,185,302 2 4,185,302
MERCURY COMPUTER SYSTEMS INC COM 589378108 2,038.10 41,700 SH SOLE 3 38,500 0 3,200
MERCURY INTERACTIVE CORP COM 589405109 5,428.60 68,500 SH SOLE 3 61,200 0 7,300
MERISEL INC COM 589849108 107.80 63,900 SH SOLE 3 57,600 0 6,300
MERISEL INC COM 589849108 317.17 187,950 2 187,950
MERISTAR HOSPITALITY COM 58984Y103 1,773.40 101,700 SH SOLE 3 88,100 0 13,600
MERISTAR HOTELS & RESORTS INC COM 589988104 146.88 50,000 2 50,000
MERITOR AUTOMOTIVE INC. COM 59000G100 370.00 23,400 SH SOLE 3 10,200 0 13,200
MERITOR AUTOMOTIVE INC. COM 59000G100 485.40 30,700 SH OTH 3 0 0 30,700
MERIX CORP COM 590049102 697.50 30,000 2 30,000
MERIX CORP COM 590049102 697.50 30,000 2 30,000
MERRILL LYNCH CO INC COM 590188108 945.00 9,000 SH SHD 1 9,000 0 0
MERRILL LYNCH CO INC COM 590188108 131,264.70 1,250,140 SH SOLE 3 876,040 0 372,900
MERRILL LYNCH CO INC COM 590188108 12,778.50 121,700 SH OTH 3 10,300 0 0
MERRILL LYNCH CO INC COM 590188108 6,822.90 64,980 SH SOLE 4 64,980
MERRILL LYNCH CO INC COM 590188108 93,555.53 891,005 2 891,005
MERRILL LYNCH CO INC COM 590188108 218,231.79 2,078,398 2 2,078,398
MESSAGEMEDIA INC COM 590787107 333.70 26,300 SH SOLE 3 23,400 0 2,900
MESSAGEMEDIA INC COM 590787107 174.53 13,756 2 13,756
META GRP INC COM 591002100 402.67 15,450 2 15,450
METACREATIONS CORPORATION COM 591016100 5,312.50 250,000 2 250,000
METAL MANAGEMENT INC COM 591097100 113.16 51,000 2 51,000
METAL MANAGEMENT INC COM 591097100 44.38 20,000 2 20,000
METALS USA INC COM 591324108 2,008.90 303,234 SH SOLE 3 296,234 0 7,000
METALS USA INC COM 591324108 182.19 27,500 2 27,500
METAMOR WORLDWIDE INC COM 59133P100 424.69 15,000 2 15,000
METAMOR WORLDWIDE INC COM 59133P100 542.13 19,148 2 19,148
METAMOR WORLDWIDE INC. COM 59133P100 1,435.40 50,700 SH SOLE 3 46,400 0 4,300
METHANEX CORP COM 59151K108 4,241.50 1,996,000 SH SOLE 3 1,951,100 0 0
METHODE ELECTRONICS INC CL A COM 591520200 1,590.80 31,500 SH SOLE 3 28,300 0 3,200
MET-PRO CORP COM 590876306 1,290.30 141,400 SH SOLE 3 30,400 0 111,000
METRICOM INC COM 591596101 737.40 15,900 SH SOLE 3 14,400 0 1,500
METRIS COS INC COM 591598107 1,824.00 46,919 SH SOLE 3 42,018 0 4,901
METROCALL INC COM 591647102 458.44 45,844 2 45,844
METRO-GOLDMAN-MAYER INC COM 591610100 7,328.50 288,100 SH SOLE 3 260,900 0 27,200
METRO-GOLDMAN-MAYER INC COM 591610100 859.80 33,800 SH OTH 3 4,900 0 28,900
METROMEDIA FIBER NETWORK A COM 591689104 48.40 500 SH SOLE 3 500 0 0
METROMEDIA FIBER NETWORK A COM 591689104 1,499.63 15,500 2 15,500
METROMEDIA FIBER NETWORK A COM 591689104 3,294.34 34,050 2 34,050
METROMEDIA INTL GRP INC COM 591695101 195.55 34,764 2 34,764
METROPOLITAN FINANCIAL CORP COM 59189N108 102.00 27,200 2 27,200
METTLER-TOLDEO INTL COM 592688105 167.80 4,100 SH SOLE 3 0 0 4,100
MGC COMMUNICATIONS COM 552763302 1,530.10 21,400 2 21,400
MGC COMMUNICATIONS INC COM 552763302 514.80 7,200 SH SOLE 3 5,200 0 2,000
MGIC INVESTMENT CORP COM 552848103 479.90 11,000 SH SHD 1 11,000 0 0
MGIC INVESTMENT CORP COM 552848103 22,266.20 510,400 SH SOLE 3 490,500 0 19,900
MGIC INVESTMENT CORP COM 552848103 6,116.20 140,200 SH OTH 3 12,800 0 11,000
MGIC INVESTMENT CORP COM 552848103 3,306.30 75,789 2 75,789
MGIC INVESTMENT CORP COM 552848103 2,916.68 66,858 2 66,858
MGM GRAND INC. COM 552953101 153.60 6,400 SH SHD 1 6,400 0 0
MGM GRAND INC. COM 552953101 11,343.00 472,624 SH SOLE 3 454,530 0 10,966
MGM GRAND INC. COM 552953101 1,793.10 74,714 SH OTH 3 0 0 0
MIAMI COMPUTER SUPPLY CORP COM 593261100 109.80 3,500 SH SOLE 3 0 0 3,500
MICHAEL ANTHONY JEWELERS INC COM 594060105 1,167.10 444,600 SH SOLE 3 249,900 0 194,700
MICHAEL FOODS INC (NEW) COM 594079105 117.60 5,600 SH SOLE 3 0 0 5,600
MICHAELS STORES INC COM 594087108 7,351.30 180,400 SH SOLE 3 173,400 0 7,000
MICREL INC COM 594793101 451.20 4,700 SH SOLE 3 2,800 0 1,900
MICRO SYS INC. COM 594901100 604.20 9,600 SH SOLE 3 7,800 0 1,800
MICROCHIP TECHNOLOGY COM 595017104 3,728.00 56,700 SH SOLE 3 47,950 0 8,750
MICROCHIP TECHNOLOGY COM 595017104 2,833.80 43,100 SH OTH 3 0 0 43,100
MICROCHIP TECHNOLOGY COM 595017104 305.74 4,650 2 4,650
MICROFINANCIAL INC COM 595072109 207.50 20,000 2 20,000
MICROMUSE INC COM 595094103 222.10 1,600 SH SHD 1 1,600 0 0
MICROMUSE INC COM 595094103 15,602.50 112,400 SH SOLE 3 106,100 0 5,600
MICROMUSE INC COM 595094103 1,055.00 7,600 SH OTH 3 400 0 7,000
MICROMUSE INC CLL 595094103 1,475.00 100,000 CALL 2 100,000
MICRON TECHNOLOGY INC COM 595112103 8,127.00 64,500 SH SOLE 3 59,900 0 4,500
MICRON TECHNOLOGY INC COM 595112103 4,523.40 35,900 SH OTH 3 0 0 0
MICRON TECHNOLOGY INC COM 595112103 871.79 6,919 2 6919
MICRON TECHNOLOGY INC CNV 595112AB9 933.62 505,000 2 505000
MICRON TECHNOLOGY INC COM 595112103 17,354.99 137,738 2 137,738
MICRON TECHNOLOGY INC CNV 595112AB9 1,063.03 575,000 2 575,000
MICROSOFT CORP COM 594918104 14,705.00 138,400 SH SHD 1 138,400 0 0
MICROSOFT CORP COM 594918104 1,778,926.10 16,742,834 SH SOLE 3 15,203,964 0 1,180,480
MICROSOFT CORP COM 594918104 195,107.40 1,836,305 SH OTH 3 223,390 0 44,100
MICROSOFT CORP. COM 594918104 41,958.02 394,899 SH SOLE 4 394,899
MICROSOFT CORP. COM 594918104 370,677.88 3,488,733 2 3,488,733
MICROSOFT CORP. COM 594918104 662,401.60 6,234,368 2 6,234,368
MICROSOFT CORP. PUT 594918104 462.30 55,200 PUT 2 55,200
MICROSTRATEGY INC COM 594972101 11,657.70 133,900 SH SOLE 3 125,800 0 8,100
MICROSTRATEGY INC COM 594972101 705.00 8,100 SH OTH 3 0 0 4,700
MICROSTRATEGY INC COM 594972101 711.30 8,170 2 8170
MICROSTRATEGY INC COM 594972101 2,023.33 23,240 2 23,240
MICROSTRATEGY INC PUT 594972101 822.50 20,000 PUT 2 20,000
MICROSTRATEGY INC CLL 594972101 144.38 10,500 CALL 2 10,500
MICROTOUCH SYS INC COM 595145103 193.62 15,112 2 15,112
MID AMERICA BANCORP COM 595915109 72.10 2,772 SH SOLE 3 730 0 2,042
MIDAS INC. COM 595626102 1,479.60 61,649 SH SOLE 3 61,649 0 0
MIDLAND CO COM 597486109 61.10 2,600 SH SOLE 3 2,600 0 0
MIDWAY GAMES INC COM 598148104 1,815.20 137,000 SH SOLE 3 129,500 0 7,500
MIDWAY GAMES INC COM 598148104 206.67 15,598 2 15,598
MIKASA INC. COM 59862T109 15.60 2,100 SH SOLE 3 2,100 0 0
MILACRON INC COM 598709103 6,418.90 444,600 SH SOLE 3 430,200 0 5,500
MILLENNIUM CHEMICALS INC COM 599903101 14,590.00 729,500 SH SOLE 3 723,200 0 0
MILLENNIUM PHARMACEUTICALS INC COM 599902103 50,677.20 390,200 SH SOLE 3 381,000 0 8,700
MILLENNIUM PHARMACEUTICALS INC COM 599902103 3,246.90 25,000 SH OTH 3 0 0 25,000
MILLENNIUM PHARMACEUTICALS INC COM 599902103 2,626.07 20,220 2 20,220
MILLENNIUM PHARMACEUTICALS INC COM 599902103 6,162.57 47,450 2 47,450
MILLER HERMAN INC. COM 600544100 3,102.40 110,800 SH SOLE 3 110,800 0 0
MILLER HERMAN INC. COM 600544100 1,495.20 53,400 SH OTH 3 0 0 53,400
MILLER INDUSTRIES INC COM 600551105 190.63 50,000 2 50,000
MILLICOM INT'L CELLULAR S.A. COM L6388F102 699.02 12,250 2 12,250
MILLIPORE CORP. COM 601073109 1,106.20 19,600 SH SOLE 3 19,600 0 0
MILLIPORE CORP. COM 601073109 479.70 8,500 SH OTH 3 0 0 8,500
MINE SAFETY APPLIANCE CO COM 602720104 62.30 900 SH SOLE 3 900 0 0
MINIMED INC COM 60365K108 5,918.10 45,700 SH SOLE 3 41,300 0 4,400
MINIMED INC COM 60365K108 2,072.00 16,000 SH OTH 3 0 0 16,000
MINIMED INC COM 60365K108 36,331.10 280,549 2 280,549
MINNESOTA MNG. & MFG.CO. COM 604059105 1,771.20 20,000 SH SHD 1 20,000 0 0
MINNESOTA MNG. & MFG.CO. COM 604059105 159,945.60 1,806,019 SH SOLE 3 1,649,139 0 81,380
MINNESOTA MNG. & MFG.CO. COM 604059105 21,903.60 247,324 SH OTH 3 19,730 0 5,700
MINNESOTA MNG. & MFG.CO. COM 604059105 1,633.09 18,440 2 18,440
MINNESOTA MNG. & MFG.CO. COM 604059105 904.40 10,212 2 10,212
MIPS TECHNOLOGIES INC CL A COM 604567107 1,329.40 23,900 SH SOLE 3 21,400 0 2,500
MIPS TECHNOLOGIES INC. CL A COM 604567107 1,780.00 32,000 2 32,000
MIRAE CORP ADR COM 60461U109 434.30 40,110 SH SOLE 3 40,110 0 0
MIRAE CORP ADR COM 60461U109 644.10 59,480 SH OTH 3 29,000 0 13,640
MIRAGE RESORTS INC COM 60462E104 5,616.52 289,885 2 289,885
MITCHELL ENERGY & DEV COM 606592202 586.20 26,800 SH SOLE 3 22,100 0 4,700
MITCHELL ENERGY & DLVP CL-B COM 606592301 220.00 10,000 2 10,000
MKS INSTRUMENTS INC COM 55306N104 505.00 10,000 2 10,000
MMC NETWORKS COM 55308N102 164.10 4,974 SH SOLE 3 2,674 0 2,300
MMC NETWORKS INC COM 55308N102 1,516.25 45,947 2 45,947
MMI COS INC COM 553087107 1,125.80 114,000 SH SOLE 3 114,000 0 0
MOBIUS MANAGEMENT SYSTEMS,INC COM 606925105 417.71 34,450 2 34,450
MODEM MEDIA POPPE TYSON INC COM 607533106 223.40 6,900 SH SOLE 3 6,100 0 800
MODEM MEDIA POPPE TYSON INC COM 607533106 420.88 13,000 2 13,000
MODINE MFG CO COM 607828100 593.00 23,600 SH SOLE 3 18,900 0 4,700
MODIS PROFESSIONAL SERVICES COM 607830106 6,385.92 516,034 2 516,034
MODIS PROFESSIONAL SVCS COM 607830106 6,907.90 558,211 SH SOLE 3 538,611 0 16,400
MODIS PROFESSIONAL SVCS COM 607830106 987.50 79,800 SH OTH 3 0 0 79,800
MOHAWK INDUSTRIES INC COM 608190104 505.70 22,600 SH SOLE 3 9,900 0 12,700
MOHAWK INDUSTRIES INC COM 608190104 919.60 41,100 SH OTH 3 0 0 41,100
MOL MAGYAR OLAJ-ES GZ-SP GDR COM 608464202 217.50 11,152 SH SOLE 3 11,152 0 0
MOL MAGYAR OLAJ-ES GZ-SP GDR COM 608464202 1,327.20 68,589 SH OTH 3 0 0 0
MOLECULAR DEVICES CORP COM 60851C107 210.60 2,744 2 2,744
MOLEX INC COM 608554101 26,576.60 452,368 SH SOLE 3 425,293 0 22,950
MOLEX INC COM 608554101 8,194.20 139,475 SH OTH 3 40,050 0 51,350
MOLEX INC CLASS A COM 608554200 2,426.70 54,687 SH SOLE 3 54,687 0 0
MOLEX INC CLASS-A COM 608554200 13,287.92 299,446 2 299,446
MOMENTUM BUSINESS APPLICATIONS COM 60877P108 45.00 5,719 SH SOLE 3 5,719 0 0
MONACO COACH CORP COM 60886R103 906.30 47,700 SH SOLE 3 44,300 0 3,400
MONSANTO CO COM 611662107 3,113.20 60,450 SH SOLE 3 59,850 0 600
MONSANTO CO COM 611662107 5,251.90 106,100 SH OTH 3 0 0 0
MONSANTO CO ACES UNITS CNV 611662305 1,574.30 34,600 2 34,600
MONSANTO CO ACES UNITS CNV 611662305 1,539.04 33,825 2 33,825
MONSANTO CO COM 611662107 4,562.69 88,596 2 88,596
MONSANTO CO COM 611662107 16,453.94 319,494 2 319,494
MONTANA POWER CO COM 612085100 2,035.20 31,800 SH SOLE 3 10,100 0 21,700
MONTANA POWER CO COM 612085100 1,561.60 24,400 SH OTH 3 0 0 24,400
MONTANA POWER CO COM 612085100 256.00 4,000 2 4,000
MONTANA POWER CO COM 612085100 364.80 5,700 2 5,700
MONY GRP INC COM 615337102 4,190.90 129,700 SH SOLE 3 121,600 0 8,100
MOOG INC CL A COM 615394202 196.60 10,700 SH SOLE 3 8,800 0 1,900
MORGAN J P & CO INC COM 616880100 395.20 3,000 SH SHD 1 3,000 0 0
MORGAN J P & CO INC COM 616880100 23,221.60 176,255 SH SOLE 3 170,355 0 5,300
MORGAN J P & CO INC COM 616880100 4,492.70 34,100 SH OTH 3 3,400 0 0
MORGAN STANLEY DWR COM 617446448 18,531.35 223,606 2 223,606
MORGAN STANLEY DWR COM 617446448 41,666.65 502,765 2 502,765
MORGAN STANLEY DWR & CO COM 617446448 65,929.22 795,526 SH SOLE 4 795,526
MORGAN STANLEY DWR DISCOVER & CO COM 617446448 679.60 8,200 SH SHD 1 8,200 0 0
MORGAN STANLEY DWR DISCOVER & CO COM 617446448 73,110.70 882,180 SH SOLE 3 833,080 0 46,800
MORGAN STANLEY DWR DISCOVER & CO COM 617446448 22,003.30 265,500 SH OTH 3 18,000 0 0
MORRISON KNUDSEN CORP COM 61844A109 315.60 42,800 SH SOLE 3 32,500 0 10,300
MORTON'S RESTAURANT GRP, INC COM 619429103 6,164.80 323,400 SH SOLE 3 315,000 0 0
MOTOROLA INC COM 620076109 3,270.40 22,400 SH SHD 1 22,400 0 0
MOTOROLA INC COM 620076109 428,533.30 2,935,160 SH SOLE 3 2,840,960 0 86,400
MOTOROLA INC COM 620076109 38,710.70 265,142 SH OTH 3 24,242 0 0
MOTOROLA INC COM 620076109 2,054.22 14,070 SH SOLE 4 14,070
MOTOROLA INC COM 620076109 30,262.95 212,558 2 212,558
MOTOROLA INC COM 620076109 42,433.16 298,038 2 298,038
MOTOROLA INC PUT 620076109 434.03 21,500 PUT 2 21,500
MOVADO GRP INC COM 624580106 225.65 22,425 2 22,425
MOVADO GRP INC COM 624580106 3,198.40 317,849 SH SOLE 3 302,149 0 4,800
MP3.COM INC COM 62473M109 514.50 24,500 2 24,500
MPW INDUSTRIAL SVCS GRP COM 553444100 5,666.30 1,030,233 SH SOLE 3 763,433 0 266,800
MRV COMMUNICATIONS INC COM 553477100 1,612.60 17,600 SH SOLE 3 15,300 0 2,300
MRV COMMUNICATIONS INC COM 553477100 366.50 4,000 2 4,000
MTI TECHNOLOGY CORP COM 553903105 1,023.40 38,800 SH SOLE 3 34,600 0 4,200
MTS SYSTEMS CORP COM 553777103 38.10 5,000 SH SOLE 3 0 0 5,000
MUELLER INDUSTRIES INC COM 624756102 1,527.90 50,300 SH SOLE 3 48,000 0 2,300
MULTEX.COM COM 625367107 371.25 10,000 2 10,000
MULTEX.COM INC COM 625367107 490.10 13,200 SH SOLE 3 12,200 0 1,000
MUNICIPAL MORTGAGE & EQUITY COM 62624B101 975.00 50,000 2 50,000
MURPHY OIL CORP COM 626717102 1,942.00 33,700 SH SOLE 3 25,000 0 8,700
MURPHY OIL CORP COM 626717102 3,117.50 54,100 SH OTH 3 2,200 0 51,900
MURPHY OIL CORP COM 626717102 234.76 4,074 2 4,074
MUSICLAND STORES CORP. COM 62758B109 38.20 6,000 SH SOLE 3 0 0 6,000
MYLAN LABORATORIES INC COM 628530107 3,571.70 129,881 SH SOLE 3 125,281 0 4,600
MYLAN LABORATORIES INC COM 628530107 1,196.20 43,500 SH OTH 3 0 0 43,500
N V R INC COM 62944T105 5,256.70 97,347 SH SOLE 3 94,347 0 3,000
N.EUROPEAN OIL RLTY CBI COM 659310106 188.04 14,192 2 14,192
NABISCO GRP HOLDINGS COM 62952P102 1,584.49 131,357 2 131,357
NABISCO GRP HOLDINGS CORP COM 62952P102 2,063.90 171,100 SH SHD 1 171,100 0 0
NABISCO GRP HOLDINGS CORP COM 62952P102 140,263.90 11,629,545 SH SOLE 3 10,969,565 0 627,400
NABISCO GRP HOLDINGS CORP COM 62952P102 14,965.60 1,245,504 SH OTH 3 262,290 0 118,000
NABISCO HOLDINGS CORP. COM 629526104 596.60 18,500 SH SHD 1 18,500 0 0
NABISCO HOLDINGS CORP. COM 629526104 53,055.80 1,645,140 SH SOLE 3 1,577,340 0 59,000
NABISCO HOLDINGS CORP. COM 629526104 7,826.80 242,690 SH OTH 3 58,290 0 1,700
NABISCO HOLDINGS CORP. COM 629526104 2,871.86 89,050 2 89,050
NABISCO HOLDINGS CORP. COM 629526104 962.66 29,850 2 29,850
NABORS INDUSTRIES INC COM 629568106 2,354.20 60,655 SH SOLE 3 55,855 0 4,800
NABORS INDUSTRIES INC COM 629568106 2,142.40 55,200 SH OTH 3 0 0 55,200
NABORS INDUSTRIES INC COM 629568106 13,682.38 352,525 2 352,525
NACCO INDS INC CL-A (COM) COM 629579103 148.60 3,100 SH SOLE 3 0 0 3,100
NACCO INDS INC CL-A (COM) COM 629579103 412.30 8,600 SH OTH 3 0 0 8,600
NANOGEN INC COM 630075109 595.00 17,500 2 17,500
NASDAQ-100 SHS COM 631100104 5,850.59 53,430 2 53,430
NASDAQ-100 SHS COM 631100104 4,881.95 44,584 2 44,584
NASDAQ-100 SHS PUT 631100104 21.88 10,000 PUT 2 10,000
NASDAQ-100 SHS PUT 631100104 330.05 64,400 PUT 2 64,400
NASDAQ-100 SHS PUT 631100104 360.00 64,000 PUT 2 64,000
NASDAQ-100 SHS PUT 631100104 375.00 60,000 PUT 2 60,000
NASDAQ-100 SHS PUT 631100104 406.88 62,000 PUT 2 62,000
NATIONAL CITY BANCSHS INC COM 635313109 74.70 3,930 SH SOLE 3 1,930 0 2,000
NATIONAL CITY CORP COM 635405103 4,230.60 205,122 SH SOLE 3 205,122 0 0
NATIONAL CITY CORP COM 635405103 732.68 35,524 2 35,524
NATIONAL CITY CORP COM 635405103 657.32 31,870 2 31,870
NATIONAL COMM BANCORP COM 635449101 1,389.30 75,100 SH SOLE 3 75,100 0 0
NATIONAL COMM BANCORP COM 635449101 582.80 31,500 SH OTH 3 0 0 31,500
NATIONAL COMPUTER SYSTEMS INC COM 635519101 1,745.80 34,400 SH SOLE 3 30,400 0 4,000
NATIONAL DATA CORP. COM 635621105 721.20 27,740 SH SOLE 3 27,740 0 0
NATIONAL DATA CORP. COM 635621105 2,145.00 82,500 2 82,500
NATIONAL DATA CORP. COM 635621105 260.00 10,000 2 10,000
NATIONAL DENTEX CORP COM 63563H109 8,134.60 551,500 SH SOLE 3 421,400 0 130,100
NATIONAL DISCOUNT BROKERS COM 635646102 1,575.10 31,900 SH SOLE 3 31,900 0 0
NATIONAL FUEL GAS CO COM 636180101 2,072.20 46,500 SH SOLE 3 34,200 0 12,300
NATIONAL FUEL GAS CO COM 636180101 2,081.10 46,700 SH OTH 3 0 0 46,700
NATIONAL HEALTH INVS INC COM 63633D104 1,957.80 164,000 SH SOLE 3 59,600 0 104,400
NATIONAL INFORMATION CONS COM 636491102 351.00 10,100 SH SOLE 3 10,100 0 0
NATIONAL INSTRUMENTS CORP COM 636518102 774.47 16,500 2 16,500
NATIONAL OILWELL INC COM 637071101 1,590.10 51,500 SH SOLE 3 46,300 0 5,200
NATIONAL POWER PLC SPONSRD ADR COM 637194408 4,306.11 206,900 2 206,900
NATIONAL PRESTO IND. INC COM 637215104 78.30 2,400 SH SOLE 3 2,400 0 0
NATIONAL R.V. HLDGS INC COM 637277104 890.20 56,300 SH SOLE 3 51,400 0 4,900
NATIONAL SERVICE INDUSTRIES INC COM 637657107 996.80 47,326 SH SOLE 3 46,826 0 500
NATIONAL SERVICE INDUSTRIES INC COM 637657107 608.70 28,900 SH OTH 3 0 0 28,900
NATIONAL STEEL COM 637844309 830.40 112,600 SH SOLE 3 106,100 0 6,500
NATIONAL TECHTEAM INC COM 638108100 185.88 33,416 2 33,416
NATIONAL WIRELESS HOLDINGS CO COM 638560102 627.48 22,410 2 22,410
NATIONAL-OILWELL, INC. COM 637071101 4,504.63 145,899 2 145,899
NATIONAL-OILWELL, INC. COM 637071101 243.91 7,900 2 7,900
NATIONWIDE FINANCIAL SVCS COM 638612101 40,540.20 1,385,990 SH SOLE 3 862,690 0 523,300
NATIONWIDE FINANCIAL SVCS COM 638612101 1,091.00 37,300 SH OTH 3 4,700 0 32,600
NATL SEMICONDUCTOR CORP COM 637640103 443.50 7,300 SH SHD 1 7,300 0 0
NATL SEMICONDUCTOR CORP COM 637640103 21,332.40 351,151 SH SOLE 3 349,351 0 1,800
NATL SEMICONDUCTOR CORP COM 637640103 4,635.20 76,300 SH OTH 3 5,100 0 8,400
NATL SEMICONDUCTOR CORP COM 637640103 480.23 7,905 2 7,905
NATURES SUNSHINE PRODS INC COM 639027101 160.00 20,000 SH SOLE 3 10,900 0 9,100
NAUTICA ENTERPRISES INC COM 639089101 1,175.00 100,000 SH SOLE 3 100,000 0 0
NAVIGANT CONSULTING CO COM 63935N107 2,310.00 210,000 SH SOLE 3 210,000 0 0
NAVIGANT CONSULTING INC COM 63935N107 1,695.98 154,180 2 154,180
NAVIGANT INTERNATIONAL INC COM 63935R108 121.30 12,768 2 12,768
NAVIGANT INTERNATIONAL INC. COM 63935R108 0.00 1 SH SOLE 3 0 0 1
NAVISITE INC COM 63935M109 852.20 7,000 SH SOLE 3 7,000 0 0
NAVISTAR INTL CORP (NEW) COM 63934E108 3,992.40 99,500 SH SOLE 3 98,800 0 700
NAVISTAR INTL CORP (NEW) COM 63934E108 1,845.80 46,000 SH OTH 3 3,300 0 12,000
NBC INTERNET INC COM 62873D105 499.50 11,600 SH SOLE 3 10,500 0 1,100
NBC INTERNET INC COM 62873D105 1,192.83 27,700 2 27,700
NBC INTERNET INC COM 62873D105 6,057.39 140,665 2 140,665
NBT BANCORP INC COM 628778102 13.50 930 SH SOLE 3 930 0 0
NBTY INC COM 628782104 2,982.50 217,900 SH SOLE 3 209,400 0 8,500
NCI BUILDING SYSTEMS INC COM 628852105 562.50 29,900 SH SOLE 3 24,100 0 5,800
NCO GRP INC COM 628858102 1,277.50 40,000 2 40,000
NCO GRP INC PUT 628858102 22.50 40,000 PUT 2 40,000
NCO GRP INC COM 628858102 319.40 10,000 SH OTH 3 0 0 10,000
NCR CORP NEW COM 62886E108 8.00 200 SH SOLE 3 200 0 0
NEIMAN MARCUS GRP INC CL A COM 640204202 94.60 3,400 SH SOLE 3 3,400 0 0
NEIMAN MARCUS GRP INC CL A COM 640204202 486.70 17,500 SH OTH 3 0 0 17,500
NEIMAN MARCUS GRP INC CLB COM 640204301 105.40 3,834 SH SOLE 3 3,834 0 0
NEOMAGIC CORP COM 640497103 146.10 29,400 SH SOLE 3 26,500 0 2,900
NEOMEDIA TECHNOLOGIES INC COM 640505103 185.30 21,800 2 21,800
NEON SYSTEMS COM 640509105 3.30 100 SH SOLE 3 100 0 0
NEON SYSTEMS COM 640509105 445.50 13,500 2 13,500
NET PERCEPTIONS INC COM 64107U101 288.10 7,800 SH SOLE 3 7,000 0 800
NET.B@NK INC COM 640933107 339.30 26,100 SH SOLE 3 23,700 0 2,400
NET2000 COMMUNICATIONS INC COM 64122G103 4,067.78 171,275 2 171,275
NET2000 COMMUNICATIONS INC COM 64122G103 9,647.25 406,200 2 406,200
NET2000 COMMUNICATIONS INC CMN COM 64122G103 640.06 26,950 SH SOLE 4 26,950
NETIA HOLDINGS SA - ADR COM 64114B104 80.50 2,300 SH SOLE 3 2,300 0 0
NETIA HOLDINGS SA - ADR COM 64114B104 476.00 13,600 SH OTH 3 0 0 0
NETMANAGE INC COM 641144100 1,518.80 268,510 SH SOLE 3 268,510 0 0
NETOBJECTS INC COM 64114L102 68.20 3,000 SH SOLE 3 2,700 0 300
NETOPIA INC. COM 64114K104 525.10 7,300 SH SOLE 3 6,500 0 800
NETRIX CORP COM 641148101 403.75 20,000 2 20,000
NETRO CORPORATION COM 64114R109 786.69 12,100 2 12,100
NETRO CORPORATION COM 64114R109 14,675.33 225,720 2 225,720
NETWORK APPLIANCE INC COM 64120L104 3,017.07 36,460 2 36,460
NETWORK APPLIANCE INC COM 64120L104 15,643.06 189,040 2 189,040
NETWORK APPLIANCES INC COM 64120L104 1,092.30 13,200 SH SHD 1 13,200 0 0
NETWORK APPLIANCES INC COM 64120L104 151,257.90 1,827,890 SH SOLE 3 1,708,890 0 28,200
NETWORK APPLIANCES INC COM 64120L104 11,750.50 142,000 SH OTH 3 15,400 0 12,800
NETWORK ASSOCIATES INC COM 640938106 3,721.70 115,400 SH SOLE 3 97,700 0 17,000
NETWORK ASSOCIATES INC COM 640938106 2,286.50 70,900 SH OTH 3 500 0 70,400
NETWORK ASSOCIATES INC COM 640938106 1,900.52 58,931 2 58,931
NETWORK EQUIPMENT TECHNOLOGIES COM 641208103 271.00 27,100 SH SOLE 3 24,900 0 2,200
