BARCLAYS GLOBAL INVESTORS NA /CA/
13F-HR, 2000-08-11
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UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

Form 13F

Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: June 30, 2000

Check here if Amendment [   ];	 Amendment Number: ____
This Amendment (Check only one.): 	[   ] is a restatement.
                                   	[   ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: BARCLAYS BANK PLC
Address: 54 Lombard Street
         London, England EC3P 3AH

Form 13F File Number: 	28-827

The institutional investment manager filing this report and the person
by whom it is signed hereby represent that the person signing the report
is authorized to submit it, that all information contained herein is
true, correct and complete, and that it is understood that all required
items, statements, schedules, lists, and tables, are considered
integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

Name: Vivien Lin
Title: Compliance Manager
Phone: 415-908-7715

Signature, Place, and Date of Signing:

Vivien Lin                   San Francisco,CA       August 14, 2000

Report Type (Check only one.):

[ X  ] 	13F HOLDINGS REPORT.
[    ] 	13F NOTICE.
[    ] 	13F COMBINATION REPORT.


List of Other Managers Reporting for this Manager:

I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.

<PAGE>
Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: June 30, 2000

Check here if Amendment [   ];	 Amendment Number: ____
This Amendment (Check only one.): 	[   ] is a restatement.
                                   	[   ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: BARCLAYS PLC
Address: 54 LOMBARD STREET
         LONDON, ENGLAND EC3P3AH
Form 13F File Number: 	28-826

The institutional investment manager filing this report and the person
by whom it is signed hereby represent that the person signing the report
is authorized to submit it, that all information contained herein is
true, correct and complete, and that it is understood that all required
items, statements, schedules, lists, and tables, are considered
integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

Name: Vivien Lin
Title: Compliance Manager
Phone: 415-908-7715

Signature, Place, and Date of Signing:

Vivien Lin                     San Francisco,CA        August 14, 2000

Report Type (Check only one.):

[    ] 	13F HOLDINGS REPORT.
[ X  ] 	13F NOTICE.
[    ] 	13F COMBINATION REPORT.


List of Other Managers Reporting for this Manager:
Form 13F File Number     Name
28-827                   Barclays Bank PLC
<PAGE>
Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: June 30, 2000

Check here if Amendment [   ];	 Amendment Number: ____
This Amendment (Check only one.): 	[   ] is a restatement.
                                   	[   ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: BARCLAYS FUNDS LIMITED
Address: Gredley House
         11 The Broadway
         Stratford E15 4BJ England

Form 13F File Number: 	28-4700

The institutional investment manager filing this report and the person
by whom it is signed hereby represent that the person signing the report
is authorized to submit it, that all information contained herein is
true, correct and complete, and that it is understood that all required
items, statements, schedules, lists, and tables, are considered
integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

Name: Trevor Schlosz
Title: Head of Relationship Monitoring Team
Phone: 181 522 4608

Signature, Place, and Date of Signing:

Trevor Schlosz			Stratford, England        July 11, 2000

Report Type (Check only one.):

[    ] 	13F HOLDINGS REPORT.
[  X ] 	13F NOTICE.
[    ] 	13F COMBINATION REPORT.


List of Other Managers Reporting for this Manager:
Form 13F File Number      Name
28-827                    Barclays Bank PLC
<PAGE>
Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: June 30, 2000

Check here if Amendment [   ];	 Amendment Number: ____
This Amendment (Check only one.): 	[   ] is a restatement.
                                   	[   ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: BARCLAYS GLOBAL INVESTORS, LTD
Address: Murray House
         1 Royal Mint Court
         LONDON, EC3 NHH

Form 13F File Number: 	28-1882

The institutional investment manager filing this report and the person
by whom it is signed hereby represent that the person signing the report
is authorized to submit it, that all information contained herein is
true, correct and complete, and that it is understood that all required
items, statements, schedules, lists, and tables, are considered
integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

Name: Paul Hecker
Title: Head of Compliance
Phone: 0171 668 8192

Signature, Place, and Date of Signing:

Paul Hecker                     London, England        July 6, 2000

Report Type (Check only one.):

[    ] 	13F HOLDINGS REPORT.
[ X  ] 	13F NOTICE.
[    ] 	13F COMBINATION REPORT.


List of Other Managers Reporting for this Manager:
Form 13F File Number       Name
28-827                     Barclays Bank PLC
<PAGE>
Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: June 30, 2000

Check here if Amendment [   ];	 Amendment Number: ____
This Amendment (Check only one.): 	[   ] is a restatement.
                                   	[   ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: BARCLAYS LIFE ASSURANCE COMPANY LIMITED
Address: Unicorn House 5th floor
         252 Romford Road, Forest Gate
         London E7 9JB England

Form 13F File Number: 	28-4912

The institutional investment manager filing this report and the person
by whom it is signed hereby represent that the person signing the report
is authorized to submit it, that all information contained herein is
true, correct and complete, and that it is understood that all required
items, statements, schedules, lists, and tables, are considered
integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

Name: Karen Gigg
Title: Investment Acounting Manager
Phone: 0181 522 2220

Signature, Place, and Date of Signing:

Karen Gigg                     London, England        July 10, 2000

Report Type (Check only one.):

[    ] 	13F HOLDINGS REPORT.
[ X  ] 	13F NOTICE.
[    ] 	13F COMBINATION REPORT.


List of Other Managers Reporting for this Manager:
Form 13F File Number          Name
28-827                        Barclays Bank PLC
<PAGE>
Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: June 30, 2000

Check here if Amendment [   ];	 Amendment Number: ____
This Amendment (Check only one.): 	[   ] is a restatement.
                                   	[   ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: BARCLAYS TRUST AND BANKING COMPANY (JAPAN) LIMITED
Address: Ebisu Prime Square Tower 8th Floor
         1-1-39 Hiroo Shibuya-Ku
         Tokyo 150-0012 Japan

Form 13F File Number: 	28-4910

The institutional investment manager filing this report and the person
by whom it is signed hereby represent that the person signing the report
is authorized to submit it, that all information contained herein is
true, correct and complete, and that it is understood that all required
items, statements, schedules, lists, and tables, are considered
integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

Name: Shunichi Fujita
Title: Principal, Investment Operations
Phone: 03 5469 4671

Signature, Place, and Date of Signing:

Shunichi Fujita                    Tokyo, Japan        July 7, 2000

Report Type (Check only one.):

[    ] 	13F HOLDINGS REPORT.
[  X ] 	13F NOTICE.
[    ] 	13F COMBINATION REPORT.


List of Other Managers Reporting for this Manager:
Form 13F File Number     Name
28-827                   Barclays Bank PLC
<PAGE>
Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: June 30, 2000

Check here if Amendment [   ];	 Amendment Number: ____
This Amendment (Check only one.): 	[   ] is a restatement.
                                   	[   ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: BARCLAYS GLOBAL INVESTORS, NA
Address: 45 Fremont Street
         San Francisco, CA  94105

Form 13F File Number: 	28-3946

The institutional investment manager filing this report and the person
by whom it is signed hereby represent that the person signing the report
is authorized to submit it, that all information contained herein is
true, correct and complete, and that it is understood that all required
items, statements, schedules, lists, and tables, are considered
integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

Name: Vivien Lin
Title: Compliance Manager
Phone: 415-908-7715

Signature, Place, and Date of Signing:

Vivien Lin                     San Francisco,CA        August 14, 2000

Report Type (Check only one.):

[    ] 	13F HOLDINGS REPORT.
[ X  ] 	13F NOTICE.
[    ] 	13F COMBINATION REPORT.


List of Other Managers Reporting for this Manager:
Form 13F File Number          Name
28-827                        Barclays Bank PLC
<PAGE>
Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: June 30, 2000

Check here if Amendment [   ];	 Amendment Number: ____
This Amendment (Check only one.): 	[   ] is a restatement.
                                   	[   ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: BARCLAYS GLOBAL FUND ADVISORS
Address: 45 Fremont Street
         San Francisco, CA   94105

Form 13F File Number: 	28-5480

The institutional investment manager filing this report and the person
by whom it is signed hereby represent that the person signing the report
is authorized to submit it, that all information contained herein is
true, correct and complete, and that it is understood that all required
items, statements, schedules, lists, and tables, are considered
integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

Name: Vivien Lin
Title: Compliance Manager
Phone: 415-908-7715

Signature, Place, and Date of Signing:

Vivien Lin                     San Francisco,CA        August 14, 2000

Report Type (Check only one.):

[    ] 	13F HOLDINGS REPORT.
[  X ] 	13F NOTICE.
[    ] 	13F COMBINATION REPORT.


List of Other Managers Reporting for this Manager:
Form 13F File Number          Name
28-827                        Barclays Bank PLC
<PAGE>
Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: June 30, 2000

Check here if Amendment [   ];	 Amendment Number: ____
This Amendment (Check only one.): 	[   ] is a restatement.
                                   	[   ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: BARCLAYS CAPITAL SECURITIES LIMITED
Address: 5 The North Colonnade
         Canary Warf, London
         England, E14 4BB

Form 13F File Number: 	*

The institutional investment manager filing this report and the person
by whom it is signed hereby represent that the person signing the report
is authorized to submit it, that all information contained herein is
true, correct and complete, and that it is understood that all required
items, statements, schedules, lists, and tables, are considered
integral parts of this form.

Person Signing this Report on Behalf of Reporting Manager:

Name: Tim Broome
Title: Director, Compliance
Phone: 0171 773 2209

Signature, Place, and Date of Signing:

Tim Broome            London, England        July 24, 2000

Report Type (Check only one.):

[    ] 	13F HOLDINGS REPORT.
[  X ] 	13F NOTICE.
[    ] 	13F COMBINATION REPORT.


List of Other Managers Reporting for this Manager:
Form 13F File Number          Name
28-827                        Barclays Bank PLC
*   File Number not yet available.
<PAGE>

						FORM 13F SUMMARY PAGE




Report Summary:

Number of Other Included Managers:              8
Form 13F Information Table Entry Total:		12,867
Form 13F Information Table Value Total:		$451,499,911
List of Other Included Managers:		(thousands)

No.    Form 13F File Number   NAME
1 	            28-826    Barclays PLC
2		    28-4700   Barclays Funds Limited
3		    28-1882   Barclays Global Investors LTD
4		    28-4912   Barclays Life Assurance Company LTD
5		    28-4910   Barclays Trust and Banking Company (Japan) LTD
6		    28-3946   Barclays Global Investors, NA
7		    28-5480   Barclays Global Fund Advisors
9                   *         Barclays Capital Securities LTD