NETWORK PERIPHERALS INC COM 64121R100 3.50 100 SH SOLE 3 100 0 0
NETWORK PLUS CORP COM 64122D506 1,073.25 26,500 2 26,500
NETWORK PLUS CORP COM 64122D506 1,065.15 26,300 2 26,300
NETWORK SOLUTIONS INC COM 64121Q102 253,813.00 1,651,320 SH SOLE 3 1,132,080 0 318,860
NETWORK SOLUTIONS INC COM 64121Q102 1,494.00 9,720 SH OTH 3 5,420 0 2,700
NETZERO INC COM 64122R109 327.90 21,500 SH SOLE 3 21,500 0 0
NETZERO INC. COM 64122R109 23,664.04 1,551,740 2 1,551,740
NEUBERGER BERMAN INC COM 641234109 528.52 18,750 SH SOLE 4 18,750
NEUBERGER BERMAN INC COM 641234109 1,038.71 36,850 2 36,850
NEUBERGER BERMAN INC COM 641234109 5,586.06 198,175 2 198,175
NEUROGEN CORP COM 64124E106 37.00 1,200 SH SOLE 3 0 0 1,200
NEW CENTURY ENERGIES INC. COM 64352U103 12.00 400 SH SOLE 3 0 0 400
NEW CENTURY FINANCIAL CORP COM 64352D101 91.40 9,200 SH SOLE 3 5,500 0 3,700
NEW ERA OF NETWORKS INC COM 644312100 113.80 2,900 SH SOLE 3 2,900 0 0
NEW YORK TIMES CO.A COM 650111107 245,338.30 5,713,848 SH SOLE 3 4,261,518 0 1,434,500
NEW YORK TIMES CO.A COM 650111107 10,521.90 245,051 SH OTH 3 42,480 0 75,400
NEW YORK TIMES CO.A COM 650111107 474.72 11,056 2 11,056
NEW YORK TIMES CO.A COM 650111107 331.13 7,712 2 7,712
NEWBRIDGE NETWORKS CORP COM 650901101 437.91 13,500 2 13,500
NEWELL RUBBERMAID INC COM 651229106 5,316.70 214,275 SH SOLE 3 213,675 0 600
NEWELL RUBBERMAID INC COM 651229106 9,142.66 368,470 2 368,470
NEWELL RUBBERMAID INC COM 651229106 8,718.67 351,382 2 351,382
NEWFIELD EXPLORATION CO. COM 651290108 208.00 5,900 SH SOLE 3 3,300 0 2,600
NEWFIELD EXPLORATION CO. COM 651290108 2,901.25 82,305 2 82,305
NEWFIELD EXPLORATION CO. COM 651290108 2,616.43 74,225 2 74,225
NEWMONT MINING CORP COM 651639106 379.20 16,900 SH SOLE 3 16,900 0 0
NEWPARK RES INC COM 651718504 74.40 9,300 SH SOLE 3 0 0 9,300
NEWPORT NEWS SHIPBUILDING COM 652228107 2,881.70 95,263 SH SOLE 3 95,263 0 0
NEWS CORP LTD ADR NEW COM 652487703 585.00 10,400 2 10,400
NEWS CORP LTD ADR NEW COM 652487703 1,507.11 26,793 2 26,793
NEWS CORP LTD SPON ADR REPSTG COM 652487802 19,799.39 414,647 2 414,647
NEWS CORP LTD SPON ADR REPSTG COM 652487802 9,115.81 190,907 2 190,907
NEXELL THERAPEUTICS INC COM 65332H104 80.72 21,000 2 21,000
NEXTCARD INC COM 65332K107 136.10 8,900 SH SOLE 3 8,100 0 800
NEXTCARD INC COM 65332K107 195.33 12,769 2 12,769
NEXTEL COMMUNICATIONS CL A COM 65332V103 563.40 3,800 SH SHD 1 3,800 0 0
NEXTEL COMMUNICATIONS CL A COM 65332V103 104,541.90 705,173 SH SOLE 3 351,373 0 352,400
NEXTEL COMMUNICATIONS CL A COM 65332V103 16,100.00 108,600 SH OTH 3 600 0 0
NEXTEL COMMUNICATIONS CL A COM 65332V103 35,465.85 239,230 2 239,230
NEXTEL COMMUNICATIONS CL A COM 65332V103 75,987.46 512,563 2 512,563
NEXTEL PARTNERS INC COM 65333F107 2,163.55 74,605 2 74,605
NEXTEL PARTNERS INC COM 65333F107 8,926.20 307,800 2 307,800
NEXTEL PARTNERS INC CMN COM 65333F107 580.00 20,000 SH SOLE 4 20,000
NEXTERA ENTERPRISES INC A COM 65332E101 674.69 85,000 2 85,000
NEXTLINK COMMUNICATIONS INC COM 65333H707 35,368.20 285,948 SH SOLE 3 283,048 0 1,500
NEXTLINK COMMUNICATIONS INC COM 65333H707 74.20 600 SH OTH 3 600 0 0
NEXTLINK COMMUNICATIONS INC COM 65333H707 12,239.99 98,959 2 98,959
NEXTLINK COMMUNICATIONS INC COM 65333H707 4,215.02 34,078 2 34,078
NIAGARA CORP (DEL) COM 653349100 47.03 10,450 2 10,450
NIAGARA MOHAWK HOLDINGS INC COM 653520106 472.50 35,000 SH SOLE 3 35,000 0 0
NIAGARA MOHAWK HOLDINGS INC COM 653520106 410.81 30,430 2 30,430
NICOR INC COM 654086107 148.20 4,500 SH SOLE 3 4,500 0 0
NIKE CLASS-B COM 654106103 439.80 11,100 SH SHD 1 11,100 0 0
NIKE CLASS-B COM 654106103 34,908.00 880,960 SH SOLE 3 818,960 0 54,000
NIKE CLASS-B COM 654106103 6,046.80 152,600 SH OTH 3 39,600 0 0
NIKE CLASS-B COM 654106103 1,271.96 32,100 2 32,100
NIKE CLASS-B COM 654106103 621.00 15,672 2 15,672
NIKU CORP COM 654113109 10,555.13 223,094 2 223,094
NIKU CORP COM 654113109 16,053.60 339,310 2 339,310
NIPPON TELEG & TEL SPON ADR COM 654624105 12,618.43 160,107 2 160,107
NIPPON TELEG & TEL SPON ADR COM 654624105 47,615.52 604,162 2 604,162
NISOURCE INC COM 65473P105 186.10 11,028 2 11,028
NISOURCE INC. COM 65473P105 2,148.20 127,300 SH SOLE 3 106,000 0 21,300
NISOURCE INC. COM 65473P105 1,900.10 112,600 SH OTH 3 0 0 112,600
NOBLE AFFILIATES INC COM 654894104 1,174.70 35,800 SH SOLE 3 24,100 0 11,700
NOBLE AFFILIATES INC COM 654894104 1,220.60 37,200 SH OTH 3 0 0 37,200
NOBLE DRILLING CORP COM 655042109 198.60 4,800 SH SHD 1 4,800 0 0
NOBLE DRILLING CORP COM 655042109 10,198.90 246,500 SH SOLE 3 233,300 0 13,200
NOBLE DRILLING CORP COM 655042109 5,891.80 142,400 SH OTH 3 0 0 72,900
NOBLE DRILLING CORP COM 655042109 519.46 12,555 2 12555
NOBLE DRILLING CORP COM 655042109 737.18 17,817 2 17,817
NOKIA CORP SPON ADR COM 654902204 100,278.59 461,051 2 461,051
NOKIA CORP SPON ADR CLL 654902204 270.00 5,000 CALL 2 5,000
NOKIA CORP SPON ADR COM 654902204 193,860.14 891,311 2 891,311
NORDSTROM INC COM 655664100 247.80 8,400 SH SOLE 3 8,400 0 0
NORSK HYDRO AS SPONSORED ADR COM 656531605 226.89 5,961 2 5,961
NORTEK INC (DELAWARE) COM 656559101 464.60 21,000 SH SOLE 3 19,400 0 1,600
NORTEL NETWORKS CORP COM 656569100 1,816.20 14,400 SH SHD 1 14,400 0 0
NORTEL NETWORKS CORP COM 656569100 544,137.40 4,314,466 SH SOLE 3 3,380,196 0 737,140
NORTEL NETWORKS CORP COM 656569100 5,981.70 47,450 SH OTH 3 25,660 0 11,000
NORTEL NETWORKS CORPORATION COM 656569100 8,377.60 66,423 2 66423
NORTEL NETWORKS CORPORATION COM 656569100 25,973.05 205,931 2 205,931
NORTH FORK BANCORPORATN INC NY COM 659424105 2,210.10 123,640 SH SOLE 3 109,740 0 13,900
NORTH FORK BANCORPORATN INC NY COM 659424105 976.00 54,600 SH OTH 3 0 0 54,600
NORTHEAST OPTIC NETWORK COM 664334109 1,784.30 21,100 SH SOLE 3 20,300 0 800
NORTHEAST UTILITIES COM 664397106 6,903.60 321,100 SH SOLE 3 320,200 0 900
NORTHEAST UTILITIES COM 664397106 604.10 28,100 SH OTH 3 0 0 28,100
NORTHERN BORDER PARTNERS, L.P. COM 664785102 9,259.53 341,365 2 341365
NORTHERN BORDER PARTNERS, L.P. COM 664785102 10,940.33 403,330 2 403,330
NORTHERN STATES POWER CO MINN COM 665772109 241.98 12,175 2 12,175
NORTHERN TRUST CORP COM 665859104 6,094.10 90,200 SH SOLE 3 90,200 0 0
NORTHERN TRUST CORP COM 665859104 1,074.20 15,900 SH OTH 3 0 0 15,900
NORTHERN TRUST CORP COM 665859104 68,612.42 1,015,540 SH SOLE 4 1,015,540
NORTHERN TRUST CORP COM 665859104 120,326.18 1,780,961 2 1,780,961
NORTHERN TRUST CORP COM 665859104 217,016.43 3,212,084 2 3,212,084
NORTHPOINT COMMUNICATION GRP COM 666610100 692.87 30,043 2 30,043
NORTHPOINT COMMUNICATION GRP COM 666610100 6,246.36 270,845 2 270,845
NORTHPOINT COMMUNICATIONS COM 666610100 682.60 29,600 SH SOLE 3 29,600 0 0
NORTHROP GRUMMAN CORP. CMN COM 666807102 217.00 4,100 SH SHD 1 4,100 0 0
NORTHROP GRUMMAN CORP. CMN COM 666807102 33,128.30 625,800 SH SOLE 3 551,300 0 68,700
NORTHROP GRUMMAN CORP. CMN COM 666807102 10,741.00 202,900 SH OTH 3 16,300 0 39,600
NORTHWEST NATURAL GAS CO COM 667655104 1,388.40 71,200 SH SOLE 3 65,400 0 5,800
NORTHWESTERN CORP COM 668074107 1,373.60 66,600 SH SOLE 3 58,100 0 8,500
NOVA CHEMICALS CORP COM 66977W109 210.60 10,800 2 10,800
NOVA CORP./GEORGIA COM 669784100 12,152.64 417,258 2 417,258
NOVA CORP/GEORGIA COM 669784100 34,360.20 1,179,748 SH SOLE 3 991,352 0 188,396
NOVA CORP/GEORGIA COM 669784100 617.50 21,200 SH OTH 3 0 0 21,200
NOVAMED EYECARE INC COM 66986W108 129.38 10,000 2 10,000
NOVELL INC COM 670006105 251.90 8,800 SH SHD 1 8,800 0 0
NOVELL INC COM 670006105 23,627.10 825,400 SH SOLE 3 825,400 0 0
NOVELL INC COM 670006105 976.10 34,100 SH OTH 3 0 0 0
NOVELL INC COM 670006105 3,777.50 131,965 2 131,965
NOVELLUS SYSTEMS INC COM 670008101 4,501.20 80,200 SH SOLE 3 64,800 0 15,400
NOVELLUS SYSTEMS INC COM 670008101 3,333.80 59,400 SH OTH 3 0 0 59,400
NOVELLUS SYSTEMS INC COM 670008101 2,113.67 37,660 2 37,660
NOVO-NORDISK A/S ADR COM 670100205 686.25 10,000 2 10,000
NSTAR COM 67019E107 483.00 11,500 SH OTH 3 0 0 11,500
NTL INC COM 629407107 79,093.90 852,190 SH SOLE 3 609,365 0 0
NTL INCORPORATED (NEW) COM 629407107 3,135.86 33,787 2 33,787
NTL INCORPORATED (NEW) COM 629407107 940,222.92 10,130,348 2 10,130,348
NTN COMMUNICATIONS INC (NEW) COM 629410309 80.00 20,000 2 20,000
NU SKIN ASIA PACIFIC INC CL-A COM 67018T105 54.00 6,800 SH SOLE 3 6,800 0 0
NUCOR CORP COM 670346105 10,655.20 213,105 SH SOLE 3 212,705 0 400
NUCOR CORP COM 670346105 855.00 17,100 SH OTH 3 0 0 17,100
NUEVO ENERGY CO COM 670509108 2.10 100 SH SOLE 3 100 0 0
NUEVO ENERGY CO COM 670509108 215.00 10,000 2 10,000
NUEVO GRUPO IUSACELL ADR V COM 670512102 241.81 11,941 2 11,941
NUI CORP COM 629430109 323.40 12,500 SH SOLE 3 11,000 0 1,500
NUWAVE TECHNOLOGIES INC COM 67065M102 121.88 30,000 2 30,000
NVIDIA CORP COM 67066G104 878.60 10,400 SH SOLE 3 8,600 0 1,800
NVIDIA CORP COM 67066G104 996.90 11,800 SH OTH 3 0 0 11,800
NYCOMED AMERSHAM PLC SPON ADR COM 67066H102 4,980.95 126,100 2 126,100
OAKWOOD HOMES CORP COM 674098108 2.30 600 SH SOLE 3 600 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 2,309.50 111,300 SH SOLE 3 111,300 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 89.20 4,300 SH OTH 3 2,700 0 0
OCCIDENTAL PETROLEUM CORP COM 674599105 207.50 10,000 2 10000
OCE VAN DER GRITEN N V ADR COM 674627203 1,375.00 100,000 SH SOLE 3 100,000 0 0
OCEAN ENERGY INC (NEW) COM 67481E106 579.31 40,300 2 40,300
OCEAN ENERGY INC (NEW) COM 67481E106 463.55 32,247 2 32,247
OCEAN ENERGY, INC COM 67481E106 329.20 22,900 SH SOLE 3 22,900 0 0
OCEAN ENERGY, INC COM 67481E106 1,131.30 78,700 SH OTH 3 0 0 78,700
OCEANEERING INTL INC COM 675232102 163.10 8,700 SH SOLE 3 8,700 0 0
OCEANFIRST FINANCIAL CORP COM 675234108 448.70 28,600 SH SOLE 3 22,700 0 5,900
OCTEL CORP. COM 675727101 1,078.30 110,600 SH SOLE 3 105,400 0 5,200
OCULAR SCIENCES INC COM 675744106 15.70 1,000 SH SOLE 3 1,000 0 0
OCWEN FINANCIAL CORP COM 675746101 2,341.30 292,663 2 292,663
OEA INC COM 670826106 96.25 10,000 2 10,000
OFFICE DEPOT INC CONV NTS CNV 676220AB2 206.81 300,000 2 300,000
OFFICEMAX INC COM 67622M108 1,180.40 181,600 SH SOLE 3 157,300 0 24,300
OGDEN CORP COM 676346109 1,384.80 116,000 SH SOLE 3 116,000 0 0
OGE ENERGY CORP COM 670837103 3,249.20 169,340 SH SOLE 3 169,340 0 0
OGE ENERGY CORP COM 670837103 305.10 15,900 SH OTH 3 0 0 15,900
OHIO CASUALTY CORP COM 677240103 230.60 12,900 SH SOLE 3 0 0 12,900
OLD KENT FINCL CORP COM 679833103 740.80 23,150 SH SOLE 3 23,150 0 0
OLD KENT FINCL CORP COM 679833103 690.40 21,575 SH OTH 3 0 0 21,575
OLD KENT FINCL CORP COM 679833103 207.30 6,478 2 6,478
OLD REPUBLIC INTL CORP COM 680223104 3,840.40 279,300 SH SOLE 3 279,300 0 0
OLIN CORP NEW $1 PAR COM 680665205 72.80 4,100 SH SOLE 3 0 0 4,100
OLIN CORP NEW $1 PAR COM 680665205 498.80 28,100 SH OTH 3 0 0 28,100
OLYMPIC STEEL, INC. COM 68162K106 1,000.00 250,000 SH SOLE 3 250,000 0 0
OLYMPIC STEEL, INC. COM 68162K106 100.00 25,000 2 25,000
OM GRP INC COM 670872100 63.70 1,400 SH SOLE 3 0 0 1,400
OMEGA FINANCIAL CORP COM 682092101 77.40 3,000 SH SOLE 3 3,000 0 0
OMI CORP (NEW) COM Y6476W104 1,826.19 479,000 2 479,000
OMI CORP (NEW) COM Y6476W104 4,457.61 1,169,210 2 1,169,210
OMNICARE INC. COM 681904108 3,316.23 274,921 2 274,921
OMNICOM GRP COM 681919106 5,402.16 57,700 2 57,700
OMNICOM GRP COM 681919106 20,812.80 222,300 SH SOLE 3 220,400 0 800
OMNICOM GRP COM 681919106 1,532.40 16,400 SH OTH 3 0 0 0
ON COMMAND CORPORATION COM 682160106 3,982.22 265,481 2 265,481
ONE MAIN.COM COM 68267P109 265.80 23,500 SH SOLE 3 21,400 0 2,100
ONE VALLEY BANCORP INC COM 682419106 1,918.20 55,400 SH SOLE 3 50,800 0 4,600
ONEOK INC. (NEW) COM 682680103 2,257.50 90,300 SH SOLE 3 83,400 0 6,900
ONEOK INC. (NEW) COM 682680103 1,245.00 49,800 SH OTH 3 0 0 16,300
ONHEALTH NETWORK CO COM 68272W107 15.50 3,700 SH SOLE 3 3,300 0 400
ONHEALTH NETWORK CO COM 68272W107 783.18 187,028 2 187,028
ONVIA COM INC COM 68338T106 422.50 20,000 2 20,000
ONYX SOFTWARE INC COM 683402101 6.40 200 SH SOLE 3 200 0 0
OPEN MARKET INC COM 68370M100 1,161.30 45,100 SH SOLE 3 41,900 0 3,200
OPEN MARKET INC COM 68370M100 10,704.28 415,700 2 415,700
OPENTV CORP COM G67543101 4,971.80 42,000 SH SOLE 3 42,000 0 0
OPTA FOOD INGREDIENTS INC COM 68381N105 25.31 10,000 2 10,000
OPTIMAL ROBOTICS CORP CL A COM 68388R208 352.50 7,500 2 7,500
ORACLE CORP COM 68389X105 6,018.60 77,100 SH SHD 1 77,100 0 0
ORACLE CORP COM 68389X105 814,998.10 10,440,328 SH SOLE 3 9,233,288 0 799,650
ORACLE CORP COM 68389X105 80,658.00 1,033,249 SH OTH 3 132,880 0 22,600
ORACLE CORPORATION COM 68389X105 6,109.33 78,262 SH SOLE 4 78,262
ORACLE CORPORATION COM 68389X105 87,738.03 1,123,946 2 1,123,946
ORACLE CORPORATION CLL 68389X105 285.63 10,000 CALL 2 10,000
ORACLE CORPORATION COM 68389X105 123,998.46 1,588,451 2 1,588,451
ORACLE CORPORATION CLL 68389X105 368.75 100,000 CALL 2 100,000
ORACLE CORPORATION CLL 68389X105 390.00 6,000 CALL 2 6,000
ORBITAL SCIENCES CORP COM 685564106 225.00 15,000 2 15,000
ORBOTECH LTD (ORD) COM M75253100 272.00 3,200 2 3200
ORBOTECH LTD (ORD) COM M75253100 1,177.25 13,850 2 13,850
OREGON STEEL MILLS INC COM 686079104 24.80 6,400 SH SOLE 3 0 0 6,400
O'REILLY AUTOMOTIVE COM 686091109 280.90 19,800 SH SOLE 3 19,800 0 0
ORGANIC,INC COM 68617E101 1,904.21 88,056 2 88,056
ORGANOGENESIS INC COM 685906109 0.00 1 SH SOLE 3 1 0 0
ORGANOGENESIS INC COM 685906109 6,000.32 497,436 2 497,436
ORIENTAL FINANCIAL GRP COM 68618W100 41.80 2,200 SH SOLE 3 2,200 0 0
ORTEC INTERNATIONAL INC COM 68749B108 162.77 16,588 2 16,588
ORTH ALLIANCE INC COM 687913103 10,421.60 1,488,800 SH SOLE 3 1,158,400 0 330,400
ORTHODONTIC CTRS OF AMER COM 68750P103 24,532.80 1,291,200 SH SOLE 3 965,000 0 326,200
OSHKOSH TRUCK CORP CL B CMN COM 688239201 1,136.90 36,600 SH SOLE 3 34,900 0 1,700
OTTER TAIL POWER CO COM 689648103 51.80 2,600 SH SOLE 3 0 0 2,600
OUTBACK STEAKHOUSE INC COM 689899102 134.70 4,200 SH SOLE 3 0 0 4,200
OVERSEAS SHIPHOLDING GRP COM 690368105 348.60 15,200 SH SOLE 3 11,000 0 4,200
OWENS & MINOR INC (NEW) COM 690732102 590.80 55,600 SH SOLE 3 50,900 0 4,700
OWENS CORNING COM 69073F103 348.80 18,000 SH SOLE 3 18,000 0 0
OWENS CORNING COM 69073F103 783.53 40,440 2 40,440
OWENS CORNING COM 69073F103 704.28 36,350 2 36,350
OWENS-ILLINOIS INC COM 690768403 1.70 100 SH SOLE 3 100 0 0
OXFORD HEALTH PLANS INC COM 691471106 324.06 21,250 2 21,250
OXFORD IND INC COM 691497309 174.00 9,600 SH SOLE 3 7,500 0 2,100
P G & E CORP COM 69331C108 7,394.10 352,100 SH SOLE 3 337,700 0 14,400
P G & E CORP COM 69331C108 96.60 4,600 SH OTH 3 4,600 0 0
P.F. CHANGS CHINA BISTRO INC COM 69333Y108 589.60 17,800 SH SOLE 3 17,800 0 0
PACCAR INC COM 693718108 2,263.20 45,265 SH SOLE 3 42,565 0 2,700
PACIFIC CAPITAL BANCORP COM 69404P101 198.80 8,200 SH SOLE 3 8,200 0 0
PACIFIC CENTURY FINCL CORP COM 694058108 20,580.60 1,013,200 SH SOLE 3 1,006,800 0 0
PACIFIC CENTURY FINCL CORP COM 694058108 1,300.00 64,000 SH OTH 3 0 0 64,000
PACIFIC GATEWAY EXCHANGE INC COM 694327107 4,406.20 300,000 SH SOLE 3 300,000 0 0
PACIFIC GATEWAY PROPERTIES COM 694330101 225.75 21,000 2 21,000
PACIFIC GULF PROPERTIES INC COM 694396102 13,604.00 693,200 SH SOLE 3 538,300 0 154,900
PACIFIC SUNWEAR OF CALIFORNIA COM 694873100 1,867.20 48,500 SH SOLE 3 45,400 0 3,100
PACIFIC SUNWEAR OF CALIFORNIA COM 694873100 1,039.50 27,000 2 27,000
PACIFICARE HEALTH SYSTEMS CMN COM 695112102 14,724.50 295,228 SH SOLE 3 286,028 0 9,200
PACIFICARE HEALTH SYSTEMS CMN COM 695112102 2,204.50 44,200 SH OTH 3 0 0 44,200
PACKAGING CORP OF AMERICA COM 695156109 7,055.21 671,925 2 671,925
PACKAGING CORP OF AMERICA COM 695156109 18,128.23 1,726,498 2 1,726,498
PACKAGING CORP OF AMERICA CMN STK COM 695156109 1,241.24 118,213 SH SOLE 4 118,213
PACKETEER INC COM 695210104 695.42 19,869 2 19,869
PACTIV CORP COM 695257105 1.70 200 SH SOLE 3 200 0 0
PACTIV CORP COM 695257105 485.60 55,900 SH OTH 3 0 0 55,900
PAGING NETWORK INC COM 695542100 37.61 14,500 2 14,500
PAINE WEBBER GRP INC COM 695629105 1,047.20 23,800 SH SOLE 3 16,200 0 7,000
PAIRGAIN TECHNOLOGIES INC COM 695934109 2,898.40 155,100 SH SOLE 3 148,900 0 6,200
PAIRGAIN TECHNOLOGIES INC COM 695934109 6,987.24 373,899 2 373,899
PALL CORP COM 696429307 6,906.80 307,823 SH SOLE 3 307,823 0 0
PALL CORP COM 696429307 60.60 2,700 SH OTH 3 2,700 0 0
PALM INC. COM 696642107 7,550.22 168,250 2 168,250
PALM INC. COM 696642107 18,191.20 405,375 2 405,375
PALM INC. CMN COM 696642107 1,388.88 30,950 SH SOLE 4 30,950
PAMECO CORP COM 697934107 993.20 278,800 SH SOLE 3 93,200 0 185,600
PANAMERICAN BEVERAGES, INC COM P74823108 1,198.50 68,000 SH SOLE 3 68,000 0 0
PANAMERICAN BEVERAGES, INC COM P74823108 7,931.20 450,000 SH OTH 3 0 0 0
PANAMERICAN BEVERAGES, INC COM P74823108 904.52 51,320 2 51,320
PANAMSAT CORP. COM 697933109 4.90 100 SH SOLE 3 100 0 0
PANAMSAT CORPORATION COM 697933109 245.31 5,000 2 5,000
PARADYNE NETWORKS INC COM 69911G107 449.90 14,513 2 14,513
PARALLEL PETE CRP (DEL) COM 699157103 44.09 20,746 2 20,746
PARAMETRIC TECHNOLOGY CORP COM 699173100 672.30 31,920 SH SOLE 3 31,920 0 0
PARAMETRIC TECHNOLOGY CORP COM 699173100 273.81 13,000 SH SOLE 4 13,000
PARAMETRIC TECHNOLOGY CORP COM 699173100 7,354.81 349,190 2 349,190
PARAMETRIC TECHNOLOGY CORP COM 699173100 22,758.60 1,080,527 2 1,080,527
PAREXEL INTERNATIONAL CORP COM 699462107 595.50 63,104 SH SOLE 3 63,104 0 0
PARK ELECTROCHEMICAL CRP COM 700416209 1,874.20 76,500 SH SOLE 3 76,500 0 0
PARK PLACE ENTERTAINMENT CORP COM 700690100 341.10 29,500 SH SHD 1 29,500 0 0
PARK PLACE ENTERTAINMENT CORP COM 700690100 8,048.70 696,100 SH SOLE 3 668,700 0 27,400
PARK PLACE ENTERTAINMENT CORP COM 700690100 2,006.10 173,500 SH OTH 3 0 0 33,400
PARK PLACE ENTERTAINMENT CORP COM 700690100 564.16 48,792 2 48,792
PARKER DRILLING CO. COM 701081101 1,630.00 326,000 SH SOLE 3 316,000 0 10,000
PARKER-HANNIFIN CORP. COM 701094104 541.20 13,100 SH SHD 1 13,100 0 0
PARKER-HANNIFIN CORP. COM 701094104 50,058.40 1,211,700 SH SOLE 3 1,161,600 0 48,300
PARKER-HANNIFIN CORP. COM 701094104 7,692.40 186,200 SH OTH 3 22,600 0 20,200
PARKWAY PROPERTIES CO COM 70159Q104 1,792.70 60,900 SH SOLE 3 46,700 0 14,200
PATTERSON DENTAL COM 703412106 19.10 500 SH SOLE 3 500 0 0
PATTERSON ENERGY, INC. COM 703414102 2,816.20 88,700 SH SOLE 3 83,900 0 4,800
PAXAR CORP COM 704227107 898.00 93,300 SH SOLE 3 93,300 0 0
PAXSON COMMUNICATIONS CORP COM 704231109 116.25 15,000 2 15,000
PAYCHEX INC COM 704326107 267.10 5,100 SH SOLE 3 2,900 0 2,200
PAYCHEX INC COM 704326107 1,576.49 30,100 2 30,100
PAYCHEX INC COM 704326107 11,399.99 217,661 2 217,661
PAYLESS SHOESOURCE INC COM 704379106 1,184.20 22,800 SH SOLE 3 22,800 0 0
PAYLESS SHOESOURCE INC COM 704379106 342.80 6,600 SH OTH 3 0 0 6,600
PC CONNECTION INC. COM 69318J100 257.10 9,100 SH SOLE 3 6,900 0 2,200
PC CONNECTION INC. COM 69318J100 565.00 20,000 2 20,000
PC HLDGS S A COM 693200107 621.18 36,273 2 36,273
P-COM INC COM 693262107 1.90 100 SH SOLE 3 100 0 0
PCORDER.COM INC COM 70453H107 4.50 200 SH SOLE 3 100 0 100
PCORDER.COM INC COM 70453H107 751.95 33,420 2 33,420
PE CORP - PR BIOSYSTEMS COM 69332S102 443.90 4,600 SH SHD 1 4,600 0 0
PE CORP - PR BIOSYSTEMS COM 69332S102 43,270.60 448,400 SH SOLE 3 437,500 0 7,500
PE CORP - PR BIOSYSTEMS COM 69332S102 5,809.30 60,200 SH OTH 3 7,900 0 0
PE CORP CELERA GENOMICS COM 69332S201 3,141.50 34,100 SH SOLE 3 29,200 0 4,800
PE CORPORATION-CELERA COM 69332S201 1,216.88 13,209 2 13,209
PE CORPORATION-CELERA COM 69332S201 6,847.74 74,331 2 74,331
PE CORPORATION-CELERA GENOMICS GRP COM 69332S201 994.95 10,800 SH SOLE 4 10,800
PEAPOD INC COM 704718105 32.25 12,000 2 12,000
PECO ENERGY CO COM 693304107 3,897.70 105,700 SH SOLE 3 105,700 0 0
PECO ENERGY CO COM 693304107 143.80 3,900 SH OTH 3 3,900 0 0
PECO ENERGY CO COM 693304107 368.49 9,993 2 9,993
PEDIATRIX MEDICAL GRP INC COM 705324101 62.40 8,600 SH SOLE 3 8,600 0 0
PEERLESS MFG. CO. COM 705514107 217.00 15,500 2 15,500
PEGASUS COMMUNICATIONS INC. COM 705904100 2,069.00 14,700 SH SOLE 3 13,300 0 1,400
PEGASUS SYSTEMS INC COM 705906105 754.30 47,700 SH SOLE 3 43,300 0 4,400
PEGASYSTEMS INC COM 705573103 2.40 200 SH SOLE 3 200 0 0
PENN TREATY AMERN CORP COM 707874103 11,063.00 662,950 SH SOLE 3 485,600 0 177,350