		* File number not yet available




<PAGE>
FORM 13F INFORMATION TABLE
<TABLE>
<CAPTION>
                              CLASS                  VALUE SHARES       SH/ PUT/ INVSTMT OTHER            VOTING AUTHORITY
NAME OF ISSUER                TITLE CUSIP         (X$1000) PRN AMT      PRN CALL DSCRETN MGRS       SOLE      SHARED       NONE
----------------------------- ----- --------- ------------ ------------ --- ---- ------- -- ------------ ------------ ------------
<S>                            <C>  <C>       <C>          <C>          <C> <C>  <C>     <C><C>          <C>          <C>
ABERDEEN PROLIFIC INT'L TURKIS COM  000263450           60       390442 SH       D       4        390442            0            0
FLEMING POLAND FUND LIMITED    COM  000343051          114         7700 SH       D       2          7700            0            0
AAON INC COM                   COM  000360206         1975        80637 SH       D       6         80637            0            0
AAR CORP COM                   COM  000361105         7295       607948 SH       D       6        607948            0            0
AAR Corp.                      COM  000361105           58         4897 SH       D       7          4897            0            0
ABC BANCORP COM                COM  000400101          782        81295 SH       D       6         81295            0            0
F & C LATIN AMERICAN INVESTMEN COM  000505840         6004      2013300 SH       D       4       2013300            0            0
DAIMLERCHRYSLER (US LISTING)   COM  000710000         9654       120391 SH       D       3         87595            0        32796
DAIMLERCHRYSLER (US LISTING)   COM  000710000         1277        16211 SH       D       4         16211            0            0
ABC-NACO INC                   COM  000752105         1736       217087 SH       D       6        217087            0            0
ABC-NACO Inc.                  COM  000752105           29         3728 SH       D       7          3728            0            0
A.B. WATLEY GROUP INC COM      COM  000788109         1251        52126 SH       D       6         52126            0            0
A.C. MOORE ARTS & CRAFTS INC   COM  00086T103           12         2000 SH       D       7          2000            0            0
ADC TELECOMMUNICATIONS INC COM COM  000886101         1993        15700 SH       D       1         15700            0            0
ADC TELECOMMUNICATIONS INC COM COM  000886101         1104         8700 SH       D       2          8700            0            0
ADC TELECOMMUNICATIONS INC COM COM  000886101        60164       488604 SH       D       3        464204            0        24400
ADC TELECOMMUNICATIONS INC COM COM  000886101          939         7400 SH       D       4          7400            0            0
ADC TELECOMMUNICATIONS INC COM COM  000886101       769777      9177645 SH       D       6       8482299            0       695346
ADC TELECOMMUNICATIONS INC     COM  000886101        25216       300670 SH       D       7        228548            0        72122
ADC TELECOMMUNICATIONS INC     COM  000886101         1499        17882 SH       S       7         17882            0            0
ACTV INC COM                   COM  00088E104        14104       944222 SH       D       6        944222            0            0
ACTV Inc                       COM  00088E104          120         8066 SH       D       7          8066            0            0
ADE CORP MASS COM              COM  00089C107         2241       117202 SH       D       6        117202            0            0
ADE CORP                       COM  00089C107           30         1586 SH       D       7          1586            0            0
ABN AMRO HOLDING NV            COM  000937102         3124       127220 SH       D       7        127220            0            0
ABM INDUSTRIES COM             COM  000957100         9327       405536 SH       D       6        405536            0            0
ABM Industries Inc.            COM  000957100           83         3649 SH       D       7          3649            0            0
ACT MFG INC COM                COM  000973107         4675       100691 SH       D       6        100691            0            0
ACT MANUFACTURING INC          COM  000973107           34          734 SH       D       7           734            0            0
ACT NETWORKS INC COM           COM  000975102         2543       166114 SH       D       6        166114            0            0
ACT Networks Inc               COM  000975102           49         3250 SH       D       7          3250            0            0
AEP INDS INC COM               COM  001031103         1652        65439 SH       D       6         65439            0            0
AEP Industries Inc.            COM  001031103           18          722 SH       D       7           722            0            0
AFLAC INC                      COM  001055102           14          300 SH       D       1             0          300            0
AFLAC INC COM STOCK US$0.10    COM  001055102          260         3740 SH       D       2          3740            0            0
AFLAC INC COM STOCK US$0.10    COM  001055102        29729       425134 SH       D       3        393634            0        31500
AFLAC INC                      COM  001055102         4248        92476 SH       D       5         92476            0            0
AFLAC CORP COM                 COM  001055102       338468      7368029 SH       D       6       6828428            0       539601
AFLAC Incorporated             COM  001055102         9620       209431 SH       D       7        172645            0        36786
AFLAC CORP                     COM  001055102          649        14140 SH       S       7         14140            0            0
AGCO CORP COM                  COM  001084102        16380      1337154 SH       D       6       1337154            0            0
AGCO Corp.                     COM  001084102          135        11048 SH       D       7         11048            0            0
AGL RESOURCES INC COM          COM  001204106        18940      1188424 SH       D       6       1188424            0            0
AGL Resources Inc.             COM  001204106          148         9287 SH       D       7          9287            0            0
AG SERVICES COM                COM  001250109          922        60477 SH       D       6         60477            0            0
A G SERVICES OF AMERICA INC    COM  001250109           11          733 SH       D       7           733            0            0
AHL SERVICES INC COM           COM  001296102         1112       181669 SH       D       6        181669            0            0
AHL Services Inc.              COM  001296102           17         2927 SH       D       7          2927            0            0
AES CORP COM USD.01            COM  00130H105          442         6400 SH       D       2          6400            0            0
AES CORP COM USD.01            COM  00130H105        45263       669088 SH       D       3        647288            0        21800
AES CORPORATION                COM  00130H105         6835       149798 SH       D       5        149798            0            0
AES CORP COM                   COM  00130H105       476419     10442072 SH       D       6       9617204            0       824868
AES Corp                       COM  00130H105        14116       309405 SH       D       7        244711            0        64694
AES CORPORATION                COM  00130H105         1034        22682 SH       S       7         22682            0            0
AK STEEL HOLDING CORP COM STOC COM  001547108         1623       126580 SH       D       3        126580            0            0
AK STL HLDG COM                COM  001547108        16478      2059816 SH       D       6       2059816            0            0
AK STEEL HOLDING CORP          COM  001547108          201        25240 SH       D       7         15145            0        10095
AMBI INC COM                   COM  00163N102          617       201499 SH       D       6        201499            0            0
AMB PROPERTY CORP COM          COM  00163T109        26958      1181735 SH       D       6       1163003            0        18732
AMB PROPERTY CORP              COM  00163T109         1036        45449 SH       D       7          9022            0        36427
AMC ENTERTAINMENT INC        C COM  001669100         1317       270271 SH       D       6        270271            0            0
AMC Entertainment Inc.         COM  001669100           21         4455 SH       D       7          4455            0            0
AMFM INC                       COM  001693100          463       635600 SH       D       1        635600            0            0
AMFM INC CLASS 'A' ORD USD0.01 CLA  001693100          250         2400 SH       D       2          2400            0            0
AMFM INC CLASS 'A' ORD USD0.01 CLA  001693100        18615       186600 SH       D       3        184000            0         2600
AMFM INC                       COM  001693100         5179        75064 SH       D       5         75064            0            0
AMFM INCORPORATED COM          COM  001693100       177172      2567723 SH       D       6       2551156            0        16567
AMFM INC                       COM  001693100         4174        60501 SH       D       7         43615            0        16886
AMLI RESIDENTIAL PPT COM       COM  001735109         8281       351471 SH       D       6        349571            0         1900
AMLI Residential Properties    COM  001735109           89         3810 SH       D       7          3810            0            0
AMR CORP                       COM  001765106           87         3350 SH       D       1             0         3350            0
AMR CORP COM STOCK US$1        COM  001765106           89         2240 SH       D       2          2240            0            0
AMR CORP COM STOCK US$1        COM  001765106         9408       234104 SH       D       3        215104            0        19000
AMR CORP COM STOCK US$1        COM  001765106          480        12000 SH       D       4         12000            0            0
AMR CORP/DEL                   COM  001765106         1387        52491 SH       D       5         52491            0            0
AMR CORP COM                   COM  001765106       109406      4138302 SH       D       6       3833366            0       304936
AMR Corporation                COM  001765106         2984       112896 SH       D       7         94784            0        18112
AMR CORP - DEL                 COM  001765106          210         7946 SH       S       7          7946            0            0
APA OPTICS INC COM             COM  001853100          933        65510 SH       D       6         65510            0            0
APAC CUSTOMER SERVICES INC     COM  00185E106         7057       637929 SH       D       6        612629            0        25300
APAC TELESERVICES INC          COM  00185E106           43         3944 SH       D       7          3944            0            0
APS HOLDING CORP COM           COM  001937101            0         7100 SH       D       6          7100            0            0
ATI TECH COM                   COM  001941103            0       341300 SH       D       6        341300            0            0
ARM FINL GROUP INC COM         COM  001944107            0        12389 SH       D       6         12389            0            0
ARM FINANCIAL GROUP INC-CL A   COM  001944107            0         1057 SH       D       7          1057            0            0
AT & T CORP USD COM            COM  001957109         8034       213147 SH       D       1         72017       141130            0
AT & T CORP USD COM            COM  001957109         2939        61402 SH       D       2         61402            0            0
AT & T CORP USD COM            COM  001957109       233587      4801733 SH       D       3       4559948            0       241785
AT & T CORP USD COM            COM  001957109         5731       119721 SH       D       4        119721            0            0
A T & T CORP                   COM  001957109        41143      1300773 SH       D       5       1300773            0            0
AT&T COM                       COM  001957109      2947232     93193132 SH       D       6      86082269            0      7110863
AT + T CORP                    COM  001957109       102352      3236450 SH       D       7       2472875            0       763575
T.N                            COM  001957109         1779        55400 SH       D       9         55400            0            0
AT & T CORPORATION             COM  001957109         6311       199573 SH       S       7        199573            0            0
AT&T CORP-LIBERTY MEDIA 'A' C  CLA  001957208        34865     10613430 SH       D       1      10613430            0            0
AT&T CORP-LIBERTY MEDIA 'A' C  CLA  001957208         2455        66892 SH       D       2         66892            0            0
AT&T CORP-LIBERTY MEDIA 'A' C  CLA  001957208       118461      3048406 SH       D       3       2905806            0       142600
AT&T CORP-LIBERTY MEDIA 'A' C  CLA  001957208         2892        78800 SH       D       4         78800            0            0
AT&T CORP - LIBERTY MEDIA-A    COM  001957208        21659       893176 SH       D       5        893176            0            0
AT&T LIBERTY MEDIA GRP CL A CO COM  001957208       896807     36981439 SH       D       6      36615399            0       366040
AT+T CORP                      COM  001957208        27473      1132932 SH       D       7        623176            0       509756
LMGa.N                         COM  001957208          179         7000 SH       D       9          7000            0            0
AT&T LIBERTY MEDIA GRP CL A CO COM  001957307        12988       399655 SH       D       6        399655            0            0
A T & T WIRELESS GROUP USD1.00 COM  001957406          371         8800 SH       D       2          8800            0            0
A T & T WIRELESS GROUP USD1.00 COM  001957406        25084       640800 SH       D       3        599300            0        41500
AT&T WIRELESS GROUP COM        COM  001957406       100604      3609130 SH       D       6       3596550            0        12580
AT AND T CORP                  COM  001957406          262         9400 SH       D       7          9400            0            0
ASV INC COM                    COM  001963107         1302        90625 SH       D       6         90625            0            0
A.S.V. Inc                     COM  001963107           27         1912 SH       D       7          1912            0            0
AMB FINANCIAL CORP             COM  001984103            5          400 SH       D       7           400            0            0
ASB FINANCIAL CORP COM         COM  00205P107           12         1284 SH       D       6          1284            0            0
ASB FINANCIAL CORP             COM  00205P107            3          400 SH       D       7           400            0            0
ASI SOLUTIONS INC COM          COM  00206F108           48         5846 SH       D       6          5846            0            0
ASI SOLUTIONS INC              COM  00206F108           45         5400 SH       D       7          5400            0            0
ATG INC COM                    COM  00206P106          353       149025 SH       D       6        149025            0            0
ATEC GROUP INC COM             COM  00206X604            1          500 SH       D       6           500            0            0
ATEC GROUP INC                 COM  00206X604            2         1299 SH       D       7          1299            0            0
ATMI INC COM                   COM  00207R101        17012       365851 SH       D       6        365851            0            0
ATMI Inc.                      COM  00207R101          199         4280 SH       D       7          4280            0            0
ATS MED INC. COM               COM  002083103         2886       197395 SH       D       6        197395            0            0
AT COMM CORP                   COM  00208K105            1          100 SH       D       7           100            0            0
BCO RIO ADS                    ADR  002107664         2399       164000 SH       D       9        164000            0            0
AVI BIOPHARMA, INC. COM        COM  002346104         1171       118610 SH       D       6        118610            0            0
AVI BIOPHARMA INC              COM  002346104           28         2900 SH       D       7          2900            0            0
AVT CORP COM                   COM  002420107         5416       734420 SH       D       6        734420            0            0
AVT Corp.                      COM  002420107           42         5816 SH       D       7          5816            0            0
AVX CORP US$0.01               COM  002444107         9595       383100 SH       D       1        383100            0            0
AVX CORP US$0.01               COM  002444107          519        14954 SH       D       2         14954            0            0
AVX CORP US$0.01               COM  002444107         3364        97540 SH       D       3         97540            0            0
AVX CORPORATION COM            COM  002444107        79724      3475716 SH       D       6       3141086            0       334630
AVX CORP NEW                   COM  002444107         4591       200156 SH       D       7        195590            0         4566
AXA FINANCIAL INC USD0.01      COM  002451102          380         7400 SH       D       1          7400            0            0
AXA FINANCIAL INC USD0.01      COM  002451102          398         7740 SH       D       2          7740            0            0
AXA FINANCIAL INC USD0.01      COM  002451102        26222       481658 SH       D       3        448058            0        33600
AXA FINANCIAL INC. COM         COM  002451102       103927      3056697 SH       D       6       2921719            0       134978
AXA FINANCIAL INC              COM  002451102         5818       171123 SH       D       7         73850            0        97273
IDENTIX INC                    COM  002456623        10779       687000 SH       D       9        687000            0            0
AARON RENTS INC COMMON         COM  002535201         7468       594515 SH       D       6        563615            0        30900
Aaron Rents Inc.               COM  002535201           25         2030 SH       D       7          2030            0            0
AARON RENTS INC COMM           COM  002535300           12          804 SH       D       6           804            0            0
AARON RENTS INC-CL A           COM  002535300           19         1271 SH       D       7          1271            0            0
AAVID THERMAL TECH WTS07       WAR  002539112            0         2700 SH       D       9          2700            0            0
ABAXIS INC COM                 COM  002567105         1160       173489 SH       D       6        173489            0            0
ABBOTT LABORATORIES COM STOCK  COM  002824100         3774        58120 SH       D       1         51800         6320            0
ABBOTT LABORATORIES COM STOCK  COM  002824100         3049        45200 SH       D       2         45200            0            0
ABBOTT LABORATORIES COM STOCK  COM  002824100       172511      2709955 SH       D       3       2584355            0       125600
ABBOTT LABORATORIES COM STOCK  COM  002824100         3811        56500 SH       D       4         56500            0            0
ABBOTT LABORATORIES            COM  002824100        23947       537419 SH       D       5        537419            0            0
ABBOTT LABORATORIES COM        COM  002824100      1925868     43217154 SH       D       6      39699393            0      3517761
ABBOTT LABS                    COM  002824100        60696      1362052 SH       D       7       1060215            0       301837
ABT.N                          COM  002824100           12          300 SH       D       9           300            0            0
ABBOTT LABORATORIES            COM  002824100         3672        82420 SH       S       7         82420            0            0
ABERCROMBIE & FITCH CL'A' COM  CLA  002896207         1204        65300 SH       D       1         65300            0            0
ABERCROMBIE & FITCH CL'A' COM  CLA  002896207          232        12600 SH       D       2         12600            0            0
ABERCROMBIE & FITCH CL'A' COM  CLA  002896207         1697        92100 SH       D       3         92100            0            0
ABERCROMBIE & FITCH CO COM     COM  002896207        57298      4701432 SH       D       6       4521732            0       179700
ABERCROMBIE AND FITCH CO       COM  002896207         2373       194713 SH       D       7        175454            0        19259
ABGENIX INC COM                COM  00339B107        63651       531049 SH       D       6        516249            0        14800
ABGENIX INC.                   COM  00339B107         1271        10612 SH       D       7         10612            0            0
ABINGTON BANCORP               COM  00350P100            1          200 SH       D       7           200            0            0
ABIOMED INC COM                COM  003654100         3217       104646 SH       D       6        104646            0            0
ABIOMED INC                    COM  003654100           27          886 SH       D       7           886            0            0
ABLE ENERGY INC                COM  003709102            2          400 SH       D       7           400            0            0
ABLEST INC.                    COM  00371W100            4          800 SH       D       7           800            0            0
ABOUT COM INC COM              COM  003736105         5669       179996 SH       D       6        179996            0            0
About Com Inc                  COM  003736105           73         2348 SH       D       7          2348            0            0
ACACIA RESH CORP COM           COM  003881109         4034       168119 SH       D       6        168119            0            0
ACADIA REALTY TRUST COM        COM  004239109          936       164630 SH       D       6        164630            0            0
ACADIA REALTY TRUST            COM  004239109            8         1437 SH       D       7          1437            0            0
COM COM                        COM  00429P107          552        13108 SH       D       6         13108            0            0
ACCELERATED NETWORKS INC       COM  00429P107           35          836 SH       D       7           836            0            0
ACCERL8 TECHNOLOGY CORP        COM  004304200            0         1600 SH       D       7          1600            0            0
ACCEPTANCE INS.CO COM          COM  004308102          171        34313 SH       D       6         34313            0            0
ACCEPTANCE INSURANCE COS INC   COM  004308102            3          641 SH       D       7           641            0            0
ACCLAIM ENTMT INC WARRANT EXP  WT   004325155            0          212 SH       D       6           212            0            0
ACCLAIM ENTMT INC COM PAR $0.0 COM  004325205         1274       886414 SH       D       6        886414            0            0
Acclaim Entertainment Inc.     COM  004325205            5         3513 SH       D       7          3513            0            0
ACCREDO HEALTH INC COM         COM  00437V104         5404       156380 SH       D       6        156380            0            0
Accredo Health Inc             COM  00437V104           45         1309 SH       D       7          1309            0            0
ACCRUE SOFTWARE INC COM        COM  00437W102         6191       174404 SH       D       6        174404            0            0
ACCRUE SOFTWARE INC            COM  00437W102           53         1500 SH       D       7          1500            0            0
ACE CASH EXPRESS COM           COM  004403101          845        71219 SH       D       6         71219            0            0
ACE COMM CORP COM              COM  004404109          284        53480 SH       D       6         53480            0            0
ACE*COMM CORP                  COM  004404109           11         2200 SH       D       7          2200            0            0
ACETO CORP COM                 COM  004446100           80         7330 SH       D       6          7330            0            0
ACETO CORP                     COM  004446100            3          299 SH       D       7           299            0            0
ACKERLEY (THE) GROUP INC COM   COM  004527107         3676       312924 SH       D       6        312924            0            0
Ackerley Group Inc.            COM  004527107           48         4117 SH       D       7          4117            0            0
ACMAT CORP - CL A              COM  004616207            2          300 SH       D       7           300            0            0
ACLARRA BIOSCIENCE COM         COM  00461P106         4342        85245 SH       D       6         85245            0            0
ACLARA BIOSCIENCES INC.        COM  00461P106           98         1940 SH       D       7          1940            0            0
ACME COMMUNICATIONS INC COM    COM  004631107         2099       115067 SH       D       6        115067            0            0
ACME COMMUNICATIONS INC        COM  004631107           27         1500 SH       D       7          1500            0            0
ACME ELECTRIC CORP             COM  004644100            4          500 SH       D       7           500            0            0
ACNIELSEN CORP COM USD.01      COM  004833109          384        10400 SH       D       3         10400            0            0
AC NIELSON COM                 COM  004833109        45156      2052549 SH       D       6       1940249            0       112300
ACNIELSEN CORP.                COM  004833109          827        37621 SH       D       7         28955            0         8666
ACTIVISION INC NEW COM         COM  004930202         2139       329081 SH       D       6        329081            0            0
Activision Inc.                COM  004930202           29         4599 SH       D       7          4599            0            0
ACTRADE INT`L COM              COM  004931101         2152       105010 SH       D       6        105010            0            0
ACTRADE INTERNATIONAL LTD      COM  004931101           10          515 SH       D       7           515            0            0
ACTION PERFORMANCE COM         COM  004933107         1870       257951 SH       D       6        257951            0            0
Action Performance Cos. Inc.   COM  004933107           31         4348 SH       D       7          4348            0            0
ACTEL CORP COM                 COM  004934105        30139       660595 SH       D       6        640895            0        19700
Actel Corp.                    COM  004934105          179         3939 SH       D       7          3939            0            0
ACTIVE VOICE CORP COM          COM  004938106          840       105108 SH       D       6        105108            0            0
ACTIVE VOICE CORP              COM  004938106            4          600 SH       D       7           600            0            0
ACTIVE SOFTWARE INC COM        COM  00504E100        14483       186428 SH       D       6        177728            0         8700
ACTIVE SOFTWARE INC            COM  00504E100          116         1500 SH       D       7          1500            0            0
ACTUATE SOFTWARE CORP COM      COM  00508B102        26542       497277 SH       D       6        497277            0            0
ACTUATE SOFTWARE CORPORATION   COM  00508B102          358         6708 SH       D       7          6708            0            0
ACUSON COM                     COM  005113105         9427       698345 SH       D       6        698345            0            0
Acuson Corp.                   COM  005113105           80         5945 SH       D       7          5945            0            0
ACXIOM CORP                    COM  005125109        30583      1122330 SH       D       6       1121830            0          500
ACXIOM CORP                    COM  005125109          461        16930 SH       D       7          5072            0        11858
ADAC LABS COM                  COM  005313200         9661       402573 SH       D       6        402573            0            0
ADAC LABORATORIES              COM  005313200           38         1596 SH       D       7          1596            0            0
ADAM.COM                       COM  00547M101            1          300 SH       D       7           300            0            0
BASF S E ASIA FUND             COM  006078089         5461       130674 SH       D       4        130674            0            0
ADAMS RES & ENERGY INC COM     COM  006351308           53         3976 SH       D       6          3976            0            0
ADAMS RESOURCES & ENERGY INC   COM  006351308           14         1100 SH       D       7          1100            0            0
ADAPTIVE BROADBAND             COM  00650M104           16          400 SH       D       1             0          400            0
ADAPTIVE BROADBAND CORP COM    COM  00650M104        34130       928714 SH       D       6        928714            0            0
Adaptive Broadband Corp.       COM  00650M104          233         6356 SH       D       7          6356            0            0
ADATOM COM INC COM             COM  00650Q105            0        58193 SH       D       6         58193            0            0
ADAPTEC INC COM USD.001        COM  00651F108           61         1800 SH       D       2          1800            0            0
ADAPTEC INC COM USD.001        COM  00651F108         4593       139338 SH       D       3        135638            0         3700
ADAPTEC INC COM                COM  00651F108        62457      2745380 SH       D       6       2530326            0       215054
Adaptec Inc.                   COM  00651F108         1824        80176 SH       D       7         60621            0        19555
ADAPTEC INC                    COM  00651F108          125         5537 SH       S       7          5537            0            0
ADAPTEC4TCSN04                 CVB  00651FAC2        12329     14700000 SH       D       1      14700000            0            0
ADECCO SA-SPONSORED ADR        COM  006754105         1836        17307 SH       D       7         17307            0            0
ADELPHIA BUSINESS SOLUTIONS IN COM  006847107        12255       528524 SH       D       6        528524            0            0
Adelphia Business Solutions    COM  006847107          100         4322 SH       D       7          4322            0            0
ADELPHIA COMMUNICATIONS CORP C COM  006848105        46093       983319 SH       D       6        977824            0         5495
ADELPHIA COMM. CORP.           COM  006848105          797        17015 SH       D       7          7097            0         9918
ADEL COM5H CP02                CVP  006848402            0        45700 SH       D       1         45700            0            0
ADEPT TECHNOLOGY INC COM       COM  006854103         9322       199421 SH       D       6        199421            0            0
ADEPT TECHNOLOGY INC           COM  006854103           17          381 SH       D       7           381            0            0
ADMINSTAFF COM                 COM  007094105         9379       147701 SH       D       6        147701            0            0
Administaff Inc.               COM  007094105          131         2063 SH       D       7          2063            0            0
AFP PROVIDA SPN ADR REP 1 COM  ADR  00709P108         1194        36765 SH       D       3         36765            0            0
AFP PROVIDA ADR                COM  00709P108         1157        54169 SH       D       6         54169            0            0
ADOBE SYSTEMS INC COM NPV      COM  00724F101          354         1800 SH       D       2          1800            0            0
ADOBE SYSTEMS INC COM NPV      COM  00724F101        35854       189822 SH       D       3        178622            0        11200
ADOBE SYSTEMS INC COM NPV      COM  00724F101          649         3300 SH       D       4          3300            0            0
ADOBE SYSTEMS INC              COM  00724F101         5404        41572 SH       D       5         41572            0            0
ADOBE SYS INC COM              COM  00724F101       410392      3156863 SH       D       6       2908945            0       247918
ADOBE SYS INC                  COM  00724F101        14170       109016 SH       D       7         83232            0        25784
ADOBE SYSTEMS INC              COM  00724F101          830         6392 SH       S       7          6392            0            0
ADRIEN ARPEL, INC. COM         COM  007361108            0          514 SH       D       6           514            0            0
ADTRAN INC COM                 COM  00738A106        20067       335155 SH       D       6        334955            0          200
ADTRAN INC                     COM  00738A106          364         6094 SH       D       7          6094            0            0
ADVANCE PARADIGM, INC          COM  007491103         7255       353933 SH       D       6        353933            0            0
Advance Paradigm Inc.          COM  007491103           58         2876 SH       D       7          2876            0            0
ADVANCED DIGITAL INFO. CORP.   COM  007525108        19218      1205857 SH       D       6       1145957            0        59900
Advanced Digital Information   COM  007525108          151         9480 SH       D       7          9480            0            0
ADV DIGITAL                    COM  007525108         4602       288800 SH       D       9        288800            0            0
ADVANCED LTG TECHNOLOGIES COM  COM  00753C102         3201       173039 SH       D       6        173039            0            0
ADVANCED LIGHTING TECHS        COM  00753C102           23         1245 SH       D       7          1245            0            0
ADVANCED MARKETING SVCS INC CO COM  00753T105         2083       113007 SH       D       6        113007            0            0
ADVANCED MARKETING SERVICES    COM  00753T105           19         1066 SH       D       7          1066            0            0
ADVANCED MATLS GROUP COM       COM  00753U102           13        15526 SH       D       6         15526            0            0
ADVANCED TECHNICAL PROD INC CO COM  007548100           30         8029 SH       D       6          8029            0            0
ADVANCED TECHNICAL PRODUCTS    COM  007548100            0          200 SH       D       7           200            0            0
ADVANCED FIBRE COMMUNICATION C COM  00754A105        58712      1295733 SH       D       6       1263733            0        32000
ADVANCED FIBRE COMMUNICATION   COM  00754A105          883        19496 SH       D       7         19496            0            0
ADVANCED POLYMER SYS INC COM   COM  00754G102          809       214089 SH       D       6        214089            0            0
ADVANCED RADIO TELECOM COM     COM  00754U101        10077       689090 SH       D       6        689090            0            0
Advanced Radio Telecom Corp    COM  00754U101           82         5634 SH       D       7          5634            0            0
ADVNCD RAD TEL!                COM  00754U101            1          100 SH       D       9           100            0            0
ADVANCED TISSUE SCIENCES INC C COM  00755F103         5827       725545 SH       D       6        725545            0            0
ADVANCED TISSUE SCIENCES INC   COM  00755F103           30         3800 SH       D       7          3800            0            0
ADVEST GROUP INC COM           COM  007566102         2326       111097 SH       D       6        111097            0            0
Advest Group Inc.              COM  007566102           34         1669 SH       D       7          1669            0            0
ADVANTAGE LEAR COM             COM  00757K100         2181       141873 SH       D       6        141873            0            0
Advantage Learning Systems Inc COM  00757K100           76         4950 SH       D       7          4950            0            0
ADVANCED NEUROMODULATION SYSTE COM  00757T101         1870       111687 SH       D       6        111687            0            0
ADVANCED NEUROMODULATION SYS   COM  00757T101            5          342 SH       D       7           342            0            0
ADVO,INC. COM                  COM  007585102        34755       827516 SH       D       6        780786            0        46730
ADVO Inc.                      COM  007585102          156         3724 SH       D       7          3724            0            0
AEGIS RLTY INC- COM COM        COM  00760P104            3          400 SH       D       6           400            0            0
AEGIS REALTY INC               COM  00760P104            4          460 SH       D       7           460            0            0
MEZZANINE CAPITAL CORP BDR PTG PFD  007695130           34         1125 SH       D       3          1125            0            0
AEROFLEX INC. COM              COM  007768104        24183       486704 SH       D       6        480212            0         6492
Aeroflex Inc.                  COM  007768104          189         3816 SH       D       7          3816            0            0
ADVANCED MICRO DEVICES COM USD COM  007903107         2420        20700 SH       D       1         20700            0            0
ADVANCED MICRO DEVICES COM USD COM  007903107          900         7700 SH       D       2          7700            0            0
ADVANCED MICRO DEVICES COM USD COM  007903107        29278       252584 SH       D       3        237584            0        15000
ADVANCED MICRO DEVICES COM     COM  007903107       377576      4887716 SH       D       6       4527538            0       360178
ADVANCED MICRO DEVICES INC     COM  007903107        15041       194715 SH       D       7        175280            0        19435
ADVANCED MICRO DEVICES         COM  007903107          629         8150 SH       S       7          8150            0            0
ADV MIC DEV6SCN                CVB  007903AC1         7444      3481000 SH       D       1       3481000            0            0
AEGON NEW AMER REGD CERT ( 1 S ADR  007924103          440         8318 SH       D       3          8318            0            0
AEGON N.V.                     COM  007924103         2233        62703 SH       D       7         62703            0            0
ADVANTA CORP CL A              COM  007942105         6228       511080 SH       D       6        499680            0        11400
Advanta Corp.                  COM  007942105           55         4594 SH       D       7          4594            0            0
ADVANTA CORP CL B              COM  007942204         2042       240266 SH       D       6        240266            0            0
ADVANCED ENERGY INDS COMMON ST COM  007973100        16387       278055 SH       D       6        273755            0         4300
Advanced Energy Industries Inc COM  007973100          166         2823 SH       D       7          2823            0            0
ADVENT SOFTWARE COM            COM  007974108        29301       454284 SH       D       6        454284            0            0
Advent Software Inc.           COM  007974108          321         4984 SH       D       7          4984            0            0
AEROSONIC CORP                 COM  008015307            1          178 SH       D       7           178            0            0
AES TSTIII 6TPC                CVP  00808N202         9681       134000 SH       D       9        134000            0            0
AETHER SYSTEMS COM             COM  00808V105        28908       141018 SH       D       6        141018            0            0
AETHER SYSTEMS INC             COM  00808V105          492         2400 SH       D       7          2400            0            0
AETNA INC COM STL NPV          COM  008117103          206         2130 SH       D       2          2130            0            0
AETNA INC COM STL NPV          COM  008117103        21888       223020 SH       D       3        210980            0        12040
AETNA INC COM STL NPV          COM  008117103         1302        13400 SH       D       4         13400            0            0
AETNA INC                      COM  008117103         3154        49137 SH       D       5         49137            0            0
AETNA, INC COM                 COM  008117103       251935      3924993 SH       D       6       3634632            0       290361
Aetna Inc.                     COM  008117103         7027       109481 SH       D       7         92321            0        17160
AETNA INC.                     COM  008117103          482         7510 SH       S       7          7510            0            0
AETRIUM INC COM                COM  00817R103          739       128546 SH       D       6        128546            0            0
AETRIUM INC                    COM  00817R103            2          428 SH       D       7           428            0            0
AFFILIATED COMPUTER COM        COM  008190100        28482       861468 SH       D       6        859257            0         2211
AFFILIATED COMPUTER SERVICES - COM  008190100          330        10011 SH       D       7          3334            0         6677
AFFILIATED MANAGERS COM        COM  008252108        31161       684858 SH       D       6        672358            0        12500
Affiliated Managers Group Inc. COM  008252108          178         3922 SH       D       7          3922            0            0
AFFYMETRIX INC COM             COM  00826T108        49086       297270 SH       D       6        297270            0            0
AFFYMETRIX INC                 COM  00826T108          781         4731 SH       D       7          4731            0            0
AFTERMARKET TECHNOLOGY COM     COM  008318107         2138       251627 SH       D       6        251627            0            0
Aftermarket Technology Corp.   COM  008318107           35         4178 SH       D       7          4178            0            0
AG CHEM EQUIP INC COM          COM  008363103          361        53574 SH       D       6         53574            0            0
AG-CHEM EQUIPMENT              COM  008363103            2          355 SH       D       7           355            0            0
AGENCY.COM INC COM             COM  008447104         2672       150018 SH       D       6        124918            0        25100
AGENCY.COM LTD                 COM  008447104           72         4062 SH       D       7          4062            0            0
AGILENT TECHNOLOGIES INC ORD U COM  00846U101          812         9398 SH       D       1          9248          150            0
AGILENT TECHNOLOGIES INC ORD U COM  00846U101         1045         9360 SH       D       2          9360            0            0
AGILENT TECHNOLOGIES INC ORD U COM  00846U101        82179       712469 SH       D       3        684742            0        27727
AGILENT TECHNOLOGIES INC ORD U COM  00846U101         1724        15446 SH       D       4         15446            0            0
AGILENT TECHNOLOGIES INC       COM  00846U101        11600       157294 SH       D       5        157294            0            0
AGILENT COM                    COM  00846U101       846889     11484896 SH       D       6      10531039            0       953856
Agilent Technologies Inc       COM  00846U101        25763       349340 SH       D       7        263023            0        86317
A.N                            COM  00846U101          324         4162 SH       D       9          4162            0            0
AGILENT TECHNOLOGIES INC       COM  00846U101         1771        24014 SH       S       7         24014            0            0
AGIL SOFTWARE CORP DEL COM     COM  00846X105        15426       218234 SH       D       6        218234            0            0
AGIL SOFTWARE                  COM  00846X105          183         2600 SH       D       7          2600            0            0
AGREE REALTY COM               COM  008492100            3          200 SH       D       6           200            0            0
AGREE REALTY CORP              COM  008492100            4          294 SH       D       7           294            0            0
AGRIBIOTETH INC COM            COM  008494106            2        98050 SH       D       6         98050            0            0
AGRIBRANDS INTL INC COM        COM  00849R105         9882       235641 SH       D       6        235641            0            0
Agribrands International       COM  00849R105           95         2287 SH       D       7          2287            0            0
AIR PRODUCTS & CHEMICALS INC P COM  009158106          368         7900 SH       D       1          7900            0            0
AIR PRODUCTS & CHEMICALS INC P COM  009158106          342         7332 SH       D       2          7332            0            0
AIR PRODUCTS & CHEMICALS INC P COM  009158106        20114       404797 SH       D       3        381597            0        23200
AIR PRODUCTS & CHEMICALS INC P COM  009158106          802        17200 SH       D       4         17200            0            0
AIR PRODUCTS & CHEMICALS INC   COM  009158106         2419        78540 SH       D       5         78540            0            0
AIR PRODUCTS & CHEMICALS INC C COM  009158106       202230      6563265 SH       D       6       6053444            0       509821
Air Products & Chemicals       COM  009158106         5759       186917 SH       D       7        160862            0        26055
AIR PRODUCTS & CHEMICALS       COM  009158106          375        12189 SH       S       7         12189            0            0
AIRBORNE FREIGHT CORP COM USD  COM  009266107          263         9200 SH       D       1          9200            0            0
AIRBORNE FREIGHT CORP COM USD  COM  009266107           94         3300 SH       D       2          3300            0            0
AIRBORNE FREIGHT CORP COM USD  COM  009266107          693        23700 SH       D       3         23700            0            0
AIRBORNE FREIGHT CORP COM      COM  009266107        29157      1539682 SH       D       6       1465382            0        74300
AIRBORNE FREIGHT CORP          COM  009266107          266        14082 SH       D       7         14082            0            0
AIRGAS INC COM                 COM  009363102        10246      1801542 SH       D       6       1797742            0         3800
AIRGAS INC                     COM  009363102          112        19827 SH       D       7         19827            0            0
AIRGATE PCS INC COM            COM  009367103         5472       104110 SH       D       6        104110            0            0
AIRGATE PCS INC                COM  009367103           36          700 SH       D       7           700            0            0
AIRNET SYS INC COM             COM  009417106            3          800 SH       D       6           800            0            0
AIRNET SYSTEMS INC             COM  009417106            2          519 SH       D       7           519            0            0
AIRNET COMMUNICATIONS COM      COM  00941P106         2785       106636 SH       D       6        106636            0            0
AIRNET COMMUNICATIONS CORP     COM  00941P106           68         2639 SH       D       7          2639            0            0
AIRTRAN HOLDINGS INC COM       COM  00949P108         4880      1174207 SH       D       6       1174207            0            0
Airtran Holdings Inc.          COM  00949P108           35         8487 SH       D       7          8487            0            0
AKAMAI TECH COM                COM  00971T101        55958       471289 SH       D       6        471289            0            0
AKAMAI TECHNOLOGIES INC        COM  00971T101          923         7777 SH       D       7          7777            0            0
AKORN INC                      COM  009728106         1107       139512 SH       D       6        139512            0            0
AKORN INC                      COM  009728106           21         2709 SH       D       7          2709            0            0
AKSYS LTD COM                  COM  010196103         1475       172348 SH       D       6        172348            0            0
AKZO NV ADR                    COM  010199305         1545        36740 SH       D       7         36740            0            0
AL AHRAM BEVERAGE GDR EACH REP ADR  010203206          480        18406 SH       D       3         18406            0            0
ALABAMA NATL BANCORP COM       COM  010317105         2711       136870 SH       D       6        136870            0            0
Alabama National Bancorp       COM  010317105           19         1003 SH       D       7          1003            0            0
ALADDIN GAMING CW 010310       WAR  01071G114            0        50000 SH       D       9         50000            0            0
ALAMO GROUP INC COM            COM  011311107         1364       109145 SH       D       6        109145            0            0
ALAMO GROUP INC.               COM  011311107            4          359 SH       D       7           359            0            0
ALAMOSA PCS HOLDINGS COM       COM  011593100         4614       221060 SH       D       6        204260            0        16800
ALAMOSA PCS HOLDING INC        COM  011593100           82         3936 SH       D       7          3936            0            0
ALARIS MEDICAL INC COM         COM  011637105          457       261159 SH       D       6        261159            0            0
ALASKA AIR GROUP INC COM       COM  011659109        18815       693654 SH       D       6        684254            0         9400
Alaska Air Group Inc.          COM  011659109          141         5205 SH       D       7          5205            0            0
ALASKA COMMUNICATIONS SYS GR C COM  01167P101         1308       126080 SH       D       6        126080            0            0
ALASKA COMM SYSTEM GROUP       COM  01167P101           26         2600 SH       D       7          2600            0            0
ALBANY INTL CORP NEW CL A      COM  012348108         7220       497955 SH       D       6        497955            0            0
Albany International Corp.     COM  012348108           81         5613 SH       D       7          5613            0            0
ALBANY MOLECULAR RESH INC COM  COM  012423109         9568       175766 SH       D       6        175766            0            0
Albany Molecular Research Inc. COM  012423109          139         2562 SH       D       7          2562            0            0
ALBEMARLE CORP COM STK NPV     COM  012653101          630        21088 SH       D       1         21088            0            0
ALBEMARLE CORP COM STK NPV     COM  012653101           94         3176 SH       D       2          3176            0            0
ALBEMARLE CORP COM STK NPV     COM  012653101          836        24940 SH       D       3         24940            0            0
ALBEMARLE CORP COM             COM  012653101        31892      1614796 SH       D       6       1514986            0        99810
Albemarle Corp.                COM  012653101          563        28539 SH       D       7         28539            0            0
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Alberto Culver Company         COM  013068101         1111        36374 SH       D       7         31885            0         4489
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ALBERTSONS INC COM STOCK US$1  COM  013104104          371         7374 SH       D       4          7374            0            0
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Albertson's Inc                COM  013104104        11039       332007 SH       D       7        272937            0        59070
ALBERTSON'S INC                COM  013104104          749        22549 SH       S       7         22549            0            0
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ALCIDE CORP                    COM  013742507            1          100 SH       D       7           100            0            0
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ALCOA INC                      COM  013817101          920        20962 SH       D       2         20962            0            0
ALCOA INC                      COM  013817101        68508      1553972 SH       D       3       1474800            0        79172
ALCOA INC                      COM  013817101         1422        32400 SH       D       4         32400            0            0
ALCOA INC                      COM  013817101         8693       299792 SH       D       5        299792            0            0
ALCOA INC COM                  COM  013817101       726716     25059207 SH       D       6      23100521            0      1958686
Alcoa Inc                      COM  013817101        23165       798826 SH       D       7        594930            0       203896
AA.N                           COM  013817101          216         7400 SH       D       9          7400            0            0
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Alexanders Inc.                COM  014752109           78         1075 SH       D       7          1075            0            0
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Alexandria Real Estate         COM  015271109           67         1957 SH       D       7          1957            0            0
ALEXION PHARMACEUTICALS COM    COM  015351109        12961       181284 SH       D       6        181284            0            0
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ALFA CORP      COM             COM  015385107        10680       610336 SH       D       6        610136            0          200
Alfa Corp.                     COM  015385107          119         6850 SH       D       7          6850            0            0
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Algos Pharmaceuticals Corp.    COM  015869100           29         1963 SH       D       7          1963            0            0
ALICO INC COM                  COM  016230104          765        48217 SH       D       6         48217            0            0
ALICO INC                      COM  016230104           12          759 SH       D       7           759            0            0
ALKERMES INC COM               COM  01642T108        38899       825446 SH       D       6        816446            0         9000
Alkermes Inc.                  COM  01642T108          476        10118 SH       D       7         10118            0            0
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ALLAIRE CORP COM               COM  016714107        15861       431592 SH       D       6        423283            0         8309
Allaire Corp                   COM  016714107          113         3092 SH       D       7          3092            0            0
ALLCITY INSURANCE COMPANY      COM  016752107            3          500 SH       D       7           500            0            0
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Alleghany Corp.                COM  017175100          161          960 SH       D       7           960            0            0
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Allegheny Technologies         COM  01741R102         1371        76191 SH       D       7         66596            0         9595
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ALLIANT ENERGY CORP            COM  018802108          432        16640 SH       D       7          8280            0         8360
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ALLIED WASTE INDUSTRIES INC    COM  019589308          634        63430 SH       D       5         63430            0            0
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Allied Waste Industries        COM  019589308         1432       143214 SH       D       7        107209            0        36005
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Alpha Inds Inc                 COM  020753109          293         6672 SH       D       7          6672            0            0
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Alza Corporation               COM  022615108         4632        78353 SH       D       7         59219            0        19134
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ALZA CP'0'SL014                CVB  022615AC2          108     17688000 SH       D       1      17688000            0            0
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AMERCO                         COM  023586100           63         3159 SH       D       7          3159            0            0
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America West Holdings Corp.    COM  023657208          109         6421 SH       D       7          6421            0            0
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American Classic Voyages Co.   COM  024928103           72         3538 SH       D       7          3538            0            0
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American Express Company       COM  025816109        53672      1029696 SH       D       7        795636            0       234060
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American Italian Pasta Co.     COM  027070101           79         3829 SH       D       7          3829            0            0
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AMERICAN PACIFIC CORP          COM  028740108            2          367 SH       D       7           367            0            0
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American Retirement Corp.      COM  028913101           17         3059 SH       D       7          3059            0            0
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ENRON CORPORATION              COM  029356106          572         8400 SH       D       1             0         8400            0
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AMER SCIENCE & ENGINE INC      COM  029429107            1          315 SH       D       7           315            0            0
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American States Water Co.      COM  029899101           34         1170 SH       D       7          1170            0            0
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American Superconductor Corp.  COM  030111108          189         3927 SH       D       7          3927            0            0
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AMERICAN TECHNOLOGY CORP COM   COM  030145205          391        86969 SH       D       6         86969            0            0
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AMERICAN VANGUARD CORP         COM  030371108            1          220 SH       D       7           220            0            0
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American Woodmark Corp         COM  030506109           15          764 SH       D       7           764            0            0
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American Xtal Technology Inc   COM  030514103          174         4031 SH       D       7          4031            0            0
AMERICREDIT CORP COM           COM  03060R101        34480      2028250 SH       D       6       2013750            0        14500
Americredit Corp.              COM  03060R101          222        13064 SH       D       7         13064            0            0
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AMES DEPT STORES INC COM       COM  030789507         3946       509237 SH       D       6        509237            0            0
Ames Department Stores Inc.    COM  030789507           37         4833 SH       D       7          4833            0            0
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Amkor Technology Inc.          COM  031652100          698        19778 SH       D       7         19778            0            0
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ANALOG DEVICES INC             COM  032654105        24810       326452 SH       D       7        250204            0        76248
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ANALOGIC CORP COM              COM  032657207         7756       193921 SH       D       6        193921            0            0
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Analysts International Corp.   COM  032681108           21         2321 SH       D       7          2321            0            0
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ANALYTICAL SURVEYS INC         COM  032683302            0          249 SH       D       7           249            0            0
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Anchor Bancorp WI Inc.         COM  032839102           84         5527 SH       D       7          5527            0            0
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Anchor Gaming Inc.             COM  033037102           75         1569 SH       D       7          1569            0            0
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ANDREW CORP USD0.01            COM  034425108           66         1300 SH       D       2          1300            0            0
ANDREW CORP USD0.01            COM  034425108         5366       112064 SH       D       3        112064            0            0
ANDREW CORP COM                COM  034425108        76668      2284360 SH       D       6       2125773            0       158587
Andrew Corporation             COM  034425108         1981        59039 SH       D       7         57761            0         1278
ANDREW CORP.                   COM  034425108          143         4277 SH       S       7          4277            0            0
ANDRIX CORP COM                COM  034551101        42879       670804 SH       D       6        638204            0        32600
ANDRX CORP                     COM  034551101          690        10798 SH       D       7          3800            0         6998
ANESTA COM                     COM  034603100         4614       185518 SH       D       6        185518            0            0
Anesta Corp                    COM  034603100           35         1442 SH       D       7          1442            0            0
ANGELICA CORP COM              COM  034663104         1555       194434 SH       D       6        194434            0            0
ANGELICA CORP                  COM  034663104            2          322 SH       D       7           322            0            0
ANGLO AMERICAN CORP OF SOTH AF ADR  03485P102         1853        25905 SH       D       4         25905            0            0
ANGLOGOLD LTD SPON ADR         ADR  035128206         1003        32402 SH       D       3             0            0        32402
ANGLOGOLD LTD SPON ADR         ADR  035128206          148         4780 SH       D       4          4780            0            0
ANGLOGOLD ADR                  COM  035128206          137         6700 SH       D       6          6700            0            0
ANHEUSER-BUSCH COS INC COM STO COM  035229103         2668        25900 SH       D       1         25900            0            0
ANHEUSER-BUSCH COS INC COM STO COM  035229103         1435        12700 SH       D       2         12700            0            0
ANHEUSER-BUSCH COS INC COM STO COM  035229103        91818       793414 SH       D       3        754114            0        39300
ANHEUSER-BUSCH COS INC COM STO COM  035229103         1232        10900 SH       D       4         10900            0            0
ANHEUSER-BUSCH COS INC         COM  035229103        11738       157160 SH       D       5        157160            0            0
ANHEUSER BUSCH COS INC COM     COM  035229103       985263     13191811 SH       D       6      12163303            0      1028508
ANHEUSER BUSCH COS INC         COM  035229103        34127       456935 SH       D       7        341471            0       115464
ANHEUSER BUSCH COS INC         COM  035229103         1795        24040 SH       S       7         24040            0            0
ANICOM INC COM                 COM  035250109         1200       320063 SH       D       6        320063            0            0
Anicom Inc.                    COM  035250109           12         3287 SH       D       7          3287            0            0
ANIKA THERAPEUTICS INC.        COM  035255108            0          400 SH       D       7           400            0            0
ANIXTER INT`L INC COM          COM  035290105        14758       556937 SH       D       6        556937            0            0
ANIXTER INTERNATIONAL INC      COM  035290105          133         5022 SH       D       7          5022            0            0
ANNALY MTG MGMT INC COM        COM  035710409         1289       145290 SH       D       6        145290            0            0
ANNALY MORTGAGE MANAGEMENT INC COM  035710409            6          766 SH       D       7           766            0            0
ANNAPOLIS NATL BANCORP INC COM COM  035848100            3          776 SH       D       6           776            0            0
ANNTAYLOR HLDGS INC COM        COM  036115103        17751       535901 SH       D       6        535901            0            0
ANNTAYLOR                      COM  036115103          193         5843 SH       D       7          5843            0            0
ANSOFT CORP COM                COM  036384105          783        78328 SH       D       6         78328            0            0
ANSOFT CORP                    COM  036384105            6          617 SH       D       7           617            0            0
ANSYS INC COM                  COM  03662Q105         1947       171204 SH       D       6        171204            0            0
ANSYS INC                      COM  03662Q105            6          604 SH       D       7           604            0            0
ANTEC CORP COM                 COM  03664P105        18621       448041 SH       D       6        447741            0          300
Antec Corp.                    COM  03664P105          211         5078 SH       D       7          5078            0            0
ANTHONY & SYLVAN POOLS CORP CO COM  036762102           10         1402 SH       D       6          1402            0            0
ANTHONY SYLVAN POOLS CORP      COM  036762102            1          243 SH       D       7           243            0            0
ANSWERTHINK CONSULTI COM       COM  036916104         7518       452248 SH       D       6        452248            0            0
AnswerThink Consulting Group   COM  036916104          106         6412 SH       D       7          6412            0            0
ANTHRACITE CAP INC COM         COM  037023108         1868       262313 SH       D       6        262313            0            0
ANTHRACITE CAPITAL INC         COM  037023108            8         1137 SH       D       7          1137            0            0
ANTIGENICS INC COM             COM  037032109         1564        94093 SH       D       6         84350            0         9743
ANTIGENICS INCDEL              COM  037032109           36         2200 SH       D       7          2200            0            0
MOSENERGO ADR                  ADR  037376308          680       127880 SH       D       3        127880            0            0
AO TATNEFT - SPONSORED ADR     ADR  03737P306          968        71260 SH       D       3         71260            0            0
AON CORP COM STOCK US$1        COM  037389103          181         3862 SH       D       2          3862            0            0
AON CORP COM STOCK US$1        COM  037389103        19883       403999 SH       D       3        388699            0        15300
AON CORP COM STOCK US$1        COM  037389103          687        14625 SH       D       4         14625            0            0
AON CORP                       COM  037389103         2762        88932 SH       D       5         88932            0            0
AON CORP COM                   COM  037389103       217446      7000297 SH       D       6       6458093            0       542204
Aon Corporation                COM  037389103         6210       199923 SH       D       7        172059            0        27864
AON CORP.                      COM  037389103          422        13587 SH       S       7         13587            0            0
APACHE CORP PAR $1.25          COM  037411105          240         2700 SH       D       2          2700            0            0
APACHE CORP PAR $1.25          COM  037411105        13143       144099 SH       D       3        144099            0            0
APACHE CORP COM                COM  037411105       214167      3641524 SH       D       6       3320635            0       320889
APACHE CORP                    COM  037411105        11902       202387 SH       D       7        173881            0        28506
APACHE CORP.                   COM  037411105          356         6062 SH       S       7          6062            0            0
APCO ARGENTINA INC CAYMAN IS   COM  037489101            7          300 SH       D       6           300            0            0
APCO ARGENTINA INC             COM  037489101           20          771 SH       D       7           771            0            0
APARTMENT INVESTMENT & MANAGEM COM  03748R101          122         1800 SH       D       3          1800            0            0
APARTMENT INVT & MGMT CO COM   COM  03748R101        65684      1518707 SH       D       6       1428277            0        90430
APARTMENT INVT & MGMT CO CL A  COM  03748R101         1885        43603 SH       D       7         36470            0         7133
APEX, INC. COM                 COM  037548104        15190       347203 SH       D       6        347203            0            0
Apex Inc.                      COM  037548104          156         3573 SH       D       7          3573            0            0
APEX MORTGAGE CAPITAL COM      COM  037564101            2          300 SH       D       6           300            0            0
APEX MORTGAGE CAPITAL INC.     COM  037564101            3          357 SH       D       7           357            0            0
APOGEE ENTERPRISES INC COM     COM  037598109         1639       464322 SH       D       6        464322            0            0
Apogee Enterprises Inc.        COM  037598109            8         2287 SH       D       7          2287            0            0
APHTON CORP COM                COM  03759P101         3670       142558 SH       D       6        142558            0            0
APHTON CORP                    COM  03759P101           26         1032 SH       D       7          1032            0            0
APOLLO GROUP COM               COM  037604105        26079       931396 SH       D       6        931396            0            0
APOLLO GROUP INC CLASS A       COM  037604105          625        22350 SH       D       7          7321            0        15029
APPLE COMPUTER CO INC COM STOC COM  037833100         2384        30070 SH       D       1         30070            0            0
APPLE COMPUTER CO INC COM STOC COM  037833100          858        10830 SH       D       2         10830            0            0
APPLE COMPUTER CO INC COM STOC COM  037833100        43512       558492 SH       D       3        531292            0        27200
APPLE COMPUTER CO INC COM STOC COM  037833100         1189        15000 SH       D       4         15000            0            0
APPLE COMPUTER INC             COM  037833100         5933       113286 SH       D       5        113286            0            0
APPLE COMPUTER INC COM         COM  037833100       521490      9956868 SH       D       6       9226718            0       730150
APPLE COMPUTER                 COM  037833100        18608       355362 SH       D       7        253222            0       102140
APPLE COMPUTER INC             COM  037833100          905        17284 SH       S       7         17284            0            0
APPLE ORTHDONTIX COM           COM  037849106            0         6052 SH       D       6          6052            0            0
APPLEBEES INTL INC COM         COM  037899101        15029       495827 SH       D       6        495827            0            0
Applebee's International Inc.  COM  037899101          145         4812 SH       D       7          4812            0            0
APPLIED INNOVATION INC COM     COM  037916103         1313       123599 SH       D       6        123599            0            0
APRIA HEALTHCARE GROUP COM     COM  037933108        17302      1412438 SH       D       6       1412438            0            0
APRIA HEALTHCARE GROUP         COM  037933108          135        11092 SH       D       7         11092            0            0
APPLIED MICROSYSTEMS COM       COM  037935103          360        48720 SH       D       6         48720            0            0
APPLIED GRAPHICS TECHNOLOGY CO COM  037937109         1415       332946 SH       D       6        332946            0            0
Applied Graphics Techologies   COM  037937109           17         4013 SH       D       7          4013            0            0
APPLIED ANALYTICAL COM         COM  037939105         1372       143036 SH       D       6        143036            0            0
Applied Analytical Inds. Inc.  COM  037939105           34         3582 SH       D       7          3582            0            0
APPLE TREE COMPANIES, INC. COM COM  03814E307            5      5745454 SH       D       6       5745454            0            0
APPLIED COMPUTER & COMM TECH(D COM  03814J108            0       101028 SH       D       3             0            0       101028
APPLIED BIOMETRICS COM         COM  03814L103            0          472 SH       D       6           472            0            0
APPLIED COMPUTER TECHNOLOGY    COM  038153102            0         5700 SH       D       7          5700            0            0
APPLICA INC COM                COM  03815A106         6713       593416 SH       D       6        593416            0            0
Applica Inc                    COM  03815A106           63         5641 SH       D       7          5641            0            0
APPLIED DIGITAL SOLUTIONS INC  COM  038188108         1889       559751 SH       D       6        559751            0            0
APPLIED DIGITAL SOLUTIONS      COM  038188108           13         3900 SH       D       7          3900            0            0
APPLIED ENERGY GROUP INC COM   COM  038196101          778       148204 SH       D       6        148204            0            0
APPLIED EXTRUSION TECH INC     COM  038196101            2          496 SH       D       7           496            0            0
APPLIED FILMS CORP COM         COM  038197109          780        21300 SH       D       6         21300            0            0
APPLIED INDUSTRIAL TECH INC.   COM  03820C105        12112       739692 SH       D       6        700092            0        39600
Applied Industrial Techs. Inc. COM  03820C105           76         4693 SH       D       7          4693            0            0
APPLIED MATERIALS              COM  038222105           57          631 SH       D       1            86          545            0
APPLIED MATERIALS INC COM STOC COM  038222105         1959        14280 SH       D       2         14280            0            0
APPLIED MATERIALS INC COM STOC COM  038222105       174090      1285817 SH       D       3       1225817            0        60000
APPLIED MATERIALS INC COM STOC COM  038222105         4157        30300 SH       D       4         30300            0            0
APPLIED MATERIALS INC          COM  038222105        25230       278387 SH       D       5        278387            0            0
APPLIED MATERIALS INC COM      COM  038222105      1867435     20606184 SH       D       6      19014005            0      1592179
Applied Materials, Inc.        COM  038222105        57542       634949 SH       D       7        462256            0       172693
APPLIED MATERIALS INC          COM  038222105         3890        42928 SH       S       7         42928            0            0
APPLIED PWR INC COM            COM  038225108        27429       818800 SH       D       6        818800            0            0
Applied Power Inc. Class A     COM  038225108          225         6739 SH       D       7          6739            0            0
APPLIED MICRO CIRCUITS BOARD U COM  03822W109          279         1955 SH       D       1          1700          255            0
APPLIED MICRO CIRCUITS BOARD U COM  03822W109            5           40 SH       D       3            40            0            0
APPLIED MICRO CIRCUIT COM      COM  03822W109       165157      1672484 SH       D       6       1629611            0        42873
APPLIED MICRO CIRCUITS CORP    COM  03822W109         4822        48832 SH       D       7         27648            0        21184
APPLIED SCIENCE & TECHNOLOGY C COM  038236105         3219       124428 SH       D       6        124428            0            0
APPLIED SCIENCE & TECHNOLOGY   COM  038236105           26         1016 SH       D       7          1016            0            0
APPLIED SIGNAL COM             COM  038237103          944        81673 SH       D       6         81673            0            0
APPLIED SIGNAL TECHNOLOGY      COM  038237103            4          375 SH       D       7           375            0            0
APPLIEDTHEORY CORP COM         COM  03828R104         2303       153590 SH       D       6        153590            0            0
AppliedTheory Corp.            COM  03828R104           39         2612 SH       D       7          2612            0            0
APPLIX INC COM                 COM  038316105          959       123816 SH       D       6        123816            0            0
APPLIX, INC                    COM  038316105            3          458 SH       D       7           458            0            0
APPNET INC                     COM  03831Q101        12921       358918 SH       D       6        349965            0         8953
APPNET SYSTEMS INC             COM  03831Q101           64         1800 SH       D       7          1800            0            0
APROPOS TECHNOLOGY COM         COM  038334108          812        40900 SH       D       6         40900            0            0
APROPOS TECHNOLOGY, INC.       COM  038334108           25         1300 SH       D       7          1300            0            0
APTARGROUP INC COM             COM  038336103        18102       670453 SH       D       6        670453            0            0
Aptargroup Inc.                COM  038336103          157         5848 SH       D       7          5848            0            0
AQUAGENIX INC                  COM  03838R102            0         2100 SH       D       6          2100            0            0
ARACRUZ CELULOSE SA ADR 1 REP  ADR  038496105         1566        54070 SH       D       3         18320            0        35750
ARACRUZ CELULOSE COM           COM  038496204          492        25478 SH       D       6         25478            0            0
ARADIGM CORP COM               COM  038505103         3508       200503 SH       D       6        200503            0            0
ARADIGM CORP                   COM  038505103           23         1348 SH       D       7          1348            0            0
ARCH CAPITAL GROUP LTD COM     COM  03937L105         3320       222301 SH       D       6        222301            0            0
Arch Capital Group Ltd.        COM  03937L105           48         3224 SH       D       7          3224            0            0
ARCH CHEMICALS INC COM         COM  03937R102        11610       530765 SH       D       6        525965            0         4800
Arch Chemicals Inc.            COM  03937R102          111         5104 SH       D       7          5104            0            0
ARCH COAL INC USD0.01          COM  039380100            5          492 SH       D       3           492            0            0
ARCH COAL INC COM              COM  039380100         6567       853783 SH       D       6        848183            0         5600
Arch Coal Inc.                 COM  039380100           67         8732 SH       D       7          8732            0            0
WARRANTS ARCH COMMUNICATIONS E WT   039381116          415       443292 SH       D       6        443292            0            0
WARRANTS ARCH COMMUNICATIONS E COM  039381504         2632       405007 SH       D       6        405007            0            0
ARCH COMMUNICATIONS GROUP INC  COM  039381504           33         5166 SH       D       7          5166            0            0
ARCHER-DANIELS-MIDLAND CO COM  COM  039483102          252        17000 SH       D       1         17000            0            0
ARCHER-DANIELS-MIDLAND CO COM  COM  039483102          205        13832 SH       D       2         13832            0            0
ARCHER-DANIELS-MIDLAND CO COM  COM  039483102        16087      1058224 SH       D       3       1001613            0        56611
ARCHER-DANIELS-MIDLAND CO COM  COM  039483102          351        23689 SH       D       4         23689            0            0
ARCHER-DANIELS-MIDLAND CO      COM  039483102         2077       211764 SH       D       5        211764            0            0
ARCHER DANIELS MIDLAND CO COM  COM  039483102       165417     16857843 SH       D       6      15528518            0      1329325
Archer Daniels Midland Co      COM  039483102         4846       493915 SH       D       7        420181            0        73734
ARCHER-DANIELS-MIDLAND         COM  039483102          314        32037 SH       S       7         32037            0            0
ARCHSTONE COMMUNITIES TRUST IN COM  039581103           76         2400 SH       D       2          2400            0            0
ARCHSTONE COMMUNITIES TRUST IN COM  039581103         5045       142366 SH       D       3        142366            0            0
ARCHSTONE COMMUNITIES TRUST CO COM  039581103        26422      1254465 SH       D       6       1229704            0        24761
ARCHSTONE COMMUNITIES TRUST    COM  039581103          667        31711 SH       D       7         22673            0         9038
ARCTIC CAT INC COM             COM  039670104         9690       816045 SH       D       6        778145            0        37900
Arctic Cat Inc.                COM  039670104           23         1970 SH       D       7          1970            0            0
ARDEN GROUP INC COM            COM  039762109            5          145 SH       D       6           145            0            0
ARDEN GROUP  INC               COM  039762109           12          320 SH       D       7           320            0            0
ARDEN RLTY GROUP INC COM       COM  039793104        27485      1169593 SH       D       6       1169593            0            0
ARDEN REALTY GROUP INC         COM  039793104          288        12290 SH       D       7          6431            0         5859
AREA BANCSHARES CORP NEW COM   COM  039872106         4377       196179 SH       D       6        196179            0            0
Area Bancshares Corp.          COM  039872106           83         3721 SH       D       7          3721            0            0
AREMISSOFT CORP DEL COM        COM  040026106         3977       127800 SH       D       6        127800            0            0
AREMISSOFT CORPORATION         COM  040026106           59         1900 SH       D       7          1900            0            0
ARGENTINA FUND INC COM STOCK U COM  040112104          192        12400 SH       D       2         12400            0            0
ARGONAUT GROUP INC COM         COM  040157109         6653       388548 SH       D       6        388548            0            0
Argonaut Group Inc.            COM  040157109           59         3475 SH       D       7          3475            0            0
ARGSY GAMING COM               COM  040228108        11847       824186 SH       D       6        766186            0        58000
Argosy Gaming Co.              COM  040228108           74         5173 SH       D       7          5173            0            0
ARGUSS COMMUNICATIONS, INC     COM  040282105         5889       312004 SH       D       6        312004            0            0
Arguss Holdings Inc            COM  040282105           53         2828 SH       D       7          2828            0            0
ARIAD PHARMACEUTICAL COM       COM  04033A100         5851       439586 SH       D       6        439586            0            0
ARIAD PHARMACEUTICALS INC      COM  04033A100           25         1900 SH       D       7          1900            0            0
ARIEL CORP COM                 COM  04033M104          278        94900 SH       D       6         94900            0            0
ARIBA INC                      COM  04033V104           24          250 SH       D       1             0          250            0
ARIBA COM                      COM  04033V104       165986      1692925 SH       D       6       1656619            0        36306
ARIBA INC                      COM  04033V104         3568        36400 SH       D       7         36400            0            0
ARBA.O                         COM  04033V104         1028        10400 SH       D       9         10400            0            0
ARIL GROUP INC                 COM  040394108            0        48976 SH       D       3         48976            0            0
ARIS CORP COM                  COM  04040A101          226        82346 SH       D       6         82346            0            0
ARIS CORP                      COM  04040A101            4         1511 SH       D       7          1511            0            0
ARISTOTLE CORP COM             COM  040448201            9         1617 SH       D       6          1617            0            0
ARIZONA LD INCOME CORP         COM  040515108            2          500 SH       D       6           500            0            0
ARIZONA LD INCOME CORP         COM  040515108            2          500 SH       D       7           500            0            0
ARK RESTAURANTS CORP           COM  040712101            6          800 SH       D       7           800            0            0
ARKANSAS BEST COM              COM  040790107         7243       728945 SH       D       6        721545            0         7400
ARKANSAS BEST CORP             COM  040790107           12         1223 SH       D       7          1223            0            0
ARMOR HOLDINGS INC COM         COM  042260109         2670       205454 SH       D       6        205454            0            0
ARMOR HD                       COM  042260109          299        23000 SH       D       9         23000            0            0
ARMSTRONG HOLDINGS INC         COM  042384107         1509        60649 SH       D       3         60649            0            0
ARMSTRONG HOLDINGS INC         COM  042384107          221        14437 SH       D       5         14437            0            0
ARMSTRONG HOLDING INC COM      COM  042384107        17613      1150238 SH       D       6       1071762            0        78476
Armstrong Holdings Inc         COM  042384107          423        27652 SH       D       7         23267            0         4385
ARMSTRONG HOLDINGS INC         COM  042384107           33         2161 SH       S       7          2161            0            0
ARNOLD INDUSTRIES INC COM      COM  042595108         6976       578389 SH       D       6        575589            0         2800
Arnold Industries Inc.         COM  042595108           67         5634 SH       D       7          5634            0            0
ARQULE INC COM                 COM  04269E107         3000       154861 SH       D       6        154861            0            0
ARQULE INC.                    COM  04269E107           39         2044 SH       D       7          2044            0            0
ARROW ELECTRONICS INC COM STOC COM  042735100           75         1600 SH       D       2          1600            0            0
ARROW ELECTRONICS INC COM STOC COM  042735100         5351       107704 SH       D       3        107704            0            0
ARROW ELECTRONICS INC COM      COM  042735100        48719      1571601 SH       D       6       1563038            0         8563
ARROW ELECTRONICS, INC         COM  042735100          824        26598 SH       D       7         16338            0        10260
ARROW FINL CORP COM            COM  042744102         1666       111083 SH       D       6        111083            0            0
ARROW FINANCIAL CORP           COM  042744102            4          287 SH       D       7           287            0            0
ARROW INT`L COM                COM  042764100        14176       423186 SH       D       6        405386            0        17800
Arrow International Inc.       COM  042764100           80         2404 SH       D       7          2404            0            0