PENN-AMER GRP INC COM 707247102 4,561.10 640,150 SH SOLE 3 402,050 0 238,100
PENNEY J C INC COM 708160106 4,416.70 296,923 SH SOLE 3 296,123 0 800
PENNEY J C INC COM 708160106 195.17 13,121 2 13,121
PENNZOIL-QUAKER STATE COM 709323109 906.00 86,800 SH SOLE 3 72,800 0 14,000
PENNZOIL-QUAKER STATE COM 709323109 496.80 47,600 SH OTH 3 0 0 47,600
PENTAIR INC COM 709631105 289.10 7,800 SH SOLE 3 0 0 7,800
PENTON MEDIA INC COM 709668107 941.20 36,200 SH SOLE 3 34,200 0 0
PEOPLES BANK OF BRIDEPORT CT COM 710198102 175.90 8,400 SH SOLE 3 8,400 0 0
PEOPLES ENERGY CORP COM 711030106 356.70 13,000 SH SOLE 3 13,000 0 0
PEOPLES ENERGY CORP COM 711030106 872.50 31,800 SH OTH 3 0 0 31,800
PEOPLESOFT INC COM 712713106 5,722.00 286,100 SH SOLE 3 286,100 0 0
PEOPLESOFT INC COM 712713106 1,536.00 76,800 2 76,800
PEP BOYS MANNY-MOE &JACK COM 713278109 833.00 140,300 SH SOLE 3 135,000 0 5,300
PEPSICO BOTTLING GRP COM 713409100 438.00 21,900 SH SHD 1 21,900 0 0
PEPSICO BOTTLING GRP COM 713409100 33,228.00 1,661,400 SH SOLE 3 1,603,100 0 51,600
PEPSICO BOTTLING GRP COM 713409100 3,904.00 195,200 SH OTH 3 9,000 0 37,500
PEPSICO INC (NORTH CAROLINA) COM 713448108 2,357.60 67,600 SH SHD 1 67,600 0 0
PEPSICO INC (NORTH CAROLINA) COM 713448108 300,814.10 8,625,494 SH SOLE 3 7,628,144 0 975,010
PEPSICO INC (NORTH CAROLINA) COM 713448108 23,538.60 674,941 SH OTH 3 78,780 0 17,600
PEPSICO INC (NORTH CAROLINA) COM 713448108 39,085.11 1,120,720 2 1,120,720
PEPSICO INC (NORTH CAROLINA) CLL 713448108 110.63 10,000 CALL 2 10,000
PEPSICO INC (NORTH CAROLINA) COM 713448108 44,962.11 1,289,236 2 1,289,236
PEREGRINE SYSTEMS INC COM 71366Q101 2,528.30 37,700 SH SOLE 3 32,900 0 4,800
PEREGRINE SYSTEMS INC COM 71366Q101 1,676.56 25,000 2 25,000
PEREGRINE SYSTEMS INC COM 71366Q101 2,255.58 33,634 2 33,634
PERFORMANCE FOOD GRP CO COM 713755106 102.80 4,700 SH SOLE 3 0 0 4,700
PERKINELMER INC COM 714046109 3,916.80 58,900 SH SOLE 3 55,400 0 3,500
PERKINELMER INC COM 714046109 2,021.60 30,400 SH OTH 3 0 0 0
PERKINELMER INC COM 714046109 398.47 5,992 2 5,992
PERKINELMER INC COM 714046109 2,294.98 34,511 2 34,511
PERMIAN BASIN RTY TR UBI COM 714236106 168.63 38,000 2 38,000
PEROT SYSTEMS CORP CL-A COM 714265105 1,436.74 71,837 2 71,837
PERRIGO CO COM 714290103 567.30 74,700 SH SOLE 3 69,200 0 5,500
PER-SE TECHNOLOGIES INC NEW COM 713569309 252.70 43,011 SH SOLE 3 43,011 0 0
PERSISTENCE SOFTWARE INC COM 715329108 1,997.44 100,500 2 100,500
PERSONNEL GRP OF AMER INC COM 715338109 35.50 5,800 SH SOLE 3 5,800 0 0
PERVASIVE SOFTWARE INC COM 715710109 811.13 63,000 2 63,000
PETCO ANIMAL SUPPLIES INC COM 716016100 1,352.60 113,900 SH SOLE 3 108,200 0 5,700
PETSMART, INC. COM 716768106 264.30 88,100 SH SOLE 3 71,800 0 16,300
PETSMART, INC. COM 716768106 92.65 30,883 2 30,883
PFF BANCORP INC COM 69331W104 739.40 47,700 SH SOLE 3 45,000 0 2,700
PFIZER INC COM 717081103 2,884.80 78,900 SH SHD 1 78,900 0 0
PFIZER INC COM 717081103 469,422.50 12,838,906 SH SOLE 3 10,821,596 0 1,957,170
PFIZER INC COM 717081103 47,170.40 1,290,131 SH OTH 3 181,910 0 30,600
PFIZER INC. COM 717081103 38,444.01 1,051,460 SH SOLE 4 1,051,460
PFIZER INC. COM 717081103 124,590.70 3,407,609 2 3,407,609
PFIZER INC. COM 717081103 177,867.57 4,864,754 2 4,864,754
PHARM CHEM LABS INC COM 717133102 71.09 18,347 2 18,347
PHARMACEUTICAL HLDRS TRUST COM 71712A206 2,467.34 28,900 2 28,900
PHARMACEUTICAL PRODUCT DEV COM 717124101 928.10 54,795 SH SOLE 3 54,795 0 0
PHARMACIA & UPJOHN INC COM 716941109 1,386.30 23,300 SH SHD 1 23,300 0 0
PHARMACIA & UPJOHN INC COM 716941109 80,372.60 1,350,800 SH SOLE 3 1,272,200 0 74,600
PHARMACIA & UPJOHN INC COM 716941109 13,595.80 228,500 SH OTH 3 14,100 0 0
PHARMACIA & UPJOHN INC COM 716941109 951.88 15,998 2 15,998
PHARMACIA & UPJOHN INC COM 716941109 4,416.39 74,225 2 74,225
PHARMACOPEIA INC COM 71713B104 209.52 4,276 2 4,276
PHARMACYCLICS INC COM 716933106 420.38 7,549 2 7,549
PHARMACYCLICS INC. COM 716933106 406.50 7,300 SH SOLE 3 5,900 0 1,400
PHELPS DODGE CORP COM 717265102 2,383.00 50,300 SH SOLE 3 50,100 0 200
PHILIP MORRIS CO INC (HLDG CO) COM 718154107 1,571.70 74,400 SH SHD 1 74,400 0 0
PHILIP MORRIS CO INC (HLDG CO) COM 718154107 98,935.20 4,684,569 SH SOLE 3 4,381,749 0 280,740
PHILIP MORRIS CO INC (HLDG CO) COM 718154107 17,229.80 829,490 SH OTH 3 47,790 0 0
PHILIP MORRIS CO INC (HLDG CO) COM 718154107 8,998.07 425,944 2 425,944
PHILIP MORRIS CO INC (HLDG CO) CLL 718154107 5.31 10,000 CALL 2 10,000
PHILIP MORRIS CO INC (HLDG CO) CLL 718154107 577.50 210,000 CALL 2 210,000
PHILIP MORRIS CO INC (HLDG CO) COM 718154107 21,604.69 1,022,707 2 1,022,707
PHILIP MORRIS CO INC (HLDG CO) CLL 718154107 5.31 10,000 CALL 2 10,000
PHILIP MORRIS CO INC (HLDG CO) CLL 718154107 46.88 30,000 CALL 2 30,000
PHILIP MORRIS CO INC (HLDG CO) COM 718154107 1,053.08 49,850 SH SOLE 4 49,850
PHILIPPINE LONG DIST-SP ADR COM 718252604 465.10 21,200 SH SOLE 3 21,200 0 0
PHILIPPINE LONG DIST-SP ADR COM 718252604 3,713.40 169,270 SH OTH 3 0 0 0
PHILLIPS PETROLEUM CO. COM 718507106 319.10 6,900 SH SOLE 3 6,400 0 500
PHILLIPS PETROLEUM CO. COM 718507106 1,137.80 24,600 SH OTH 3 0 0 0
PHILLIPS PETROLEUM CO. COM 718507106 289.06 6,250 2 6250
PHILLIPS PETROLEUM CO. COM 718507106 736.49 15,924 2 15,924
PHILLIPS-VAN HEUSEN CORP COM 718592108 320.60 41,700 SH SOLE 3 36,100 0 5,600
PHILLIPS-VAN HEUSEN CORP COM 718592108 80.14 10,425 2 10,425
PHOENIX TECHNOLOGY LTD COM 719153108 488.00 23,100 SH SOLE 3 21,500 0 1,600
PHONE.COM COM 71920Q100 3,099.40 19,000 SH SOLE 3 19,000 0 0
PHONE.COM INC. COM 71920Q100 1,696.50 10,400 2 10,400
PHONE.COM INC. COM 71920Q100 5,830.74 35,744 2 35,744
PHOTOGEN TECHNOLOGIES INC COM 71932A101 584.00 32,000 2 32,000
PHOTOGEN TECHNOLOGIES INC COM 71932A101 3,814.25 209,000 2 209,000
PHOTRONICS INC COM 719405102 67.10 1,900 SH SOLE 3 100 0 1,800
PICTURETEL CORPORATION(NEW) COM 720035302 157.50 18,000 2 18,000
PIEDMONT NATURAL GAS CO INC COM 720186105 127.70 4,900 SH SOLE 3 4,900 0 0
PIER 1 IMPORTS INC (DELAWARE) COM 720279108 22.60 2,200 SH SOLE 3 2,200 0 0
PILGRIMS PRIDE CORP-CLASS B COM 721467108 512.60 81,200 SH SOLE 3 68,600 0 12,600
PIMCO ADVISORS HOLDINGS L.P. COM 69338P102 1,111.06 29,000 2 29,000
PINNACLE ENTERTAINMENT INC COM 723456109 12,559.20 618,300 SH SOLE 3 478,300 0 140,000
PINNACLE ENTMT INC COM 723456109 203.25 10,006 2 10,006
PINNACLE HOLDINGS INC COM 72346N101 960.78 17,875 2 17,875
PINNACLE SYSTEMS INC COM 723481107 2,161.20 65,000 SH SOLE 3 60,400 0 4,600
PINNACLE WEST CAPITAL CORP COM 723484101 3,064.00 108,700 SH SOLE 3 86,700 0 22,000
PINNACLE WEST CAPITAL CORP COM 723484101 2,672.20 94,800 SH OTH 3 0 0 94,800
PIONEER NATURAL RES COM 723787107 711.90 67,800 SH SOLE 3 58,100 0 9,700
PIONEER NATURAL RESOURCES CO COM 723787107 2,757.30 262,600 2 262,600
PIONEER STAND. ELECTRNCS COM 723877106 2,778.30 176,400 SH SOLE 3 166,300 0 5,500
PITNEY-BOWES INC COM 724479100 22.30 500 SH SOLE 3 500 0 0
PITNEY-BOWES INC COM 724479100 3,186.20 71,300 SH OTH 3 0 0 0
PITNEY-BOWES INC COM 724479100 241.31 5,400 2 5,400
PITNEY-BOWES INC COM 724479100 717.77 16,062 2 16,062
PITT DESMOINES INC COM 724508106 497.80 22,000 SH SOLE 3 20,000 0 2,000
PITTSTON BRINK'S GRP COM 725701106 22,978.60 1,351,682 SH SOLE 3 1,060,661 0 291,021
PITTSTON BRINK'S GRP COM 725701106 1,434.80 84,400 SH OTH 3 0 0 84,400
PLAINS ALL AMERICAN PIPELINE COM 726503105 13,035.48 796,060 2 796,060
PLAINS ALL AMERICAN PIPELINE COM 726503105 6,511.93 397,675 2 397,675
PLAINS RESOURCES INC (NEW) COM 726540503 60.00 4,800 SH SOLE 3 0 0 4,800
PLANET HOLLYWOOD INTL INC COM 727025108 98.90 1,476,000 SH SOLE 3 1,476,000 0 0
PLANETRX.COM INC. COM 727049108 419.60 52,450 2 52450
PLANTRONICS INC COM 727493108 167.70 1,800 SH SOLE 3 0 0 1,800
PLAYBOY ENTERPRISES INC CL-B COM 728117300 365.70 18,400 SH SOLE 3 14,300 0 4,100
PLAYTEX PRODUCTS, INC. COM 72813P100 23,156.90 1,781,300 SH SOLE 3 1,778,500 0 2,800
PLEXUS CORP COM 729132100 812.80 12,200 SH SOLE 3 9,800 0 2,400
PLUG POWER INC. COM 72919P103 1,285.63 15,125 2 15,125
PLUG POWER INC. COM 72919P103 2,044.25 24,050 2 24,050
PLUM CREEK TIMBER CO INC COM 729251108 284.17 11,540 2 11,540
PLX TECHNOLOGY INC COM 693417107 279.26 7,500 2 7500
PMA CAPITAL CORP. COM 693419202 470.80 26,900 SH SOLE 3 22,600 0 4,300
PMC - SIERRA INC COM 69344F106 733.30 3,600 SH SHD 1 3,600 0 0
PMC - SIERRA INC COM 69344F106 48,351.30 237,380 SH SOLE 3 203,880 0 1,800
PMC-SIERRA INC COM 69344F106 17,605.12 86,432 2 86,432
PMC-SIERRA INC COM 69344F106 19,784.57 97,132 2 97,132
PMI GRP, INC. COM 69344M101 716.30 15,100 SH SHD 1 15,100 0 0
PMI GRP, INC. COM 69344M101 16,320.90 344,050 SH SOLE 3 331,050 0 13,000
PMI GRP, INC. COM 69344M101 6,069.60 127,950 SH OTH 3 6,300 0 53,200
PNC BANK CORP COM 693475105 258.30 5,732 2 5,732
PNC BANK CORP COM 693475105 1,905.47 42,285 2 42,285
PNC FINANCIAL SVCS GRP COM 693475105 25,090.30 556,788 SH SOLE 3 537,088 0 19,700
PNC FINANCIAL SVCS GRP COM 693475105 7,390.20 164,000 SH OTH 3 35,900 0 0
POCAHONTAS BANCORP COM 730234101 63.25 11,000 2 11,000
POGO PRODUCING CO COM 730448107 839.70 29,400 SH SOLE 3 24,000 0 5,400
POGO PRODUCING CO COM 730448107 10,897.45 381,530 2 381,530
POGO PRODUCING CO COM 730448107 17,177.86 601,413 2 601,413
POGO PRODUCING CO (REGISTERED) CNV 730448AE7 619.37 715,000 2 715,000
POHANG IRON & STEEL CO LTD ADR COM 730450103 133.40 4,850 SH SOLE 3 4,850 0 0
POHANG IRON & STEEL CO LTD ADR COM 730450103 1,027.10 37,350 SH OTH 3 27,030 0 10,320
POLARIS INDS INC COM 731068102 1,078.10 35,788 SH SOLE 3 32,588 0 3,200
POLAROID CORP. COM 731095105 121.10 5,100 SH SOLE 3 0 0 5,100
POLO RALPH LAUREN CORPORATION COM 731572103 231.73 12,400 2 12,400
POLO RALPH LAUREN CORPORATION COM 731572103 212.29 11,360 2 11,360
POLSKI KONCERN NAFTOWY SA COM 731613204 259.40 23,265 SH SOLE 3 23,265 0 0
POLSKI KONCERN NAFTOWY SA COM 731613204 1,520.10 136,335 SH OTH 3 0 0 0
POLYCOM INC COM 73172K104 3,824.80 48,300 SH SOLE 3 46,300 0 2,000
POLYCOM INC COM 73172K104 1,480.80 18,700 SH OTH 3 0 0 18,700
POLYMER GRP INC COM 731745105 52.30 4,100 SH SOLE 3 1,900 0 2,200
POPE & TALBOT CO COM 732827100 430.00 23,400 SH SOLE 3 23,400 0 0
PORTAL SOFTWARE COM 736126103 5,789.10 101,674 SH SOLE 3 101,674 0 0
PORTAL SOFTWARE, INC. COM 736126103 81,860.58 1,437,727 2 1,437,727
POTASH CORP. OF SASKATCHEWAN COM 73755L107 5,285.00 105,700 SH SOLE 3 105,700 0 0
POTLATCH CORP COM 737628107 627.80 14,600 SH SOLE 3 10,800 0 3,800
POTOMAC ELEC.POWER CO. COM 737679100 97.30 4,300 SH SOLE 3 4,300 0 0
POWER INTEGRATIONS INC COM 739276103 205.00 8,200 SH SOLE 3 5,700 0 2,500
POWER-ONE INC COM 739308104 2,861.80 47,400 SH SOLE 3 44,500 0 2,900
POWERTEL INC COM 73936C109 6,033.10 87,200 SH SOLE 3 84,400 0 2,800
POWERTEL INC COM 73936C109 846.92 12,241 2 12,241
POWERWAVE TECHNOLOGIES INC COM 739363109 4,725.00 37,800 SH SOLE 3 36,100 0 1,700
POWERWAVE TECHNOLOGIES INC COM 739363109 2,286.25 18,290 2 18,290
PPG INDUSTRIES INC. COM 693506107 167.40 3,200 SH SHD 1 3,200 0 0
PPG INDUSTRIES INC. COM 693506107 16,468.00 314,800 SH SOLE 3 302,900 0 11,900
PPG INDUSTRIES INC. COM 693506107 1,286.90 24,600 SH OTH 3 4,700 0 0
PRAXAIR INC COM 74005P104 553.60 13,300 SH SHD 1 13,300 0 0
PRAXAIR INC COM 74005P104 17,370.10 417,300 SH SOLE 3 372,200 0 45,100
PRAXAIR INC COM 74005P104 3,142.70 75,500 SH OTH 3 4,100 0 0
PRAXAIR INC COM 74005P104 764.03 18,355 2 18,355
PRECISION CASTPARTS CORP. COM 740189105 996.50 27,300 SH SOLE 3 18,500 0 8,800
PRECISION DRILLING CORP CL A COM 74022D100 22,405.27 671,319 2 671,319
PRECISION RESPONSE CORP COM 740314109 664.50 27,400 SH SOLE 3 27,400 0 0
PREDICTIVE SYS INC COM 74036W102 1,284.86 28,200 2 28,200
PREDICTIVE SYS INC COM 74036W102 11,837.59 259,810 2 259,810
PREDICTIVE SYS INC CMN COM 74036W102 765.45 16,800 SH SOLE 4 16,800
PREMIER NATIONAL BANCORP INC COM 74053F107 38.30 2,530 SH SOLE 3 0 0 2,530
PREMIER PARKS INC (NEW) COM 740540208 365.40 17,400 SH SOLE 3 13,700 0 3,700
PRENTISS PROPERTIES COM 740706106 9,925.70 444,850 SH SOLE 3 396,650 0 46,100
PRESIDENTIAL LIFE CORP COM 740884101 118.20 8,600 SH SOLE 3 8,600 0 0
PRI AUTOMATION INC COM 69357H106 519.60 8,500 SH SOLE 3 6,800 0 1,700
PRICE COMMUNICATIONS CORP NEW COM 741437305 19,041.50 827,890 SH SOLE 3 630,980 0 196,910
PRICE COMMUNICATIONS CORP NEW COM 741437305 1,630.10 70,874 2 70,874
PRICELINE.COM COM 741503106 6,816.00 85,200 SH SOLE 3 84,100 0 500
PRICELINE.COM INC COM 741503106 3,450.08 43,126 2 43,126
PRICELINE.COM INC COM 741503106 22,018.80 275,235 2 275,235
PRICELINE.COM INC PUT 741503106 33.75 12,000 PUT 2 12,000
PRICELINE.COM INC PUT 741503106 1,305.00 116,000 PUT 2 116,000
PRIDE INTERNATIONAL INC COM 741932107 571.88 25,000 2 25,000
PRIDE INTERNATIONAL INC. COM 741932107 2,200.60 96,200 SH SOLE 3 91,000 0 5,200
PRIMARK CORP. COM 741903108 284.70 11,800 SH SOLE 3 10,300 0 1,500
PRIMARK CORP. COM 741903108 202.65 8,400 2 8,400
PRIME HOSPITALITY CORP COM 741917108 1,810.30 249,700 SH SOLE 3 239,600 0 4,200
PRIME MED SVCS INC (NEW) COM 74156D108 11,570.30 1,303,700 SH SOLE 3 988,900 0 314,800
PRIME RETAIL INC PFD CONV PRF 741570303 482.40 60,300 2 60,300
PRIMEDIA INC COM 74157K101 3.20 100 SH SOLE 3 100 0 0
PRIMEDIA INC COM 74157K101 2,696.29 84,259 2 84,259
PRIMEX TECHNOLOGIES INC. COM 741597108 347.40 16,300 SH SOLE 3 13,900 0 2,400
PRIMIX SOLUTIONS INC COM 741620108 532.50 60,000 2 60,000
PRIMUS TELECOMMUNICATIONS GP COM 741929103 1,137.13 22,000 2 22,000
PRIMUS TELECOMMUNICATIONS GRP COM 741929103 708.10 13,700 SH SOLE 3 11,200 0 2,500
PRINCETON VIDEO IMAGE INC COM 742476104 84.00 12,000 2 12,000
PRIORITY HEALTHCARE CORP COM 74264T102 2,488.00 49,512 SH SOLE 3 46,112 0 3,400
PRISM FINANCIAL CORPORATION COM 74264Q108 180.47 25,000 2 25,000
PRISON REALTY TRUST INC COM 74264N105 24.10 7,875 SH SOLE 3 7,875 0 0
PROCOM TECHNOLOGY INC COM 74270W107 489.53 10,700 2 10,700
PROCTER & GAMBLE CO COM 742718109 3,045.30 53,900 SH SHD 1 53,900 0 0
PROCTER & GAMBLE CO COM 742718109 305,150.40 5,400,892 SH SOLE 3 4,794,272 0 578,730
PROCTER & GAMBLE CO COM 742718109 29,999.90 530,972 SH OTH 3 76,870 0 16,000
PROCTER & GAMBLE CO COM 742718109 66,958.72 1,185,110 SH SOLE 4 1,185,110
PROCTER & GAMBLE CO COM 742718109 88,267.63 1,562,259 2 1,562,259
PROCTER & GAMBLE CO COM 742718109 139,219.73 2,464,066 2 2,464,066
PROCURENET INC. COM 742804107 0.00 3,200 SH SOLE 3 3,200 0 0
PRODIGY COMMUNICATIONS COM 74283P107 51.20 3,400 SH SOLE 3 3,400 0 0
PRODIGY COMMUNICATIONS CORP COM 74283P107 2,011.60 133,550 2 133,550
PROFESSIONALS GRP INC COM 742954100 34.80 1,800 SH SOLE 3 1,800 0 0
PROFIT RECOVERY GRP INTL COM 743168106 1,288.50 69,650 SH SOLE 3 65,500 0 4,150
PROGRESS SOFTWARE COM 743312100 5,664.80 241,700 SH SOLE 3 234,000 0 7,700
PROJECT SOFTWARE & DEV INC COM 74339P101 34,391.60 608,700 SH SOLE 3 606,700 0 2,000
PROJECT SOFTWARE & DEV INC COM 74339P101 6,911.08 122,320 2 122,320
PROLOGIS TRUST COM 743410102 5,882.80 305,600 SH SOLE 3 257,100 0 48,500
PROLOGIS TRUST COM 743410102 3,588.03 186,391 2 186,391
PROLOGIS TRUST COM 743410102 569.53 29,586 2 29,586
PROMEDCO MANAGEMENT CO COM 74342L105 2,999.61 1,230,608 2 1,230,608
PROTECTION ONE INC COM 743663304 3,432.00 1,663,996 SH SOLE 3 1,161,596 0 502,400
PROTECTION ONE INC COM 743663304 206.25 100,000 2 100,000
PROTECTION ONE INC COM 743663304 66.00 32,000 2 32,000
PROTECTIVE LIFE CORP COM 743674103 330.20 10,400 SH SOLE 3 6,800 0 3,600
PROTECTIVE LIFE CORP COM 743674103 971.50 30,600 SH OTH 3 0 0 30,600
PROTECTIVE LIFE CORP COM 743674103 2,375.79 74,828 2 74828
PROTECTIVE LIFE CORP COM 743674103 5,200.02 163,780 2 163,780
PROTEIN DESIGN LABS COM 74369L103 1,757.00 22,100 SH SOLE 3 19,500 0 2,600
PROVANT INC COM 743724106 0.80 100 SH SOLE 3 100 0 0
PROVIDENT BANKSHS CORP COM 743859100 89.80 5,700 SH SOLE 3 800 0 4,900
PROVIDENT FINANCIAL GRP COM 743866105 853.27 25,050 2 25,050
PROVIDENT FINANCIAL GRP COM 743866105 1,022.39 30,015 2 30,015
PROVIDENT FINANCIAL GRP COM 743866105 667.60 19,600 SH SOLE 3 12,700 0 6,900
PROVIDENT FINANCIAL GRP COM 743866105 1,008.20 29,600 SH OTH 3 0 0 29,600
PROVIDIAN FINANCIAL CORP COM 74406A102 104.00 1,200 SH SHD 1 1,200 0 0
PROVIDIAN FINANCIAL CORP COM 74406A102 21,413.90 247,202 SH SOLE 3 226,552 0 17,900
PROVIDIAN FINANCIAL CORP COM 74406A102 4,145.00 47,850 SH OTH 3 650 0 0
PROVIDIAN FINANCIAL CORP COM 74406A102 5,332.64 61,560 SH SOLE 4 61,560
PROVIDIAN FINANCIAL CORP COM 74406A102 39,319.17 453,901 2 453,901
PROVIDIAN FINANCIAL CORP COM 74406A102 79,011.18 912,106 2 912,106
PROXICOM INC COM 744282104 1,342.70 30,300 SH SOLE 3 28,300 0 2,000
PROXIM INC COM 744284100 2,633.10 22,000 SH SOLE 3 20,500 0 1,500
PSINET INC COM 74437C101 3,928.80 115,500 SH SOLE 3 113,700 0 800
PSS WORLD MEDICAL INC COM 69366A100 286.17 42,200 2 42,200
PSS WORLD MEDICL INC COM 69366A100 295.00 43,500 SH SOLE 3 36,100 0 7,400
PSW TECHNOLOGIES INC COM 69364J103 278.25 7,000 2 7,000
PTEK HLDGS INC COM 69366M104 245.13 37,000 2 37,000
PTEK HOLDINGS INC COM 69366M104 54.30 8,200 SH SOLE 3 0 0 8,200
PUBLIC SERV.CO.NEW MEX. COM 744499104 16,917.10 1,074,100 SH SOLE 3 1,006,500 0 60,200
PUBLIC SERV.CO.NEW MEX. COM 744499104 579.60 36,800 SH OTH 3 0 0 36,800
PUBLIC STORAGE INC COM 74460D109 9,199.00 438,050 SH SOLE 3 389,950 0 48,100
PUBLICARD INC COM 744627100 48.80 5,000 SH SOLE 3 5,000 0 0
PUBLIC-SVC ENTERPRISE GRP COM 744573106 364.40 12,300 SH SHD 1 12,300 0 0
PUBLIC-SVC ENTERPRISE GRP COM 744573106 20,743.40 700,200 SH SOLE 3 686,100 0 14,100
PUBLIC-SVC ENTERPRISE GRP COM 744573106 5,670.20 191,400 SH OTH 3 14,500 0 0
PUGET SOUND PWR.& LT.CO. COM 745332106 428.20 19,300 SH SOLE 3 19,300 0 0
PUGET SOUND PWR.& LT.CO. COM 745332106 439.30 19,800 SH OTH 3 0 0 19,800
PULITZER INC COM 745769109 3,278.20 80,200 SH SOLE 3 72,300 0 7,900
PULITZER INC COM 745769109 449.60 11,000 SH OTH 3 0 0 11,000
PULTE CORP COM 745867101 2,237.80 107,200 SH SOLE 3 98,400 0 8,800
PULTE CORP COM 745867101 899.70 43,100 SH OTH 3 0 0 0
PURCHASEPRO.COM INC COM 746144104 435.00 6,000 SH SOLE 3 6,000 0 0
PURCHASEPRO.COM INC COM 746144104 13,753.69 189,706 2 189,706
PXRE GRP LIMITED COM G73018106 8,068.20 474,600 SH SOLE 3 461,200 0 0
QIAGEN N.V. COM N72482107 911.20 6,700 2 6,700
QIAGEN N.V. COM N72482107 544.00 4,000 2 4,000
QIAGEN N.V. (EUR) RESTRICTED STK COM 748991114 6,522.46 44,900 SH SOLE 4 44,900
QLOGIC CORP COM 747277101 15,406.40 113,700 SH SOLE 3 102,500 0 10,300
QLOGIC CORP COM 747277101 5,121.90 37,800 SH OTH 3 0 0 37,800
QUAKER OATS CO COM 747402105 11,021.60 181,800 SH SOLE 3 163,200 0 16,700
QUAKER OATS CO COM 747402105 970.00 16,000 SH OTH 3 0 0 0
QUALCOMM INC COM 747525103 3,882.10 26,000 SH SHD 1 26,000 0 0
QUALCOMM INC COM 747525103 588,020.40 3,938,186 SH SOLE 3 3,361,126 0 385,620
QUALCOMM INC COM 747525103 41,447.10 277,586 SH OTH 3 35,340 0 6,980
QUALCOMM INC COM 747525103 1,760.39 11,790 SH SOLE 4 11,790
QUALCOMM INC COM 747525103 15,435.78 103,379 2 103,379
QUALCOMM INC COM 747525103 23,612.43 158,141 2 158,141
QUANEX CORP COM 747620102 1,926.00 107,000 SH SOLE 3 92,100 0 14,900
QUANTA SERVICES INC COM 74762E102 13,701.96 225,779 2 225,779
QUANTA SVCS INC COM 74762E102 4,830.70 79,600 SH SOLE 3 74,400 0 5,200
QUANTUM CO DLT & STORAGE COM 747906204 589.70 49,400 SH SOLE 3 32,300 0 17,100
QUANTUM CO DLT & STORAGE COM 747906204 697.10 58,400 SH OTH 3 0 0 58,400
QUANTUM CORP - HARD DISK DRIVE COM 747906303 96.20 8,550 SH SOLE 3 0 0 8,550
QUANTUM CORP SUB CONV CNV 747906AC9 240.00 300,000 2 300,000
QUANTUM EFFECT DEVICES INC COM 74764T107 398.10 5,000 SH SOLE 3 5,000 0 0
QUANTUM EFFECT DEVICES INC COM 74764T107 238.90 3,000 SH OTH 3 0 0 3,000
QUEBECOR PRINTING INC COM 747922102 0.00 0 SH SOLE 3 0 0 0
QUEST DIAGNOSTICS, INC. COM 74834L100 5,938.60 149,400 SH SOLE 3 144,600 0 4,300
QUIKSILVER INC COM 74838C106 308.20 17,550 SH SOLE 3 17,550 0 0
QUINTEL COMMUNICATIONS INC COM 748762101 70.50 12,000 2 12,000
QUINTILES TRANSNATIONAL CORP COM 748767100 6,056.10 354,939 SH SOLE 3 354,939 0 0
QUINTILES TRANSNATIONAL CORP COM 748767100 170.63 10,000 2 10,000