ART TECHNOLOGY GROUP INC COM   COM  04289L107        22367       221600 SH       D       6        212000            0         9600
ART TECHNOLOGY GROUP INC       COM  04289L107          656         6500 SH       D       7          6500            0            0
ARTISAN COMPONENTS INC         COM  042923102         1073        98741 SH       D       6         98741            0            0
ARTISAN COMPONENTS INC         COM  042923102           10          998 SH       D       7           998            0            0
ARTESYN TECHNOLOGIES, INC COM  COM  043127109        21663       778928 SH       D       6        778928            0            0
Artesyn Technologies Inc.      COM  043127109          174         6268 SH       D       7          6268            0            0
ARTHROCARE CORP COM            COM  043136100         6976       131019 SH       D       6        131019            0            0
ARTHOCARE CORP                 COM  043136100           33          630 SH       D       7           630            0            0
ARTISOFT COM                   COM  04314L106         2072       170923 SH       D       6        170923            0            0
ARTIFICIAL LIFE INC COM        COM  04314Q105          902        46416 SH       D       6         46416            0            0
ARTIFICIAL LIFE INC            COM  04314Q105           16          841 SH       D       7           841            0            0
ARTISTDIRECT INC COM           COM  04315D103          404       129484 SH       D       6        129484            0            0
ARVIN INDUSTRIES INC COM       COM  043339100        16058       924255 SH       D       6        896555            0        27700
Arvin Industries Inc.          COM  043339100           87         5033 SH       D       7          5033            0            0
ASCHE TRANSPORTATION SERVICES  COM  04362T100            0         5200 SH       D       6          5200            0            0
AASCHE TRANSPORTATION SERVICES COM  04362T100            0          300 SH       D       7           300            0            0
ASHANTI CAP 5.5% CB 2003       CVB  043910AA6           32        50000 SH       D       9         50000            0            0
ASHLAND INC COM STOCK U$1      COM  044204105          148         2800 SH       D       2          2800            0            0
ASHLAND INC COM STOCK U$1      COM  044204105         5884       109045 SH       D       3        109045            0            0
ASHLAND INC COM                COM  044204105        66277      1890256 SH       D       6       1747782            0       142474
Ashland, Inc.                  COM  044204105         1731        49381 SH       D       7         40744            0         8637
ASHLAND INC                    COM  044204105          131         3757 SH       S       7          3757            0            0
ASHTON TECHNOLOGY GROUP INC CO COM  045084100         1085       381848 SH       D       6        381848            0            0
Ashton Technology Group Inc    COM  045084100           15         5430 SH       D       7          5430            0            0
ASHWORTH INC                   COM  04516H101            2          629 SH       D       7           629            0            0
ASK JEEVES COM                 COM  045174109         3540       195992 SH       D       6        190292            0         5700
ASK JEEVES, INC                COM  045174109           39         2200 SH       D       7          2200            0            0
ASIAINFO HOLDINGS INC          COM  04518A104            4          100 SH       D       9           100            0            0
ASPECT MEDICAL SYSTEMS INC COM COM  045235108         3210       118925 SH       D       6        118925            0            0
ASPECT MEDICAL SYSTEMS INC     COM  045235108           45         1667 SH       D       7          1667            0            0
ASPECT COMMUNICATION CORP. COM COM  04523Q102        40040      1018526 SH       D       6        993926            0        24600
ASPECT COMMUNICATIONS INC      COM  04523Q102          680        17328 SH       D       7         17328            0            0
ASPEN TECHNOLOGY INC COM       COM  045327103        28004       727400 SH       D       6        727400            0            0
Aspen Technology Inc.          COM  045327103          171         4449 SH       D       7          4449            0            0
ASPEON INC COM                 COM  045354107          373        76522 SH       D       6         76522            0            0
ASPEON INC                     COM  045354107            3          761 SH       D       7           761            0            0
ASSET INVESTORS CORP DELAWARE  COM  04541W107            3          300 SH       D       6           300            0            0
ASSET INVESTOR CORPORATION     COM  04541W107            3          324 SH       D       7           324            0            0
ASSOCIATED BANC CORP           COM  045487105        24677      1131344 SH       D       6       1125172            0         6172
ASSOCIATED BANC CORP           COM  045487105          374        17182 SH       D       7          9827            0         7355
ASSOCIATED ESTATES RLTY CORP C COM  045604105         1832       261739 SH       D       6        261739            0            0
Associated Estates Rlty. Corp. COM  045604105           30         4394 SH       D       7          4394            0            0
ASSOCIATED MATLS INC COM       COM  045709102          630        41322 SH       D       6         41322            0            0
ASSOCIATED MATERIALS INC       COM  045709102            6          406 SH       D       7           406            0            0
AT HOME CORPORATION - SER A    COM  045919107          431        14897 SH       D       1         11597         3300            0
AT HOME CORPORATION - SER A    COM  045919107          209         6676 SH       D       2          6676            0            0
AT HOME CORPORATION - SER A    COM  045919107         8391       288640 SH       D       3        275240            0        13400
AT HOME CORP COM               COM  045919107        64227      3095319 SH       D       6       3023519            0        71800
AT HOME CORP                   COM  045919107         1562        75318 SH       D       7         46627            0        28691
AT ENTERTAIN 14.5 CB 09 RE     CVB  045920AF2         5799     10000000 SH       D       9      10000000            0            0
ASSOCIATES 1ST CAP A $.01      COM  046008108         1597        47300 SH       D       1         47300            0            0
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ASSOCIATES FIRST CAPITAL CRP   COM  046008108          864        38742 SH       S       7         38742            0            0
AFC RESIDUAL VALUE OBLIGATION  COM  046008207            0        98850 SH       D       6         98850            0            0
ASTEC INDS INC COM             COM  046224101         6641       261724 SH       D       6        261724            0            0
Astec Industries Inc.          COM  046224101           84         3336 SH       D       7          3336            0            0
ASTORIA FINL CORP COM          COM  046265104        29750      1155353 SH       D       6       1145253            0        10100
ASTORIA FINANCIAL CORP         COM  046265104          473        18381 SH       D       7         12946            0         5435
ASTRAZENECA PLC ADR            COM  046353108            0         7200 SH       D       6          7200            0            0
ASTRAZENECA PLC                COM  046353108         3448        74169 SH       D       7         74169            0            0
ASTRONICS CORP COM             COM  046433108            3          414 SH       D       6           414            0            0
ASTRONICS CORP                 COM  046433108            2          299 SH       D       7           299            0            0
ASTROPOWER INC COM             COM  04644A101         3015       111161 SH       D       6        111161            0            0
ASYST TECHNOLOGY COM           COM  04648X107        18813       549289 SH       D       6        549289            0            0
Asyst Technology Corp.         COM  04648X107          196         5734 SH       D       7          5734            0            0
ATALANTA SOSNOFF CAP CORP COM  COM  046499109            0            1 SH       D       6             1            0            0
ATALANTA SOSNOFF CAPITAL CP    COM  046499109            5          500 SH       D       7           500            0            0
ATCHISON CASTING COM           COM  046613105          251        43812 SH       D       6         43812            0            0
ATCHISON CASTING CORP          COM  046613105            2          457 SH       D       7           457            0            0
ATLANTIC COAST AIRLINES HLDGS  COM  048396105         7585       238901 SH       D       6        238901            0            0
Atlantic Coast Airlines Hldgs. COM  048396105          106         3361 SH       D       7          3361            0            0
ATLANTIC FINANCIAL CORP        COM  04853R100            2          186 SH       D       7           186            0            0
ATLANTIC REALTY TRUST INC      COM  048798102            2          400 SH       D       7           400            0            0
ATLANTIC TELE-NETWORK          COM  049079205            3          319 SH       D       7           319            0            0
ATLANTIS PLASTICS INC CL A     COM  049156102            3          600 SH       D       7           600            0            0
ATLAS AIR INC COM              COM  049164106        13521       376916 SH       D       6        376916            0            0
Atlas Air Inc.                 COM  049164106          133         3734 SH       D       7          3734            0            0
ATMEL CORP NPV                 COM  049513104          212         3800 SH       D       2          3800            0            0
ATMEL CORP NPV                 COM  049513104        15076       275970 SH       D       3        254170            0        21800
ATMEL CORP NPV                 COM  049513104          390         7000 SH       D       4          7000            0            0
ATMEL CORP COM                 COM  049513104       126061      3418620 SH       D       6       3375962            0        42658
ATMEL CORP                     COM  049513104         2965        80418 SH       D       7         46478            0        33940
ATMOS ENERGY CORP COM          COM  049560105        12376       707240 SH       D       6        707240            0            0
Atmos Energy Corp.             COM  049560105           98         5629 SH       D       7          5629            0            0
ATRIX LABS INC COM             COM  04962L101         1223       130472 SH       D       6        130472            0            0
ATRIX LABS INC                 COM  04962L101           12         1316 SH       D       7          1316            0            0
ATPLAN INC COM                 COM  04962Q100          413        62958 SH       D       6         62958            0            0
  @PLAN.INC                    COM  04962Q100            4          700 SH       D       7           700            0            0
ATWOOD OCEANICS INC COM        COM  050095108        18119       408330 SH       D       6        388430            0        19900
Atwood Oceanics Inc.           COM  050095108           97         2197 SH       D       7          2197            0            0
AUDIBLE INC COM                COM  05069A104          568       136900 SH       D       6        136900            0            0
AUDIBLE INC                    COM  05069A104            7         1700 SH       D       7          1700            0            0
AUDIOVOX INC COM               COM  050757103         4030       182700 SH       D       6        182700            0            0
AUDIOVOX CORPORATION           COM  050757103           29         1336 SH       D       7          1336            0            0
AULT INC                       COM  051503100            1          200 SH       D       7           200            0            0
AURA SYS INC COM               COM  051526101           11        43650 SH       D       6         43650            0            0
AURORA BIOSCIENCES COM         COM  051920106        22108       324238 SH       D       6        305836            0        18402
AURORA BIOSCIENCES CORP        COM  051920106          144         2126 SH       D       7          2126            0            0
AUSPEX SYS INC COM             COM  052116100         2069       419089 SH       D       6        419089            0            0
Auspex Systems Inc.            COM  052116100           37         7556 SH       D       7          7556            0            0
AUTOBYTEL COM INC COM          COM  05275N106         1491       242287 SH       D       6        242287            0            0
AUTODESK INC COM STOCK PAR $.0 COM  052769106           52         1000 SH       D       2          1000            0            0
AUTODESK INC COM STOCK PAR $.0 COM  052769106         4514        86715 SH       D       3         86715            0            0
AUTODESK INC COM               COM  052769106        53176      1533003 SH       D       6       1415134            0       117869
Autodesk Inc                   COM  052769106         1639        47276 SH       D       7         38273            0         9003
AUTODESK INC                   COM  052769106          107         3104 SH       S       7          3104            0            0
AUTOLIV INC COM                COM  052800109        17068       709346 SH       D       6        692608            0        16738
AUTOLIV                        COM  052800109          261        10852 SH       D       7             0            0        10852
AUTO DATA!0.10                 COM  053015103         8607       160700 SH       D       1        160700            0            0
AUTOMATIC DATA PROCESSING INC  COM  053015103          765         9440 SH       D       2          9440            0            0
AUTOMATIC DATA PROCESSING INC  COM  053015103        74175       946292 SH       D       3        890692            0        55600
AUTOMATIC DATA PROCESSING INC  COM  053015103         2635        32500 SH       D       4         32500            0            0
AUTOMATIC DATA PROCESSING      COM  053015103        11669       217877 SH       D       5        217877            0            0
AUTOMATIC DATA PROCESSING INC  COM  053015103       859474     16046206 SH       D       6      14804699            0      1241507
Automatic Data Processing      COM  053015103        26597       496570 SH       D       7        361687            0       134883
AUTOMATIC DATA PROCESSING INC. COM  053015103         1786        33354 SH       S       7         33354            0            0
AUTONATION INC COM USD 0.10    COM  05329W102           80         7500 SH       D       2          7500            0            0
AUTONATION INC COM USD 0.10    COM  05329W102         5007       454346 SH       D       3        423646            0        30700
AUTONATION INC COM             COM  05329W102        33969      4809864 SH       D       6       4789554            0        20310
AUTONATION INC                 COM  05329W102          817       115705 SH       D       7         63823            0        51882
AUTOTOTE CORP CL A COM         COM  053323101         1659       379215 SH       D       6        379215            0            0
AUTOZONE COM STOCK US$0.01     COM  053332102           85         2580 SH       D       2          2580            0            0
AUTOZONE COM STOCK US$0.01     COM  053332102         7353       201546 SH       D       3        186046            0        15500
AUTOZONE INC. COM              COM  053332102        80878      3676303 SH       D       6       3384921            0       291382
Autozone Inc.                  COM  053332102         2474       112486 SH       D       7         92486            0        20000
AUTOZONE INC.                  COM  053332102          156         7134 SH       S       7          7134            0            0
AVADO BRANDS INC COM           COM  05336P108          333       222556 SH       D       6        222556            0            0
AVALONBAY COMMUNITIES, INC. CO COM  053484101        41094       984309 SH       D       6        978432            0         5877
AVALONBAY COMMUNITIES INC      COM  053484101         1500        35932 SH       D       7          9867            0        26065
AVANT CORP COM                 COM  053487104        28912      1543282 SH       D       6       1481482            0        61800
Avant! Corp.                   COM  053487104          179         9607 SH       D       7          9607            0            0
AVANEX COM                     COM  05348W109        11765       123201 SH       D       6        123201            0            0
AVANEX CORP                    COM  05348W109           42          446 SH       D       7           446            0            0
AVANT IMMUNOTHERAPEUTICS, INC. COM  053491106         7060       668443 SH       D       6        668443            0            0
AVANT IMMUNOTHERAPEUTICS INC   COM  053491106           30         2900 SH       D       7          2900            0            0
AVATAR HOLDINGS INC COM        COM  053494100         2523       109725 SH       D       6        109725            0            0
AVAX TECHNOLOGIES INC COM      COM  053495305         1041       114960 SH       D       6        114960            0            0
AVAX TECHNOLOGIES INC          COM  053495305           18         2000 SH       D       7          2000            0            0
AVECIA GROUP 16% PFD 2010      PFD  05354r200         5049       200000 SH       D       9        200000            0            0
AVENTIS                        COM  053561106         5157        71072 SH       D       7         71072            0            0
AVENUE A INC COM               COM  053566105         1201       136373 SH       D       6        136373            0            0
AVERT INC                      COM  053596102            4          200 SH       D       7           200            0            0
AVERY DENNISON CORPCOM STOCK U COM  053611109          171         1690 SH       D       2          1690            0            0
AVERY DENNISON CORPCOM STOCK U COM  053611109        17852       175441 SH       D       3        175441            0            0
AVERY DENNISON CORP            COM  053611109         2341        34882 SH       D       5         34882            0            0
AVERY DENNISON CORP COM        COM  053611109       190043      2831184 SH       D       6       2606452            0       224732
Avery Dennison Corp.           COM  053611109         5707        85027 SH       D       7         64762            0        20265
AVERY-DENNISON CORP.           COM  053611109          398         5939 SH       S       7          5939            0            0
AVIALL INC COM                 COM  05366B102         1297       262796 SH       D       6        262796            0            0
Aviall Inc.                    COM  05366B102           14         2934 SH       D       7          2934            0            0
AVIATION SALES CO COM          COM  053672101         1030       166495 SH       D       6        166495            0            0
AVIATION SALES COMPANY         COM  053672101           13         2158 SH       D       7          2158            0            0
AVID TECHNOLOGY INC COM        COM  05367P100        12149      1012436 SH       D       6        967536            0        44900
Avid Technology Inc.           COM  05367P100           80         6706 SH       D       7          6706            0            0
AVIGEN INC COM                 COM  053690103         8621       196500 SH       D       6        196500            0            0
AVIGEN INC                     COM  053690103           65         1500 SH       D       7          1500            0            0
AVIRON COM COM                 COM  053762100         9628       311868 SH       D       6        311868            0            0
Aviron                         COM  053762100          111         3607 SH       D       7          3607            0            0
AVIS GROUP HLDGS, INC          COM  053790101        16766       894236 SH       D       6        885336            0         8900
Avis Rent A Car Inc.           COM  053790101           94         5055 SH       D       7          5055            0            0
AVISTA CORP COM                COM  05379B107        15196       871472 SH       D       6        871472            0            0
Avista Corp.                   COM  05379B107          157         9027 SH       D       7          9027            0            0
AVNET INC COM STOCK US$1       COM  053807103           71          800 SH       D       2           800            0            0
AVNET INC COM STOCK US$1       COM  053807103         3977        46727 SH       D       3         46727            0            0
AVNET INC                      COM  053807103          899        15188 SH       D       5         15188            0            0
AVNET INC COM                  COM  053807103        41701       703819 SH       D       6        699968            0         3851
AVNET INC.                     COM  053807103          629        10624 SH       D       7          6000            0         4624
AVON PRODUCTS INC COM STOCK US COM  054303102          260         3860 SH       D       2          3860            0            0
AVON PRODUCTS INC COM STOCK US COM  054303102        26283       414116 SH       D       3        388116            0        26000
AVON PRODUCTS INC              COM  054303102         3701        83171 SH       D       5         83171            0            0
AVON PRODUCTS INC COM          COM  054303102       271480      6100695 SH       D       6       5613806            0       486889
Avon Products, Inc.            COM  054303102         8390       188543 SH       D       7        137337            0        51206
AVON PRODUCTS INC              COM  054303102          562        12639 SH       S       7         12639            0            0
AXA                            COM  054536107         5301        66628 SH       D       7         66628            0            0
AWARE INC MASS COM             COM  05453N100        19590       383197 SH       D       6        383197            0            0
Aware Inc.                     COM  05453N100          178         3499 SH       D       7          3499            0            0
AXENT TECHNOLOGIES INC COM     COM  05459C108        16626       670068 SH       D       6        670068            0            0
AXENT Technologies Inc.        COM  05459C108          175         7093 SH       D       7          7093            0            0
AXSYS TECHNOLOGIES INC         COM  054615109           17         1079 SH       D       7          1079            0            0
AXYS PHARMACEUTICALS COM       COM  054635107         2264       381461 SH       D       6        381461            0            0
AXYS PHARMACEUTICALS INC       COM  054635107           17         3011 SH       D       7          3011            0            0
AZTAR CORP COM                 COM  054802103        23359      1507053 SH       D       6       1407653            0        99400
Aztar Corp.                    COM  054802103          121         7866 SH       D       7          7866            0            0
AZTEC TECH PARTNERS COM        COM  05480L101          511       233910 SH       D       6        233910            0            0
AZTEC TECHNOLOGY PARTNERS      COM  05480L101            0            1 SH       D       7             1            0            0
AZTEC MFG CO                   COM  054825104           13          800 SH       D       7           800            0            0
BB & T CORPORATION COM STK US$ COM  054937107          182         5060 SH       D       2          5060            0            0
BB & T CORPORATION COM STK US$ COM  054937107        16579       436250 SH       D       3        436250            0            0
BB&T CORP COM                  COM  054937107       230045      9635419 SH       D       6       8876080            0       759339
BB+T CORP                      COM  054937107         7643       320141 SH       D       7        277615            0        42526
BB&T CORPORATION               COM  054937107          442        18528 SH       S       7         18528            0            0
BCSB BANKCORP INC              COM  054948104            1          273 SH       D       7           273            0            0
AZURIX CORP COM                COM  05501M104         2927       418194 SH       D       6        418194            0            0
AZURIX CORP                    COM  05501M104           50         6400 SH       D       7          6400            0            0
BCE INC COM                    COM  05534B109        10178       427424 SH       D       6        427424            0            0
BF ENTERPRISES INC             COM  055387104            1          200 SH       D       7           200            0            0
BEI TECHNOLOGIES INC COM       COM  05538P104         1709        66874 SH       D       6         66874            0            0
BHA GROUP INC COM              COM  055446108            7          747 SH       D       6           747            0            0
BHA GROUP, INC.                COM  055446108            3          319 SH       D       7           319            0            0
BHC COMMUNICATIONS INC CL A    COM  055448104        19480       128164 SH       D       6        127809            0          355
BHC COMMUNICATIONS INC         COM  055448104          339         2250 SH       D       7          1807            0          443
B I INC                        COM  055467203            5         1000 SH       D       7          1000            0            0
BIOSYS GROUP COM               COM  055472104        33115       538470 SH       D       6        537970            0          500
THE BISYS GROUP INC.           COM  055472104          465         7572 SH       D       7          1991            0         5581
BJ SVCS CO COM                 COM  055482103        78952      1263237 SH       D       6       1257538            0         5699
BJ SVCS CO                     COM  055482103         1481        23709 SH       D       7         15483            0         8226
BJ'S WHOLESALE CLUB INC US0.01 COM  05548J106          379         7600 SH       D       1          7600            0            0
BJ'S WHOLESALE CLUB INC US0.01 COM  05548J106           29          600 SH       D       2           600            0            0
BJ'S WHOLESALE CLUB INC US0.01 COM  05548J106          286         5800 SH       D       3          5800            0            0
BJ`S WHOLESALE CLUB COM        COM  05548J106        55144      1671046 SH       D       6       1610354            0        60692
BJS WHSL CLUB INC              COM  05548J106         1570        47597 SH       D       7         39180            0         8417
BMC INDUSTRIES INC COM         COM  055607105         1670       411322 SH       D       6        411322            0            0
BMC Industries Inc.            COM  055607105           19         4738 SH       D       7          4738            0            0
BOK FINANCIAL CORP COM         COM  05561Q201         2469       140609 SH       D       6        140609            0            0
BOK Financial Corp.            COM  05561Q201           89         5078 SH       D       7          5078            0            0
BP AMOCO SPON ADR (1 ADS = 6 S ADR  055622104        61143       707954 SH       D       3        707954            0            0
BP AMOCO PLC -SPONS ADR COM    COM  055622104         1182        20901 SH       D       6         20901            0            0
BP AMOCO PLC - SPONS ADR       COM  055622104         3864        68326 SH       D       7         68326            0            0
BPA.N                          COM  055622104          696        12100 SH       D       9         12100            0            0
BP PRUDHOE BAY RTY TR UNIT BEN COM  055630107         2932       245661 SH       D       6        245661            0            0
BP PRUDHOE BAY ROYALTY TRUST   COM  055630107           14         1189 SH       D       7          1189            0            0
BRT REALTY TRUST               COM  055645303            4          500 SH       D       7           500            0            0
BRE PPTYS INC CL A             COM  05564E106        29943      1037010 SH       D       6       1029810            0         7200
BRE Properties Inc.            COM  05564E106          248         8592 SH       D       7          8592            0            0
BNP RESIDENTIAL PROPERTIES INC COM  05564T103            2          300 SH       D       6           300            0            0
BNP RESIDENTIAL PROPERTIES     COM  05564T103            3          366 SH       D       7           366            0            0
BSB BANCORP INC COM            COM  055652101         3890       193929 SH       D       6        158492            0        35437
BSB Bancorp Inc.               COM  055652101           31         1546 SH       D       7          1546            0            0
BT FINL CORP COM               COM  055763106         4760       275962 SH       D       6        275962            0            0
BT Financial Corp.             COM  055763106           49         2852 SH       D       7          2852            0            0
BTG INC. COM                   COM  05576J101          763        94013 SH       D       6         94013            0            0
BTG INC.                       COM  05576J101            3          393 SH       D       7           393            0            0
BMC SOFTWARE INC               COM  055921100            5          160 SH       D       1             0          160            0
BMC SOFTWARE INC               COM  055921100          193         3500 SH       D       2          3500            0            0
BMC SOFTWARE INC               COM  055921100        19005       352160 SH       D       3        343260            0         8900
BMC SOFTWARE INC               COM  055921100          342         6200 SH       D       4          6200            0            0
BMC SOFTWARE INC               COM  055921100         3077        84352 SH       D       5         84352            0            0
BMC SOFTWARE INC               COM  055921100       228518      6263453 SH       D       6       5791923            0       471530
BMC SOFTWARE INC               COM  055921100         7124       195284 SH       D       7        142594            0        52690
BMC SOFTWARE INC               COM  055921100          473        12983 SH       S       7         12983            0            0
BMJ MEDICAL MANAGEMENT INC     COM  055950109            0         4400 SH       D       6          4400            0            0
BTU INTL INC. COM              COM  056032105          545        45450 SH       D       6         45450            0            0
BTU INTERNATIONAL INC          COM  056032105            4          400 SH       D       7           400            0            0
BROADWAY HOLDINGS COM          COM  056039100            2          325 SH       D       6           325            0            0
BWAY CORPORATION               COM  056039100            2          443 SH       D       7           443            0            0
B W C FINANCIAL CORP           COM  056042104            3          200 SH       D       7           200            0            0
BACOU USA INC COM              COM  056439102         1824        91212 SH       D       6         91212            0            0
Bacou USA Inc.                 COM  056439102           46         2314 SH       D       7          2314            0            0
BADGER METER INC COM           COM  056525108          854        33860 SH       D       6         33860            0            0
BADGER METER INC               COM  056525108            2          112 SH       D       7           112            0            0
BAIRNCO CORP COM               COM  057097107           95        12941 SH       D       6         12941            0            0
BAIRNCO CORP                   COM  057097107            2          377 SH       D       7           377            0            0
MICHAEL BAKER CORP             COM  057149106            2          400 SH       D       7           400            0            0
BAKER HUGHES INC COM STOCK US$ COM  057224107         1193        24640 SH       D       1         24640            0            0
BAKER HUGHES INC COM STOCK US$ COM  057224107          395         8159 SH       D       2          8159            0            0
BAKER HUGHES INC COM STOCK US$ COM  057224107        29675       600635 SH       D       3        569085            0        31550
BAKER HUGHES INC COM STOCK US$ COM  057224107         1002        20700 SH       D       4         20700            0            0
BAKER HUGHES INC               COM  057224107         3681       115056 SH       D       5        115056            0            0
BAKER HUGHES INC            CO COM  057224107       310186      9693342 SH       D       6       8916308            0       777034
BAKER HUGHES INC               COM  057224107         9642       301317 SH       D       7        262725            0        38592
BAKER HUGHES, INC              COM  057224107          561        17550 SH       S       7         17550            0            0
BAKER J INC COM                COM  057232100         1172       201717 SH       D       6        201717            0            0
BAKER J. INC.                  COM  057232100            4          729 SH       D       7           729            0            0
BALCHEM CORP -CL B             COM  057665200            2          200 SH       D       7           200            0            0
BALDOR ELECTRIC CO COM         COM  057741100        10804       580107 SH       D       6        580107            0            0
Baldor Electric Co.            COM  057741100          107         5791 SH       D       7          5791            0            0
BALDWIN & LYONS INC CL B COM   COM  057755209         4102       240454 SH       D       6        240454            0            0
Baldwin & Lyons Inc. Class B   COM  057755209           36         2126 SH       D       7          2126            0            0
BALL CORP COM STOCK NPV        COM  058498106         2120        39493 SH       D       3         39493            0            0
BALL CORP COM                  COM  058498106        33209      1031740 SH       D       6        960495            0        71245
Ball Corporation               COM  058498106          634        19720 SH       D       7         16083            0         3637
BALL CORP.                     COM  058498106           50         1571 SH       S       7          1571            0            0
BALLY TOTAL FITNESS HLDG CORP  COM  05873K108        11787       464518 SH       D       6        464518            0            0
Bally Total Fitness Hldg Corp. COM  05873K108          113         4482 SH       D       7          4482            0            0
BANC CORP COM                  COM  05944B103           19         2900 SH       D       6          2900            0            0
BANC CORPORATION               COM  05944B103           11         1790 SH       D       7          1790            0            0
BANCFIRST COR ZANES COM        COM  059450106         1569        95849 SH       D       6         95849            0            0
Bancfirst Ohio Corp.           COM  059450106           14          864 SH       D       7           864            0            0
BANCFIRST CORP COM             COM  05945F103         3298       104707 SH       D       6        104707            0            0
Bancfirst Corp.                COM  05945F103           26          842 SH       D       7           842            0            0
BANCINSURANCE CORP COM         COM  05945K102            7         1719 SH       D       6          1719            0            0
BANCINSURANCE CORP             COM  05945K102            4         1050 SH       D       7          1050            0            0
BANCO BRADESCO - SPONS ADR     ADR  059460105         1527       123500 SH       D       3        123500            0            0
BANCO BILBAO VIZCAYA ARGENTARI COM  05946K101         1800       122047 SH       D       7        122047            0            0
BANCO COMERCIAL PORTUGUES      COM  059479303          959        37070 SH       D       7         37070            0            0
BANCO DE EDWARDS -SP ADR NPV   ADR  059504100         1533        74354 SH       D       3         74354            0            0
BANCO EDWARDS ADR              COM  059504100          129         9600 SH       D       6          9600            0            0
BANCO DE GALICIA BUENOS AIRES- ADR  059538207          526        23787 SH       D       3         23787            0            0
BANCO DE GALICIA Y BUENOS AIRE COM  059538207         2940       198505 SH       D       6        198505            0            0
BANCO FRANCES DEL RIO DE LA PL COM  059591107         2634       121846 SH       D       6        121846            0            0
BANCO GANADERO SA ADR          ADR  059594507          149        25400 SH       D       3         25400            0            0
BRANCO SANTANDER CENTRAL HISP  COM  05964H105         3676       354374 SH       D       7        354374            0            0
BANCO SANTANDER CHILE-SP ADR   ADR  05965F108        12718       546370 SH       D       3        546370            0            0
BANCO SANTANDER CHILE ADR COM  COM  05965F108         5744       359045 SH       D       6        359045            0            0
BANCO SANTIAGO COM             COM  05965L105         2668       149282 SH       D       6        149282            0            0
BANCORP CONNECTICUT INC COM    COM  059684100          855        58979 SH       D       6         58979            0            0
BANCORP CONNECTICUT INC        COM  059684100            3          229 SH       D       7           229            0            0
BANCORPSOUTH INC COM           COM  059692103        12922       918949 SH       D       6        918949            0            0
Bancorpsouth Inc.              COM  059692103          159        11311 SH       D       7         11311            0            0
BANCWEST CORP. COM             COM  059790105        27923      1698752 SH       D       6       1653452            0        45300
Bancwest Corp.                 COM  059790105          182        11082 SH       D       7         11082            0            0
BANDAG INC COM                 COM  059815100         8559       352964 SH       D       6        352964            0            0
Bandag Inc.                    COM  059815100          187         7712 SH       D       7          7712            0            0
BANDAG INC CL A                COM  059815308         1541        67008 SH       D       6         67008            0            0
BANGOR HYDRO ELEC CO           COM  060077104         2531       108005 SH       D       6        108005            0            0
BANK OF AMERICA CORP COM STK U COM  060505104        25962       310437 SH       D       1        218486        91951            0
BANK OF AMERICA CORP COM STK U COM  060505104         4128        63425 SH       D       2         63425            0            0
BANK OF AMERICA CORP COM STK U COM  060505104       188661      2731292 SH       D       3       2612923            0       118369
BANK OF AMERICA CORP COM STK U COM  060505104         4654        71504 SH       D       4         71504            0            0
BANK OF AMERICA CORP           COM  060505104        25453       591946 SH       D       5        591946            0            0
BANK OF AMERICA CORP COM       COM  060505104      2216448     51545316 SH       D       6      47473032            0      4072283
BANK AMER CORP                 COM  060505104        83211      1935147 SH       D       7       1393364            0       541783
BANK OF AMERICA CORP.          COM  060505104         3789        88138 SH       S       7         88138            0            0
BANK GRANITE CORP              COM  062401104         4050       177079 SH       D       6        177079            0            0
BANK GRANITE CORP              COM  062401104           32         1441 SH       D       7          1441            0            0
BANK OF THE OZARKS COM         COM  063904106            3          234 SH       D       6           234            0            0
BANK OF THE OZARKS             COM  063904106            2          169 SH       D       7           169            0            0
BK OF NEW YORK CO              COM  064057102          227         4670 SH       D       1             0         4670            0
BANK OF NEW YORK CO INC COM ST COM  064057102          781        11100 SH       D       2         11100            0            0
BANK OF NEW YORK CO INC COM ST COM  064057102        79891      1094857 SH       D       3       1034657            0        60200
BANK OF NEW YORK CO INC COM ST COM  064057102         2428        34500 SH       D       4         34500            0            0
BANK OF NEW YORK CO INC        COM  064057102        11891       255727 SH       D       5        255727            0            0
BANK OF NEW YORK CO INC COM    COM  064057102       950117     20432641 SH       D       6      18922699            0      1509942
Bank of New York               COM  064057102        26834       577094 SH       D       7        486893            0        90201
BANK OF NEW YORK               COM  064057102         1824        39236 SH       S       7         39236            0            0
BANK ONE CP                    COM  06423A103         4196       158000 SH       D       1        158000            0            0
BANK ONE CORP COM STK US$5     COM  06423A103          695        17296 SH       D       2         17296            0            0
BANK ONE CORP COM STK US$5     COM  06423A103        72085      1712638 SH       D       3       1625991            0        86647
BANK ONE CORP COM STK US$5     COM  06423A103         2361        58735 SH       D       4         58735            0            0
BANK ONE CORP                  COM  06423A103        10576       398228 SH       D       5        398228            0            0
BANC ONE CORP COM              COM  06423A103       836191     31480153 SH       D       6      29090931            0      2389222
Bank One Corporation           COM  06423A103        26545       999345 SH       D       7        786123            0       213222
BANK ONE CORP                  COM  06423A103         1619        60982 SH       S       7         60982            0            0
BANK SANTA CLARA CALIF COM     COM  064781107           24          642 SH       D       6           642            0            0
BANK OF SOUTH CAROLINA CORP CO COM  065066102            4          367 SH       D       6           367            0            0
BANK OF SOUTH CAROLINA         COM  065066102            4          400 SH       D       7           400            0            0
BANK UID CORP COM              COM  065412108        35144       998773 SH       D       6        976373            0        22400
Bank UTD Corp.                 COM  065412108          207         5887 SH       D       7          5887            0            0
BANKATLANTIC BANCORP CL B      COM  065908105          653       111223 SH       D       6        111223            0            0
Bankatlantic Bancorp Inc.      COM  065908105           30         5115 SH       D       7          5115            0            0
BANKATLANTIC BANCORP A COM     COM  065908501         1027       273951 SH       D       6        273951            0            0
BANKATLANTIC BANCORP INC - A   COM  065908501            0            0 SH       D       7             0            0            0
BANKFIRST CORP COM             COM  066442104           23         2807 SH       D       6          2807            0            0
BANKFIRST CORP                 COM  066442104            3          419 SH       D       7           419            0            0
BANKNORTH GROUP INC. COM       COM  06646R107        54695      3571938 SH       D       6       3542323            0        29615
BANKNORTH GROUP INC.           COM  06646R107          365        23859 SH       D       7          8764            0        15095
BANKUNITED FINL CORP CLA COM   COM  06652B103         1862       256921 SH       D       6        256921            0            0
BANTA CORP USD0.1              COM  066821109          209         7300 SH       D       1          7300            0            0
BANTA CORP USD0.1              COM  066821109           40         1400 SH       D       2          1400            0            0
BANTA CORP USD0.1              COM  066821109          376        13400 SH       D       3         13400            0            0
BANTA CORP COM                 COM  066821109        27235      1438188 SH       D       6       1322288            0       115900
BANTA CORP                     COM  066821109          788        41653 SH       D       7         41653            0            0
BANYAN STRTEGIC RLTY T-MISC CO COM  06683M102            3          600 SH       D       6           600            0            0
BANYAN STRATEGIC REALTY TRUST  COM  06683M102            4          797 SH       D       7           797            0            0
BAR HARBOR BANKSHARES          COM  066849100            2          163 SH       D       7           163            0            0
BARD CR INC                    COM  067383109         1009        13800 SH       D       3         13800            0            0
BARD C R INC COM               COM  067383109        66167      1374900 SH       D       6       1272961            0       101939
Bard (C.R.), Inc.              COM  067383109         1726        35879 SH       D       7         29649            0         6230
BARD C.R.                      COM  067383109          129         2684 SH       S       7          2684            0            0
BARCLAYS                       ADR  06738E204           40          400 SH       D       1             0          400            0
BARCLAYS PLC                   COM  06738E204         2545        25450 SH       D       7         25450            0            0
BARNES & NOBILE INC COM        COM  067774109        25772      1158309 SH       D       6       1158309            0            0
BARNES & NOBLE INC.            COM  067774109          281        12669 SH       D       7          5029            0         7640
BARNES GROUP INC               COM  067806109         7521       461099 SH       D       6        460099            0         1000
Barnes Group Inc.              COM  067806109           47         2920 SH       D       7          2920            0            0
BARNESANDNOBLE.COM COM         COM  067846105         4967       760520 SH       D       6        758920            0         1600
Barnsandnoble.com inc.         COM  067846105           41         6320 SH       D       7          6320            0            0
BARRICK GOLD CORP COM NPV      COM  067901108          112         4100 SH       D       2          4100            0            0
BARRICK GOLD CORP COM NPV      COM  067901108         3543       130851 SH       D       3        130851            0            0
BARRICK GOLD CORP COM          COM  067901108       171576      9433735 SH       D       6       8597117            0       836618
Barrick Gold Corporation       COM  067901108         4653       255888 SH       D       7        249734            0         6154
ABX.N                          ADR  067901108          390        21940 SH       D       9         21940            0            0
BARRICK GOLD CORP              COM  067901108          383        21093 SH       S       7         21093            0            0
BARNETT INC COM                COM  068062108         1852       180700 SH       D       6        180700            0            0
BARNETT INC                    COM  068062108           16         1597 SH       D       7          1597            0            0
BARR LABS INC COM              COM  068306109        14150       315763 SH       D       6        315763            0            0
Barr Laboratories Inc.         COM  068306109          254         5677 SH       D       7          5677            0            0
BARRA INC. COM                 COM  068313105        15328       309273 SH       D       6        309273            0            0
Barra Inc.                     COM  068313105          146         2951 SH       D       7          2951            0            0
BARRETT BUSINESS SVCS INC      COM  068463108            5         1000 SH       D       7          1000            0            0
BARRETT RES CORP COM PAR $0.01 COM  068480201        21350       701459 SH       D       6        701459            0            0
Barrett Resources Corp.        COM  068480201          162         5332 SH       D       7          5332            0            0
BARRINGER TECHNOLOGIES INC     COM  068509603            4          640 SH       D       7           640            0            0
BASE TEN SYS INC COM           COM  069779304            0            1 SH       D       6             1            0            0
BASIN EXPL COM                 COM  070107107         4944       276623 SH       D       6        276623            0            0
Basin Exploration Inc          COM  070107107           71         4017 SH       D       7          4017            0            0
BASSETT FURNITURE INDUSTRIES   COM  070203104         2140       169512 SH       D       6        169512            0            0
Bassett Furniture Industries   COM  070203104           32         2552 SH       D       7          2552            0            0
BATTLE MTN GOLD CO CL A     CO COM  071593107         5711      2610893 SH       D       6       2610893            0            0
Battle Mountain Gold Co.       COM  071593107           28        13036 SH       D       7         13036            0            0
BAUSCH & LOMB INC COM STOCK US COM  071707103          117         1000 SH       D       2          1000            0            0
BAUSCH & LOMB INC COM STOCK US COM  071707103         9926        86205 SH       D       3         76405            0         9800
BAUSCH & LOMB INC COM          COM  071707103       114439      1479027 SH       D       6       1363178            0       115849
Bausch & Lomb, Inc.            COM  071707103         6126        79180 SH       D       7         36908            0        42272
BAUSCH & LOMB, INC.            COM  071707103          219         2834 SH       S       7          2834            0            0
BAXTER INTL INC                COM  071813109          224       300709 SH       D       1        300500          209            0
BAXTER INTERNATIONAL INC US$1  COM  071813109          463         4350 SH       D       2          4350            0            0
BAXTER INTERNATIONAL INC US$1  COM  071813109        53161       486539 SH       D       3        459739            0        26800
BAXTER INTERNATIONAL INC US$1  COM  071813109         1405        13200 SH       D       4         13200            0            0
BAXTER INTERNATIONAL INC       COM  071813109         7111       101147 SH       D       5        101147            0            0
BAXTER INTL INC COM            COM  071813109       551983      7850427 SH       D       6       7254569            0       595858
Baxter International Inc.      COM  071813109        16529       235089 SH       D       7        166536            0        68553
BAXTER INTERNATIONAL, INC.     COM  071813109         1084        15426 SH       S       7         15426            0            0
BAY STATE BANCORP INC          COM  072611106            2          113 SH       D       7           113            0            0
BAY VIEW CAP CORP DEL COM      COM  07262L101         7164       730090 SH       D       6        716290            0        13800
Bay View Capital Corp.         COM  07262L101           47         4889 SH       D       7          4889            0            0
BAYCORP HOLDINGS LTD COM       COM  072728108          537        66215 SH       D       6         66215            0            0
BE AEROSPACE COM               COM  073302101         2736       398094 SH       D       6        398094            0            0
BE Aerospace Inc.              COM  073302101           42         6201 SH       D       7          6201            0            0
BE FREE INC COM                COM  073308108         2810       312282 SH       D       6        312282            0            0
BE FREE, INC.                  COM  073308108           27         3000 SH       D       7          3000            0            0
BE INC COM                     COM  073309106          908       181600 SH       D       6        181600            0            0
BE INCORPORATED                COM  073309106           22         4400 SH       D       7          4400            0            0
BEA SYS INC COM                COM  073325102       161193      3260544 SH       D       6       3143344            0       117200
BEA SYS INC                    COM  073325102         6155       124544 SH       D       7         61232            0        63312
BEAR STEARNS COS INC COM STOCK COM  073902108          113         1800 SH       D       2          1800            0            0
BEAR STEARNS COS INC COM STOCK COM  073902108         9179       143344 SH       D       3        143344            0            0
BEAR STEARNS CO INC COM        COM  073902108       125619      3017255 SH       D       6       2791922            0       225333
Bear Stearns Companies         COM  073902108         6369       153015 SH       D       7         66057            0        86958
BEAR STEARNS COMPANIES,INC     COM  073902108          244         5879 SH       S       7          5879            0            0
BEASLEY BROADCAST GROUP INC CO COM  074014101          251        18428 SH       D       6         18428            0            0
BEASLEY BROADCAST GRP INC -A   COM  074014101           19         1400 SH       D       7          1400            0            0
BEAZER HOMES COM               COM  07556Q105         5206       285263 SH       D       6        285263            0            0
Beazer Homes USA, Inc.         COM  07556Q105           15          831 SH       D       7           831            0            0
BEBE STORES INC COM            COM  075571109          889       106201 SH       D       6        106201            0            0
BEBE Stores Inc.               COM  075571109           22         2721 SH       D       7          2721            0            0
BECKMAN COULTER INC COM        COM  075811109        37153       636458 SH       D       6        634258            0         2200
BECKMAN COULTER INC            COM  075811109          694        11905 SH       D       7          6421            0         5484
BECTON (DICKINSON) & CO COM ST COM  075887109          178         4100 SH       D       2          4100            0            0
BECTON (DICKINSON) & CO COM ST COM  075887109        18276       433247 SH       D       3        408847            0        24400
BECTON (DICKINSON) & CO COM ST COM  075887109          768        17700 SH       D       4         17700            0            0
BECTON DICKINSON & CO          COM  075887109         2536        88403 SH       D       5         88403            0            0
BECTON DICKINSON & CO COM      COM  075887109       189593      6608915 SH       D       6       6099196            0       509719
Becton Dickinson & Co.         COM  075887109         5518       192356 SH       D       7        145505            0        46851
BECTON DICKINSON & CO          COM  075887109          384        13403 SH       S       7         13403            0            0
BED BATH & BEYOND COM STK US$  COM  075896100         1993        38500 SH       D       3         38500            0            0
BED & BATH BEYOND COM          COM  075896100       124571      3436469 SH       D       6       3165469            0       271000
Bed Bath & Beyond, Inc.        COM  075896100         3870       106766 SH       D       7         81415            0        25351
BED BATH & BEYOND INC          COM  075896100          270         7471 SH       S       7          7471            0            0
BEDFORD PROPERTY INVESTORS, IN COM  076446301         9315       501820 SH       D       6        498220            0         3600
Bedford Property Investors     COM  076446301           95         5139 SH       D       7          5139            0            0
BEL FUSE INC COM/ CLASS A      COM  077347201          127         4712 SH       D       6          4712            0            0
BEL FUSE INC CL A              COM  077347201           18          691 SH       D       7           691            0            0
BEL FUSE INC COM/ CLASS B      COM  077347300         1105        41316 SH       D       6         41316            0            0
BELCO OIL & GAS CORP COM       COM  077410108         2911       342548 SH       D       6        342548            0            0
Belco Oil & Gas Corp.          COM  077410108           54         6459 SH       D       7          6459            0            0
BELDEN INC COM                 COM  077459105        22527       879137 SH       D       6        859637            0        19500
Belden Inc.                    COM  077459105          108         4228 SH       D       7          4228            0            0
BELL & HOWELL CO. COM          COM  077852101        10796       445199 SH       D       6        445199            0            0
Bell & Howell Co.              COM  077852101           73         3030 SH       D       7          3030            0            0
VERIZON COMMUNICATIONS COM STO COM  077853109         8605       112140 SH       D       1        111200          940            0
VERIZON COMMUNICATIONS COM STO COM  077853109         4003        52044 SH       D       2         52044            0            0
BELL ATLANTIC CORP COM STOCK   COM  077853109       193178      2467464 SH       D       3       2342688            0       124776
VERIZON COMMUNICATIONS COM STO COM  077853109         3979        51736 SH       D       4         51736            0            0
BELL ATLANTIC CORP             COM  077853109        27356       538404 SH       D       5        538404            0            0
BELL ATLANTIC CORP COM         COM  077853109      1902739     37446281 SH       D       6      34461249            0      2985032
BELL ATLANTIC CORP             COM  077853109        88686      1745374 SH       D       7       1377777            0       367597
BELL ATLANTIC                  COM  077853109         1710        26000 SH       D       9         26000            0            0
BELL ATLANTIC CORP.            COM  077853109         4175        82183 SH       S       7         82183            0            0
BELL BUSINESS SER COM          COM  078137106         1664        90565 SH       D       6         90565            0            0
BELL MICROPRODUCTS INC         COM  078137106            7          395 SH       D       7           395            0            0
BELLSOUTH CORP COM STOCK US$1  COM  079860102        40312       838400 SH       D       1        838400            0            0
BELLSOUTH CORP COM STOCK US$1  COM  079860102         5235        81130 SH       D       2         81130            0            0
BELLSOUTH CORP COM STOCK US$1  COM  079860102       212242      3159594 SH       D       3       3009994            0       149600
BELLSOUTH CORP COM STOCK US$1  COM  079860102         5091        78900 SH       D       4         78900            0            0
BELLSOUTH CORP                 COM  079860102        27839       653041 SH       D       5        653041            0            0
BELLSOUTH CORP COM             COM  079860102      2575207     60415437 SH       D       6      55439237            0      4976200
BELLSOUTH CORP                 COM  079860102        97466      2286599 SH       D       7       1806494            0       480105
BELLSOUTH CORPORATION          COM  079860102         4265       100065 SH       S       7        100065            0            0
BELLWETHER EXPL CO COM         COM  079895207         1736       208900 SH       D       6        208900            0            0
BELLWETHER EXPLORATION CO      COM  079895207           16         2033 SH       D       7          2033            0            0
BELO, A H CORP CLASS 'A' COM S CLA  080555105         2676        99559 SH       D       3         99559            0            0
BELO A H CORP SER A          C COM  080555105        34532      1994647 SH       D       6       1985769            0         8878
A.H. BELO CORPORATION          COM  080555105          357        20671 SH       D       7         11047            0         9624
BEMIS CO INC COM STOCK US$0.10 COM  081437105          778        14600 SH       D       3         14600            0            0
BEMIS CO INC COM               COM  081437105        48365      1438386 SH       D       6       1331333            0       107053
Bemis Company, Inc.            COM  081437105         1215        36139 SH       D       7         30166            0         5973
BEMIS CO                       COM  081437105           95         2827 SH       S       7          2827            0            0
BENCHMARK ELECTRS INC COM      COM  08160H101         8598       235171 SH       D       6        235171            0            0
Benchmark Electronics Inc.     COM  08160H101          124         3392 SH       D       7          3392            0            0
BENETTON                       COM  081795403         2832        68453 SH       D       7         68453            0            0
BENIHANA INC                   COM  082047200            3          272 SH       D       7           272            0            0
BENTLEY PHARMACEUTICALS INC CO COM  082657107          632        74400 SH       D       6         74400            0            0
BENTON OIL & GAS CO COM        COM  083288100          427       155321 SH       D       6        155321            0            0
BERGEN BRUNSWIG CORP CLASS A C COM  083739102        15051      2736579 SH       D       6       2736579            0            0
BERGEN BRUNSWIG CORP           COM  083739102          200        36390 SH       D       7         13780            0        22610
BERINGER WINE ESTATE COM       COM  084102102         8055       228111 SH       D       6        228111            0            0
Beringer Wine Estates          COM  084102102          125         3567 SH       D       7          3567            0            0
BERKLEY W R CORP COM           COM  084423102         8918       475644 SH       D       6        475644            0            0
WR Berkley Corp.               COM  084423102           86         4597 SH       D       7          4597            0            0
BERKSHIRE BANCORP INC COM      COM  084597103            4          143 SH       D       6           143            0            0
BERKSHIRE BANCORP INC          COM  084597103            3           95 SH       D       7            95            0            0
BERKSHIRE ENERGY RESOURCES COM COM  084644103         1186        31751 SH       D       6         31751            0            0
BERKSHIRE HATHAWAY             CNV  084670108        19958          471 SH       D       1           460           11            0
BERKSHIRE HATHAWAY INC STOCK ' CLA  084670108         1628           20 SH       D       2            20            0            0
BERKSHIRE HATHAWAY INC STOCK ' CLA  084670108       121280         1494 SH       D       3          1380            0          114
BERKSHIRE HATHAWAY INC STOCK ' CLA  084670108         4235           52 SH       D       4            52            0            0
BERKSHIRE HATHAWAY INC COM     COM  084670108       309565         5754 SH       D       6          5754            0            0
BERKSHIRE HATHAWAY INC-C       COM  084670108         7370          137 SH       D       7           137            0            0
BERKSHIRE HATHAWAY B COM       COM  084670207        35728        20300 SH       D       6         20300            0            0
BERKSHIRE HATHAWAY INC-CL B    COM  084670207           88           50 SH       D       7            50            0            0
BERLITZ IMTL INC NEW BERLITZ I COM  08520F100           44         4999 SH       D       6          4999            0            0
BERLITZ INTERNATIONAL INC      COM  08520F100            3          351 SH       D       7           351            0            0
BERRY PETROLEUM CO CL A        COM  085789105         5457       321051 SH       D       6        321051            0            0
Berry Petroleum Co. Class A    COM  085789105           74         4383 SH       D       7          4383            0            0
BESICORP GROUP INC EC COM      COM  086338993            0        60307 SH       D       6         60307            0            0
BESICORP LTD. COM              COM  086339991            0         2411 SH       D       6          2411            0            0
BEST BUY COMPANY               COM  086516101         3016        31500 SH       D       1         31500            0            0
BEST BUY COMPANY               COM  086516101          967        10100 SH       D       2         10100            0            0
BEST BUY COMPANY               COM  086516101        30050       319479 SH       D       3        310479            0         9000
BEST BUY INC COM               COM  086516101       384031      6071639 SH       D       6       5609992            0       461647
BEST BUY CO INC                COM  086516101        14982       236876 SH       D       7        200120            0        36756
BEST BUY COMPANY INC.          COM  086516101          687        10864 SH       S       7         10864            0            0
BESTWAY INC                    COM  086584208            8         1400 SH       D       7          1400            0            0
BESTFOODS INC USD0.25          COM  08658U101         1421        14100 SH       D       1         12500         1600            0
BESTFOODS INC USD0.25          COM  08658U101          779         7440 SH       D       2          7440            0            0
BESTFOODS INC USD0.25          COM  08658U101        46099       436722 SH       D       3        417322            0        19400
BESTFOODS INC USD0.25          COM  08658U101          712         6800 SH       D       4          6800            0            0
BESTFOODS INC COM              COM  08658U101       523807      7564010 SH       D       6       6963720            0       600290
BESTFOODS                      COM  08658U101        16614       239914 SH       D       7        192739            0        47175
BESTFOODS                      COM  08658U101         1012        14620 SH       S       7         14620            0            0
BETA OIL & GAS INC COM         COM  08659A104         1080        99340 SH       D       6         99340            0            0
BETHLEHEM STEEL CORP COM STOCK COM  087509105         1111       205278 SH       D       3        180278            0        25000
BETHLEHEM STEEL CORP           COM  087509105          151        42530 SH       D       5         42530            0            0
BETHLEHEM STEEL CORP COM       COM  087509105        12693      3563043 SH       D       6       3308545            0       254498
Bethlehem Steel Corp.          COM  087509105          299        83970 SH       D       7         82108            0         1862
BETHLEHEM STEEL CORP.          COM  087509105           25         7065 SH       S       7          7065            0            0
BEVERLY ENTERPRISES INC COM    COM  087851309         2867      1019579 SH       D       6       1019579            0            0
Beverly Enterprises            COM  087851309           27         9879 SH       D       7          9879            0            0
BEYOND.COM CORP. COM           COM  08860E101           75        55995 SH       D       6         55995            0            0
Beyond.com Corp.               COM  08860E101            3         2340 SH       D       7          2340            0            0
BIG CITY RADIO                 COM  089098107            7         1400 SH       D       7          1400            0            0
BIG DOG HLDGS- COM COM         COM  089128102            3          856 SH       D       6           856            0            0
BIG DOG HOLDINGS INC.          COM  089128102            2          541 SH       D       7           541            0            0
BIG FOOT FINANCIAL CORP        COM  089165104            4          400 SH       D       7           400            0            0
BILLING CONCEPTS CORP COM      COM  090063108         3816       859962 SH       D       6        859962            0            0
Billing Concepts Corp.         COM  090063108           31         7040 SH       D       7          7040            0            0
BINDLEY WESTERN INDUSTRIES INC COM  090324104        17102       646902 SH       D       6        646902            0            0
Bindley Western Inds. Inc.     COM  090324104          172         6526 SH       D       7          6526            0            0
BINDVIEW DEV CORP COM          COM  090327107         6833       569458 SH       D       6        569458            0            0
Bindview Dev Corp              COM  090327107          119         9942 SH       D       7          9942            0            0
BIO RAD LABS CL A COM          COM  090572207         6373       254959 SH       D       6        247059            0         7900
Bio Rad Labs Inc.              COM  090572207           47         1895 SH       D       7          1895            0            0
BIO TECHNOLOGY GEN CORP COM    COM  090578105        18074      1370580 SH       D       6       1370580            0            0
Bio Technology General Corp.   COM  090578105          124         9477 SH       D       7          9477            0            0
BID-PLEXUS INC COM             COM  09057C106            0         3100 SH       D       6          3100            0            0
BIOCHEM PHARMA INC             COM  09058T108          254         6707 SH       D       3          6707            0            0
BIOCHEM PARMA COM              COM  09058T108          270        11000 SH       D       6         11000            0            0
BIOCRYST PHARMACEUTICALS COM   COM  09058V103         5520       192434 SH       D       6        192434            0            0
BIOCRYST PHARMACEUTICALS INC   COM  09058V103           56         1965 SH       D       7          1965            0            0
BIOGEN INC                     COM  090597105          234         2400 SH       D       2          2400            0            0
BIOGEN INC                     COM  090597105        20353       207180 SH       D       3        207180            0            0
BIOGEN INC                     COM  090597105       244656      3793129 SH       D       6       3498206            0       294923
BIOGEN INC                     COM  090597105         7685       119148 SH       D       7         86679            0        32469
BIOGEN INC                     COM  090597105          508         7890 SH       S       7          7890            0            0
BIOMET COM                     COM  09059T206          566        60400 SH       D       6         60400            0            0
BIOMATRIX INC COM              COM  09060P102         6179       273128 SH       D       6        273128            0            0
Biomatrix Inc.                 COM  09060P102           67         2989 SH       D       7          2989            0            0
BIOMET INC                     COM  090613100         1851        32362 SH       D       3         32362            0            0
BIOMET INC COM                 COM  090613100       116171      3022360 SH       D       6       2785935            0       236425
Biomet, Inc.                   COM  090613100         3468        90230 SH       D       7         67454            0        22776
Biomet, Inc.                   COM  090613100          241         6290 SH       S       7          6290            0            0
BIOMARIN PHARMACEUTICAL INC CO COM  09061G101         7690       452360 SH       D       6        452360            0            0
BIOMARIN PHARMACEUTICAL INC    COM  09061G101           30         1800 SH       D       7          1800            0            0
BIONX IMPLANTS INC RTS         RT   09064Q981            0          787 SH       D       6           787            0            0
BIOPURE CORP COM               COM  09065H105          925        49210 SH       D       6         49210            0            0
BIOPURE CORP                   COM  09065H105           26         1400 SH       D       7          1400            0            0
BIOSPHERICS INC                COM  090662107          263        52600 SH       D       6         52600            0            0
BIOSOURCE INTL INC COM         COM  09066H104         1982        89100 SH       D       6         89100            0            0
BIOSOURCE INTL INC COM NEW     COM  09066H104           55         2500 SH       D       7          2500            0            0
BIOTIME COM                    COM  09066L105          687        97404 SH       D       6         97404            0            0
BIOTIME INC                    COM  09066L105            3          470 SH       D       7           470            0            0
BIOTRANSPLANT INC COM          COM  09066Y107          915        95140 SH       D       6         95140            0            0
BIOTECH HOLDRS TRUST           COM  09067D201            5           20 SH       D       3            20            0            0
BIOSHIELD TECHNOLOGIES INC COM COM  09068A107          543        45300 SH       D       6         45300            0            0
BIOSITE DIAGNOSTICS INC. COM   COM  090945106         7886       163656 SH       D       6        163656            0            0
BIOSITE DIAGNOSTICS INC        COM  090945106           47          977 SH       D       7           977            0            0
BIORELIANCE CORP COM           COM  090951104            2          492 SH       D       6           492            0            0
BIORELIANCE CORP               COM  090951104            7         1449 SH       D       7          1449            0            0
BIRMINGHAM STEEL CORP COM      COM  091250100         1326       342328 SH       D       6        342328            0            0
BITWISE COM                    COM  091747105          751       127830 SH       D       6        127830            0            0
BLACK & DECKER CORP COM STOCK  COM  091797100           74         1250 SH       D       2          1250            0            0
BLACK & DECKER CORP COM STOCK  COM  091797100         7918       136394 SH       D       3        136394            0            0
BLACK & DECKER CORP            COM  091797100         1205        30668 SH       D       5         30668            0            0
BLACK & DECKER CORP COM        COM  091797100        86705      2205542 SH       D       6       2033495            0       172047
Black & Decker Corp            COM  091797100         2646        67309 SH       D       7         49487            0        17822
BLACK & DECKER CORP            COM  091797100          177         4511 SH       S       7          4511            0            0
BLACK BOX CORP COM             COM  091826107        35695       450856 SH       D       6        450856            0            0
Black Box Corp.                COM  091826107          284         3593 SH       D       7          3593            0            0
BLACK HILLS PWR & LIGHT CO COM COM  092113109        11660       516816 SH       D       6        516816            0            0
Black Hills Corp.              COM  092113109           93         4138 SH       D       7          4138            0            0
BLACKROCK INC COM              COM  09247X101         8284       285663 SH       D       6        285663            0            0
BLACKROCK INC.                 COM  09247X101           17          600 SH       D       7           600            0            0
BLAIR CORP COM                 COM  092828102         1434        77536 SH       D       6         77536            0            0
BLAIR CORPORATION              COM  092828102           20         1128 SH       D       7          1128            0            0
BLANCH E W HLDGS COM           COM  093210102         4840       238296 SH       D       6        238296            0            0
EW Blanch Holdings Inc.        COM  093210102           45         2248 SH       D       7          2248            0            0
BLAZE SOFTWARE INC COM         COM  09347T109         1751       128525 SH       D       6        128525            0            0
BLOCK DRUG INC CL A COM        COM  093644102        15855       374717 SH       D       6        363977            0        10740
Block Drug Company Inc.        COM  093644102          137         3250 SH       D       7          3250            0            0
BLOCK (H & R) INC COM STOCK NP COM  093671105           68         1400 SH       D       2          1400            0            0
BLOCK (H & R) INC COM STOCK NP COM  093671105         7230       144406 SH       D       3        134106            0        10300
BLOCK (H & R) INC COM STOCK NP COM  093671105          495        10100 SH       D       4         10100            0            0
BLOCK H & R INC                COM  093671105         1114        34432 SH       D       5         34432            0            0
BLOCK H & R INC COM            COM  093671105        87626      2706624 SH       D       6       2506694            0       199930
H & R Block, Inc.              COM  093671105         2555        78928 SH       D       7         64694            0        14234
BLOCK, H,& R. INC              COM  093671105          169         5245 SH       S       7          5245            0            0
BLOCKBUSTER INC COM            COM  093679108          697        72000 SH       D       6         70400            0         1600
BLOCKBUSTER INC CL A           COM  093679108           17         1800 SH       D       7          1800            0            0
BLONDER TONGUE LABORATORIES    COM  093698108            2          370 SH       D       7           370            0            0
BLOUNT INT`L-NEW COM           COM  095180105          840       109342 SH       D       6        109342            0            0
Blount Int'l Inc. New          COM  095180105           55         7241 SH       D       7          7241            0            0
BLUE DOLPHIN ENERGY            COM  095395208           10         2300 SH       D       7          2300            0            0
BLUE RHINO CORP COM            COM  095811105          702        87118 SH       D       6         87118            0            0
BLUE RHINO CORP                COM  095811105           15         1881 SH       D       7          1881            0            0
BLUE WAVE SYSTEMS INC COM      COM  096081104         2086       202350 SH       D       6        202350            0            0
BLUEFLY INC                    COM  096227103            0          200 SH       D       7           200            0            0
BLUEGREEN CORP COM             COM  096231105          642       233718 SH       D       6        233718            0            0
BLUE STONE SOFTWARE COM        COM  09623P102         2713       105626 SH       D       6        105626            0            0
BLUESTONE SOFTWARE             COM  09623P102           56         2200 SH       D       7          2200            0            0
BLYTH LNDS INC COM             COM  09643P108        21608       732483 SH       D       6        732483            0            0
BLYTH INC.                     COM  09643P108          286         9695 SH       D       7          2800            0         6895
BOB EVANS FARMS INC COM        COM  096761101        20111      1346407 SH       D       6       1342807            0         3600
BOB EVANS FARMS                COM  096761101          285        19136 SH       D       7         19136            0            0
BOCA RESH INC COM              COM  096888102            1          200 SH       D       6           200            0            0
BOCA RESEARCH INC              COM  096888102           13         2600 SH       D       7          2600            0            0
BOCA RESORTS INC COM           COM  09688T106         5383       545215 SH       D       6        545215            0            0
Boca Resorts                   COM  09688T106           74         7511 SH       D       7          7511            0            0
BOEING CO COM STOCK US$5       COM  097023105         6438       102385 SH       D       1        100400         1985            0
BOEING CO COM STOCK US$5       COM  097023105         2461        38881 SH       D       2         38881            0            0
BOEING CO COM STOCK US$5       COM  097023105       101936      1637979 SH       D       3       1563351            0        74628
BOEING CO COM STOCK US$5       COM  097023105         2811        44416 SH       D       4         44416            0            0
BOEING CO                      COM  097023105        13360       319559 SH       D       5        319559            0            0
BOEING CO COM                  COM  097023105      1190761     28478603 SH       D       6      26190519            0      2288084
BOEING CO                      COM  097023105        40001       956685 SH       D       7        779425            0       177260
BOEING COMPANY                 COM  097023105         2017        48253 SH       S       7         48253            0            0
BOGEN COMMUNICATIONS INTL      COM  097189104            2          300 SH       D       7           300            0            0
BOISE CASCADE CORP COM STOCK U COM  097383103         3086        76804 SH       D       3         76804            0            0
BOISE CASCADE CORP COM         COM  097383103        45514      1759018 SH       D       6       1621396            0       137622
Boise Cascade Corp             COM  097383103         2503        96739 SH       D       7         32855            0        63884
BOISE CASCADE CORP.            COM  097383103           78         3022 SH       S       7          3022            0            0
BOLDER TECHNOLOGIES CORP COM   COM  097519102          677        88816 SH       D       6         88816            0            0
BOLDER TECHNOLOGIES CORP       COM  097519102            9         1229 SH       D       7          1229            0            0
BOMBAY INC COM                 COM  097924104         1503       511785 SH       D       6        511785            0            0
Bombay Company Inc.            COM  097924104           11         3903 SH       D       7          3903            0            0
BONE CARE INTERNATIONAL COM    COM  098072101         1997        84769 SH       D       6         84769            0            0
BONE CARE INTERNATIONAL INC    COM  098072101           74         3173 SH       D       7          3173            0            0
BOOKS-A-MILLION COM            COM  098570104          613       132719 SH       D       6        132719            0            0
BOOKS-A-MILLION INC            COM  098570104            4         1043 SH       D       7          1043            0            0
BOOTS & COOTS/INTL COM         COM  099469108           15        31200 SH       D       6         31200            0            0
BORDERS GROUP COM              COM  099709107        29522      1897020 SH       D       6       1897020            0            0
BORDERS GROUP INC              COM  099709107          290        18664 SH       D       7         18664            0            0
BORG WARNER INC                COM  099724106        31184       887821 SH       D       6        851021            0        36800
BORG WARNER INC.               COM  099724106          483        13767 SH       D       7         11145            0         2622
BORON LEPORE & ASSOC COM       COM  10001P102         1341       145024 SH       D       6        145024            0            0
BORON LEPORE & ASSOCIATES      COM  10001P102           16         1766 SH       D       7          1766            0            0
BOSTON ACOUSTICS INC           COM  100534106            2          184 SH       D       7           184            0            0
BOSTON BEER INC COM            COM  100557107         2828       330337 SH       D       6        330337            0            0
BOSTON CHICKEN INC             COM  100578103            0         2500 SH       D       7          2500            0            0
BOSTON COMMUNICATION COM       COM  100582105         6802       485860 SH       D       6        485860            0            0
BOSTON COMMUNICATIONS GROUP    COM  100582105           39         2800 SH       D       7          2800            0            0
BOSTON LIFE SCIENCES, INC COM  COM  100843408         1722       194798 SH       D       6        194798            0            0
BOSTON LIFE SCIENCES INC       COM  100843408           15         1793 SH       D       7          1793            0            0
BOSTON PRIVATE FINL COM        COM  101119105          701        69740 SH       D       6         69740            0            0
BOSTON PRIVATE FIN HOLDING     COM  101119105           13         1300 SH       D       7          1300            0            0
BOSTON PROPERTIES COM          COM  101121101        28930       749017 SH       D       6        744317            0         4700
BOSTON PROPERTIES INC          COM  101121101          693        17963 SH       D       7          7533            0        10430
BOSTON SCIENTIFIC              COM  101137107         2125        64000 SH       D       1         64000            0            0
BOSTON SCIENTIFIC              COM  101137107          850        25600 SH       D       2         25600            0            0
BOSTON SCIENTIFIC              COM  101137107        25005       754091 SH       D       3        717691            0        36400
BOSTON SCIENTIFIC              COM  101137107          534        16100 SH       D       4         16100            0            0
BOSTON SCIENTIFIC COM          COM  101137107       266921     12167378 SH       D       6      11157207            0      1010171
BOSTON SCIENTIFIC CORP         COM  101137107         9329       425287 SH       D       7        365276            0        60011
BOSTON SCIENTIFIC CORPORATION  COM  101137107          476        21701 SH       S       7         21701            0            0
BOSTONFED BANCORP INC COM      COM  101178101           57         4100 SH       D       6          4100            0            0
BOSTONFED BANCORP INC          COM  101178101            2          192 SH       D       7           192            0            0
BOTTOMLINE TECH DEL INC COM    COM  101388106         4715       137935 SH       D       6        137935            0            0
Bottomline Tech DE Inc.        COM  101388106           86         2519 SH       D       7          2519            0            0
BOUNDLESS CORPORATION          COM  101706208            8         1500 SH       D       7          1500            0            0
BOWATER INC                    COM  102183100           14          311 SH       D       1             0          311            0
BOWATER INC COM STOCK US$1     COM  102183100           60          900 SH       D       2           900            0            0
BOWATER INC COM STOCK US$1     COM  102183100         3859        56025 SH       D       3         56025            0            0
BOWATER INC                  C COM  102183100        36866       835496 SH       D       6        829775            0         5721
BOWATER, INC.                  COM  102183100          771        17495 SH       D       7         12038            0         5457
BOWLIN OUTDOOR ADV & TRAVEL    COM  102595105            1          200 SH       D       7           200            0            0
BOWNE & CO INC COM             COM  103043105         8155       810507 SH       D       6        810507            0            0
Bowne & Co. Inc.               COM  103043105           80         7957 SH       D       7          7957            0            0
BOYD BROTHERS TRANSPORTATION   COM  103255105            1          300 SH       D       7           300            0            0
BOYD GAMING CORP COM           COM  103304101         2822       507411 SH       D       6        507411            0            0
Boyd Gaming Corp.              COM  103304101           61        10986 SH       D       7         10986            0            0
BOYDS COLLECTION LTD COM       COM  103354106         4042       475623 SH       D       6        475623            0            0
Boyds Collection Ltd.          COM  103354106          108        12710 SH       D       7         12710            0            0
BOYKIN LODGING CO COM          COM  103430104         5842       432755 SH       D       6        419955            0        12800
Boykin Lodging Co.             COM  103430104           37         2783 SH       D       7          2783            0            0
4 FRONT TECHNOLOGS             COM  1042e+008           18         1500 SH       D       1             0         1500            0
BRADLEY SEV-A CONV. PREFERRED  COM  104580105        12239       574302 SH       D       6        568702            0         5600
Bradley Real Estate Inc.       COM  104580105           84         3966 SH       D       7          3966            0            0
BRADY CORP COM                 COM  104674106        19349       595369 SH       D       6        555569            0        39800
Brady Corp. Class A            COM  104674106          125         3862 SH       D       7          3862            0            0
BRANDYWINE RLTY COM            COM  105368203        17279       903523 SH       D       6        897423            0         6100
Brandywine Realty Trust        COM  105368203          146         7675 SH       D       7          7675            0            0
BRASS EAGLE INC- CO COM        COM  10553F106            1          341 SH       D       6           341            0            0
BRASS EAGLE                    COM  10553F106            1          200 SH       D       7           200            0            0
BRAUN CONSULTING INC COM       COM  105651103         2191       103733 SH       D       6        103733            0            0
BRAUN CONSULTING               COM  105651103           23         1100 SH       D       7          1100            0            0
BRAUNS FASHIONS COM            COM  105658108         8050       219432 SH       D       6        219432            0            0
BRAUN'S FASHIONS CORP          COM  105658108           16          450 SH       D       7           450            0            0
BRAZIL FUND INC                COM  105759104          982        37900 SH       D       2         37900            0            0
BREAKAWAY SOLUTIONS INC COM    COM  106372105         3489       129236 SH       D       6        124036            0         5200
BREAKAWAY SOLUTIONS INC        COM  106372105           54         2000 SH       D       7          2000            0            0
BREED TECHNOLOGIES INC COM     COM  106702103            0         3100 SH       D       6          3100            0            0
BRENTON BKS INC                COM  107211104         4861       350371 SH       D       6        350371            0            0
BRENTON BKS INC                COM  107211104           50         3660 SH       D       7          3660            0            0
BRIDGE VIEW BANCORP COM        COM  108058108            3          288 SH       D       6           288            0            0
BRODGE VIEW BANCORP            COM  108058108            1          129 SH       D       7           129            0            0
BRIDGFORD FOODS CORP           COM  108763103          879        73266 SH       D       6         73266            0            0
BRIDGFORD FOODS CORP           COM  108763103           13         1119 SH       D       7          1119            0            0
BRIGGS & STRATTON CORP COM STO COM  109043109         1775        32104 SH       D       3         32104            0            0
BRIGGS & STRATTON              COM  109043109          280         8199 SH       D       5          8199            0            0
BRIGGS & STRATTON CORP COM     COM  109043109        21728       634398 SH       D       6        591352            0        43046
Briggs & Straton               COM  109043109          506        14787 SH       D       7         12015            0         2772
BRIGGS & STRATTON COMMO        COM  109043109           41         1200 SH       S       7          1200            0            0
BRIGHT HORIZONS FAMILY SOLUTIO COM  109195107         3769       176356 SH       D       6        176356            0            0
Bright Horizon Family Solution COM  109195107           53         2509 SH       D       7          2509            0            0
BRIGHT POINT INC COM           COM  109473108        15185      1754329 SH       D       6       1705829            0        48500
Brightpoint Inc.               COM  109473108           80         9248 SH       D       7          9248            0            0
BRIGHTSTAR INFO TECH GROUP 1 C COM  10947N104            1          600 SH       D       6           600            0            0
BRIGHTSTAR INFORMATION TECH    COM  10947N104            3         1046 SH       D       7          1046            0            0
BRILLIANT DIGITAL ENTERTAINMEN COM  109502104          385        81230 SH       D       6         81230            0            0
BRINKER CHILLIS INTERNATIONAL  COM  109641100          651        14554 SH       D       3         14554            0            0
BRINKER INTERNATIONAL INC. COM COM  109641100        61711      2109801 SH       D       6       2075909            0        33892
BRINKER INTERNATIONAL INC.     COM  109641100         1746        59716 SH       D       7         31318            0        28398
BRIO TECHNOLOGY INC COM        COM  109704106         8797       415239 SH       D       6        415239            0            0
Brio Technology Inc.           COM  109704106           85         4054 SH       D       7          4054            0            0
BRISTOL-MYERS SQUIBB CO COM ST COM  110122108        12265       628455 SH       D       1        604600        23855            0
BRISTOL-MYERS SQUIBB CO COM ST COM  110122108         6409        72680 SH       D       2         72680            0            0
BRISTOL-MYERS SQUIBB CO COM ST COM  110122108       309868      3518171 SH       D       3       3365171            0       153000
BRISTOL-MYERS SQUIBB CO COM ST COM  110122108         5996        68000 SH       D       4         68000            0            0
BRISTOL-MYERS SQUIBB CO        COM  110122108        39925       685419 SH       D       5        685419            0            0
BRISTOL MYERS SQUIBB CO COM    COM  110122108      3253781     55858914 SH       D       6      51381461            0      4477453
BRISTOL MYERS SQUIBB CO        COM  110122108       114333      1962811 SH       D       7       1552460            0       410351
BMY.N                          COM  110122108          581        10210 SH       D       9         10210            0            0
BRISTOL-MYERS SQUIBB CO        COM  110122108         6111       104910 SH       S       7        104910            0            0
BRITESMILE INC COM             COM  110415106          426        94878 SH       D       6         94878            0            0
BriteSmile Inc.                COM  110415106           14         3313 SH       D       7          3313            0            0
BRITISH SKY BROADCASTING       COM  111013108         2331        20080 SH       D       7         20080            0            0
BRITISH TELECOMMUNICATIONS PLC COM  111021408         5660        42802 SH       D       7         42802            0            0
BROADBASE SOFTWARE COM         COM  11130R100        11426       373122 SH       D       6        354722            0        18400
BROADBASE SOFTWARE INC.        COM  11130R100           85         2800 SH       D       7          2800            0            0
BROADCOM CORP COM              COM  111320107       383868      1753324 SH       D       6       1749524            0         3800
BROADCOM CORP                  COM  111320107        10919        49877 SH       D       7         27797            0        22080
BROADVISION INC COM            COM  111412102       149896      2949999 SH       D       6       2916973            0        33026
BROADVISION INC                COM  111412102         3575        70373 SH       D       7         70373            0            0
BROADWAY STORES INC WT EXP 1   COM  111572111            0           10 SH       D       6            10            0            0
BROADWING INC                  COM  111620100          113         2900 SH       D       2          2900            0            0
BROADWING INC                  COM  111620100         8634       223832 SH       D       3        223832            0            0
BROADWING INC COM              COM  111620100        84797      3269831 SH       D       6       3251031            0        18800
BROADWING INC.                 COM  111620100         1644        63410 SH       D       7         20659            0        42751
BROCADE COMMUNICATIONS SYS USD COM  111621108           21           78 SH       D       2            78            0            0
BROCADE COM                    COM  111621108       160855       876669 SH       D       6        876669            0            0
BROCADE COMMUNICATIONS INC     COM  111621108         2535        13820 SH       D       7         11200            0         2620
BHP.N                          COM  112169602          443        19020 SH       D       9         19020            0            0
BRKDL LVNG NPV                 COM  112462106          168        11600 SH       D       1         11600            0            0
BROOKDALE LIVING CMN COM       COM  112462106         1863       128488 SH       D       6        128488            0            0
BROOKLINE BANCORP IN COM       COM  113739106         4706       411491 SH       D       6        408191            0         3300
Brookline Bancorp Inc.         COM  113739106           59         5208 SH       D       7          5208            0            0
BROOKS AUTOMATION INC COM      COM  11434A100        18897       295560 SH       D       6        292560            0         3000
Brooks Automation Inc.         COM  11434A100          167         2624 SH       D       7          2624            0            0
BROOKSTONE INC COM             COM  114537103          863        89981 SH       D       6         89981            0            0
BROOKSTONE INC                 COM  114537103            3          397 SH       D       7           397            0            0
BROOKTROUT INC. COM            COM  114580103         4952       227049 SH       D       6        227049            0            0
Brooktrout Technology Inc.     COM  114580103           54         2514 SH       D       7          2514            0            0
BROTHERS GOURMET COFFEES INC C COM  114822109            0        45154 SH       D       6         45154            0            0
BROWN & BROWN INC COM          COM  115236101        10204       196245 SH       D       6        196245            0            0
Brown & Brown Inc.             COM  115236101          145         2800 SH       D       7          2800            0            0
BROWN-FORMAN CORP              'A'  115637100            5          100 SH       D       1             0          100            0
BROWN-FORMAN CORP              'B'  115637209           55         1000 SH       D       1             0         1000            0
BROWN-FORMAN CORP COM STOCK 'B CLA  115637209           48          600 SH       D       2           600            0            0
BROWN-FORMAN CORP COM STOCK 'B CLA  115637209         5237        61724 SH       D       3         61724            0            0
BROWN FORMAN INC         CLASS COM  115637209        94416      1756577 SH       D       6       1613030            0       143547
Brown-Forman Corporation       COM  115637209         2463        45825 SH       D       7         39504            0         6321
BROWN FORMAN CORP              COM  115637209          196         3656 SH       S       7          3656            0            0
BROWN TOM INC                  COM  115660201        13662       592411 SH       D       6        580911            0        11500
Tom Brown Inc.                 COM  115660201          141         6133 SH       D       7          6133            0            0
BROWN SHOE COMPANY INC COM     COM  115736100         7947       611374 SH       D       6        601074            0        10300
Brown Shoe Company Inc.        COM  115736100           47         3670 SH       D       7          3670            0            0
BRUNSWICK CORP COM STOCK US$0. COM  117043109         1524        60800 SH       D       1         60800            0            0
BRUNSWICK CORP COM STOCK US$0. COM  117043109          300        12000 SH       D       2         12000            0            0
BRUNSWICK CORP COM STOCK US$0. COM  117043109         5293       199695 SH       D       3        190795            0         8900
BRUNSWICK CORP                 COM  117043109          540        32656 SH       D       5         32656            0            0
BRUNSWICK CORP COM             COM  117043109        82198      4962930 SH       D       6       4537342            0       425588
BRUNSWICK CORP                 COM  117043109         4519       272902 SH       D       7        261712            0        11190
BRUNSWICK CORP.                COM  117043109           77         4676 SH       S       7          4676            0            0
BRUNSWICK TECHNOLOGIES INC     COM  117394106           18         2200 SH       D       6          2200            0            0
BRUNSWICK TECHNOLOGIES         COM  117394106           14         1700 SH       D       7          1700            0            0
BRUSH WELLMAN INC COM          COM  117421107         5332       341264 SH       D       6        341264            0            0
Brush Wellman Inc.             COM  117421107           37         2398 SH       D       7          2398            0            0
BRYN MAWR BK CORP COM          COM  117665109          926        46028 SH       D       6         46028            0            0
BRYN MAWR BANK CORP            COM  117665109            9          458 SH       D       7           458            0            0
BUCA INC COM                   COM  117769109         1294        82841 SH       D       6         82841            0            0
BUCA, INC                      COM  117769109           12          800 SH       D       7           800            0            0
BTB STORES.COM INC COM         COM  11776S107            0         8916 SH       D       6          8916            0            0
BSQUARE CORP COM               COM  11776U102         1547        68982 SH       D       6         68982            0            0
B-SQUARE CORP                  COM  11776U102           40         1800 SH       D       7          1800            0            0
BUCKEYE TECHNOLOGY INC COM     COM  118255108        14055       640692 SH       D       6        640692            0            0
Buckeye Technologies Inc.      COM  118255108          110         5016 SH       D       7          5016            0            0
BUCKLE INC COM                 COM  118440106         1966       167320 SH       D       6        167320            0            0
Buckle Inc.                    COM  118440106           29         2503 SH       D       7          2503            0            0
BUDGET GROUP COM               COM  119003101         1951       473022 SH       D       6        473022            0            0
Budget Group Inc.              COM  119003101           22         5361 SH       D       7          5361            0            0
BUFFETS INC COM                COM  119882108        25740      2028797 SH       D       6       1942797            0        86000
BUFFETS INC                    COM  119882108          206        16265 SH       D       7         16265            0            0
BUILDING MATERIAL HOLDINGS COM COM  120113105         3716       421772 SH       D       6        421772            0            0
BUILDING MATERIALS HLDG CORP   COM  120113105            4          566 SH       D       7           566            0            0
BURLINGTON COAT FACTORY WAREHO COM  121579106         4551       420936 SH       D       6        420936            0            0
Burlington Coat Factory        COM  121579106           54         5029 SH       D       7          5029            0            0
BURLINGTON INDUSTRIES COM      COM  121693105         2545      1508701 SH       D       6       1500942            0         7759
Burlington Inds. Inc.          COM  121693105           13         7904 SH       D       7          7904            0            0
BURLINGTON NORTHERN SANTA FE C COM  12189T104         4291       123800 SH       D       1        123800            0            0
BURLINGTON NORTHERN SANTA FE C COM  12189T104         1157        33340 SH       D       2         33340            0            0
BURLINGTON NORTHERN SANTA FE C COM  12189T104        31640       867236 SH       D       3        833864            0        33372
BURLINGTON NORTHERN SANTA FE C COM  12189T104         1329        38300 SH       D       4         38300            0            0
BURLINGTON NORTHERN SANTA FE   COM  12189T104         3650       159146 SH       D       5        159146            0            0
BURLINGTON NRTHRN SANTE FE COR COM  12189T104       345642     15068886 SH       D       6      13696311            0      1372575
BURLINGTON NORTHN SANTA FE     COM  12189T104        12207       532213 SH       D       7        479172            0        53041
BURLINGTON NORTHERN SANTA FE   COM  12189T104          522        22765 SH       S       7         22765            0            0
BURLINGTON RES INC             COM  122014103          486         8400 SH       D       1          8400            0            0
BURLINGTON RES INC             COM  122014103          304         5250 SH       D       2          5250            0            0
BURLINGTON RES INC             COM  122014103        19707       326133 SH       D       3        306156            0        19977
BURLINGTON RES INC             COM  122014103          804        13900 SH       D       4         13900            0            0
BURLINGTON RES INC             COM  122014103       237385      6206161 SH       D       6       5728149            0       478012
BURLINGTON RES INC             COM  122014103         7462       195103 SH       D       7        168855            0        26248
BURLINGTON RES INC             COM  122014103          241         6300 SH       D       9          6300            0            0
BURLINGTON RES INC             COM  122014103          438        11455 SH       S       7         11455            0            0
BURNHAM PAC PPTYS INC COM      COM  12232C108         5066       736976 SH       D       6        736976            0            0
Burnham Pacific Ppty. Inc.     COM  12232C108           24         3492 SH       D       7          3492            0            0
BURNS INTL SVCS CORP COM       COM  122374101         8523       681902 SH       D       6        678702            0         3200
Burns International Services   COM  122374101           40         3226 SH       D       7          3226            0            0
BURR BROWN COM                 COM  122574106        73232       844791 SH       D       6        844791            0            0
Burr-Brown Corp.               COM  122574106          692         7991 SH       D       7          7991            0            0
BURR-BWN4Q07144                CVB  122574AD8         8387      5000000 SH       D       1       5000000            0            0
BUSH BOAKE ALLEN INC COM       COM  123162109         3892        88962 SH       D       6         88962            0            0
Bush Boake Allen Inc.          COM  123162109           69         1597 SH       D       7          1597            0            0
BUSH INDS INC CL A             COM  123164105         2834       177170 SH       D       6        177170            0            0
Bush Industries Inc.           COM  123164105           29         1859 SH       D       7          1859            0            0
BUSINESS RESOURCE GROUP        COM  12329K104            2          400 SH       D       7           400            0            0
C/A DUMMY CUSIP COM            COM  123456782            0            4 SH       D       6             4            0            0
BUTLER INT`L INC. COM          COM  123649105          978       115079 SH       D       6        115079            0            0
BUTLER INTL INC                COM  123649105            7          900 SH       D       7           900            0            0
BUTLER MFG CO COM              COM  123655102         1685        99126 SH       D       6         88026            0        11100
Butler Mfg. Co.                COM  123655102           20         1206 SH       D       7          1206            0            0
BUY.COM INC COM                COM  124269101         1073       213283 SH       D       6        213283            0            0
BUY.COM INC                    COM  124269101           34         6824 SH       D       7          6824            0            0
C & D TECHNOLOGIES, INC        COM  124661109        56496       999930 SH       D       6        983130            0        16800
C&D Technologies Inc.          COM  124661109          240         4258 SH       D       7          4258            0            0
CAIS INTERNET COM              COM  12476Q102         3588       255172 SH       D       6        255172            0            0
CAIS Internet Inc.             COM  12476Q102           29         2068 SH       D       7          2068            0            0
CB BANCSHARES INC COM          COM  124785106          946        38437 SH       D       6         38437            0            0
CB BANCSHARES INC/HAWAII       COM  124785106            3          131 SH       D       7           131            0            0
CBL & ASSOC PPTYS INC COM      COM  124830100        15724       630572 SH       D       6        612572            0        18000
CBL & Associates Properties    COM  124830100          108         4365 SH       D       7          4365            0            0
CCBT BANCORP INC COM           COM  124875105        30823       833069 SH       D       6        815410            0        17659
CCB FINANCIAL CORP             COM  124875105          276         7463 SH       D       7          3278            0         4185
CCB FINANCIAL                  COM  124875105         1868        50500 SH       D       9         50500            0            0
CCC INFORMATION SVCS COM       COM  12487Q109         4658       438403 SH       D       6        438403            0            0
CCC Information Svcs. Group    COM  12487Q109           43         4100 SH       D       7          4100            0            0
CB RICHARD ELLIS S             COM  12489L108           45         4763 SH       D       1             0         4763            0
CB RICHARD ELLIS SERVICES, INC COM  12489L108         2728       299019 SH       D       6        299019            0            0
CB Richard Ellis Services Inc. COM  12489L108           29         3181 SH       D       7          3181            0            0
CBRL GROUP, INC COM            COM  12489V106        18803      1280246 SH       D       6       1280246            0            0
CBRL GROUP INC                 COM  12489V106          216        14721 SH       D       7         14721            0            0
CFW COMMUNICATIONS CO COM      COM  124923103         9096       242575 SH       D       6        236375            0         6200
CFW Communication Co.          COM  124923103           77         2057 SH       D       7          2057            0            0
C-BRIDGE COM                   COM  12500B105         1196        68863 SH       D       6         68863            0            0
C-BRIDGE INTERNET SOLUTIONS    COM  12500B105           23         1351 SH       D       7          1351            0            0
CCBT FINANCIAL COMPANIES INC C COM  12500Q102         1689       107478 SH       D       6        107478            0            0
CCBT FINANCIAL COMPANIES INC   COM  12500Q102            5          334 SH       D       7           334            0            0
C-COR.NET CORPORATION          COM  125010108        14759       546633 SH       D       6        546633            0            0
C-COR.net Inc.                 COM  125010108          162         6026 SH       D       7          6026            0            0
C-CUBE MICROSYS                COM  12501N108           49         2500 SH       D       1          2500            0            0
C-CUBE MICROSYSTEMS INC NEW CO COM  12501N108        13447       685213 SH       D       6        685213            0            0
C-CUBE MICROSYSTEMS - NEW      COM  12501N108          133         6816 SH       D       7          6816            0            0
C-CUBE MICROSYS                COM  12501N108         1219        62100 SH       D       9         62100            0            0
C D I CORP COM                 COM  125071100        11696       574083 SH       D       6        567283            0         6800
CDI Corp.                      COM  125071100           57         2825 SH       D       7          2825            0            0
CD NOW/ N2K, INC COM           COM  125086108          684       221212 SH       D       6        221212            0            0
CDNOW/N2K INC                  COM  125086108            4         1424 SH       D       7          1424            0            0
CDN COMPUTER CTRS COM          COM  125129106        53399       854390 SH       D       6        854390            0            0
CDW COMPUTER CENTERS INC       COM  125129106         1111        17786 SH       D       7          7824            0         9962
CEC ENTERTAINMENT, INC. COM    COM  125137109        14375       561007 SH       D       6        561007            0            0
CEC Entertainment Inc.         COM  125137109          127         4988 SH       D       7          4988            0            0
CE SOFTWARE HOLDINGS INC.      COM  125178103            0          200 SH       D       7           200            0            0
CFC INTERNATIONAL INC          COM  125252106            6          800 SH       D       7           800            0            0
CFS BANCORP INC. COM           COM  12525D102         2327       254218 SH       D       6        254218            0            0
CFS Bancorp Inc                COM  12525D102           24         2716 SH       D       7          2716            0            0
CFM TECHNOLOGIES INC COM       COM  12525K106         1375        88759 SH       D       6         88759            0            0
CH ENERGY GROUP INC COM        COM  12541M102        12581       370716 SH       D       6        370716            0            0
CH Energy Group Inc            COM  12541M102          102         3018 SH       D       7          3018            0            0
C H ROBINSON COM               COM  12541W100        25543       516024 SH       D       6        515224            0          800
CH Robinson Worldwide Inc.     COM  12541W100          371         7508 SH       D       7          7508            0            0
CIGNA CORP COM STOCK US$1      COM  125509109          352         2490 SH       D       2          2490            0            0
CIGNA CORP COM STOCK US$1      COM  125509109        35742       240838 SH       D       3        234838            0         6000
CIGNA CORP COM STOCK US$1      COM  125509109         1670        11800 SH       D       4         11800            0            0
CIGNA CORP                     COM  125509109         5305        56741 SH       D       5         56741            0            0
CIGNA CORP COM                 COM  125509109       433175      4632890 SH       D       6       4259004            0       373886
CIGNA Corp.                    COM  125509109        15823       169236 SH       D       7        114628            0        54608
CIGNA CORP                     COM  125509109          807         8640 SH       S       7          8640            0            0
C.I.T. GROUP INC-A ORDINARY US COM  125577106          556        22700 SH       D       3         22700            0            0
CIT GROUP INC, CLASS A COM     COM  125577106        30461      1874579 SH       D       6       1827144            0        47435
CIT GROUP, INC. (THE) CLASS A  COM  125577106          635        39092 SH       D       7         32746            0         6346
CKE RESTAURANTS, INC. COM      COM  12561E105         1971       657276 SH       D       6        657276            0            0
CKE Restaurants Inc.           COM  12561E105           16         5612 SH       D       7          5612            0            0
CKF BANCORP INC                COM  12561J104            5          400 SH       D       7           400            0            0
CLECO                          COM  12561W105         5688       169800 SH       D       1        169800            0            0
CLECO CORPORATION COM          COM  12561W105        22658       676369 SH       D       6        670969            0         5400
CLECO Corporation              COM  12561W105          130         3892 SH       D       7          3892            0            0
CMGI INC USD0.01               COM  125750109         2097        29950 SH       D       3         29950            0            0
CMGI INC                       COM  125750109         4144        90463 SH       D       5         90463            0            0
CMG INFORMATION SVCS COM       COM  125750109       142060      3100919 SH       D       6       3051308            0        49611
CMG INFORMATION SVCS INC       COM  125750109         4218        92105 SH       D       7         48055            0        44050
CMI CORP COM                   COM  125761205            0           22 SH       D       6            22            0            0
CMI CORP CL A                  COM  125761304          665       190272 SH       D       6        190272            0            0
CMI Corp                       COM  125761304            6         1790 SH       D       7          1790            0            0
CML GROUP INC COM              COM  125820100            0        26400 SH       D       6         26400            0            0
CMP GROUP INC. COM             COM  125887109        22818       778450 SH       D       6        778450            0            0
CMP Group Inc.                 COM  125887109          210         7179 SH       D       7          7179            0            0
CMS ENERGY CORP COM STOCK US$0 COM  125896100           60         1800 SH       D       2          1800            0            0
CMS ENERGY CORP COM STOCK US$0 COM  125896100         5515       161265 SH       D       3        161265            0            0
CMS ENERGY CORP COM            COM  125896100        64605      2920042 SH       D       6       2698333            0       221709
CMS Energy Corp                COM  125896100         2065        93359 SH       D       7         79988            0        13371
CMS ENERGY CORPORATION         COM  125896100          128         5829 SH       S       7          5829            0            0
CPI CORP COM                   COM  125902106         3306       156520 SH       D       6        156520            0            0
CPI Corp.                      COM  125902106           41         1962 SH       D       7          1962            0            0
CPB INC COM                    COM  125903104         3557       142285 SH       D       6        142285            0            0
CPB Inc.                       COM  125903104           21          858 SH       D       7           858            0            0
CSS INDS INC                   COM  125906107         2928       143275 SH       D       6        143275            0            0
CSS INDS INC                   COM  125906107           24         1191 SH       D       7          1191            0            0
CNB FINL CORP COM              COM  125921106          528        50361 SH       D       6         50361            0            0
CNB FINANCIAL CORP/N Y         COM  125921106            8          780 SH       D       7           780            0            0
CTG RESOURCES INC COM          COM  125957100         5504       150026 SH       D       6        150026            0            0
CTG Resources Inc.             COM  125957100           47         1289 SH       D       7          1289            0            0
CTB INTL CORP COM              COM  125960104          497        73768 SH       D       6         73768            0            0
CTB INTERNATIONAL CORP         COM  125960104            3          454 SH       D       7           454            0            0
CSK AUTO CORP - COM COM        COM  125965103         3531       466986 SH       D       6        466986            0            0
CSK Auto Corp.                 COM  125965103           37         4957 SH       D       7          4957            0            0
CNBT BANCSHARES INC COM        COM  125972109            5          433 SH       D       6           433            0            0
CNBT BANCSHARES INC            COM  125972109            4          319 SH       D       7           319            0            0
CNA FINANCIAL CORP COM STOCK U COM  126117100          247         4800 SH       D       1          4800            0            0
CNA FINANCIAL CORP COM STOCK U COM  126117100           56         1100 SH       D       2          1100            0            0
CNA FINANCIAL CORP COM STOCK U COM  126117100          687        12500 SH       D       3         12500            0            0
CNA FINANCIAL CORP COM         COM  126117100        14578       428781 SH       D       6        369153            0        59628
CNA FINANCIAL CORP.            COM  126117100          493        14518 SH       D       7         12729            0         1789
CNA SECURITY CORPORATION COM   COM  12612L108         4628       387755 SH       D       6        385455            0         2300
CNA Surety Corp.               COM  12612L108           60         5067 SH       D       7          5067            0            0
CNF TRANSPORTATION INC COM STO COM  12612W104         2136        54990 SH       D       3         54990            0            0
CNF TRANSPORTATION INC         COM  12612W104          381        16782 SH       D       5         16782            0            0
CNF TRANSPORTATION INC COM     COM  12612W104        21297       936145 SH       D       6        920045            0        16100
CNF TRANSPORTATION INC         COM  12612W104          950        41782 SH       D       7         16018            0        25764
CNET NETWORKS INC COM          COM  12613R104        18957       771799 SH       D       6        747304            0        24495
CNET NETWORKS INC              COM  12613R104          455        18533 SH       D       7          8540            0         9993
CNY FINL CORP COM              COM  12613U107          809        43625 SH       D       6         43625            0            0
CNY FINANCIAL CORP             COM  12613U107            4          239 SH       D       7           239            0            0
CPAC INC COM                   COM  126145101            3          524 SH       D       6           524            0            0
CPAC INC                       COM  126145101            2          303 SH       D       7           303            0            0
C P & L ENERGY INC COM STOCK N COM  12614C106          116         2400 SH       D       2          2400            0            0
C P & L ENERGY INC COM STOCK N COM  12614C106        11814       243814 SH       D       3        227714            0        16100
C P & L ENERGY INC COM STOCK N COM  12614C106          270         5600 SH       D       4          5600            0            0
C P & L ENERGY INC             COM  12614C106         1811        56712 SH       D       5         56712            0            0
C P & L ENERGY, INC. COM       COM  12614C106       139187      4358281 SH       D       6       4033348            0       324933
C P & L Energy Inc             COM  12614C106         3559       111453 SH       D       7         92062            0        19391
CAROLINA POWER AND LIGHT       COM  12614C106          270         8470 SH       S       7          8470            0            0
C P CLARE CORP COM             COM  12615K107          922       126159 SH       D       6        126159            0            0
C. P. CLARE CORP               COM  12615K107            5          700 SH       D       7           700            0            0
CSF HOLDINGS INC. ESCROW COM   COM  126335991            0       151997 SH       D       6        150747            0         1250
CSG SYSTEMS INTL INC USD0.01   COM  126349109          837         9872 SH       D       1          9872            0            0
CSG SYSTEMS INTL INC USD0.01   COM  126349109          245         2889 SH       D       2          2889            0            0
CSG SYSTEMS INTL INC USD0.01   COM  126349109         1251        14430 SH       D       3         14430            0            0
CSG SYS INTL INC COM           COM  126349109        65601      1170149 SH       D       6       1093049            0        77100
CSG SYS INTL INC               COM  126349109         2195        39191 SH       D       7         29498            0         9693
CSX CORP STOCK US$1            COM  126408103          110         3440 SH       D       2          3440            0            0
CSX CORP STOCK US$1            COM  126408103        11266       329376 SH       D       3        308276            0        21100
CSX CORP STOCK US$1            COM  126408103          423        13200 SH       D       4         13200            0            0
CSX CORP                       COM  126408103         1632        77045 SH       D       5         77045            0            0
CSX CORP COM                   COM  126408103       126597      5975103 SH       D       6       5533886            0       441217
CSX Corporation                COM  126408103         3227       152336 SH       D       7        125801            0        26535
CSX CORP.                      COM  126408103          246        11637 SH       S       7         11637            0            0
CTZ COMMUNICATIONS COM         COM  126419100        13056       362673 SH       D       6        362673            0            0
CTC Communications Group Inc.  COM  126419100          104         2914 SH       D       7          2914            0            0
CT COMMUNICATIONS INC COM      COM  126426402         8561       301062 SH       D       6        301062            0            0
CT Communications Inc          COM  126426402          108         3804 SH       D       7          3804            0            0
COLLEGE TELEVISION NETWORK     COM  12643W107            3          638 SH       D       7           638            0            0
CTS CORP COM                   COM  126501105        27393       608735 SH       D       6        608735            0            0
CTS Corp.                      COM  126501105          214         4776 SH       D       7          4776            0            0
CUNO INC COM                   COM  126583103         9400       406494 SH       D       6        406494            0            0
Cuno Inc.                      COM  126583103           89         3889 SH       D       7          3889            0            0
CVB FINL CORP                  COM  126600105         5019       317462 SH       D       6        317462            0            0
CVB FINL CORP                  COM  126600105           72         4563 SH       D       7          4563            0            0
CVS CORP COM STOCK US$1        COM  126650100          356         5880 SH       D       2          5880            0            0
CVS CORP COM STOCK US$1        COM  126650100        33031       572747 SH       D       3        550747            0        22000
CVS CORP COM STOCK US$1        COM  126650100         1610        26600 SH       D       4         26600            0            0
CVS CORP                       COM  126650100         5448       136218 SH       D       5        136218            0            0
CVS CORP COMMON STOCK          COM  126650100       404582     10114564 SH       D       6       9331844            0       782720
CVS Corporation                COM  126650100        12282       307074 SH       D       7        223261            0        83813
CVS CORP                       COM  126650100          830        20759 SH       S       7         20759            0            0
CV THERAPEUTICS INC COM        COM  126667104        17820       257109 SH       D       6        257109            0            0
CV THERAPEUTICS INC            COM  126667104           69         1000 SH       D       7          1000            0            0
CABLE & WIRELESS HKT LTD.      COM  126828102         3868       179937 SH       D       7        179937            0            0
CABLEVISION SYS CORP COM       COM  12686C109        96168      1416847 SH       D       6       1412313            0         4534
CABLEVISION SYSTEMS CORP.      COM  12686C109         2655        39117 SH       D       7         18165            0        20952
CABLETRON SYSTEMS INC COM STOC COM  126920107           87         2300 SH       D       2          2300            0            0
CABLETRON SYSTEMS INC COM STOC COM  126920107         9969       259730 SH       D       3        236030            0        23700
CABLETRON SYS INC COM          COM  126920107       122338      4845079 SH       D       6       4455452            0       389627
Cabletron Systems, Inc.        COM  126920107         3615       143172 SH       D       7        120602            0        22570
CABLETRON SYSTEMS              COM  126920107          244         9687 SH       S       7          9687            0            0
CABLE DESIGN TECHNOLOGIES CO C COM  126924109        24239       723568 SH       D       6        723568            0            0
Cable Design Technologies Co.  COM  126924109          181         5423 SH       D       7          5423            0            0
CACHEFLOW COM                  COM  126946102         9206       149545 SH       D       6        144145            0         5400
CACHEFLOW INC                  COM  126946102          142         2320 SH       D       7          2320            0            0
CABOT CORP COM STOCK US$1      COM  127055101           41         1000 SH       D       2          1000            0            0
CABOT CORP COM STOCK US$1      COM  127055101         3541        79639 SH       D       3         79639            0            0
CABOT CORP COM                 COM  127055101        38759      1422382 SH       D       6       1416753            0         5629
Cabot Corporation              COM  127055101          441        16207 SH       D       7          8307            0         7900
CABOT COM                      COM  127072106        16024       813955 SH       D       6        810455            0         3500
Cabot Industrial Trust         COM  127072106          144         7358 SH       D       7          7358            0            0
CABOT OIL & GAS CORP CL A      COM  127097103        13742       648596 SH       D       6        637696            0        10900
Cabot Oil & Gas Corp.          COM  127097103           89         4246 SH       D       7          4246            0            0
CABOT MICRO ELECTRON COM       COM  12709P103         2927        63991 SH       D       6         63991            0            0
CABOT MICROELECTRONICS CORP    COM  12709P103           57         1267 SH       D       7          1267            0            0
CACHE INC COM                  COM  127150308            4         1106 SH       D       6          1106            0            0
CACHE INC                      COM  127150308            1          400 SH       D       7           400            0            0
CACI INC CL A COM N/K/A CACI I COM  127190304         4017       206000 SH       D       6        206000            0            0
CACI International Inc.        COM  127190304           21         1079 SH       D       7          1079            0            0
CADBURY SCHWEPPES PLC          COM  127209302         2235        85144 SH       D       7         85144            0            0
CADENCE DESIGN SYSTEMS INC COM COM  127387108          114         3700 SH       D       2          3700            0            0
CADENCE DESIGN SYSTEMS INC COM COM  127387108         8959       283188 SH       D       3        283188            0            0
CADENCE DESIGN SYS INC COM     COM  127387108        79269      3890547 SH       D       6       3874740            0        15807
CADENCE DESIGN SYSTEMS, INC    COM  127387108         1595        78324 SH       D       7         39941            0        38383
CADIZ, INC. COM                COM  127537108         4351       543909 SH       D       6        543909            0            0
Cadiz Land Inc.                COM  127537108           29         3697 SH       D       7          3697            0            0
CADMUS COMMUNICATIONS CORP     COM  127587103         1162       119204 SH       D       6        119204            0            0
CADMUS COMMUNICATIONS CORP     COM  127587103            8          890 SH       D       7           890            0            0
CAGLES INC                     COM  127703106            6          834 SH       D       6           834            0            0
CAGLES INC                     COM  127703106            4          614 SH       D       7           614            0            0
CAL DIVE INTL COM              COM  127914109         7946       146648 SH       D       6        146648            0            0
Cal Dive International Inc.    COM  127914109           78         1450 SH       D       7          1450            0            0
CALCOMP TECHNOLOGY COM         COM  128701109            0        12000 SH       D       6         12000            0            0
CALDERA SEZOLIS COM            COM  128780103         1417       108493 SH       D       6        108493            0            0
CAL CAP6HCP27US                CVP  12946N309            0       191950 SH       D       1        191950            0            0
CALGON CARBON CORP COM         COM  129603106         7498       967584 SH       D       6        967584            0            0
Calgon Carbon Corp.            COM  129603106           42         5495 SH       D       7          5495            0            0
CALICO COMM INC COM            COM  129897104         3218       198085 SH       D       6        198085            0            0
CALICO COMMERCE INC            COM  129897104           29         1824 SH       D       7          1824            0            0
CALIFORNIA AMPLIFIER INC COM   COM  129900106         8072       176444 SH       D       6        176444            0            0
CALIFORNIA AMPLIFIER, INC      COM  129900106           50         1100 SH       D       7          1100            0            0
CALIFORNIA COASTAL CMNTYS INCS COM  129915203            4          702 SH       D       6           702            0            0
CALIFORNIA COASTAL COMMUNITIES COM  129915203            3          535 SH       D       7           535            0            0
CALIFORNIA INDEPENDENT BNCRP   COM  130334105            8          367 SH       D       7           367            0            0
CALIFORNIA MICRO DEVICES CORP  COM  130439102         2986        98311 SH       D       6         98311            0            0
CALIFORNIA WATER SERVICE CORP  COM  130788102         6432       265261 SH       D       6        265261            0            0
California Water Service Group COM  130788102           68         2830 SH       D       7          2830            0            0
CALIPER TECHNOLOGIES CORP COM  COM  130876105         3693        80294 SH       D       6         80294            0            0
CALIPER TECHNOLOGIES CORP      COM  130876105           65         1434 SH       D       7          1434            0            0
CALLAWAY GOLF CO               COM  131193104         1138        46100 SH       D       1         46100            0            0
CALLAWAY GOLF CO               COM  131193104          358        14500 SH       D       2         14500            0            0
CALLAWAY GOLF CO               COM  131193104         2066        79950 SH       D       3         79950            0            0
CALLAWAY GOLF COMPANY          COM  131193104          411        25200 SH       D       5         25200            0            0
CALLAWAY GOLF COM              COM  131193104        85594      5247197 SH       D       6       4892297            0       354900
CALLAWAY GOLF CO               COM  131193104         2348       143996 SH       D       7        143996            0            0
CALLON PETE CO DEL COM         COM  13123X102         1893       127266 SH       D       6        127266            0            0
CALLON PETROLEUM CORP          COM  13123X102           15         1059 SH       D       7          1059            0            0
CALPINE CORP COM               COM  131347106       119259      1813839 SH       D       6       1813239            0          600
CALPINE CORPORATION            COM  131347106         4152        63160 SH       D       7          7804            0        55356
CAMBREX CORP COM               COM  132011107        39696       882134 SH       D       6        838634            0        43500
Cambrex Corp.                  COM  132011107          352         7823 SH       D       7          7823            0            0
CAMBRIDGE TECHN                COM  132524109          114        13400 SH       D       1             0        13400            0
CAMBRIDGE TECH  COM            COM  132524109         9671      1109239 SH       D       6       1109239            0            0
Cambridge Tech Partners        COM  132524109           82         9481 SH       D       7          9481            0            0
CAMCO FINL CORP COM            COM  132618109            2          269 SH       D       6           269            0            0
CAMCO FINANCIAL CORP           COM  132618109            3          440 SH       D       7           440            0            0
CAMDEN NATL CORP COM           COM  133034108           61         4566 SH       D       6          4566            0            0
CAMDEN NATIONAL CORP           COM  133034108           10          802 SH       D       7           802            0            0
CAMDEN PPTY TR COM             COM  133131102        35074      1194018 SH       D       6       1187126            0         6892
Camden Property Trust          COM  133131102          238         8128 SH       D       7          8128            0            0
CAMERON ASHLEY BUILDING PRODUC COM  133290106            0         1600 SH       D       6          1600            0            0
CAMINUS CORP COM               COM  133766105         1269        51810 SH       D       6         51810            0            0
CAMINUS CORP                   COM  133766105           18          760 SH       D       7           760            0            0
CAMPBELL SOUP CO CAP STOCK US$ COM  134429109          261         5940 SH       D       2          5940            0            0
CAMPBELL SOUP CO CAP STOCK US$ COM  134429109        29358       661651 SH       D       3        622251            0        39400
CAMPBELL SOUP CO CAP STOCK US$ COM  134429109          551        12500 SH       D       4         12500            0            0
CAMPBELL SOUP CO               COM  134429109         4293       147394 SH       D       5        147394            0            0
CAMPBELL SOUP CO COM           COM  134429109       310012     10644218 SH       D       6       9785052            0       859166
Campbell Soup Company          COM  134429109         8931       306674 SH       D       7        249271            0        57403
CAMPBELL SOUP CO               COM  134429109          654        22469 SH       S       7         22469            0            0
CANADIAN PAC LTD ORD PAR $5    COM  135923100            0       478400 SH       D       6        478400            0            0
CANADIAN NATL RY CO COM NPV    COM  136375102          253         8700 SH       D       6          8700            0            0
CANADIAN OCCIDENTAL PETE LTD C COM  136420106            0       206300 SH       D       6        206300            0            0
CANDELA CORP COM               COM  136907102          901        98841 SH       D       6         98841            0            0
CANANDAIGUA BRANDS INC CL A    COM  137219200        12152       240934 SH       D       6        240934            0            0
Canandaigua Brands Inc.        COM  137219200          145         2889 SH       D       7          2889            0            0
CANNONDALE CORP COM            COM  137798104           20         3100 SH       D       6          3100            0            0
CANNONDALE CORP                COM  137798104            1          274 SH       D       7           274            0            0
CANON INC                      COM  138006309         2389        47430 SH       D       7         47430            0            0
CAPITAL CITY BK GROUP INC COM  COM  139674105          876        44962 SH       D       6         44962            0            0
Capital City Bank Group Inc.   COM  139674105           27         1396 SH       D       7          1396            0            0
CAPITAL AUTOMOTIVE R COM       COM  139733109         6897       488343 SH       D       6        486243            0         2100
CAPITAL AUTOMOTIVE REIT        COM  139733109           42         3017 SH       D       7          3017            0            0
CAPITAL BANK CORP.             COM  139793103            1          200 SH       D       7           200            0            0
CAPITAL CORP OF THE WEST       COM  140065103            3          300 SH       D       7           300            0            0
CAPITAL CROSSING BANK COM      COM  140071101           80         7808 SH       D       6          7808            0            0
CAPITAL CROSSING BANK          COM  140071101            1          181 SH       D       7           181            0            0
CAPITAL ONE FINANCIAL CORP COM COM  14040H105          195         2900 SH       D       2          2900            0            0
CAPITAL ONE FINANCIAL CORP COM COM  14040H105        17740       254389 SH       D       3        254389            0            0
CAPITAL ONE FINANCE COM        COM  14040H105       224902      5039833 SH       D       6       4649864            0       389969
Capital One Financial          COM  14040H105         6914       154944 SH       D       7        112744            0        42200
CAP1 FINL                      COM  14040H105         6877       154100 SH       D       9        154100            0            0
CAPITAL ONE FINANCIAL CORP     COM  14040H105          463        10390 SH       S       7         10390            0            0
CAPITAL SR LIVING CO COM       COM  140475104          349       118996 SH       D       6        118996            0            0
CAPITAL SENIOR LIVING CORP     COM  140475104            2          727 SH       D       7           727            0            0
CAPITAL TRUST INC MD COM       COM  14052H100          589       147280 SH       D       6        147280            0            0
CAPITAL BANCORP COM            COM  14056D105          774        68111 SH       D       6         68111            0            0
CAPITOL BANCORP LTD            COM  14056D105            8          732 SH       D       7           732            0            0
CAPITOL FED FINL COM           COM  14057C106        10225       924342 SH       D       6        924342            0            0
Capitol Fed Finl               COM  14057C106          189        17150 SH       D       7         17150            0            0
CAPITOL TRANSAMERICA CORP      COM  140640103         1367       115757 SH       D       6        115757            0            0
CAPITOL TRANSAMERICA CORP      COM  140640103            4          413 SH       D       7           413            0            0
CAPBOCK COMMUNICATIONS CORP CO COM  140667106        10626       544971 SH       D       6        544971            0            0
CapRock Communications Corp    COM  140667106          123         6323 SH       D       7          6323            0            0
CAPSTEAD MTG CORP COM          COM  14067E407         2789       333098 SH       D       6        333098            0            0
Capstead Mortgage Corp.        COM  14067E407           38         4552 SH       D       7          4552            0            0
CAPTEC NET LEASE RLT COM       COM  140724105         1135       103222 SH       D       6        103222            0            0
CAPTEC NET LEASE RLT           COM  140724105            6          550 SH       D       7           550            0            0
CARBO CERAMICS INC COM         COM  140781105         3380        96251 SH       D       6         96251            0            0
Carbo Ceramics Inc.            COM  140781105           59         1705 SH       D       7          1705            0            0
CARAUSTAR INDS INC COM         COM  140909102         8613       569506 SH       D       6        569506            0            0
Caraustar Industries Inc.      COM  140909102           72         4762 SH       D       7          4762            0            0
CARDIAC PATHWAYS CORP COM      COM  141408302            0            0 SH       D       6             0            0            0
CARDIA INC COM                 COM  14140R102            0          761 SH       D       6           761            0            0
CARDINAL BERGEN HEALTH INC     COM  14149Y108          464         4150 SH       D       2          4150            0            0
CARDINAL BERGEN HEALTH INC     COM  14149Y108        42920       401541 SH       D       3        388691            0        12850
CARDINAL HEALTH INC            COM  14149Y108         7238        97817 SH       D       5         97817            0            0
CORDINAL HEALTH INC. COM       COM  14149Y108       527299      7125674 SH       D       6       6587284            0       538390
Cardinal Health, Inc.          COM  14149Y108        16182       218677 SH       D       7        159351            0        59326
CARDINAL HEALTH INC            COM  14149Y108         1083        14636 SH       S       7         14636            0            0
CARDIODYNAMICS INTL GROUP COM  COM  141597104          831       132300 SH       D       6        132300            0            0
CARDIODYNAMICS INTL CORP       COM  141597104           17         2800 SH       D       7          2800            0            0
CAREER EDUCATION CORP COM      COM  141665109         6286       129622 SH       D       6        129622            0            0
Career Education Corp.         COM  141665109           65         1354 SH       D       7          1354            0            0
CAREDATA.COM INC               COM  14166W100            4         2800 SH       D       7          2800            0            0
CAREMARK RX INC                COM  141705103         2239       226679 SH       D       3        226679            0            0
CAREMARK RX INC COM            COM  141705103        20894      3067061 SH       D       6       3067061            0            0
CAREMAX RX INC                 COM  141705103          274        40336 SH       D       7         40336            0            0
CAREINSITE INC COM             COM  14170M106          154         8640 SH       D       6          8640            0            0
CAREINSITE INC                 COM  14170M106           76         4300 SH       D       7          4300            0            0
CAREY INTERNATIONAL COM        COM  141750109         2018       145500 SH       D       6        145500            0            0
Carey International            COM  141750109           17         1248 SH       D       7          1248            0            0
CARIBBEAN CIGAR CO COM         COM  141834200            0          125 SH       D       6           125            0            0
CARLISLE COS INC COM           COM  142339100        27214       604776 SH       D       6        604776            0            0
CARLISLE COMPANIES INC         COM  142339100          272         6048 SH       D       7          2650            0         3398
CARMIKE CINEMAS INC CL A C0M   COM  143436103          500       129049 SH       D       6        129049            0            0
CARMIKE CINEMAS INC.           COM  143436103            1          419 SH       D       7           419            0            0
CARNIVAL CRUISE LINES INC      CLA  143658102          185         6300 SH       D       1          6300            0            0
CARNIVAL CRUISE LINES INC      CLA  143658102          273         9260 SH       D       2          9260            0            0
CARNIVAL CRUISE LINES INC      CLA  143658102        27509       949282 SH       D       3        896282            0        53000
CARNIVAL CRUISE LINES INC      CLA  143658102         1166        39500 SH       D       4         39500            0            0
CARNIVAL CRUISE LINES INC      COM  143658102         4102       210400 SH       D       5        210400            0            0
CARNIVAL CRUISE LINES INC      COM  143658102       278767     14295762 SH       D       6      12917301            0      1378461
CARNIVAL CRUISE LINES INC      COM  143658102         7012       359633 SH       D       7        350229            0         9404
CARNIVAL CRUISE LINES INC      COM  143658102          626        32130 SH       S       7         32130            0            0
CAROLINA SOUTHN BK SPARTANBURG COM  144162104            4          345 SH       D       6           345            0            0
CAROLINA SOUTHERN BANK         COM  144162104            1          159 SH       D       7           159            0            0
CARPENTER TECHNOLOGY CORP COM  COM  144285103        10558       499828 SH       D       6        499828            0            0
Carpenter Technology Corp.     COM  144285103           68         3258 SH       D       7          3258            0            0
CARRAMERICA REALTY COM         COM  144418100        21426       808536 SH       D       6        802584            0         5952
CARRAMERCIA REALTY CORP        COM  144418100          351        13249 SH       D       7          6149            0         7100
CARREKER ANTINORI INC COM      COM  144433109         1447       160837 SH       D       6        160837            0            0
CARREKER-ANTINORI INC          COM  144433109            8          913 SH       D       7           913            0            0
CARRIER ACCESS CORP COM        COM  144460102        10192       192775 SH       D       6        192775            0            0
Carrier Access Corp.           COM  144460102          148         2815 SH       D       7          2815            0            0
CARRIZO OIL & GAS INC          COM  144577103           30         5000 SH       D       6          5000            0            0
CARSON INC COM                 COM  145845103           13         3000 SH       D       6          3000            0            0
CARSON INC                     COM  145845103            9         2200 SH       D       7          2200            0            0
CARTER-WALLACE INC COM         COM  146285101        12447       618515 SH       D       6        618515            0            0
Carter Wallace Inc.            COM  146285101          105         5251 SH       D       7          5251            0            0
CASCADE BANCORP COM            COM  147154108           25         2310 SH       D       6          2310            0            0
CASCADE BANCORP                COM  147154108            8          751 SH       D       7           751            0            0
CASCADE CORP COM               COM  147195101         3779       316614 SH       D       6        316614            0            0
CASCADE FINANCIAL CORP         COM  147272108            1          250 SH       D       7           250            0            0
CASCADE NATURAL GAS CORP COM   COM  147339105         5749       344523 SH       D       6        341623            0         2900
Cascade Natural Gas Corp       COM  147339105           43         2633 SH       D       7          2633            0            0
CASELLA WASTE SYS IN COM       COM  147448104         2608       242671 SH       D       6        242671            0            0
CASEYS GEN STORES INC COM      COM  147528103        12251      1180863 SH       D       6       1180863            0            0
Casey's General Stores Inc.    COM  147528103          110        10656 SH       D       7         10656            0            0
CASH AMER INT. INC. COM        COM  14754D100         4023       545578 SH       D       6        545578            0            0
Cash America Intl. Inc.        COM  14754D100           42         5766 SH       D       7          5766            0            0
CASINO DATA COM                COM  147583108         1360       212376 SH       D       6        212376            0            0
CASINO DATA SYSTEMS            COM  147583108            6         1000 SH       D       7          1000            0            0
CASS COML CORP COM             COM  147741102          418        20180 SH       D       6         20180            0            0
CASTLE A M & CO COM            COM  148411101         1337       160927 SH       D       6        160927            0            0
AM Castle & Co.                COM  148411101           17         2064 SH       D       7          2064            0            0
CASTLE & COOKE COM             COM  148433105         9744       504546 SH       D       6        504546            0            0
Castle & Cooke Inc.            COM  148433105           38         1975 SH       D       7          1975            0            0
CASTLE ENERGY CORP NEW COM     COM  148449309          102        16318 SH       D       6         16318            0            0
CASTLE ENERGY CORPORATION      COM  148449309            2          393 SH       D       7           393            0            0
CATALINA LIGHTING              COM  148865108            1          300 SH       D       7           300            0            0
CATALINA MARKETING COM         COM  148867104        37461       367265 SH       D       6        364890            0         2375
CATALINA MARKETING CORP        COM  148867104          448         4400 SH       D       7          1217            0         3183
CATALYST INTL INC COM          COM  14887T105          489        59345 SH       D       6         59345            0            0
CATALYST INTL INC              COM  14887T105           17         2159 SH       D       7          2159            0            0
CATALYST SEMICONDUCTOR INC     COM  148881105           16         1900 SH       D       7          1900            0            0
CATALYTICA COM                 COM  148885106        10237       930686 SH       D       6        930686            0            0
Catalytica Inc.                COM  148885106          115        10460 SH       D       7         10460            0            0
CATAPULT COMMUNICATIONS CORP C COM  149016107         1464       145510 SH       D       6        145510            0            0
CATAPULT COMMUNICATIONS CORP   COM  149016107            7          700 SH       D       7           700            0            0
CATELLUS DEV CORP COM          COM  149111106        35428      2361889 SH       D       6       2361889            0            0
CATELLUS DEVELOPMENT CORP      COM  149111106          550        36683 SH       D       7         19517            0        17166
CATERPILLAR INC COM STOCK US$1 COM  149123101          316         6170 SH       D       2          6170            0            0
CATERPILLAR INC COM STOCK US$1 COM  149123101        30217       569957 SH       D       3        536357            0        33600
CATERPILLAR INC COM STOCK US$1 COM  149123101          646        12600 SH       D       4         12600            0            0
CATERPILLAR INC                COM  149123101         4155       122651 SH       D       5        122651            0            0
CATERPILLAR INC COM            COM  149123101       330354      9752173 SH       D       6       9005422            0       746751
Caterpillar Inc                COM  149123101         9361       276360 SH       D       7        233741            0        42619
CAT.N                          COM  149123101          234         6800 SH       D       9          6800            0            0
CATERPILLAR                    COM  149123101          627        18536 SH       S       7         18536            0            0
CATHAY BANCORP COM             COM  149150104         6070       130908 SH       D       6        130908            0            0
Cathay Bancorp Inc.            COM  149150104           86         1874 SH       D       7          1874            0            0
CATO CORP NEW CL A             COM  149205106         9717       835940 SH       D       6        827040            0         8900
Cato Corp.                     COM  149205106           41         3543 SH       D       7          3543            0            0
CATSKILL FINL CORP COM         COM  149348104          216         9900 SH       D       6          9900            0            0
CAVALIER HOMES INC COM         COM  149507105           40        24900 SH       D       6         24900            0            0
CAVALRY BANCORP COM            COM  149547101          662        57257 SH       D       6         57257            0            0
CAVALRY BANCORP INC            COM  149547101            3          274 SH       D       7           274            0            0
CAVION TECHNOLOGIES COM        COM  149649105          707        69040 SH       D       6         69040            0            0
CEL-SCI CORP COM               COM  150837409          709       206500 SH       D       6        206500            0            0
CELADON GROUP COM              COM  150838100          726        64618 SH       D       6         64618            0            0
CELADON GROUP INC              COM  150838100            5          445 SH       D       7           445            0            0
CELL GENESYS COM               COM  150921104        13240       472870 SH       D       6        472870            0            0
CELL GENESYS INC               COM  150921104           91         3259 SH       D       7          3259            0            0
CELLSTAR CORP COM              COM  150925105         1751       629872 SH       D       6        629872            0            0
CellStar Corporation           COM  150925105           18         6632 SH       D       7          6632            0            0
CELEBRITEK INC COM             COM  150926103         4533       111075 SH       D       6        111075            0            0
CELERITEK INC                  COM  150926103           24          600 SH       D       7           600            0            0
CELL THERAPEUTICS INC COM      COM  150934107         6965       227441 SH       D       6        227441            0            0
CELL THERAPEUTICS INC          COM  150934107           57         1890 SH       D       7          1890            0            0
CELGENE CORP COM               COM  151020104        58671       996537 SH       D       6        993737            0         2800
Celgene Corp.                  COM  151020104          726        12335 SH       D       7         12335            0            0
CELL PATHWAYS INC COM          COM  15114R101        12042       512462 SH       D       6        512462            0            0
Cell Pathways Inc.             COM  15114R101          103         4397 SH       D       7          4397            0            0
CELL TECH INTERNATIONAL INC    COM  15115B105            0            0 SH       D       6             0            0            0
CELLEGY PHARMACEUDICALS INC CO COM  15115L103          565        68600 SH       D       6         68600            0            0
CELLEGY PHARMACEUTICALS INC    COM  15115L103           18         2300 SH       D       7          2300            0            0
CELLULAR TECHNICAL SERVICES    COM  151167301           13         1600 SH       D       7          1600            0            0
CELSION CORP CELSION CORP      COM  15117N107            0       158800 SH       D       6        158800            0            0
CEMENTOS LIMA (1 ADR REP 1 COM ADR  151263100          118         6421 SH       D       3          6421            0            0
CEMENTOS DE MEXICO (ADR) ADR   COM  151290889          444        19025 SH       D       6         19025            0            0
CENDANT CORP                   COM  151313103        12449       200300 SH       D       1        200300            0            0
CENDANT CORP                   COM  151313103          361        17068 SH       D       2         17068            0            0
CENDANT CORP                   COM  151313103        25599      1127313 SH       D       3       1069113            0        58200
CENDANT CORPORATION            COM  151313103         3546       253337 SH       D       5        253337            0            0
CENDANT CORP COM               COM  151313103       288436     20602604 SH       D       6      18944229            0      1658375
CENDANT CORP                   COM  151313103         8706       621910 SH       D       7        501314            0       120596
CENDANT!0.01                   COM  151313103         5070       362198 SH       D       9        362198            0            0
CENDANT CORP.                  COM  151313103          536        38350 SH       S       7         38350            0            0
CENIT BANCORP INC              COM  15131W109            2          178 SH       D       7           178            0            0
CENTENNIAL BANCORP COM         COM  15133T104         2440       280945 SH       D       6        280945            0            0
Centennial Bancorp             COM  15133T104           26         3000 SH       D       7          3000            0            0
CENTENNIAL CELLULAR CORP - A U COM  15133V208          114         5500 SH       D       1          5500            0            0
CENTENNIAL CELLULAR CORP - A U COM  15133V208           43         2100 SH       D       2          2100            0            0
CENTENNIAL CELLULAR CORP - A U COM  15133V208          134         5500 SH       D       3          5500            0            0
CENTENNIAL COM                 COM  15133V208         5135       373466 SH       D       6        308646            0        64820
CENTENNIAL COMMUNICATIONS CORP COM  15133V208          273        20009 SH       D       7         10772            0         9237
CENTER BANCORP INC COM         COM  151408101            8          376 SH       D       6           376            0            0
CENTER BANCORP INC             COM  151408101            4          210 SH       D       7           210            0            0
CENTER TRUST INC COM           COM  151845104         1726       341090 SH       D       6        341090            0            0
Center Trust Inc.              COM  151845104           13         2602 SH       D       7          2602            0            0
CENTERPOINT PPYYS CORP COM     COM  151895109        19375       475469 SH       D       6        472269            0         3200
Centerpoint Properties Trust   COM  151895109          136         3354 SH       D       7          3354            0            0
CENTERSPAN COMMUNICATIONS CORP COM  152012100          611        32606 SH       D       6         32606            0            0
CENTERSPAN COMMUNICATIONS      COM  152012100           11          596 SH       D       7           596            0            0
CENTEX CORP                    COM  152312104          266         7500 SH       D       1          7500            0            0
CENTEX CORP                    COM  152312104          177         5000 SH       D       2          5000            0            0
CENTEX CORP                    COM  152312104         1500        40810 SH       D       3         40810            0            0
CENTEX CORP                    COM  152312104          473        20139 SH       D       5         20139            0            0
CENTEX CORP COM                COM  152312104        50952      2168208 SH       D       6       1974220            0       193988
Centex                         COM  152312104         2058        87595 SH       D       7         62368            0        25227
CENTEX CORP                    COM  152312104           74         3168 SH       S       7          3168            0            0
CENTIGRAM COMM COM             COM  152317103         1870        73160 SH       D       6         73160            0            0
CENTIGRAM COMMUNICATIONS CORP  COM  152317103            8          320 SH       D       7           320            0            0
CENTILLIUM COMMUNICATIONS COM  COM  152319109         4234        61370 SH       D       6         61370            0            0
CENTILLIUM COMMUNICATIONS INC  COM  152319109          136         1976 SH       D       7          1976            0            0
CENTEX CONSTRUCTION PRODUCTS C COM  15231R109        11615       511986 SH       D       6        504756            0         7230
Centex Construction Products   COM  15231R109           51         2261 SH       D       7          2261            0            0
ELECTROBRAS PNB ADR            ADR  15234Q108         1836       112400 SH       D       3        112400            0            0
CENTRA SOFTWARE INC COM        COM  15234X103          962       101363 SH       D       6        101363            0            0
CENTRAL BANCORP INC COM        COM  152418109            3          237 SH       D       6           237            0            0
CENTRAL COAST BANCORP COM      COM  153145107          953        62036 SH       D       6         62036            0            0
CENTRAL COAST BANCORP          COM  153145107            5          371 SH       D       7           371            0            0
CENTRAL FINL ACCEPTANCE CORP   COM  153470109            1          300 SH       D       7           300            0            0
CENTRAL GARDEN & PET COM       COM  153527106         5277       588473 SH       D       6        582773            0         5700
Central Garden & Pet Co.       COM  153527106           39         4435 SH       D       7          4435            0            0
CENTRAL NEWSPAPERS INC CL A    COM  154647101        41034       648764 SH       D       6        625762            0        23002
CENTRAL NEWSPAPERS CL A        COM  154647101          721        11401 SH       D       7          6310            0         5091
CENTRAL PACKAGE CORP COM       COM  154785109         6151       259673 SH       D       6        259673            0            0
Central Parking Corp.          COM  154785109           98         4163 SH       D       7          4163            0            0
CENTRAL VERMONT PUB SERVICE CO COM  155771108         2619       238146 SH       D       6        238146            0            0
CENTURA BKS INC COM            COM  15640T100        24027       707978 SH       D       6        704501            0         3477
CENTURA BANKS INC              COM  15640T100          235         6942 SH       D       7          2756            0         4186
CENTURA SOFTWARE CORP          COM  15640W103         2248       408820 SH       D       6        408820            0            0
CENTURA SOFTWARE CORPORATION   COM  15640W103           24         4400 SH       D       7          4400            0            0
CENTURY ALUM CO COM            COM  156431108         1707       157055 SH       D       6        157055            0            0
CENTURY ALUMINUM COMPANY       COM  156431108           16         1537 SH       D       7          1537            0            0
CENTURY BANCORP INC CL A       COM  156432106            1          161 SH       D       7           161            0            0
CENTURY BUSINESS SERV COM      COM  156490104          482       249241 SH       D       6        249241            0            0
Century Business Services      COM  156490104           15         7949 SH       D       7          7949            0            0
CENTURY SOUTH BKS INC COM      COM  156683104         3359       173388 SH       D       6        173388            0            0
Century South Banks Inc.       COM  156683104           24         1239 SH       D       7          1239            0            0
CENTURYTEL INC USD$1           COM  156700106         1739        38390 SH       D       3         38390            0            0
CENTURYTEL INC COM             COM  156700106       113309      3941216 SH       D       6       3658005            0       283211
CenturyTel Inc                 COM  156700106         3329       115795 SH       D       7         98790            0        17005
CENTURYTEL INC                 COM  156700106          215         7480 SH       S       7          7480            0            0
CEPHALON INC. COM              COM  156708109        35065       585648 SH       D       6        570748            0        14900
Cephalon Inc.                  COM  156708109          342         5714 SH       D       7          5714            0            0
CEPHALON7.25CPS                CVP  156708307         8383       140000 SH       D       1        140000            0            0
CEPHLN7QPF                     CVP  156708406            0        34000 SH       D       1         34000            0            0
CEPHLN7QPF                     CVP  156708406            0        55000 SH       D       9         55000            0            0
CERADYNE INC                   COM  156710105           28         2800 SH       D       7          2800            0            0
CERAMICA CARABOBO CA ADR B SHR ADR  15671P506           63        33184 SH       D       3         33184            0            0
CERES GROUP INC COM            COM  156772105          419        70656 SH       D       6         70656            0            0
CERIDIAN CORP COM STOCK US$0.5 COM  15677T106           91         2500 SH       D       2          2500            0            0
CERIDIAN CORP COM STOCK US$0.5 COM  15677T106         7083       197763 SH       D       3        197763            0            0
CERIDIAN CORP                  COM  15677T106         1228        51040 SH       D       5         51040            0            0
CERIDIAN CORP COM              COM  15677T106        88878      3693645 SH       D       6       3405425            0       288220
Ceridian Corporation           COM  15677T106         2742       113989 SH       D       7         86295            0        27694
CERIDIAN CORP                  COM  15677T106          185         7695 SH       S       7          7695            0            0
CERNER CORP COM                COM  156782104        27544      1010808 SH       D       6        960608            0        50200
Cerner Corp.                   COM  156782104          139         5119 SH       D       7          5119            0            0
CERPROBE CORP COM              COM  156787103         1103        78837 SH       D       6         78837            0            0
CERION TECNOLOGIES INC COM     COM  156916108            0         3000 SH       D       6          3000            0            0
CERUS CORP COM                 COM  157085101         5632       110037 SH       D       6        110037            0            0
CERUS CORP                     COM  157085101          104         2047 SH       D       7          2047            0            0
CHALONE INC COM                COM  157639105          312        39042 SH       D       6         39042            0            0
CHALONE WINE GROUP LTD         COM  157639105            8         1120 SH       D       7          1120            0            0
CHAMPION ENTERPRISES INC COM   COM  158496109         4983      1022238 SH       D       6       1022238            0            0
Champion Enterprises Inc.      COM  158496109           48         9847 SH       D       7          9847            0            0
CHAMPION INTERNATIONAL CORP CO COM  158525105           31          291 SH       D       3           291            0            0
CHAMPION INTERNATIONAL CORP CO COM  158525105        19713       273563 SH       D       6        263197            0        10366
Champion International Corp.   COM  158525105            0            0 SH       D       7             0            0            0
CHAMPIONSHIP AUTO RA COM       COM  158711101         4622       181294 SH       D       6        181294            0            0
Championship Auto Racing       COM  158711101           60         2389 SH       D       7          2389            0            0
CHAMPPS ENTERTAINMENT INC COM  COM  158787101            3          592 SH       D       6           592            0            0
CHAMPPS ENTERTAINMENT INC      COM  158787101            2          519 SH       D       7           519            0            0
CHANNELL COML CORP COM         COM  159186105          321        26823 SH       D       6         26823            0            0
CHANNELL COMMERCIAL CORP       COM  159186105            4          408 SH       D       7           408            0            0
CHARLES & COLVARD LIMITED COM  COM  159765106           25         3607 SH       D       6          3607            0            0
CHARLES & COLVARD LTD.         COM  159765106            2          311 SH       D       7           311            0            0
CHARLES RIVER ASSOCIATES COM   COM  159852102         1565        88848 SH       D       6         88848            0            0
Charles River Associates       COM  159852102           25         1441 SH       D       7          1441            0            0
CHART HOUSE ENTERPRISES INC CO COM  160902102            4          776 SH       D       6           776            0            0
CHART HOUSE ENTERPRISES INC.   COM  160902102            2          526 SH       D       7           526            0            0
CHARTER ONE FINL INC           COM  160903100         2090        57303 SH       D       3         57303            0            0
CHARTER ONE FINL INC           COM  160903100       131692      5725750 SH       D       6       5291126            0       434624
CHARTER ONE FINL INC           COM  160903100         3409       148249 SH       D       7        122456            0        25793
CHARTER ONE FINL INC           COM  160903100          256        11150 SH       S       7         11150            0            0
CHARTER MUN MTG ACCE COM       COM  160908109         3830       311130 SH       D       6        311130            0            0
Charter Municipal Mtg. Accept. COM  160908109           26         2187 SH       D       7          2187            0            0
CHARLOTTE RUSSE HLDG. INC COM  COM  161048103          452        43100 SH       D       6         43100            0            0
CHARLOTTE RUSSE HOLDING INC    COM  161048103           19         1900 SH       D       7          1900            0            0
CHARMING SHOPPES INC COM       COM  161133103        11193      2197548 SH       D       6       2197548            0            0
Charming Shoppes Inc.          COM  161133103           95        18740 SH       D       7         18740            0            0
CHART INDS. COM                COM  16115Q100         1186       243319 SH       D       6        243319            0            0
CHARTER INDUSTRIES             COM  16115Q100            5         1077 SH       D       7          1077            0            0
CHARTER COMMS INC              CLA  16117M107          105         6500 SH       D       1             0         6500            0
CHARTER COMMUNICATIONS COM     COM  16117M107        10501       638847 SH       D       6        632447            0         6400
CHARTER COMMUNICATIONS INC-A   COM  16117M107          157         9600 SH       D       7          9600            0            0
CHARTER FED SVGS ESCROW COM    COM  161223987            0        95852 SH       D       6         95852            0            0
CHARTERED SEMICONDUCTOR        COM  16133R106         1390        15450 SH       D       7         15450            0            0
CHASE CORP                     COM  16150R104            1          100 SH       D       7           100            0            0
CHASE INDUSTRIES INC. COM      COM  161568100         1001       107568 SH       D       6        107568            0            0
CHASE INDUSTRIES               COM  161568100            3          406 SH       D       7           406            0            0