QUINTILES TRANSNATIONAL CORP COM 748767100 1,705.02 99,928 2 99,928
QUINTILES TRANSNATIONAL CORP CMN STK COM 748767100 227.44 13,330 SH SOLE 4 13,330
QUORUM HEALTH GRP, INC. COM 749084109 1,430.99 142,210 2 142,210
QUORUM HEALTH GRP, INC. COM 749084109 3,175.97 315,624 2 315,624
QUORUM HEALTH GRP, INC. COM 749084109 13,374.60 1,329,150 SH SOLE 3 1,039,850 0 289,300
QWEST COMMUNICATIONS INTL COM 749121109 19,388.30 403,922 SH SOLE 3 387,722 0 15,300
QWEST COMMUNICATIONS INTL COM 749121109 110.40 2,300 SH OTH 3 2,300 0 0
QWEST COMMUNICATIONS INT'L INC COM 749121109 5,649.12 117,690 2 117,690
QWEST COMMUNICATIONS INT'L INC COM 749121109 13,579.49 282,906 2 282,906
QXL.COM PLC ADS COM 74912W101 2,392.75 28,150 2 28,150
R & B FALCON CORP COM 74912E101 387.80 19,700 SH SOLE 3 19,700 0 0
R & B FALCON CORPORATION COM 74912E101 590.63 30,000 2 30,000
R R DONNELLEY & SONS CO COM 257867101 3,539.40 169,048 SH SOLE 3 169,048 0 0
R.H. DONNELLY CORP. COM 74955W307 1.70 100 SH SOLE 3 100 0 0
R.H. DONNELLY CORP. COM 74955W307 253.30 14,900 SH OTH 3 0 0 14,900
R.J.REYNOLDS TOBACCO HOLDINGS COM 76182K105 568.33 33,431 2 33,431
RADIAN GRP INC COM 750236101 11,263.31 236,500 2 236,500
RADIAN GRP INC COM 750236101 2,967.04 62,300 2 62,300
RADIAN GRP COM 750236101 17,786.00 373,460 SH SOLE 3 360,554 0 11,200
RADIANT SYSTEMS INC COM 75025N102 2,232.10 35,500 SH SOLE 3 33,600 0 1,900
RADIO ONE INC COM 75040P108 452.18 6,787 2 6,787
RADIO ONE INC. COM 75040P108 53.30 800 SH SOLE 3 800 0 0
RADIOLOGIX INC COM 75040K109 52.40 10,100 SH SOLE 3 0 0 0
RADISYS CORP COM 750459109 1,428.00 23,750 SH SOLE 3 23,750 0 0
RAINFOREST CAFE INC COM 75086K104 212.81 60,000 2 60,000
RALSTON-RALSTON PURINA GRP COM 751277302 6,399.64 232,714 2 232,714
RALSTON-RALSTON PURINA GRP COM 751277302 162.20 5,900 SH SHD 1 5,900 0 0
RALSTON-RALSTON PURINA GRP COM 751277302 121,829.10 4,430,150 SH SOLE 3 3,453,850 0 957,690
RALSTON-RALSTON PURINA GRP COM 751277302 10,494.70 381,626 SH OTH 3 72,070 0 57,200
RAMBUS INC COM 750917106 29,508.90 100,200 SH SOLE 3 100,200 0 0
RAMBUS INC COM 750917106 1,207.45 4,100 2 4,100
RANKIN AUTOMOTIVE GRP INC COM 753050103 22.00 11,000 2 11,000
RARE HOSPITALITY INTERNATIONAL COM 753820109 493.36 25,382 2 25,382
RARE HOSPITALITY INTL INC COM 753820109 7,487.30 385,200 SH SOLE 3 378,900 0 6,300
RARE MEDIUM GRP INC COM 75382N109 322.11 7,300 2 7,300
RARE MEDIUM GRP INC CLL 75382N109 30.63 10,000 CALL 2 10,000
RARE MEDIUM GRP INC COM 75382N109 1,553.20 35,200 SH SOLE 3 31,900 0 3,300
RATIONAL SOFTWARE CORP (NEW) COM 75409P202 2,722.90 35,593 SH SOLE 3 25,393 0 10,200
RATIONAL SOFTWARE CORP (NEW) COM 75409P202 3,289.50 43,000 SH OTH 3 0 0 43,000
RATIONAL SOFTWARE CORP (NEW) COM 75409P202 1,391.54 18,190 SH SOLE 4 18,190
RATIONAL SOFTWARE CORP (NEW) COM 75409P202 10,042.92 131,280 2 131,280
RATIONAL SOFTWARE CORP (NEW) COM 75409P202 35,806.44 468,058 2 468,058
RAWLINGS SPORTING GOODS CO COM 754459105 225.00 50,000 2 50,000
RAYMOND JAMES FINANCIAL INC COM 754730109 1,147.50 55,300 SH SOLE 3 44,500 0 10,800
RAYONIER INC COM 754907103 1,413.80 29,000 SH SOLE 3 14,900 0 14,100
RAYTHEON CO CL B COM 755111408 429.60 24,200 SH SOLE 3 16,000 0 8,200
RAYTHEON CO CL B COM 755111408 2,059.00 116,000 SH OTH 3 0 0 0
RAYTHEON CO CL-B (NEW) COM 755111408 315.24 17,760 2 17,760
RAYTHEON CO CL-B (NEW) COM 755111408 444.25 25,028 2 25,028
RAZORFISH INC COM 755236106 899.20 32,700 SH SOLE 3 32,700 0 0
RCM TECHNOLOGIES INC COM 749360400 6,276.20 502,100 SH SOLE 3 392,500 0 109,600
RCN CORP COM 749361101 2,833.80 52,600 SH SOLE 3 51,900 0 300
READER'S DIGEST ASSOC., INC. COM 755267101 619.10 17,500 SH SOLE 3 9,500 0 8,000
READER'S DIGEST ASSOC., INC. COM 755267101 502.30 14,200 SH OTH 3 0 0 14,200
READER'S DIGEST ASSOC., INC. COM 755267101 4,528.00 128,000 2 128,000
READER'S DIGEST ASSOC., INC. COM 755267101 212.25 6,000 2 6,000
READING ENTERTAINMENT INC COM 755358108 49.77 11,059 2 11,059
READ-RITE CORP CONV SUB NTS CNV 755246AA3 339.00 800,000 2 800,000
REALNETWORKS, INC. COM 75605L104 8,654.50 152,000 SH SOLE 3 150,700 0 600
REALNETWORKS, INC. COM 75605L104 8,159.14 143,300 2 143,300
REALNETWORKS, INC. COM 75605L104 23,147.37 406,540 2 406,540
REALNETWORKS, INC. CMN STK COM 75605L104 776.63 13,640 SH SOLE 4 13,640
RECKSON ASSOC REALTY CORP COM 75621K304 831.48 40,560 2 40,560
RECKSON ASSOC REALTY CORP COM 75621K304 1,701.91 83,020 2 83,020
RECKSON ASSOCIATES REALTY CP COM 75621K106 4,039.70 215,450 SH SOLE 3 198,500 0 13,850
RECKSON ASSOCIATES REALTY CP COM 75621K106 365.63 19,500 2 19,500
RECKSON ASSOCIATES REALTY CP COM 75621K106 411.75 21,960 2 21,960
RECKSON ASSOCIATES REALTY CRP PRF 75621K205 259.98 14,100 2 14,100
RED HAT INC COM 756577102 1,784.00 42,100 SH SOLE 3 42,100 0 0
RED HAT, INC. COM 756577102 898.35 21,200 SH SOLE 4 21,200
RED HAT, INC. COM 756577102 1,275.49 30,100 2 30,100
RED HAT, INC. COM 756577102 6,864.41 161,992 2 161,992
REDBACK NETWORK COM 757209101 24,414.90 81,400 SH SOLE 3 61,300 0 0
REDBACK NETWORKS COM 757209101 3,509.27 11,700 2 11,700
REDBACK NETWORKS COM 757209101 16,389.78 54,644 2 54,644
REEBOK INTERNATIONAL LTD COM 758110100 925.00 100,000 SH SOLE 3 100,000 0 0
REGIONS FINANCIAL CORP COM 758940100 1,026.60 45,000 SH SOLE 3 45,000 0 0
REGIONS FINANCIAL CORP COM 758940100 545.79 23,925 2 23,925
REGIONS FINANCIAL CORP COM 758940100 6,901.40 302,527 2 302,527
REGIS CORP COM 758932107 82.20 5,550 SH SOLE 3 0 0 5,550
REINSURANCE GRP OF AMERICA COM 759351109 173.80 7,300 SH SOLE 3 0 0 7,300
RELIANCE GRP HOLDINGS INC COM 759464100 200.77 57,364 2 57,364
RELIANCE STEEL & ALUMINUM CO COM 759509102 817.80 36,550 SH SOLE 3 33,100 0 3,450
RELIANT ENERGY INC COM 75952J108 744.60 31,600 SH SOLE 3 31,100 0 500
RELIANT ENERGY INC COM 75952J108 4,219.90 179,900 SH OTH 3 0 0 27,900
RELIASTAR FINANCIAL CORP COM 75952U103 223.58 6,600 2 6,600
REMEC INC COM 759543101 5.00 100 SH SOLE 3 100 0 0
REMEC INC COM 759543101 626.65 12,409 2 12,409
REMEDY CORP COM 759548100 1,861.90 44,200 SH SOLE 3 41,600 0 2,600
REMEDY CORP COM 759548100 6,697.88 159,000 2 159,000
RENAISSANCE WORLDWIDE INC COM 75968A109 715.17 137,039 2 137,039
RENAISSANCE WORLDWIDE INC COM 75968A109 473.34 90,700 2 90,700
RENAL CARE GRP INC COM 759930100 9,922.00 457,500 SH SOLE 3 350,359 0 107,141
RENT-A-CENTER INC. COM 76009N100 262.50 17,500 SH SOLE 3 12,500 0 5,000
RENT-WAY INC COM 76009U104 939.90 48,200 SH SOLE 3 40,700 0 7,500
REPSOL, S.A. ADS COM 76026T205 5,324.40 249,825 2 249,825
REPSOL, S.A. ADS COM 76026T205 2,928.98 137,430 2 137,430
REPUBLIC BANCORP COM 760282103 62.70 6,710 SH SOLE 3 0 0 6,710
REPUBLIC BANCSHS INC COM 759929102 55.50 4,400 SH SOLE 3 1,900 0 2,500
REPUBLIC FIRST BANCORP INC COM 760416107 63.20 13,305 2 13,305
REPUBLIC GRP INC COM 760473108 29.00 2,700 SH SOLE 3 2,700 0 0
REPUBLIC SECURITY FINANCIAL CORP COM 760758102 1,064.70 162,247 SH SOLE 3 148,747 0 13,500
REPUBLIC SERVICES INC COM 760759100 683.05 62,450 2 62,450
REPUBLIC SVCS INC CL A COM 760759100 13,492.50 1,233,600 SH SOLE 3 1,233,600 0 0
RES-CARE INC. COM 760943100 14,546.70 1,551,650 SH SOLE 3 1,188,050 0 363,600
RESEARCH IN MOTION COM 760975102 495.23 4,650 2 4,650
RESMED INC COM 761152107 1,327.60 18,600 SH SOLE 3 15,900 0 2,700
RESOURCE AMERICA INC COM 761195205 411.80 56,800 SH SOLE 3 56,800 0 0
RESOURCE AMERICA INC CL-A COM 761195205 1,478.20 203,889 2 203,889
RESOURCE BANCSHS MTG GRP COM 761197102 1,210.90 307,525 SH SOLE 3 291,925 0 15,600
RESTORATION HARDWARE INC COM 760981100 912.51 173,811 2 173,811
RETEK INC COM 76128Q109 313.00 7,600 SH SOLE 3 7,600 0 0
REUTERS GRP PLC SPONS ADR COM 76132M102 799.45 6,697 2 6,697
REUTERS GRP PLC SPONS ADR COM 76132M102 3,942.12 33,023 2 33,023
REVLON COM 761525500 1,036.88 118,500 2 118,500
REXALL SUNDOWN INC COM 761648104 19.80 1,400 SH SOLE 3 1,400 0 0
REYNOLDS & REYNOLDS CO CL A COM 761695105 766.80 28,400 SH SOLE 3 21,300 0 7,100
REYNOLDS & REYNOLDS CO CL A COM 761695105 823.50 30,500 SH OTH 3 0 0 30,500
REYNOLDS METALS CO COM 761763101 3,349.80 50,090 SH SOLE 3 49,890 0 200
REYNOLDS METALS CO COM 761763101 80.20 1,200 SH OTH 3 1,200 0 0
RF MICRO DEVICES INC COM 749941100 21,177.50 157,600 SH SOLE 3 156,500 0 500
RF MICRO DEVICES INC COM 749941100 1,956.50 14,560 2 14,560
RF MICRO DEVICES INC COM 749941100 503.91 3,750 2 3,750
RFS HOTEL INVESTORS INC COM 74955J108 3,099.20 288,300 SH SOLE 3 282,400 0 0
RGS ENERGY GRP COM 74956K104 1,315.40 61,900 SH SOLE 3 45,400 0 16,500
RHYTHMS NETCONNECTIONS COM 762430205 2,562.20 69,600 SH SOLE 3 68,900 0 300
RHYTHMS NETCONNECTIONS INC COM 762430205 773.06 21,000 2 21,000
RHYTHMS NETCONNECTIONS INC COM 762430205 3,584.36 97,368 2 97,368
RICHMOND COUNTY FINANCIAL CORP COM 764556106 1,970.50 122,200 SH SOLE 3 114,000 0 8,200
RIGGS NATL CORP WASH D C COM 766570105 50.00 4,100 SH SOLE 3 4,100 0 0
RISK CAPITAL HOLDINGS INC COM 767711104 1.60 100 SH SOLE 3 100 0 0
RITE AID CORP COM 767754104 248.06 44,100 2 44,100
RITE AID CORP COM 767754104 635.06 112,900 2 112,900
RITE AID CORP CLL 767754104 8.75 20,000 CALL 2 20,000
RIVIANA FOODS, INC. COM 769536103 7,461.20 470,000 SH SOLE 3 470,000 0 0
RIVIANA FOODS, INC. COM 769536103 254.00 16,000 2 16,000
RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 1,145.80 67,398 SH SOLE 3 67,398 0 0
RJ REYNOLDS TOBACCO HOLDINGS COM 76182K105 0.00 0 SH OTH 3 0 0 0
RLI CORP COM 749607107 586.20 17,500 SH SOLE 3 15,100 0 2,400
ROADWAY EXPRESS INC COM 769742107 279.40 13,800 SH SOLE 3 10,700 0 3,100
ROANOKE ELEC STL CORP COM 769841107 275.40 16,200 2 16200
ROBBINS MYERS INC. COM 770196103 741.80 31,400 SH SOLE 3 29,100 0 2,300
ROBERT HALF INTL INC COM 770323103 222.90 4,700 SH SHD 1 4,700 0 0
ROBERT HALF INTL INC COM 770323103 13,800.90 291,000 SH SOLE 3 275,000 0 11,700
ROBERT HALF INTL INC COM 770323103 3,547.30 74,800 SH OTH 3 1,800 0 40,700
ROBERT MONDAVI CLASS A COM 609200100 1,227.60 35,200 SH SOLE 3 34,200 0 1,000
ROBERT MONDAVI CLASS A COM 609200100 256.33 7,350 2 7,350
ROBOTIC VISION SYS INC COM 771074101 409.60 25,600 2 25,600
ROCK OF AGES COM 772632105 2,530.20 493,700 SH SOLE 3 301,200 0 192,500
ROCK-TENN CO. CL. A COM 772739207 130.70 13,400 SH SOLE 3 9,700 0 3,700
ROCKWELL INTERNATIONAL CORP COM 773903109 925.02 22,123 2 22,123
ROCKWELL INTERNATIONAL CORP NEW COM 773903109 255.10 6,100 SH SHD 1 6,100 0 0
ROCKWELL INTERNATIONAL CORP NEW COM 773903109 15,185.70 363,186 SH SOLE 3 346,586 0 16,600
ROCKWELL INTERNATIONAL CORP NEW COM 773903109 1,806.30 43,200 SH OTH 3 6,200 0 0
ROGERS COMMUNICATIONS INC CL-B COM 775109200 655.88 22,000 2 22,000
ROHM AND HAAS CO COM 775371107 348.10 7,800 SH SHD 1 7,800 0 0
ROHM AND HAAS CO COM 775371107 12,104.70 271,254 SH SOLE 3 257,754 0 11,200
ROHM AND HAAS CO COM 775371107 3,462.90 77,600 SH OTH 3 11,700 0 0
ROLLINS INC. COM 775711104 139.80 9,400 SH SOLE 3 9,400 0 0
ROLLINS TRUCK LEASING CORP. COM 775741101 610.50 72,350 SH SOLE 3 68,150 0 4,200
ROPER INDS INC (NEW) COM 776696106 1,201.40 35,400 SH SOLE 3 31,200 0 4,200
ROPER INDS INC (NEW) COM 776696106 8,478.84 249,837 2 249,837
ROSLYN BANCORP INC COM 778162107 44.50 2,500 SH SOLE 3 2,500 0 0
ROSS STORES,INC COM 778296103 15,118.50 628,300 SH SOLE 3 617,200 0 11,100
ROSS STORES,INC COM 778296103 1,357.10 56,400 SH OTH 3 0 0 56,400
ROSS STORES,INC COM 778296103 240.63 10,000 2 10,000
ROSTELECOM - SPONS ADR COM 778529107 1,092.50 46,000 SH SOLE 3 46,000 0 0
ROSTELECOM - SPONS ADR COM 778529107 7,994.20 336,600 SH OTH 3 0 0 0
ROUSE CO COM 779273101 3,739.10 177,000 SH SOLE 3 148,350 0 28,650
ROUSE CO COM 779273101 994.73 47,088 2 47,088
ROUSE CO COM 779273101 306.61 14,514 2 14,514
ROWAN COS INC COM 779382100 138.40 4,700 SH SOLE 3 4,700 0 0
ROWAN COS INC COM 779382100 553.40 18,800 SH OTH 3 0 0 18,800
ROYAL BANK OF CANADA COM 780087102 230.17 4,789 2 4,789
ROYAL BANK OF SCOTLAND 7.25% PRF 780097879 686.38 34,000 2 34,000
ROYAL BANK OF SCOTLAND 7.25% PRF 780097879 1,256.67 62,250 2 62,250
ROYAL BANK OF SCOTLAND 7.40% PRF 780097887 472.94 23,000 2 23,000
ROYAL BANK OF SCOTLAND 7.40% PRF 780097887 205.63 10,000 2 10,000
ROYAL BK OF SCOTLAND GP PLC PRF 780097408 841.78 36,500 2 36,500
ROYAL BK OF SCOTLAND GRP PLC PRF 780097606 633.50 28,000 2 28000
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 534.80 19,100 SH SHD 1 19,100 0 0
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 25,158.00 898,500 SH SOLE 3 868,900 0 21,600
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 2,116.80 75,600 SH OTH 3 13,000 0 20,100
ROYAL CARIBBEAN CRUISES LTD CLL V7780T103 31.88 10,000 CALL 2 10,000
ROYAL CARIBBEAN CRUISES LTD COM V7780T103 3,158.40 112,800 2 112,800
ROYAL DUTCH PETROL CO. COM 780257804 1,653.40 28,600 SH SHD 1 28,600 0 0
ROYAL DUTCH PETROL CO. COM 780257804 191,995.00 3,320,994 SH SOLE 3 3,226,894 0 89,700
ROYAL DUTCH PETROL CO. COM 780257804 46,398.40 802,600 SH OTH 3 40,800 0 0
ROYAL DUTCH PETROLEUM CO COM 780257804 14,121.28 244,260 2 244,260
ROYAL DUTCH PETROLEUM CO COM 780257804 18,222.38 315,198 2 315,198
RSA SECURITY INC COM 749719100 2,067.30 39,900 SH SOLE 3 36,600 0 3,300
RSA SECURITY INC COM 749719100 564.70 10,899 2 10,899
RSA SECURITY INC COM 749719100 259.06 5,000 2 5,000
RSL COMMUNICATIONS CLASS A COM G7702U102 10,554.70 439,781 SH SOLE 3 439,781 0 0
RSL COMMUNICATIONS, LTD. CL A COM G7702U102 2,075.40 86,475 2 86,475
RTS SK TELECOM ADR COM 78440P116 177.60 59,201 SH OTH 3 0 0 0
RUBY TUESDAY INC COM 781182100 670.20 38,300 SH SOLE 3 28,300 0 10,000
RUDDICK CORP COM 781258108 215.50 19,700 SH SOLE 3 10,900 0 8,800
RURAL CELLULAR CORP CL-A COM 781904107 35,183.20 520,750 SH SOLE 3 391,800 0 128,950
RURAL/METRO CORP COM 781748108 483.20 406,900 SH SOLE 3 151,300 0 255,600
RURAL/METRO CORP COM 781748108 62.34 52,501 2 52,501
RUSS BERRIE AND CO INC COM 782233100 486.60 26,300 SH SOLE 3 26,300 0 0
RUSSELL CORP COM 782352108 2,191.20 153,100 SH SOLE 3 147,600 0 5,500
RWD TECHNOLOGIES, INC. COM 74975B101 83.75 10,000 2 10,000
RYAN FAMILY STEAK HOUSES INC COM 783519101 1,324.40 138,500 SH SOLE 3 134,000 0 4,500
RYDER SYSTEM INC COM 783549108 1,002.80 44,200 SH SOLE 3 44,200 0 0
RYERSON TULL INC(NEW) COM 78375P107 48.50 3,130 SH SOLE 3 100 0 3,030
RYLAND GRP INC COM 783764103 1,520.60 81,100 SH SOLE 3 73,900 0 7,200
S C I SYSTEMS INC COM 783890106 7,374.50 137,200 SH SOLE 3 121,000 0 16,200
S C I SYSTEMS INC COM 783890106 2,891.80 53,800 SH OTH 3 0 0 53,800
S1 CORP COM 78463B101 147,474.10 1,721,069 SH SOLE 3 1,340,344 0 157,755
S1 CORP COM 78463B101 1,174.80 13,710 SH OTH 3 4,510 0 7,700
S1 CORPORATION COM 78463B101 1,073.66 12,530 SH SOLE 4 12,530
S1 CORPORATION COM 78463B101 25,393.15 296,346 2 296,346
S3 INC COM 784849101 73.50 3,500 SH SOLE 3 100 0 3,400
SAATCHI & SAATCHI PLC SPON ADR COM 785144205 1,725.50 58,000 2 58,000
SABINE RTY TRUST U.B.I. COM 785688102 788.25 66,730 2 66,730
SABRE GRP HOLDINGS COM 785905100 2,559.89 70,134 2 70,134
SABRE GRP HOLDINGS INC COM 785905100 92.30 2,529 SH SHD 1 2,529 0 0
SABRE GRP HOLDINGS INC COM 785905100 3,706.30 101,544 SH SOLE 3 97,721 0 2,123
SABRE GRP HOLDINGS INC COM 785905100 706.50 19,149 SH OTH 3 1,806 0 0
SAFECO CORP COM 786429100 76.50 2,880 SH SOLE 3 2,880 0 0
SAFEGUARD SCIENTIFICS COM 786449108 724.50 10,500 SH SHD 1 10,500 0 0
SAFEGUARD SCIENTIFICS COM 786449108 62,571.30 906,830 SH SOLE 3 733,730 0 2,700
SAFEGUARD SCIENTIFICS COM 786449108 3,470.70 50,300 SH OTH 3 3,900 0 7,100
SAFEGUARD SCIENTIFICS COM 786449108 1,763.71 25,561 2 25,561
SAFEWAY INC COM 786514208 1,366.50 30,200 SH SHD 1 30,200 0 0
SAFEWAY INC COM 786514208 83,421.50 1,843,569 SH SOLE 3 1,760,149 0 76,220
SAFEWAY INC COM 786514208 7,534.10 166,500 SH OTH 3 0 0 0
SAFEWAY INC COM 786514208 150,549.33 3,327,057 2 3,327,057
SAFEWAY INC COM 786514208 183,116.84 4,046,781 2 4,046,781
SAFEWAY INC CMN STK COM 786514208 10,467.68 231,330 SH SOLE 4 231,330
SAGA COMMUNICATION INC. CL-A COM 786598102 18,492.50 966,928 SH SOLE 3 724,898 0 242,030
SAGA SYSTEMS INC COM 786610105 593.50 16,600 SH SOLE 3 14,800 0 1,800
SAGENT COM 786693101 426.40 14,800 SH SOLE 3 13,400 0 1,400
SAKS INC. COM 79377W108 1,338.60 92,314 SH SOLE 3 92,314 0 0
SAKS INCORPORATED COM 79377W108 1,069.88 73,785 2 73,785
SALEM COMMUNICATIONS - CL A COM 794093104 12,104.60 1,014,000 SH SOLE 3 822,100 0 191,900
SALESLOGIX CORP COM 79466P105 10.80 400 SH SOLE 3 400 0 0
SALESLOGIX CORPORATION COM 79466P105 10,906.03 402,994 2 402,994
SALTON INC COM 795757103 2,142.70 49,400 SH SOLE 3 49,400 0 0
SAMSUNG ELECTRONICS-SPON GDR COM 796050888 1,813.10 10,160 SH OTH 3 0 0 10,160
SAN JUAN BASIN RLTY UBI COM 798241105 99.38 10,000 2 10,000
SANDISK COM 80004C101 294.00 2,400 SH SHD 1 2,400 0 0
SANDISK COM 80004C101 26,827.50 219,000 SH SOLE 3 212,100 0 6,000
SANDISK COM 80004C101 1,666.00 13,600 SH OTH 3 500 0 4,400
SANDISK CORP COM 80004C101 6,125.00 50,000 2 50,000
SANDISK CORP COM 80004C101 10,646.48 86,910 2 86,910
SANGSTAT MEDICAL CORP COM 801003104 7,555.25 272,876 2 272,876
SANMINA CORP COM 800907107 17,985.10 266,200 SH SOLE 3 248,200 0 15,200
SANMINA CORP COM 800907107 2,898.40 42,900 SH OTH 3 0 0 42,900
SANMINA CORP COM 800907107 1,114.78 16,500 2 16,500
SANMINA CORP COM 800907107 959.39 14,200 2 14,200
SANTA CRUZ OPERATION, INC. COM 801833104 1,823.44 194,500 2 194,500
SANTA FE INTERNATIONAL CORP COM G7805C108 5,124.50 138,500 SH SOLE 3 128,100 0 9,200
SANTA FE INTERNATIONAL CORP COM G7805C108 2,205.20 59,600 2 59,600
SANTA FE INTERNATIONAL CORP COM G7805C108 2,013.17 54,410 2 54,410
SANTA FE SNYDER CORP COM 80218K105 2,848.10 299,801 SH SOLE 3 266,801 0 33,000
SANTA FE SNYDER CORP COM 80218K105 1,210.30 127,400 SH OTH 3 0 0 127,400
SANTA FE SNYDER CORP COM 80218K105 255.08 26,850 2 26,850
SAP AKTIENGESELLSCHAFT COM 803054204 3,913.39 65,496 2 65,496
SAP AKTIENGESELLSCHAFT COM 803054204 9,315.92 155,915 2 155,915
SAPIENS INTL CORP N.V. COM N7716A102 183.75 15,000 2 15,000
SAPIENT CORP COM 803062108 140,964.20 1,680,646 SH SOLE 3 1,613,746 0 400
SAPIENT CORP. COM 803062108 6,458.38 77,000 2 77,000
SAPIENT CORP. COM 803062108 112,467.90 1,340,899 2 1,340,899
SARA LEE CORP COM 803111103 65,488.90 3,638,272 SH SOLE 3 3,637,072 0 1,200
SARA LEE CORP COM 803111103 1,197.00 66,500 SH OTH 3 0 0 0
SARA LEE CORP COM 803111103 4,847.40 269,300 2 269,300
SARA LEE CORP COM 803111103 1,698.48 94,360 2 94,360
SATYAM INFOWAY LIMITED-ADR COM 804099109 223.08 4,160 2 4,160
SAUER INC COM 804137107 70.70 7,300 SH SOLE 3 7,300 0 0
SAUL CENTERS INC COM 804395101 193.50 12,000 2 12,000
SAWTEK INC COM 805468105 8,893.60 169,200 SH SOLE 3 157,000 0 10,100
SAWTEK INC COM 805468105 2,565.10 48,800 SH OTH 3 1,000 0 27,900
SBC COMMUNICATIONS INC COM 78387G103 2,387.10 56,666 SH SHD 1 56,666 0 0
SBC COMMUNICATIONS INC COM 78387G103 250,629.40 5,949,659 SH SOLE 3 5,503,814 0 429,920
SBC COMMUNICATIONS INC COM 78387G103 46,422.80 1,102,024 SH OTH 3 159,606 0 21,458
SBC COMMUNICATIONS INC COM 78387G103 16,630.95 394,800 SH SOLE 4 394,800
SBC COMMUNICATIONS INC COM 78387G103 33,116.70 786,153 2 786,153
SBC COMMUNICATIONS INC COM 78387G103 12,005.20 284,990 2 284,990
SBS BROADCASTING S,A, COM L8137F102 304.43 4,950 2 4,950
SBS BROADCASTING S,A, COM L8137F102 1,070.72 17,410 2 17,410
SCANA CORP COM 80589M102 4,915.00 200,100 SH SOLE 3 200,100 0 0
SCB COMPUTER TECHNOLOGY INC COM 78388N107 308.41 107,274 2 107,274
SCHEIN PHARMACEUTICAL INC COM 806416103 3,287.50 200,000 SH SOLE 3 200,000 0 0
SCHERING-PLOUGH CORP COM 806605101 872.40 23,500 SH SHD 1 23,500 0 0
SCHERING-PLOUGH CORP COM 806605101 179,392.50 4,832,101 SH SOLE 3 3,882,351 0 932,380
SCHERING-PLOUGH CORP COM 806605101 17,819.00 479,912 SH OTH 3 46,560 0 22,600
SCHERING-PLOUGH CORP COM 806605101 36,255.90 976,590 2 976,590
SCHERING-PLOUGH CORP COM 806605101 44,891.44 1,209,197 2 1,209,197
SCHLUMBERGER LTD COM 806857108 25,237.89 329,907 2 329,907
SCHLUMBERGER LTD COM 806857108 45,712.65 597,551 2 597,551
SCHLUMBERGER LTD. COM 806857108 131,237.30 1,715,520 SH SOLE 3 1,558,860 0 150,040
SCHLUMBERGER LTD. COM 806857108 12,810.50 167,458 SH OTH 3 32,700 0 17,000
SCHOLASTIC CORP COM 807066105 614.90 11,400 SH SOLE 3 6,000 0 5,400