CHASE MANHATTAN "NEW" COM STOC COM  16161A108        48749      1006045 SH       D       1        948200        57845            0
CHASE MANHATTAN "NEW" COM STOC COM  16161A108         3235        46397 SH       D       2         46397            0            0
CHASE MANHATTAN "NEW" COM STOC COM  16161A108       143374      1980327 SH       D       3       1878099            0       102228
CHASE MANHATTAN "NEW" COM STOC COM  16161A108         4175        59874 SH       D       4         59874            0            0
CHASE MANHATTAN CORP           COM  16161A108        19738       428540 SH       D       5        428540            0            0
CHASE MANHATTAN CORP COM       COM  16161A108      1806353     39215278 SH       D       6      36402088            0      2813190
CHASE MANHATTAN CORP NEW       COM  16161A108        64952      1410094 SH       D       7       1016837            0       393257
CMB.N                          COM  16161A108          318         6800 SH       D       9          6800            0            0
CHASE MANHATTAN CORPORATION    COM  16161A108         3028        65758 SH       S       7         65758            0            0
CHATEAU COMMUNITIES INC COM    COM  161726104        14436       511015 SH       D       6        509415            0         1600
Chateau Communities Inc.       COM  161726104          121         4312 SH       D       7          4312            0            0
CHATTEM INC                    COM  162456107         2226       162646 SH       D       6        133546            0        29100
Chattem Inc.                   COM  162456107           22         1673 SH       D       7          1673            0            0
CHEAP TICKETS INC COM          COM  162672109         2338       194879 SH       D       6        194879            0            0
Cheap Tickets Inc.             COM  162672109           44         3691 SH       D       7          3691            0            0
CHECKER`S DRIVE-IN REST WTS    RT   162809115            0         2434 SH       D       6          2434            0            0
CHECKFREE HOLDINGS CORP COM    COM  162816102        35805       694419 SH       D       6        694419            0            0
CHECKFREE HOLDINGS CORP        COM  162816102          654        12703 SH       D       7          5281            0         7422
CHECKPOINT SYSTEMS INC COM     COM  162825103         7230       964123 SH       D       6        964123            0            0
Checkpoint Systems Inc.        COM  162825103           50         6761 SH       D       7          6761            0            0
CHEESECAKE FACTORY COM         COM  163072101        13528       491956 SH       D       6        491956            0            0
Cheesecake Factory Inc.        COM  163072101          152         5536 SH       D       7          5536            0            0
CHELSEA GCA RLTY INC C0M       COM  163262108        15490       448185 SH       D       6        432685            0        15500
Chelsea GCA Realty Inc.        COM  163262108           89         2584 SH       D       7          2584            0            0
CHEMED CORP COM                COM  163596109         5806       206000 SH       D       6        206000            0            0
Chemed Corp.                   COM  163596109           63         2245 SH       D       7          2245            0            0
CHEMFIRST INC COM              COM  16361A106         9518       394536 SH       D       6        394536            0            0
Chemfirst Inc.                 COM  16361A106          102         4246 SH       D       7          4246            0            0
CHEMFAB CORP COM               COM  16361L102         1232       103777 SH       D       6        103777            0            0
CHEMFAB CORP                   COM  16361L102            3          289 SH       D       7           289            0            0
CHEMICAL FINL CORP COM         COM  163731102         5111       196585 SH       D       6        196585            0            0
Chemical Financial Corp.       COM  163731102           80         3100 SH       D       7          3100            0            0
CHEQUEMATE INTL INC COM        COM  164126203          732       189008 SH       D       6        189008            0            0
CHEROKEE INC                   COM  16444H102            3          389 SH       D       7           389            0            0
CHERRY CORP COM                COM  164541401         3051       115984 SH       D       6        114484            0         1500
CHESAPEAKE CORP             CO COM  165159104        12749       430370 SH       D       6        425470            0         4900
CHESAPEAKE CORP                COM  165159104          190         6422 SH       D       7          6422            0            0
CHESAPEAKE ENERGY COM          COM  165167107        10408      1343044 SH       D       6       1343044            0            0
Chesapeake Energy Corp.        COM  165167107           92        11927 SH       D       7         11927            0            0
CHESAPEAKE UTILS CORP COM      COM  165303108          968        54573 SH       D       6         54573            0            0
CHESAPEAKE UTILITIES CORP      COM  165303108            3          187 SH       D       7           187            0            0
CHESTER VALLEY BANCORP         COM  166335109           11          697 SH       D       7           697            0            0
CHEVRON CORP COM STOCK US$1.50 COM  166751107         5897        45932 SH       D       1         45932            0            0
CHEVRON CORP COM STOCK US$1.50 COM  166751107         2478        19302 SH       D       2         19302            0            0
CHEVRON CORP COM STOCK US$1.50 COM  166751107       151373      1149491 SH       D       3       1100091            0        49400
CHEVRON CORP COM STOCK US$1.50 COM  166751107         2888        22500 SH       D       4         22500            0            0
CHEVRON CORP                   COM  166751107        19197       226359 SH       D       5        226359            0            0
CHEVRON CORP COM               COM  166751107      1664003     19619795 SH       D       6      18029772            0      1590023
CHEVRON CORP                   COM  166751107        56794       669644 SH       D       7        502361            0       167283
CHEVRON CORPORATION            COM  166751107         2940        34665 SH       S       7         34665            0            0
CHICOS FAS INC COM             COM  168615102         6043       302158 SH       D       6        302158            0            0
Chico's FAS Inc.               COM  168615102           73         3650 SH       D       7          3650            0            0
CHIEF CONSOLIDATED MINING CO C COM  168628105            1          300 SH       D       6           300            0            0
CHIEF CONSOLIDATED MINING CO   COM  168628105            1          300 SH       D       7           300            0            0
CHIEFTAIN INTL INC COM         COM  16867C101          142         7500 SH       D       6          7500            0            0
CHILDTIME LEARNING CTRS INC CO COM  168820108            7         1106 SH       D       6          1106            0            0
CHILDTIME LEARNING CENTERS     COM  168820108            4          700 SH       D       7           700            0            0
CHILE FD INC COM               COM  168834109         5703       584934 SH       D       6        584934            0            0
CHILECTRA SPON ADR 144A        COM  168884104          991        41350 SH       D       3         41350            0            0
CHILDRENS PL RETAIL COM        COM  168905107         5278       257496 SH       D       6        257496            0            0
Childrens Place                COM  168905107           82         4046 SH       D       7          4046            0            0
CHINA FUND                     USD  169373107           14          960 SH       D       1             0          960            0
CHINA TELECOM - SPON ADR ADR   COM  169428109         2311        13000 SH       D       6         13000            0            0
CHOICE HOTELS INTERNATIONAL CO COM  169905106         7827       787698 SH       D       6        787698            0            0
CHOICE HOTELS INTL INC         COM  169905106          139        13990 SH       D       7         13990            0            0
CHIQUITA BRANDS INTL INC COM   COM  170032106         1461       371126 SH       D       6        371126            0            0
Chiquita Brands Intl. Inc.     COM  170032106           16         4214 SH       D       7          4214            0            0
CHIREX INC COM                 COM  170038103         7234       361741 SH       D       6        361741            0            0
Chirex Inc.                    COM  170038103           66         3340 SH       D       7          3340            0            0
CHIRON CORP COM STOCK US$0.01  COM  170040109          222         3090 SH       D       2          3090            0            0
CHIRON CORP COM STOCK US$0.01  COM  170040109        17156       230914 SH       D       3        213114            0        17800
CHIRON CORP COM                COM  170040109        86235      1815478 SH       D       6       1812489            0         2989
CHIRON CORPORATION             COM  170040109         1771        37305 SH       D       7         21972            0        15333
CHITTENDEN CORP COM            COM  170228100        13286       543675 SH       D       6        543675            0            0
Chittenden Corp.               COM  170228100          121         4965 SH       D       7          4965            0            0
CHOICEPOINT INC COM            COM  170388102        36166       812722 SH       D       6        812022            0          700
CHOICEPOINT INC                COM  170388102          474        10657 SH       D       7         10657            0            0
CHOICE ONE COMMUNICATIONS COM  COM  17038P104         6843       167671 SH       D       6        160571            0         7100
CHOICE ONE COMMUNICATIONS      COM  17038P104          108         2657 SH       D       7          2657            0            0
CHOLESTECH CORP COM            COM  170393102         1076       141134 SH       D       6        141134            0            0
CHORDIAN & SOFTWARE INC COM    COM  170404107         2568       154516 SH       D       6        154516            0            0
CHORDIANT SOFTWARE, INC.       COM  170404107           67         4054 SH       D       7          4054            0            0
CHRIS-CRAFT INDUSTRIES INC COM COM  170520100           40          400 SH       D       2           400            0            0
CHRIS-CRAFT INDUSTRIES INC COM COM  170520100         3855        36657 SH       D       3         26754            0         9903
CHRIS-CRAFT INDUSTRIES INC COM COM  170520100        34516       522481 SH       D       6        513874            0         8607
CHRIS-CRAFT INDUSTRIES INC.    COM  170520100          289         4386 SH       D       7          2589            0         1797
CHROMATICS COLOR SCIENCES INTL COM  171116304          920       188756 SH       D       6        188756            0            0
CHROMATICS COLOR SCIENCES      COM  171116304            4          968 SH       D       7           968            0            0
CHROMCRAFT REVINGTON COM       COM  171117104         1138        97928 SH       D       6         97928            0            0
CHROMCRAFT REVINGTON INC       COM  171117104            4          402 SH       D       7           402            0            0
CHROMAVISION MEDICAL SYSTEMS I COM  17111P104         2137       162082 SH       D       6        162082            0            0
CHROMAVISION MEDICAL SYSTEMS   COM  17111P104           26         2036 SH       D       7          2036            0            0
CHRONOMED COM                  COM  171164106         1282       173919 SH       D       6        173919            0            0
CHRONIMED, INC                 COM  171164106            4          546 SH       D       7           546            0            0
CHUBB CORP                     COM  171232101           62         1000 SH       D       1             0         1000            0
CHUBB CORP COM STOCK US$1      COM  171232101          255         2740 SH       D       2          2740            0            0
CHUBB CORP COM STOCK US$1      COM  171232101        25600       260581 SH       D       3        249081            0        11500
CHUBB CORP COM STOCK US$1      COM  171232101          958        10300 SH       D       4         10300            0            0
CHUBB CORP                     COM  171232101         3767        61259 SH       D       5         61259            0            0
CHUBB CORP COM                 COM  171232101       294589      4790066 SH       D       6       4436761            0       353305
Chubb Corp.                    COM  171232101         7454       121218 SH       D       7         99860            0        21358
CHUBB CORP!1                   COM  171232101          664        10800 SH       D       9         10800            0            0
CHUBB CORP                     COM  171232101          570         9284 SH       S       7          9284            0            0
CHURCH & DWIGHT CO INC COM     COM  171340102        19919      1106630 SH       D       6       1106630            0            0
Church & Dwight Co. Inc.       COM  171340102          124         6928 SH       D       7          6928            0            0
CHURCHILL DOWNS INC COM        COM  171484108         3141       134397 SH       D       6        134397            0            0
Churchill Downs Inc.           COM  171484108           62         2668 SH       D       7          2668            0            0
CHYRON CORP COM                COM  171605207          710       247120 SH       D       6        247120            0            0
CIBER COM                      COM  17163B102        13681      1032541 SH       D       6       1032541            0            0
Ciber Inc.                     COM  17163B102          112         8512 SH       D       7          8512            0            0
CIDCO INC COM                  COM  171768104          475       140780 SH       D       6        140780            0            0
CIENA CORP                     COM  171779101           59          350 SH       D       1             0          350            0
CIENA CORP USD0.01             COM  171779101          529         2100 SH       D       2          2100            0            0
CIENA CORP USD0.01             COM  171779101        38229       154279 SH       D       3        144879            0         9400
CIENA CORP USD0.01             COM  171779101          984         3900 SH       D       4          3900            0            0
CIENA CORP COM                 COM  171779101       301172      1806812 SH       D       6       1793225            0        13587
CIENA CORPORATION              COM  171779101         7813        46875 SH       D       7         18919            0        27956
CIFRA SA ADR REP 10 'V' SHS    ADR  171785405         5665       170358 SH       D       3        100000            0        70358
CIMA LABS COM                  COM  171796105         2239       110583 SH       D       6        110583            0            0
CIMA LABS INC                  COM  171796105           42         2100 SH       D       7          2100            0            0
CINCINNATI FINANCIAL CORP COM  COM  172062101          116         2450 SH       D       2          2450            0            0
CINCINNATI FINANCIAL CORP COM  COM  172062101        11998       237829 SH       D       3        217554            0        20275
CINCINNATI FINANCIAL CORP COM  COM  172062101       142062      4518888 SH       D       6       4194938            0       323950
Cincinnati Financial Corp      COM  172062101         4345       138226 SH       D       7        119683            0        18543
CINCINNATI FINANCIAL CORP      COM  172062101          269         8559 SH       S       7          8559            0            0
CINERGY CORP COM STOCK US$0.01 COM  172474108           88         2300 SH       D       2          2300            0            0
CINERGY CORP COM STOCK US$0.01 COM  172474108         9300       233053 SH       D       3        213553            0        19500
CINERGY CORP COM               COM  172474108       108631      4270532 SH       D       6       3950316            0       320216
Cinergy Corporation            COM  172474108         2800       110082 SH       D       7         91785            0        18297
 CINERGY CORP                  COM  172474108          214         8438 SH       S       7          8438            0            0
CIPRICO INC                    COM  172529109            2          218 SH       D       7           218            0            0
CIRCLE INTERNATIONAL GROUP INC COM  172574105         6990       278225 SH       D       6        278225            0            0
Circle International Grp. Inc. COM  172574105           77         3086 SH       D       7          3086            0            0
CIRCUIT CITY STORE             CIR  172737108          215         6375 SH       D       1             0         6375            0
CIRCUIT CITY STORES            COM  172737108          163         3260 SH       D       2          3260            0            0
CIRCUIT CITY STORES            COM  172737108        14023       288269 SH       D       3        265269            0        23000
CIRCUIT CITY GROUP COM         COM  172737108       177928      5361311 SH       D       6       4953530            0       407781
Circuit City Stores            COM  172737108         5257       158418 SH       D       7        119367            0        39051
CIRCUIT CITY STORES            COM  172737108          358        10790 SH       S       7         10790            0            0
CIRCON INTL INC COM            COM  17273K109         2179       266246 SH       D       6        266246            0            0
CIRCOR INTERNATIONAL INC       COM  17273K109            0            0 SH       D       7             0            0            0
CIRRUS LOGIC INC COM           COM  172755100        24844      1552795 SH       D       6       1552795            0            0
CIRRUS LOGIC INC.              COM  172755100          264        16523 SH       D       7         16523            0            0
CISCO SYSTEMS COM STOCK NPV    COM  17275R102        61843       792035 SH       D       1        337200       454835            0
CISCO SYSTEMS COM STOCK NPV    COM  17275R102        18282       189988 SH       D       2        189988            0            0
CISCO SYSTEMS COM STOCK NPV    COM  17275R102      1009504     10852876 SH       D       3      10365576            0       487300
CISCO SYSTEMS COM STOCK NPV    COM  17275R102        23566       244900 SH       D       4        244900            0            0
CISCO SYSTEMS INC              COM  17275R102       152889      2405433 SH       D       5       2405433            0            0
CISCO SYS INC COM              COM  17275R102     11990333    188668876 SH       D       6     173565107            0     15103769
CISCO SYS INC                  COM  17275R102       389895      6134096 SH       D       7       4636537            0      1497559
CSCO.O                         COM  17275R102        13241       213190 SH       D       9        213190            0            0
CISCO SYSTEMS, INC             COM  17275R102        23512       369912 SH       S       7        369912            0            0
CITADEL COMMUNICATIONS CORP CO COM  172853202        16027       458743 SH       D       6        458743            0            0
Citadel Communications Corp.   COM  172853202          190         5463 SH       D       7          5463            0            0
BIG 4 RANCH INC COM            COM  172862971            0       116610 SH       D       6        116610            0            0
CINTAS CORP COM                COM  172908105        67347      1835705 SH       D       6       1835705            0            0
CINTAS CORP                    COM  172908105         1634        44564 SH       D       7         21649            0        22915
CITIGROUP INC COM STK          COM  172967101        35823       467741 SH       D       1        230000       237741            0
CITIGROUP INC COM STK          COM  172967101        10194       111764 SH       D       2        111764            0            0
CITIGROUP INC COM STK          COM  172967101       513817      5380988 SH       D       3       5138701            0       242287
CITIGROUP INC COM STK          COM  172967101        12589       138025 SH       D       4        138025            0            0
CITIGROUP INC                  COM  172967101        70511      1170318 SH       D       5       1170318            0            0
CITIGROUP, INC COM             COM  172967101      6147829    102038674 SH       D       6      94038040            0      8000634
CITIGROUP INC                  COM  172967101       181436      3011392 SH       D       7       2699036            0       312356
CITIGROUP                      COM  172967101        10812       179458 SH       S       7        179458            0            0
CITIZENS BKG CORP MICH         COM  174420109        11815       727827 SH       D       6        727827            0            0
CITIZENS BKG CORP MICH         COM  174420109          120         7448 SH       D       7          7448            0            0
CITIZENS COMMUNICATIONS CO.    COM  17453B101          138         5300 SH       D       2          5300            0            0
CITIZENS COMMUNICATIONS CO.    COM  17453B101         7266       268352 SH       D       3        268352            0            0
CITIZENS COMMUNICATIONS CO COM COM  17453B101        60204      3490142 SH       D       6       3466802            0        23340
CITIZEN COMMUNICATIONS COMPANY COM  17453B101          745        43217 SH       D       7         15257            0        27960
CITIZENS FINANCIAL CORP-A/KY   COM  174613109            2          200 SH       D       7           200            0            0
CITIZENS FINL SVCS INC COM     COM  174615104            2          202 SH       D       6           202            0            0
CITIZENS FINANCIAL SERVICES    COM  174615104            2          225 SH       D       7           225            0            0
CITIZENS FIRST FINANCIAL CRP   COM  174623108            9          722 SH       D       7           722            0            0
CITIZENS INC AMER CL A         COM  174740100         1262       200077 SH       D       6        200077            0            0
CITRIX SYSTEMS INC USD0.001    COM  177376100         1421        50700 SH       D       3         50700            0            0
CITRIX SYS INC COM             COM  177376100        88644      4680877 SH       D       6       4308512            0       372365
Citrix Systems Inc             COM  177376100         2740       144736 SH       D       7        107268            0        37468
CITRIX SYSTEMS INC.            COM  177376100          186         9854 SH       S       7          9854            0            0
CITY BK LYNNWOOD WASH COM      COM  17770A109         2862       109570 SH       D       6        109570            0            0
CITY HLDG CO                   COM  177835105         1508       256792 SH       D       6        256792            0            0
CITY HLDG CO                   COM  177835105           16         2824 SH       D       7          2824            0            0
CITY NATIONAL CORP COM         COM  178566105        43351      1247529 SH       D       6       1220246            0        27283
CITY NATL CORP                 COM  178566105         1187        34059 SH       D       7          5857            0        28202
CIVIC BANCORP                  COM  178788105            3          217 SH       D       7           217            0            0
CLAIRES STORES INC COM         COM  179584107        16728       869011 SH       D       6        869011            0            0
CLAIRE'S STORES INC            COM  179584107          210        10941 SH       D       7          3172            0         7769
CLARCOR INC COM                COM  179895107        10811       543998 SH       D       6        543998            0            0
Clarcor Inc.                   COM  179895107          116         5882 SH       D       7          5882            0            0
CLARENT COM                    COM  180461105        14707       205706 SH       D       6        200906            0         4800
CLARENT CORP                   COM  180461105          128         1800 SH       D       7          1800            0            0
CLARK/BARDES HLDGS INC COM     COM  180668105         1756       106468 SH       D       6        106468            0            0
CLARK/BARDES HOLDINGS INC      COM  180668105           14          897 SH       D       7           897            0            0
CLARK DICK PRODTNS INC COM     COM  181512104          828        70512 SH       D       6         70512            0            0
CLARK (DICK) PROD INC          COM  181512104            3          339 SH       D       7           339            0            0
CLARUS CORP COM                COM  182707109         5741       147700 SH       D       6        138500            0         9200
CLARUS CORPORATION             COM  182707109          314         8100 SH       D       7          8100            0            0
CLASSIS COMMUNICATIONS INC COM COM  182728204          671        75084 SH       D       6         75084            0            0
CLASSIC COMM INC               COM  182728204           15         1770 SH       D       7          1770            0            0
CLAYTON MOTOR HOMES INC COM ST COM  184190106           88         6500 SH       D       3          6500            0            0
CLAYTON HOMES INC              COM  184190106          394        49285 SH       D       5         49285            0            0
CLAYTON HOMES INC COM          COM  184190106        19812      2476514 SH       D       6       2464414            0        12100
CLAYTON HOMES                  COM  184190106          415        51996 SH       D       7         40605            0        11391
CLEAR CHANNEL COMMUNICATIONS   COM  184502102          601         5300 SH       D       2          5300            0            0
CLEAR CHANNEL COMMUNICATIONS   COM  184502102        51397       476614 SH       D       3        467814            0         8800
CLEAR CHANNEL COMMUNICATIONS   COM  184502102         8819       117592 SH       D       5        117592            0            0
CLEAR CHANNEL COMMUNICATIONS I COM  184502102       644710      8596142 SH       D       6       7896309            0       699833
Clear Channel Communicat.      COM  184502102        18740       249872 SH       D       7        195130            0        54742
CLEAR CHANNEL COMMUNICATIONS   COM  184502102         1352        18032 SH       S       7         18032            0            0
CLEVELAND CLIFFS INC COM       COM  185896107         7310       283211 SH       D       6        283211            0            0
Cleveland Cliffs Inc.          COM  185896107           56         2205 SH       D       7          2205            0            0
CLICKACTION INC COM            COM  18681E107         1603       100192 SH       D       6        100192            0            0
CLICKACTION INC                COM  18681E107           11          724 SH       D       7           724            0            0
CLICK2LEARN.COM COM            COM  18681S106         2072       117591 SH       D       6        117591            0            0
CLINTRIALS INC COM             COM  188767107          559       159893 SH       D       6        159893            0            0
CLOROX CO COM STOCK US$1       COM  189054109          230         3400 SH       D       2          3400            0            0
CLOROX CO COM STOCK US$1       COM  189054109        24699       374583 SH       D       3        347583            0        27000
CLOROX COMPANY                 COM  189054109         3694        82457 SH       D       5         82457            0            0
CLOROX CO COM                  COM  189054109       274522      6126020 SH       D       6       5635836            0       490184
Clorox Company                 COM  189054109         9138       203918 SH       D       7        153290            0        50628
CLOROX COMPANY                 COM  189054109          560        12503 SH       S       7         12503            0            0
CLOSURE MEDICAL CORP COM       COM  189093107         2129        92605 SH       D       6         92605            0            0
Closure Medical Corp.          COM  189093107           58         2530 SH       D       7          2530            0            0
COACHMEN INDUSTRIES INC COM    COM  189873102         3500       304434 SH       D       6        304434            0            0
Coachmen Industries Inc.       COM  189873102           37         3286 SH       D       7          3286            0            0
COAST FED/CONTINGENT PAYMT RTS RT   19034Q110          114        70248 SH       D       6         70248            0            0
COASTAL BAN SVGS AS COM        COM  19041P105         1662       115671 SH       D       6        115671            0            0
COASTAL BANCORP INC            COM  19041P105            3          262 SH       D       7           262            0            0
COASTAL CORP COM STOCK US$0.33 COM  190441105          328         3560 SH       D       2          3560            0            0
COASTAL CORP COM STOCK US$0.33 COM  190441105        33253       357501 SH       D       3        333901            0        23600
COASTAL CORP                   COM  190441105         4538        74541 SH       D       5         74541            0            0
COASTAL CORP COM               COM  190441105       371747      6106740 SH       D       6       5619080            0       487660
COASTAL CORP                   COM  190441105        10759       176742 SH       D       7        154353            0        22389
COASTAL CORP                   COM  190441105          692        11383 SH       S       7         11383            0            0
COASTAL FINL CORP DEL COM      COM  19046E105          814        83581 SH       D       6         83581            0            0
COASTAL FINANCIAL CORP         COM  19046E105            8          843 SH       D       7           843            0            0
COASTCAST CORP COM             COM  19057T108         2439       138389 SH       D       6        138389            0            0
COASTCAST CORP                 COM  19057T108            6          357 SH       D       7           357            0            0
CPBALT GROUP INC COM           COM  19074Q103          620        90300 SH       D       6         90300            0            0
COBALT GROUP INC.              COM  19074Q103           17         2600 SH       D       7          2600            0            0
COBALT NETWORKS COM            COM  19074R101        10762       185966 SH       D       6        185966            0            0
COBALT NETWORKS INC            COM  19074R101           86         1500 SH       D       7          1500            0            0
COCA COLA BOTTLING CO CONSOL C COM  191098102         2376        52239 SH       D       6         52239            0            0
Coca-Cola Bottling Co. Cons.   COM  191098102           30          664 SH       D       7           664            0            0
COCA-COLA CO COM STOCK US$0.25 COM  191216100       201941      3458340 SH       D       1       3448600         9740            0
COCA-COLA CO COM STOCK US$0.25 COM  191216100         5950        68430 SH       D       2         68430            0            0
COCA-COLA CO COM STOCK US$0.25 COM  191216100       381834      4270761 SH       D       3       4087461            0       183300
COCA-COLA CO COM STOCK US$0.25 COM  191216100         6886        79200 SH       D       4         79200            0            0
COCA-COLA COMPANY (THE)        COM  191216100        49227       857019 SH       D       5        857019            0            0
COCA COLA CO COM               COM  191216100      3744978     65200935 SH       D       6      59722487            0      5478448
Coca Cola Co                   COM  191216100       111656      1943973 SH       D       7       1448688            0       495285
KO.N                           COM  191216100         5456        95000 SH       D       9         95000            0            0
COCA-COLA CO                   COM  191216100         7559       131614 SH       S       7        131614            0            0
COCA COLA ENTERPRISES          COM  191219104          154         6260 SH       D       2          6260            0            0
COCA COLA ENTERPRISES          COM  191219104        15851       622522 SH       D       3        578122            0        44400
COCA COLA ENTERPRISES INC COM  COM  191219104       171687     10524929 SH       D       6       9683712            0       841217
Coca-Cola Enterprises Inc      COM  191219104         4857       297764 SH       D       7        243967            0        53797
COCA-COLA ENTERPRISES, INC     COM  191219104          364        22350 SH       S       7         22350            0            0
COCA-COLA FEMSA S.A. ADR COM   COM  191241108           73         3900 SH       D       6          3900            0            0
CODORUS VY BANCORP INC COM     COM  192025104            0            0 SH       D       6             0            0            0
CODORUS VALLEY BANCORP INC     COM  192025104            4          441 SH       D       7           441            0            0
COEUR D ALENE MINES CORP IDA C COM  192108108          680       279091 SH       D       6        279091            0            0
COGNEX CORP COM                COM  192422103        45816       885351 SH       D       6        885351            0            0
COGNEX CORP.                   COM  192422103          544        10520 SH       D       7         10520            0            0
COGNITRONICS CORP COM          COM  192432102          800        61908 SH       D       6         61908            0            0
COGNITRONICS CORP              COM  192432102           11          900 SH       D       7           900            0            0
COGNIZANT TECHNOLOGY SOLUTION  COM  192446102         5295       159568 SH       D       6        159568            0            0
Cognizant Technology Solutions COM  192446102           41         1236 SH       D       7          1236            0            0
COHERENT INC COM               COM  192479103        50076       597035 SH       D       6        593035            0         4000
Coherent Inc.                  COM  192479103          377         4497 SH       D       7          4497            0            0
COHO ENERGY INC COM            COM  192481208            0            0 SH       D       6             0            0            0
COHO ENERGY INC RTS            RT   192481992            0         4825 SH       D       6          4825            0            0
COHESION TECHNOLOGIES INC. COM COM  19248N101          940        79637 SH       D       6         79637            0            0
COHESION TECHNOLOGIES INC      COM  19248N101            6          586 SH       D       7           586            0            0
COHOES BANCORP INC COM         COM  192513109         1095        79698 SH       D       6         79698            0            0
COHU INC COM                   COM  192576106        10003       370922 SH       D       6        370922            0            0
Cohu Inc.                      COM  192576106          100         3730 SH       D       7          3730            0            0
COINMACH LAUNDRY COR COM       COM  19259L101         1743       122898 SH       D       6        122898            0            0
COINSTAR INC - COM COM         COM  19259P300         6261       622284 SH       D       6        622284            0            0
Coinstar Inc.                  COM  19259P300           24         2405 SH       D       7          2405            0            0
COLDWATER CREEK INC. COM       COM  193068103         6747       223978 SH       D       6        223978            0            0
COLDWATER CREEK INC            COM  193068103           32         1075 SH       D       7          1075            0            0
COLE NATIONAL CORP NEW COM     COM  193290103         1250       178701 SH       D       6        178701            0            0
COLE NATIONAL CORP             COM  193290103            4          658 SH       D       7           658            0            0
COLE KENNETH PRODTNS INC COM   COM  193294105         7058       176466 SH       D       6        176466            0            0
Kenneth Cole Productions Inc.  COM  193294105           56         1420 SH       D       7          1420            0            0
COLES MYER LTD                 COM  193870409          916        30299 SH       D       7         30299            0            0
COLLEGE BOUND INC COM          COM  193909108            0        22300 SH       D       6         22300            0            0
COLLATERAL THERAPEUTICS COM    COM  193921103         2807       110719 SH       D       6        110719            0            0
COLLATERAL THERAPEUTICS INC    COM  193921103           22          887 SH       D       7           887            0            0
COLGATE-PALMOLIVE CO COM STOCK COM  194162103          969        10700 SH       D       2         10700            0            0
COLGATE-PALMOLIVE CO COM STOCK COM  194162103        78153       905906 SH       D       3        868706            0        37200
COLGATE-PALMOLIVE CO COM STOCK COM  194162103         2030        22400 SH       D       4         22400            0            0
COLGATE PALMOLIVE CO COM       COM  194162103       878066     14664991 SH       D       6      13509949            0      1155042
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COMERICA INC                   COM  200340107        12688       282751 SH       D       7        201456            0        81295
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COMMERCIAL BANK OF NEW YORK    COM  201462108            2          237 SH       D       7           237            0            0
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COM21 INC - COM COM            COM  205937105        11730       469202 SH       D       6        469202            0            0
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CONOCO INC COM                 COM  208251306          151         6900 SH       D       6          6900            0            0
CONOCO INC-CL B ORDINARY       COM  208251405          223         6000 SH       D       2          6000            0            0
CONOCO INC-CL B ORDINARY       COM  208251405        25472       683914 SH       D       3        683914            0            0
CONOCO INC COM                 COM  208251405       448742     18269401 SH       D       6      16859073            0      1410328
CONOCO INC                     COM  208251405        16609       676222 SH       D       7        493257            0       182965
CONOCO INC CLASS B - WI        COM  208251405          814        33175 SH       S       7         33175            0            0
CONRAD INDS INC COM            COM  208305102           21         3315 SH       D       6          3315            0            0
CONRAD INDUSTRIES              COM  208305102            1          300 SH       D       7           300            0            0
CONSECO INC COM STOCK NPV      COM  208464107         1721       116628 SH       D       1        116628            0            0
CONSECO INC COM STOCK NPV      COM  208464107          446        30265 SH       D       2         30265            0            0
CONSECO INC COM STOCK NPV      COM  208464107         8215       600470 SH       D       3        582324            0        18146
CONSECO INC COM                COM  208464107       113044     11594324 SH       D       6      10461480            0      1132844
Conseco Inc                    COM  208464107         3609       370168 SH       D       7        220278            0       149890
CONSECO INC                    COM  208464107          168        17285 SH       S       7         17285            0            0
CONSOL ENERGY INC COM          COM  20854P109         6609       437022 SH       D       6        426822            0        10200
CONSOL Energy Inc.             COM  20854P109           99         6594 SH       D       7          6594            0            0
CONSOLIDATED EDISON INC        COM  209115104          142         3180 SH       D       2          3180            0            0
CONSOLIDATED EDISON INC        COM  209115104        15779       337567 SH       D       3        320667            0        16900
CONSOLIDATED EDISON INC        COM  209115104         2201        74294 SH       D       5         74294            0            0
CONSOLIDATED EDISON COM        COM  209115104       179717      6066414 SH       D       6       5519510            0       546904
Consolidated Edison            COM  209115104         6911       233291 SH       D       7        163793            0        69498
CONSOLIDATED EDISON INC.       COM  209115104          333        11265 SH       S       7         11265            0            0
CONSOLIDATED FREIGHTWAY WI COM COM  209232107         1190       292928 SH       D       6        292928            0            0
Consolidated Freightways Corp. COM  209232107           13         3387 SH       D       7          3387            0            0
CONSOLIDATED GRAPHICS COM      COM  209341106         1738       185483 SH       D       6        185483            0            0
Consolidated Graphics Inc.     COM  209341106           20         2165 SH       D       7          2165            0            0
CONS PAPERS                    COM  209759109          146       236300 SH       D       1        236300            0            0
CONSOLIDATED PAPERS            COM  209759109           71         1300 SH       D       2          1300            0            0
CONSOLIDATED PAPERS            COM  209759109         5528        99123 SH       D       3         99123            0            0
CONSOLIDATED PAPERS INC COM    COM  209759109        36592      1000829 SH       D       6        993624            0         7205
Consolidated Papers, Inc.      COM  209759109          862        23591 SH       D       7         17614            0         5977
CONSOLIDATED PRODS INC COM     COM  209798107         3789       421092 SH       D       6        421092            0            0
Consolidated Products Inc.     COM  209798107           57         6415 SH       D       7          6415            0            0
CONSOLIDATED STORES CORPORATIO COM  210149100          605        30324 SH       D       3         30324            0            0
CONSOLIDATED STORES CORP COM   COM  210149100        35517      2959814 SH       D       6       2736872            0       222942
Consolidated Stores            COM  210149100          960        80022 SH       D       7         61826            0        18196
CONSOLIDATED STORES CORP.      COM  210149100           71         5933 SH       S       7          5933            0            0
CONS TOMOKA CO-FLORIDA         COM  210226106            2          235 SH       D       7           235            0            0
CONSORCIO SER L ADR COM        COM  210306106           13         4697 SH       D       6          4697            0            0
CONSTELLATION ENERGY CORPORATI COM  210371100          118         2400 SH       D       2          2400            0            0
CONSTELLATION ENERGY CORPORATI COM  210371100        11838       232895 SH       D       3        213595            0        19300
CONSTELLATION ENERGY CORPORATI COM  210371100          492        10000 SH       D       4         10000            0            0
CONSTELLATION ENERGY GROUP INC COM  210371100         1716        52713 SH       D       5         52713            0            0
CONSTELLATION ENERGY GROUP INC COM  210371100       134736      4137793 SH       D       6       3800811            0       336982
Constellation Energy           COM  210371100         3394       104255 SH       D       7         86097            0        18158
CONSTELLATION ENERGY GROUP,INC COM  210371100          258         7950 SH       S       7          7950            0            0
CONTIFINANCIAL CORP COM        COM  21075V107            0        94573 SH       D       6         94573            0            0
CONTINENTAL AIR LINES INC COM  COM  210795209          403         8500 SH       D       6          8500            0            0
CONTINENTAL AIR LINES INC COM  COM  210795308        24089       512532 SH       D       6        509308            0         3224
CONTINENTAL AIRLINES CL B      COM  210795308          604        12865 SH       D       7          8802            0         4063
CONTINENTAL MATERIALS CO.      COM  211615307            1          100 SH       D       7           100            0            0
CONVERGENT COMM COM            COM  211914403         2400       300088 SH       D       6        300088            0            0
CONVERGENT COMMUNICATION       COM  211914403           16         2000 SH       D       7          2000            0            0
CONTOUR ENERGY COM             COM  21220C103           33        16640 SH       D       6         16640            0            0
CONTROL CHIEF HOLDINGS INC     COM  212343107            0          200 SH       D       7           200            0            0
CONVERGYS CORP COM STK NPV     COM  212485106         3288        42100 SH       D       3         42100            0            0
CONVERGYS CORP COM             COM  212485106       187565      3615722 SH       D       6       3305491            0       310231
CONVERGYS CORP                 COM  212485106         6354       122502 SH       D       7        117840            0         4662
CONVERGYS CORP                 COM  212485106          422         8150 SH       S       7          8150            0            0
COOPER CAMERON CORP COM        COM  216640102        53658       813007 SH       D       6        808749            0         4258
COOPER CAMERON CORP            COM  216640102          920        13945 SH       D       7          7867            0         6078
COOPER COS INC NEW COM         COM  216648402        10443       287096 SH       D       6        287096            0            0
Cooper Companies Inc.          COM  216648402          121         3352 SH       D       7          3352            0            0
COOPER INDUSTRIES INC COM STOC COM  216669101           70         1420 SH       D       2          1420            0            0
COOPER INDUSTRIES INC COM STOC COM  216669101         7996       158198 SH       D       3        140598            0        17600
COOPER INDUSTRIES INC COM STOC COM  216669101          571        11600 SH       D       4         11600            0            0
COOPER INDUSTRIES INC          COM  216669101         1080        33200 SH       D       5         33200            0            0
COOPER INDUSTRIES INC COM      COM  216669101        79832      2451662 SH       D       6       2263992            0       187670
Cooper Industries, Inc.        COM  216669101         2084        64022 SH       D       7         53984            0        10038
COOPER INDUSTRIES INC          COM  216669101          160         4933 SH       S       7          4933            0            0
COOPER TIRE & RUBBER CO        COM  216831107          378        19900 SH       D       3         19900            0            0
COOPER TIRE & RUBBER CO COM    COM  216831107        27733      2492875 SH       D       6       2336288            0       156587
Cooper Tire & Rubber Co.       COM  216831107         1063        95606 SH       D       7         39398            0        56208
COOPER TIRE & RUBBER CO        COM  216831107           43         3928 SH       S       7          3928            0            0
COOPERATIVE BANKSHARES INC     COM  216844100            3          400 SH       D       7           400            0            0
COORS (ADOLPH) CO COM CLASS 'B CLA  217016104         1002        10663 SH       D       3         10663            0            0
COORS ADOLPH CO CL B COM       COM  217016104        74648      1233857 SH       D       6       1129977            0       103880
Adolph Coors Company           COM  217016104         2910        48109 SH       D       7         31243            0        16866
COORS (ADOLPH)                 COM  217016104          119         1971 SH       S       7          1971            0            0
COORSTEK INC COM               COM  217020106         3549        77157 SH       D       6         77157            0            0
COPART INC COM                 COM  217204106        11502       718889 SH       D       6        718889            0            0
Copart Inc.                    COM  217204106          126         7896 SH       D       7          7896            0            0
COPE INC COPE INC              COM  217208107           42          800 SH       D       6           800            0            0
COPENE PETROQUIMICA SA ADR     ADR  217252105          184         6710 SH       D       3          6710            0            0
COPENE-PETROQUIMICA COM        COM  217252105           36         1947 SH       D       6          1947            0            0
CPPER MOUNTAIN COM             COM  217510106        34942       396513 SH       D       6        380813            0        15700
COPPER MTN NETWORKS INC        COM  217510106          911        10342 SH       D       7          8700            0         1642
COPYTELE INC COM               COM  217721109          978       626524 SH       D       6        626524            0            0
COR THERAPEUTICS INC COM       COM  217753102        37589       440605 SH       D       6        440605            0            0
Cor Therapeutics Inc.          COM  217753102          397         4662 SH       D       7          4662            0            0
CORAM HEALTHCARE CORP WARRANTS WT   218103117            0           32 SH       D       6            32            0            0
CORE INC MASSACHUSETTS         COM  21867P102            2          350 SH       D       7           350            0            0
CORILLIAN CORP COM             COM  218725109         2730       164263 SH       D       6        164263            0            0
CORILLIAN CORP                 COM  218725109           30         1847 SH       D       7          1847            0            0
CORIMON ADR 1 ADR REP. 250 SHA ADR  218728509           49        43396 SH       D       3         43396            0            0
CORIMON ADR                    COM  218728509           56        68978 SH       D       6         68978            0            0
CORINTHIAN COLLEGES INC COM    COM  218868107         2694       114947 SH       D       6        114947            0            0
CORINTHIAN COLLEGES INC        COM  218868107           14          600 SH       D       7           600            0            0
CORIXA CORP- COM COM           COM  21887F100        16679       388453 SH       D       6        383853            0         4600
Corixa Corp.                   COM  21887F100          157         3658 SH       D       7          3658            0            0
CORNERSTONE BANCORP            COM  218925105            1          100 SH       D       7           100            0            0
CORN PRODUCTS INTL             COM  219023108            5          200 SH       D       1             0          200            0
CORN PRODUCTS INTL INC COM     COM  219023108        35254      1330372 SH       D       6       1278672            0        51700
Corn Products Intl. Inc.       COM  219023108          180         6809 SH       D       7          6809            0            0
CORNELL CORRECTIONS COM        COM  219141108         1079       134879 SH       D       6        134879            0            0
Cornell Corrections Inc.       COM  219141108           25         3244 SH       D       7          3244            0            0
CORNERSTONE REALTY COM         COM  21922V102         8972       897205 SH       D       6        888905            0         8300
Cornerstone Realty IncomeTrust COM  21922V102          104        10467 SH       D       7         10467            0            0
CORNICHE GROUP INC. PFD        PFD  219269206            4        22789 SH       D       6         22789            0            0
CORNING INC COM STOCK US$0.50  COM  219350105         6176        15198 SH       D       1         14953          245            0
CORNING INC COM STOCK US$0.50  COM  219350105         3025         7404 SH       D       2          7404            0            0
CORNING INC COM STOCK US$0.50  COM  219350105       177351       437761 SH       D       3        414161            0        23600
CORNING INC COM STOCK US$0.50  COM  219350105         4698        11500 SH       D       4         11500            0            0
CORNING INC                    COM  219350105        26753        99130 SH       D       5         99130            0            0
CORNING INC COM                COM  219350105      2030497      7523845 SH       D       6       6924320            0       599525
CORNING INC                    COM  219350105        64104       237535 SH       D       7        175701            0        61834
CORNING INCORPORATED           COM  219350105         3964        14689 SH       S       7         14689            0            0
CORPORATE DATA SCIENCES INC DE COM  219884103            0        30000 SH       D       3         30000            0            0
CORPORATE EXECUTIVE BRD CO COM COM  21988R102         9919       165673 SH       D       6        165673            0            0
Corporate Executive Board Co.  COM  21988R102          106         1782 SH       D       7          1782            0            0
CORRECTIONAL SVCS CO COM       COM  219921103            1          428 SH       D       6           428            0            0
CORRECTIONAL SERVICES CORP     COM  219921103            5         1387 SH       D       7          1387            0            0
CORPORATE OFFICE PROPERTIS (TR COM  22002T108          975       106141 SH       D       6        106141            0            0
CORPORATE OFFICE PROPERTIES    COM  22002T108            9         1007 SH       D       7          1007            0            0
CORRECTIONAL PPTYS TR COM      COM  22025E104          897        85441 SH       D       6         85441            0            0
CORRECTIONAL PROPERTIES TRST   COM  22025E104            4          462 SH       D       7           462            0            0
CORSAIR COMMUNICATION COM      COM  220406102         7094       246750 SH       D       6        237050            0         9700
COSAIR COMMUNICATIONS INC      COM  220406102           30         1059 SH       D       7          1059            0            0
CORUS BANKSHARES INC COM       COM  220873103         3771       142658 SH       D       6        142658            0            0
Corus Bankshares Inc.          COM  220873103           72         2759 SH       D       7          2759            0            0
CORVAS COM                     COM  221005101         1895       157993 SH       D       6        157993            0            0
CORVAS INTERNATIONAL INC       COM  221005101           30         2500 SH       D       7          2500            0            0
CORVEL CORP COM                COM  221006109         1740        70521 SH       D       6         70521            0            0
COST PLUS INC CALIF COM        COM  221485105         9347       325850 SH       D       6        325850            0            0
Cost Plus Inc.                 COM  221485105          128         4468 SH       D       7          4468            0            0
COSTCO WHOLESALE CORP USD0.01  COM  22160K105          335         6720 SH       D       2          6720            0            0
COSTCO WHOLESALE CORP USD0.01  COM  22160K105        32543       667670 SH       D       3        626070            0        41600
COSTCO WHOLESALE CORP USD0.01  COM  22160K105         1019        20400 SH       D       4         20400            0            0
COSTCO WHOLESALE CORP          COM  22160K105         5112       154930 SH       D       5        154930            0            0
COSTCO WHOLESALE CORP COM      COM  22160K105       386672     11717347 SH       D       6      10803383            0       913964
Costco Wholesale Corp          COM  22160K105        11400       345467 SH       D       7        257428            0        88039
COSTCO WHOLESALE CORPORATION   COM  22160K105          783        23745 SH       S       7         23745            0            0
COSTAR GROUP INC COM           COM  22160N109         5376       214538 SH       D       6        214538            0            0
CoStar Group Inc.              COM  22160N109           43         1721 SH       D       7          1721            0            0
COSTILLA ENERGY INC A          COM  22161G103            0          937 SH       D       6           937            0            0
COTELLIGENT INC COM            COM  221630106          888       156163 SH       D       6        156163            0            0
COTELLIGENT GROUP INC          COM  221630106           13         2307 SH       D       7          2307            0            0
COTT CORPORATION               COM  22163N106           28         4670 SH       D       1             0         4670            0
COTTON STATES LIFE INSURANCE   COM  221774102            2          287 SH       D       7           287            0            0
COULTER PHARMACEUTICAL COM     COM  222116105         6190       301983 SH       D       6        301983            0            0
Coulter Pharmaceutical Inc.    COM  222116105           69         3386 SH       D       7          3386            0            0
COUNTRY STAR RESTAURANTS INC   COM  222361404            0          700 SH       D       7           700            0            0
COUNTRYWIDE CREDIT INDUSTRIES  COM  222372104          101         2220 SH       D       2          2220            0            0
COUNTRYWIDE CREDIT INDUSTRIES  COM  222372104         7762       159566 SH       D       3        159566            0            0
COUNTRYWIDE CREDIT IND INC     COM  222372104         1169        38601 SH       D       5         38601            0            0
COUNTRYWIDE CR IND INC COM     COM  222372104        94163      3106416 SH       D       6       2877479            0       228937
Countrywide Credit Ind         COM  222372104         3382       111578 SH       D       7         67204            0        44374
COUNTRYWIDE CREDIT IND INC     COM  222372104          183         6041 SH       S       7          6041            0            0
COURIER CORP COM               COM  222660102          936        33305 SH       D       6         33305            0            0
COURIER CORP                   COM  222660102            8          300 SH       D       7           300            0            0
COUSINS PROPERTIES INC COM     COM  222795106        21203       550737 SH       D       6        550737            0            0
Cousins Properties Inc.        COM  222795106          216         5631 SH       D       7          5631            0            0
COVAD COMMUNICATIONS GROUP 1 C COM  222814204        25221      1564138 SH       D       6       1501325            0        62813
COVAD COMMUNICATIONS GROUP, IN COM  222814204          552        34242 SH       D       7          9111            0        25131
COVANCE INC COM                COM  222816100        18470      2095976 SH       D       6       2070376            0        25600
Covance Inc.                   COM  222816100          153        17385 SH       D       7         17385            0            0
COVENANT TRANS INC COM         COM  22284P105          825       103217 SH       D       6        103217            0            0
Covenant Transport Inc.        COM  22284P105           11         1436 SH       D       7          1436            0            0
COVENTRY COM                   COM  222862104        13691      1027293 SH       D       6       1025293            0         2000
Coventry Health Care Inc.      COM  222862104          166        12492 SH       D       7         12492            0            0
COVEST BANCSHARES INC          COM  223032103            2          200 SH       D       7           200            0            0
COX COMMUNICATIONS INC CLASS ' CLA  224044107          393         5700 SH       D       1          5700            0            0
COX COMMUNICATIONS INC CLASS ' CLA  224044107          600         8700 SH       D       2          8700            0            0
COX COMMUNICATIONS INC CLASS ' CLA  224044107        48038       680482 SH       D       3        662882            0        17600
COX COMMUNICATIONS INC CLASS ' CLA  224044107         1669        24200 SH       D       4         24200            0            0
COX COMMUNICATIONS INC-CL A    COM  224044107         9524       209047 SH       D       5        209047            0            0
COX COMMUNICATIONS INC CL A CO COM  224044107       128264      2815134 SH       D       6       2712829            0       102305
COX COMMUNICATIONS-CL A        COM  224044107         3846        84418 SH       D       7         62419            0        21999
COX COMM 7CP02                 CVP  224044305         5633       148000 SH       D       1        148000            0            0
COX CMM7T EX SD                CVP  224044503         3012       200000 SH       D       1        200000            0            0
COX COMMS INC                  CVB  224044AX5        52000    100000000 SH       D       1     100000000            0            0
COX COMMS 0.4259% 19/04/20     CVB  224044AX5        10709     20500000 SH       D       9      20500000            0            0
COX RADIO INC COM              COM  224051102        15047       537412 SH       D       6        537212            0          200
COX RADIO INC.                 COM  224051102          191         6854 SH       D       7          1365            0         5489
COYOTE NETWORK SYSTEM COM      COM  22406P108          592       112906 SH       D       6        112906            0            0
COYOTE SPORTS INC COM          COM  224071100            0          932 SH       D       6           932            0            0
CRAFTMATIC CONTOUR INDS INC WT COM  224128918            0        19289 SH       D       6         19289            0            0
CRAFTMADE INTL INC COM         COM  22413E104           43         6377 SH       D       6          6377            0            0
CRAFTMADE INTERNATIONAL INC    COM  22413E104            1          278 SH       D       7           278            0            0
CRAIG CORP                     COM  224174102            3         1000 SH       D       7          1000            0            0
CRANE CO                       COM  224399105          662        17700 SH       D       3         17700            0            0
CRANE CO COM                   COM  224399105        45966      1890651 SH       D       6       1702211            0       188440
Crane Co.                      COM  224399105         1385        56991 SH       D       7         50184            0         6807
CRANE COMPANY                  COM  224399105           78         3238 SH       S       7          3238            0            0
CRAWFORD & CO COM              COM  224633107         4742       431167 SH       D       6        431167            0            0
Crawford & Co. Class B         COM  224633107           79         7190 SH       D       7          7190            0            0
CRAWFORD & CO CL A             COM  224633206          729        67441 SH       D       6         67441            0            0
CREDIT MGMT SOLUTION COM       COM  224905109            3          600 SH       D       6           600            0            0
CREDIT MGMT SOLUTIONS INC      COM  224905109           14         2500 SH       D       7          2500            0            0
CRAY INC COM                   COM  225223106          681       198395 SH       D       6        198395            0            0
CREATIVE BIOMOLECULE COM       COM  225270107         6026       430477 SH       D       6        430477            0            0
CREATIVE BIOMOLECULES INC      COM  225270107           49         3500 SH       D       7          3500            0            0
CREATIVE HOST SERVICES INC     COM  22527P102          117         9600 SH       D       6          9600            0            0
CREDENCE SYS CORP COM          COM  225302108        50134       908448 SH       D       6        893048            0        15400
Credence Systems Corp.         COM  225302108          484         8776 SH       D       7          8776            0            0
CREDIT ACCEP CORP COM          COM  225310101         2975       534945 SH       D       6        528245            0         6700
Credit Acceptance Corp.        COM  225310101           25         4528 SH       D       7          4528            0            0
CS  HOLDINGS                   ADR  225401108            0            2 SH       D       9             2            0            0
CREDITRUST CORP COM            COM  225429109            0        77311 SH       D       6         77311            0            0
CREE RESH COM                  COM  225447101        59361       444657 SH       D       6        444657            0            0
CREE RESEARCH INC              COM  225447101         1068         8002 SH       D       7          8002            0            0
CREO PRODUCTS INC COM          COM  225606102          698        30700 SH       D       6         30700            0            0
CRESCENDO PHARMACEUTICALS      COM  225637107          853        42428 SH       D       6         42428            0            0
CRESCENDO PHARMACEUTICALS CORP COM  225637107           40         2000 SH       D       7          2000            0            0
CRESCENT REAL ESTATE EQUITIES  COM  225756105          402        12300 SH       D       3         12300            0            0
CRESCENT REAL ESTATE EQT CO    COM  225756105          912        44494 SH       D       5         44494            0            0
CRESCENT REAL ESTATE EQUITIE C COM  225756105        38368      1871645 SH       D       6       1833792            0        37853
CRESCENT REAL ESTATE EQT CO    COM  225756105         2019        98514 SH       D       7         52954            0        45560
CRESTLINE CAPITAL CORP COM     COM  226153104        10887       638106 SH       D       6        600616            0        37490
Crestline Capital Corp.        COM  226153104           51         3016 SH       D       7          3016            0            0
CRIIMI MAE INC COM             COM  226603108          254       185273 SH       D       6        185273            0            0
CRISTALES DE CHILE -ADR- REPR  ADR  226714103          903        35750 SH       D       3         35750            0            0
CRISTALERIAS DE CHILE S.A COM  COM  226714103          734        44499 SH       D       6         44499            0            0
CRITICAL PATH INC COM          COM  22674V100        17158       294257 SH       D       6        289457            0         4800
CRITICAL PATH, INC.            COM  22674V100          457         7840 SH       D       7          3489            0         4351
CRITICAL PATH                  COM  22674V100            8          154 SH       D       9           154            0            0
CROMPTON CORPORATION US$10     COM  227116100         2696       138428 SH       D       3        138428            0            0
CROMPTON CORP. COM             COM  227116100        34505      2816790 SH       D       6       2816790            0            0
CROMPTON CORP                  COM  227116100          347        28362 SH       D       7         28362            0            0
CROSS A T & CO CL A COM        COM  227478104          678       137398 SH       D       6        137398            0            0
CROSS TIMBERS OIL CO COM       COM  227573102        27152      1227243 SH       D       6       1204443            0        22800
Cross Timbers Oil Co.          COM  227573102          191         8633 SH       D       7          8633            0            0
CROSS TIMBERS COM              COM  22757R109            4          300 SH       D       6           300            0            0
CROSS TIMBERS ROYALTY TRUST    COM  22757R109            5          368 SH       D       7           368            0            0
GROSSMANN COM                  COM  22764E109         1988       120545 SH       D       6        120545            0            0
Crossmann Communities Inc.     COM  22764E109           12          764 SH       D       7           764            0            0
CROSSROADS SYS INC COM         COM  22765D100         2865       113502 SH       D       6        110302            0         3200
CROSSROADS SYSTEMS INC         COM  22765D100           37         1500 SH       D       7          1500            0            0
CROWN AMERN RLTY TR COM        COM  228186102         1931       359293 SH       D       6        359293            0            0
Crown American Realty          COM  228186102           21         3977 SH       D       7          3977            0            0
CROWN ANDERSON INC             COM  228190104            0          100 SH       D       7           100            0            0
CROWN BOOK CORP COM            COM  228210100            0         4400 SH       D       6          4400            0            0
CROWN CENTRAL PETROL CORP CL B COM  228219309          173        19184 SH       D       6         19184            0            0
CROWN CENTRAL PETE CL B        COM  228219309           14         1650 SH       D       7          1650            0            0
CROWN CASTLE INTL CORP COM     COM  228227104        40282      1103625 SH       D       6       1096028            0         7597
CROWN CASTLE INTL CORP         COM  228227104          669        18351 SH       D       7          8909            0         9442
CROWN CORK & SEAL CO INC COM S COM  228255105           64         2840 SH       D       2          2840            0            0
CROWN CORK & SEAL CO INC COM S COM  228255105         4781       211466 SH       D       3        196666            0        14800
CROWN CORK & SEAL CO INC COM S COM  228255105          274        12100 SH       D       4         12100            0            0
CROWN CORK & SEAL CO INC       COM  228255105          673        44868 SH       D       5         44868            0            0
CROWN CORK & SEAL CO INC COM   COM  228255105        52718      3514593 SH       D       6       3255718            0       258875
Crown Cork & Seal Company      COM  228255105         1659       110630 SH       D       7         94884            0        15746
CROWN CORK & SEAL              COM  228255105          101         6797 SH       S       7          6797            0            0
CRWO CROWN MEDIA HOLDINGS INC. COM  228411104         2964       193611 SH       D       6        193611            0            0
CROWN MEDIA HOLDINGS, INC.     COM  228411104           29         1898 SH       D       7          1898            0            0
CROWN PAC PARTNERS LTD COM     COM  228439105          163         8600 SH       D       6          8600            0            0
CRYO-CELL INTL INC             COM  228895108            2          400 SH       D       7           400            0            0
CRYOLIFE INC COM               COM  228903100         3342       145306 SH       D       6        145306            0            0
CRYOLIFE INC                   COM  228903100           26         1167 SH       D       7          1167            0            0
CUBIC CORP COM                 COM  229669106         1588        84732 SH       D       6         84732            0            0
Cubic Corp.                    COM  229669106           25         1359 SH       D       7          1359            0            0
CUBIST PHARMACEUTICAL COM      COM  229678107        13222       268473 SH       D       6        268473            0            0
CUBIST PHARMACEUTICALS INC     COM  229678107           76         1544 SH       D       7          1544            0            0
CULLEN FROST BANKERS INC COM   COM  229899109        49524      1882149 SH       D       6       1778349            0       103800
CULLEN/FROST BANKERS, INC.     COM  229899109          250         9505 SH       D       7          3888            0         5617
CULP INC COM                   COM  230215105            3          756 SH       D       6           756            0            0
CULP INC.                      COM  230215105            2          581 SH       D       7           581            0            0
CUMMINS ENGINE CO INC COM STCK COM  231021106         2785        62787 SH       D       3         62787            0            0
CUMMINS ENGINE                 COM  231021106          363        13343 SH       D       5         13343            0            0
CUMMINS ENGINE CO INC COM      COM  231021106        52352      1921187 SH       D       6       1752662            0       168525
CUMMINS ENGINE INC             COM  231021106         1361        49948 SH       D       7         44940            0         5008
CUMMINS ENGINE COMM            COM  231021106           60         2225 SH       S       7          2225            0            0
CUMULUS MEDIA INC COM          COM  231082108         4546       498265 SH       D       6        498265            0            0
Cumulus Media Inc.             COM  231082108           57         6314 SH       D       7          6314            0            0
CURATIVE HEALTH SERVICES INC C COM  231264102          169        28045 SH       D       6         28045            0            0
CURATIVE HEALTH SERVICES, INC  COM  231264102            2          470 SH       D       7           470            0            0
CURAGEN CORP COM               COM  23126R101        12494       328263 SH       D       6        316837            0        11426
CURAGEN CORP                   COM  23126R101          399        10500 SH       D       7         10500            0            0
CURTISS WRIGHT CORP COM        COM  231561101         4381       117833 SH       D       6        117833            0            0
Curtiss-Wright Corp.           COM  231561101           64         1728 SH       D       7          1728            0            0
C USEEME NETWORKS INC COM      COM  231629106          969       106200 SH       D       6        106200            0            0
CYBERIAN OUTPOST INC COM       COM  231914102         1116       232029 SH       D       6        232029            0            0
Cyberian Outpost Inc.          COM  231914102           24         4997 SH       D       7          4997            0            0
CUTTER & BUCK INC COM          COM  232217109         1237       155951 SH       D       6        155951            0            0
CUTTER & BUCK INC              COM  232217109            9         1204 SH       D       7          1204            0            0
CYBEAR INC                     COM  23243P103            4         1500 SH       D       7          1500            0            0
CYBER-CARE INC COM             COM  23243T105         4780       480300 SH       D       6        480300            0            0
CYBER CARE INC                 COM  23243T105           51         5200 SH       D       7          5200            0            0
CYBERCASH INC COM              COM  232462101         1670       351642 SH       D       6        351642            0            0
Cybercash Inc.                 COM  232462101           33         6979 SH       D       7          6979            0            0
CYBERGOLD INC COM              COM  23246N105         1396       149985 SH       D       6        149985            0            0
CYBERGOLD                      COM  23246N105           27         2900 SH       D       7          2900            0            0
CYBEROPTICS CORP COM           COM  232517102         6103       131969 SH       D       6        131969            0            0
CYPERSOURCE CORP COM           COM  23251J106         3496       253106 SH       D       6        253106            0            0
CYBERSOURCES CORP              COM  23251J106           38         2800 SH       D       7          2800            0            0
CYBERONICS COM                 COM  23251P102         5196       433001 SH       D       6        433001            0            0
Cyberonics Inc.                COM  23251P102           43         3639 SH       D       7          3639            0            0
CYBEX COMPUTER PRODUCTS CORP.  COM  232522102        14843       345201 SH       D       6        345201            0            0
Cybex Computer Products Corp   COM  232522102          125         2928 SH       D       7          2928            0            0
CYGNUS, INC. COM               COM  232560102         6681       468906 SH       D       6        468906            0            0
Cygnus Inc.                    COM  232560102           77         5431 SH       D       7          5431            0            0
CYLINK CORP COM                COM  232565101         4985       297628 SH       D       6        297628            0            0
CYLINK CORPORATION             COM  232565101           48         2873 SH       D       7          2873            0            0
CYMER INC COM                  COM  232572107        37602       787480 SH       D       6        769380            0        18100
Cymer Inc.                     COM  232572107          251         5271 SH       D       7          5271            0            0
CYMER3HB04                     CVB  232572AC1         2204      1966000 SH       D       1       1966000            0            0
CYPRESS BIOSCIENCES INC. COM   COM  232674101          983       491693 SH       D       6        491693            0            0
CYPRESS COMMUNICATIONS INC COM COM  232743104         1588       219134 SH       D       6        219134            0            0
CYPRESS COMMUNICATIONS, INC.   COM  232743104           21         2982 SH       D       7          2982            0            0
CYPRESS SEMICONDUCTOR CORP COM COM  232806109         1449        22668 SH       D       1         22668            0            0
CYPRESS SEMICONDUCTOR CORP COM COM  232806109          431         6748 SH       D       2          6748            0            0
CYPRESS SEMICONDUCTOR CORP COM COM  232806109        11359       175568 SH       D       3        160268            0        15300
CYPRESS SEMICONDUCTOR CORP COM COM  232806109       124069      2936559 SH       D       6       2838659            0        97900
CYPRESS SEMICONDUCTOR CORP     COM  232806109         5330       126162 SH       D       7        126162            0            0
CYPRES SEMI6CB0                CVB  232806AD1        15605      8700000 SH       D       1       8700000            0            0
CYRK INK COM                   COM  232817106          915       183069 SH       D       6        183069            0            0
CYRK INTERNATIONAL INC         COM  232817106            9         1891 SH       D       7          1891            0            0
CYSIVE INC COM                 COM  23281T108         2238        93768 SH       D       6         93768            0            0
CYSIVE INC                     COM  23281T108           33         1400 SH       D       7          1400            0            0
CYTEC INDUSTRIES INC. COM      COM  232820100        23073       934617 SH       D       6        934617            0            0
Cytec Inds Inc.                COM  232820100          196         7976 SH       D       7          7976            0            0
CYTOGEN CORP COM               COM  232824102        10820      1068700 SH       D       6       1068700            0            0
CYTOGEN CORP                   COM  232824102           45         4500 SH       D       7          4500            0            0
CYTOCLONAL PHARMACEUTICALS COM COM  23282G105          563        55648 SH       D       6         55648            0            0
CYTOCLONAL PHARMACEUTICALS     COM  23282G105           40         3956 SH       D       7          3956            0            0
D+E COMMUNICATIONS COM         COM  232860106            5          300 SH       D       6           300            0            0
D&E COMMUNICATIONS INC         COM  232860106            5          273 SH       D       7           273            0            0
D&K HEALTHCARE RES INC COM     COM  232861104          138        13300 SH       D       6         13300            0            0
D&K HEALTHCARE RESOURCES       COM  232861104           17         1638 SH       D       7          1638            0            0
CYTLC CORP COM                 COM  232946103        36570       685165 SH       D       6        685165            0            0
Cytyc Corp.                    COM  232946103          349         6554 SH       D       7          6554            0            0
DDI CORP COM                   COM  233162106        12916       453220 SH       D       6        453220            0            0
DDI CORP                       COM  233162106           58         2060 SH       D       7          2060            0            0
DPL INC COM                    COM  233293109        52990      2415519 SH       D       6       2402425            0        13094
DPL INC                        COM  233293109          535        24395 SH       D       7          8804            0        15591
DQE INC COM STOCK US$1         COM  23329J104           77         1300 SH       D       2          1300            0            0
DQE INC COM STOCK US$1         COM  23329J104         6025        96387 SH       D       3         96387            0            0
DQE INC COM                    COM  23329J104        45986      1164220 SH       D       6       1158209            0         6011
DQE INC                        COM  23329J104          478        12117 SH       D       7          4678            0         7439
DRS TECHNOLOGIES INC COM       COM  23330X100         1173       100988 SH       D       6        100988            0            0
D.R. HORTON COM                COM  23331A109        14218      1048387 SH       D       6       1048387            0            0
D.R. Horton Inc.               COM  23331A109          135         9962 SH       D       7          9962            0            0
DST SYSTEMS                    COM  233326107         2074        18000 SH       D       1         18000            0            0
DST SYSTEMS                    COM  233326107          507         4400 SH       D       2          4400            0            0
DST SYSTEMS                    COM  233326107         2660        22600 SH       D       3         22600            0            0
DST SYSTEMS COM                COM  233326107       113256      1487774 SH       D       6       1353135            0       134639
DST SYS INC DEL                COM  233326107         3641        47836 SH       D       7         42696            0         5140
DSP GROUP COM                  COM  23332B106        28997       517812 SH       D       6        517812            0            0
DSP Group Inc.                 COM  23332B106          267         4780 SH       D       7          4780            0            0
DTE ENERGY CO COM STOCK US$0.0 COM  233331107          111         2400 SH       D       2          2400            0            0
DTE ENERGY CO COM STOCK US$0.0 COM  233331107        11405       236760 SH       D       3        220660            0        16100
DTE ENERGY CO COM STOCK US$0.0 COM  233331107          439         9500 SH       D       4          9500            0            0
DTE ENERGY COMPANY             COM  233331107         1531        50126 SH       D       5         50126            0            0
DTE HOLDINGS INC COM           COM  233331107       121494      3975272 SH       D       6       3650363            0       324909
DTE ENERGY CO                  COM  233331107         7972       260845 SH       D       7        216746            0        44099
DTE ENERGY COMPANY             COM  233331107          231         7587 SH       S       7          7587            0            0
DT INDUSTRIES INC COM          COM  23333J108         1783       190244 SH       D       6        190244            0            0
DT INDUSTRIES INC              COM  23333J108            4          468 SH       D       7           468            0            0
DTI HLDGS WTS 01/03/08         WAR  23333W117            0        45000 SH       D       9         45000            0            0
DVI,INC COM                    COM  233343102         3302       206428 SH       D       6        206428            0            0
DVI Inc.                       COM  233343102           51         3241 SH       D       7          3241            0            0
DAIN RAUSCHER CORP COM         COM  233856103        18632       282310 SH       D       6        279810            0         2500
Dain Rauscher Corp.            COM  233856103          157         2392 SH       D       7          2392            0            0
DAILY JOURNAL CORP-SC          COM  233912104            3          119 SH       D       7           119            0            0
DAISEYTEK INTL CORP COM        COM  234053106         2083       220812 SH       D       6        220812            0            0
Daisytek International Corp.   COM  234053106           39         4149 SH       D       7          4149            0            0
DAKTRONICS COM                 COM  234264109          670        67486 SH       D       6         67486            0            0
DAKTRONICS INC                 COM  234264109           15         1600 SH       D       7          1600            0            0
DAI-TILE INTL COM              COM  23426R108        11984      1452685 SH       D       6       1382285            0        70400
Dal-Tile International Inc.    COM  23426R108           82        10006 SH       D       7         10006            0            0
DALEEN TECHNOLOGIES COM        COM  23437N104         1472        95391 SH       D       6         95391            0            0
DALEEN TECHNOLOGIES            COM  23437N104           26         1700 SH       D       7          1700            0            0
DALLAS GOLD & SILVER EXCH      COM  235077104            3          400 SH       D       7           400            0            0
DALLAS SEMICONDUCTOR CORP COM  COM  235204104        52719      1293733 SH       D       6       1275233            0        18500
Dallas Semiconductor Corp.     COM  235204104          443        10878 SH       D       7         10878            0            0
DAMARK INTL COM                COM  235691102         2915       135601 SH       D       6        135601            0            0
DAMARK INTERNATIONAL INC       COM  235691102            6          284 SH       D       7           284            0            0
DAN RIV INC GA - CL COM        COM  235774106         1010       212744 SH       D       6        212744            0            0
Dan River Inc.                 COM  235774106           19         4192 SH       D       7          4192            0            0
DANA CORP COM STOCK US$1       COM  235811106           95         2980 SH       D       2          2980            0            0
DANA CORP COM STOCK US$1       COM  235811106         8070       241990 SH       D       3        226190            0        15800
DANA CORP                      COM  235811106         1129        53299 SH       D       5         53299            0            0
DANA CORP COM                  COM  235811106        90899      4290266 SH       D       6       3982086            0       308180
Dana Corporation               COM  235811106         2640       124633 SH       D       7        104738            0        19895
DANA CORP                      COM  235811106          171         8095 SH       S       7          8095            0            0
DANAHER CORP US$0.01           COM  235851102          112         1500 SH       D       2          1500            0            0
DANAHER CORP US$0.01           COM  235851102        11279       153373 SH       D       3        153373            0            0
DANAHER CORP COM               COM  235851102       173007      3499511 SH       D       6       3209824            0       289687
Danaher Corporation            COM  235851102         5088       102924 SH       D       7         81824            0        21100
DANAHER CORPORATION            COM  235851102          372         7537 SH       S       7          7537            0            0
DANIELSON HLDG CORP COM        COM  236274106          827       169786 SH       D       6        169786            0            0
DANIELSON HOLDING CORP         COM  236274106            3          700 SH       D       7           700            0            0
DARDEN RESTAURANTS             COM  237194105         1535        62400 SH       D       1         62400            0            0
DARDEN RESTAURANTS             COM  237194105          526        21400 SH       D       2         21400            0            0
DARDEN RESTAURANTS             COM  237194105         6706       272545 SH       D       3        248645            0        23900
DARDEN RESTAURANTE INC COM     COM  237194105        96824      5958427 SH       D       6       5370531            0       587896
DARDEN RESTAURANTS INC         COM  237194105         5404       332557 SH       D       7        266560            0        65997
DARDEN RESTAURANTS INC         COM  237194105          107         6585 SH       S       7          6585            0            0
DATA BROADCASTING CO COM       COM  237596101         3659       579796 SH       D       6        579796            0            0
Data Broadcasting Corp.        COM  237596101           36         5743 SH       D       7          5743            0            0
DATA CRITICAL COM              COM  237622105         1007        77486 SH       D       6         77486            0            0
DATA CRITICAL CORP             COM  237622105           23         1800 SH       D       7          1800            0            0
DATA RACE COM                  COM  237842109          172        26100 SH       D       6         26100            0            0
DATA RACE INC                  COM  237842109           21         3209 SH       D       7          3209            0            0
DATA RESEARCH ASSOC COM        COM  237853106           11         1485 SH       D       6          1485            0            0
DATA RESEARCH ASSOCIATES INC   COM  237853106            1          200 SH       D       7           200            0            0
DATA RETURN COM                COM  23785M104         2807        96818 SH       D       6         96818            0            0
DATA RETURN CORP               COM  23785M104           58         2000 SH       D       7          2000            0            0
DATAWARE TECHNOLOGIES COM      COM  237920103          465       100549 SH       D       6        100549            0            0
DATALINK CORP COM              COM  237934104          469        31400 SH       D       6         31400            0            0
DATALINK CORP.                 COM  237934104           11          800 SH       D       7           800            0            0
DATA TRANSLATION INC           COM  238016109           11         2700 SH       D       7          2700            0            0
DATALINK SYSTEMS CORP COM      COM  23804A206          679        51800 SH       D       6         51800            0            0
DATARAM CORP COM               COM  238108203         2055        71500 SH       D       6         71500            0            0
DATARAM CORP                   COM  238108203           18          650 SH       D       7           650            0            0
DATASCOPE CORP COM             COM  238113104        13060       362791 SH       D       6        362791            0            0
Datascope Inc.                 COM  238113104           93         2600 SH       D       7          2600            0            0
DATASTREAM SYS INC COM         COM  238124101         4052       324191 SH       D       6        324191            0            0
Datastream Systems Inc.        COM  238124101           29         2397 SH       D       7          2397            0            0
DATATEC SYS INC COM            COM  238128102         2294       407981 SH       D       6        407981            0            0
DATATEC SYSTEMS INC            COM  238128102           21         3783 SH       D       7          3783            0            0
DATATRAK INTERNATIONAL         COM  238134100            7         1587 SH       D       7          1587            0            0
DATRON SYS INC CALIF COM       COM  238173108           97         9600 SH       D       6          9600            0            0
DATUM INC COM                  COM  238208102         1468        64922 SH       D       6         64922            0            0
DAVE AND BUSTERS INC COM       COM  23833N104         1176       188187 SH       D       6        188187            0            0
DAVE & BUSTER'S INC            COM  23833N104           21         3458 SH       D       7          3458            0            0
DAVEL COMMUNICATIONS INC COM   COM  238341101            7        23012 SH       D       6         23012            0            0
DAVID BRIDAL INC COM           COM  238576102         1991       172202 SH       D       6        172202            0            0
David's Bridal Inc.            COM  238576102           27         2396 SH       D       7          2396            0            0
DAVOX CORP COM                 COM  239208101         2526       195274 SH       D       6        195274            0            0
DAVOX CORP                     COM  239208101            9          762 SH       D       7           762            0            0
DAWSON GEOPHYSICAL CO COM      COM  239359102           16         1500 SH       D       6          1500            0            0
DAWSON GEOPHYSICAL CO          COM  239359102            4          400 SH       D       7           400            0            0
DAXOR CORP COM                 COM  239467103          527        47410 SH       D       6         47410            0            0
DAXOR CORP                     COM  239467103            2          213 SH       D       7           213            0            0
DAY RUNNER INC COM             COM  239545205            0            0 SH       D       6             0            0            0
DAY RUNNER INC                 COM  239545205            0            0 SH       D       7             0            0            0
TARGET CORP                    COM  239753106         4231        73036 SH       D       1             0        73036            0
DE BEERS CONS.MINES ADR. 1 ADR ADR  240253302         3522        97300 SH       D       3             0            0        97300
DE BEERS CONS.MINES ADR. 1 ADR ADR  240253302          172         4700 SH       D       4          4700            0            0
DEAN FOODS CO COM              COM  242361103        27132       856241 SH       D       6        855741            0          500
Dean Foods Company             COM  242361103          267         8436 SH       D       7          4533            0         3903
DEB SHOPS INC COM              COM  242728103          613        49053 SH       D       6         49053            0            0
DEB SHOPS INC                  COM  242728103           14         1184 SH       D       7          1184            0            0
DECISIONONE HLDGS CO COM       COM  243458106            0         9533 SH       D       6          9533            0            0
DECISIONONE HOLDINGS CORP      COM  243458106            0          600 SH       D       7           600            0            0
DECORATOR INDS INC COM PAR $0. COM  243631207            3          653 SH       D       6           653            0            0
DECORATOR INDUSTRIES INC       COM  243631207            0          100 SH       D       7           100            0            0
DECS TST                       COM  24366F203         3269       100000 SH       D       1        100000            0            0
DECS TRUST V1                  COM  24366Q209        21337       310900 SH       D       1        310900            0            0
DEERE & CO COM STOCK US$1      COM  244199105          212         3800 SH       D       2          3800            0            0
DEERE & CO COM STOCK US$1      COM  244199105        21018       374938 SH       D       3        349538            0        25400
DEERE & CO COM STOCK US$1      COM  244199105          879        15700 SH       D       4         15700            0            0
DEERE & CO                     COM  244199105         3018        81584 SH       D       5         81584            0            0
DEERE & CO COM                 COM  244199105       240506      6500163 SH       D       6       6025070            0       475093
Deere & Company                COM  244199105         6841       184913 SH       D       7        156354            0        28559
DEERE & CO.                    COM  244199105          461        12462 SH       S       7         12462            0            0
DEL GLOBAL TECHNOLOGIES CORP C COM  245073101           26         2741 SH       D       6          2741            0            0
DEL GLOBAL TECHNOLOGIES CORP   COM  245073101            3          340 SH       D       7           340            0            0
DEL LABS INC COM               COM  245091103            4          338 SH       D       6           338            0            0
DEL LABORATORIES INC           COM  245091103            4          344 SH       D       7           344            0            0
DEL MONTE FOODS CO COM         COM  24522P103         2366       347425 SH       D       6        347425            0            0
Del Monte Foods Co.            COM  24522P103           64         9501 SH       D       7          9501            0            0
DELCO REMY INTLINC COM         COM  246626105         2110       253882 SH       D       6        253882            0            0
Delco Remy International Inc.  COM  246626105           29         3572 SH       D       7          3572            0            0
DELHAIZE AMERICA INC A USD0.50 COM  246688105         1274        47600 SH       D       1         47600            0            0
DELHAIZE AMERICA INC A USD0.50 COM  246688105          313        11692 SH       D       2         11692            0            0
DELHAIZE AMERICA INC A USD0.50 COM  246688105         4145       148927 SH       D       3        148927            0            0
DELHAIZE AMERICA INC CLASS B C COM  246688105        34688      1961171 SH       D       6       1752239            0       208932
DELHAIZE AMER INC              COM  246688105         1036        58603 SH       D       7         58603            0            0
DELHAIZE AMERICA INC B USD0.50 COM  246688204         2029        76829 SH       D       3         76829            0            0
DELHAIZE AMERICA INC CLASS B C COM  246688204        17689      1150556 SH       D       6       1140280            0        10276
DELHAIZE AMERICAN INC., CL-B   COM  246688204          190        12362 SH       D       7             0            0        12362
DELIA*S INC COM                COM  246885107          113        47840 SH       D       6         47840            0            0
DELL COMPUTERS COM STOCK US$0. COM  247025109        68752      1281545 SH       D       1       1198575        82970            0
DELL COMPUTERS COM STOCK US$0. COM  247025109         7296        97740 SH       D       2         97740            0            0
DELL COMPUTERS COM STOCK US$0. COM  247025109       325166      4421651 SH       D       3       4232251            0       189400
DELL COMPUTERS COM STOCK US$0. COM  247025109         7428        99500 SH       D       4         99500            0            0
DELL COMPUTER CORP             COM  247025109        44256       897508 SH       D       5        897508            0            0
DELL COMPUTER CORP COM         COM  247025109      3520511     71391865 SH       D       6      65705709            0      5686156
DELL COMPUTER CORP             COM  247025109       118207      2397107 SH       D       7       1932333            0       464774
DELL COMPUTER!0                COM  247025109       101974      2067935 SH       D       9       2067935            0            0
DELL COMPUTER CORP.            COM  247025109         6753       136957 SH       S       7        136957            0            0
DELPHI AUTOMOTIVE SYSTEMS      COM  247126105          205         9325 SH       D       2          9325            0            0
DELPHI AUTOMOTIVE SYSTEMS      COM  247126105        19355       870582 SH       D       3        829276            0        41306
DELPHI AUTOMOTIVE SYSTEMS      COM  247126105          477        21666 SH       D       4         21666            0            0
DELPHI AUTOMOTIVE SYSTEMS      COM  247126105         2866       196851 SH       D       5        196851            0            0
DELPHI AUTOMOTIVE SYS CORP COM COM  247126105       225143     15460575 SH       D       6      14283392            0      1177183
DELPHI AUTOMOTIVE SYS CORP     COM  247126105         7602       522075 SH       D       7        378231            0       143843
DELPHI AUTOMOTIVE SYSTEMS      COM  247126105        14937      1000000 SH       D       9       1000000            0            0
DELPHI AUTOMOTIVE SYSTEMS      COM  247126105          435        29931 SH       S       7         29931            0            0
DELPHI FINL GROUP INC CL A     COM  247131105         9794       288610 SH       D       6        286210            0         2400
Delphi Financial Group Inc.    COM  247131105           91         2689 SH       D       7          2689            0            0
DELPHOS CITIZENS BANCORP INC   COM  247179104            4          400 SH       D       7           400            0            0
DELTA & PINE LD CO COM         COM  247357106        17267       688964 SH       D       6        688964            0            0
Delta & Pine Ld Co.            COM  247357106          170         6817 SH       D       7          6817            0            0
DELTA AIRLINES INC COM STOCK U COM  247361108         3016        40500 SH       D       1         40500            0            0
DELTA AIRLINES INC COM STOCK U COM  247361108          915        11960 SH       D       2         11960            0            0
DELTA AIRLINES INC COM STOCK U COM  247361108        19891       254378 SH       D       3        239578            0        14800
DELTA AIRLINES INC COM STOCK U COM  247361108          520         6800 SH       D       4          6800            0            0
DELTA AIR LINES INC            COM  247361108         2156        42649 SH       D       5         42649            0            0
DELTA AIR LINES INC COM        COM  247361108       259129      5124940 SH       D       6       4714363            0       410577
DELTA AIR LINES INC DE         COM  247361108        13409       265200 SH       D       7        226729            0        38471
DELTA AIR LINES                COM  247361108         2022        40000 SH       D       9         40000            0            0
DELTA AIR LINES, INC           COM  247361108          329         6520 SH       S       7          6520            0            0
DELTA THREE COM                COM  24783N102         2143       147170 SH       D       6        147170            0            0
DELTATHREE.COM                 COM  24783N102           30         2063 SH       D       7          2063            0            0
DELTIC TIMBER CORP. COMMON STO COM  247850100         6486       303453 SH       D       6        303453            0            0
Deltic Timber Corp.            COM  247850100           31         1459 SH       D       7          1459            0            0
DELTEK SYSTEMS INC. COM        COM  24785A108          800       135536 SH       D       6        135536            0            0
DELTEK SYSTEMS INC             COM  24785A108           12         2199 SH       D       7          2199            0            0
DENBURY RES INC COM            COM  247916208         2833       546158 SH       D       6        546158            0            0
DENBURY RESOURCES INC          COM  247916208           22         4397 SH       D       7          4397            0            0
DELUXE CORP COM STOCK US$1     COM  248019101           39         1100 SH       D       2          1100            0            0
DELUXE CORP COM STOCK US$1     COM  248019101         3908       106562 SH       D       3         94762            0        11800
DELUXE CORPORATION             COM  248019101        47485      2015304 SH       D       6       1869214            0       146090
Deluxe Corp.                   COM  248019101         1196        50785 SH       D       7         41851            0         8934
DELUXE CORPORATION             COM  248019101           90         3821 SH       S       7          3821            0            0
RTS DEMANDSTAR 5-1-00 COM      COM  24802Q995            0         9325 SH       D       6          9325            0            0
DENDRITE INTL COM              COM  248239105        30870       926695 SH       D       6        926695            0            0
Dendrite International Inc.    COM  248239105          195         5855 SH       D       7          5855            0            0
DENSE PAC MICROSYSTEMS INC COM COM  248719304         1892       174010 SH       D       6        174010            0            0
DENTSPLY INTL COM              COM  249030107        40778      1323442 SH       D       6       1319547            0         3895
DENTSPLY INTERNATIONAL INC     COM  249030107          367        11927 SH       D       7          6671            0         5256
DEPARTMENT 56 INC COM          COM  249509100         3013       273987 SH       D       6        273987            0            0
Department 56 Inc.             COM  249509100           38         3464 SH       D       7          3464            0            0
DESC SA ADR                    COM  250309101           70         5500 SH       D       6          5500            0            0
DESERT COMMUNITY BANK          COM  25037Y109            6          354 SH       D       7           354            0            0
DETECTION SYSTEMS INC COM      COM  250644101          183        19341 SH       D       6         19341            0            0
DETECTION SYSTEMS INC          COM  250644101            2          283 SH       D       7           283            0            0
DETREX CHEMICAL INDS INC COM   COM  250685104            2          629 SH       D       6           629            0            0
DETREX CORP                    COM  250685104            0          200 SH       D       7           200            0            0
DETROIT DIESEL COM             COM  250837101         4832       327622 SH       D       6        318482            0         9140
Detroit Diesel Corp.           COM  250837101           39         2654 SH       D       7          2654            0            0
DEUTSCHE TELEKOM AG            COM  251566105         6374       112319 SH       D       7        112319            0            0
DEVELOPERS DIVERSIFIED COM     COM  251591103        26201      1754044 SH       D       6       1742044            0        12000
Developers Diversified Realty  COM  251591103          154        10351 SH       D       7         10351            0            0
DEVON ENERGY CORP COM          COM  25179M103        59266      1054805 SH       D       6       1050091            0         4714
DEVON ENERGY CORPORATION       COM  25179M103          946        16839 SH       D       7          8694            0         8145
DEVRY INC DEL COM              COM  251893103        33841      1280062 SH       D       6       1280062            0            0
DEVRY INC                      COM  251893103          453        17172 SH       D       7          5101            0        12071
DEXTER CORP COM                COM  252165105        23559       490831 SH       D       6        490831            0            0
Dexter Corp.                   COM  252165105          195         4074 SH       D       7          4074            0            0
DIACRIN INC COM                COM  25243N103          727        92424 SH       D       6         92424            0            0
DIAGEO COM                     COM  25243Q205          181         5100 SH       D       6          5100            0            0
DIAGEO PLC                     COM  25243Q205         4250       119518 SH       D       7        119518            0            0
DIAGNOSTIC HEALTH SVCS COM     COM  252446406            0         4900 SH       D       6          4900            0            0
DIAGNOSTIC PRODUCTS CORP COM   COM  252450101         9807       306481 SH       D       6        305581            0          900
Diagnostic Products Corp.      COM  252450101           76         2381 SH       D       7          2381            0            0
THE DIAL CORP NEW COM          COM  25247D101        15886      1531209 SH       D       6       1531209            0            0
DIAL CORP                      COM  25247D101          339        32720 SH       D       7         15814            0        16906
DIAMETRICS MED INC COM         COM  252532106         2420       427859 SH       D       6        427859            0            0
DIAMETRICS MEDICAL INC         COM  252532106           11         1962 SH       D       7          1962            0            0
DIAMOND OFFSHORE DRILLING      COM  25271C102          126         2380 SH       D       2          2380            0            0
DIAMOND OFFSHORE DRILLING      COM  25271C102         8973       165697 SH       D       3        165697            0            0
DIAMOND OFFSHORE COM           COM  25271C102        33942       966326 SH       D       6        961253            0         5073
DIAMOND OFFSHORE DRILING, INC  COM  25271C102          848        24167 SH       D       7         15404            0         8763
DIAMOND OFFSHORE 0% 06/06/     CVB  25271CAB8         3277      7000000 SH       D       9       7000000            0            0
DIAMOND TECHNOLOGY PARTNERS CO COM  252762109        26445       300518 SH       D       6        300518            0            0
Diamond Tech Partners Inc.     COM  252762109          254         2892 SH       D       7          2892            0            0
DMNDS TST'1'USD                UNI  252787106        66625       600000 SH       D       1        600000            0            0
DIANON SYSTEMS INC COM         COM  252826102         1424        56414 SH       D       6         56414            0            0
DIANON SYSTEMS INC             COM  252826102            7          303 SH       D       7           303            0            0
DIEBOLD INC COM STOCK US$1.25  COM  253651103           50         1200 SH       D       2          1200            0            0
DIEBOLD INC COM STOCK US$1.25  COM  253651103         3157        71467 SH       D       3         71467            0            0
DIEBOLD INC COM                COM  253651103        33709      1209326 SH       D       6       1202959            0         6367
DIEBOLD, INC.                  COM  253651103          563        20200 SH       D       7         12672            0         7528
DIGENE CORP COMMON STOCK       COM  253752109         6715       166316 SH       D       6        166316            0            0
DIGENE CORP                    COM  253752109           41         1028 SH       D       7          1028            0            0
DIGEX INC DEL COM              COM  253756100        11214       165071 SH       D       6        165071            0            0
DIGEX INC                      COM  253756100          108         1600 SH       D       7          1600            0            0
DIGI INTL INC COM              COM  253798102         1693       260561 SH       D       6        260561            0            0
DIGI INTERNATIONAL, INC.       COM  253798102           13         2013 SH       D       7          2013            0            0
DIGIMARK COM                   COM  253807101         3354        87135 SH       D       6         87135            0            0
DIGITAL BIOMETRICS INC COM     COM  253833107          634       149300 SH       D       6        149300            0            0
DIGITAL COURIER TECHNOLOGIES C COM  253838106         2504       392923 SH       D       6        392923            0            0
DIGITAL COURIER TECH INC       COM  253838106           22         3497 SH       D       7          3497            0            0
DIGITAL LIGHTWAVE INC COM      COM  253855100        20494       203926 SH       D       6        203926            0            0
DIGITAL LIGHTWARE INC.         COM  253855100          299         2977 SH       D       7          2977            0            0
DIGITAL MICROWAVE CORP COM     COM  253859102        41337      1084254 SH       D       6       1084254            0            0
Digital Microwave Corp.        COM  253859102          480        12614 SH       D       7         12614            0            0
DIGITAL IMPACT COM             COM  25385G106         2664       188622 SH       D       6        188622            0            0
DIGITAL IMPACT INC             COM  25385G106           24         1703 SH       D       7          1703            0            0
DIGITIAL ISLAND COM            COM  25385N101        25914       532941 SH       D       6        527041            0         5900
DIGITAL ISLAND INC             COM  25385N101          189         3900 SH       D       7          3900            0            0
DIGITAL INSIGHT CORP COM       COM  25385P106         1719        50582 SH       D       6         50582            0            0
DIGITAL INSIGHT                COM  25385P106           40         1189 SH       D       7          1189            0            0
DIGITAL RIO INC COM            COM  25388B104         1886       245349 SH       D       6        245349            0            0
Digital River Inc.             COM  25388B104           36         4722 SH       D       7          4722            0            0
DIGITAS INC COM                COM  25388K104         2983       182915 SH       D       6        182915            0            0
DIGITAS INC                    COM  25388K104           58         3595 SH       D       7          3595            0            0
DIGITAL THINK INC COM          COM  25388M100         3162        88152 SH       D       6         88152            0            0
DIGITALTHINK INC               COM  25388M100           71         1990 SH       D       7          1990            0            0
DIGITAL GENERATION COM         COM  253921100         1312       194401 SH       D       6        194401            0            0
DIME COUNTY BANCORP COM        COM  253922108         6212       382319 SH       D       6        366719            0        15600
Dime Community Bancshares      COM  253922108           30         1875 SH       D       7          1875            0            0
DILLARD DEPARTMENT STORES INC  CLA  254067101         3090       154154 SH       D       3        141154            0        13000
DILLARD`S INC COM              COM  254067101        32952      2690015 SH       D       6       2484767            0       205248
Dillards Inc                   COM  254067101          786        64207 SH       D       7         51954            0        12253
DILLARDS INC. CLASS A STOCK    COM  254067101           60         4973 SH       S       7          4973            0            0
DIME BANCORP INC COM           COM  25429Q102        40581      2576576 SH       D       6       2536227            0        40349
DIME BANCORP, INC              COM  25429Q102          642        40780 SH       D       7         29021            0        11759
DIMON INC. COM                 COM  254394109          675       317809 SH       D       6        317809            0            0
DIMON Inc.                     COM  254394109            9         4555 SH       D       7          4555            0            0
DIODES INC COM                 COM  254543101         1330        31030 SH       D       6         31030            0            0
DIODES INC                     COM  254543101           12          300 SH       D       7           300            0            0
DIONEX CORP COM                COM  254546104        15078       563693 SH       D       6        563693            0            0
Dionex Corp.                   COM  254546104          108         4071 SH       D       7          4071            0            0
DISCOUNT AUTO PARTS COM        COM  254642101         1449       144902 SH       D       6        144902            0            0
Discount Auto Parts Inc.       COM  254642101           18         1849 SH       D       7          1849            0            0
DISNEY (WALT) COMPANY HOLDING  COM  254687106         8735       149000 SH       D       1        149000            0            0
DISNEY (WALT) COMPANY HOLDING  COM  254687106         4321        73540 SH       D       2         73540            0            0
DISNEY (WALT) COMPANY HOLDING  COM  254687106       198312      3302567 SH       D       3       3157529            0       145038
DISNEY (WALT) COMPANY HOLDING  COM  254687106         5337        90830 SH       D       4         90830            0            0
THE WALT DISNEY CO.            COM  254687106        27971       720726 SH       D       5        720726            0            0
WALT DISNEY HOLDING COMPANY CO COM  254687106      2415202     62227454 SH       D       6      57490060            0      4737394
DISNEY WALT CO                 COM  254687106        80380      2071006 SH       D       7       1691778            0       379228
W.DISNEY HDS DI                COM  254687106         2150        55500 SH       D       9         55500            0            0
WALT DISNEY COMPANY            COM  254687106         4288       110503 SH       S       7        110503            0            0
GO.COM COM STK NPV             COM  254687205           41         2300 SH       D       3          2300            0            0
GO.COM                         COM  254687205          203        17069 SH       D       5         17069            0            0
WALT DISNEY HOLDING COMPANY CO COM  254687205         9453       791927 SH       D       6        790727            0         1200
GO.COM                         COM  254687205          128        10778 SH       D       7             0            0        10778
DISTRIB Y SERVICIO ADR         COM  254753106         1868       107545 SH       D       6        107545            0            0
DIRECT FOCUS INC COM           COM  254931108         3777        77093 SH       D       6         77093            0            0
Direct Focus Inc.              COM  254931108          105         2145 SH       D       7          2145            0            0
DITECH COMMUNICATIONS CORP COM COM  25500M103        21217       224371 SH       D       6        224071            0          300
DITECH COMMUNICATIONS CO.      COM  25500M103          170         1800 SH       D       7          1800            0            0
DIVA SYSTEMS CW 01/03/08       WAR  255013153            0        27000 SH       D       9         27000            0            0
DIVERSA CORP COM               COM  255064107         3507       105880 SH       D       6        105880            0            0
DIVERSA CORP.                  COM  255064107           59         1787 SH       D       7          1787            0            0
DIVERSINET CORP COM            COM  25536K204          130        11000 SH       D       6         11000            0            0
THE DIXIE GROUP INC COM        COM  255519100           10         2829 SH       D       6          2829            0            0
DIXIE GROUP INC                COM  255519100            1          508 SH       D       7           508            0            0
DOCUCORP INTL INC EXP. 3/31/98 COM  255911109          561       149689 SH       D       6        149689            0            0
DUCOCORP INTERNATIONAL         COM  255911109            3          898 SH       D       7           898            0            0
DOBSON COMMUNICATIONS COM      COM  256069105         8950       464975 SH       D       6        463975            0         1000
DOBSON COMMUNICATIONS CORP     COM  256069105          131         6825 SH       D       7          6825            0            0
DOCUMENTUM INC COM             COM  256159104        30523       341526 SH       D       6        341526            0            0
Documentum Inc.                COM  256159104          257         2877 SH       D       7          2877            0            0
DOLE FOOD COM STOCK NPV        COM  256605106         1831        69338 SH       D       3         64438            0         4900
DOLE FOOD COMPANY INC. COM     COM  256605106        13252       946610 SH       D       6        946610            0            0
DOLE FOOD INC.                 COM  256605106          125         7666 SH       D       7          2850            0         4816
DOLLAR GENERAL CORPORATION     COM  256669102          148         5031 SH       D       2          5031            0            0
DOLLAR GENERAL CORPORATION     COM  256669102        11809       427110 SH       D       3        427110            0            0
DOLLAR GENERAL CORP COM        COM  256669102       154026      7898804 SH       D       6       7256268            0       642536
Dollar General Corp            COM  256669102         4484       229997 SH       D       7        189869            0        40128
DOLLAR GENERAL                 COM  256669102          341        17507 SH       S       7         17507            0            0
DOLLAR THRIFTY AUTOM COM       COM  256743105        27236      1477240 SH       D       6       1378140            0        99100
Dollar Thrifty Automotive      COM  256743105           92         5008 SH       D       7          5008            0            0
DOLLAR THRF USD                COM  256743105         2340       126900 SH       D       9        126900            0            0
DOLLAR TREE STORES I COM       COM  256747106        55465      1401974 SH       D       6       1401974            0            0
DOLLAR TREE STORES INC         COM  256747106         1314        33222 SH       D       7         12645            0        20577
DOMINION BRIDGE CORP COM       COM  257192104            0        12300 SH       D       6         12300            0            0
DOMINION HOMES INC             COM  257386102            7         1300 SH       D       7          1300            0            0
DOMINION RESOURCES INC (VIRGIN COM  25746U109          252         3889 SH       D       2          3889            0            0
DOMINION RESOURCES INC (VIRGIN COM  25746U109        24954       373606 SH       D       3        344116            0        29490
DOMINION RESOURCES INC/VA      COM  25746U109         3655        85247 SH       D       5         85247            0            0
DOMINION INC VA COM            COM  25746U109       286192      6674074 SH       D       6       6136483            0       537590
DOMINION RES INC VA NEW        COM  25746U109        10968       255823 SH       D       7        187692            0        68131
DOMINION RESOURCES INC         COM  25746U109          541        12632 SH       S       7         12632            0            0
DOMTAR INC COM NPV             COM  257561100            0        46479 SH       D       6         46479            0            0
DONALDSON COMPANY INC COM      COM  257651109        19313       977904 SH       D       6        977904            0            0
Donaldson Inc.                 COM  257651109          239        12128 SH       D       7         12128            0            0
DONALDSON LUFKIN JENRETTE USD0 COM  257661108         1015        15800 SH       D       1         15800            0            0
DONALDSON LUFKIN JENRETTE USD0 COM  257661108          204         3185 SH       D       2          3185            0            0
DONALDSON LUFKIN JENRETTE USD0 COM  257661108         1383        20600 SH       D       3         20600            0            0
DLJ COM                        COM  257661108        46183      1088277 SH       D       6       1007295            0        80982
DONALDSON LUFKIN & JENRETTE    COM  257661108         1992        46963 SH       D       7         27817            0        19146
DLJ DIRECT COM                 COM  257661504         2778       389959 SH       D       6        387359            0         2600
DLJDIRECT                      COM  257661504           12         1697 SH       D       7             0            0         1697
DONEGAL GROUP INC              COM  257701102            2          365 SH       D       7           365            0            0
DONNA KARAN INTL INC COM       COM  257826107         1163       182547 SH       D       6        182547            0            0
Donna Karan Intl. Inc.         COM  257826107           29         4582 SH       D       7          4582            0            0
DONNELLEY (R R) & SONS CO COM  COM  257867101         2978        87200 SH       D       1         87200            0            0
DONNELLEY (R R) & SONS CO COM  COM  257867101          844        24730 SH       D       2         24730            0            0
DONNELLEY (R R) & SONS CO COM  COM  257867101        11608       329330 SH       D       3        311630            0        17700
DONNELLEY (R R) & SONS CO COM  COM  257867101          498        14600 SH       D       4         14600            0            0
DONNELLEY (R.R.) & SONS CO     COM  257867101          964        42766 SH       D       5         42766            0            0
DONNELLY R R & SONS CO COM     COM  257867101       118771      5264114 SH       D       6       4806813            0       457301
DONNELLEY R R + SONS CO        COM  257867101         4613       204472 SH       D       7        192550            0        11922
R.R. DONNELLEY & SONS          COM  257867101          146         6481 SH       S       7          6481            0            0
DONNELY CORP CL A          COM COM  257870105          280        21557 SH       D       6         21557            0            0
DONNELLY CORPORATION           COM  257870105           15         1171 SH       D       7          1171            0            0
DORAL FINANCIAL CORP COM       COM  25811P100         3445       725413 SH       D       6        722313            0         3100
Doral Financial Corp.          COM  25811P100           85         7492 SH       D       7          7492            0            0
DOT HILL SYSTEMS CORP COM      COM  25848T109         1835       166832 SH       D       6        166832            0            0
DOT HILL SYSTEMS CORP          COM  25848T109           29         2640 SH       D       7          2640            0            0
DOUBLECLICK INC                COM  258609304           23          600 SH       D       1             0          600            0
DOUBLECLICK INC - CO COM       COM  258609304        47395      1243167 SH       D       6       1219463            0        23704
DOUBLECLICK INC                COM  258609304         1508        39558 SH       D       7         21044            0        18514
DBLEQK4TCSN06                  CVB  258609AC0        18109     16964000 SH       D       1      16964000            0            0
DOUGHTIE S FOODS INC COM       COM  258715978            0         1557 SH       D       6          1557            0            0
DOVER CORP COM STOCK US$1      COM  260003108          185         3020 SH       D       2          3020            0            0
DOVER CORP COM STOCK US$1      COM  260003108        21952       351675 SH       D       3        325875            0        25800
DOVER CORP COM STOCK US$1      COM  260003108          822        13400 SH       D       4         13400            0            0
DOVER CORP                     COM  260003108         2861        70558 SH       D       5         70558            0            0
DOVER CORP COM                 COM  260003108       227151      5600048 SH       D       6       5190076            0       409972
Dover Corporation              COM  260003108         6090       150140 SH       D       7        125391            0        24749
DOVER CORP                     COM  260003108          437        10793 SH       S       7         10793            0            0
DOVER DOWNS ENTMT IN COM       COM  260086103         2732       195193 SH       D       6        195193            0            0
Dover Downs Entertainment Inc. COM  260086103           53         3796 SH       D       7          3796            0            0
DOW CHEMICAL CO CM STOCK US$2. COM  260543103         3427        75000 SH       D       1         75000            0            0
DOW CHEMICAL CO CM STOCK US$2. COM  260543103         1322        28929 SH       D       2         28929            0            0
DOW CHEMICAL CO CM STOCK US$2. COM  260543103        61584      1293766 SH       D       3       1235866            0        57900
DOW CHEMICAL CO CM STOCK US$2. COM  260543103         1069        23400 SH       D       4         23400            0            0
DOW CHEMICAL                   COM  260543103         7063       233953 SH       D       5        233953            0            0
DOW CHEMICAL CO COM            COM  260543103       717708     23775036 SH       D       6      21783010            0      1992026
DOW CHEM CO                    COM  260543103        30926      1024486 SH       D       7        824493            0       199993
DOW CHEMICALS                  COM  260543103         1085        35960 SH       S       7         35960            0            0
DOW JONES & CO INC COM STOCK U COM  260561105          121         1100 SH       D       2          1100            0            0
DOW JONES & CO INC COM STOCK U COM  260561105        12568       111822 SH       D       3         99722            0        12100
DOW JONES & CO INC             COM  260561105         2271        31011 SH       D       5         31011            0            0
DOW JONES & CO INC COM         COM  260561105       157054      2144093 SH       D       6       1970327            0       173766
Dow Jones & Company, Inc.      COM  260561105         4471        61042 SH       D       7         51775            0         9267
DJ.N                           COM  260561105          190         2600 SH       D       9          2600            0            0
DOW JONES & CO INC             COM  260561105          346         4735 SH       S       7          4735            0            0
DOWNEY FINANCIAL CORP COM      COM  261018105        18086       623683 SH       D       6        595283            0        28400
Downey Financial               COM  261018105          104         3610 SH       D       7          3610            0            0
DRESS BARN INC COM             COM  261570105        17593       795177 SH       D       6        790577            0         4600
Dress Barn Inc.                COM  261570105           84         3813 SH       D       7          3813            0            0
DREW INDS INC COM NEW          COM  26168L205          868       110340 SH       D       6        110340            0            0
DREW INDUSTRIES INC            COM  26168L205            3          505 SH       D       7           505            0            0
DREXLER TECHNOLOGY CORP COM    COM  261876106         1503       115655 SH       D       6        115655            0            0
DREYERS GRAND ICE CREAM INC CO COM  261878102        14223       677325 SH       D       6        667425            0         9900
Dreyer's Grand Ice Cream Inc.  COM  261878102          114         5449 SH       D       7          5449            0            0
GOLD FIELDS LTD SPONS ADR      ADR  262026503          708       122321 SH       D       3             0            0       122321
DRIL-QUIP INC - COM COM        COM  262037104         5526       118218 SH       D       6        118218            0            0
Dril-Quip Inc.                 COM  262037104           94         2024 SH       D       7          2024            0            0
DRKOOP COM INC COM             COM  262098106          404       219200 SH       D       6        219200            0            0
DROVERS BANCSHARES CORP PA COM COM  262120108            3          220 SH       D       6           220            0            0
DROVERS BANCSHARES CORP/PA     COM  262120108            4          285 SH       D       7           285            0            0
DRUGSTORE COM COM              COM  262241102          698        92785 SH       D       6         92785            0            0
DRUGSTORE.COM                  COM  262241102           24         3300 SH       D       7          3300            0            0
DSET CORP COM                  COM  262504103         3980       131058 SH       D       6        131058            0            0
DSET CORP.                     COM  262504103           16          559 SH       D       7           559            0            0
DSL.NET INC COM                COM  262506108         3077       298410 SH       D       6        298410            0            0
DSL.NET INC                    COM  262506108           38         3700 SH       D       7          3700            0            0
DU PONT DE NEMOURS             COM  263534109          125         2800 SH       D       1             0         2800            0
DU PONT (E I) DE NEMOURS & CO  COM  263534109         1233        18626 SH       D       2         18626            0            0
DU PONT (E I) DE NEMOURS & CO  COM  263534109       119017      1759338 SH       D       3       1677472            0        81866
DU PONT (E I) DE NEMOURS & CO  COM  263534109         2470        37300 SH       D       4         37300            0            0
DU PONT (E.I.) DE NEMOURS      COM  263534109        15899       363411 SH       D       5        363411            0            0
DU PONT DE NEMOURS EI CO COM   COM  263534109      1270809     29047083 SH       D       6      26724287            0      2322796
Du Pont (E.I.) de Nemours      COM  263534109        38633       883042 SH       D       7        698956            0       184086
DD.N                           COM  263534109          326         7400 SH       D       9          7400            0            0
DU PONT (E.I.) DE NEMOURS      COM  263534109         2437        55704 SH       S       7         55704            0            0
DUALSTAR TECHNOLOGIE COM       COM  263572109          309        79970 SH       D       6         79970            0            0
DUANE READE INC - CO COM       COM  263578106         4417       171558 SH       D       6        171558            0            0
Duane Reade Inc.               COM  263578106           90         3532 SH       D       7          3532            0            0
DUCKWALL-ALCO STORES, INC.     COM  264142100            1          227 SH       D       7           227            0            0
DUCOMMUN INC DEL COM           COM  264147109         1555       130327 SH       D       6        130327            0            0
DUCOMMUN INC                   COM  264147109            4          413 SH       D       7           413            0            0
DUKE ENERGY CORP COM STK NPV   COM  264399106          467         5476 SH       D       2          5476            0            0
DUKE ENERGY CORP COM STK NPV   COM  264399106        49932       569381 SH       D       3        537011            0        32370
DUKE ENERGY CORP COM STK NPV   COM  264399106          529         6200 SH       D       4          6200            0            0
DUKE ENERGY CORP               COM  264399106         7197       127662 SH       D       5        127662            0            0
DUKE ENERGY CORP COM           COM  264399106       565370     10028752 SH       D       6       9286628            0       742124
Duke Energy Corp               COM  264399106        18379       326014 SH       D       7        209297            0       116717
DUK.N                          COM  264399106           35          600 SH       D       9           600            0            0
DUKE ENERGY CORP               COM  264399106         1102        19553 SH       S       7         19553            0            0
DUKE RLTY INVTS INC COM        COM  264411505        53022      2369666 SH       D       6       2305843            0        63823
DUKE-WEEKS REALTY CORP         COM  264411505         1684        75276 SH       D       7         61903            0        13373
DUN & BRADSTREET DEL CORP NEW  COM  26483B106          113         2610 SH       D       2          2610            0            0
DUN & BRADSTREET DEL CORP NEW  COM  26483B106        11941       265711 SH       D       3        250911            0        14800
DUN & BRADSTREET DEL CORP NEW  COM  26483B106          641        14800 SH       D       4         14800            0            0
DUN & BRADSTREET CORP          COM  26483B106         1618        56531 SH       D       5         56531            0            0
DUN & BRADSTREET COR COM       COM  26483B106       128085      4474610 SH       D       6       4095057            0       379553
Dun & Bradstreet Corp          COM  26483B106         3346       116895 SH       D       7         97269            0        19626
DUN & BRADSTREET CORP          COM  26483B106          245         8584 SH       S       7          8584            0            0
DURA AUTOMOTIVE SYS COM        COM  265903104         3162       292518 SH       D       6        292518            0            0
Dura Automotive Sys Corp       COM  265903104           35         3314 SH       D       7          3314            0            0
DUPONT PHOTOMASKS INC COM      COM  26613X101         7295       106501 SH       D       6        106501            0            0
Dupont Photomasks Inc.         COM  26613X101           98         1442 SH       D       7          1442            0            0
DURA PHARMACEUTICAL COM        COM  26632S109        13879       965535 SH       D       6        965535            0            0
Dura Pharmaceuticals Inc.      COM  26632S109          126         8831 SH       D       7          8831            0            0
DURAMED PHARMACEUTICALS INC CO COM  266354109         1842       338761 SH       D       6        338761            0            0
Duramed Pharmaceuticals Inc    COM  266354109           23         4270 SH       D       7          4270            0            0
DUSA PHARMACEUTICALS COM       COM  266898105         4827       163638 SH       D       6        163638            0            0
DYCOM INDS INC COM             COM  267475101        36354       790312 SH       D       6        789912            0          400
Dycom Inds. Inc.               COM  267475101          335         7285 SH       D       7          7285            0            0
DYNAMEX INC                    COM  26784F103            7         3500 SH       D       6          3500            0            0
DYNACQ INTERNATIONAL INC       COM  267919306            7         1000 SH       D       7          1000            0            0
DYNEGY CL A COM USD0.01        COM  26816Q101          207         2010 SH       D       2          2010            0            0
DYNEGY CL A COM USD0.01        COM  26816Q101        17580       163744 SH       D       3        155944            0         7800
DYNEGY INC COM                 COM  26816Q101       113937      1667889 SH       D       6       1666232            0         1657
DYNEGY INC.                    COM  26816Q101         1558        22817 SH       D       7          8736            0        14081
DYNEX CAPITAL INC NEW          COM  26817Q506           50        32407 SH       D       6         32407            0            0
EAC INDS INC                   COM  268226107            0          167 SH       D       6           167            0            0
ECI TELECOM LTD COM            COM  268258100         2008        56195 SH       D       6         56195            0            0
ECCS INC COM                   COM  26825H100          557       112170 SH       D       6        112170            0            0
EFC BANCORP INC                COM  268423100            3          335 SH       D       7           335            0            0
EEX CORP COM                   COM  26842V207         4838       832387 SH       D       6        832387            0            0
EEX Corp.                      COM  26842V207           24         4249 SH       D       7          4249            0            0
EGL INC COM                    COM  268484102         8953       291173 SH       D       6        291173            0            0
EGL Inc.                       COM  268484102          107         3483 SH       D       7          3483            0            0
ELXSI CORP                     COM  268613205            7          700 SH       D       7           700            0            0
E-LOAN COM                     COM  26861P107          605       127392 SH       D       6        127392            0            0
E-LOAN INC                     COM  26861P107           20         4300 SH       D       7          4300            0            0
EMC CORP. MASS                 COM  268648102         7128        61200 SH       D       1         61200            0            0
EMC CORP. MASS                 COM  268648102         6401        54960 SH       D       2         54960            0            0
EMC CORP. MASS                 COM  268648102       396845      3557725 SH       D       3       3400925            0       156800
EMC CORP. MASS                 COM  268648102         9061        77800 SH       D       4         77800            0            0
EMC CORP/MASS                  COM  268648102        55547       721957 SH       D       5        721957            0            0
E M C CORP MASS COM            COM  268648102      4389346     57050816 SH       D       6      52640574            0      4410242
E M C CORP MASS                COM  268648102       134710      1750914 SH       D       7       1283788            0       467126
EMC.N                          COM  268648102         1647        22080 SH       D       9         22080            0            0
EMC CORP./MASS                 COM  268648102         8879       115414 SH       S       7        115414            0            0
EMC CORP(MASS)                 COM  268664109         7970       103340 SH       D       1             0       103340            0
EMC INS GROUP INC COM          COM  268664109          513        58686 SH       D       6         58686            0            0
EMC INS GROUP INC              COM  268664109            3          423 SH       D       7           423            0            0
EMS TECHNOLOGIES INC. COM      COM  26873N108         2216       123131 SH       D       6        123131            0            0
EMS TECHNOLOGIES               COM  26873N108           16          920 SH       D       7           920            0            0
E.MEDSOFT.COM COM              COM  26873Q101         5619       702400 SH       D       6        702400            0            0
ENSCO INTERNATIONAL INC        COM  26874Q100         2601        51074 SH       D       1         51074            0            0
ENSCO INTERNATIONAL INC        COM  26874Q100          802        14800 SH       D       2         14800            0            0
ENSCO INTERNATIONAL INC        COM  26874Q100        12518       228743 SH       D       3        215643            0        13100
ENSCO INT`L INC COM            COM  26874Q100       111143      3103493 SH       D       6       2917854            0       185639
ENSCO INTL INC                 COM  26874Q100         3003        83870 SH       D       7         65705            0        18165
ENI S P A                      COM  26874R108         1250        21490 SH       D       7         21490            0            0
EOG RESOURCES INC COM          COM  26875P101        40655      1213590 SH       D       6       1123645            0        89945
EOG RESOURCES INC              COM  26875P101          717        21408 SH       D       7         15604            0         5804
EON COM COM                    COM  268763109          302        65400 SH       D       6         65400            0            0
EPIX MATERIALS COM             COM  26881Q101         1224        82337 SH       D       6         82337            0            0
EPIX MEDICAL INC               COM  26881Q101           28         1921 SH       D       7          1921            0            0
E PIPHANY INC COM              COM  26881V100        20942       195381 SH       D       6        189181            0         6200
E PIPHANY INC                  COM  26881V100          332         3100 SH       D       7          3100            0            0
EPIQ SYSTEMS, INC.             COM  26882D109            2          207 SH       D       7           207            0            0
ESB FINANCIAL CORP             COM  26884F102            8          880 SH       D       7           880            0            0
ESCO ELECTRS CORP COM          COM  269030102         3460       203554 SH       D       6        203554            0            0
ESPS INC COM                   COM  269129102          613       158200 SH       D       6        158200            0            0
ESPS INC                       COM  269129102            3          900 SH       D       7           900            0            0
ESS TECHNOLOGY COM             COM  269151106        16203      1117450 SH       D       6       1070250            0        47200
ESS Technology Inc.            COM  269151106           90         6227 SH       D       7          6227            0            0
E SPIRE COMMUNICATO COM        COM  269153102         7508      1112424 SH       D       6       1112424            0            0
E Spire Communications Inc.    COM  269153102           59         8782 SH       D       7          8782            0            0
E-STAMP CORP COM               COM  269154100          554       295700 SH       D       6        295700            0            0
E-TREK DYNAMICS COM            COM  269240107       138478       524914 SH       D       6        524914            0            0
E TEK DYNAMICS INC             COM  269240107         4323        16390 SH       D       7          9748            0         6642
E TOWN COM                     COM  269242103        10077       151681 SH       D       6        151681            0            0
E'Town Corp.                   COM  269242103           81         1225 SH       D       7          1225            0            0
E TRADE GROUP INC COMMON STOCK COM  269246104        58602      3551648 SH       D       6       3495348            0        56300
E TRADE GROUP INC              COM  269246104         1384        83957 SH       D       7         41608            0        42349
EXCO RESOURCES INC.            COM  269279204            7          700 SH       D       7           700            0            0
E-Z-EM INC-CL A                COM  269305207            4          650 SH       D       7           650            0            0
EAGLE BANCSHARES INC COM       COM  26942C109          510        44900 SH       D       6         44900            0            0
EAGLE BACSHARES INC            COM  26942C109            2          211 SH       D       7           211            0            0
EAGLE FOOD CTRS INC COM        COM  269514105            1         1135 SH       D       6          1135            0            0
EAGLE GEOPHYSICAL INC COM      COM  269524104            0        21702 SH       D       6         20519            0         1183
EAGLE GEOPHYSICAL INC          COM  269524104            0         2755 SH       D       7          2755            0            0
EAGLE POINT SOFTWARE COM       COM  269824108            2          424 SH       D       6           424            0            0
EARTHGRAINS COMPANY COM        COM  270319106        19411       998686 SH       D       6        998686            0            0
Earthgrains Co.                COM  270319106          156         8069 SH       D       7          8069            0            0
EARTHCARE CO COM               COM  27031N105          822       109661 SH       D       6        109661            0            0
EARTH LINK INC COM             COM  270321102        18516      1199462 SH       D       6       1173149            0        26313
EARTHLINK INC                  COM  270321102          343        22263 SH       D       7          7797            0        14466
EARTHSHELL CORP - CO COM       COM  27032B100            0         6600 SH       D       6          6600            0            0
EARTHWEB INC COM               COM  27032C108         2103       150245 SH       D       6        150245            0            0
EarthWeb Inc.                  COM  27032C108           18         1324 SH       D       7          1324            0            0
EAST TEXAS FINANCIAL SVCS      COM  275572105            3          400 SH       D       7           400            0            0
EAST WEST BANCORP INC COM      COM  27579R104         4834       336308 SH       D       6        334808            0         1500
East West Bancorp Inc          COM  27579R104           52         3625 SH       D       7          3625            0            0
EASTERN COMPANY (THE)          COM  276317104            2          160 SH       D       7           160            0            0
EASTERN ENTERPRISES            COM  27637F100          708         7487 SH       D       3          7487            0            0
EASTERN ENTERPRISES COM        COM  27637F100        46244       734040 SH       D       6        678862            0        55178
Eastern Enterprises            COM  27637F100         1201        19076 SH       D       7         18658            0          418
EASTN ENT!1                    COM  27637F100        13885       220400 SH       D       9        220400            0            0
EASTERN ENTERPRISES            COM  27637F100           91         1451 SH       S       7          1451            0            0
EASTERN VA BANKSHARES INC COM  COM  277196101            0        33491 SH       D       6         33491            0            0
EASTERN VIRGINIA BANKSHARES    COM  277196101           10          690 SH       D       7           690            0            0
EASTGROUP PROPERTIES INC COM   COM  277276101         7688       365022 SH       D       6        359622            0         5400
Eastgroup Properties           COM  277276101           55         2622 SH       D       7          2622            0            0
EASTMAN CHEMICAL CO COM STOCK  COM  277432100         4798        66382 SH       D       1         66382            0            0
EASTMAN CHEMICAL CO COM STOCK  COM  277432100         1291        17861 SH       D       2         17861            0            0
EASTMAN CHEMICAL CO COM STOCK  COM  277432100        15568       215884 SH       D       3        205284            0        10600
EASTMAN CHEMICAL CO COM STOCK  COM  277432100          672         9300 SH       D       4          9300            0            0
EASTMEN CHEMICAL COM           COM  277432100       164943      3454315 SH       D       6       3184516            0       269799
EASTMAN CHEM CO                COM  277432100         6044       126591 SH       D       7        117111            0         9480
EASTMAN CHEMICAL COMPANY       COM  277432100          195         4085 SH       S       7          4085            0            0
EASTMAN KODAK CO COM STOCK US$ COM  277461109          418         4650 SH       D       2          4650            0            0
EASTMAN KODAK CO COM STOCK US$ COM  277461109        45684       497753 SH       D       3        479853            0        17900
EASTMAN KODAK CO COM STOCK US$ COM  277461109          945        10500 SH       D       4         10500            0            0
EASTMAN KODAK CO               COM  277461109         6534       109817 SH       D       5        109817            0            0
EASTMAN KODAK CO COM           COM  277461109       515784      8668646 SH       D       6       8005283            0       663363
Eastman Kodak Co               COM  277461109        19500       327744 SH       D       7        212895            0       114849
EASTMAN KODAK COMPANY          COM  277461109          978        16450 SH       S       7         16450            0            0
EATON CORP COM US$0.50         COM  278058102          233         2300 SH       D       2          2300            0            0
EATON CORP COM US$0.50         COM  278058102        12847       123829 SH       D       3        112529            0        11300
EATON CORP COM US$0.50         COM  278058102          852         8400 SH       D       4          8400            0            0
EATON CORP                     COM  278058102         1709        25516 SH       D       5         25516            0            0
EATON CORP COM                 COM  278058102       158730      2369118 SH       D       6       2202971            0       166147
Eaton Corp                     COM  278058102         4164        62164 SH       D       7         53310            0         8854
EATON CORP.                    COM  278058102          259         3872 SH       S       7          3872            0            0
EATON VANCE CORP COM           COM  278265103        32013       692177 SH       D       6        692177            0            0
Eaton Vance Corp.              COM  278265103          257         5570 SH       D       7          5570            0            0
EBAY INC USD0.001              COM  278642103          460         5600 SH       D       1          5600            0            0
EBAY INC USD0.001              COM  278642103          296         3600 SH       D       2          3600            0            0
EBAY INC USD0.001              COM  278642103        12990       165320 SH       D       3        165320            0            0
EBAY INC USD0.001              COM  278642103          296         3600 SH       D       4          3600            0            0
EBAY INC                       COM  278642103         4908        90382 SH       D       5         90382            0            0
EBAY INC COM                   COM  278642103        72600      1336715 SH       D       6       1322115            0        14600
EBAY INC                       COM  278642103         2205        40610 SH       D       7         28606            0        12004
EBENXINC COM                   COM  278668108         1966        92825 SH       D       6         92825            0            0
EBENX INC                      COM  278668108           31         1510 SH       D       7          1510            0            0
EBIX.COM, INC COM              COM  278715107          198        38980 SH       D       6         38980            0            0
EBIX.COM INC.                  COM  278715107            2          430 SH       D       7           430            0            0
ECHELON CORP COM               COM  27874N105        33471       577709 SH       D       6        562509            0        15200
ECHELON CORP                   COM  27874N105          555         9582 SH       D       7          9582            0            0
ECHOSTAR COMM CORP CL A COM    COM  278762109        76706      2316773 SH       D       6       2263207            0        53566
ECHOSTAR COMMUNICATIONS        COM  278762109         1797        54302 SH       D       7         28156            0        26146
ECHOST4.875B07                 CVB  278762AB5         8617      9095000 SH       D       1       9095000            0            0
ECLIPSE SURGICAL INN COM       COM  278849104         1118       255684 SH       D       6        255684            0            0
Eclipse Surgical Technologies  COM  278849104           26         6161 SH       D       7          6161            0            0
ECLIPSYS CORP COM              COM  278856109         5510       734683 SH       D       6        734683            0            0
Eclipsys Corp.                 COM  278856109           52         7013 SH       D       7          7013            0            0
ECOLAB INC COM STOCK US$1      COM  278865100          106         1800 SH       D       2          1800            0            0
ECOLAB INC COM STOCK US$1      COM  278865100        10147       175366 SH       D       3        175366            0            0
ECOLAB INC COM                 COM  278865100       131424      3364478 SH       D       6       3105834            0       258644
Ecolab, Inc.                   COM  278865100         3872        99127 SH       D       7         74513            0        24614
ECOLAB INC                     COM  278865100          269         6910 SH       S       7          6910            0            0
ECOLLEGE.COM INC COM           COM  27887E100            2          528 SH       D       6           528            0            0
EDELBROCK CORP                 COM  279434104            2          234 SH       D       7           234            0            0
EDGAR ONLINE INC COM           COM  279765101          283        85700 SH       D       6         85700            0            0
EDISON BROTHERS STORES-WTS     COM  280875113            0           16 SH       D       7            16            0            0
EDISON CONTROL CORP            COM  280883109            0          100 SH       D       7           100            0            0
EDISON INTERNATIONAL COM NPV U COM  281020107          182         5880 SH       D       2          5880            0            0
EDISON INTERNATIONAL COM NPV U COM  281020107        16196       505836 SH       D       3        486836            0        19000
EDISON INTERNATIONAL           COM  281020107         2484       121217 SH       D       5        121217            0            0
EDISON INTERNATIONAL COM       COM  281020107       219366     10700797 SH       D       6       9733181            0       967616
EDISON INTL                    COM  281020107        10163       495772 SH       D       7        314183            0       181589
EDISON INTERNATIONAL           COM  281020107          362        17663 SH       S       7         17663            0            0
EDISON SCHOOLS INC COM         COM  281033100         3198       137942 SH       D       6        137942            0            0
EDISON SCHOOLS INC             COM  281033100           44         1900 SH       D       7          1900            0            0
EDO CORP COM                   COM  281347104            8         1397 SH       D       6          1397            0            0
EDO CORP                       COM  281347104            1          296 SH       D       7           296            0            0
EDUCATION MNGT CORP COM        COM  28139T101        13929       771205 SH       D       6        771205            0            0
Education Management Corp.     COM  28139T101           78         4338 SH       D       7          4338            0            0
EDUCATIONAL VIDEO CONFERENCE C COM  281505107          784        49800 SH       D       6         49800            0            0
JD EDWARDS & CO COM            COM  281667105         8887       590030 SH       D       6        590030            0            0
J.D. EDWARDS                   COM  281667105          235        15636 SH       D       7          8078            0         7558
EDWARDS (A G) INC COM STOCK US COM  281760108           88         1500 SH       D       2          1500            0            0
EDWARDS (A G) INC COM STOCK US COM  281760108         6298       101826 SH       D       3        101826            0            0
EDWARDS A G INC COM            COM  281760108        62922      1613408 SH       D       6       1565828            0        47580
A.G. EDWARDS, INC              COM  281760108         1777        45585 SH       D       7         36145            0         9440
EDWARDS LIFESCIENCES CORPORATI COM  28176E108            5          180 SH       D       3           180            0            0
EDWARD LIFE SCIENCES CORP COM  COM  28176E108        26525      1433836 SH       D       6       1421036            0        12800
EDWARD LIFE SCIENCES CORP COM  COM  28176E108          286        15348 SH       D       7          3700            0        11648
EFAX.COM COM                   COM  282012103           85        70412 SH       D       6         70412            0            0
EFFICIENT NETWORKS COM         COM  282056100        11769       159994 SH       D       6        153094            0         6900
EFFICIENT NETWORKS INC         COM  282056100          242         3300 SH       D       7          3300            0            0
EGAIN COMMUNICATIONS COM       COM  28225C103         4096       337880 SH       D       6        327222            0        10658
EGAIN COMMUNICATIONS CORP      COM  28225C103           47         3951 SH       D       7          3951            0            0
EGGHEAD.COM COM                COM  282329101          574       195503 SH       D       6        195503            0            0
Egghead.com Inc.               COM  282329101           17         5966 SH       D       7          5966            0            0
E GLOBE INC COM                COM  282339100          947       315727 SH       D       6        315727            0            0
EGLOBE INC.                    COM  282339100            4         1600 SH       D       7          1600            0            0
800-JR CIGAR I COM             COM  282491109          185        18775 SH       D       6         18775            0            0
8X8 INC COM                    COM  282912104         3688       307367 SH       D       6        288627            0        18740
8 X 8 INC                      COM  282912104           23         1983 SH       D       7          1983            0            0
EL PASO ELEC CO COM            COM  283677854        12836      1147385 SH       D       6       1147385            0            0
El Paso Electric Co.           COM  283677854          103         9217 SH       D       7          9217            0            0
EL PASO ENERGY CORP COM STOCK  COM  283905107          293         3800 SH       D       2          3800            0            0
EL PASO ENERGY CORP COM STOCK  COM  283905107        26436       335237 SH       D       3        323937            0        11300
EL PASO ENERGY CORPORATION     COM  283905107         4058        79666 SH       D       5         79666            0            0
EL PASO ENERGY CORP. COM       COM  283905107       318477      6252318 SH       D       6       5786615            0       465703
El Paso Energy Corp            COM  283905107        13141       257985 SH       D       7        137226            0       120759
EL PASO ENERGY CORP            COM  283905107          627        12317 SH       S       7         12317            0            0
ELAN FIN'0'CGN1                CVB  284129AC7        44387     60805000 SH       D       1      60805000            0            0
ELAN PLC ADR                   COM  284131208            0            0 SH       D       6             0            0            0
ELANTIC SEMICONDUCTO COM       COM  284155108        18002       258562 SH       D       6        238562            0        20000
ELANTEC SEMICONDUCTOR INC      COM  284155108          132         1900 SH       D       7          1900            0            0
ELCOM INTL INC COM             COM  284434107         2042       297074 SH       D       6        297074            0            0
ELCOM INTERNATIONAL INC        COM  284434107           11         1621 SH       D       7          1621            0            0
ELCOR CORP COM                 COM  284443108        11001       478320 SH       D       6        478320            0            0
Elcor Corp.                    COM  284443108           84         3681 SH       D       7          3681            0            0
ELDER BEERMAN STORES, CORP COM COM  284470101          773       187548 SH       D       6        187548            0            0
ELDER-BEERMAN STORES CORP      COM  284470101            3          779 SH       D       7           779            0            0
ELDORADO BANCSHARES INC COM    COM  28467W106          717        98900 SH       D       6         98900            0            0
ELECTRIC CITY CORP COM         COM  284868106          309        83100 SH       D       6         83100            0            0
ELECTRIC CITY CORP             COM  284868106            1          300 SH       D       7           300            0            0
ELECTRIC FUEL COM              COM  284871100         1534       100200 SH       D       6        100200            0            0
ELECTRIC FUEL CORP             COM  284871100           22         1439 SH       D       7          1439            0            0
ELECTRIC LIGHTWAVE COM         COM  284895109         3485       186527 SH       D       6        186527            0            0
Electric Lightwave Inc.        COM  284895109           33         1785 SH       D       7          1785            0            0
ELECTRO RENT CORP COM          COM  285218103         5663       462317 SH       D       6        462317            0            0
Electro Rent Corp.             COM  285218103           36         2987 SH       D       7          2987            0            0
ELEC SCIENT NPV                COM  285229100           52         1200 SH       D       1          1200            0            0
ELECTRO SCIENTIFIC INDUSTRIES  COM  285229100        26093       592617 SH       D       6        592617            0            0
Electro Scientific Inds Inc.   COM  285229100          205         4666 SH       D       7          4666            0            0
ELECTROGLAS COM                COM  285324109        13563       630867 SH       D       6        625067            0         5800
Electroglas Inc.               COM  285324109           76         3540 SH       D       7          3540            0            0
ELECTRONIC ARTS                COM  285512109          591         4970 SH       D       3          4970            0            0
ELECTRONIC ARTS INC            COM  285512109         1612        22108 SH       D       5         22108            0            0
ELECTRONIC ARTS COM            COM  285512109        71910       985921 SH       D       6        985221            0          700
ELECTRONIC ARTS                COM  285512109         1765        24210 SH       D       7         11389            0        12821
ELECTRONIC DATA SYSTEMS CORP C COM  285661104         6190       136600 SH       D       1        136600            0            0
ELECTRONIC DATA SYSTEMS CORP C COM  285661104          952        15260 SH       D       2         15260            0            0
ELECTRONIC DATA SYSTEMS CORP C COM  285661104        53819       830571 SH       D       3        788071            0        42500
ELECTRONIC DATA SYSTEMS CORP C COM  285661104         1242        19900 SH       D       4         19900            0            0
ELECTRONIC DATA SYSTEMS CORP   COM  285661104         6768       164089 SH       D       5        164089            0            0
ELECTRONIC DATA SYSTEMS CORP C COM  285661104       532933     12919609 SH       D       6      11850147            0      1069462
ELECTRONIC DATA SYS CORP NEW   COM  285661104        17124       415133 SH       D       7        305102            0       110031
ELECTRONIC DATA SYSTEMS CORP   COM  285661104         1020        24751 SH       S       7         24751            0            0
ELECTRONICS BOUTIUE COM        COM  286045109         1317        80461 SH       D       6         80461            0            0
Electronics Boutique Hldg Corp COM  286045109           33         2058 SH       D       7          2058            0            0
ELECTRONICS FOR IMAGING INC CO COM  286082102        22218       877781 SH       D       6        862281            0        15500
ELECTRONICS FOR IMAGING        COM  286082102          433        17140 SH       D       7          7114            0        10026
ELECTRN IMG                    COM  286082102           43         1700 SH       D       9          1700            0            0
ELECTROSOURCE INC COM          COM  286150206          709        81120 SH       D       6         81120            0            0
ELEK-TEK INC COM               COM  286172101            0         5100 SH       D       6          5100            0            0
ELF AQUITAINE - ADR            COM  286269105         2466        24420 SH       D       7         24420            0            0
ELITE INFORMATION GROUP        COM  28659M106           19         2800 SH       D       7          2800            0            0
ELLETT BROS INC COM            COM  288398100            3          964 SH       D       6           964            0            0
ELLETT BROTHERS INC.           COM  288398100            0          200 SH       D       7           200            0            0
PERRY ELLIS INTERNATIONAL INC  COM  288853104            8         1000 SH       D       7          1000            0            0
ELMIRA SAVINGS BANK FSB        COM  289660102            6          359 SH       D       7           359            0            0
ELOQUENT INC COM               COM  290140102          514        57124 SH       D       6         57124            0            0
ELOT, INC. COM                 COM  290143106         1764       941184 SH       D       6        941184            0            0
Elot Inc.                      COM  290143106            9         5161 SH       D       7          5161            0            0
ELOYALTY CORP COM              COM  290151109        12341       967948 SH       D       6        967948            0            0
Eloyalty Corporation           COM  290151109          109         8561 SH       D       7          8561            0            0
ELRON ELECTR INDS LTD          COM  290160100          873        23400 SH       D       6         23400            0            0
ELSEVIER, NV                   COM  290259100         2857       115741 SH       D       7        115741            0            0
ELTRAX SYS INC COM             COM  290375104         2201       370785 SH       D       6        353129            0        17656
ELTRAX SYSTEMS INC             COM  290375104            8         1383 SH       D       7          1383            0            0
EMAGIN CORP COM                COM  29076N107            0        37860 SH       D       6         37860            0            0
EMACHINES INC COM              COM  29076P102         1472       548060 SH       D       6        548060            0            0
EMBARCADERO TECHNOLOGIES INC C COM  290787100            0         2520 SH       D       6          2520            0            0
EMBRACE SYSTEMS COM            COM  290816107            0        68500 SH       D       6         68500            0            0
EMBREX INC. COM                COM  290817105          956        69560 SH       D       6         69560            0            0
EMBREX INC                     COM  290817105            6          500 SH       D       7           500            0            0
EMBRATEL PARTICIPACOES - ADR   ADR  29081N100         1481        41903 SH       D       3         41903            0            0
EMBRATEL PARTICIPACOES ADR     COM  29081N100          141         6000 SH       D       6          6000            0            0
EMBOTTELLADORA ANDINA SA ADR A COM  29081P204         2955       251566 SH       D       6        251566            0            0
EMBOTELLADORA ANDINA SA SPN AD ADR  29081P303         1627       107045 SH       D       3        107045            0            0
EMBOTTELLADORA ANDINA SA ADR B COM  29081P303         1321       138166 SH       D       6        138166            0            0
EMCORE CORP COM                COM  290846104        39263       327198 SH       D       6        320303            0         6895
Emcore Corp.                   COM  290846104          264         2206 SH       D       7          2206            0            0
EMCOR GROUP COM                COM  29084Q100         3901       168277 SH       D       6        168277            0            0
Emcor Group Inc.               COM  29084Q100           33         1461 SH       D       7          1461            0            0
EMERGE INTERACTIVE COM         COM  29088W103         2713       151293 SH       D       6        151293            0            0
EMERGE INTERACTIVE INC -CL A   COM  29088W103           26         1462 SH       D       7          1462            0            0
EMERGENT INFORMATION TECHNOLOG COM  290931104          427       201313 SH       D       6        201313            0            0
EMERGENT INFORMATION TECH      COM  290931104            1          739 SH       D       7           739            0            0
EMERITUS CORP. COM             COM  291005106          305        92300 SH       D       6         92300            0            0
EMERSON ELEC!1                 COM  291011104         1183        19600 SH       D       1         19600            0            0
EMERSON ELECTRIC CO COM STOCK  COM  291011104          583         6380 SH       D       2          6380            0            0
EMERSON ELECTRIC CO COM STOCK  COM  291011104        67452       704295 SH       D       3        663895            0        40400
EMERSON ELECTRIC CO COM STOCK  COM  291011104         2303        25200 SH       D       4         25200            0            0
EMERSON ELECTRIC CO            COM  291011104         9042       149758 SH       D       5        149758            0            0
EMERSON ELEC CO COM            COM  291011104       712423     11799971 SH       D       6      10921764            0       878207
Emerson Electric Co            COM  291011104        23805       394293 SH       D       7        292022            0       102271
EMERSON ELECTRIC               COM  291011104         1370        22708 SH       S       7         22708            0            0
EMISPHERE TECHNOLOGIES COM     COM  291345106         9643       226312 SH       D       6        226312            0            0
EMISPHERE TECHNOLOGIES INC     COM  291345106           59         1405 SH       D       7          1405            0            0
EMMIS COMMUNICATIONS CORP      COM  291525103        35800       865278 SH       D       6        865278            0            0
Emmis Communications Corp.     COM  291525103          344         8324 SH       D       7          8324            0            0
EMPIRE DISTRICT ELECTRIC CO CO COM  291641108         8787       398292 SH       D       6        398292            0            0
Empire District Electric Co.   COM  291641108           98         4459 SH       D       7          4459            0            0
EMPRESAS ICA SOCIE 1 ADR REP 6 ADR  292448107          150        56625 SH       D       3          3825            0        52800
EMPRESAS ICA CONTROL COM       COM  292448107           12         7500 SH       D       6          7500            0            0
ENDESA ADR (EMSA.NAC.DE ELECTR ADR  29244T101        18890      1136130 SH       D       3       1136130            0            0
ENDESA-CHILE COM               COM  29244T101         6198       560337 SH       D       6        560337            0            0
EMULEX CORP COM                COM  292475209        37803       575511 SH       D       6        575511            0            0
EMULEX CORP                    COM  292475209          626         9532 SH       D       7          9532            0            0
EMUSIC COM INC COM             COM  292476108          523       220230 SH       D       6        220230            0            0
EN POINTE TECHNOLOGIES COM     COM  29247F108          617        70622 SH       D       6         70622            0            0
ENCAD INC COM                  COM  292503109          313       106802 SH       D       6        106802            0            0
ENCHIRA BIOTECHNOLOGY CORP. CO COM  29251Q107          396        64110 SH       D       6         64110            0            0
ENCOMPASS SERVICES CORP COM    COM  29255U104         3284       571260 SH       D       6        569260            0         2000
Encompass Services             COM  29255U104           62        10864 SH       D       7         10864            0            0
ENCORE WIRE COM                COM  292562105          885       164737 SH       D       6        164737            0            0
ENCORE WIRE CORP               COM  292562105            3          601 SH       D       7           601            0            0
ENDOSONICS COM                 COM  29264K105         1120       199255 SH       D       6        199255            0            0
ENDOSONICS CORP                COM  29264K105           12         2243 SH       D       7          2243            0            0
ENDOCARE INC COM               COM  29264P104         3092       152700 SH       D       6        152700            0            0
ENDOCARE INC                   COM  29264P104           12          600 SH       D       7           600            0            0
ENERGY CONVERSION DEVICES INC  COM  292659109         5413       213322 SH       D       6        213322            0            0
ENERGY CONVERSION DEVICES      COM  292659109           32         1263 SH       D       7          1263            0            0