SCHOLASTIC CORP COM 807066105 943.90 17,500 SH OTH 3 0 0 17,500
SCHOLASTIC CORPORATION COM 807066105 5,622.01 104,232 2 104,232
SCHOOL SPECIALTY INC. COM 807863105 746.10 34,700 SH SOLE 3 28,900 0 5,800
SCHOOL SPECIALTY, INC. COM 807863105 5,031.82 234,038 2 234,038
SCHOOL SPECIALTY, INC. COM 807863105 303.52 14,117 2 14,117
SCHULER HOMES INC COM 808188106 7,350.00 1,200,000 SH SOLE 3 1,200,000 0 0
SCHWEITZER-MAUDUIT INTL INC COM 808541106 957.40 74,000 SH SOLE 3 69,600 0 4,400
SCIENT CORP COM 80864H109 1,895.40 20,900 SH SOLE 3 20,700 0 200
SCIENT CORPORATION COM 80864H109 290.20 3,200 2 3,200
SCIENTIFIC GAMES HOLDING CORP COM 808747109 14.80 900 SH SOLE 3 900 0 0
SCIENTIFIC-ATLANTA INC. COM 808655104 303.60 4,800 SH SHD 1 4,800 0 0
SCIENTIFIC-ATLANTA INC. COM 808655104 56,602.40 894,900 SH SOLE 3 886,100 0 6,000
SCIENTIFIC-ATLANTA INC. COM 808655104 7,109.30 112,400 SH OTH 3 12,800 0 8,600
SCIENTIFIC-ATLANTA INC. COM 808655104 468.05 7,400 2 7,400
SCM MICROSYSTEMS INC COM 784018103 1,144.60 11,800 SH SOLE 3 10,700 0 1,100
SCOTT TECHNOLOGIES INC COM 810022301 1,175.90 62,300 SH SOLE 3 56,700 0 5,600
SCP POOL CORP COM 784028102 444.10 14,500 SH SOLE 3 14,500 0 0
SCPIE HOLDINGS INC COM 78402P104 235.80 7,700 SH SOLE 3 6,300 0 1,400
SDL INC COM 784076101 340.60 1,600 SH SHD 1 1,600 0 0
SDL INC COM 784076101 50,983.60 239,500 SH SOLE 3 236,700 0 1,500
SDL INC COM 784076101 2,895.10 13,600 SH OTH 3 400 0 3,800
SDL INC COM 784076101 561.99 2,640 2 2,640
SEACOR HOLDINGS INC COM 811904101 2,336.50 38,700 SH SOLE 3 37,700 0 1,000
SEACOR SMIT INC COM 811904101 1,500.38 24,851 2 24,851
SEAGATE TECHNOLOGY INC COM 811804103 1,012.70 16,400 SH SHD 1 16,400 0 0
SEAGATE TECHNOLOGY INC COM 811804103 87,221.60 1,412,712 SH SOLE 3 1,292,312 0 117,900
SEAGATE TECHNOLOGY INC COM 811804103 8,640.90 140,300 SH OTH 3 41,800 0 8,000
SEAGATE TECHNOLOGY INC COM 811804103 1,442.02 23,934 2 23,934
SEAGATE TECHNOLOGY INC COM 811804103 33,969.49 563,809 2 563,809
SEAGRAM LTD. COM 811850106 113.00 1,900 SH SHD 1 1,900 0 0
SEAGRAM LTD. COM 811850106 30,618.70 514,600 SH SOLE 3 508,500 0 3,100
SEAGRAM LTD. COM 811850106 333.20 5,600 SH OTH 3 4,900 0 0
SEAGRAM LTD. COM 811850106 1,356.60 22,800 2 22,800
SEAGRAM LTD. COM 811850106 1,834.62 30,834 2 30,834
SEALED AIR CORP. COM 81211K100 4,988.10 91,840 SH SOLE 3 91,840 0 0
SEALED AIR CORP. COM 81211K100 1,797.70 33,100 SH OTH 3 0 0 0
SEALED AIR CORP (NEW) COM 81211K100 966.38 17,793 2 17,793
SEALED AIR SER A PFD COM 81211K209 1,636.40 32,125 SH SOLE 3 32,125 0 0
SEARS ROEBUCK & CO COM 812387108 22,383.80 730,900 SH SOLE 3 668,500 0 51,800
SEARS ROEBUCK & CO COM 812387108 6,475.00 211,400 SH OTH 3 23,100 0 16,000
SEARS ROEBUCK & CO COM 812387108 227.70 7,435 2 7435
SECURITY CAPITAL 2.25% REG S5/22/03MNCNV L81838AB7 4,030.39 5,325,000 SH SOLE 4 5,325,000
SECURITY CAPITAL GRP INC COM 81413P204 7,794.81 539,900 2 539,900
SECURITY CAPITAL GRP INC COM 81413P204 750.03 51,950 2 51,950
SECURITY CAPITAL GRP B COM 81413P204 1,107.40 76,700 SH SOLE 3 68,400 0 8,300
SECURITY CAPITAL US SPON ADR COM 814136206 195.69 11,860 2 11,860
SEGUE SOFTWARE,INC. COM 815807102 985.00 80,000 2 80,000
SEI CORP COM 784117103 11.30 100 SH SOLE 3 0 0 100
SEITEL INC COM 816074306 36.50 4,600 SH SOLE 3 0 0 4,600
SEITEL INC COM 816074306 111.13 14,000 2 14,000
SELECT COMFORT CORP COM 81616X103 298.10 54,200 SH SOLE 3 54,200 0 0
SELECT COMFORT CORPORATION COM 81616X103 55.00 10,000 2 10,000
SELECTICA INC COM 816288104 3,843.30 43,550 SH SOLE 3 29,650 0 0
SEMCO ENERGY INC COM 78412D109 315.90 26,600 SH SOLE 3 26,600 0 0
SEMINIS, INC. COM 816658108 79.18 12,300 2 12,300
SEMINIS, INC. COM 816658108 3,383.55 525,600 2 525,600
SEMPRA ENERGY COM 816851109 17,219.80 1,028,049 SH SOLE 3 1,019,649 0 8,400
SEMPRA ENERGY COM 816851109 353.60 19,087 SH OTH 3 427 0 10,899
SEMTECH CORP COM 816850101 1,319.70 20,600 SH SOLE 3 17,400 0 3,200
SENIOR HOUSING PROPERTIES COM 81721M109 287.00 28,000 SH SOLE 3 28,000 0 0
SENIOR HOUSING PROPERTIES TR COM 81721M109 1,501.10 146,449 2 146,449
SENSAR CORP COM 817253107 2,228.70 47,800 SH SOLE 3 47,800 0 0
SENSAR CORPORATION COM 817253107 1,366.58 29,310 2 29,310
SENSORMATIC ELECTRONICS COM 817265101 2,721.70 121,300 SH SOLE 3 104,100 0 17,200
SEPRACOR INC COM 817315104 946.60 13,000 SH SOLE 3 8,800 0 4,200
SEPRACOR INC COM 817315104 1,004.80 13,800 SH OTH 3 0 0 13,800
SEPRACOR INC COM 817315104 830.06 11,400 2 11,400
SERENA SOFTWARE INC COM 817492101 4.80 150 SH SOLE 3 150 0 0
SEROLOGICALS CORP COM 817523103 251.80 46,300 SH SOLE 3 46,300 0 0
SERVICE CORP INTERNATIONAL COM 817565104 335.40 111,800 SH SOLE 3 60,000 0 51,800
SERVICE CORP INTERNATIONAL COM 817565104 48.30 16,100 SH OTH 3 9,300 0 6,800
SERVICEMASTER CO COM 81760N109 763.85 67,898 2 67,898
SFX ENTERTAINMENT CL A COM 784178105 497.90 12,200 SH OTH 3 0 0 12,200
SFX ENTERTAINMENT CL-A COM 784178105 18,059.53 442,500 2 442,500
SHANGHAI PETROCHEMICAL CO LTD COM 819424102 139.06 12,500 2 12,500
SHARED MEDICAL SYS CORP COM 819486101 15.60 300 SH SOLE 3 100 0 200
SHARED MEDICAL SYS CORP COM 819486101 9,207.81 177,500 2 177,500
SHAW COMMUNICATIONS INC COM 82028K200 424.45 15,757 2 15,757
SHAW INDUSTRIES INC COM 820286102 771.50 50,800 SH SOLE 3 37,100 0 13,700
SHAW INDUSTRIES INC COM 820286102 397.90 26,200 SH OTH 3 0 0 26,200
SHELL TRNS&TRADNG PLC NY SHS COM 822703609 711.41 14,500 2 14,500
SHERWIN-WILLIAMS CO COM 824348106 8,442.90 381,600 SH SOLE 3 372,700 0 8,900
SHERWIN-WILLIAMS CO COM 824348106 2,978.00 134,600 SH OTH 3 2,400 0 0
SHIRE PHARMACEUTICALS GRP COM 82481R106 26,305.75 513,283 2 513,283
SHOP AT HOME INC COM 825066301 61.20 7,100 SH SOLE 3 3,100 0 4,000
SHOPKO STORES INC COM 824911101 546.70 30,800 SH SOLE 3 28,800 0 2,000
SHOPNOW.COM INC COM 82508R105 3,426.59 234,297 2 234,297
SICOR INC COM 825846108 764.60 73,700 SH SOLE 3 65,200 0 8,500
SIEBEL SYSTEMS INC COM 826170102 18,717.29 156,712 2 156,712
SIEBEL SYSTEMS INC COM 826170102 93,868.32 785,920 2 785,920
SIEBEL SYSTEMS INC. COM 826170102 78,063.90 653,596 SH SOLE 3 627,696 0 24,000
SIEBEL SYSTEMS INC. COM 826170102 12,887.30 107,900 SH OTH 3 0 0 107,900
SIERRA HEALTH SERVICES INC COM 826322109 1,266.47 256,500 2 256,500
SIERRA HEALTH SVCS INC COM 826322109 456.20 92,400 SH SOLE 3 88,200 0 4,200
SIERRA PACIFIC RESOURCES (NEW) COM 826428104 135.53 10,842 2 10,842
SIERRACITIES INC COM 826521106 621.90 46,500 SH SOLE 3 43,100 0 3,400
SIGMA ALDRICH CORP COM 826552101 478.40 17,800 SH SOLE 3 17,800 0 0
SIGMA ALDRICH CORP COM 826552101 838.50 31,200 SH OTH 3 0 0 0
SIGNET GRP ADR (NEW) COM 82668L872 267.18 10,634 2 10,634
SILICON GRAPHICS INC COM 827056102 18.00 1,700 SH SOLE 3 1,700 0 0
SILICON GRAPHICS INC COM 827056102 493.30 46,703 2 46,703
SILICON VALLEY BANCSHS COM 827064106 4,722.20 65,700 SH SOLE 3 63,300 0 2,400
SILICON VALLEY BANCSHS COM 827064106 287.50 4,000 SH OTH 3 0 0 4,000
SILICON VALLEY GRP INC COM 827066101 79.80 2,900 SH SOLE 3 100 0 2,800
SILICONIX INC (NEW) COM 827079203 1,425.90 15,000 SH SOLE 3 15,000 0 0
SILICONWARE PRECISION GDR COM Y7934R117 429.20 31,500 SH OTH 3 0 0 31,500
SILKNET COM COM 827094103 807.80 7,800 SH SOLE 3 7,600 0 200
SILKNET SOFTWARE INC COM 827094103 49,541.61 478,374 2 478,374
SIMMONS 1ST NATL CORP CL A $5 COM 828730200 46.10 1,800 SH SOLE 3 1,800 0 0
SIMON PROPERTY GRP INC COM 828806109 970.59 41,634 2 41,634
SIMON PROPERTY GRP INC COM 828806109 1,457.22 62,508 2 62,508
SIMON PROPERTY GRP INC COM 828806109 4,636.90 198,900 SH SOLE 3 163,800 0 35,100
SIMPSON INDS INC COM 829060102 223.70 22,800 SH SOLE 3 19,000 0 3,800
SIMPSON MANUFACTURING CO INC COM 829073105 94.80 2,400 SH SOLE 3 0 0 2,400
SIRIUS SATELLITE RADIO INC COM 82966U103 843.60 14,800 2 14,800
SITEL CORP COM 82980K107 16.50 2,400 SH SOLE 3 2,400 0 0
SK TELECOM CO LTD ADR COM 78440P108 549.90 14,101 SH SOLE 3 14,101 0 0
SK TELECOM CO LTD ADR COM 78440P108 4,850.60 124,374 SH OTH 3 100,418 0 1,040
SK TELECOM CO LTD ADR COM 78440P108 12,052.60 309,041 2 309,041
SK TELECOM CO LTD ADR COM 78440P108 6,875.70 176,300 2 176,300
SKY FINANCIAL GRP INC COM 83080P103 776.20 47,766 SH SOLE 3 46,066 0 1,700
SKYWEST,INC COM 830879102 673.00 17,200 SH SOLE 3 17,200 0 0
SMARTERKIDS.COM COM 83169C106 590.63 150,000 2 150,000
SMARTFORCE PLC ADRS COM 83170A206 10,092.50 220,000 2 220,000
SMARTFORCE PLC SPON ADR COM 83170A206 17,308.60 377,300 SH SOLE 3 377,300 0 0
SMARTFORCE PLC SPON ADR COM 83170A206 5,248.10 114,400 SH OTH 3 0 0 114,400
SMITH INTERNATIONAL(CALF COM 832110100 13,973.20 180,300 SH SOLE 3 180,000 0 300
SMITHKLINE BEECHAM PLC ADR COM 832378301 6,249.50 94,600 SH SOLE 3 94,600 0 0
SMITHKLINE BEECHAM PLC ADR COM 832378301 1,184.96 17,937 2 17,937
SMITHKLINE BEECHAM PLC ADR COM 832378301 1,180.93 17,876 2 17,876
SMURFIT-STONE CONTAINER COM 832727101 1,817.40 107,300 SH SOLE 3 107,300 0 0
SNAP-ON INC COM 833034101 144.00 5,500 SH SOLE 3 5,500 0 0
SNYDER COMMUNICATIONS INC COM 832914105 14,499.20 644,410 SH SOLE 3 644,410 0 0
SNYDER COMMUNICATIONS INC COM 832914105 461.25 20,500 2 20,500
SNYDER COMMUNICATIONS INC COM 832914105 213.75 9,500 2 9,500
SOCKET COMMUNICATIONS INC CMN COM 833672108 4,254.25 187,000 SH SOLE 4 187,000
SOFTNET SYSTEMS INC COM 833964109 470.90 16,100 SH SOLE 3 14,500 0 1,600
SOFTWARE.COM COM 83402P104 1,095.40 8,500 SH SOLE 3 8,500 0 0
SOLA INTERNATIONAL INC COM 834092108 751.50 122,700 SH SOLE 3 117,800 0 4,900
SOLA INTERNATIONAL INC COM 834092108 245.00 40,000 2 40,000
SOLECTRON CORP COM 834182107 1,444.50 36,000 SH SHD 1 36,000 0 0
SOLECTRON CORP COM 834182107 79,892.90 1,991,100 SH SOLE 3 1,727,200 0 259,200
SOLECTRON CORP COM 834182107 8,963.90 223,400 SH OTH 3 20,900 0 0
SOLECTRON CORPORATION COM 834182107 1,813.33 45,192 SH SOLE 4 45,192
SOLECTRON CORPORATION CLL 834182107 82.50 10,000 CALL 2 10,000
SOLECTRON CORPORATION COM 834182107 6,809.21 169,700 2 169,700
SOLUTIA INC COM 834376105 84.90 6,350 SH SOLE 3 6,350 0 0
SOLUTIA INC COM 834376105 1,444.61 108,008 2 108,008
SOLUTIA INC COM 834376105 5,097.75 381,140 2 381,140
SOMNUS MED TECHNOLOGIES INC COM 835397100 153.54 36,667 2 36,667
SONERA CORPORATION ADS COM 835433202 9,982.80 150,400 2 150,400
SONERA CORPORATION ADS COM 835433202 12,932.17 194,835 2 194,835
SONIC CORP COM 835451105 1,275.30 46,800 SH SOLE 3 42,900 0 3,900
SONOCO PRODUCTS CO COM 835495102 351.90 15,300 SH SOLE 3 15,300 0 0
SONY CORP COM 835699307 4,665.48 16,655 2 16,655
SONY CORP COM 835699307 22,361.26 79,826 2 79,826
SOTHEBYS HLDGS CL-A LTD VOTING COM 835898107 165.00 8,800 SH SOLE 3 0 0 8,800
SOTHEBYS HLDGS CL-A LTD VOTING COM 835898107 500.60 26,700 SH OTH 3 0 0 26,700
SOTHEBYS HLDGS CL-A LTD VOTING COM 835898107 243.75 13,000 2 13,000
SOURCE INFORMATION MGMT CO COM 836151209 519.80 29,700 SH SOLE 3 29,700 0 0
SOURCE MEDIA INC COM 836153304 191.10 13,898 2 13,898
SOUTH JERSEY INDUSTRIES COM 838518108 101.50 3,600 SH SOLE 3 1,700 0 1,900
SOUTHDOWN INC COM 841297104 268.28 4,528 2 4,528
SOUTHDOWN INC. COM 841297104 1,593.80 26,900 SH SOLE 3 26,900 0 0
SOUTHDOWN INC. COM 841297104 77.00 1,300 SH OTH 3 1,300 0 0
SOUTHERN AFRICA FUND INC COM 842157109 747.10 48,200 2 48,200
SOUTHERN UNION CO (NEW) COM 844030106 498.90 27,620 SH SOLE 3 27,620 0 0
SOUTHTRUST CORP COM 844730101 2,172.40 85,400 SH SOLE 3 66,800 0 18,600
SOUTHTRUST CORP COM 844730101 1,391.40 54,700 SH OTH 3 5,300 0 0
SOUTHTRUST CORP COM 844730101 421.30 16,562 2 16,562
SOUTHTRUST CORP COM 844730101 839.18 32,990 2 32,990
SOUTHWEST AIRLINES CO COM 844741108 23,244.80 1,116,865 SH SOLE 3 993,565 0 110,400
SOUTHWEST BANCORP OF TEXAS COM 84476R109 260.50 13,400 SH SOLE 3 13,400 0 0
SOUTHWEST BANCORP OF TEXAS COM 84476R109 826.09 42,500 2 42,500
SOUTHWEST BANCORP OF TEXAS COM 84476R109 1,961.71 100,924 2 100,924
SOUTHWEST GAS CORP COM 844895102 137.20 7,200 SH SOLE 3 5,600 0 1,600
SOUTHWEST SECS GRP INC COM 845224104 217.19 5,000 2 5,000
SOUTHWEST SECS GRP INC COM 845224104 2,931.20 67,480 SH SOLE 3 63,580 0 3,900
SOUTHWEST SECS GRP INC COM 845224104 1,294.40 29,800 SH OTH 3 0 0 29,800
SOUTHWESTERN ENERGY CO. COM 845467109 261.00 39,400 SH SOLE 3 39,400 0 0
SOVEREIGN BANCORP INC COM 845905108 11,039.60 1,459,787 SH SOLE 3 1,442,187 0 0
SOVEREIGN BANCORP INC COM 845905108 249.31 32,966 2 32,966
SOVRAN SELF STORAGE COM 84610H108 8,369.30 413,300 SH SOLE 3 291,300 0 122,000
SPAREBANKEN RGLD FRN 18 AUG 2009 COM 846504AA6 659,465.50 6,500,000 SH SOLE 3 1,200,000 0 5,300,000
SPAREBANKEN RGLD FRN 18 AUG 2009 COM 846504AA6 476,852.50 4,700,000 SH OTH 3 0 0 3,500,000
SPARTECH CORP (NEW) COM 847220209 1,570.90 45,700 SH SOLE 3 44,300 0 1,400
SPECTRASITE HOLDINGS INC COM 84760T100 583.24 20,600 2 20,600
SPECTRASITE HOLDINGS INC COM 84760T100 2,204.13 77,850 2 77,850
SPIEGEL INC CL-A NON VTG COM 848457107 2,868.00 358,500 SH SOLE 3 353,000 0 5,500
SPIEKER PROPERTIES,INC. COM 848497103 10,223.90 229,750 SH SOLE 3 208,450 0 21,300
SPIEKER PROPERTIES,INC. COM 848497103 8,401.82 188,805 2 188,805
SPIEKER PROPERTIES,INC. COM 848497103 7,091.88 159,368 2 159,368
SPLASH TECHNOLOGY HLDGS INC COM 848623104 359.99 28,799 2 28,799
SPORTS CLUB CO INC COM 84917P100 375.00 100,000 2 100,000
SPORTSLINE.COM INC COM 848934105 441.60 15,000 SH SOLE 3 13,600 0 1,400
SPRINGS INDUSTRIES INC. COM 851783100 8,527.20 224,400 SH SOLE 3 213,000 0 11,400
SPRINGS INDUSTRIES INC. COM 851783100 1,580.80 41,600 SH OTH 3 3,700 0 37,900
SPRINT CORP COM 852061100 2,542.70 40,200 SH SHD 1 40,200 0 0
SPRINT CORP COM 852061100 281,932.50 4,457,786 SH SOLE 3 3,901,586 0 206,170
SPRINT CORP COM 852061100 23,675.10 375,553 SH OTH 3 54,920 0 19,800
SPRINT CORP COM 852061100 10,692.73 169,055 2 169,055
SPRINT CORP COM 852061100 11,139.59 176,120 2 176,120
SPRINT CORP (PCS GRP) COM 852061506 7,044.92 107,556 2 107,556
SPRINT CORP (PCS GRP) COM 852061506 3,518.66 53,720 2 53,720
SPRINT CORP PCS GRP COM 852061506 333,053.70 5,084,790 SH SOLE 3 3,422,200 0 1,027,920
SPRINT CORP PCS GRP COM 852061506 10,396.70 158,729 SH OTH 3 17,000 0 6,000
SPX CORP COM 784635104 900.10 7,900 SH OTH 3 0 0 7,900
SPYGLASS INC COM 852192103 1,124.40 14,500 SH SOLE 3 12,900 0 1,600
SPYGLASS INC COM 852192103 466.52 6,016 2 6,016
ST ASSEMBLY TEST SERVICE - ADR COM 85227G102 363.80 7,500 SH SOLE 3 7,500 0 0
ST ASSEMBLY TEST SERVICE - ADR COM 85227G102 237.70 4,900 SH OTH 3 0 0 4,900
ST JUDE MEDICAL INC COM 790849103 10,381.80 402,200 SH SOLE 3 402,200 0 0
ST. MARY LAND & EXPL CO. COM 792228108 1,051.60 35,200 SH SOLE 3 33,200 0 2,000
ST.PAUL COMPANIES INC COM 792860108 2,945.94 86,328 2 86,328
ST.PAUL COS INC COM 792860108 181.50 5,320 SH SOLE 3 5,320 0 0
STAFF LEASING INC COM 852381102 1,953.80 336,136 SH SOLE 3 336,136 0 0
STAMPS.COM INC COM 852857101 48.30 2,500 SH SOLE 3 2,500 0 0
STAMPS.COM INC COM 852857101 488.61 25,300 2 25,300
STAMPS.COM INC PUT 852857101 140.00 16,000 PUT 2 16,000
STANCORP FINANCIAL GRP COM 852891100 528.30 19,300 SH SOLE 3 19,300 0 0
STANDARD & POORS DEP RCPTS SPDR COM 78462F103 18,616.43 123,800 SH SOLE 4 123,800
STANDARD PACIFIC CORP NEW COM 85375C101 1,621.00 162,100 SH SOLE 3 143,500 0 18,600
STANDARD REGISTER CO COM 853887107 543.30 42,200 SH SOLE 3 25,900 0 16,300
STANDEX INTERNATL CORP COM 854231107 3,358.60 216,686 SH SOLE 3 214,786 0 1,900
STANLEY WORKS COM 854616109 36.90 1,400 SH SOLE 3 1,000 0 400
STAPLES, INC. COM 855030102 4,548.00 227,400 SH SOLE 3 227,400 0 0
STAPLES, INC. COM 855030102 2,404.00 120,200 SH OTH 3 0 0 0
STAPLES, INC. COM 855030102 1,389.50 69,475 2 69,475
STAPLES, INC. COM 855030102 3,933.80 196,690 2 196,690
STARBASE CORP (NEW) COM 854910205 93.75 10,000 2 10,000
STARBUCKS CORP. COM 855244109 12,241.60 273,174 SH SOLE 3 248,774 0 21,600
STARBUCKS CORP. COM 855244109 3,614.50 80,700 SH OTH 3 2,000 0 48,500
STARBUCKS CORP. COM 855244109 5,386.46 120,200 2 120,200
STARBUCKS CORP. COM 855244109 5,350.43 119,396 2 119,396
STARMEDIA NETWORK INC COM 855546107 114.20 3,800 SH SOLE 3 3,800 0 0
STARMEDIA NETWORK, INC. COM 855546107 8,498.55 282,696 2 282,696
STARTEK INC COM 85569C107 154.90 2,100 SH SOLE 3 2,100 0 0
STARTEK INC COM 85569C107 2,581.25 35,000 2 35,000
STARWOOD FINANCIAL INC COM 85569R104 6,309.15 357,966 2 357,966
STARWOOD HOTELS & RESORTS COM 85590A203 120,950.30 4,697,011 SH SOLE 3 3,405,815 0 1,282,936
STARWOOD HOTELS & RESORTS COM 85590A203 1,624.10 63,073 SH OTH 3 33,490 0 18,900
STARWOOD HOTELS & RESORTS COM 85590A203 2,475.66 96,142 2 96,142
STARWOOD HOTELS & RESORTS COM 85590A203 5,063.79 196,652 2 196,652
STATE STREET CORP COM 857477103 371,360.60 3,833,400 SH SOLE 3 2,620,300 0 1,204,270
STATE STREET CORP COM 857477103 7,291.00 75,262 SH OTH 3 40,610 0 23,500
STATE STREET CORPORATION (NEW) COM 857477103 715.91 7,390 2 7,390
STATE STREET CORPORATION (NEW) COM 857477103 982.12 10,138 2 10,138
STATEN ISLAND BANCORP INC COM 857550107 2,067.00 120,700 SH SOLE 3 112,400 0 8,300
STATION CASINOS INC COM 857689103 15,177.10 695,800 SH SOLE 3 613,200 0 82,600
STEEL DYNAMICS INC COM 858119100 777.08 67,207 2 67,207
STEELCASE INC CL-A COM 858155203 5,017.20 418,100 SH SOLE 3 404,300 0 13,800
STEELCASE INC CL-A COM 858155203 633.60 52,800 SH OTH 3 0 0 52,800
STEIN MART INC COM 858375108 82.50 10,000 2 10,000
STEINWAY MUSICAL INSTRUMENTS COM 858495104 69.60 3,700 SH SOLE 3 0 0 3,700
STEINWAY MUSICAL INSTRUMENTS COM 858495104 1,138.16 60,500 2 60,500
STEINWAY MUSICAL INSTRUMENTS COM 858495104 823.99 43,800 2 43,800
STERICYCLE INC COM 858912108 92.50 3,700 SH SOLE 3 3,700 0 0
STERIS CORP COM 859152100 273.68 26,700 2 26,700
STERIS CORP COM 859152100 1,111.65 108,454 2 108,454
STERLING COMMERCE, INC. COM 859205106 4.40 100 SH SOLE 3 100 0 0
STERLING SOFTWARE INC COM 859547101 1,414.80 43,200 SH SOLE 3 32,600 0 10,400
STERLING SOFTWARE INC COM 859547101 399.60 12,200 SH OTH 3 0 0 12,200
STET HELLAS TELECOMM SA ADR COM 859823106 608.70 21,171 SH SOLE 3 21,171 0 0
STET HELLAS TELECOMM SA ADR COM 859823106 3,518.50 122,382 SH OTH 3 0 0 0
STEWART & STEVENSON SVCS COM 860342104 34.90 3,100 SH SOLE 3 0 0 3,100
STEWART ENTERPRISES INC COM 860370105 4,949.84 1,002,500 2 1,002,500
STEWART ENTERPRISES INC COM 860370105 422.22 85,512 2 85,512
STEWART INFORMATION SVCS CORP COM 860372101 1,473.70 93,200 SH SOLE 3 90,600 0 2,600
STILLWATER MINING CO COM 86074Q102 972.00 24,300 SH SOLE 3 20,400 0 3,900
STIRLING COOKE BROWN HOLDINGS COM G84951105 4,084.23 1,894,137 2 1,894,137
STMICROELECTRONICS NV COM 861012102 2,064.87 11,031 2 11,031
STMICROELECTRONICS NV CNV 861012AA0 1,710.80 520,000 2 520,000
STMICROELECTRONICS NV COM 861012102 2,639.34 14,100 2 14,100
STMICROELECTRONICS NV 0% 6/10/2008 CNV 861012AA0 658.00 200,000 SH SOLE 4 200,000
STOLT COMEX SEAWAY SA COM L8873E103 2,462.60 175,900 SH SOLE 3 173,900 0 0
STOLT COMEX SEAWAY SA COM L8873E103 210.00 15,000 2 15,000
STONE & WEBSTER INC COM 861572105 314.60 21,700 SH SOLE 3 19,400 0 2,300
STORAGE USA INC COM 861907103 1,653.80 54,000 SH SOLE 3 52,900 0 0
STORAGE USA INC COM 861907103 13,265.07 433,145 2 433,145
STORAGE USA INC COM 861907103 3,869.47 126,350 2 126,350
STRATEGIC HOTEL CAPITL INCRSTCTD SHS COM 862991205 499.99 41,666 SH SOLE 4 41,666
STREAMLINE.COM INC COM 863239109 115.80 20,139 2 20,139
STRIDE RITE CORP COM 863314100 487.00 60,400 SH SOLE 3 60,400 0 0
STRUCTURAL DYNAMICS RESEARCH COM 863555108 560.25 41,500 2 41,500
STRUM RUGER & CO INC COM 864159108 98.00 11,200 SH SOLE 3 4,500 0 6,700
STRYKER CORP COM 863667101 104.60 1,500 SH SHD 1 1,500 0 0
STRYKER CORP COM 863667101 17,702.50 253,800 SH SOLE 3 236,200 0 17,600
STRYKER CORP COM 863667101 4,171.10 59,800 SH OTH 3 0 0 45,400
STRYKER CORP COM 863667101 924.19 13,250 2 13250
STRYKER CORP COM 863667101 423.73 6,075 2 6,075
SUBURBAN PROPANE PARTNERS, LP COM 864482104 7,083.46 359,795 2 359,795
SUBURBAN PROPANE PARTNERS, LP COM 864482104 14,570.68 740,098 2 740,098
SUIZA FOODS CORP. COM 865077101 13,491.80 335,200 SH SOLE 3 322,500 0 10,300
SUIZA FOODS CORP. COM 865077101 2,749.10 68,300 SH OTH 3 1,400 0 38,500
SUMMIT BANCORP COM 866005101 152.20 5,800 SH SOLE 3 5,400 0 400
SUMMIT BANCORP COM 866005101 4,211.24 160,428 2 160,428