ENERGEN CORP                   COM  29265N108        22966      1052912 SH       D       6       1014912            0        38000
Energen Corp.                  COM  29265N108          101         4657 SH       D       7          4657            0            0
ENERGY EAST CORP COM           COM  29266M109        60908      3195186 SH       D       6       2922377            0       272809
ENERGY EAST CORP               COM  29266M109         1385        72659 SH       D       7         58743            0        13916
ENERGIZER HOLDINGS INC         COM  29266R108           11          400 SH       D       2           400            0            0
ENERGIZER HOLDINGS INC         COM  29266R108            0            1 SH       D       3             1            0            0
ENERGIZER HOLDINGS INC W/I COM COM  29266R108        20417      1118560 SH       D       6       1104324            0        14235
ENERGIZER HLDGS INC            COM  29266R108          573        31438 SH       D       7         20432            0        11006
ENERSIS SA -SPONS ADR REPR 50  ADR  29274F104        19669       659299 SH       D       3        659299            0            0
ENERSIS S.A. COM               COM  29274F104         8361       419394 SH       D       6        419394            0            0
ENGAGE, INC.                   COM  292827102         3114       240732 SH       D       6        213532            0        27200
ENGAGE TECHNOLOGIES            COM  292827102           85         6600 SH       D       7          6600            0            0
ENGELHARD CORP COM STOCK US$1  COM  292845104           54         2100 SH       D       2          2100            0            0
ENGELHARD CORP COM STOCK US$1  COM  292845104         5605       199980 SH       D       3        182080            0        17900
ENGELHARD CORP COM             COM  292845104        56431      3307316 SH       D       6       3049628            0       257688
Engelhard Corporation          COM  292845104         2478       145271 SH       D       7         96069            0        49202
ENGELHARD CORP.                COM  292845104          115         6779 SH       S       7          6779            0            0
ENGINEERED SUPPORT SYS INC COM COM  292866100          703        51143 SH       D       6         51143            0            0
ENGINEERED SUPPORT SYSTEMS     COM  292866100            4          317 SH       D       7           317            0            0
ENGINEERING ANIMATION COM      COM  292872108         1764       188853 SH       D       6        188853            0            0
Engineering Animation Inc.     COM  292872108           20         2184 SH       D       7          2184            0            0
ENGINEERING MEASUREMENT CO     COM  292880101            1          200 SH       D       7           200            0            0
ENGLE HOMES COM                COM  292896107         1445       151195 SH       D       6        151195            0            0
ENGLE HOMES INC                COM  292896107            3          411 SH       D       7           411            0            0
ENERGYNORTH INC                COM  292925104         1943        32805 SH       D       6         32805            0            0
ENERGYNORTH INC                COM  292925104            7          122 SH       D       7           122            0            0
ENDOCARDIAL SOLUTION COM       COM  292962107          873       102822 SH       D       6        102822            0            0
ENERGYSOUTH, INC COM           COM  292970100         1008        53433 SH       D       6         53433            0            0
ENERGYSOUTH INC                COM  292970100            3          179 SH       D       7           179            0            0
ENESCO GROUP, INC COM          COM  292973104         1103       232341 SH       D       6        232341            0            0
Enesco Group Inc.              COM  292973104           14         3093 SH       D       7          3093            0            0
ENHANCE FINL SVCS COM          COM  293310108        10527       732346 SH       D       6        732346            0            0
Enhance Finl. Svcs. Group Inc. COM  293310108          116         8091 SH       D       7          8091            0            0
ENNIS BUSINESS FORMS INC COM   COM  293389102         1864       233080 SH       D       6        233080            0            0
ENNIS BUSINESS FORMS           COM  293389102            4          599 SH       D       7           599            0            0
ENRON CORP COM STOCK US$0.10   COM  293561106         1076        11020 SH       D       2         11020            0            0
ENRON CORP COM STOCK US$0.10   COM  293561106       115770      1111747 SH       D       3       1067147            0        44600
ENRON CORP COM STOCK US$0.10   COM  293561106         2851        29200 SH       D       4         29200            0            0
ENRON CORP                     COM  293561106        16029       248518 SH       D       5        248518            0            0
ENRON CORP COM                 COM  293561106      1292425     20037608 SH       D       6      18500501            0      1537107
Enron Corp                     COM  293561106        37347       579030 SH       D       7        418083            0       160947
ENE.N                          COM  293561106         4578        58000 SH       D       9         58000            0            0
ENRON CORPORATION              COM  293561106         2509        38910 SH       S       7         38910            0            0
ENSTAR GROUP INC               COM  29358M108            0           65 SH       D       1             0           65            0
ENTERCOM COMMUNICATIONS CORP C COM  293639100        19070       391191 SH       D       6        388791            0         2400
Entercom Communications Corp.  COM  293639100          237         4879 SH       D       7          4879            0            0
ENTERCM CM6QPF                 CVP  29363P104            0       273500 SH       D       1        273500            0            0
ENTERGY!0.01                   COM  29364G103          581        21400 SH       D       1         21400            0            0
ENTERGY CORP COM STOCK US$5    COM  29364G103          141         3430 SH       D       2          3430            0            0
ENTERGY CORP COM STOCK US$5    COM  29364G103        14862       352314 SH       D       3        333314            0        19000
ENTERGY CORP COM STOCK US$5    COM  29364G103          592        14400 SH       D       4         14400            0            0
ENTERGY CORP                   COM  29364G103         2293        84336 SH       D       5         84336            0            0
ENTERGY COM                    COM  29364G103       173093      6366652 SH       D       6       5902086            0       464566
Entergy Corp.                  COM  29364G103         5963       219345 SH       D       7        146614            0        72731
ENTERGY!0.01                   COM  29364G103          407        15000 SH       D       9         15000            0            0
ENTERGY CORPORATION            COM  29364G103          332        12217 SH       S       7         12217            0            0
ENTERTAINMENT PPTYS COM        COM  29380T105         5893       426674 SH       D       6        424674            0         2000
Entertainment Properties Trust COM  29380T105           33         2436 SH       D       7          2436            0            0
ENTREMED!0.01                  COM  29382F103          580        19400 SH       D       1         19400            0            0
ENTROMED INC COM               COM  29382F103         8533       285036 SH       D       6        285036            0            0
EntreMed Inc.                  COM  29382F103           77         2591 SH       D       7          2591            0            0
ENTREMED!0.01                  COM  29382F103          928        31000 SH       D       9         31000            0            0
ENTRADE INC COM                COM  29382L100          883       125051 SH       D       6        125051            0            0
ENTRADE INC                    COM  29382L100            8         1200 SH       D       7          1200            0            0
ENTRUST TECHNOLOGIES INC COM   COM  293848107        36024       435347 SH       D       6        435347            0            0
ENTRUST TECHNOLOGIES INC.      COM  293848107          700         8464 SH       D       7          8464            0            0
ENZON INC COM                  COM  293904108        31444       739863 SH       D       6        712763            0        27100
Enzon Inc                      COM  293904108          301         7095 SH       D       7          7095            0            0
ENVIRONMENTAL TECH COM         COM  293961108          226        15700 SH       D       6         15700            0            0
EQUIMED INC (NEW) COM          COM  293988994            0        21734 SH       D       6         21734            0            0
ENVIRONMENTAL TECTONICS CORP C COM  294092101          362        39215 SH       D       6         39215            0            0
ENVIRONMENTAL TECTONICS CORP   COM  294092101            3          374 SH       D       7           374            0            0
ENZO BIOCHEM INC COM           COM  294100102        29857       432719 SH       D       6        432719            0            0
Enzo Biochem Inc.              COM  294100102          306         4441 SH       D       7          4441            0            0
ENVISION DEVELOPMENT CORP COM  COM  29410N102           48         2190 SH       D       6          2190            0            0
ENVISION DEVELPMENT CORP       COM  29410N102           15          600 SH       D       7           600            0            0
EPIMMUNE INV                   COM  29425Y101           12         2000 SH       D       7          2000            0            0
EPITOPE INC                    COM  294261102         2062       150008 SH       D       6        150008            0            0
EPITOPE INC                    COM  294261102           22         1601 SH       D       7          1601            0            0
EPLUS INC COM                  COM  294268107          875        33100 SH       D       6         33100            0            0
EPLUS INC                      COM  294268107           16          634 SH       D       7           634            0            0
EPICOR SOFTWARE CORP COM       COM  29426L108         1599       639939 SH       D       6        639939            0            0
Epicor Software Corp.          COM  29426L108            9         3861 SH       D       7          3861            0            0
EPICEDGE INC EPICEDGE INC      COM  29426X102            0        26000 SH       D       6         26000            0            0
EPRESENCE, INC COM             COM  294348107         4051       558777 SH       D       6        558777            0            0
Epresence Inc                  COM  294348107           35         4955 SH       D       7          4955            0            0
EPRISE CORP COM                COM  294352109         2841       172873 SH       D       6        172873            0            0
EQNU INVENTORY MORGAN STANLEY  COM  294407ZZ7       785177    371845674 SH       D       6     371845674            0            0
EQUIFAX INC COM STOCK US$2.50  COM  294429105          101         2560 SH       D       2          2560            0            0
EQUIFAX INC COM STOCK US$2.50  COM  294429105         8580       209059 SH       D       3        192259            0        16800
EQUIFAX INC                    COM  294429105         1315        50129 SH       D       5         50129            0            0
EQUIFAX INC COM                COM  294429105        99053      3773473 SH       D       6       3479841            0       293632
Equifax Inc                    COM  294429105         2973       113293 SH       D       7         83051            0        30242
EQUIFAX INC                    COM  294429105          197         7525 SH       S       7          7525            0            0
EQUINOX SYS INC COM            COM  294436100            6         1100 SH       D       6          1100            0            0
EQUINOX SYSTEMS INC            COM  294436100            1          237 SH       D       7           237            0            0
EQUITABLE BANK COM             COM  29444Q105           10          832 SH       D       6           832            0            0
EQUITABLE BANK                 COM  29444Q105            5          420 SH       D       7           420            0            0
EQUITABLE RESOURCES INC COM    COM  294549100        48269      1000398 SH       D       6        973998            0        26400
Equitable Resources Inc.       COM  294549100          284         5898 SH       D       7          5898            0            0
EQUITEX INC COM                COM  294592308          705        99898 SH       D       6         99898            0            0
EQUITEX INC                    COM  294592308            3          439 SH       D       7           439            0            0
EQUITY INCOME FUND (AT&T)      COM  294700703           52          200 SH       D       2           200            0            0
EQUITY INCOME FUND (AT&T)      COM  294700703         3937        14886 SH       D       3         14886            0            0
EQUITY INNS COM                COM  294703103         5757       939952 SH       D       6        933552            0         6400
Equity Inns Inc.               COM  294703103           64        10573 SH       D       7         10573            0            0
EQUITY MARKETING COM           COM  294724109          384        36149 SH       D       6         36149            0            0
EQUITY OFFICE PROPERTIES       COM  294741103          154         3700 SH       D       2          3700            0            0
EQUITY OFFICE PROPERTIES       COM  294741103        11728       271895 SH       D       3        271895            0            0
EQUITY OFFICE PROPERTIES TR    COM  294741103         2425        88024 SH       D       5         88024            0            0
EQUITY OFFICE COM              COM  294741103       121988      4425881 SH       D       6       4393671            0        32210
EQUITY OFFICE PROPERTIES       COM  294741103         4454       161601 SH       D       7         88213            0        73388
EQUITY ONE COM                 COM  294752100          233        24267 SH       D       6         24267            0            0
EQUITY ONE INC                 COM  294752100            6          677 SH       D       7           677            0            0
EQUITY RESIDENTIAL PROPERTIES  COM  29476L107          338         4700 SH       D       3          4700            0            0
EQUITY RESIDENTIAL PROPS TR    COM  29476L107         1990        43262 SH       D       5         43262            0            0
EQUITY RESIDENTIAL COM         COM  29476L107        83322      1811350 SH       D       6       1799975            0        11375
EQUITY RESIDENTIAL PROPERTIES  COM  29476L107         2354        51183 SH       D       7         18836            0        32347
ERICSSON L M TELEPHONE         COM  294821400         6502       325104 SH       D       7        325104            0            0
ERIE INDTY CO CL A COM         COM  29530P102        17173       545186 SH       D       6        538024            0         7162
ERIE INDEMNITY COMPANY         COM  29530P102          373        11871 SH       D       7          4999            0         6872
ESCALADE INC                   COM  296056104            2          139 SH       D       7           139            0            0
ESHARE TECHNOLOGIES INC COM    COM  296428105          804       114873 SH       D       6        114873            0            0
EShare Technologies            COM  296428105           12         1754 SH       D       7          1754            0            0
ESPEED INC-CIA COM             COM  296643109         4577       105392 SH       D       6        105392            0            0
ESPEED INC-CL A                COM  296643109           26          600 SH       D       7           600            0            0
ESOFT.INC COM                  COM  296904105           36         5200 SH       D       6          5200            0            0
ESSEX PPTY TR INC COM          COM  297178105        16639       396176 SH       D       6        393476            0         2700
Essex Property Trust Inc.      COM  297178105          125         2989 SH       D       7          2989            0            0
ESTERLINE CORP COM             COM  297425100         8716       586011 SH       D       6        586011            0            0
Esterline Technologies Corp.   COM  297425100           42         2874 SH       D       7          2874            0            0
ETHAN ALLEN COM                COM  297602104        19672       819698 SH       D       6        819698            0            0
ETHAN ALLEN INTERIORS INC      COM  297602104          241        10045 SH       D       7         10045            0            0
ETHYL CORP COM                 COM  297659104         2129       851604 SH       D       6        851604            0            0
Ethyl Corp.                    COM  297659104           20         8019 SH       D       7          8019            0            0
ETINUM INC COM                 COM  297664104           28         5000 SH       D       6          5000            0            0
ETOYS COM                      COM  297862104         2332       367641 SH       D       6        356741            0        10900
ETOYS INC.                     COM  297862104           63         9948 SH       D       7          8800            0         1148
EURONET SERVICES INC COM       COM  298736109         1009       115400 SH       D       6        115400            0            0
EUROWEB INTL CORP COM          COM  298801101           31        11100 SH       D       6         11100            0            0
EUROWEB INTERNATIONAL CORP     COM  298801101            3         1300 SH       D       7          1300            0            0
EVANS & SUTHERLAND COMPUTER CO COM  299096107          818       128427 SH       D       6        128427            0            0
EVANS & SUTHERLAND COMPUTER CO COM  299096107            2          365 SH       D       7           365            0            0
EVERCEL INC COM                COM  299759100          278        20276 SH       D       6         20276            0            0
EVERCEL INC                    COM  299759100            1          100 SH       D       7           100            0            0
EVERGREEN RES INC COM NO PAR   COM  299900308         5741       193822 SH       D       6        193822            0            0
Evergreen Resources Inc.       COM  299900308           89         3015 SH       D       7          3015            0            0
EVEREX SYSMS INC COM           COM  300072105           25        67530 SH       D       6         67530            0            0
EVERTRUST GROUP COM            COM  300412103           38         3800 SH       D       6          3800            0            0
EVOLVING SYS INC COM           COM  30049R100          536        91300 SH       D       6         91300            0            0
EVOLVING SYSTEMS INC           COM  30049R100           20         3419 SH       D       7          3419            0            0
EXABYTE CORP COM               COM  300615101         1365       303528 SH       D       6        303528            0            0
EXABYTE CORP                   COM  300615101           10         2231 SH       D       7          2231            0            0
EXAR CORP NPV                  COM  300645108        11238       128900 SH       D       1        128900            0            0
EXAR CORP COM                  COM  300645108        31102       356734 SH       D       6        337334            0        19400
Exar Corp.                     COM  300645108          276         3174 SH       D       7          3174            0            0
EXACTECH INC COM               COM  30064E109          355        22300 SH       D       6         22300            0            0
EXACTECH INC                   COM  30064E109            5          319 SH       D       7           319            0            0
EXCALIBUR TECHNOLOGIES CORP CO COM  300651205         9820       245895 SH       D       6        245895            0            0
Excalibur Technologies Corp.   COM  300651205          131         3295 SH       D       7          3295            0            0
EXCEL LEGACY CORP COM          COM  300665106          729       271291 SH       D       6        271291            0            0
EXCEL TECH COM                 COM  30067T103         7246       144020 SH       D       6        144020            0            0
EXCEL TECHNOLOGY INC           COM  30067T103           30          606 SH       D       7           606            0            0
EXCELON CORP COM               COM  300691102         2353       296528 SH       D       6        296528            0            0
EXCELON CORPORATION            COM  300691102           18         2332 SH       D       7          2332            0            0
EXCHANGE APPLICATIONS COM      COM  300867108        15227       571923 SH       D       6        571923            0            0
Exchange Applications Inc.     COM  300867108          112         4228 SH       D       7          4228            0            0
EXELIXIS INC COM               COM  30161Q104         9579       287017 SH       D       6        287017            0            0
EXELIXIS INC                   COM  30161Q104           53         1613 SH       D       7          1613            0            0
EXTENDED SYSTEMS INC COM       COM  301973103        10862       113152 SH       D       6        107900            0         5252
EXTENDED SYSTEMS INC           COM  301973103          134         1400 SH       D       7          1400            0            0
EXIDE CORP COM                 COM  302051107         2836       354512 SH       D       6        354512            0            0
Exide Corp.                    COM  302051107           39         4982 SH       D       7          4982            0            0
EXODUS COMMNS                  COM  302088109           11          250 SH       D       1             0          250            0
EXODUS COMMUNICATION COM       COM  302088109       224674      4877594 SH       D       6       4803394            0        74200
EXODUS COMMUNICATIONS INC      COM  302088109         7484       162488 SH       D       7         80040            0        82448
EXDS.O                         COM  302088109          809        17100 SH       D       9         17100            0            0
EXPEDIA COM                    COM  302125109         1822       123025 SH       D       6        123025            0            0
EXPEDIA INC.                   COM  302125109           31         2100 SH       D       7          2100            0            0
EXPEDITORS INTL WASH INC       COM  302130109        34002       715837 SH       D       6        715437            0          400
EXPEDITORS INTL WASH INC       COM  302130109          621        13084 SH       D       7          3404            0         9680
EXPONENT INC                   COM  30214U102            2          300 SH       D       7           300            0            0
EXPRESS SCRIPTS COM            COM  302182100        33759       543418 SH       D       6        542518            0          900
EXPRESS SCRIPTS INC CLASS A    COM  302182100          396         6380 SH       D       7          2204            0         4176
EXPROFUELS INC COM             COM  302205109            2        41475 SH       D       6         41475            0            0
EXTENDED STAY AMERI I COM      COM  30224P101        15521      1677966 SH       D       6       1677966            0            0
EXTENDED STAY AMERICA INC      COM  30224P101          185        20056 SH       D       7         20056            0            0
EXTENSITY INC COM              COM  302255104         4518       131914 SH       D       6        131914            0            0
EXTENSITY INC                  COM  302255104           38         1120 SH       D       7          1120            0            0
EXTREME NETWORKS INC COM       COM  30226D106        27570       261330 SH       D       6        261330            0            0
EXTREME NETWORKS INC.          COM  30226D106          839         7959 SH       D       7          3400            0         4559
EZCORP INC. COM                COM  302301106           42        24000 SH       D       6         24000            0            0
EZENIA INC COM                 COM  302311105          721       162493 SH       D       6        162493            0            0
EZENIA INC.                    COM  302311105            3          690 SH       D       7           690            0            0
EXXON MOBIL CORPORATION COM    COM  30231G102        60873       709800 SH       D       1        569582       140218            0
EXXON MOBIL CORPORATION COM    COM  30231G102        11592        97546 SH       D       2         97546            0            0
EXXON MOBIL CORPORATION COM    COM  30231G102       742369      6014926 SH       D       3       5758521            0       256405
EXXON MOBIL CORPORATION COM    COM  30231G102        13507       113656 SH       D       4        113656            0            0
EXXON MOBIL CORPORATION        COM  30231G102        94725      1206695 SH       D       5       1206695            0            0
EXXON MOBILE CORPORATION COM   COM  30231G102      8019251    102156074 SH       D       6      93969463            0      8186611
EXXON MOBIL CORP               COM  30231G102       269501      3433142 SH       D       7       2587201            0       845941
XOM.N                          COM  30231G102          433         5380 SH       D       9          5380            0            0
EXXON MOBIL CORPORATION        COM  30231G102        14531       185109 SH       S       7        185109            0            0
F&M BANCORP COM                COM  302367107         2580       130675 SH       D       6        130675            0            0
F & M Bancorp MD               COM  302367107           35         1786 SH       D       7          1786            0            0
F & M NATL CORP COM            COM  302374103         9343       444910 SH       D       6        442004            0         2906
F & M National Corp.           COM  302374103          118         5648 SH       D       7          5648            0            0
FBL FINL GROUP INC COM         COM  30239F106         5578       354199 SH       D       6        353199            0         1000
FBL Financial Group Inc.       COM  30239F106           58         3719 SH       D       7          3719            0            0
FEI CO COM                     COM  30241L109         7359       241306 SH       D       6        241306            0            0
FEI COMPANY                    COM  30241L109           44         1469 SH       D       7          1469            0            0
FFW CORPORATION                COM  30242L108            4          400 SH       D       7           400            0            0
FFY FINL COM                   COM  30242U108         1114       101315 SH       D       6        101315            0            0
FFY FINANCIAL CORP             COM  30242U108            3          288 SH       D       7           288            0            0
FFLC BANCORP INC               COM  30242W104            2          164 SH       D       7           164            0            0
FFD FINANCIAL CORP             COM  30243C107            3          400 SH       D       7           400            0            0
FLIR SYS INC COM               COM  302445101          929       143016 SH       D       6        143016            0            0
FMC CORP COM STOCK US$0.10     COM  302491303           43          500 SH       D       2           500            0            0
FMC CORP COM STOCK US$0.10     COM  302491303         4081        45701 SH       D       3         45701            0            0
FMC CORP COM NEW               COM  302491303        58271      1004683 SH       D       6        922678            0        82005
FMC Corporation                COM  302491303         1458        25153 SH       D       7         21853            0         3300
FMC CORP                       COM  302491303           94         1622 SH       S       7          1622            0            0
FMS FINANCIAL CORPORATION      COM  302509104            7         1000 SH       D       7          1000            0            0
FNB CORP/NORTH CAROLINA        COM  302519103            5          534 SH       D       7           534            0            0
F N B CORP PA                  COM  302520101         6785       328991 SH       D       6        326366            0         2625
F N B CORP PA                  COM  302520101          103         5021 SH       D       7          5021            0            0
FNB FINANCIAL SERVICES CORP    COM  302526108            1          153 SH       D       7           153            0            0
FPA MEDICAL MANAGEME COM       COM  302543103            0        25557 SH       D       6         25557            0            0
FPIC INSURANCE GROUP INC COM   COM  302563101         2228       142057 SH       D       6        142057            0            0
FPIC Insurance Group Inc.      COM  302563101           22         1455 SH       D       7          1455            0            0
FPL GROUP INC COM STOCK US$0.0 COM  302571104          222         2970 SH       D       2          2970            0            0
FPL GROUP INC COM STOCK US$0.0 COM  302571104        21500       287903 SH       D       3        274803            0        13100
FPL GROUP INC                  COM  302571104         3092        62473 SH       D       5         62473            0            0
FPL GROUP INC COM              COM  302571104       280874      5674225 SH       D       6       5283820            0       390405
FPL GROUP INC                  COM  302571104        12158       245631 SH       D       7        143595            0       102036
FPL GROUP,INC                  COM  302571104          469         9489 SH       S       7          9489            0            0
FSF FINANCIAL CORP             COM  30262K105            4          400 SH       D       7           400            0            0
FSI INTL INC COM               COM  302633102         9552       440460 SH       D       6        440460            0            0
FSI International Inc.         COM  302633102          107         4961 SH       D       7          4961            0            0
FVC COM INC COM                COM  30266P100         1281       165380 SH       D       6        165380            0            0
FIRST VIRTUAL CORP             COM  30266P100            9         1201 SH       D       7          1201            0            0
FVNB CORP COM                  COM  302674106          352        10444 SH       D       6         10444            0            0
FVNB CORP                      COM  302674106           13          406 SH       D       7           406            0            0
FX ENERGY COM                  COM  302695101         1004       176588 SH       D       6        176588            0            0
FX ENERGY INC                  COM  302695101            3          583 SH       D       7           583            0            0
F Y I INC COM                  COM  302712104         7910       234819 SH       D       6        234819            0            0
FYI Inc.                       COM  302712104          110         3272 SH       D       7          3272            0            0
FAB INDUSTRIES INC             COM  302747100            2          205 SH       D       7           205            0            0
FCNB CORP COM                  COM  302920103         2424       134238 SH       D       6        134238            0            0
FCNB Corp                      COM  302920103           29         1624 SH       D       7          1624            0            0
FAHNESTOCK VINER HLDGS INC CL  COM  302921101          178         9500 SH       D       6          9500            0            0
FTI CONSULTING INC             COM  302941109            6          600 SH       D       7           600            0            0
FACTORY 2-U INC COM            COM  303072102         7154       189215 SH       D       6        189215            0            0
Factory 2-U Stores Inc.        COM  303072102           99         2629 SH       D       7          2629            0            0
FACTSET RESH SYS INC COM       COM  303075105        11185       395945 SH       D       6        395945            0            0
Factset Research Systems Inc.  COM  303075105          114         4060 SH       D       7          4060            0            0
FACTUAL DATA CORP              COM  303094106            8          900 SH       D       7           900            0            0
FAIR ISSAC & CO INC COM        COM  303250104         9632       218917 SH       D       6        218917            0            0
Fair Isaac & Co. Inc.          COM  303250104           87         1983 SH       D       7          1983            0            0
FAIRCHILD CORP CL A            COM  303698104         1781       365351 SH       D       6        365351            0            0
Fairchild Corp.                COM  303698104           17         3548 SH       D       7          3548            0            0
FAIRCHLD SEMI'A                COM  303726103         5127       126600 SH       D       1        126600            0            0
FAIRCHILD SEMICONDUCTOR COM    COM  303726103        11656       287814 SH       D       6        287814            0            0
FAIRCHILD SEMICON INTL - CL A  COM  303726103          194         4800 SH       D       7          4800            0            0
FAIRFIELD CMNTYS INC COM       COM  304231301        12195      1548667 SH       D       6       1497467            0        51200
Fairfield Communities Inc.     COM  304231301           79        10108 SH       D       7         10108            0            0
FAIR MARKET INC COM            COM  305158107          566        80209 SH       D       6         80209            0            0
FALCON PRODS INC               COM  306075102          681        71714 SH       D       6         71714            0            0
FALCON PRODS INC               COM  306075102            3          334 SH       D       7           334            0            0
FAMILY DOLLAR STORES INC COM   COM  307000109        45389      2320234 SH       D       6       2316934            0         3300
FAMILY DOLLAR STORES           COM  307000109         1105        56496 SH       D       7         27568            0        28928
FAMILY GOLD CTRS INC COM       COM  30701A106           11        48374 SH       D       6         48374            0            0
FAMILY GOLF CENTERS INC        COM  30701A106            0          952 SH       D       7           952            0            0
FARGO ELECTRONICS COM          COM  30744P102          200        56400 SH       D       6         56400            0            0
FARMER BROTHERS CO COM         COM  307675108         3244        18538 SH       D       6         18538            0            0
FARMER BROTHERS CO             COM  307675108           15           86 SH       D       7            86            0            0
FARM FAMILY HLDGS INC COM      COM  307901108         2468        79791 SH       D       6         79791            0            0
Farm Family Holdings Inc.      COM  307901108           38         1259 SH       D       7          1259            0            0
FARMERS CAP BK CORP COM        COM  309562106         3132       103123 SH       D       6        103123            0            0
Farmers Capital Bank Corp.     COM  309562106           41         1360 SH       D       7          1360            0            0
FASTNET CORP COM               COM  311877104           49        13300 SH       D       6         13300            0            0
FATBRAIN COM INC COM           COM  311889109          817       123906 SH       D       6        123906            0            0
FASTENAL CO COM                COM  311900104        24255       479130 SH       D       6        479130            0            0
FASTENAL CO                    COM  311900104          724        14320 SH       D       7          8677            0         5643
FEDEX CORP                     COM  31304N107           33          840 SH       D       1             0          840            0
FEDDERS CORP COM               COM  313135105         2708       465994 SH       D       6        465994            0            0
Fedders Corporation            COM  313135105           36         6302 SH       D       7          6302            0            0
FEDDERS CORP COM               COM  313135303          815       176415 SH       D       6        176415            0            0
FEDERAL AGRIC MTG CORP COM     COM  313148108           16          947 SH       D       6           947            0            0
FEDERAL AGRIC MTG CORP COM     COM  313148306         1598       109784 SH       D       6        109784            0            0
Federal Agriculture Mtg. Corp. COM  313148306            9          635 SH       D       7           635            0            0
FREDDIE MAC COM STK US$0.84    COM  313400301         2323        37900 SH       D       1         37900            0            0
FREDDIE MAC COM STK US$0.84    COM  313400301         1238        20200 SH       D       2         20200            0            0
FREDDIE MAC COM STK US$0.84    COM  313400301        62494      1004203 SH       D       3        947603            0        56600
FREDDIE MAC COM STK US$0.84    COM  313400301         1367        22300 SH       D       4         22300            0            0
FEDERAL HOME LN MTG CORP COM   COM  313400301       786769     19426399 SH       D       6      17847830            0      1578569
FEDERAL HOME LN MTG CORP       COM  313400301        25208       622443 SH       D       7        497070            0       125373
FRED MAC USD0.2                COM  313400301         2632        65000 SH       D       9         65000            0            0
FHLMC                          COM  313400301         1496        36962 SH       S       7         36962            0            0
FEDERAL MOGUL CORP COM         COM  313549107        14940      1562363 SH       D       6       1562363            0            0
FEDERAL MOGUL CORP             COM  313549107          110        11598 SH       D       7          4111            0         7487
FANNIE MAE COM STK             COM  313586109        11101       178400 SH       D       1        178400            0            0
FANNIE MAE COM STK             COM  313586109         2608        33010 SH       D       2         33010            0            0
FANNIE MAE COM STK             COM  313586109       128558      1582534 SH       D       3       1500734            0        81800
FANNIE MAE COM STK             COM  313586109         1998        25300 SH       D       4         25300            0            0
FANNIE MAE                     COM  313586109        18559       355616 SH       D       5        355616            0            0
FEDERAL NATIONAL MTG ASSOC COM COM  313586109      1543860     29582948 SH       D       6      27279939            0      2303009
FEDERAL NATL MTG ASSN          COM  313586109        51670       990085 SH       D       7        758117            0       231968
FEDERAL NATIONAL MORT ASSOC    COM  313586109         2796        53595 SH       S       7         53595            0            0
FEDERAL REALTY INVT TRUST      COM  313747206        19935       996786 SH       D       6        991786            0         5000
Federal Realty Investment Tr.  COM  313747206          140         7020 SH       D       7          7020            0            0
FEDERAL SCREW WORKS            COM  313819104            1           48 SH       D       7            48            0            0
FEDERAL SIGNAL CORP COM        COM  313855108        17439      1056948 SH       D       6       1056948            0            0
Federal Signal Corp.           COM  313855108          139         8474 SH       D       7          8474            0            0
FEDERATED DEPARTMENT STORES IN COM  31410H101          888        17600 SH       D       1         17000          600            0
FEDERATED DEPARTMENT STORES IN COM  31410H101          518        10145 SH       D       2         10145            0            0
FEDERATED DEPARTMENT STORES IN COM  31410H101        16912       320731 SH       D       3        298331            0        22400
FEDERATED DEPT STORES INC COM  COM  31410H101       235974      6991829 SH       D       6       6465104            0       526725
FEDERATED DEPT STORES INC DEL  COM  31410H101        11707       346884 SH       D       7        218265            0       128619
FEDERATED DEPARTMENT STORES    COM  31410H101          384        11392 SH       S       7         11392            0            0
FEDERATED INVS INC P COM       COM  314211103        27826       793631 SH       D       6        793631            0            0
FEDERATED INVESTORS INC.       COM  314211103          581        16579 SH       D       7          5460            0        11119
FEDEX CORPORATION              COM  31428X106          283         4920 SH       D       2          4920            0            0
FEDEX CORPORATION              COM  31428X106        26391       445864 SH       D       3        411064            0        34800
FEDEX CORPORATION              COM  31428X106         3954       104077 SH       D       5        104077            0            0
FEDEX CORP COM                 COM  31428X106       306527      8066507 SH       D       6       7466720            0       599787
Fedex Corporation              COM  31428X106        10037       264139 SH       D       7        193895            0        70244
FEDEX CORPORATION              COM  31428X106          586        15429 SH       S       7         15429            0            0
FELCOR LODGING TRUST INC. COM  COM  31430F101        22624      1222965 SH       D       6       1177565            0        45400
FELCOR LODGING TRUST, INC.     COM  31430F101          575        31092 SH       D       7         24937            0         6155
FERRO CORP COM                 COM  315405100        20568       979459 SH       D       6        964459            0        15000
Ferro Corp.                    COM  315405100          134         6386 SH       D       7          6386            0            0
F5 NETWORKS INC COM            COM  315616102        10723       196545 SH       D       6        196545            0            0
F5 NETWORKS                    COM  315616102           70         1300 SH       D       7          1300            0            0
FIAT SPA ADR                   COM  315621888         1623        62748 SH       D       7         62748            0            0
FIBERMARK INC COM              COM  315646109         2185       176568 SH       D       6        176568            0            0
FIBERMARK INC                  COM  315646109            3          286 SH       D       7           286            0            0
FIBERNET TELECOM GRP FIBERNET  COM  315653105            0        27100 SH       D       6         27100            0            0
FIBERSTARS INC                 COM  315662106            2          300 SH       D       7           300            0            0
FIDELITY BANCORP INC/PENN      COM  315831107            4          400 SH       D       7           400            0            0
FIDELITY BANCORP INC           COM  31583B105            1          107 SH       D       7           107            0            0
FIDELITY BANKSHARES INC COM    COM  316047109           60         3915 SH       D       6          3915            0            0
FIDELITY BANKSHARES INC        COM  316047109           11          750 SH       D       7           750            0            0
FIDELITY HLDNGS INC COM        COM  31617J306           21        16937 SH       D       6         16937            0            0
Fidelity Holdings Inc          COM  31617J306            0          714 SH       D       7           714            0            0
FIDELITY NATIONAL CORP COM     COM  316320100            2          469 SH       D       6           469            0            0
FIDELITY NATIONAL CORP         COM  316320100            2          363 SH       D       7           363            0            0
FIDELITY NATL FINL INC COM     COM  316326107        26596      1452360 SH       D       6       1452360            0            0
Fidelity National Financial    COM  316326107          204        11156 SH       D       7         11156            0            0
5TH AVENUE CHANNEL CORP COM    COM  316700103            0        75750 SH       D       6         75750            0            0
FIFTHTHIRD BANCORP NPV         COM  316773100          445         4650 SH       D       2          4650            0            0
FIFTHTHIRD BANCORP NPV         COM  316773100        40330       422782 SH       D       3        402645            0        20137
FIFTHTHIRD BANCORP NPV         COM  316773100         1139        11900 SH       D       4         11900            0            0
FIFTH THIRD BANCORP COM        COM  316773100       498993      7886241 SH       D       6       7263620            0       622620
Fifth Third Bancorp            COM  316773100        14235       225064 SH       D       7        178106            0        46958
FIFTH THIRD BANCORP            COM  316773100         1042        16481 SH       S       7         16481            0            0
FILENES BASEMENT COM           COM  316866102            0        13900 SH       D       6         13900            0            0
FILENE'S BASEMENT CORP         COM  316866102            0          900 SH       D       7           900            0            0
FILENET CORP COM               COM  316869106        18920      1029674 SH       D       6       1010441            0        19233
FileNet Corp.                  COM  316869106          111         6063 SH       D       7          6063            0            0
FINANCIAL FED CORP COM         COM  317492106         4727       272063 SH       D       6        272063            0            0
Financial Federal Corp.        COM  317492106           60         3475 SH       D       7          3475            0            0
FINANCIAL INDS CORP COM        COM  317574101          119        14665 SH       D       6         14665            0            0
FINANCIAL INDUSTRIES CORP      COM  317574101            1          242 SH       D       7           242            0            0
FINL SEC                       COM  31769P100        26026       343000 SH       D       1        343000            0            0
FINANCIAL SEC ASSURN HLDINGS L COM  31769P100        37963       500349 SH       D       6        494386            0         5963
FINANCIAL SECURITY ASSURANCE   COM  31769P100          515         6799 SH       D       7          4610            0         2189
FINE HOST CORP COM             COM  317832103            1         4400 SH       D       6          4400            0            0
FINISTAR COM                   COM  31787A101        15953       609188 SH       D       6        609188            0            0
FINISAR CORP                   COM  31787A101          251         9600 SH       D       7          9600            0            0
FINISHMASTER INC               COM  31787P108            1          300 SH       D       7           300            0            0
FINLAY ENTERPRISES I COM       COM  317884203         1600       123131 SH       D       6        123131            0            0
FINLAY ENTERPRISES INC         COM  317884203            7          583 SH       D       7           583            0            0
FINET.COM INC                  COM  317922300          848      1233640 SH       D       6       1233640            0            0
FINISH LINE COM                COM  317923100         1728       211078 SH       D       6        211078            0            0
Finish Line Inc. Class A       COM  317923100           14         1798 SH       D       7          1798            0            0
FIROVA GROUP INC. COM          COM  317928109        14674      1128787 SH       D       6       1112387            0        16400
FINOVA GROUP INC               COM  317928109          271        20858 SH       D       7         13793            0         7065
FINGER LAKES FINANCIAL CORP    COM  317948107            1          200 SH       D       7           200            0            0
FIREPOND INC COM               COM  318224102         3093        85944 SH       D       6         75144            0        10800
FIREPOND INC                   COM  318224102           63         1751 SH       D       7          1751            0            0
FIRST ALBANY COS INC COM       COM  318465101          910        43349 SH       D       6         43349            0            0
FIRST AMERICAN CORP            COM  318522307        21432      1497474 SH       D       6       1497474            0            0
First American Financial Corp. COM  318522307          148        10359 SH       D       7         10359            0            0
FIRST AVIATION SERVICES INC    COM  31865W108           14         2400 SH       D       7          2400            0            0
FIRST BANCORP COM              COM  318672102         2534       136561 SH       D       6        136561            0            0
First Bancorp                  COM  318672102           74         4022 SH       D       7          4022            0            0
FIRST BANKSHARES INC           COM  318687100            3          400 SH       D       7           400            0            0
FIRST BANCORP N C COM          COM  318910106            0        32319 SH       D       6         32319            0            0
FIRST BANCORP NORTH CAROLINA   COM  318910106            9          652 SH       D       7           652            0            0
FIRST BANKERS TR & SVGS ASSN   COM  319285102            0         2250 SH       D       6          2250            0            0
FIRST BANKS AMERICA INC        COM  31928N103            3          198 SH       D       7           198            0            0
FIRST BELL BANCORP COM         COM  319301107         1032        67687 SH       D       6         67687            0            0
FIRST BELL BANCORP INC         COM  319301107            3          229 SH       D       7           229            0            0
FIRST BUSEY CORP COM           COM  319383105         1835       111693 SH       D       6        111693            0            0
First Busey Corp               COM  319383105           30         1853 SH       D       7          1853            0            0
FIRST CAPITAL HLDGS CORP COM   COM  319417101            0         5854 SH       D       6          5854            0            0
FIRST CASH FINANCIAL SERVICES  COM  31942D107            1          297 SH       D       6           297            0            0
FIRST CASH INC                 COM  31942D107            1          400 SH       D       7           400            0            0
FIRST CHARTER CORP             COM  319439105         7019       445668 SH       D       6        445668            0            0
FIRST CHARTER CORP             COM  319439105           62         3956 SH       D       7          3956            0            0
FIRST CTZNS BANCSHARES INC N C COM  31946M103         5595        94050 SH       D       6         94050            0            0
First Citizens Bancshare Inc.  COM  31946M103           90         1525 SH       D       7          1525            0            0
FIRST COMWLTH FINL CORP PA COM COM  319829107        10886      1201252 SH       D       6       1172352            0        28900
First Commonwealth Finl. Corp. COM  319829107          103        11422 SH       D       7         11422            0            0
FIRST CMNTY FINL CORP N C COM  COM  31984M106            3          200 SH       D       6           200            0            0
FIRST COMMUNITY FINAL CORP     COM  31984M106            3          200 SH       D       7           200            0            0
FIRST CONSULTING GROUP COM     COM  31986R103         1936       348169 SH       D       6        348169            0            0
First Consulting Group Inc.    COM  31986R103           27         5031 SH       D       7          5031            0            0
FIRST FED SVGS & LN ASSN EAST  COM  319944104         1062        35868 SH       D       6         35868            0            0
FIRST FED OF EAST HARTFORD     COM  319944104            4          138 SH       D       7           138            0            0
FIRST FED CAP CORP COM         COM  319960100         2871       259570 SH       D       6        259570            0            0
First Federal Capital Corp.    COM  319960100           16         1491 SH       D       7          1491            0            0
FIRST FED FINL OF KENTUCKY     COM  319961108           10          552 SH       D       7           552            0            0
FIRST DATA CORP COM STOCK US$0 COM  319963104          462         6160 SH       D       2          6160            0            0
FIRST DATA CORP COM STOCK US$0 COM  319963104        50003       644162 SH       D       3        591562            0        52600
FIRST DATA CORP COM STOCK US$0 COM  319963104         1074        14300 SH       D       4         14300            0            0
FIRST DATA CORP                COM  319963104         7248       146051 SH       D       5        146051            0            0
FIRST DATA CORP COM            COM  319963104       566239     11410377 SH       D       6      10543399            0       866978
First Data Corp                COM  319963104        19310       389134 SH       D       7        264999            0       124135
FIRST DATA CORPORATION         COM  319963104         1087        21921 SH       S       7         21921            0            0
FIRST FEDERAL BANCORP INC/OH   COM  319966107            3          600 SH       D       7           600            0            0
FIRST FEDERAL BANCORPORATION   COM  319979100            4          600 SH       D       7           600            0            0
FIRST DEFIANCE FINL CORP COM   COM  32006W106          166        20618 SH       D       6         20618            0            0
FIRST DEFIANCE FINL CORP       COM  32006W106            2          301 SH       D       7           301            0            0
FIRST ESSEX BANCORP INC COM    COM  320103104         1518        95259 SH       D       6         95259            0            0
FIRST ESSEX BANCORP INC        COM  320103104            4          278 SH       D       7           278            0            0
FIRST FINL BANCORP COM         COM  320209109        14719       747681 SH       D       6        747681            0            0
First Financial Bancorp        COM  320209109          160         8173 SH       D       7          8173            0            0
FIRST FED BNCSHS OF ARKANSAS   COM  32020F105            3          204 SH       D       7           204            0            0
FIRST FINL BANKSHARES COM      COM  32020R109         4334       157634 SH       D       6        157634            0            0
First Financial Bankshare Inc. COM  32020R109           42         1545 SH       D       7          1545            0            0
FIRST FEDERAL BANKSHARES       COM  32020V100            4          529 SH       D       7           529            0            0
FIRST FINL CORP IND COM        COM  320218100         2371        77762 SH       D       6         77762            0            0
First Financial Corp/Indiana   COM  320218100           20          674 SH       D       7           674            0            0
FIRST FINANCIAL CORP           COM  320221104            4          400 SH       D       7           400            0            0
FIRST FINL HLDGS INC           COM  320239106         2685       195275 SH       D       6        195275            0            0
FIRST FINL HLDGS INC           COM  320239106           18         1377 SH       D       7          1377            0            0
FIRST FRANKLIN CORP            COM  320272107            3          400 SH       D       7           400            0            0
FIRST GEORGIA HLDG INC         COM  320369101            4         1198 SH       D       6          1198            0            0
FIRST GEORGIA HLDG INC         COM  320369101            3          900 SH       D       7           900            0            0
FIRST INDEPENDENCE CORP        COM  32054B103            3          400 SH       D       7           400            0            0
FIRST INDUSTRIAL REALTY TRUST  COM  32054K103        29236       991078 SH       D       6        985078            0         6000
First Industrial Realty Tr Inc COM  32054K103          224         7615 SH       D       7          7615            0            0
FIRST IND CORP                 COM  32054R108         4175       210068 SH       D       6        199418            0        10650
FIRST IND CORP                 COM  32054R108           38         1913 SH       D       7          1913            0            0
FIRST INVS FINL SVCS GROUP COM COM  32058A101            3          716 SH       D       6           716            0            0
FIRST ISRAEL FUND INC          COM  32063L100          289        10700 SH       D       2         10700            0            0
FIRST KEYSTONE FINANCIAL INC   COM  320655103            3          400 SH       D       7           400            0            0
FIRST LONG IS CORP COM         COM  320734106            7          220 SH       D       6           220            0            0
FIRST OF LONG ISLAND CORP      COM  320734106           10          314 SH       D       7           314            0            0
FIRST M&F CORP COM             COM  320744105          756        36682 SH       D       6         36682            0            0
FIRST MARINER BANCORP INC      COM  320795107            2          400 SH       D       7           400            0            0
FIRST MERCHANTS CORP COM       COM  320817109         3654       172467 SH       D       6        172467            0            0
First Merchants Corp.          COM  320817109           41         1969 SH       D       7          1969            0            0
FIRST MIDWEST BANCORP INC DEL  COM  320867104        16672       717115 SH       D       6        717115            0            0
First Midwest Bancorp Inc.     COM  320867104          172         7413 SH       D       7          7413            0            0
FIRST MIDWEST FINANCIAL        COM  320878101            3          400 SH       D       7           400            0            0
FIRST NATIONAL CORP ORANGEBURG COM  320942105          780        45897 SH       D       6         45897            0            0
FIRST NATIONAL CORPORATION     COM  320942105            1          100 SH       D       7           100            0            0
FIRST HEALTH GROUP COM         COM  320960107        44842      1366629 SH       D       6       1354929            0        11700
FIRST HEALTH GROUP CORP        COM  320960107          714        21752 SH       D       7         21752            0            0
FIRST MUTUAL BANCSHARES INC    COM  32190E102            2          220 SH       D       7           220            0            0
FIRST NIAGRA FINANCIAL GROUP I COM  33582U100         3237       345351 SH       D       6        345351            0            0
First Niagara Finl Group Inc.  COM  33582U100           24         2607 SH       D       7          2607            0            0
FIRST NORTHERN CAPITAL CORP CO COM  335832101         1567       117188 SH       D       6        117188            0            0
FIRST NORTHERN CAPITAL CORP    COM  335832101            4          324 SH       D       7           324            0            0
FIRST OAK BROOK BANCSHARES INC COM  335847208          673        49418 SH       D       6         49418            0            0
FIRST OAK BROOK BCSHS-CL A     COM  335847208            2          164 SH       D       7           164            0            0
FIRST SAVINGS BANCORP INC      COM  335939104            2          166 SH       D       7           166            0            0
FIRST PHILIPPINE FUND          COM  336100102           74        12000 SH       D       2         12000            0            0
FIRST PL ZINC CORP COM         COM  33610T109         1198       111472 SH       D       6        111472            0            0
FIRST PLACE FINANCIAL CORP     COM  33610T109            7          700 SH       D       7           700            0            0
FIRST REPUBLIC BANK COM        COM  336158100         2564       128604 SH       D       6        128604            0            0
First Republic Bank            COM  336158100           32         1610 SH       D       7          1610            0            0
FIRST SECURITY USD1.25         COM  336294103           69         3400 SH       D       2          3400            0            0
FIRST SECURITY USD1.25         COM  336294103         4317       200194 SH       D       3        200194            0            0
FIRST SECURITY CORP COM        COM  336294103        55473      4090214 SH       D       6       4072849            0        17365
FIRST SECURITY CP              COM  336294103          892        65797 SH       D       7         45031            0        20766
1ST SECURITY                   COM  336294103         1825       134600 SH       D       9        134600            0            0
FIRST SECURITY FINL INC        COM  336392105            5          400 SH       D       7           400            0            0
FIRST SENTINEL BANCORP INC COM COM  33640T103         5175       629695 SH       D       6        629695            0            0
First Sentinel Bancorp Inc.    COM  33640T103           85        10350 SH       D       7         10350            0            0
FIRST STATE BANCORPORATION     COM  336453105            2          228 SH       D       7           228            0            0
FISRT SOUTHERN BANCSHARES      COM  33645B107            3          400 SH       D       7           400            0            0
1ST ST BANCORP INC COM         COM  33645S100            4          200 SH       D       6           200            0            0
FIRST STATE BANCORP            COM  33645S100            4          200 SH       D       7           200            0            0
FIRST SOUTH BANCORP INC        COM  33646W100            3          182 SH       D       7           182            0            0
FIRST SOURCE CORP COM          COM  336901103         2186       139351 SH       D       6        139351            0            0
First Source Corporation       COM  336901103           57         3693 SH       D       7          3693            0            0
FIRST STERLING BANKS INC       COM  33709Q107            4          432 SH       D       6           432            0            0
FIRST TENNESSEE NATIONAL USDO. COM  337162101           52         2100 SH       D       2          2100            0            0
FIRST TENNESSEE NATIONAL USDO. COM  337162101         3594       133672 SH       D       3        133672            0            0
FIRST TENNESSEE NATL CORP COM  COM  337162101        37181      2244918 SH       D       6       2233402            0        11516
FIRST TENNESSEE NAT'L CORP     COM  337162101          857        51751 SH       D       7         37370            0        14381
FIRST UNION CORP COM STOCK US$ COM  337358105         1121        31350 SH       D       1         26400         4950            0
FIRST UNION CORP COM STOCK US$ COM  337358105          985        26229 SH       D       2         26229            0            0
FIRST UNION CORP COM STOCK US$ COM  337358105        60961      1561108 SH       D       3       1477934            0        83174
FIRST UNION CORP COM STOCK US$ COM  337358105         1196        31840 SH       D       4         31840            0            0
FIRST UNION CORP               COM  337358105         8523       343558 SH       D       5        343558            0            0
FIRST UNION CORP COM           COM  337358105       739796     29815230 SH       D       6      27445189            0      2370040
First Union Corp               COM  337358105        24824      1000499 SH       D       7        717468            0       283031
FIRST UNION CORP (N.E.)        COM  337358105         1294        52153 SH       S       7         52153            0            0
FIRST UN REAL ESTATE EQUITY &  COM  337400105         1540       524386 SH       D       6        524386            0            0
FIRST UTD BANCSHARES INC ARK C COM  33741E104         5208       342958 SH       D       6        342958            0            0
First United Bancshares Inc.   COM  33741E104           45         2993 SH       D       7          2993            0            0
FIRST UTD CORP COM             COM  33741H107            3          300 SH       D       6           300            0            0
FIRST UNITED CORP              COM  33741H107            7          727 SH       D       7           727            0            0
FIRST VIRGINIA BANKS           COM  337477103           36          700 SH       D       2           700            0            0
FIRST VIRGINIA BANKS           COM  337477103         2915        51913 SH       D       3         51913            0            0
FIRST VIRGINIA BANKS INC COM   COM  337477103        26759       768687 SH       D       6        762925            0         5762
FIRST VIRGINIA BANKS,INC.      COM  337477103          448        12873 SH       D       7          7709            0         5164
FIRST WASH RLTY TR I COM       COM  337489504         4582       207695 SH       D       6        206395            0         1300
First Washington Realty        COM  337489504           43         1991 SH       D       7          1991            0            0
FIRST WASHINGTON BANCORP INC.  COM  33748T104         2348       168499 SH       D       6        131699            0        36800
First Wash Bancorp Inc.        COM  33748T104           26         1908 SH       D       7          1908            0            0
FIRST WEST VIRGINA BANCORP     COM  337493100            3          240 SH       D       7           240            0            0
FIRST WESTERN BANK NC          COM  337498109            0            0 SH       D       6             0            0            0
THE FIRST YEARS INC. COM       COM  337610109         1969       177056 SH       D       6        177056            0            0
The First Years, Inc.          COM  337610109            4          384 SH       D       7           384            0            0
FIRST WORLD                    WAR  337625115         2049        10250 SH       D       9         10250            0            0
FIRST WORLD COMMUNICATIONS COM COM  337625305         2289       218069 SH       D       6        218069            0            0
FIRST PLUS FINANCIAL GROUP INC COM  33763B103           32       112062 SH       D       6        112062            0            0
FIRSTCOM CORP COM              COM  33763T104         4146       275300 SH       D       6        275300            0            0
FIRSTCOM CORPORATION           COM  33763T104           27         1800 SH       D       7          1800            0            0
FIRSTAR CORP NEW COM           COM  33763V109         1223        38372 SH       D       1         38372            0            0
FIRSTAR CORP NEW COM           COM  33763V109          717        22510 SH       D       2         22510            0            0
FIRSTAR CORP NEW COM           COM  33763V109        44758      1361504 SH       D       3       1320704            0        40800
FIRSTAR CORP WISC NEW COM      COM  33763V109       577852     27435122 SH       D       6      24948168            0      2486954
FIRSTAR CORP WIS               COM  33763V109        18378       872583 SH       D       7        704964            0       167619
FIRSTAR CORPORATION            COM  33763V109         1086        51566 SH       S       7         51566            0            0
FISERV INC COM                 COM  337738108        77885      1800816 SH       D       6       1797516            0         3300
FISERV INCORPORATION           COM  337738108         1885        43590 SH       D       7         19013            0        24577
FIRSTFED FINL CORP DEL COM     COM  337907109        11260       797176 SH       D       6        774876            0        22300
Firstfed Financial Corp.       COM  337907109           41         2919 SH       D       7          2919            0            0
FIRSTMERIT CORP COM            COM  337915102        40202      1880829 SH       D       6       1827539            0        53290
FIRSTMERIT CORPORATION         COM  337915102          328        15378 SH       D       7          6843            0         8535
FIRSTFED AMER BANCOR COM       COM  337929103         1036        89674 SH       D       6         89674            0            0
FIRSTFED AMERICA BANCORP INC   COM  337929103            3          289 SH       D       7           289            0            0
FLAGSTAR BANCORP INC COM       COM  337930101         1155       142221 SH       D       6        142221            0            0
Flagstar Bancorp Inc.          COM  337930101            6          755 SH       D       7           755            0            0
FIRSTSPARTAN FINL CO COM       COM  337931109            3          219 SH       D       6           219            0            0
FIRSTSPARTAN FINANCIAL CORP    COM  337931109            2          146 SH       D       7           146            0            0
FIRST ENERGY CORP              COM  337932107         4494       127000 SH       D       1        127000            0            0
FIRST ENERGY CORP              COM  337932107         1599        45190 SH       D       2         45190            0            0
FIRST ENERGY CORP              COM  337932107        22888       620876 SH       D       3        594269            0        26607
FIRST ENERGY CORP              COM  337932107          399        11300 SH       D       4         11300            0            0
FIRSTENERGY CORP               COM  337932107         1900        81303 SH       D       5         81303            0            0
FIRST ENERGY CORP COM          COM  337932107       234437     10029403 SH       D       6       8944438            0      1084965
FIRSTENERGY CORP               COM  337932107        10489       448751 SH       D       7        353703            0        95048
FIRSTENERGY CORP.              COM  337932107          287        12301 SH       S       7         12301            0            0
FISHER SCIENTIFIC COM          COM  338032204        10766       435011 SH       D       6        435011            0            0
Fisher Scientific Intl. Inc.   COM  338032204          175         7087 SH       D       7          7087            0            0
5B TECHNOLOGIES CORP           COM  338283104            1          600 SH       D       7           600            0            0
FLAG FINANCIAL CORP COM        COM  33832H107            2          552 SH       D       6           552            0            0
FLAF FINANCIAL CORP.           COM  33832H107            4         1000 SH       D       7          1000            0            0
FLAMEMASTER CORP               COM  338490105            1          200 SH       D       7           200            0            0
FLANDERS CORP COM              COM  338494107          396       109400 SH       D       6        109400            0            0
FLANIGAN'S ENTERPRISES INC     COM  338517105            0          200 SH       D       7           200            0            0
FLEETBOSTON FINANCIAL CORP     COM  339030108         7489       145500 SH       D       1        145500            0            0
FLEETBOSTON FINANCIAL CORP     COM  339030108         1921        37322 SH       D       2         37322            0            0
FLEETBOSTON FINANCIAL CORP     COM  339030108        80215      1483758 SH       D       3       1400522            0        83236
FLEETBOSTON FINANCIAL CORP     COM  339030108         2974        57782 SH       D       4         57782            0            0
FLEET BOSTON FINANCIAL CORP    COM  339030108        10808       317885 SH       D       5        317885            0            0
FLEETBOSTON FINANCIAL CORP COM COM  339030108       946316     27832830 SH       D       6      25650338            0      2182492
FLEETBOSTON FINL CORP          COM  339030108        33735       992207 SH       D       7        743703            0       248504
FLEET BOSTON FINANCIAL CORP.   COM  339030108         1630        47944 SH       S       7         47944            0            0
FLEETWOOD ENTERPRISES INC COM  COM  339099103        10231       718005 SH       D       6        718005            0            0
Fleetwood Enterprises Inc.     COM  339099103          113         7955 SH       D       7          7955            0            0
FLEMING COMPANIES INC COM      COM  339130106        24070      1842709 SH       D       6       1727059            0       115650
Fleming Companies Inc.         COM  339130106           90         6931 SH       D       7          6931            0            0
FLEXSTEEL INDS INC COM         COM  339382103         1034        84452 SH       D       6         84452            0            0
FLEXSTEEL INDUSTRIES           COM  339382103            3          252 SH       D       7           252            0            0
FLIGHT INTL GROUP INC COM      COM  339416109            0         3364 SH       D       6          3364            0            0
FLIGHT INTL GRP INC COM        COM  33941M104            0          106 SH       D       6           106            0            0
FLOATING POINT SYSTEMS INC COM COM  339734105            0        25150 SH       D       6         25150            0            0
FLOORING AMERICA, INC. COM     COM  339756108           11       115269 SH       D       6        115269            0            0
FLORIDA BANKS INC COM          COM  340560101           12         2300 SH       D       6          2300            0            0
FLORIDA BANKS INC              COM  340560101            2          400 SH       D       7           400            0            0
FLORIDA EAST COAST INDUSTRIES  COM  340632108        14396       359901 SH       D       6        357201            0         2700
Florida East Coast Industries  COM  340632108          249         6240 SH       D       7          6240            0            0
FLORIDA PROGRESS CORP COM STOC COM  341109106          106         1500 SH       D       2          1500            0            0
FLORIDA PROGRESS CORP COM STOC COM  341109106        10380       143753 SH       D       3        143753            0            0
FLORIDA PROGRESS CORP COM      COM  341109106       129003      2752081 SH       D       6       2550263            0       201818
Florida Progress Corp          COM  341109106         3607        76954 SH       D       7         65704            0        11250
Florida Progress Corporation   COM  341109106          245         5236 SH       S       7          5236            0            0
FLORIDA ROCK INDUSTRIES INC CO COM  341140101        12593       353500 SH       D       6        353500            0            0
Florida Rock Industries Inc.   COM  341140101          108         3057 SH       D       7          3057            0            0
FLORIDA FIRST BANCORP          COM  343257101            3          400 SH       D       7           400            0            0
FLOW INTL CORP COM             COM  343468104         1997       199774 SH       D       6        199774            0            0
FLOWERS INDUSTRIES INC COM     COM  343496105        39973      2004925 SH       D       6       1982292            0        22633
FLOWERS INDUSTRIES INC         COM  343496105          431        21619 SH       D       7         10360            0        11259
FLOWSERVE CORPORATION USD1.25  COM  34354P105          234        10300 SH       D       1         10300            0            0
FLOWSERVE CORP COM             COM  34354P105        21374      1419062 SH       D       6       1372062            0        47000
FLOWSERVE CORPORATION          COM  34354P105          369        24546 SH       D       7         24546            0            0
FLUOR CORP COM US$0.625        COM  343861100          560        11700 SH       D       1         11700            0            0
FLUOR CORP COM US$0.625        COM  343861100           62         1300 SH       D       2          1300            0            0
FLUOR CORP COM US$0.625        COM  343861100         7149       144983 SH       D       3        135883            0         9100
FLUOR CORP                     COM  343861100          847        26786 SH       D       5         26786            0            0
FLUOR CORP COM                 COM  343861100        81704      2583553 SH       D       6       2341753            0       241800
Fluor Corp.                    COM  343861100         2916        92217 SH       D       7         82929            0         9288
FLUOR CORP                     COM  343861100          128         4079 SH       S       7          4079            0            0
FLUSHING FINL CORP COM         COM  343873105         4287       281158 SH       D       6        269058            0        12100
FLUSHING FINANCIAL CORP        COM  343873105            6          414 SH       D       7           414            0            0
FOCAL INC- COM COM             COM  343909107          328       109399 SH       D       6        109399            0            0
FDAMEX INTL INC COM            COM  344123104         1439       237459 SH       D       6        237459            0            0
FOAMEX INTERNATIONAL INC       COM  344123104           12         2122 SH       D       7          2122            0            0
FOCAL COMMUNICATIONS CORP COM  COM  344155106         5316       146919 SH       D       6        146919            0            0
FOCAL COMMUNICATIONS CORP      COM  344155106          125         3500 SH       D       7          3500            0            0
FOGDOG INC COM                 COM  344167101            0        94050 SH       D       6         94050            0            0
FOMENTO ECONOMICO MEXICANO UNI COM  344419106          329         7659 SH       D       6          7659            0            0
FONAR CORP CL A NV PFD COM     COM  344437306            0       127045 SH       D       6        127045            0            0
FOODARAMA SUPERMARKETS         COM  344820105            2          100 SH       D       7           100            0            0
FOOTHILL INDPT BANCORP COM     COM  344905104            3          355 SH       D       6           355            0            0
FOOTHILL INDEPENDENT BANCORP   COM  344905104            7          820 SH       D       7           820            0            0
FOOT STAR INC COMMON STOCK     COM  344912100        14066       423060 SH       D       6        423060            0            0
Footstar Inc.                  COM  344912100          111         3345 SH       D       7          3345            0            0
FORCENERGY INC. COM            COM  345206106           24        38000 SH       D       6         38000            0            0
FORCENGY INC                   COM  345206205        11290       561000 SH       D       1        561000            0            0
FORD MOTOR CO COM STOCK US$1   COM  345370100         6889       125800 SH       D       1        125800            0            0
FORD MOTOR CO COM STOCK US$1   COM  345370100         2514        38620 SH       D       2         38620            0            0
FORD MOTOR CO COM STOCK US$1   COM  345370100       131905      2006204 SH       D       3       1916804            0        89400
FORD MOTOR CO COM STOCK US$1   COM  345370100         2812        43200 SH       D       4         43200            0            0
FORD MOTOR COMPANY             COM  345370100        16955       394319 SH       D       5        394319            0            0
FORD MOTOR CO COM              COM  345370100      1573362     36589822 SH       D       6      33631177            0      2958645
FORD MTR CO DEL                COM  345370100        53618      1246948 SH       D       7        959293            0       287655
F.N                            COM  345370100          313         7300 SH       D       9          7300            0            0
FORD MOTOR CO                  COM  345370100         2756        64095 SH       S       7         64095            0            0
FOREST CITY ENTERPRISES INC CO COM  345550107         8278       248054 SH       D       6        248054            0            0
Forest City Enterprises        COM  345550107          120         3623 SH       D       7          3623            0            0
FOREST CITY ENTERPRISES INC CV CVT  345550305          457        12871 PRN      D       6         12871            0            0
FOREST LABORATORIES INC A COM  COM  345838106       131792      1304878 SH       D       6       1304878            0            0
FOREST LABORATORIES INC.       COM  345838106         3038        30089 SH       D       7         13172            0        16917
FOREST OIL CORP COM            COM  346091606        12668       794902 SH       D       6        794902            0            0
Forest Oil Corp.               COM  346091606          114         7168 SH       D       7          7168            0            0
FORRESTER RESH INC COM         COM  346563109        17374       238620 SH       D       6        217255            0        21365
Forrester Research Inc.        COM  346563109          145         1994 SH       D       7          1994            0            0
FORT JAMES CORP COM STOCK      COM  347471104          107         3080 SH       D       2          3080            0            0
FORT JAMES CORP COM STOCK      COM  347471104        10063       283214 SH       D       3        283214            0            0
FORT JAMES CORP. COM           COM  347471104       123353      5334225 SH       D       6       4918665            0       415560
Fort James Corporation         COM  347471104         3691       159632 SH       D       7        119375            0        40257
FORT JAMES CORP                COM  347471104          252        10932 SH       S       7         10932            0            0
FORTEL INC. COM                COM  349550103          688       262100 SH       D       6        262100            0            0
FORTUNE BRAND                  COM  349631101          105         3020 SH       D       2          3020            0            0
FORTUNE BRAND                  COM  349631101         8148       233037 SH       D       3        219137            0        13900
FORTUNE BRAND                  COM  349631101          558        16000 SH       D       4         16000            0            0
FORTUNE BRANDS INC COM         COM  349631101        97167      4213235 SH       D       6       4021799            0       191436
Fortune Brands Inc             COM  349631101         2935       127299 SH       D       7         92179            0        35120
FORTUNE BRANDS INC             COM  349631101          194         8444 SH       S       7          8444            0            0
FORWARD AIR CORP. COM          COM  349853101         6483       162091 SH       D       6        162091            0            0
Forward Air Corp               COM  349853101          116         2906 SH       D       7          2906            0            0
FOSSIL INC COM                 COM  349882100         8862       455954 SH       D       6        455954            0            0
Fossil Inc.                    COM  349882100           69         3592 SH       D       7          3592            0            0
FOSTER WHEELER CORP COM        COM  350244109         7705       893354 SH       D       6        893354            0            0
Foster Wheeler Corp.           COM  350244109           70         8147 SH       D       7          8147            0            0
FOOTBALL USA INC               COM  350384103            9         2400 SH       D       7          2400            0            0
FOUNDATION HEALTH SYSTEMS COM  COM  350404109        45194      3476522 SH       D       6       3430022            0        46500
FOUNDATION HEALTH SYSTEMS      COM  350404109          468        36063 SH       D       7         25291            0        10772
FOUNDRY NETWORKS COM           COM  35063R100        53792       489027 SH       D       6        489027            0            0
FOUNDRY NETWORKS INC           COM  35063R100          850         7700 SH       D       7          7700            0            0
4 KIDS ENTERTAINMENT INC COM   COM  350865101         2286        87722 SH       D       6         87722            0            0
FOUR SEASONS HOTELS INC SUB VT COM  35100E104            0        50325 SH       D       6         50325            0            0
4SEASONS HTL0CB                CVB  35100EAD6        18427     54000000 SH       D       1      54000000            0            0
4 FRONT TECHNOLOGIES INC COM   COM  351042106         1480       123366 SH       D       6        123366            0            0
4FRONT SOFTWARE INTERNATIONAL  COM  351042106            7          590 SH       D       7           590            0            0
FOURTH SHIFT CORP COM          COM  351128103            1          640 SH       D       6           640            0            0
FOURTH SHIFT CORP              COM  351128103            1          448 SH       D       7           448            0            0
FOX ENTERTAINMENT COM          COM  35138T107        38745      1275567 SH       D       6       1268567            0         7000
FOX ENTERTAINMENT GROUP, INC.  COM  35138T107         1160        38208 SH       D       7         11203            0        27005
FRANCE TELECOM SA-SP ADR       COM  35177Q105         2681        18820 SH       D       7         18820            0            0
FRANCHISE FIN CORP AMER COM    COM  351807102        25481      1107894 SH       D       6       1060894            0        47000
FRANCHISE FINANCIAL CORP OF AM COM  351807102          647        28159 SH       D       7         22292            0         5867
FRANKLIN COVEY CO COM          COM  353469109         1712       246853 SH       D       6        246853            0            0
Franklin Covey Co.             COM  353469109           27         3919 SH       D       7          3919            0            0
FRANKLIN ELEC CO INC COM       COM  353514102         4559        67306 SH       D       6         67306            0            0
Franklin Electric Co. Inc.     COM  353514102           52          776 SH       D       7           776            0            0
FRANKLIN ELECTR PUBLISHERS INC COM  353515109          149        16900 SH       D       6         16900            0            0
FRANKLIN RESOURCES INC COM STO COM  354613101          175         3810 SH       D       2          3810            0            0
FRANKLIN RESOURCES INC COM STO COM  354613101        15740       335359 SH       D       3        317259            0        18100
FRANKLIN RES INC               COM  354613101       185904      6120311 SH       D       6       5631085            0       489226
Franklin Resources Inc         COM  354613101         5300       174517 SH       D       7        145192            0        29325
FRANKLIN RESOURCES INC.        COM  354613101          393        12962 SH       S       7         12962            0            0
FRANKLIN SELECT REALTY TRUST   COM  354638108            0          748 SH       D       7           748            0            0
FREDS INC. COM                 COM  356108100         2545       141395 SH       D       6        141395            0            0
FRED'S INC                     COM  356108100           18         1040 SH       D       7          1040            0            0
FREEMARKETS INC COM            COM  356602102         9006       189852 SH       D       6        185952            0         3900
FREEMARKETS, INC.              COM  356602102          102         2171 SH       D       7          2171            0            0
FREEPORT-MCMORAN COPPER & GOLD CLA  35671D105          983        71890 SH       D       3         71890            0            0
FREEPORT-MCMORAN COPPER INC CL COM  35671D105           18        24400 SH       D       6         24400            0            0