SUMMIT PROPERTIES INC COM 866239106 223.76 11,700 2 11,700
SUMMIT TECHNOLOGY INC. COM 86627E101 3,283.20 359,800 SH SOLE 3 347,400 0 12,400
SUMMIT TECHNOLOGY INC. COM 86627E101 574.00 62,900 SH OTH 3 0 0 62,900
SUN COMMUNITIES INC COM 866674104 8,674.00 300,400 SH SOLE 3 214,000 0 86,400
SUN INTL HOTELS LTD (ORD) COM P8797T133 2,925.00 150,000 SH SOLE 4 150,000
SUN INTL HOTELS LTD (ORD) COM P8797T133 366.60 18,800 2 18,800
SUN INTL HOTELS LTD (ORD) COM P8797T133 975.00 50,000 2 50,000
SUN MICROSYSTEMS,INC COM 866810104 4,207.30 44,900 SH SHD 1 44,900 0 0
SUN MICROSYSTEMS,INC COM 866810104 855,439.70 9,129,255 SH SOLE 3 7,973,005 0 861,150
SUN MICROSYSTEMS,INC COM 866810104 52,189.80 556,970 SH OTH 3 50,460 0 18,500
SUN MICROSYSTEMS,INC COM 866810104 3,955.21 42,210 SH SOLE 4 42,210
SUN MICROSYSTEMS,INC COM 866810104 71,195.63 759,800 2 759,800
SUN MICROSYSTEMS,INC COM 866810104 190,825.76 2,036,493 2 2,036,493
SUNBEAM CORP COM 867071102 309.40 73,885 SH SOLE 3 73,885 0 0
SUNBEAM CORPORATION COM 867071102 210.89 50,362 2 50,362
SUNGARD DATA SYSTEMS,INC COM 867363103 12,561.60 332,758 SH SOLE 3 326,558 0 6,200
SUNGARD DATA SYSTEMS,INC COM 867363103 1,619.50 42,900 SH OTH 3 0 0 42,900
SUNGARD DATA SYSTEMS,INC COM 867363103 766.17 20,296 2 20,296
SUNGARD DATA SYSTEMS,INC CLL 867363103 93.75 10,000 CALL 2 10,000
SUNGARD DATA SYSTEMS,INC COM 867363103 12,027.91 318,620 2 318,620
SUNGLASS HUT INTL INC COM 86736F106 330.50 42,300 SH SOLE 3 34,900 0 7,400
SUNQUEST INFORMATION SYSTEMS COM 867654105 156.40 13,900 SH SOLE 3 13,900 0 0
SUNRISE MEDICAL INC COM 867910101 126.90 20,300 SH SOLE 3 20,300 0 0
SUNTERRA CORP COM 86787D109 124.34 62,170 2 62,170
SUNTERRA CORP. COM 86787D109 1,457.40 728,700 SH SOLE 3 722,000 0 6,700
SUNTRUST BANKS INC $1.00 PAR COM 867914103 554.40 9,600 SH SHD 1 9,600 0 0
SUNTRUST BANKS INC $1.00 PAR COM 867914103 37,118.50 642,744 SH SOLE 3 618,168 0 24,576
SUNTRUST BANKS INC $1.00 PAR COM 867914103 9,384.40 162,500 SH OTH 3 18,400 0 0
SUNTRUST BANKS INC $1.00 PAR COM 867914103 714.14 12,366 2 12,366
SUPERCONDUCTOR TECHNOLOGIES COM 867931107 2,075.49 49,490 2 49,490
SUPERGEN INC COM 868059106 2,160.00 45,000 2 45,000
SUPERIOR INDUSTRIES INTL COM 868168105 3,162.40 99,800 SH SOLE 3 98,400 0 1,400
SUPERIOR TRUST CVT. TRUST COM 86836P202 23.80 768 SH SOLE 3 768 0 0
SUPERTEX INC COM 868532102 268.88 9,000 2 9,000
SUPERVALU INC COM 868536103 92.80 4,900 SH SHD 1 4,900 0 0
SUPERVALU INC COM 868536103 19,136.90 1,010,529 SH SOLE 3 960,129 0 50,400
SUPERVALU INC COM 868536103 5,294.90 279,600 SH OTH 3 99,600 0 35,700
SURGUTNEFTEGAZ ADR COM 46625F104 21,489.90 1,486,868 SH OTH 3 0 0 0
SURGUTNEFTEGAZ SP ADR COM 868861204 3,626.00 250,880 SH SOLE 3 250,880 0 0
SUSQUEHANNA BANCSHS COM 869099101 2,549.80 184,600 SH SOLE 3 176,700 0 2,600
SVI HOLDINGS INC COM 784872103 172.80 17,500 SH SOLE 3 14,800 0 2,700
SWIFT ENERGY CO COM 870738101 7,453.90 417,000 SH SOLE 3 407,100 0 0
SWIFT TRANSPORTATION COM 870756103 125.00 6,100 SH SOLE 3 100 0 6,000
SWISS RE AMER HLDG CORP 2.25% 6/10/04CNV 784990CB7 5,758.38 5,940,000 SH SOLE 4 5,940,000
SWISSCOM COM 871013108 1,561.87 40,900 2 40,900
SYBASE INC COM 871130100 2,526.90 124,400 SH SOLE 3 116,600 0 7,800
SYBASE INC COM 871130100 769.80 37,900 SH OTH 3 0 0 37,900
SYBASE INC COM 871130100 3,765.19 185,363 2 185,363
SYBRON INTERNATIONAL CORP COM 87114F106 3,375.60 116,400 SH SOLE 3 101,500 0 14,900
SYBRON INTERNATIONAL CORP COM 87114F106 1,864.70 64,300 SH OTH 3 0 0 64,300
SYCAMORE NETWORKS COM 871206108 37,735.10 292,520 SH SOLE 3 216,520 0 0
SYCAMORE NETWORKS INC COM 871206108 2,223.70 17,238 2 17,238
SYKES ENTERPRISES INC COM 871237103 955.00 50,100 SH SOLE 3 45,100 0 5,000
SYKES ENTERPRISES INC COM 871237103 388.90 20,400 SH OTH 3 0 0 20,400
SYLVAN INC COM 871371100 4,195.90 541,400 SH SOLE 3 378,300 0 163,100
SYLVAN LEARNING SYS INC COM 871399101 2,034.60 127,659 SH SOLE 3 127,659 0 0
SYMANTEC CORP COM 871503108 31,000.30 412,650 SH SOLE 3 309,350 0 7,000
SYMANTEC CORP COM 871503108 2,779.60 37,000 SH OTH 3 0 0 37,000
SYMBOL TECHNOLOGIES COM 871508107 3,909.80 47,500 SH SOLE 3 35,650 0 11,850
SYMBOL TECHNOLOGIES COM 871508107 5,062.20 61,500 SH OTH 3 0 0 50,400
SYNAGRO TECHNOLOGIES INC (NEW) COM 871562203 100.00 25,000 2 25,000
SYNCOR INTERNATIONAL CORP(NEW) COM 87157J106 359.70 10,900 SH SOLE 3 7,500 0 3,400
SYNNEX TECHNOLOGY INTL GDR COM 87161A208 645.10 20,400 SH OTH 3 0 0 20,400
SYNOPSYS INC COM 871607107 3,518.00 72,164 SH SOLE 3 66,164 0 6,000
SYNOPSYS INC COM 871607107 463.10 9,500 SH OTH 3 0 0 9,500
SYNOVUS FINANCIAL CORPORATION COM 87161C105 286.65 15,187 2 15,187
SYNTEL INC COM 87162H103 13.40 900 SH SOLE 3 100 0 800
SYNTHETECH INC COM 87162E100 125.63 30,000 2 30,000
SYSCO CORP COM 871829107 679.10 18,800 SH SHD 1 18,800 0 0
SYSCO CORP COM 871829107 110,877.80 3,069,283 SH SOLE 3 2,963,983 0 102,500
SYSCO CORP COM 871829107 8,182.30 226,500 SH OTH 3 37,500 0 0
SYSCO CORP COM 871829107 606.90 16,800 2 16,800
SYSCO CORP COM 871829107 2,028.64 56,156 2 56,156
SYSTEMS & COMPUTER TECH COM 871873105 444.13 19,000 2 19,000
T ROWE PRICE ASSOCIATES,INC COM 741477103 402.90 10,200 2 10,200
TAIWAN SEMICONDUCTOR MFG(ADS) COM 874039100 4,300.88 75,454 2 75,454
TAIWAN SEMICONDUCTOR MFG(ADS) COM 874039100 31,735.26 556,759 2 556,759
TALBOTS, INC. COM 874161102 482.80 8,200 SH SOLE 3 6,800 0 1,400
TALK.COM INC COM 874264104 11,808.00 738,000 SH SOLE 3 733,900 0 4,100
TANDY CORP COM 875382103 411.10 8,100 SH SHD 1 8,100 0 0
TANDY CORP COM 875382103 52,322.20 1,030,979 SH SOLE 3 934,564 0 93,565
TANDY CORP COM 875382103 4,544.90 89,555 SH OTH 3 15,940 0 6,200
TANDY CORP COM 875382103 263.90 5,200 2 5,200
TANDY CORP COM 875382103 1,774.98 34,975 2 34,975
TARGET CORP COM 87612E106 1,951.00 26,100 SH SHD 1 26,100 0 0
TARGET CORP COM 87612E106 74,204.30 992,700 SH SOLE 3 973,300 0 13,000
TARGET CORP COM 87612E106 10,995.70 147,100 SH OTH 3 5,700 0 0
TARGET CORP COM 87612E106 1,212.82 16,225 2 16,225
TARGET CORP COM 87612E106 5,641.68 75,474 2 75,474
TAUBMAN CENTERS INC COM 876664103 330.40 29,700 SH SOLE 3 0 0 29,700
TAUBMAN CENTERS INC COM 876664103 222.50 20,000 2 20,000
TAUBMAN CENTERS INC COM 876664103 305.94 27,500 2 27,500
TBA ENTERTAINMENT CORP INC COM 872173109 110.94 25,000 2 25,000
TC PIPELINES, L.P. COM 87233Q108 16,688.20 1,055,380 2 1,055,380
TC PIPELINES, L.P. COM 87233Q108 31,449.48 1,988,900 2 1,988,900
TCF FINANCIAL CORP COM 872275102 950.10 39,900 SH SOLE 3 14,400 0 25,500
TCF FINANCIAL CORP COM 872275102 412.43 17,320 2 17,320
TD WATERHOUSE GRP INC COM 872362108 2,147.50 85,900 SH SOLE 3 85,900 0 0
TD WATERHOUSE GRP INC COM 872362108 835.00 33,400 SH OTH 3 0 0 33,400
TDSM 24/7 MEDIA COM 901314104 545.10 13,800 SH SOLE 3 12,500 0 1,300
TECH DATA CORP COM 878237106 16,016.70 487,200 SH SOLE 3 474,800 0 6,700
TECH DATA CORP COM 878237106 542.40 16,500 SH OTH 3 0 0 16,500
TECH DATA CORP COM 878237106 236.70 7,200 2 7,200
TECHNE CORP COM 878377100 552.00 8,000 SH SOLE 3 5,900 0 2,100
TECHNITROL INC COM 878555101 168.90 2,900 SH SOLE 3 400 0 2,500
TECHNOLOGY SOLUTIONS COM 87872T108 540.20 59,200 SH SOLE 3 53,800 0 5,400
TECNOMATIX TECHS. LTD. (ORD) COM M8743P105 5,790.60 133,500 SH SOLE 3 133,500 0 0
TECO ENERGY INC. COM 872375100 417.90 21,500 SH SOLE 3 21,500 0 0
TECO ENERGY INC. COM 872375100 1,360.60 70,000 SH OTH 3 0 0 70,000
TECUMSEH PRODUCTS CO CL-A COM 878895200 6,133.60 139,400 SH SOLE 3 128,100 0 11,300
TECUMSEH PRODUCTS CO CL-A COM 878895200 5,139.20 116,800 SH OTH 3 0 0 86,100
TECUMSEH PRODUCTS CO CL-A COM 878895200 1,817.20 41,300 2 41,300
TECUMSEH PRODUCTS CO CL-A COM 878895200 382.80 8,700 2 8,700
TEEKAY SHIPPING CORP COM Y8564W103 6,030.70 218,800 SH SOLE 3 213,800 0 0
TEEKAY SHIPPING MARSHALL ISLND COM Y8564W103 396.90 14,400 2 14,400
TEEKAY SHIPPING MARSHALL ISLND COM Y8564W103 358.31 13,000 2 13,000
TEJON RANCH CO COM 879080109 226.88 10,000 2 10,000
TEKELEC COM 879101103 200.50 5,400 SH SOLE 3 2,200 0 3,200
TEKELEC COM 879101103 831.60 22,400 2 22,400
TEKTRONIX INC. COM 879131100 1,904.00 34,000 SH SOLE 3 28,200 0 5,800
TELE 1 HOLDINGS ADR COM 87944T200 324.20 17,612 SH OTH 3 0 0 17,612
TELECENTRO SUL ADR COM 879239101 5,641.80 69,652 SH SOLE 3 69,652 0 0
TELECENTRO SUL ADR COM 879239101 31,265.10 385,989 SH OTH 3 0 0 0
TELECOM ITALIA SPA SPON ADR COM 87927W106 573.04 3,770 2 3,770
TELECOMUNICACOES BRASILEIRAS COM 879287308 284.35 1,902 2 1,902
TELECOMUNICACOES BRASILEIRAS COM 879287308 4,209.17 28,155 2 28,155
TELECOMUNICACOES DE S.P COM 87929A102 8,415.60 283,473 SH OTH 3 0 0 0
TELECOMUNICACOES DE SAO PAULO COM 87929A102 3,491.25 117,600 2 117,600
TELEDYNE TECHNOLOGIES INC COM 879360105 318.30 18,319 SH SOLE 3 18,319 0 0
TELEDYNE TECHNOLOGIES INC COM 879360105 387.65 22,311 2 22,311
TELEFLEX INC. COM 879369106 173.30 4,900 SH SOLE 3 0 0 4,900
TELEFONICA DE ARGENTINA S.A. COM 879378206 1,766.20 45,000 SH SOLE 3 45,000 0 0
TELEFONICA DE ARGENTINA S.A. COM 879378206 11,712.20 298,400 SH OTH 3 0 0 0
TELEFONICA DE PERU - SPON ADR COM 879384105 3,840.30 225,900 SH SOLE 3 225,900 0 0
TELEFONICA DE PERU - SPON ADR COM 879384105 31,361.60 1,844,800 SH OTH 3 0 0 0
TELEFONICA OF ARGENTINA S.A. COM 879378206 1,544.10 39,340 2 39,340
TELEFONICA S.A. ADR COM 879382208 2,788.17 37,488 2 37,488
TELEFONICA S.A. ADR COM 879382208 3,917.78 52,676 2 52,676
TELEFONOS DE MEXICO SA COM 879403780 20,440.60 306,780 SH SOLE 3 306,780 0 0
TELEFONOS DE MEXICO SA COM 879403780 110,459.20 1,657,800 SH OTH 3 0 0 0
TELEFONOS DE MEXICO SA COM 879403780 2,153.32 32,320 2 32,320
TELEKOMUNIK INDONESIA-ADR WI COM 715684106 233.70 24,600 SH OTH 3 0 0 0
TELENORTE LESTE ADR COM 879246106 7,948.80 298,547 SH SOLE 3 298,547 0 0
TELENORTE LESTE ADR COM 879246106 45,197.80 1,697,570 SH OTH 3 0 0 0
TELENORTE LESTE PARTICIPACOES COM 879246106 684.53 25,710 2 25,710
TELEPHONE & DATA SYS INC COM 879433100 1,864.80 16,800 SH SHD 1 16,800 0 0
TELEPHONE & DATA SYS INC COM 879433100 92,112.20 829,840 SH SOLE 3 786,140 0 42,700
TELEPHONE & DATA SYS INC COM 879433100 12,647.70 113,943 SH OTH 3 6,100 0 41,400
TELEPHONE & DATA SYS INC COM 879433100 333.00 3,000 2 3,000
TELEPHONE & DATA SYS INC COM 879433100 1,498.50 13,500 2 13,500
TELESCAN INC COM 879516102 111.00 4,700 SH SOLE 3 3,800 0 900
TELESP CELULAR ADR COM 87952L108 2,437.60 43,000 SH SOLE 3 43,000 0 0
TELESP CELULAR ADR COM 87952L108 14,829.50 261,600 SH OTH 3 0 0 0
TELESYSTEMS INTL WIRELESS INC COM 879946101 1,000.10 27,400 2 27,400
TELESYSTEMS INTL WIRELESS INC COM 879946101 292.00 8,000 2 8,000
TELETECH HOLDINGS INC COM 879939106 2,211.40 64,100 SH SOLE 3 60,700 0 3,400
TELIGENT INC CL A COM 87959Y103 13.40 200 SH SOLE 3 200 0 0
TELIGENT, INC. COM 87959Y103 774.36 11,590 2 11,590
TELLABS INC. COM 879664100 13,372.60 212,316 SH SOLE 3 207,416 0 4,900
TELLABS INC. COM 879664100 5,580.40 88,600 SH OTH 3 0 0 0
TELLABS INC. COM 879664100 12,515.12 198,702 2 198,702
TELLABS INC. COM 879664100 32,898.38 522,326 2 522,326
TELXON CORPORATION COM 879700102 351.25 20,000 2 20,000
TEMPLE INLAND INC COM 879868107 1,195.50 24,000 SH SOLE 3 23,800 0 200
TEMPLE INLAND INC COM 879868107 1,912.80 38,400 SH OTH 3 0 0 0
TENET HEALTHCARE CORP COM 88033G100 14,186.70 610,180 SH SOLE 3 610,180 0 0
TENFOLD CORP COM 88033A103 6.00 100 SH SOLE 3 100 0 0
TENFOLD CORPORATION COM 88033A103 541.48 8,950 2 8,950
TENFOLD CORPORATION COM 88033A103 4,630.67 76,540 2 76,540
TENNECO AUTOMOTIVE INC COM 880349105 173.80 21,900 SH SOLE 3 21,900 0 0
TEPPCO PARTNERS L.P. COM 872384102 16,882.30 758,755 2 758,755
TEPPCO PARTNERS L.P. COM 872384102 18,620.69 836,885 2 836,885
TERADYNE INC COM 880770102 180.40 2,200 SH SHD 1 2,200 0 0
TERADYNE INC COM 880770102 10,504.20 128,100 SH SOLE 3 121,300 0 5,700
TERADYNE INC COM 880770102 3,263.60 39,800 SH OTH 3 0 0 0
TERADYNE INC COM 880770102 7,384.10 90,050 2 90,050
TERADYNE INC COM 880770102 27,439.82 334,632 2 334,632
TERAYON COMMUNICATION COM 880775101 2,465.54 12,027 2 12,027
TERAYON COMMUNICATION COM 880775101 613.98 2,995 2 2,995
TERAYON COMMUNICATIONS SYSTEMS COM 880775101 10,455.00 51,000 SH SOLE 3 49,700 0 1,300
TERAYON COMMUNICATIONS SYSTEMS COM 880775101 451.00 2,200 SH OTH 3 0 0 2,200
TEREX CORP (NEW) COM 880779103 169.60 11,800 SH SOLE 3 8,800 0 3,000
TERRA NETWORKS SA COM 88100W103 1,016.58 12,950 2 12,950
TERRA NETWORKS SA COM 88100W103 2,489.63 31,715 2 31,715
TESORO PETROLEUM CO COM 881609101 587.60 51,100 SH SOLE 3 47,700 0 3,400
TETRA TECH INC (NEW) COM 88162G103 188.80 7,950 SH SOLE 3 1,450 0 6,500
TEVA PHARMACEUTICAL IND LTD COM 881624209 1,400.30 37,530 SH SOLE 3 37,530 0 0
TEVA PHARMACEUTICAL IND LTD COM 881624209 8,545.30 229,020 SH OTH 3 0 0 0
TEXACO INC COM 881694103 14,575.40 271,170 SH SOLE 3 252,570 0 14,300
TEXACO INC COM 881694103 2,074.80 38,600 SH OTH 3 3,100 0 0
TEXACO INC COM 881694103 15,938.33 296,527 2 296,527
TEXACO INC COM 881694103 18,844.27 350,591 2 350,591
TEXACO INC CLL 881694103 360.94 25,000 CALL 2 25,000
TEXAS INDUSTRIES INC COM 882491103 562.90 17,800 SH SOLE 3 10,500 0 7,300
TEXAS INSTRUMENTS INC. COM 882508104 3,312.00 20,700 SH SHD 1 20,700 0 0
TEXAS INSTRUMENTS INC. COM 882508104 408,878.70 2,555,492 SH SOLE 3 2,358,932 0 98,730
TEXAS INSTRUMENTS INC. COM 882508104 45,702.10 285,638 SH OTH 3 30,130 0 6,000
TEXAS INSTRUMENTS INC. COM 882508104 9,143.04 57,144 2 57,144
TEXAS INSTRUMENTS INC. COM 882508104 38,438.24 240,239 2 240,239
TEXAS REGIONAL BANCSHS-A COM 882673106 946.30 37,200 SH SOLE 3 33,400 0 3,800
TEXAS UTILITIES CO COM 882848104 248.99 8,387 2 8,387
TEXAS UTILITIES CO (HOLDING CO) COM 882848104 480.90 16,200 SH SHD 1 16,200 0 0
TEXAS UTILITIES CO (HOLDING CO) COM 882848104 11,201.10 377,300 SH SOLE 3 337,700 0 39,600
TEXAS UTILITIES CO (HOLDING CO) COM 882848104 5,599.10 188,600 SH OTH 3 9,800 0 0
TEXTRON INC.DEL. COM 883203101 809.60 13,300 SH SOLE 3 11,000 0 0
TEXTRON INC.DEL. COM 883203101 1,351.40 22,200 SH OTH 3 0 0 0
TEXTRON INC.DEL. COM 883203101 316.55 5,200 2 5,200
TEXTRON INC.DEL. COM 883203101 2,252.38 37,000 2 37,000
TFC ENTERPRISE INC COM 872388103 90.94 30,000 2 30,000
THCG INC COM 87242T101 359.38 25,000 2 25,000
THE BOSTON BEER CO.,INC. CL-A COM 100557107 5,033.30 671,110 SH SOLE 3 671,110 0 0
THE BROKEN HILL PROPRIETARY CO COM 112169602 696.00 32,000 2 32,000
THE CATO CORP CLASS A COM 149205106 2,191.40 186,500 SH SOLE 3 182,100 0 4,400
THE CIT GRP COM 125577106 313.76 16,090 2 16,090
THE GAP INC COM 364760108 11,446.90 229,800 SH SOLE 3 228,600 0 1,200
THE GAP INC COM 364760108 8,478.10 170,200 SH OTH 3 0 0 0
THE GOLDMAN SACHS GRP, INC. COM 38141G104 213,108.62 2,024,785 2 2,024,785
THE GOLDMAN SACHS GRP, INC. COM 38141G104 407,511.79 3,871,846 2 3,871,846
THE GOLDMAN SACHS GRP, INC. COM 38141G104 48,470.78 460,530 SH SOLE 4 460,530
THE JOHN NUVEEN CO COM 478035108 2,597.20 67,900 SH SOLE 3 62,000 0 5,900
THE MONY GRP INC. COM 615337102 7,370.48 228,100 2 228,100
THE NORTH FACE, INC. COM 659317101 150.75 40,200 2 40,200
THE PEPSI BOTTLING GRP,INC COM 713409100 470.00 23,500 2 23,500
THE SCOTTS CO COM 810186106 2,049.60 48,800 SH SOLE 3 46,200 0 2,600
THE SCOTTS CO COM 810186106 1,083.60 25,800 2 25,800
THE SEAGRAM CO LTD. ACES CNV 811850205 2,969.67 54,055 2 54,055
THE SEAGRAM CO LTD. ACES CNV 811850205 6,897.91 125,558 2 125,558
THE SOUTHERN CO. COM 842587107 9,801.20 450,630 SH SOLE 3 450,630 0 0
THE SOUTHERN CO. COM 842587107 7,549.40 347,100 SH OTH 3 26,400 0 0
THE SOUTHERN CO. COM 842587107 256.65 11,800 2 11,800
THE SOUTHERN CO. CLL 842587107 16.88 10,000 CALL 2 10,000
THE TITAN CORP COM 888266103 2,412.30 47,300 SH SOLE 3 42,100 0 5,200
THE TOPPS CO INC COM 890786106 560.30 67,400 SH SOLE 3 67,400 0 0
THE TOPPS CO INC COM 890786106 390.69 47,000 2 47,000
THE TOWN & COUNTRY TRUST COM 892081100 856.60 51,140 2 51,140
THE TOWN & COUNTRY TRUST COM 892081100 995.79 59,450 2 59,450
THEGLOBE.COM INC COM 88335R101 1.30 200 SH SOLE 3 0 0 200
THERAGENICS CORP COM 883375107 133.75 10,000 2 10,000
THERMEDICS INC COM 883901100 141.60 17,300 SH SOLE 3 15,100 0 2,200
THERMO BIOANALYSIS CORP COM 88355H108 202.10 7,300 SH SOLE 3 5,900 0 1,400
THERMO ELECTRON BEARER 4.25% 1/1/03JJCNV 883990AD5 3,545.23 3,810,000 SH SOLE 4 3,810,000
THERMO ELECTRON CONV CNV 883556AF9 1,536.40 1,670,000 2 1,670,000
THERMO ELECTRON CONV CNV 883556AF9 2,380.96 2,588,000 2 2,588,000
THERMO ELECTRON CORP. COM 883556102 291.40 14,300 SH SOLE 3 14,300 0 0
THERMO ELECTRON CORP. COM 883556102 470.66 23,100 2 23,100
THERMO INSTRUMENT SYS (REGSTR) CNV 883559AE6 200.53 230,000 2 230,000
THERMO INSTRUMENT SYSTEMS INC COM 883559106 2.10 100 SH SOLE 3 100 0 0
THERMO OPTEK CORP COM 883582108 1.50 100 SH SOLE 3 100 0 0
THERMOQUEST CORP COM 883655102 5.00 300 SH SOLE 3 300 0 0
THESTREET.COM INC COM 88368Q103 66.10 7,100 SH SOLE 3 6,200 0 900
THESTREET.COM, INC. COM 88368Q103 269.60 28,950 2 28,950
THISTLE GRP HOLDINGS CO COM 88431E103 187.50 30,000 2 30,000
THOMAS & BETTS CO. COM 884315102 342.39 12,120 2 12,120
THOMAS INDUSTRIES COM 884425109 288.80 15,400 SH SOLE 3 13,500 0 1,900
THOR INDS INC COM 885160101 114.30 4,700 SH SOLE 3 4,700 0 0
THORATEC LABS CORP (NEW) COM 885175307 579.38 45,000 2 45,000
T-HQ INC (NEW) COM 872443403 235.90 13,200 SH SOLE 3 9,000 0 4,200
THREE-FIVE SYSTEMS INC COM 88554L108 360.00 6,000 SH SOLE 3 6,000 0 0
TIBCO SOFTWARE INC COM 88632Q103 9,934.90 121,900 SH SOLE 3 121,900 0 0
TIBCO SOFTWARE INC. COM 88632Q103 7,149.51 87,724 2 87,724
TIBCO SOFTWARE INC. COM 88632Q103 27,939.42 342,815 2 342,815
TICKETMASTER COM 88633P203 944.86 37,700 2 37,700
TICKETMASTER ONLINE - CITY SEARCH COM 88633P203 5,070.10 202,300 SH SOLE 3 202,300 0 0
TICKETS.COM INC COM 88633M101 254.46 26,785 2 26,785
TIDEWATER INC COM 886423102 203.60 6,400 SH SHD 1 6,400 0 0
TIDEWATER INC COM 886423102 1,880.10 59,100 SH SOLE 3 45,400 0 13,700
TIDEWATER INC COM 886423102 2,401.80 75,500 SH OTH 3 2,000 0 73,500
TIFFANY & CO COM 886547108 1,237.70 14,800 SH SHD 1 14,800 0 0
TIFFANY & CO COM 886547108 73,590.00 880,000 SH SOLE 3 852,900 0 24,200
TIFFANY & CO COM 886547108 8,103.30 96,900 SH OTH 3 10,100 0 50,500
TIFFANY & CO COM 886547108 786.08 9,400 2 9,400
TIMBERLAND CO CLASS A COM 887100105 18,868.00 369,960 SH SOLE 3 369,960 0 0
TIME WARNER INC COM 887315109 3,390.00 33,900 SH SHD 1 33,900 0 0
TIME WARNER INC COM 887315109 1,114,401.30 11,144,013 SH SOLE 3 8,146,623 0 2,442,600
TIME WARNER INC COM 887315109 49,221.10 492,211 SH OTH 3 75,480 0 24,200
TIME WARNER INC. COM 887315109 67,439.30 674,393 2 674,393
TIME WARNER INC. COM 887315109 47,624.10 476,241 2 476,241
TIMES MIRROR CO CL-A (NEW) COM 887364107 102.20 1,100 SH SOLE 3 100 0 1,000
TIMKEN CO COM 887389104 2,697.50 166,000 SH SOLE 3 156,000 0 10,000
TITAN EXPLORATION INC COM 888289105 369.25 73,850 2 73,850
TITAN INTERNATIONAL INC COM 88830M102 2,837.60 394,800 SH SOLE 3 386,100 0 0
TITANIUM METALS CORPORATION COM 888339108 205.63 47,000 2 47,000
TJX COMPANIES INC (NEW) COM 872540109 263.23 11,864 2 11,864
TJX COS INC (NEW) COM 872540109 2.20 100 SH SOLE 3 100 0 0
TLC LASER EYE CENTERS INC COM 87255E108 140.88 14,000 2 14,000
TMP WORLDWIDE COM 872941109 6,989.70 89,900 SH SOLE 3 88,600 0 600
TMP WORLDWIDE INC. COM 872941109 7,347.84 94,506 2 94,506
TMP WORLDWIDE INC. COM 872941109 148,623.48 1,911,556 2 1,911,556
TMP WORLDWIDE INC. CLL 872941109 445.00 20,000 CALL 2 20,000
TNP ENTERPRISES INC COM 872594106 828.10 18,900 SH SOLE 3 18,900 0 0
TOLL BROTHERS INC COM 889478103 2,262.00 113,100 SH SOLE 3 102,200 0 10,900
TOMMY HILFIGER CORP COM G8915Z102 2,015.50 139,000 2 139,000
TOO INC COM 890333107 567.40 17,978 SH SOLE 3 17,978 0 0
TOOLEX INTERNATIONAL N.V. COM N8715N103 4,074.69 221,000 2 221,000
TORCHMARK CORP COM 891027104 716.90 31,000 SH SOLE 3 31,000 0 0
TORO CO (DELAWARE) COM 891092108 2,637.50 88,100 SH SOLE 3 84,800 0 3,300
TORONTO DOMINION BANK COM 891160509 587.13 22,000 2 22,000
TOSCO CORP (NEW) COM 891490302 4,955.10 161,800 SH SOLE 3 161,800 0 0
TOSCO CORP (NEW) COM 891490302 1,321.00 43,400 SH OTH 3 0 0 0
TOTAL FINA SA SPONS ADR COM 89151E109 411.71 5,592 2 5,592
TOTAL RENAL CARE HOLDINGS COM 89151A107 0.90 300 SH SOLE 3 300 0 0
TOTAL RENAL CARE HOLDINGS INC COM 89151A107 298.61 95,554 2 95,554
TOWER AIR,INC. COM 891697104 69.73 124,521 2 124,521
TOWER AUTOMOTIVE INC COM 891707101 923.50 56,400 SH SOLE 3 52,200 0 4,200
TOWER TECH INC COM 891864100 27.91 19,000 2 19,000
TOWNE SERVICES INC COM 892148107 26.25 15,000 2 15,000
TOYS R US INC. (HOLDING CO) COM 892335100 226.63 15,300 2 15,300
TRACTOR SUPPLY CO COM 892356106 2,050.00 100,000 SH SOLE 3 100,000 0 0
TRAMMEL CROW CO COM 89288R106 13,563.40 1,226,074 SH SOLE 3 1,220,974 0 0
TRAMMELL CROW CO COM 89288R106 877.39 79,312 2 79,312
TRANSACTION SYSTEMS ARCHITECTS COM 893416107 3,350.30 116,027 SH SOLE 3 116,027 0 0
TRANSACTION SYSTEMS ARCHITECTS COM 893416107 915.34 31,700 2 31,700
TRANSATLANTIC HOLDING INC COM 893521104 4,232.20 49,500 SH SOLE 3 49,500 0 0
TRANSATLANTIC HOLDING INC COM 893521104 2,107.60 24,650 SH OTH 3 0 0 24,650
TRANSCANADA PIPELINES LTD COM 893526103 393.25 52,000 2 52,000
TRANSCOASTAL MARINE SVCS, INC. COM 893537100 26.94 19,590 2 19,590
TRANSIT GRP INC COM 893691105 35.03 13,344 2 13,344
TRANSKARYOTIC THERAPIES, INC COM 893735100 1,695.56 30,482 2 30,482
TRANSMONTAIGNE INC COM 893934109 112.73 16,700 2 16,700
TRANSOCEAN SEDCO FOREX COM G90078109 676.20 13,179 SH SHD 1 13,179 0 0
TRANSOCEAN SEDCO FOREX COM G90078109 30,243.20 589,393 SH SOLE 3 518,351 0 68,942
TRANSOCEAN SEDCO FOREX COM G90078109 4,431.70 86,367 SH OTH 3 6,619 0 406
TRANSOCEAN SEDCO FOREX INC COM G90078109 1,310.47 25,539 2 25,539
TRANSOCEAN SEDCO FOREX INC COM G90078109 6,966.60 135,768 2 135,768
TRANSWITCH CORP COM 894065101 3,715.20 38,650 SH SOLE 3 35,050 0 3,600
TRANSWITCH CORP COM 894065101 1,614.90 16,800 SH OTH 3 0 0 16,800
TRANSWITCH CORP CLL 894065101 279.50 4,000 CALL 2 4,000
TRANSWITCH CORP COM 894065101 1,860.69 19,357 2 19,357
TRANSWORLD ENTERTAINMENT CORP COM 89336Q100 4,500.00 450,000 SH SOLE 3 450,000 0 0
TRAVELERS PROP CASUALTY - CL A COM 893939108 2,602.90 63,100 SH SHD 1 63,100 0 0
TRAVELERS PROP CASUALTY - CL A COM 893939108 76,040.30 1,843,402 SH SOLE 3 1,730,102 0 113,300
TRAVELERS PROP CASUALTY - CL A COM 893939108 10,980.80 266,200 SH OTH 3 28,100 0 107,200
TRAVELERS PROPERTY CASUALTY COM 893939108 218.63 5,300 2 5,300
TRAVELOCITY COM INC COM 893953109 256.71 8,739 2 8,739
TRAVELOCITY.COM INC COM 893953109 36,799.50 1,252,750 SH SOLE 3 791,750 0 178,100
TRAVELOCITY.COM INC COM 893953109 176.20 6,000 SH OTH 3 0 0 6,000
TRENDWEST RESORTS INC COM 894917103 437.10 18,500 SH SOLE 3 18,500 0 0
TREX CO INC COM 89531P105 394.00 10,300 SH SOLE 3 10,300 0 0
TRIAD GUARANTY INC COM 895925105 889.70 43,800 SH SOLE 3 38,100 0 5,700
TRIAD HOSPITALS INC COM 89579K109 11,524.00 687,997 SH SOLE 3 561,097 0 126,900
TRIANGLE PHARMACEUTICALS INC COM 89589H104 1,665.00 105,715 SH SOLE 3 105,715 0 0
TRIANGLE PHARMACEUTICALS INC COM 89589H104 1,962.20 124,584 2 124,584
TRIARC COMPANIES INC CL-A COM 895927101 4,248.00 212,400 2 212,400
TRIARC COS INC CL-A COM 895927101 492.00 24,600 SH SOLE 3 24,600 0 0
TRIBUNE CO NEW COM 896047107 59,725.80 1,633,526 SH SOLE 3 940,326 0 690,230
TRIBUNE CO NEW COM 896047107 1,695.20 46,365 SH OTH 3 14,260 0 8,400
TRIBUNE CO NEW COM 896047107 1,332.92 36,456 2 36,456
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TRICON GLOBAL RESTAURANTS COM 895953107 2,879.50 92,700 SH OTH 3 3,700 0 0
TRICON GLOBAL RESTAURANTS COM 895953107 915.16 29,462 2 29,462
TRIGON HEALTHCARE INC COM 89618L100 3,328.30 93,100 SH SOLE 3 77,300 0 15,800
TRIGON HEALTHCARE INC COM 89618L100 2,087.80 58,400 SH OTH 3 0 0 58,400
TRIMBLE NAVIGATION LTD COM 896239100 553.60 21,500 SH SOLE 3 19,300 0 2,200
TRIMERIS INC. COM 896263100 299.63 6,000 2 6,000
TRINITY INDUSTRIES INC (DEL) COM 896522109 3,020.20 127,500 SH SOLE 3 108,500 0 19,000
TRINITY INDUSTRIES INC (DEL) COM 896522109 471.40 19,900 SH OTH 3 0 0 19,900
TRIQUINT SEMICONDUCTOR INC COM 89674K103 191.10 2,600 SH SHD 1 2,600 0 0
TRIQUINT SEMICONDUCTOR INC COM 89674K103 18,779.20 255,500 SH SOLE 3 244,000 0 10,300
TRIQUINT SEMICONDUCTOR INC COM 89674K103 2,653.30 36,100 SH OTH 3 700 0 25,200
TRIQUINT SEMICONDUCTOR INC COM 89674K103 494.95 6,734 2 6,734
TRITEL INC. CLASS -A- COM 89675X104 1,235.28 32,295 2 32,295
TRITEL INC. CLASS -A- COM 89675X104 1,341.43 35,070 2 35,070
TRITON ENERGY LTD (CAYMAN) COM G90751101 385.69 11,000 2 11,000
TRITON PCS HOLDINGS INC CL A COM 89677M106 537.80 9,000 SH SOLE 3 9,000 0 0
TRITON PCS HOLDINGS INC CL A COM 89677M106 280.80 4,700 SH OTH 3 0 0 4,700
TRIUMPH GRP INC COM 896818101 107.80 3,700 SH SOLE 3 0 0 3,700
TRIZEC HAHN CORP COM 896938107 11,499.80 766,650 SH SOLE 3 695,550 0 71,100
TRIZEC HAHN CORPORATION COM 896938107 333.90 22,260 2 22,260
TRIZETTO GRP INC. COM 896882107 452.56 13,000 2 13,000
TRUE NORTH COMMUNICATIONS INC COM 897844106 12,709.70 323,300 SH SOLE 3 321,700 0 1,600
TRUSTCO BANK CORP NY COM 898349105 421.30 36,050 SH SOLE 3 25,300 0 10,750
TRUSTMARK CORPORATION COM 898402102 1,036.51 51,344 2 51,344
TRW INC. COM 872649108 17.60 300 SH SOLE 3 0 0 300
TSI INTERNATIONAL SOFTWARE LTD COM 872879101 448.54 5,400 2 5,400
TSI INTL SOFTWARE LTD COM 872879101 598.00 7,200 SH SOLE 3 5,700 0 1,500
TUPPERWARE CORP COM 899896104 45.90 2,900 SH SOLE 3 0 0 2,900
TURNSTONE SYSTEMS INC COM 900423104 290.38 2,525 2 2,525
TURNSTONE SYSTEMS INC COM 900423104 2,521.38 21,925 2 21,925
TUT SYSTEMS INC COM 901103101 405.00 6,800 SH SOLE 3 6,000 0 800
TV GUIDE INC COM 87307Q109 57,769.20 1,201,960 SH SOLE 3 840,960 0 2,200
TV GUIDE INC COM 87307Q109 523.90 10,900 SH OTH 3 1,000 0 9,900
TV GUIDE INC CL-A COM 87307Q109 221.09 4,600 2 4,600
TWEETER HOME ENTERTAINMENT GP COM 901167106 964.60 21,800 SH SOLE 3 19,000 0 2,800
TYCO INTERNATIONAL LIMITED COM 902124106 1,007.50 20,100 SH SHD 1 20,100 0 0
TYCO INTERNATIONAL LIMITED COM 902124106 116,551.40 2,325,214 SH SOLE 3 2,238,414 0 81,300
TYCO INTERNATIONAL LIMITED COM 902124106 26,335.70 525,400 SH OTH 3 47,800 0 0
TYCO INTERNATIONAL LTD (NEW) COM 902124106 32,166.67 641,729 2 641729
TYCO INTERNATIONAL LTD (NEW) COM 902124106 23,574.24 470,309 2 470,309
TYCO INTERNATIONAL LTD (NEW) COM 902124106 746.86 14,900 SH SOLE 4 14,900
TYLER TECHNOLOGIES INC COM 902252105 242.10 41,200 SH SOLE 3 36,800 0 4,400
TYSON FOODS INC CL-A COM 902494103 291.50 26,200 SH SHD 1 26,200 0 0
TYSON FOODS INC CL-A COM 902494103 16,297.00 1,464,900 SH SOLE 3 1,380,400 0 84,500
TYSON FOODS INC CL-A COM 902494103 3,694.60 332,100 SH OTH 3 12,800 0 125,600
U S BANCORP INC PA COM 917292104 39.40 3,500 SH SOLE 3 0 0 3,500
U S HOME CORP (NEW) COM 911920106 2,367.40 62,300 SH SOLE 3 57,500 0 4,800
U S INTERNETWORKING COM 917311805 1,586.80 40,950 SH SOLE 3 39,150 0 1,800
U S WEST INC (NEW) COM 91273H101 549.48 7,566 2 7566
U S WEST INC (NEW) COM 91273H101 569.16 7,837 2 7,837
U.S. AGGREGATES INC COM 90334D109 13,923.60 968,600 SH SOLE 3 761,300 0 207,300
U.S. BANCORP (NEW) COM 902973106 7,179.55 328,208 2 328,208
U.S. CAN CORP COM 90328W105 1,125.40 57,900 SH SOLE 3 52,500 0 5,400
U.S. CONCRETE INC COM 90333L102 266.78 44,463 2 44,463
U.S. FOODSERVICE INC COM 90331R101 6,757.50 262,429 SH SOLE 3 245,629 0 16,800
U.S. FOODSERVICE INC COM 90331R101 1,640.30 63,700 SH OTH 3 0 0 63,700
U.S. FOODSERVICE INC COM 90331R101 1,214.63 47,170 2 47170
U.S. FOODSERVICE INC COM 90331R101 860.05 33,400 2 33,400
U.S. INDUSTRIES INC COM 912080108 1,388.45 125,510 2 125,510
U.S. VISION INC COM 90339M104 2,030.60 855,000 SH SOLE 3 678,800 0 176,200
U.S. WEST INC. COM 91273H101 14,781.20 203,528 SH SOLE 3 197,128 0 5,900
U.S.A. FLORAL PRODUCTS INC COM 90331T107 226.17 144,749 2 144,749
UAL CORP COM 902549500 1,046.70 17,300 SH SHD 1 17,300 0 0
UAL CORP COM 902549500 24,460.20 404,300 SH SOLE 3 369,200 0 35,100
UAL CORP COM 902549500 4,120.10 68,100 SH OTH 3 6,300 0 0
UAL CORP (NEW) COM 902549500 229.90 3,800 2 3,800
UAL CORP (NEW) COM 902549500 299.48 4,950 2 4,950
UBID INC PUT 903469104 30.88 26,000 PUT 2 26,000
UCAR INTERNATIONAL COM 90262K109 4,158.00 315,300 SH SOLE 3 309,600 0 2,200
UGI CORP (HOLDING CO) COM 902681105 1,771.10 81,900 SH SOLE 3 77,400 0 4,500
UGI CORPORATION (HOLDING CO) COM 902681105 648.75 30,000 2 30,000
UICI INC. COM 902737105 331.20 50,000 SH SOLE 3 50,000 0 0
ULTRAMAR DIAMOND SHAMROCK CP COM 904000106 1,662.10 65,500 SH SOLE 3 65,500 0 0
ULTRAMAR DIAMOND SHAMROCK CP COM 904000106 979.50 38,600 SH OTH 3 2,200 0 36,400
ULTRAPAR PARTICPAC SPON ADR COM 90400P101 1,696.20 154,200 SH SOLE 3 154,200 0 0
ULTRAPAR PARTICPAC SPON ADR COM 90400P101 10,913.10 992,100 SH OTH 3 0 0 0
UMB FINANCIAL CORP COM 902788108 205.80 5,600 SH SOLE 3 5,600 0 0
UNIBANCO COM 90458E107 2,527.30 79,600 SH SOLE 3 79,600 0 0
UNIBANCO COM 90458E107 10,369.50 326,600 SH OTH 3 0 0 0
UNICAPITAL CORP COM 90459D108 52.00 21,900 SH SOLE 3 21,900 0 0
UNICOM CORP COM 904911104 1,189.90 32,600 SH SHD 1 32,600 0 0
UNICOM CORP COM 904911104 45,927.90 1,258,300 SH SOLE 3 1,091,900 0 163,300
UNICOM CORP COM 904911104 8,479.00 232,300 SH OTH 3 20,800 0 30,200
UNIFIED ENERGY SYS ADR COM 904688108 89.10 4,455 SH SOLE 3 4,455 0 0
UNIFIED ENERGY SYS ADR COM 904688108 5,155.40 257,770 SH OTH 3 0 0 0
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UNIFIED ENERGY SYSTEMS - GDR COM 904688207 18,365.30 986,883 SH OTH 3 0 0 0
UNIFIRST CORP COM 904708104 451.10 40,100 SH SOLE 3 40,100 0 0
UNIGRAPHICS SOLUTIONS INC COM 904928108 910.50 30,800 SH SOLE 3 27,100 0 3,700
UNILEVER N V (N Y SHS NEW) COM 904784709 4,396.60 91,358 SH SOLE 3 63,504 0 27,853
UNILEVER N.V. NY SHS (NEW) COM 904784709 2,569.59 53,394 2 53,394
UNILEVER N.V. NY SHS (NEW) COM 904784709 15,709.73 326,436 2 326,436
UNIMARK GRP INC COM 904789104 16.19 14,000 2 14,000
UNION CARBIDE CORP(HLDG CO) COM 905581104 1,300.40 22,300 SH SOLE 3 22,300 0 0
UNION CARBIDE CORP(HLDG CO) COM 905581104 827.63 14,193 2 14,193
UNION PACIFIC CORP. COM 907818108 967.50 24,728 SH SOLE 3 24,728 0 0
UNION PACIFIC CORP. COM 907818108 1,306.80 33,400 SH OTH 3 2,400 0 0
UNION PACIFIC RESOURCES GRP COM 907834105 2,014.70 138,945 2 138,945
UNION PACIFIC RESOURCES GRP COM 907834105 3,801.44 262,168 2 262,168
UNION PACIFIC RESOURCES GRP COM 907834105 41,405.90 2,855,581 SH SOLE 3 2,760,581 0 85,200
UNION PLANTERS CORP COM 908068109 637.80 20,700 SH SOLE 3 20,300 0 400
UNION PLANTERS CORP COM 908068109 289.60 9,400 SH OTH 3 0 0 9,400
UNIONBANCAL CORP COM 908906100 281.10 10,200 SH SHD 1 10,200 0 0
UNIONBANCAL CORP COM 908906100 11,173.80 405,400 SH SOLE 3 378,600 0 26,800
UNIONBANCAL CORP COM 908906100 2,577.10 93,500 SH OTH 3 6,800 0 13,200
UNISYS CORP COM 909214108 25.70 1,000 SH SOLE 3 1,000 0 0
UNISYS CORP COM 909214108 1,002.10 39,300 SH OTH 3 0 0 0
UNISYS CORPORATION COM 909214108 642.19 25,000 SH SOLE 4 25,000
UNISYS CORPORATION COM 909214108 372.16 14,488 2 14,488
UNISYS CORPORATION COM 909214108 2,956.84 115,108 2 115,108
UNITED ASSET MANAGEMENT CORP COM 909420101 88.30 5,100 SH SOLE 3 1,300 0 3,800
UNITED AUTO GRP INC COM 909440109 62.60 7,100 SH SOLE 3 2,300 0 4,800
UNITED BANKSHS INC W V COM 909907107 578.60 26,300 SH SOLE 3 19,200 0 7,100
UNITED COMMUNITY FINANCIAL COM 909839102 292.00 41,900 SH SOLE 3 36,200 0 5,700
UNITED FIRE & CASUALTY CO COM 910331107 36.60 1,900 SH SOLE 3 1,900 0 0
UNITED GLOBAL COM DEP SHS PRF 913247805 514.13 7,695 2 7,695
UNITED GLOBAL COM DEP SHS PRF 913247805 789.40 11,815 2 11,815
UNITED HEALTHCARE CORP COM 910581107 1,580.10 26,500 SH SHD 1 26,500 0 0
UNITED HEALTHCARE CORP COM 910581107 78,174.30 1,311,100 SH SOLE 3 1,264,200 0 37,600
UNITED HEALTHCARE CORP COM 910581107 9,039.10 151,600 SH OTH 3 9,700 0 22,500
UNITED HEALTHCARE CORP COM 910581107 2,465.20 41,345 2 41,345
UNITED ILLUMINATING CO COM 910637107 2,527.70 64,400 SH SOLE 3 59,100 0 5,300
UNITED NATIONAL BANCORP (NJ) COM 910909100 142.10 6,588 SH SOLE 3 6,588 0 0
UNITED NATURAL FOODS INC COM 911163103 525.00 35,000 2 35,000
UNITED PAN EUROPE CL-A ADR COM 911300200 2,579.73 52,050 2 52,050
UNITED PAN EUROPE CL-A ADR COM 911300200 9,359.13 188,835 2 188,835
UNITED PARCEL SERVICE, INC. COM 911312106 22,691.09 360,243 2 360,243
UNITED PARCEL SERVICE, INC. COM 911312106 17,623.68 279,793 2 279,793
UNITED PARCEL SVCS CL-B COM 911312106 17,479.20 277,500 SH SOLE 3 277,500 0 0
UNITED RENTALS INC COM 911363109 1,866.40 108,199 SH SOLE 3 108,199 0 0
UNITED RENTALS INC COM 911363109 3,073.95 178,200 2 178,200
UNITED RETAIL GRP INC COM 911380103 289.84 30,509 2 30,509
UNITED ROAD SVCS INC COM 911384105 338.40 193,400 SH SOLE 3 193,400 0 0
UNITED STATES CELLULAR CORP COM 911684108 291.10 4,100 SH SHD 1 4,100 0 0
UNITED STATES CELLULAR CORP COM 911684108 20,256.30 285,300 SH SOLE 3 279,800 0 5,500
UNITED STATES CELLULAR CORP COM 911684108 1,405.80 19,800 SH OTH 3 4,100 0 0
UNITED STATES CELLULAR CORP COM 911684108 908.80 12,800 SH SOLE 4 12,800
UNITED STATES CELLULAR CORP COM 911684108 4,575.95 64,450 2 64,450
UNITED STATES CELLULAR CORP COM 911684108 13,079.34 184,216 2 184,216
UNITED STATES INDUSTRIES INC COM 912080108 21.00 1,900 SH SOLE 3 1,900 0 0
UNITED STATIONERS INC COM 913004107 1,063.50 29,800 SH SOLE 3 27,700 0 2,100
UNITED TECHNOLOGIES CORP COM 913017109 2,723.40 43,100 SH SHD 1 43,100 0 0
UNITED TECHNOLOGIES CORP COM 913017109 69,517.90 1,100,184 SH SOLE 3 1,022,384 0 73,900
UNITED TECHNOLOGIES CORP COM 913017109 19,537.60 309,200 SH OTH 3 27,300 0 0
UNITED TECHNOLOGIES CORP COM 913017109 1,271.96 20,130 2 20,130
UNITED TECHNOLOGIES CORP COM 913017109 7,564.93 119,722 2 119,722
UNITEDGLOBALCOM INC CL A COM 913247508 57,817.60 770,260 SH SOLE 3 549,860 0 6,100
UNITEDGLOBALCOM INC CL A COM 913247508 1,065.90 14,200 SH OTH 3 3,700 0 0
UNITEDGLOBALCOM INC CL-A COM 913247508 5,650.03 75,271 2 75,271
UNITEDGLOBALCOM INC CL-A COM 913247508 57,050.13 760,035 2 760,035
UNITRIN INC COM 913275103 496.90 12,500 SH OTH 3 0 0 12,500
UNITRIN INC COM 913275103 545.53 13,724 2 13,724
UNITS BARCLAYS BK PLC ADNR 8% PRF 06738C836 344.06 15,000 2 15,000
UNIVERSAL ACCESS INC CMN COM 913363107 584.58 17,450 SH SOLE 4 17,450
UNIVERSAL AMERICAN FINANCIAL COM 913377107 42.63 11,000 2 11,000
UNIVERSAL CORP (HLDG CO COM 913456109 1,376.70 91,400 SH SOLE 3 91,400 0 0
UNIVERSAL CORP (HLDG CO COM 913456109 557.30 37,000 SH OTH 3 0 0 37,000
UNIVERSAL CORPORATION (HLDG CO COM 913456109 602.50 40,000 2 40,000
UNIVERSAL FOODS CORP COM 913538104 1,714.30 80,200 SH SOLE 3 59,200 0 21,000
UNIVERSAL FOREST PRODUCTS INC COM 913543104 1.20 100 SH SOLE 3 100 0 0
UNIVERSAL HEALTH RLTY INCM SBI COM 91359E105 464.63 29,500 2 29,500
UNIVISION COMMUNICATIONS INC. COM 914906102 1,570.70 13,900 SH SHD 1 13,900 0 0
UNIVISION COMMUNICATIONS INC. COM 914906102 129,038.10 1,141,930 SH SOLE 3 686,230 0 311,000
UNIVISION COMMUNICATIONS INC. COM 914906102 3,853.30 34,100 SH OTH 3 0 0 34,100
UNIVISION COMMUNICATIONS INC. COM 914906102 452.00 4,000 2 4,000
UNIVISION COMMUNICATIONS INC. COM 914906102 5,515.42 48,809 2 48,809
UNIVRSL HEALTH SVC CL B COM 913903100 17,115.70 349,300 SH SOLE 3 256,600 0 92,700
UNIVRSL HEALTH SVC CL B COM 913903100 1,234.80 25,200 SH OTH 3 0 0 25,200
UNOCAL CORP COM 915289102 13,743.00 461,948 SH SOLE 3 430,048 0 29,000
UNOCAL CORP COM 915289102 74.40 2,500 SH OTH 3 2,500 0 0
UNOCAL CORP COM 915289102 15,291.20 513,990 2 513,990
UNOCAL CORP COM 915289102 3,436.10 115,499 2 115,499
UNOVA INC COM 91529B106 7,534.40 558,100 SH SOLE 3 552,100 0 0
UNUMPROVIDENT CORP COM 91529Y106 840.80 49,643 SH SOLE 3 49,643 0 0
UNUMPROVIDENT CORP COM 91529Y106 913.95 53,960 2 53,960
URBAN SHOPPING CENTERS COM 917060105 1,610.10 55,400 SH SOLE 3 55,400 0 0
URS CORP (NEW) COM 903236107 9,897.60 754,100 SH SOLE 3 615,900 0 138,200
URUS TELECOM CORP COM 917287104 407.81 25,000 2 25,000
US AIRWAYS GRP INC COM 911905107 222.50 8,000 2 8,000
US BANCORP COM 902973106 1,168.40 53,411 SH SOLE 3 46,611 0 6,800
US LEC CORP - CL A COM 90331S109 1,733.10 43,600 SH SOLE 3 40,300 0 3,300
US LEC CORP CL-A COM 90331S109 477.00 12,000 2 12,000
US ONCOLOGY INC COM 90338W103 124.44 27,653 2 27,653
US ONCOLOGY INC COM 90338W103 72.00 16,000 2 16,000
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USA NETWORKS INC COM 902984103 2,589.50 114,770 SH SOLE 3 112,970 0 1,800
USA NETWORKS INC COM 902984103 139.90 6,200 SH OTH 3 6,200 0 0
USA NETWORKS INC COM 902984103 1,983.24 87,900 SH SOLE 4 87,900
USA NETWORKS INC COM 902984103 5,132.97 227,500 2 227,500
USA NETWORKS INC COM 902984103 1,670.26 74,028 2 74,028
USAIR GRP INC COM 911905107 2.80 100 SH SOLE 3 100 0 0
USEC INC COM 90333E108 1,111.50 234,000 SH SOLE 3 203,600 0 30,400
USFREIGHTWAYS CORP COM 916906100 3,549.10 94,800 SH SOLE 3 90,500 0 4,300
USFS HAWTHORN INC COM 902956309 236.18 47,235 2 47,235
USG CORP (NEW) COM 903293405 226.50 5,400 SH SHD 1 5,400 0 0
USG CORP (NEW) COM 903293405 12,156.50 289,871 SH SOLE 3 254,071 0 35,800
USG CORP (NEW) COM 903293405 6,454.20 153,900 SH OTH 3 6,000 0 57,000
USINTERNETWORKING INC COM 917311805 1,054.12 27,203 2 27,203
UST INC COM 902911106 232.80 14,900 SH SHD 1 14,900 0 0
UST INC COM 902911106 9,143.80 585,200 SH SOLE 3 583,900 0 1,300
UST INC COM 902911106 2,917.20 186,700 SH OTH 3 7,700 0 38,900
USX-MARATHON GRP COM 902905827 549.90 21,100 SH SHD 1 21,100 0 0
USX-MARATHON GRP COM 902905827 29,328.10 1,125,300 SH SOLE 3 994,800 0 117,000
USX-MARATHON GRP COM 902905827 1,256.20 48,200 SH OTH 3 2,200 0 0
USX-U S STEEL GRP COM 90337T101 160.00 6,400 SH SOLE 3 1,400 0 5,000
UTI ENERGY CORP COM 903387108 1,823.30 48,300 SH SOLE 3 46,200 0 2,100
UTILICORP UNITED INC (MISSOURI) COM 918005109 1,069.30 59,200 SH SOLE 3 36,600 0 22,600
VALASSIS COMMUNICATIONS INC COM 918866104 150,840.90 4,528,058 SH SOLE 3 2,963,688 0 1,555,280
VALASSIS COMMUNICATIONS INC COM 918866104 5,443.80 163,416 SH OTH 3 33,760 0 118,100
VALASSIS COMMUNICATIONS INC COM 918866104 249.84 7,500 2 7,500
VALENTIS INC COM 91913E104 136.90 12,035 2 12,035
VALERO ENERGY CORP COM 91913Y100 12,517.40 407,900 SH SOLE 3 401,800 0 2,900
VALLEY MEDIA INC COM 91972C106 287.50 50,000 2 50,000
VALLEY NATL BANCORP COM 919794107 1,360.90 50,639 SH SOLE 3 24,266 0 26,373
VALLEY NATL BANCORP COM 919794107 655.80 24,402 2 24,402
VALMONT INDS INC COM 920253101 100.00 5,800 SH SOLE 3 0 0 0
VALUE AMERICA INC COM 92038N102 134.49 41,381 2 41,381
VALUE CITY DEPT STORES,INC COM 920387107 967.10 69,700 SH SOLE 3 67,300 0 2,400
VALUECLICK INC ORD CMN COM 92046N102 219.84 10,500 SH SOLE 4 10,500
VALUEVISION INTL INC COM 92047K107 4,360.90 105,400 SH SOLE 3 101,900 0 3,500
VALUEVISION INTL INC COM 92047K107 3,186.37 77,012 2 77,012
VARCO INTL CO COM 922126107 1,032.70 81,800 SH SOLE 3 57,600 0 24,200
VARCO INTL CO COM 922126107 695.60 55,100 SH OTH 3 0 0 55,100
VARIAN INC COM 922206107 629.40 16,400 SH SOLE 3 16,400 0 0
VARIAN MEDICAL SYSTEMS COM 92220P105 6,492.40 142,300 SH SOLE 3 137,700 0 2,100
VARIAN SEMICONDUCTOR EQUIPMENT COM 922207105 3,594.80 56,500 SH SOLE 3 55,800 0 700
VASOMEDICAL INC COM 922321104 180.14 30,500 2 30,500
VASTAR RESOURCES, INC. COM 922380100 1,486.25 20,000 2 20,000
VASTAR RESOURCES, INC. COM 922380100 521.30 7,015 2 7,015
VEBA AG - SPONSORED ADR COM 92239H102 357.35 7,050 2 7,050
VEBA AG - SPONSORED ADR COM 92239H102 253.44 5,000 2 5,000
VECTREN CORP COM 92240G101 1,586.50 83,500 SH SOLE 3 80,400 0 0
VEECO INSTRUMENTS INC COM 922417100 444.00 6,000 2 6,000
VENATOR GRP COM 922944103 4,509.00 504,500 SH SOLE 3 493,000 0 0
VENTANA MEDICAL SYSTEMS INC COM 92276H106 38.90 900 SH SOLE 3 900 0 0
VENTIV HEALTH INC COM 922793104 2,286.20 227,203 SH SOLE 3 227,203 0 0
VENTRO CORP COM 922815105 26,448.86 467,088 2 467,088
VERIO INC COM 923433106 309.40 6,866 2 6,866
VERIO INC COM 923433106 690.99 15,334 2 15,334
VERIO INC. COM 923433106 5,770.20 128,048 SH SOLE 3 126,648 0 700
VERISIGN INC COM 92343E102 98,178.10 656,710 SH SOLE 3 529,470 0 11,230
VERISIGN INC COM 92343E102 767.10 5,131 SH OTH 3 1,770 0 2,800
VERISIGN INC COM 92343E102 1,137.99 7,612 2 7,612
VERITAS DGC INC COM 92343P107 2,317.50 82,400 SH SOLE 3 78,500 0 3,900
VERITAS SOFTWARE CO COM 923436109 1,670.20 12,750 SH SHD 1 12,750 0 0
VERITAS SOFTWARE CO COM 923436109 208,116.40 1,588,675 SH SOLE 3 1,502,575 0 30,925
VERITAS SOFTWARE CO COM 923436109 9,012.80 68,800 SH OTH 3 8,625 0 23,725
VERITAS SOFTWARE CO COM 923436109 5,452.22 41,620 2 41,620
VERITAS SOFTWARE CO COM 923436109 8,462.60 64,600 2 64,600
VERITAS SOFTWARE CO CLL 923436109 206.25 10,000 CALL 2 10,000
VERITY INC COM 92343C106 1,018.80 25,000 SH SOLE 3 22,500 0 2,500
VERTEX PHARMACEUTICALS INC COM 92532F100 3,011.10 64,323 SH SOLE 3 61,623 0 2,700
VERTICAL NET INC COM 92532L107 6,024.80 44,300 SH SOLE 3 41,300 0 3,000
VERTICALNET INC COM 92532L107 843.20 6,200 2 6200
VERTICALNET INC COM 92532L107 714.00 5,250 2 5,250
VF CORP COM 918204108 2.40 100 SH SOLE 3 100 0 0
VIACOM INC CL-A CMN COM 925524100 277.90 5,200 SH SOLE 3 0 0 5,200
VIACOM INC CL-A COMMON COM 925524100 1,671.53 31,280 2 31,280
VIACOM INC CL-A COMMON COM 925524100 1,707.86 31,960 2 31,960
VIACOM INC CL-B CMN COM 925524308 1,645.80 31,200 SH SHD 1 31,200 0 0
VIACOM INC CL-B CMN COM 925524308 58,777.40 1,114,264 SH SOLE 3 1,038,364 0 69,300
VIACOM INC CL-B CMN COM 925524308 15,724.80 298,100 SH OTH 3 47,900 0 0
VIACOM INC CL-B COMMON COM 925524308 2,466.91 46,766 2 46,766
VIACOM INC CL-B COMMON COM 925524308 28,627.90 542,709 2 542,709
VIAD CORP COM 92552R109 812.10 35,500 SH SOLE 3 21,100 0 14,400
VIAD CORP COM 92552R109 775.50 33,900 SH OTH 3 0 0 33,900
VIANT CORP COM 92553N107 87.10 2,600 SH SOLE 3 2,600 0 0
VIANT CORPORATION COM 92553N107 5,055.15 150,900 2 150,900
VIANT CORPORATION COM 92553N107 16,277.85 485,906 2 485,906
VIASOFT INC COM 92552U102 346.11 53,765 2 53,765
VIATEL INC COM 925529208 3,272.20 65,200 SH SOLE 3 62,400 0 2,800
VIATEL INC COM 925529208 1,115.42 22,225 2 22,225
VICAL INC COM 925602104 77.00 2,300 SH SOLE 3 300 0 2,000
VICAL INC COM 925602104 2,665.76 79,575 2 79,575
VICINITY CORP COM 925653107 521.20 15,000 SH SOLE 3 15,000 0 0
VICINITY CORP COM 925653107 208.50 6,000 SH OTH 3 0 0 6,000
VICINITY CORPORATION COM 925653107 278.00 8,000 2 8,000
VICOR CORP COM 925815102 883.80 49,100 SH SOLE 3 43,600 0 5,500
VICOR CORP COM 925815102 363.60 20,200 2 20,200
VIDESH SANCHAR LIMITED - GDR COM 5718535 1,335.80 49,900 SH SOLE 3 49,900 0 0
VIDESH SANCHAR LIMITED - GDR COM 5718535 7,866.40 293,850 SH OTH 3 43,200 0 15,800
VIEWCAST.COM INC COM 926713108 117.88 20,500 2 20,500
VIGNETTE CORP COM 926734104 10,784.80 67,300 SH SOLE 3 66,600 0 300
VIGNETTE CORPORATION COM 926734104 276.91 1,728 2 1,728
VIGNETTE CORPORATION COM 926734104 5,048.68 31,505 2 31,505
VINTAGE PETROLEUM INC. COM 927460105 762.70 37,900 SH SOLE 3 37,900 0 0
VIROPHARMA INC COM 928241108 275.91 4,500 2 4,500
VISHAY INTERTECHNOLOGY COM 928298108 400.50 7,200 SH SHD 1 7,200 0 0
VISHAY INTERTECHNOLOGY COM 928298108 73,569.70 1,322,601 SH SOLE 3 1,284,526 0 33,800
VISHAY INTERTECHNOLOGY COM 928298108 12,211.10 219,525 SH OTH 3 7,900 0 74,325
VISUAL NETWORKS INC COM 928444108 3,359.60 59,200 SH SOLE 3 57,100 0 2,100
VISX, INC. COM 92844S105 85.80 4,700 SH SOLE 3 0 0 4,700
VISX, INC. COM 92844S105 1,558.55 85,400 2 85,400
VITESSE SEMICONDUCTOR CORP COM 928497106 2,839.40 29,500 SH SOLE 3 14,900 0 14,600
VITESSE SEMICONDUCTOR CORP COM 928497106 6,169.60 64,100 SH OTH 3 0 0 64,100
VITESSE SEMICONDUCTOR CORP COM 928497106 1,180.41 12,264 2 12,264
VITRIA TECHNOLOGY INC COM 92849Q104 287.32 2,850 2 2,850
VITRO S.A. ADS COM 928502301 5,635.88 1,186,500 2 1,186,500
VITRO S.A. ADS COM 928502301 497.33 104,700 2 104,700
VIXEL CORPORATION COM 928552108 358.33 22,222 2 22,222
VLASIC FOODS COM 928559103 361.00 152,000 SH SOLE 3 152,000 0 0
VODAFONE AIRTOUCH PLC SPON COM 92857T107 47,234.79 850,120 2 850,120
VODAFONE AIRTOUCH PLC SPON COM 92857T107 97,810.28 1,760,365 2 1,760,365
VODAFONE AIRTOUCH PLC-SP ADR COM 92857T107 195,404.40 3,516,840 SH SOLE 3 2,384,000 0 554,270
VODAFONE AIRTOUCH PLC-SP ADR COM 92857T107 601.20 10,820 SH OTH 3 8,520 0 1,100
VOICESTREAM WIRELESS CORP COM 928615103 46,507.00 361,045 SH SOLE 3 358,757 0 2,288
VOICESTREAM WIRELESS CORP COM 928615103 2,441.00 18,950 2 18,950
VOICESTREAM WIRELESS CORP COM 928615103 1,288,940.38 10,006,330 2 0 0 10,006,330
VORNADO REALTY TRUST COM 929042109 5,264.50 157,150 SH SOLE 3 130,450 0 26,700
VORNADO REALTY TRUST COM 929042109 4,231.49 126,313 2 126,313
VORNADO REALTY TRUST PRF 929042208 3,330.04 71,135 2 71,135
VORNADO REALTY TRUST COM 929042109 12,160.70 363,006 2 363,006
VORNADO REALTY TRUST PRF 929042208 5,903.45 126,107 2 126,107
VOXWARE INC COM 92906L105 2,557.50 248,000 2 248,000
VSI HOLDINGS INC COM 918322108 796.88 250,000 2 250,000
VSI HOLDINGS INC COM 918322108 79.69 25,000 2 25,000
VULCAN MATERIALS CO COM 929160109 4,269.70 93,200 SH SOLE 3 93,200 0 0
VULCAN MATERIALS CO COM 929160109 1,666.57 36,378 2 36,378
W.H.BRADY CO CL A NON-VOTING COM 104674106 595.70 19,100 SH SOLE 3 16,600 0 2,500
W.R. GRACE & CO. (NEW) COM 38388F108 941.20 73,100 SH SOLE 3 65,200 0 7,900
W/I ATLANTIC RICHFIELD COM 488251030 101.20 1,191 SH OTH 3 0 0 0
W/I CHRIS CRAFT INDS INC. COM 170520100 0.00 1,721 SH SOLE 3 1,451 0 270
W/I CHRIS CRAFT INDS INC. COM 170520100 0.00 503 SH OTH 3 24 0 479
WABASH NATIONAL CORP. COM 929566107 530.10 37,200 SH SOLE 3 33,800 0 3,400
WACHOVIA CORP NEW COM 929771103 7,432.60 110,011 SH SOLE 3 110,011 0 0
WACHOVIA CORP NEW COM 929771103 1,391.80 20,600 SH OTH 3 1,300 0 0
WACHOVIA CORP NEW COM 929771103 405.38 6,000 2 6,000
WACKENHUT CORP. SER-A COM 929794105 1,271.10 91,200 SH SOLE 3 81,700 0 9,500
WADDELL & REED FINANCIAL CLASS B COM 930059209 6,610.20 169,493 SH SOLE 3 169,493 0 0
WADDELL & REED FINANCIAL-A COM 930059100 1,534.40 36,263 SH SOLE 3 30,163 0 6,100
WADDELL & REED FINANCIAL-A COM 930059100 677.00 16,000 SH OTH 3 0 0 16,000
WAL MART STORES INC COM 931142103 5,260.10 93,100 SH SHD 1 93,100 0 0
WAL MART STORES INC COM 931142103 663,727.50 11,747,389 SH SOLE 3 9,771,219 0 1,933,830
WAL MART STORES INC COM 931142103 86,828.70 1,536,791 SH OTH 3 178,250 0 36,600
WAL MART STORES INC COM 931142103 9,302.44 164,645 SH SOLE 4 164,645
WAL MART STORES INC COM 931142103 150,761.78 2,668,350 2 2,668,350
WAL MART STORES INC COM 931142103 230,143.60 4,073,338 2 4,073,338
WALGREEN CO COM 931422109 179,957.40 6,988,636 SH SOLE 3 4,993,666 0 1,974,830
WALGREEN CO COM 931422109 6,631.70 257,543 SH OTH 3 83,366 0 56,200
WALGREEN CO COM 931422109 8,079.53 313,768 2 313768
WALGREEN CO CLL 931422109 1.78 14,200 CALL 2 14200
WALGREEN CO COM 931422109 1,501.12 58,296 2 58,296
WALLACE COMPUTER SVCS. COM 932270101 291.80 24,700 SH SOLE 3 0 0 24,700
WALLACE COMPUTER SVCS. COM 932270101 624.90 52,900 SH OTH 3 0 0 52,900
WALT DISNEY CO (HOLDING CO) COM 254687106 222.80 5,400 SH SHD 1 5,400 0 0
WALT DISNEY CO (HOLDING CO) COM 254687106 228,399.00 5,536,945 SH SOLE 3 3,539,575 0 1,835,780
WALT DISNEY CO (HOLDING CO) COM 254687106 23,144.90 561,089 SH OTH 3 73,830 0 13,700
WALTER INDS INC (NEW) COM 93317Q105 36.40 4,700 SH SOLE 3 0 0 4,700
WALTER INDS INC (NEW) COM 93317Q105 232.50 30,000 2 30,000
WARNER LAMBERT CO COM 934488107 1,035.50 10,600 SH SHD 1 10,600 0 0
WARNER LAMBERT CO COM 934488107 439,361.50 4,497,623 SH SOLE 3 3,622,033 0 859,530
WARNER LAMBERT CO COM 934488107 30,409.90 311,298 SH OTH 3 51,600 0 22,100
WARNER LAMBERT CO COM 934488107 8,338.02 85,354 2 85354
WARNER LAMBERT CO COM 934488107 14,459.90 148,022 2 148,022
WASAU MOSINEE PAPER CORP COM 943315101 590.00 45,600 SH SOLE 3 36,300 0 9,300
WASHINGTON FEDERAL INC COM 938824109 91.50 4,800 SH SOLE 3 0 0 4,800
WASHINGTON GAS LIGHT CO. COM 938837101 1,750.90 64,400 SH SOLE 3 64,400 0 0
WASHINGTON GAS LIGHT CO. COM 938837101 660.70 24,300 SH OTH 3 0 0 24,300
WASHINGTON MUTUAL INC COM 939322103 2,063.20 77,855 SH SOLE 3 76,955 0 900
WASHINGTON MUTUAL INC COM 939322103 4,149.90 156,600 SH OTH 3 11,800 0 0
WASHINGTON MUTUAL INC COM 939322103 380.59 14,362 2 14,362
WASHINGTON POST CO CL B COM 939640108 158.50 293 SH SOLE 3 293 0 0
WASHINGTON POST CO CL B COM 939640108 2,650.90 4,900 2 4,900
WASTE CONNECTIONS INC COM 941053100 15,414.50 1,271,300 SH SOLE 3 988,500 0 282,800
WASTE INDUSTRIES INC COM 941058109 11,346.50 1,031,500 SH SOLE 3 777,000 0 254,500
WASTE MANAGEMENT INC COM 94106L109 3,363.57 245,740 2 245,740
WASTE MANAGEMENT INC SUB NT CNV 94106LAA7 211.35 240,000 2 240,000
WASTE MANAGEMENT INC. COM 94106L109 7,843.10 573,009 SH SOLE 3 541,509 0 31,500
WASTE MANAGEMENT INC. COM 94106L109 1,174.40 85,800 SH OTH 3 3,500 0 0
WATER PIK TECHNOLOGIES INC COM 94113U100 19.30 2,666 SH SOLE 3 2,666 0 0
WATERS CORP COM 941848103 590.50 6,200 SH SOLE 3 4,100 0 2,100
WATERS CORP COM 941848103 885.80 9,300 SH OTH 3 0 0 9,300
WATERS CORPORATION COM 941848103 15,959.99 167,559 2 167,559
WATSCO INC COM 942622200 11,236.90 1,076,590 SH SOLE 3 783,353 0 293,237
WATSCO INC COM 942622200 140.51 13,462 2 13,462
WATSON PHARMACEUTICALS INC COM 942683103 3,872.80 97,582 SH SOLE 3 97,582 0 0
WATSON PHARMACEUTICALS INC COM 942683103 1,984.38 50,000 2 50,000
WATSON PHARMACEUTICALS INC COM 942683103 381.71 9,618 2 9,618
WATTS INDUSTRIES,INC CL A COM 942749102 1,218.90 98,500 SH SOLE 3 94,300 0 4,200
WAVE SYSTEMS CORP CL-A COM 943526103 4.00 100 SH SOLE 3 100 0 0
WAVO CORP COM 944027101 65.70 14,700 SH SOLE 3 12,000 0 2,700
WEATHERFORD INTERNATIONAL COM 947074100 2,158.70 36,900 SH SOLE 3 28,400 0 8,500
WEATHERFORD INTERNATIONAL COM 947074100 1,012.00 17,300 SH OTH 3 0 0 17,300
WEB STREET INC COM 947336103 97.80 11,765 2 11765
WEBLINK WIRELESS INC COM 94769A101 53.50 4,000 SH SOLE 3 0 0 4,000
WEBSTER FINANCIAL CORP COM 947890109 315.10 13,700 SH SOLE 3 6,700 0 7,000
WEBTRENDS CORP COM 94844D104 626.40 8,700 SH SOLE 3 8,700 0 0
WEBTV NETWORKS CLASS-A COM 947903100 7,369.90 17,341 SH SOLE 3 17,341 0 0
WEBVAN GRP, INC. COM 94845V103 2,137.89 278,100 2 278,100
WEBVAN GRP, INC. COM 94845V103 2,007.68 261,161 2 261,161
WEIDER NUTRITION INTL INC COM 948603105 154.11 43,260 2 43,260
WEINGARTEN REALTY INVS (SBI) COM 948741103 242.60 6,600 SH SOLE 3 0 0 6,600
WEIS MARKETS INC. COM 948849104 20.40 600 SH SOLE 3 600 0 0
WELLMAN, INC COM 949702104 261.50 13,200 SH SOLE 3 8,400 0 4,800
WELLMAN, INC COM 949702104 459.60 23,200 SH OTH 3 0 0 23,200
WELLPOINT HEALTH NETWORKS INC COM 94973H108 321.40 4,600 SH SHD 1 4,600 0 0
WELLPOINT HEALTH NETWORKS INC COM 94973H108 22,346.20 319,802 SH SOLE 3 318,502 0 1,300
WELLPOINT HEALTH NETWORKS INC COM 94973H108 118.80 1,700 SH OTH 3 1,700 0 0
WELLS FARGO & CO (NEW) COM 949746101 2,613.66 64,139 2 64,139
WELLS FARGO & CO (NEW) COM 949746101 17,911.05 439,535 2 439,535
WELLS FARGO & CO. (NEW) COM 949746101 1,389.60 34,100 SH SHD 1 34,100 0 0
WELLS FARGO & CO. (NEW) COM 949746101 164,018.70 4,024,998 SH SOLE 3 3,753,598 0 258,850
WELLS FARGO & CO. (NEW) COM 949746101 38,127.40 935,641 SH OTH 3 110,830 0 8,500
WENDYS INTL INC COM 950590109 18.20 900 SH SOLE 3 900 0 0
WENDYS INTL INC COM 950590109 1,065.90 52,800 SH OTH 3 0 0 0
WERNER ENTERPRISES INC COM 950755108 460.70 27,100 SH SOLE 3 24,500 0 2,600
WESBANCO INC COM 950810101 29.00 1,500 SH SOLE 3 0 0 1,500
WESCO INTERNATIONAL INC. COM 95082P105 1,736.00 224,000 2 224,000
WESLEY JESSEN VISIONCARE COM 951018100 129.40 3,600 SH SOLE 3 100 0 3,500
WEST COAST BANCORP ORE COM 952145100 79.10 8,060 SH SOLE 3 0 0 8,060
WEST PHARAMCEUTICAL SVCS COM 955306105 1,025.20 40,500 SH SOLE 3 39,100 0 1,400
WEST TELESVCS COM 956188106 600.00 23,300 SH SOLE 3 20,800 0 2,500
WESTAMERICA BANCORP COM 957090103 16.60 600 SH SOLE 3 600 0 0
WESTERN DIGITAL CORP COM 958102105 388.24 52,200 2 52,200
WESTERN GAS RESOURCES INC COM 958259103 1,446.20 91,100 SH SOLE 3 87,000 0 4,100
WESTERN RESOURCES INC. COM 959425109 390.60 24,700 SH SOLE 3 24,700 0 0
WESTERN WIRELESS CORP. COM 95988E204 6,894.80 150,500 SH SOLE 3 150,500 0 0
WESTERN WIRELESS CORP. COM 95988E204 2,306.16 50,339 2 50,339
WESTERN WIRELESS CORP. COM 95988E204 193,781.33 4,229,879 2 4,229,879
WESTFIELD AMERICA COM 959910100 879.53 64,850 2 64,850
WESTFIELD AMERICA COM 959910100 518.63 38,240 2 38,240
WESTINGHOUSE AIR BRAKE CO COM 960386100 133.47 12,562 2 12,562
WESTPOINT STEVENS INC COM 961238102 182.40 9,600 SH SOLE 3 9,600 0 0
WESTVACO COM 961548104 2,778.90 83,262 SH SOLE 3 68,162 0 15,100
WESTVACO COM 961548104 3,481.00 104,300 SH OTH 3 2,400 0 29,600
WESTWOOD ONE INC COM 961815107 157,303.20 4,339,400 SH SOLE 3 3,785,600 0 45,400
WESTWOOD ONE INC COM 961815107 445.90 12,300 SH OTH 3 0 0 12,300
WESTWOOD ONE INC COM 961815107 554.63 15,300 2 15,300
WESTWOOD ONE INC COM 961815107 71,950.05 1,984,829 2 1,984,829
WEYERHAEUSER CO COM 962166104 25,371.30 445,110 SH SOLE 3 439,310 0 5,800
WEYERHAEUSER CO COM 962166104 5,296.00 92,912 SH OTH 3 22,112 0 0
WEYERHAEUSER CO COM 962166104 855.00 15,000 2 15,000
WEYERHAEUSER CO COM 962166104 573.25 10,057 2 10,057
WFS FINANCIAL INC COM 92923B106 33.00 1,700 SH SOLE 3 0 0 1,700
WHIRLPOOL CORP. COM 963320106 1,149.00 19,600 SH SHD 1 19,600 0 0
WHIRLPOOL CORP. COM 963320106 88,183.70 1,504,200 SH SOLE 3 1,418,600 0 73,100
WHIRLPOOL CORP. COM 963320106 11,314.60 193,000 SH OTH 3 25,000 0 35,100
WHITEHALL JEWELLERS INC COM 965063100 1,225.50 52,150 SH SOLE 3 48,150 0 4,000
WHITMAN CORP COM 96647R107 1,665.90 119,525 SH SOLE 3 119,525 0 0
WHITMAN CORP (NEW) COM 96647R107 143.00 10,260 2 10,260
WHITNEY HLDG CORP COM 966612103 362.10 11,100 SH SOLE 3 7,500 0 3,600
WHOLE FOODS MARKET INC COM 966837106 1,272.10 30,700 SH SOLE 3 27,300 0 3,400
WICOR INC COM 929253102 40.30 1,300 SH SOLE 3 0 0 1,300
WILD OATS MARKETS INC COM 96808B107 43.00 2,100 SH SOLE 3 2,100 0 0
WILEY JOHN & SONS CL-A COM 968223206 5,227.20 290,400 SH SOLE 3 216,000 0 74,400
WILEY JOHN & SONS CL-A COM 968223206 720.00 40,000 2 40,000
WILLAMETTE INDUSTRIES COM 969133107 8,213.60 204,700 SH SOLE 3 187,900 0 15,000
WILLIAMS COMMUNICATIONS COM 969455104 1,283.91 24,750 2 24,750
WILLIAMS COMPANIES COM 969457100 1,159.95 26,400 SH SOLE 4 26,400
WILLIAMS COMPANIES COM 969457100 27,574.30 627,580 2 627,580
WILLIAMS COMPANIES COM 969457100 62,094.14 1,413,238 2 1,413,238
WILLIAMS COS COM 969457100 30.80 700 SH SOLE 3 500 0 200
WILLIAMS-SONOMA INC COM 969904101 7,750.00 250,000 SH SOLE 3 250,000 0 0
WILLIAMS-SONOMA INC COM 969904101 12,956.39 417,948 2 417,948
WILLIAMS-SONOMA INC CLL 969904101 197.50 20,000 CALL 2 20,000
WILMINGTON TRUST CORP (NEW) COM 971807102 393.90 8,100 SH SOLE 3 0 0 8,100
WIND RIVER SYSTEMS LTD COM 973149107 939.50 25,916 SH SOLE 3 20,968 0 4,948
WIND RIVER SYSTEMS LTD COM 973149107 456.71 12,599 2 12,599
WINDMERE-DURABLE HOLDINGS INC COM 973411101 62.00 4,200 SH SOLE 3 1,400 0 2,800
WINN-DIXIE STORES INC. COM 974280109 13.60 700 SH SOLE 3 0 0 700
WINNEBAGO INDS INC COM 974637100 2,337.30 129,400 SH SOLE 3 121,800 0 7,600
WINSTAR COMMUNICATIONS INC COM 975515107 456.00 7,600 SH SOLE 3 7,600 0 0
WINSTAR COMMUNICATIONS INC COM 975515107 10,041.72 167,362 2 167,362
WINSTON HOTELS INC COM 97563A102 1,705.39 220,050 2 220,050
WIRELESS TELECOM GRP INC COM 976524108 64.75 14,000 2 14,000
WISCONSIN CENTRAL TRANSPORTATN COM 976592105 711.70 58,100 SH SOLE 3 55,200 0 2,900
WISCONSIN ENERGY CORP(HLDG CO) COM 976657106 239.20 12,000 SH SOLE 3 12,000 0 0
WISCONSIN ENERGY CORP(HLDG CO) COM 976657106 265.51 13,317 2 13,317
WIT CAPITAL GRP INC COM 97737K309 192.66 11,250 2 11,250
WITNESS SYSTEMS INC COM 977424100 11,423.40 376,080 SH SOLE 3 266,180 0 0
WITNESS SYSTEMS INC COM 977424100 404.00 13,300 SH OTH 3 0 0 13,300
WM WRIGLEY JR CO DEL COM 982526105 130,436.80 1,698,119 SH SOLE 3 1,221,879 0 470,960
WM WRIGLEY JR CO DEL COM 982526105 4,784.70 62,290 SH OTH 3 21,450 0 14,800
WMS INDS INC COM 929297109 261.70 26,500 SH SOLE 3 26,500 0 0
WOLVERINE TUBE INC COM 978093102 7,737.50 603,900 SH SOLE 3 497,100 0 98,800
WOODWARD GOVERNOR CO COM 980745103 66.70 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 1,437.40 80,685 SH SOLE 3 73,400 0 7,285
WORLD ACCESS INC COM 98141A101 195.30 10,211 SH OTH 3 0 0 10,211
WORLD ACCESS INC (NEW) COM 98141A101 525.94 27,500 2 27,500
WORLDGATE COMMUNICATIONS COM 98156L307 246.50 8,200 SH SOLE 3 7,500 0 700
WORLDPAGES COM INC COM 981922107 192.50 20,000 2 20,000
WORLDWIDE ENTERTAINMENT & COM 98157N104 19.50 12,000 2 12,000
WORTHINGTON INDUSTRIES COM 981811102 1,707.80 138,000 SH SOLE 3 126,400 0 11,600
WPP GRP PLC ADR COM 929309300 1,461.30 16,845 2 16,845
WPP GRP PLC ADR COM 929309300 958.76 11,052 2 11,052
WPS RESOURCES CORP COM 92931B106 140.10 5,400 SH SOLE 3 0 0 5,400
WTS/CEMEX S.A.DE CV WTS 151290871 115.63 33,036 2 33,036
WTS/CHICAGO PIZZA & BREWERY WTS 167889112 4.69 37,500 2 37,500
WTS/GOLDEN STATE BANCORP WTS 381197136 363.08 270,200 2 270,200
WTS/MAGNUM HUNTER RESOURCES WTS 55972F120 6.67 10,666 2 10,666
WTS/ORTEC INTERNATIONAL WT B WTS 68749B124 17.50 20,000 2 20,000
WYNDHAM INTERNATIONAL CL-A COM 983101106 843.93 450,098 2 450,098
WYNDHAM INTL COM 983101106 2,013.80 1,074,028 SH SOLE 3 1,074,028 0 0
XCEED INC/DE COM 98388N105 384.00 16,000 SH SOLE 3 14,100 0 1,900
XCELERA.COM INC COM G31611109 583.20 3,600 2 3,600
XEROX CORP COM 984121103 4,947.60 190,291 SH SOLE 3 189,791 0 500
XEROX CORP COM 984121103 67.60 2,600 SH OTH 3 2,600 0 0
XEROX CORPORATION COM 984121103 6,522.00 250,846 2 250,846
XEROX CORPORATION COM 984121103 9,519.20 366,123 2 366,123
XEROX CORPORATION CLL 984121103 108.75 20,000 CALL 2 20,000
XILINX INC COM 983919101 1,101.40 13,300 SH SHD 1 13,300 0 0
XILINX INC COM 983919101 72,301.10 873,070 SH SOLE 3 785,770 0 14,900
XILINX INC COM 983919101 9,879.50 119,300 SH OTH 3 25,300 0 0
XILINX INCORPORATED COM 983919101 1,019.26 12,308 2 12,308
XILINX INCORPORATED COM 983919101 941.58 11,370 2 11,370
XILINX INCORPORATED CLL 983919101 304.13 6,000 CALL 2 6,000
XILINX INCORPORATED CLL 983919101 367.88 6,000 CALL 2 6,000
XIRCOM COM 983922105 1,172.90 31,700 SH SOLE 3 29,100 0 2,600
XL CAPITAL LTD CL-A COM G98255105 4,104.40 74,120 2 74,120
XL CAPITAL LTD CL-A COM G98255105 1,817.41 32,820 2 32,820
XL CAPITAL LTD CL-A COM G98255105 43,546.90 786,400 SH SOLE 3 686,000 0 90,800
XOMA LTD COM G9825R107 100.75 13,000 2 13,000
XTRA CORP COM 984138107 566.20 14,900 SH SOLE 3 14,000 0 900
XYBERNAUT CORP COM 984149104 333.75 20,000 2 20,000
YAHOO! INC. COM 984332106 2,227.90 13,000 SH SHD 1 13,000 0 0
YAHOO! INC. COM 984332106 395,588.70 2,308,322 SH SOLE 3 1,810,762 0 334,760
YAHOO! INC. COM 984332106 32,203.10 187,910 SH OTH 3 21,410 0 2,400
YAHOO! INC. COM 984332106 25,054.68 146,198 2 146,198
YAHOO! INC. COM 984332106 1,137,426.16 6,637,060 2 6,637,060
YAHOO! INC. CMN COM 984332106 36,136.13 210,860 SH SOLE 4 210,860
YELLOW CORP COM 985509108 1,213.20 65,800 SH SOLE 3 61,700 0 4,100
YORK INTERNATIONAL CORP NEW COM 986670107 12,271.88 525,000 2 525,000
YOUNG & RUBICAM INC COM 987425105 1,621.50 34,500 SH SOLE 3 34,500 0 0
YOUNG & RUBICAM INC COM 987425105 376.00 8,000 SH OTH 3 0 0 8,000
YOUNG & RUBICAM INC COM 987425105 587.50 12,500 2 12,500
YOUNG BROADCASTING INC CL-A COM 987434107 197.64 10,402 2 10,402
YPF SOCIEDAD ANONIMA COM 984245100 532.50 15,000 2 15,000
Z TEL TECHNOLOGIES INC COM 988792107 958.27 22,816 2 22,816
ZALE CORP (NEW) COM 988858106 20,498.20 434,400 SH SOLE 3 424,900 0 7,600
ZALE CORP (NEW) COM 988858106 4,459.20 94,500 SH OTH 3 3,400 0 48,100
ZANY BRAINY INC COM 98906Q101 1,720.99 353,023 2 353,023
ZD NET GRP COM 989511209 303.90 14,300 SH SOLE 3 12,900 0 1,400
ZEBRA TECHNOLOGIES INC COM 989207105 3,475.00 69,500 SH SOLE 3 66,700 0 2,800
ZENITH NATIONAL INS CORP COM 989390109 6,603.00 297,600 SH SOLE 3 286,300 0 4,300
ZIFF DAVIS INC ZD COM 989511100 348.40 22,300 SH SOLE 3 18,200 0 4,100
ZIFF-DAVIS INC. COM 989511100 379.30 24,275 2 24,275
ZIFF-DAVIS INC.-ZDNET COM 989511209 1,241.11 58,405 2 58,405
ZIONS BANCORP COM 989701107 1,977.20 47,500 SH SOLE 3 35,600 0 11,900
ZIONS BANCORP COM 989701107 1,357.00 32,600 SH OTH 3 0 0 12,600
ZIONS BANCORP COM 989701107 2,210.29 53,100 2 53,100
ZIONS BANCORP COM 989701107 2,621.75 62,985 2 62,985
ZIXIT CORP COM 98974P100 7.30 100 SH SOLE 3 100 0 0
ZIXIT CORP COM 98974P100 364.06 5,000 2 5,000
ZOMAX INC /MN COM 989929104 952.00 15,800 SH SOLE 3 14,300 0 1,500
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