FREEPORT MCMORAN COPPER + GOLD COM  35671D105           75         8300 SH       D       7          8300            0            0
FREEPORT-MCMOR C&G             CLA  35671D857           24         2548 SH       D       1             0         2548            0
FREEPORT-MCMORAN COPPER & GOLD COM  35671D857         2423       177105 SH       D       3        162705            0        14400
FREEPORT-MCMORAN COPPER & GOLD COM  35671D857          232        16600 SH       D       4         16600            0            0
FREEPORT-MCMORAN COPPER & GOLD COM  35671D857        41379      4473448 SH       D       6       4113966            0       359482
Freeport McMoran Copper-B      COM  35671D857         1086       117447 SH       D       7         87497            0        29950
FREEPORT-MCMORAN               COM  35671D857           78         8523 SH       S       7          8523            0            0
FREESHOP.COM COM               COM  356873109          511        86210 SH       D       6         86210            0            0
FREESHOP COM INC               COM  356873109           21         3600 SH       D       7          3600            0            0
FREMONT GENERAL CORP COM       COM  357288109         9085      2307493 SH       D       6       2276993            0        30500
FREMONT GENERAL CORP.          COM  357288109           38         9688 SH       D       7          3527            0         6161
FRENCH FRAGRANCES INC COM      COM  357658103         1051       128415 SH       D       6        128415            0            0
FREQUENCY ELECTRONICS INC COM  COM  358010106         2026        70780 SH       D       6         70780            0            0
FREQUENCY ELECTRONICS INC      COM  358010106            9          343 SH       D       7           343            0            0
FRESENIUS MEDICAL CARE AG ADRS COM  358029106            0            1 SH       D       6             1            0            0
FRIEDE GOLDMAN COM             COM  358430106         5513       616931 SH       D       6        616931            0            0
Friede Goldman Halter Inc.     COM  358430106           78         8756 SH       D       7          8756            0            0
FRIEDMAN BILLINGS RA COM       COM  358433100         3290       404942 SH       D       6        404942            0            0
Friedman Billings Ramsey Group COM  358433100           37         4582 SH       D       7          4582            0            0
FRIEDMANS INC COM              COM  358438109          711       144038 SH       D       6        144038            0            0
FRIEDMAN'S INC                 COM  358438109            3          739 SH       D       7           739            0            0
FRIENDLY ICE CREAM COM         COM  358497105          158        31400 SH       D       6         31400            0            0
FRIENDLY ICE CREAM CORP        COM  358497105            2          433 SH       D       7           433            0            0
FRISCHS RESTAURANTS INC COM    COM  358748101           70         6692 SH       D       6          6692            0            0
FRISCH'S RESTAURANTS INC       COM  358748101            2          268 SH       D       7           268            0            0
FRITZ COS INC COM              COM  358846103         5439       527514 SH       D       6        527514            0            0
Fritz Companies Inc.           COM  358846103           70         6797 SH       D       7          6797            0            0
FRONTIER AIRLINES INC NEW COM  COM  359065109         8060       563210 SH       D       6        546110            0        17100
Frontier Airlines Inc          COM  359065109           23         1668 SH       D       7          1668            0            0
FRONTIER FINL CORP W COM       COM  35907K105         4068       221406 SH       D       6        221406            0            0
Frontier Financial Corp.       COM  35907K105           55         3001 SH       D       7          3001            0            0
FRONTIER INS GROUP INC NEW     COM  359081106           30        48399 SH       D       6         48399            0            0
FRONTIER OIL CORP COM          COM  35914P105         3005       375725 SH       D       6        375725            0            0
FRONTLINE CAPITAL GROUP COM    COM  35921N101         8411       394691 SH       D       6        382263            0        12428
FRONTLINE CAPITAL GROUP        COM  35921N101           31         1500 SH       D       7          1500            0            0
FUEL CELL ENERGY INC COM       COM  35952H106         5264        76221 SH       D       6         76221            0            0
FUELCELL ENERGY INC            COM  35952H106           24          350 SH       D       7           350            0            0
FUJI PHOTO NEW                 COM  359586302         1515        35755 SH       D       7         35755            0            0
FULLER H B CO COM              COM  359694106        18440       404720 SH       D       6        395420            0         9300
HB Fuller Co.                  COM  359694106          109         2401 SH       D       7          2401            0            0
FULTON FINANCIAL CORP PA COM   COM  360271100        24921      1408974 SH       D       6       1401389            0         7585
FULTON FIN CORP.               COM  360271100          354        20057 SH       D       7         12510            0         7547
FURN BRD INTL                  COM  360921100        14725       973600 SH       D       1        973600            0            0
FURNITURE BRANDS INTL INC COM  COM  360921100        26643      1761542 SH       D       6       1739042            0        22500
Furniture Brands Intl Inc.     COM  360921100          196        12972 SH       D       7         12972            0            0
FUSION MED TECHNOLOGIES COM    COM  361128101          877        55046 SH       D       6         55046            0            0
FUTURELINK CORP COM            COM  36114Q208         3446       479500 SH       D       6        479500            0            0
G & K SVCS INC COM             COM  361268105        11964       477381 SH       D       6        477381            0            0
G&K Services Inc.              COM  361268105          115         4625 SH       D       7          4625            0            0
G&L RLTY CORP COM              COM  361271109           15         2200 SH       D       6          2200            0            0
G & L REALTY CORP              COM  361271109            2          281 SH       D       7           281            0            0
GA FINL INC COM                COM  361437106         1017        84799 SH       D       6         84799            0            0
GA FINANCIAL INC               COM  361437106            3          263 SH       D       7           263            0            0
GATX CORP COM                  COM  361448103        27729       815562 SH       D       6        801467            0        14095
GATX CORP.                     COM  361448103          652        19190 SH       D       7         14105            0         5085
GBC BANCORP CALIF              COM  361475106         8077       276152 SH       D       6        269852            0         6300
GBC BANCORP CALIF              COM  361475106           52         1811 SH       D       7          1811            0            0
GC COMPANIES INC COM           COM  36155Q109         3131       139959 SH       D       6        139959            0            0
GC Companies Inc.              COM  36155Q109           27         1216 SH       D       7          1216            0            0
GFSB BANCORP INC               COM  361692106            5          400 SH       D       7           400            0            0
GST TELECOMMUNICATIONS COM     COM  361942105           17        18408 SH       D       6         18408            0            0
GST TELECOMMUNICATIONS         COM  361942105            3         3736 SH       D       7          3736            0            0
GP STRATEGIES CORP COM         COM  36225V104           22         4800 SH       D       6          4800            0            0
GPU CORP COM STOCK             COM  36225X100           76         1870 SH       D       2          1870            0            0
GPU CORP COM STOCK             COM  36225X100         7586       179841 SH       D       3        179841            0            0
GPU CORP COM STOCK             COM  36225X100          532        13000 SH       D       4         13000            0            0
GPU INC                        COM  36225X100         1153        42640 SH       D       5         42640            0            0
GPU INC COM                    COM  36225X100        88603      3274016 SH       D       6       3028969            0       245047
GPU, Inc.                      COM  36225X100         4489       165904 SH       D       7         70107            0        95797
GPU INC                        COM  36225X100          175         6471 SH       S       7          6471            0            0
GS FINANCIAL CORP              COM  362274102            4          400 SH       D       7           400            0            0
GSE SYSTEMS                    COM  36227K106            0          200 SH       D       7           200            0            0
GTE GROUP COM STOCK US$0.05    COM  362320103        48704       760000 SH       D       1        760000            0            0
GTE GROUP COM STOCK US$0.05    COM  362320103         2438        25880 SH       D       2         25880            0            0
GTE GROUP COM STOCK US$0.05    COM  362320103       129848      1376282 SH       D       3       1302782            0        73500
GTE GROUP COM STOCK US$0.05    COM  362320103         3779        40100 SH       D       4         40100            0            0
GTE CORP COM                   COM  362320103      1755635     28202986 SH       D       6      26039504            0      2163482
GTE CORP                       COM  362320103        57607       925422 SH       D       7        679691            0       245731
GTE CORPORATION                COM  362320103         3185        51180 SH       S       7         51180            0            0
GTS DURATEK COM                COM  36237J107         1156       136053 SH       D       6        136053            0            0
GTS DURATEK INC                COM  36237J107            5          630 SH       D       7           630            0            0
GZA GRO ENVIRONMENTAL TECH     COM  362386104            2          400 SH       D       7           400            0            0
GAMMA BIOLOGICAL INC COM       COM  36239Y102         1409        56394 SH       D       6         56394            0            0
GABELLI ASSET MGNT INC CL A    COM  36239Y102           12          500 SH       D       7           500            0            0
GABLES RESIDENTIAL COM         COM  362418105        15421       598883 SH       D       6        594783            0         4100
Gables Residential Trust       COM  362418105          107         4156 SH       D       7          4156            0            0
GADZOOKS INC COM               COM  362553109         2860       246393 SH       D       6        246393            0            0
GADZOOKS INC                   COM  362553109            8          697 SH       D       7           697            0            0
GODZOOX COM                    COM  362555104         1116        81583 SH       D       6         81583            0            0
GADZOOX NETWORKS INC           COM  362555104           19         1400 SH       D       7          1400            0            0
GAIAM INC                      COM  36268Q103            5          300 SH       D       7           300            0            0
GAINSCO CORP COM COM           COM  363127101         1013       202661 SH       D       6        202661            0            0
GAINSCO INC                    COM  363127101            3          770 SH       D       7           770            0            0
GALILEO INTERNATIONAL          COM  363547100         2531        80100 SH       D       1         80100            0            0
GALILEO INTERNATIONAL          COM  363547100          521        16500 SH       D       2         16500            0            0
GALILEO INTERNATIONAL          COM  363547100         3119        97722 SH       D       3         97722            0            0
GALILEO INTERNATIONAL INC      COM  363547100          684        32786 SH       D       5         32786            0            0
GALITEO INT`L INC COM          COM  363547100        78027      3737859 SH       D       6       3501467            0       236392
GALILEO INTL INC               COM  363547100         5194       248860 SH       D       7        238942            0         9918
GALLAGHER ARTHUR J & CO COM    COM  363576109        39998       952340 SH       D       6        909640            0        42700
Arthur J Gallagher & Co.       COM  363576109          266         6354 SH       D       7          6354            0            0
GALLERY OF HISTORY INC COM     COM  363812108            1          483 SH       D       6           483            0            0
GALLERY OF HISTORY INC         COM  363812108            1          400 SH       D       7           400            0            0
GAMETECH INTERNATIONAL INC     COM  36466D102           21         4700 SH       D       6          4700            0            0
GANNETT CO INC COM STOCK US$1  COM  364730101          524         6200 SH       D       1          6200            0            0
GANNETT CO INC COM STOCK US$1  COM  364730101          374         4140 SH       D       2          4140            0            0
GANNETT CO INC COM STOCK US$1  COM  364730101        37714       414349 SH       D       3        385949            0        28400
GANNETT CO INC COM STOCK US$1  COM  364730101         1113        12300 SH       D       4         12300            0            0
GANNETT CO                     COM  364730101         5526        92400 SH       D       5         92400            0            0
GANNETT CO INC COM             COM  364730101       474822      7938524 SH       D       6       7275434            0       663090
Gannett Company Inc            COM  364730101        15574       260390 SH       D       7        183249            0        77141
GANNETT CO!1                   COM  364730101         1070        17900 SH       D       9         17900            0            0
GANNETT CO INC                 COM  364730101          847        14169 SH       S       7         14169            0            0
GAP INC COM STOCK US$0.05      COM  364760108          742        15687 SH       D       1         15687            0            0
GAP INC COM STOCK US$0.05      COM  364760108          817        17277 SH       D       2         17277            0            0
GAP INC COM STOCK US$0.05      COM  364760108        59519      1305088 SH       D       3       1235251            0        69837
GAP INC COM STOCK US$0.05      COM  364760108         1648        34850 SH       D       4         34850            0            0
GAP INC                        COM  364760108         9247       295915 SH       D       5        295915            0            0
GAP INC COM                    COM  364760108       669268     21416585 SH       D       6      19684692            0      1731893
Gap Inc                        COM  364760108        19767       632575 SH       D       7        489981            0       142594
GPS.N                          COM  364760108           61         2000 SH       D       9          2000            0            0
GAP STORES                     COM  364760108         1413        45243 SH       S       7         45243            0            0
GARAN INC COM                  COM  364802108         1374        60734 SH       D       6         60734            0            0
GARAN INC                      COM  364802108           13          589 SH       D       7           589            0            0
GARDEN COM INC COM             COM  365199108            4         1900 SH       D       6          1900            0            0
GARDEN.COM INC                 COM  365199108            2         1000 SH       D       7          1000            0            0
GARDEN FRESH RESTAURANT CORP C COM  365235100           33         3200 SH       D       6          3200            0            0
GARDEN FRESH RESTAURANT CORP   COM  365235100            2          251 SH       D       7           251            0            0
GARDENBURGER INC               COM  365476100            1          319 SH       D       7           319            0            0
GARDNER DENVER COM             COM  365558105         5444       304572 SH       D       6        304572            0            0
Gardner Denver Inc.            COM  365558105           69         3868 SH       D       7          3868            0            0
GART SPORTS COMPANY            COM  366630101            2          343 SH       D       7           343            0            0
GARTNER GROUP COM              COM  366651107         6717       559790 SH       D       6        559790            0            0
GARTNER GROUP INC-CL A         COM  366651107          238        19864 SH       D       7          3546            0        16318
GARTNER GROUP COM              COM  366651206         5962       603604 SH       D       6        603604            0            0
GARTNER GROUP COM              COM  366651206           52         5300 SH       D       7          5300            0            0
GASONICS INTL CORP COM         COM  367278108         7659       194210 SH       D       6        194210            0            0
GASONICS INTL CORP             COM  367278108           32          822 SH       D       7           822            0            0
GASTON FEDERAL BANCORP INC     COM  367304102            2          201 SH       D       7           201            0            0
GATEFIELD CORP COM             COM  367339207            1          300 SH       D       6           300            0            0
GATEFIELD CO                   COM  367339207            0          190 SH       D       7           190            0            0
GATEWAY INC COM USD0.01        COM  367626108          524         6100 SH       D       1          6100            0            0
GATEWAY INC COM USD0.01        COM  367626108          532         6200 SH       D       2          6200            0            0
GATEWAY INC COM USD0.01        COM  367626108        36845       435237 SH       D       3        420637            0        14600
GATEWAY INC COM USD0.01        COM  367626108          609         7100 SH       D       4          7100            0            0
GATEWAY INC COM                COM  367626108       447420      7884066 SH       D       6       7240752            0       643314
Gateway Inc                    COM  367626108        12590       221862 SH       D       7        186324            0        35538
GATEWAY INC                    COM  367626108          970        17098 SH       S       7         17098            0            0
GAYLORD ENTERTAINMENT          COM  367905106         1067        33526 SH       D       3         33526            0            0
GAYLORD ENTERTAINMENT CORP (NE COM  367905106         7968       370619 SH       D       6        370619            0            0
Gaylord Entertainment Class A  COM  367905106           90         4208 SH       D       7          4208            0            0
GAYLORD CONTAINER CORP         COM  368145108         2623       976180 SH       D       6        976180            0            0
GAYLORD CONTAINER CORP         COM  368145108           28        10689 SH       D       7         10689            0            0
GEERLINGS & WADE INC           COM  368473104            0          200 SH       D       7           200            0            0
GEHL CO COM                    COM  368483103         2052       144019 SH       D       6        144019            0            0
GEHL CORP                      COM  368483103            4          300 SH       D       7           300            0            0
GELTEX PHARMACEUTICALS COM     COM  368538104         8157       399145 SH       D       6        385245            0        13900
Geltex Pharmaceuticals Inc.    COM  368538104           86         4224 SH       D       7          4224            0            0
GENCOR INDS INC                COM  368678108            6         6129 SH       D       6          6129            0            0
GENCORP INC COM                COM  368682100         6343       792984 SH       D       6        792984            0            0
GenCorp Inc.                   COM  368682100           50         6353 SH       D       7          6353            0            0
GENE LOGIC, INC. COM           COM  368689105        10071       282200 SH       D       6        282200            0            0
GENE LOGIC INC                 COM  368689105          403        11300 SH       D       7         11300            0            0
GENELABS TECHNOLOGIE COM       COM  368706107         1613       397146 SH       D       6        397146            0            0
GENENTECH INC, SPECIAL COM COM COM  368710406        99304       577354 SH       D       6        564548            0        12806
GENENTECH INC                  COM  368710406         1135         6600 SH       D       7          6600            0            0
GENER SA ADS                   ADR  368731105         8685       402710 SH       D       3        402710            0            0
GENER SA ADR (REP 68 ORD)      COM  368731105         3755       255690 SH       D       6        255690            0            0
GENERAL BEARING CORP           COM  369147103            0          200 SH       D       7           200            0            0
GENERAL BINDING CORP COM       COM  369154109          639        95637 SH       D       6         92637            0         3000
GENERAL BINDING CORP           COM  369154109           11         1695 SH       D       7          1695            0            0
LHS GROUP INC COM              COM  369300108         5492       675947 SH       D       6        675947            0            0
General Cable Corp.            COM  369300108           69         8502 SH       D       7          8502            0            0
GENERAL COMMUNICATION INC CL A COM  369385109         3165       617573 SH       D       6        617573            0            0
General Communication Inc.     COM  369385109           46         9040 SH       D       7          9040            0            0
GENERAL DATACOMM IND INC       COM  369487103         1655       273030 SH       D       6        273030            0            0
GENERAL DATACOMM INDS INC      COM  369487103           23         3900 SH       D       7          3900            0            0
GENERAL DYNAMICS CORP COM STOC COM  369550108          242         3060 SH       D       2          3060            0            0
GENERAL DYNAMICS CORP COM STOC COM  369550108        24576       306112 SH       D       3        287312            0        18800
GENERAL DYNAMICS CORP          COM  369550108         3655        69960 SH       D       5         69960            0            0
GENERAL DYNAMICS CORP COM      COM  369550108       273541      5235246 SH       D       6       4826782            0       408464
General Dynamics Corp.         COM  369550108        10601       202897 SH       D       7        117312            0        85585
GENERAL DYNAMICS               COM  369550108          556        10656 SH       S       7         10656            0            0
GENERAL ELECTRIC (CO) COM STOC COM  369604103       183638      3203424 SH       D       1       2725544       477880            0
GENERAL ELECTRIC (CO) COM STOC COM  369604103        25207       314170 SH       D       2        314170            0            0
GENERAL ELECTRIC (CO) COM STOC COM  369604103      1304039     17242372 SH       D       3      16561672            0       680700
GENERAL ELECTRIC (CO) COM STOC COM  369604103        25370       316200 SH       D       4        316200            0            0
GENERAL ELECTRIC CO.           COM  369604103       181679      3427923 SH       D       5       3427923            0            0
GENERAL ELECTRIC CO COM        COM  369604103     14351494    270782926 SH       D       6     248779610            0     22003316
GENERAL ELEC CO                COM  369604103       468451      8838703 SH       D       7       6710237            0      2128466
GENERAL ELECTRIC COMPANY       COM  369604103        27885       526148 SH       S       7        526148            0            0
GENERAL GROWTH COM             COM  370021107        30632       964797 SH       D       6        953758            0        11039
GENERAL GROWTH PROPERTIES      COM  370021107          361        11390 SH       D       7          5906            0         5484
GENERAL MAGIC COM              COM  370253106          651        79622 SH       D       6         79622            0            0
GENERAL MAGIC INC              COM  370253106           34         4230 SH       D       7          4230            0            0
GENERAL MAGNAPLATE CORP COM NO COM  370262206            0          625 SH       D       6           625            0            0
GENERAL MAGNAPLATE CORP        COM  370262206            0          300 SH       D       7           300            0            0
GENERAL MILLS INC COM STOCK US COM  370334104          260         4500 SH       D       2          4500            0            0
GENERAL MILLS INC COM STOCK US COM  370334104        27681       471432 SH       D       3        438232            0        33200
GENERAL MILLS INC COM STOCK US COM  370334104          312         5400 SH       D       4          5400            0            0
GENERAL MILLS INC              COM  370334104         3875       101308 SH       D       5        101308            0            0
GENERAL MILLS INC COM          COM  370334104       290795      7602488 SH       D       6       7025462            0       577026
General Mills                  COM  370334104         8303       217086 SH       D       7        167572            0        49514
GENERAL MLS!0.1                COM  370334104          749        19600 SH       D       9         19600            0            0
GENERAL MILLS, INC.            COM  370334104          592        15484 SH       S       7         15484            0            0
GENERAL MOTORS CORP COM STOCK  COM  370442105         1910        21736 SH       D       1         21736            0            0
GENERAL MOTORS CORP COM STOCK  COM  370442105         1340        15250 SH       D       2         15250            0            0
GENERAL MOTORS CORP COM STOCK  COM  370442105        87854       975378 SH       D       3        922231            0        53147
GENERAL MOTORS CORP COM STOCK  COM  370442105         2623        29845 SH       D       4         29845            0            0
GENERAL MOTORS CORP.           COM  370442105        11159       192213 SH       D       5        192213            0            0
GENERAL MOTORS CORP COM        COM  370442105       919613     15838336 SH       D       6      14627888            0      1210448
GENERAL MTRS CORP              COM  370442105        31291       538921 SH       D       7        405769            0       133152
GENERAL MOTORS CORPORATION     COM  370442105         1651        28447 SH       S       7         28447            0            0
GENERAL MOTORS CORP CLASS 'H'  COM  370442832         6418        61387 SH       D       1         61387            0            0
GENERAL MOTORS CORP CLASS 'H'  COM  370442832         2063        15534 SH       D       2         15534            0            0
GENERAL MOTORS CORP CLASS 'H'  COM  370442832        39568       292867 SH       D       3        283681            0         9186
GENERAL MOTORS CORP CLASS 'H'  COM  370442832         2641        19887 SH       D       4         19887            0            0
GENERAL MOTORS-CLASS H         COM  370442832         6835        77897 SH       D       5         77897            0            0
GENERAL MOTORSCORP CLASS H COM COM  370442832       290972      3315930 SH       D       6       3270005            0        45925
GENERAL MTRS CORP              COM  370442832         8303        94622 SH       D       7         60027            0        34595
GENERAL SEMICONDUCTOR COM      COM  370787103         9879       669806 SH       D       6        669806            0            0
General Semiconductor Inc.     COM  370787103           92         6243 SH       D       7          6243            0            0
GENESCO INC COM                COM  371532102         8068       502339 SH       D       6        502339            0            0
Genesco Inc.                   COM  371532102           72         4524 SH       D       7          4524            0            0
GENESEE & WYOMING INC-CL A     COM  371559105            3          183 SH       D       7           183            0            0
GENESEE CORP CL B              COM  371601204           29         1593 SH       D       6          1593            0            0
GENESISINTERMEDIA COM INC COM  COM  37184T106          935        58220 SH       D       6         58220            0            0
GENESISINTERMEDIA.COM INC      COM  37184T106            6          400 SH       D       7           400            0            0
GENTEX CORP                    COM  371901109        26279      1045955 SH       D       6       1045455            0          500
GENTEX CORP                    COM  371901109          479        19068 SH       D       7          4218            0        14850
GENESIS DIRECT INC COM         COM  371935107            0         1108 SH       D       6          1108            0            0
GENESIS DIRECT INC             COM  371935107            0         1193 SH       D       7          1193            0            0
GENLYTE GROUP INC              COM  372302109         4304       204366 SH       D       6        203166            0         1200
GENLYTE GROUP INC              COM  372302109           44         2109 SH       D       7          2109            0            0
GENOME THERAPEUTICS CORP COM   COM  372430108         9836       323178 SH       D       6        313478            0         9700
GENOME THERAPEUTICS CORP       COM  372430108           94         3120 SH       D       7          3120            0            0
GENOMIC SOLUTIONS COM          COM  37243R109          558        38200 SH       D       6         38200            0            0
GENRAD INC COM                 COM  372447102         6346       705145 SH       D       6        705145            0            0
Genrad Inc.                    COM  372447102           56         6271 SH       D       7          6271            0            0
GENTER COMMUNICATION COM       COM  37245J105         1235        88250 SH       D       6         88250            0            0
GENTNER COMMUNICATIONS CORP    COM  37245J105            5          400 SH       D       7           400            0            0
GENTA COM                      COM  37245M207         1157       178100 SH       D       6        178100            0            0
GENTA INC.                     COM  37245M207           13         2100 SH       D       7          2100            0            0
GENSYM CORP                    COM  37245R107            1          400 SH       D       7           400            0            0
GENTEK INC COM                 COM  37245X104         2296       205245 SH       D       6        205245            0            0
Gentek Inc.                    COM  37245X104           38         3469 SH       D       7          3469            0            0
GENUINE PARTS CO COM STOCK US$ COM  372460105           86         2865 SH       D       2          2865            0            0
GENUINE PARTS CO COM STOCK US$ COM  372460105        10013       317450 SH       D       3        289100            0        28350
GENUINE PARTS CO COM STOCK US$ COM  372460105         1339        44250 SH       D       4         44250            0            0
GENUINE PARTS CO               COM  372460105         1263        63151 SH       D       5         63151            0            0
GENUINE PARTS CO COM           COM  372460105        96492      4824632 SH       D       6       4467359            0       357273
Genuine Parts Company          COM  372460105         2471       123593 SH       D       7        101983            0        21610
GENUINE PARTS!1                COM  372460105         1720        86000 SH       D       9         86000            0            0
GENUINE PARTS                  COM  372460105          187         9385 SH       S       7          9385            0            0
GENUS INC COM                  COM  372461103         1626       198680 SH       D       6        198680            0            0
GENUS, INC.                    COM  372461103           11         1400 SH       D       7          1400            0            0
GENZYME TRANSGENICS COM        COM  37246E105         7116       262370 SH       D       6        251098            0        11272
GENZYME TRANSGENICS CORP       COM  37246E105           48         1776 SH       D       7          1776            0            0
GEON CO COM                    COM  37246W105        17255       932709 SH       D       6        915909            0        16800
Geon Co.                       COM  37246W105           79         4302 SH       D       7          4302            0            0
GEON 0.10                      COM  37246W105         1957       105800 SH       D       9        105800            0            0
GENTIVA HEALTH SERVICES COM    COM  37247A102         2176       267870 SH       D       6        267870            0            0
GENTIVA HEALTH SERVICES        COM  37247A102            0            0 SH       D       7             0            0            0
GENSTAR THERAPEUTICS CORP COM  COM  37248D105           40         7400 SH       D       6          7400            0            0
GENUITY INC. COM               COM  37248E103         5195       567458 SH       D       6        567458            0            0
GENUITY INC                    COM  37248E103          110        12019 SH       D       7         12019            0            0
GENZYME CORP COM               COM  372917104        93862      1579172 SH       D       6       1553676            0        25496
GENZYME CORP                   COM  372917104         3453        58095 SH       D       7         18303            0        39792
GENZYME TISSUE CORP            COM  372917401         1448       275820 SH       D       6        275820            0            0
GENZYME TISSUE CORP COM        COM  372917500         2549       183469 SH       D       6        183469            0            0
GENZYME TISSUE CORP COM        COM  372917609         1966       197878 SH       D       6        197878            0            0
GENZYME SURGICAL PRODUCTS      COM  372917609            0            0 SH       D       7             0            0            0
GEORGIA GULF CORP COM PAR $0.0 COM  373200203        21357      1026165 SH       D       6       1012365            0        13800
GEORGIA GULF CORP              COM  373200203          160         7730 SH       D       7          7730            0            0
GEORGIA-PACIFIC CORP COM STOCK COM  373298108          886        22300 SH       D       1         22300            0            0
GEORGIA-PACIFIC CORP COM STOCK COM  373298108          387         9763 SH       D       2          9763            0            0
GEORGIA-PACIFIC CORP COM STOCK COM  373298108        12802       306932 SH       D       3        286532            0        20400
GEORGIA-PACIFIC CORP COM STOCK COM  373298108          500        12600 SH       D       4         12600            0            0
GEORGIA-PAC (GEORGIA-PAC GP)   COM  373298108         1566        59685 SH       D       5         59685            0            0
GEORGIA PACIFIC CORP COM       COM  373298108       161790      6163455 SH       D       6       5680033            0       483422
GEORGIA PAC CORP               COM  373298108         8188       311944 SH       D       7        196078            0       115866
GEORGIA-PACIFIC GROUP          COM  373298108          238         9085 SH       S       7          9085            0            0
GEORGIA PACIFIC TIMBER CORP CO COM  373298702        34436      1592451 SH       D       6       1549124            0        43327
GEORGIA-PACIFIC (TIMBER GROUP) COM  373298702          977        45200 SH       D       7         36481            0         8719
GEOTEK INDS INC COM            COM  373654102            0        29900 SH       D       6         29900            0            0
GEOWORKS COM                   COM  373692102         4326       274682 SH       D       6        274682            0            0
GEOWORKS                       COM  373692102           79         5020 SH       D       7          5020            0            0
GERALD STEVENS INC COM         COM  37369G101          518       360457 SH       D       6        360457            0            0
GERALD STEVENS                 COM  37369G101            6         4261 SH       D       7          4261            0            0
GERBER CHILDRENSWEAR COM       COM  373701101            3          735 SH       D       6           735            0            0
GERBER CHILDRENSWEAR INC       COM  373701101            7         1474 SH       D       7          1474            0            0
GERBER SCIENTIFIC INC COM      COM  373730100         7659       666055 SH       D       6        659855            0         6200
Gerber Scientific Inc.         COM  373730100           64         5624 SH       D       7          5624            0            0
GERMAN AMERICAN BANCORP COM    COM  373865104         1183        81653 SH       D       6         81653            0            0
GERMAN AMERICAN BANCORP        COM  373865104            4          334 SH       D       7           334            0            0
GERON CORP COM                 COM  374163103         9045       282670 SH       D       6        282670            0            0
GERON CORP                     COM  374163103           70         2194 SH       D       7          2194            0            0
GET THERE COM COM              COM  374266104         1539       145788 SH       D       6        145788            0            0
GETTHERE.COM, INC.             COM  374266104           42         3987 SH       D       7          3987            0            0
GETTY IMAGES INC -C COM        COM  374276103        14824       399977 SH       D       6        398277            0         1700
Getty Images Inc.              COM  374276103          245         6632 SH       D       7          6632            0            0
GETTY IMAGES 5%CB 144A 200     CVB  374276AD5         4037      5000000 SH       D       9       5000000            0            0
GETTY REALTY CORP COM          COM  374297109         1286       118299 SH       D       6        118299            0            0
Getty Realty Corp.             COM  374297109           24         2245 SH       D       7          2245            0            0
GIANT INDS INC COM             COM  374508109         1830       232467 SH       D       6        232467            0            0
GIANT INDUSTRIES INC           COM  374508109            3          484 SH       D       7           484            0            0
GIBRALTAR STL CORP COM         COM  37476F103         1675       119700 SH       D       6        118800            0          900
Gibraltar Steel Corp.          COM  37476F103           26         1921 SH       D       7          1921            0            0
GILEAD SCIENCES COM            COM  375558103        57538       808976 SH       D       6        805576            0         3400
Gilead Sciences Inc.           COM  375558103          589         8282 SH       D       7          8282            0            0
GILLETTE CO                    COM  375766102           27          810 SH       D       1             0          810            0
GILLETTE CO COM US$1           COM  375766102          979        18520 SH       D       2         18520            0            0
GILLETTE CO COM US$1           COM  375766102        86500      1724261 SH       D       3       1652851            0        71410
GILLETTE CO COM US$1           COM  375766102         2575        48700 SH       D       4         48700            0            0
GILLETTE COMPANY               COM  375766102        12670       362641 SH       D       5        362641            0            0
GILLETTE CO COM                COM  375766102       928949     26588910 SH       D       6      24511174            0      2077736
Gillette Co                    COM  375766102        28929       828029 SH       D       7        603417            0       224612
G.N                            COM  375766102          353        10600 SH       D       9         10600            0            0
GILLETTE CO                    COM  375766102         1940        55528 SH       S       7         55528            0            0
GILMAN ECIOCIA INC COM         COM  375908100           11         2394 SH       D       6          2394            0            0
GILMAN & CIOCIA INC            COM  375908100            4          935 SH       D       7           935            0            0
GILDAN ACTIVE WEAR INC. COM    COM  375916103          183         5000 SH       D       6          5000            0            0
GLACIER BANCORP, INC. COM      COM  37637Q105         1749       132640 SH       D       6        132640            0            0
Glacier Bancorp Inc            COM  37637Q105           17         1311 SH       D       7          1311            0            0
GLACIER WATER SERVICES INC     COM  376395109            1          135 SH       D       7           135            0            0
GLATFELTER P H CO COM          COM  377316104         8104       795485 SH       D       6        795485            0            0
GLATFELTER P H CO              COM  377316104          188        18514 SH       D       7         18514            0            0
GLAXO WELLCOME PLC             COM  37733W105         6499       112431 SH       D       7        112431            0            0
GLX.N                          COM  37733W105          839        14410 SH       D       9         14410            0            0
GLENAYRE TECH INC COM          COM  377899109        16182      1532026 SH       D       6       1523026            0         9000
Glenayre Technologies Inc.     COM  377899109          128        12142 SH       D       7         12142            0            0
GLENBOROUGH RLTY TR COM        COM  37803P105        14577       835970 SH       D       6        830170            0         5800
Glenborough Realty Trust Inc.  COM  37803P105           88         5094 SH       D       7          5094            0            0
GLOBAL TECHNOLOGIES COM        COM  378949101          457        74640 SH       D       6         74640            0            0
GLIATECH INC COM               COM  37929C103         2792       137908 SH       D       6        137908            0            0
Gliatech Inc                   COM  37929C103           39         1941 SH       D       7          1941            0            0
GLIMCHER RLTY TR COM           COM  379302102        10478       728958 SH       D       6        724758            0         4200
Glimcher Realty Trust          COM  379302102           91         6396 SH       D       7          6396            0            0
GLB CROSSING                   CVB  37932J202            0       172500 SH       D       1        172500            0            0
GLOBAL INDS COM                COM  379336100        22151      1173613 SH       D       6       1168313            0         5300
Global Industries Ltd.         COM  379336100          245        12992 SH       D       7         12992            0            0
GLOBAL INTELLICOM              COM  379337108            0         8100 SH       D       7          8100            0            0
GLOBAL IMAGING SYSTEMS COM     COM  37934A100         1402       133599 SH       D       6        133599            0            0
GLOBAL MARINE                  COM  379352404          106         2500 SH       D       2          2500            0            0
GLOBAL MARINE                  COM  379352404         9728       220188 SH       D       3        220188            0            0
GLOBAL MARINE INC              COM  379352404         1735        61561 SH       D       5         61561            0            0
GLOBAL MARINE INC COM NEW      COM  379352404        78386      2780900 SH       D       6       2773321            0         7579
GLOBAL MARINE INC              COM  379352404         1303        46239 SH       D       7         27050            0        19189
GLOBAL MARINE 0% 23/06/20      CVB  379352AM9         3976      8000000 SH       D       9       8000000            0            0
GLOBAL PAYMENT TECH INC        COM  37936S109            1          240 SH       D       7           240            0            0
GLOBAL TELESYSTEMS INC         COM  37936U104        28336      2349128 SH       D       6       2303228            0        45900
GLOBAL TELESYSTEMS GROUP INC   COM  37936U104          726        60230 SH       D       7         20990            0        39240
GLOBAL SPORTS INC. COM         COM  37937A107          502        78085 SH       D       6         78085            0            0
Global Sports Inc.             COM  37937A107           12         2002 SH       D       7          2002            0            0
GLOBALNET FINL.COM             COM  37937R209            5          300 SH       D       1             0          300            0
GLOBALNET FINANCIAL COM INC CO COM  37937R209         4020       191460 SH       D       6        191460            0            0
GLOBALNET FINANCIAL.COM        COM  37937R209           35         1700 SH       D       7          1700            0            0
GLOBE BUSINESS RES INC COM     COM  379395106           28         2200 SH       D       6          2200            0            0
GLOBE BUSINESS RESOURCES INC   COM  379395106           10          808 SH       D       7           808            0            0
GLOBECOMM SYSTEMS INC COM      COM  37956X103         1654       120362 SH       D       6        120362            0            0
GLOBESPAN SEMICONDUCTOR INC CO COM  379571102        28662       234790 SH       D       6        230590            0         4200
GLOBESPAN SEMICONDUCTOR INC    COM  379571102          670         5500 SH       D       7          5500            0            0
GLOBIX CORP COM                COM  37957F101        19556       667162 SH       D       6        645000            0        22162
GLOBIX CORPORATION             COM  37957F101          193         6612 SH       D       7          6612            0            0
GOLD BANC CORP INC COM         COM  379907108         1019       203880 SH       D       6        203880            0            0
GOLD BANC CORPORATION          COM  379907108            6         1378 SH       D       7          1378            0            0
GO AMERICA.COM COM             COM  38020R106         5596       362554 SH       D       6        362554            0            0
GOAMERICA INC                  COM  38020R106           36         2346 SH       D       7          2346            0            0
GOLDEN BOOKS FAMILY WTS        WT   380804112            0            0 SH       D       6             0            0            0
GOLDEN BOOKS FAMILY ENTMNT     COM  380804112            0            4 SH       D       7             4            0            0
GOLDEN STATE BANCORP INC COM   COM  381197102        25444      1413601 SH       D       6       1296724            0       116877
GOLDEN STATE BANCORP. INC      COM  381197102          547        30417 SH       D       7         23456            0         6961
GOLDEN STATE BANCORP           COM  381197136            4         4300 SH       D       7          4300            0            0
GOLDEN STATE VINTNERS INC -B   COM  38121K208            0          229 SH       D       7           229            0            0
GOLDEN TELECOM INC. COM        COM  38122G107          480        16140 SH       D       6         16140            0            0
GOLDEN WEST FINANCIAL CORP COM COM  381317106          148         2400 SH       D       2          2400            0            0
GOLDEN WEST FINANCIAL CORP COM COM  381317106        15970       247556 SH       D       3        222356            0        25200
GOLDEN WEST FINL CORP DEL COM  COM  381317106       184935      4531343 SH       D       6       4064424            0       466919
Golden West Financial          COM  381317106         5257       128822 SH       D       7        111906            0        16916
GOLDEN WEST FINANCIAL CORP     COM  381317106          342         8386 SH       S       7          8386            0            0
GOLDMAN SACHS GROU             COM  38141G104           85          900 SH       D       1             0          900            0
GOLDMAN SACHS GROUP INC USD0.0 COM  38141G104          272         1900 SH       D       2          1900            0            0
GOLDMAN SACHS GROUP INC USD0.0 COM  38141G104        15775       112036 SH       D       3        112036            0            0
GOLDMAN SACHS COM              COM  38141G104       312857      3297578 SH       D       6       3280743            0        16835
GOLDMAN SACHS                  COM  38141G104         3856        40651 SH       D       7         33738            0         6913
GOLF TR AMERICA COM            COM  38168B103         1763       111081 SH       D       6        111081            0            0
Golf Trust of America Inc.     COM  38168B103           31         1971 SH       D       7          1971            0            0
GOOD GUYS INC COM              COM  382091106          615       169928 SH       D       6        169928            0            0
GOODRICH, B F CO COM STOCK US$ COM  382388106           82         1600 SH       D       2          1600            0            0
GOODRICH, B F CO COM STOCK US$ COM  382388106         8330       161471 SH       D       3        161471            0            0
GOODRICH B F CO COM            COM  382388106       100774      2958503 SH       D       6       2721787            0       236716
Goodrich (B.F.) Company        COM  382388106         3227        94743 SH       D       7         82071            0        12672
GOODRICH BF CO                 COM  382388106          195         5732 SH       S       7          5732            0            0
GOODYEAR TIRE & RUBBER CO COM  COM  382550101           86         2850 SH       D       2          2850            0            0
GOODYEAR TIRE & RUBBER CO COM  COM  382550101         8546       264555 SH       D       3        249055            0        15500
GOODYEAR TIRE & RUBBER CO COM  COM  382550101          399        13200 SH       D       4         13200            0            0
GOODYEAR TIRE & RUBBER CO      COM  382550101         1108        55424 SH       D       5         55424            0            0
GOODYEAR TIRE & RUBBER CO COM  COM  382550101        85632      4281624 SH       D       6       3965754            0       315870
Goodyear Tire & Rubber Co      COM  382550101         2180       109003 SH       D       7         90037            0        18966
GOODYEAR TIRE & RUBBER CO.     COM  382550101          166         8321 SH       S       7          8321            0            0
GOODYS FAMILY CLOTHING COM     COM  382588101         1690       307285 SH       D       6        307285            0            0
Goody's Family Clothing Inc.   COM  382588101           28         5267 SH       D       7          5267            0            0
GORMAN RUPP CO COM             COM  383082104         1269        80592 SH       D       6         80592            0            0
GORMAN RUPP CO                 COM  383082104            4          315 SH       D       7           315            0            0
GOTTSCHALKS INC COM            COM  383485109          662       104905 SH       D       6        104905            0            0
G02NET INC COM                 COM  383486107        20405       405570 SH       D       6        396970            0         8600
Go2net Inc.                    COM  383486107          260         5182 SH       D       7          5182            0            0
GOTO COM INC COM               COM  38348T107         4431       289396 SH       D       6        278396            0        11000
GOTO.COM INC                   COM  38348T107           45         3000 SH       D       7          3000            0            0
WR GRACE & CO (NEW)            COM  38388F108         2171       112577 SH       D       3        103477            0         9100
WR GRACE & CO NEW COM          COM  38388F108        31803      2622947 SH       D       6       2466032            0       156915
WR Grace & Co                  COM  38388F108          570        47031 SH       D       7         45900            0         1131
W.R. GRACE NEW                 COM  38388F108           43         3566 SH       S       7          3566            0            0
GRACO INC COM                  COM  384109104        22220       683714 SH       D       6        683714            0            0
Graco Inc.                     COM  384109104           87         2687 SH       D       7          2687            0            0
GRAHAM CORP                    COM  384556106            1          200 SH       D       7           200            0            0
GRAINGER, W W INC COM STOCK US COM  384802104           67         1440 SH       D       2          1440            0            0
GRAINGER, W W INC COM STOCK US COM  384802104         7146       152870 SH       D       3        142870            0        10000
GRAINGER (W.W.) INC            COM  384802104         1012        32869 SH       D       5         32869            0            0
GRAINGER W W INC COM           COM  384802104        76281      2475653 SH       D       6       2287663            0       187990
W.W. Grainger                  COM  384802104         1951        63346 SH       D       7         54044            0         9302
GRAINGER WW INC                COM  384802104          154         5002 SH       S       7          5002            0            0
CADENALCO (REPR 10 B PFD) REG  ADR  385003207          106        27976 SH       D       3         27976            0            0
WTS GRAND UNION CO. EXP 01/01/ COM  386532402           36        68567 SH       D       6         68567            0            0
Grand Un Company               COM  386532402            1         3145 SH       D       7          3145            0            0
GRANITE BROADCASTING COM       COM  387241102         1594       216239 SH       D       6        216239            0            0
GRANITE BROADCASTING CORP      COM  387241102           10         1368 SH       D       7          1368            0            0
GRANITE CONSTR INC COM         COM  387328107        20047       818261 SH       D       6        807561            0        10700
Granite Construction Inc.      COM  387328107          383        15655 SH       D       7         15655            0            0
GRANITE ST BANKSHARES INC COM  COM  387472103          926        61255 SH       D       6         61255            0            0
GRANITE STATE BANKSHARES INC   COM  387472103            3          218 SH       D       7           218            0            0
GRANT PRIDECO COM              COM  38821G101        46766      1870656 SH       D       6       1802657            0        67999
GRANT PRIDECO INC - W/I        COM  38821G101          697        27881 SH       D       7         15360            0        12521
GRAPHIC PACKAGING INTERNATIONA COM  388690109          307       144846 SH       D       6        144846            0            0
GRAPHON CORP COM               COM  388707101         1103       129800 SH       D       6        129800            0            0
GRAPHON CORP                   COM  388707101           22         2600 SH       D       7          2600            0            0
GRAY COMMUNICATIONS SYSM INC C COM  389190109         1071       109243 SH       D       6        109243            0            0
Gray Communications Systems    COM  389190109           28         2936 SH       D       7          2936            0            0
GRAY COMMUNICATIONS SYS INC CO COM  389190208          662        67958 SH       D       6         67958            0            0
GRAY COMMUNICATIONS SYS-CL B   COM  389190208            7          771 SH       D       7           771            0            0
GREAT AMERICAN FINANCIAL RESOU COM  389915109         2503       141558 SH       D       6        141558            0            0
Great American Financial Resou COM  389915109           56         3200 SH       D       7          3200            0            0
GREAT ATLANTIC & PACIFIC TEA C COM  390064103         1245        49651 SH       D       3         49651            0            0
GREAT ATLANTIC & PAC TEA CO CO COM  390064103        22175      1333855 SH       D       6       1259735            0        74120
Great Atlntc & Pacfic Tea      COM  390064103          426        25673 SH       D       7         25120            0          553
GREAT ATLANTIC & PAC TEA CO    COM  390064103           34         2105 SH       S       7          2105            0            0
GREAT LAKES CHEMICAL CORP COM  COM  390568103           42          900 SH       D       2           900            0            0
GREAT LAKES CHEMICAL CORP COM  COM  390568103         4424        90957 SH       D       3         84757            0         6200
GREAT LAKES CHEMICAL CORP COM  COM  390568103        46789      1485367 SH       D       6       1380281            0       105086
Great Lakes Chemical Corp      COM  390568103         1153        36620 SH       D       7         30634            0         5986
GREAT LAKES CHEMICAL CORP.     COM  390568103           91         2903 SH       S       7          2903            0            0
GREAT LAKES REIT INC COM       COM  390752103         6154       362026 SH       D       6        359526            0         2500
Great Lakes REIT Inc.          COM  390752103           86         5114 SH       D       7          5114            0            0
GREAT SOURTHERN BANCORP INC CO COM  390905107         1972       113501 SH       D       6        113501            0            0
Great Southern Bancorp Inc     COM  390905107           14          861 SH       D       7           861            0            0
GREAT NORTHERN IRON ORE PROPER COM  391064102         1045        20746 SH       D       6         20746            0            0
GREAT PLAINS SOFTWARE COM      COM  39119E105         4995       254555 SH       D       6        254555            0            0
Great Plains Software Inc.     COM  39119E105           40         2053 SH       D       7          2053            0            0
GREAT TRAIN STORE CO           COM  391330107            0         2100 SH       D       6          2100            0            0
GREATER BAY BANCORP COMMON STO COM  391648102        11750       251358 SH       D       6        244558            0         6800
Greater Bay Bancorp            COM  391648102          119         2557 SH       D       7          2557            0            0
GREATER COMMUNITY BANCORP COM  COM  39167M108            4          591 SH       D       6           591            0            0
GREATER COMMUNITY BANCORP      COM  39167M108            3          410 SH       D       7           410            0            0
GREATER DEL VALLEY SVGS BANK   COM  391688108            1          200 SH       D       7           200            0            0
GREEN MOUNTAIN COFFEE INC      COM  393122106           20         1200 SH       D       7          1200            0            0
GREEN MOUNTAIN POWER CORP COM  COM  393154109          617        74844 SH       D       6         74844            0            0
GREEN MOUNTAIN POWER CORP      COM  393154109            1          236 SH       D       7           236            0            0
GREENBRIER COS INC COM         COM  393657101          521        71897 SH       D       6         71897            0            0
GREENBRIER COMPANIES INC       COM  393657101            3          525 SH       D       7           525            0            0
GREENPOINT FINANCIAL CORP USD0 COM  395384100           51         1800 SH       D       2          1800            0            0
GREENPOINT FINANCIAL CORP USD0 COM  395384100         3409       110771 SH       D       3        110771            0            0
GREENPOINT FINANCIAL CORP COM  COM  395384100        29995      1599772 SH       D       6       1588144            0        11628
GREENPOINT FINANCIAL CORP      COM  395384100         3178       169499 SH       D       7         26375            0       143124
GREIF BROS CORP CL A COM       COM  397624107         7890       256596 SH       D       6        255096            0         1500
Greif Bros. Corp.              COM  397624107           90         2940 SH       D       7          2940            0            0
GREKA ENERGY CORP              COM  397637109            1          200 SH       D       7           200            0            0
GREY ADVERTISING INC COM       COM  397838103         4591         8830 SH       D       6          8830            0            0
Grey Advertising Inc.          COM  397838103           58          113 SH       D       7           113            0            0
GREY WOLF INC COM              COM  397888108         4255       851107 SH       D       6        851107            0            0
Grey Wolf Inc.                 COM  397888108          135        27021 SH       D       7         27021            0            0
GRIC COMMUNICATIONS COM        COM  398081109         5019       279820 SH       D       6        273390            0         6430
GRIFFIN LAND & NURSERIES COM   COM  398231100            7          658 SH       D       6           658            0            0
GRIFFIN LAND & NURSERIES       COM  398231100            9          800 SH       D       7           800            0            0
GRIFFON CORP COM               COM  398433102         2139       384700 SH       D       6        384700            0            0
Griffon Corporation            COM  398433102           25         4559 SH       D       7          4559            0            0
GROUP 1 AUTOMOTIVE INC COM     COM  398905109         4545       378779 SH       D       6        375379            0         3400
Group 1 Automotive Inc.        COM  398905109           23         1922 SH       D       7          1922            0            0
GROUP 1 SOFTWARE, INC. COM     COM  39943Y103          568        32972 SH       D       6         32972            0            0
GROUP 1 SOFTWARE INC           COM  39943Y103            5          300 SH       D       7           300            0            0
GROVE REAL ESTATE ASST TR EC C COM  399613108         1366        84109 SH       D       6         84109            0            0
GROVE PROPERT TRUST            COM  399613108            8          503 SH       D       7           503            0            0
GRUBB & ELLIS CO NEW           COM  400095204         1337       227641 SH       D       6        227641            0            0
GRUBB AND ELLIS CO             COM  400095204           11         2027 SH       D       7          2027            0            0
GRUPO INDUS MASECA SA DE CV AD COM  400488409          103        14367 SH       D       6         14367            0            0
GRUPO TELEVISA SA SPONS 1 GDR  ADR  40049J206         3414        33970 SH       D       3         33970            0            0
GRUPO TELEVISA SA DE CV ADR    COM  40049J206         1367        19839 SH       D       6         19839            0            0
GTEC HDS CP!0.0                COM  400518106        10504       463000 SH       D       1        463000            0            0
GTECH HLDGS CORP COM           COM  400518106        58663      2585738 SH       D       6       2470638            0       115100
GTECH HLDGS CORP               COM  400518106         1251        55158 SH       D       7         55158            0            0
GTECH HLDGS CORP COM STK U     COM  400518106        17062       750000 SH       D       9        750000            0            0
GUARANTY BANCSHARES INC TEX CO COM  400764106           26         2400 SH       D       6          2400            0            0
GAURANTY BANCSHARES INC        COM  400764106            3          300 SH       D       7           300            0            0
GUARANTY FINANCIAL CORP        COM  401086103            3          400 SH       D       7           400            0            0
GUARANTY FED BANCSHA COM       COM  40108P101           15         1552 SH       D       6          1552            0            0
GUARANTY FEDERAL BNCSHS INC    COM  40108P101            4          400 SH       D       7           400            0            0
GUCCI GROUP NV (NY REG)        COM  401566104         1038         7191 SH       D       3          7191            0            0
GUESS INC COMMON               COM  401617105         4864       347459 SH       D       6        319559            0        27900
Guess ? Inc.                   COM  401617105           43         3101 SH       D       7          3101            0            0
GUEST SUPPLY INC COM           COM  401630108         1279        70369 SH       D       6         70369            0            0
GUEST SUPPLY INC               COM  401630108            5          282 SH       D       7           282            0            0
GUIDANT CORP                   COM  401698105          141         3000 SH       D       1             0         3000            0
GUIDANT CORP                   COM  401698105          344         4600 SH       D       2          4600            0            0
GUIDANT CORP                   COM  401698105        30423       428078 SH       D       3        420878            0         7200
GUIDANT CORP                   COM  401698105         1109        14800 SH       D       4         14800            0            0
GUIDANT CORP. COM              COM  401698105       384358      7765009 SH       D       6       7173183            0       591826
Guidant Corporation            COM  401698105        12039       243218 SH       D       7        177108            0        66110
GUIDANT CORP                   COM  401698105          806        16294 SH       S       7         16294            0            0
GUILFORD MILLS INC COM         COM  401794102          872       205346 SH       D       6        205346            0            0
Guilford Mills Inc.            COM  401794102           18         4367 SH       D       7          4367            0            0
GUILFORD PHARMACEUTICALS COM   COM  401829106         5983       397216 SH       D       6        395916            0         1300
Guilford Pharmaceuticals Inc.  COM  401829106           62         4172 SH       D       7          4172            0            0
GUITAR CENTER MNG COM          COM  402040109         3655       348142 SH       D       6        348142            0            0
Guitar Center Inc.             COM  402040109           56         5403 SH       D       7          5403            0            0
GULF CANADA RES LTD            COM  40218L305            0        92000 SH       D       6         92000            0            0
GULF INDONESIA RESOURCES LTD - ADR  402284103          249        20200 SH       D       3         20200            0            0
GULF ISLAND COM                COM  402307102         1995       117387 SH       D       6        117387            0            0
GULFMARK OFFSHORE COM          COM  402629109         2170        88595 SH       D       6         88595            0            0
GUM TECH INTL INC COM          COM  402803100         1030        74303 SH       D       6         74303            0            0
GYMBAREE COM                   COM  403777105         1176       392231 SH       D       6        392231            0            0
Gymboree Corp.                 COM  403777105           10         3422 SH       D       7          3422            0            0
HMT TECHNOLOGY                 COM  403917107          810       529099 SH       D       6        529099            0            0
HCA - THE HEALTHCARE CORPORATI COM  404119109          354         7710 SH       D       2          7710            0            0
HCA - THE HEALTHCARE CORPORATI COM  404119109        45235       917346 SH       D       3        862696            0        54650
HCA - THE HEALTHCARE CORPORATI COM  404119109         2133        46400 SH       D       4         46400            0            0
HCA - THE HEALTHCARE COMPANY   COM  404119109         5987       197101 SH       D       5        197101            0            0
HCA-HEALTHCARE COMPANY COM     COM  404119109       459150     15116075 SH       D       6      13991708            0      1124367
HCA - The Healthcare Co        COM  404119109        11667       384121 SH       D       7        317938            0        66183
THE HEALTHCARE COMPANY         COM  404119109          900        29635 SH       S       7         29635            0            0
HCC INSR COM                   COM  404132102        16221       859428 SH       D       6        859428            0            0
HCC Insurance Holdings Inc.    COM  404132102          163         8652 SH       D       7          8652            0            0
H.D. VEST INC                  COM  404150104            2          300 SH       D       7           300            0            0
HEI INC                        COM  404160103           28         2100 SH       D       7          2100            0            0
HF FINANCIAL CORP              COM  404172108            1          212 SH       D       7           212            0            0
HMG COURTLAND PROPERTIES       COM  404232100            4          700 SH       D       7           700            0            0
HMG WORLDWIDE CORP             COM  404235103            3          700 SH       D       7           700            0            0
HMN FINANCIAL INC              COM  40424G108            2          241 SH       D       7           241            0            0
HNC SOFTWARE INC COM           COM  40425P107        21460       347541 SH       D       6        347541            0            0
HNC Software Inc.              COM  40425P107          293         4751 SH       D       7          4751            0            0
HNC SFTWRE4TCSB                CVB  40425PAA5        42254     29600000 SH       D       1      29600000            0            0
HPSC INC                       COM  404264103            1          200 SH       D       7           200            0            0
HRPT PRORERTIES TRUST COM      COM  40426W101        16094      2627742 SH       D       6       2613942            0        13800
HRPT PROPERTIES TRUST          COM  40426W101          930       150567 SH       D       7         10785            0       139782
HONG KONG & SHANGHAI BANKING   COM  404280406         1281        22120 SH       D       7         22120            0            0
HSB GROUP COM                  COM  40428N109        19987       642174 SH       D       6        642174            0            0
HSB GROUP INC                  COM  40428N109          161         5181 SH       D       7          5181            0            0
HS RES INC COM                 COM  404297103        18622       620737 SH       D       6        615797            0         4940
HS Resources Inc.              COM  404297103          122         4080 SH       D       7          4080            0            0
HA-LO INDS INC COM             COM  404429102         4168       741061 SH       D       6        741061            0            0
Ha-Lo Industries Inc.          COM  404429102           51         9085 SH       D       7          9085            0            0
HABERSHAM BANCORP              COM  404459109            4          400 SH       D       7           400            0            0
HAEMONETICS COM                COM  405024100        14615       695986 SH       D       6        694986            0         1000
Haemonetics Corp.              COM  405024100           98         4687 SH       D       7          4687            0            0
HAGGAR CORP COM                COM  405173105         1047        89161 SH       D       6         89161            0            0
HAGGAR CORP                    COM  405173105            3          316 SH       D       7           316            0            0
HAIN CELESTIAL GROUP COM       COM  405217100        15657       426769 SH       D       6        426769            0            0
Hain Celestial Group Inc.      COM  405217100          197         5375 SH       D       7          5375            0            0
HALL KINION ASSOCIATES COM     COM  406069104         2031        60975 SH       D       6         60975            0            0
HALL KINION & ASSOC INC        COM  406069104           27          825 SH       D       7           825            0            0
HALLIBURTON CO COM STOCK US$2. COM  406216101          476         6670 SH       D       2          6670            0            0
HALLIBURTON CO COM STOCK US$2. COM  406216101        55639       755619 SH       D       3        712819            0        42800
HALLIBURTON CO COM STOCK US$2. COM  406216101         1435        20100 SH       D       4         20100            0            0
HALLIBURTON CO                 COM  406216101         7261       153873 SH       D       5        153873            0            0
HALLIBURTON CO COM             COM  406216101       557973     11824601 SH       D       6      10926377            0       898224
Halliburton Company            COM  406216101        16151       342293 SH       D       7        266664            0        75629
HALLIBURTON COMPANY            COM  406216101         1113        23593 SH       S       7         23593            0            0
HALLMARK CAPITAL               COM  406241109            1          200 SH       D       7           200            0            0
HALLWOOD GROUP                 COM  406364406            4          600 SH       D       7           600            0            0
HALLWOOD ENERGY CORP DEL COM   COM  40636X105          417        51042 SH       D       6         51042            0            0
HALLWOOD ENERGY CORP           COM  40636X105            5          636 SH       D       7           636            0            0
HAMILTON BANCORP INC COM       COM  407013101         2847       162722 SH       D       6        162722            0            0
Hamilton Bancorp Inc.          COM  407013101           39         2270 SH       D       7          2270            0            0
JOHN Q HAMMONS HOTELS INC      COM  408623106           13         2600 SH       D       7          2600            0            0
HAMPSHIRE GROUP                COM  408859106            6          900 SH       D       7           900            0            0
HANCOCK HLDG CO COM            COM  410120109         4376       128729 SH       D       6        128729            0            0
Hancock Holding Co.            COM  410120109           75         2222 SH       D       7          2222            0            0
J HANCOCK FIN S                COM  41014S106         7869       332200 SH       D       1        332200            0            0
JOHN HANCOCK COM               COM  41014S106        59276      2502448 SH       D       6       2494848            0         7600
JOHN HANCOCK FINANCIAL SRVCS   COM  41014S106          668        28203 SH       D       7         28203            0            0
HANDLEMAN CO COM               COM  410252100         9708       776685 SH       D       6        768685            0         8000
Handleman Co.                  COM  410252100           92         7400 SH       D       7          7400            0            0
HANDSPRING, INC. COM           COM  410293104         2094        77565 SH       D       6         77565            0            0
HANDSPRING INC                 COM  410293104           95         3520 SH       D       7          3520            0            0
HANGER ORTHOPEDIC GROUP INC CO COM  41043F208         1421       287818 SH       D       6        287818            0            0
Hanger Orthopedic Group Inc.   COM  41043F208           13         2829 SH       D       7          2829            0            0
HANNA M. A. CO COM  NEW        COM  410522106        10884      1209348 SH       D       6       1209348            0            0
HANNA (M. A.) CO               COM  410522106          237        26413 SH       D       7         26413            0            0
HANNAFORD BROTHERS CO COM      COM  410550107        39560       550413 SH       D       6        546786            0         3627
HANNAFORD BROTHERS CO          COM  410550107         1210        16839 SH       D       7         13533            0         3306
HANOVER COMPRE COM             COM  410768105        24790       652384 SH       D       6        651184            0         1200
Hanover Compressor Co.         COM  410768105          396        10442 SH       D       7         10442            0            0
HANOVER DIRECT INC COM         COM  410783104          575       368303 SH       D       6        368303            0            0
Hanover Direct Inc.            COM  410783104           18        11788 SH       D       7         11788            0            0
HANSON PLC                     COM  411352404         2566        72809 SH       D       7         72809            0            0
HARCOURT GENERAL INC COM STOCK COM  41163G101           65          800 SH       D       2           800            0            0
HARCOURT GENERAL INC COM STOCK COM  41163G101         6812        81295 SH       D       3         71995            0         9300
HARCOURT GEN INC. COM          COM  41163G101       101186      1860897 SH       D       6       1717472            0       143425
Harcourt General, Inc.         COM  41163G101         2885        53072 SH       D       7         46512            0         6560
HARCOURT GENERAL INC.          COM  41163G101          207         3812 SH       S       7          3812            0            0
HARDIN BANCORP INC.            COM  411819105            2          200 SH       D       7           200            0            0
HARBOR FLORIDA BANCSHARES COM  COM  411901101         5795       555296 SH       D       6        536096            0        19200
Harbor Florida Bancshares Inc. COM  411901101           28         2746 SH       D       7          2746            0            0
HARDINGE BROS INC COM          COM  412324303         1102       105643 SH       D       6        105643            0            0
HARDINGE INC                   COM  412324303            3          362 SH       D       7           362            0            0
HARKEN OIL & GAS CO COM        COM  412552101          207       332061 SH       D       6        332061            0            0
Harken Energy Corp.            COM  412552101            7        12668 SH       D       7         12668            0            0
HARLAND JOHN H CO COM          COM  412693103        19715      1319894 SH       D       6       1220494            0        99400
John H Harland Co.             COM  412693103           70         4715 SH       D       7          4715            0            0
HARLEY DAVIDSON COM STOCK US$0 COM  412822108          268         4600 SH       D       2          4600            0            0
HARLEY DAVIDSON COM STOCK US$0 COM  412822108        26361       448958 SH       D       3        448958            0            0
HARLEY-DAVIDSON INC            COM  412822108         4057       105396 SH       D       5        105396            0            0
HARLEY DAVIDSON INC COM        COM  412822108       299591      7781603 SH       D       6       7191621            0       589982
Harley-Davidson Inc            COM  412822108         9297       241498 SH       D       7        175626            0        65872
HARLEY-DAVIDSON                COM  412822108          620        16120 SH       S       7         16120            0            0
HARLEYSVILLE GROUP INC COM     COM  412824104         5598       334233 SH       D       6        334233            0            0
Harleysville Group Inc.        COM  412824104           80         4806 SH       D       7          4806            0            0
HARLEYSVILLE NATL CORP PA      COM  412850109         4175       127482 SH       D       6        127482            0            0
HARLEYSVILLE NATL CORP PA      COM  412850109           58         1778 SH       D       7          1778            0            0
HARLEYSVILLE SAVINGS FIN. CORP COM  412865107            7          506 SH       D       7           506            0            0
HARMAN INTL INDS INC NEW COM   COM  413086109        30120       493782 SH       D       6        458583            0        35199
Harman Intl. Industries Inc.   COM  413086109          172         2830 SH       D       7          2830            0            0
HARMON INDS INC NEW COM        COM  413136102         2004       151258 SH       D       6        151258            0            0
Harmon Industries Inc.         COM  413136102           54         4106 SH       D       7          4106            0            0
HARMONIC LIGHTWAVES COM        COM  413160102        24614       994534 SH       D       6        994534            0            0
HARMONIC LIGHTWAVES INC        COM  413160102          274        11102 SH       D       7         11102            0            0
HARNISCHFEGER INDS INC COM     COM  413345109            0         2100 SH       D       6          2100            0            0
HARRAH'S ENTERTAINMENT         COM  413619107          167         5300 SH       D       2          5300            0            0
HARRAH'S ENTERTAINMENT         COM  413619107         6787       208283 SH       D       3        194283            0        14000
HARRAH'S ENTERTAINMENT INC     COM  413619107          940        44937 SH       D       5         44937            0            0
HARRAH`S ENTERTAINMENT INC COM COM  413619107        75745      3617705 SH       D       6       3285701            0       332004
Harrah's Entertainment         COM  413619107         3473       165898 SH       D       7         95549            0        70349
HARRAH'S ENTERTAINMENT INC     COM  413619107          136         6503 SH       S       7          6503            0            0
HARRINGTON FINANCIAL GROUP     COM  413801101            3          600 SH       D       7           600            0            0
HARRIS CORP COM STOCK US$1     COM  413875105           54         1100 SH       D       2          1100            0            0
HARRIS CORP COM STOCK US$1     COM  413875105         3498        70279 SH       D       3         70279            0            0
HARRIS CORP DEL COM            COM  413875105        39765      1214220 SH       D       6       1208849            0         5371
HARRIS CORP INC                COM  413875105          536        16370 SH       D       7          8895            0         7475
HARRIS FINANCIAL COM           COM  414541102          795       128533 SH       D       6        128533            0            0
Harris Financial Inc.          COM  414541102           13         2247 SH       D       7          2247            0            0
HARRIS INTERACTIVE COM         COM  414549105          912       188462 SH       D       6        188462            0            0
HARRIS INTERACTIVE INC         COM  414549105           26         5460 SH       D       7          5460            0            0
HARSCO CORP COM                COM  415864107        31349      1229391 SH       D       6       1206991            0        22400
HARSCO CORP                    COM  415864107          438        17211 SH       D       7         17211            0            0
HARTE-HANKS COMMUNICATIONS N C COM  416196103        21969       878766 SH       D       6        875257            0         3509
HARTE-HANKS INC                COM  416196103          285        11437 SH       D       7          5558            0         5879
THE HARTFORD FINANCIAL SERVICE COM  416515104         1508        17816 SH       D       1         17816            0            0
THE HARTFORD FINANCIAL SERVICE COM  416515104          613         7242 SH       D       2          7242            0            0
THE HARTFORD FINANCIAL SERVICE COM  416515104        28423       333881 SH       D       3        317681            0        16200
THE HARTFORD FINANCIAL SERVICE COM  416515104         1287        15200 SH       D       4         15200            0            0
HARTFORD FINANCIAL SVCS GRP    COM  416515104         4313        77103 SH       D       5         77103            0            0
HARTFORD FINANCIAL SERVICES GR COM  416515104       351524      6284236 SH       D       6       5803809            0       480427
Hartford Financial Svcs        COM  416515104        10056       179777 SH       D       7        153577            0        26200
HARTFORD FINL U                COM  416515104           55         1000 SH       D       9          1000            0            0
HARTFORD FINANCIAL SVCS GRP    COM  416515104          638        11407 SH       S       7         11407            0            0
HARTFORD LIFE INC COM          COM  416592103          494         9798 SH       D       6          9798            0            0
HARTMARX CORP COM              COM  417119104          797       311068 SH       D       6        311068            0            0
HASBRO INC COM STOCK US$0.50   COM  418056107          246        10800 SH       D       1         10800            0            0
HASBRO INC COM STOCK US$0.50   COM  418056107          181         7975 SH       D       2          7975            0            0
HASBRO INC COM STOCK US$0.50   COM  418056107         7540       290703 SH       D       3        269553            0        21150
HASBRO INC COM                 COM  418056107        72490      4812658 SH       D       6       4461620            0       351038
Hasbro, Inc.                   COM  418056107         2948       195765 SH       D       7        121682            0        74083
HASBRO INC.                    COM  418056107          137         9133 SH       S       7          9133            0            0
HASTINGS MANUFACTURING CO      COM  418398103            0          100 SH       D       7           100            0            0
HAUPPAUGE DIGITAL INC COM      COM  419131107          759        78398 SH       D       6         78398            0            0
HAVEN BANCORP INC COM          COM  419352109         1994       107432 SH       D       6        107432            0            0
HAVERTY FURNITURE COS INC COM  COM  419596101         4282       503840 SH       D       6        492340            0        11500
Haverty Furniture Cos. Inc.    COM  419596101           34         4068 SH       D       7          4068            0            0
HAWAIIAN AIRLINES INC NEW COM  COM  419849104           46        17700 SH       D       6         17700            0            0
HAWAIIAN ELEC INDS INC COM     COM  419870100        21308       649412 SH       D       6        649412            0            0
Hawaiian Electric Industries   COM  419870100          184         5618 SH       D       7          5618            0            0
HAWKER PACIFIC AEROSPACE       COM  420123101           11         2500 SH       D       7          2500            0            0
HAWKINS CHEM INC               COM  420200107          959       121853 SH       D       6        121853            0            0
HAWKINS CHEM INC               COM  420200107            3          418 SH       D       7           418            0            0
HAWTHORNE FINANCIAL            COM  420542102            5          700 SH       D       7           700            0            0
HAYES CORP COM                 COM  420762304            0         2333 SH       D       6          2333            0            0
HAYES LEMMERZ INTL INC COM     COM  420781106         2907       241026 SH       D       6        241026            0            0
Hayes Lemmerz International    COM  420781106           44         3678 SH       D       7          3678            0            0
HEARME INC COM                 COM  421903105          853       189569 SH       D       6        189569            0            0
HearMe Inc.                    COM  421903105           16         3579 SH       D       7          3579            0            0
HEALTHCARE SERVICES GROUP INC  COM  421906108          572       127128 SH       D       6        127128            0            0
HEALTHCARE SERVICES GROUP INC  COM  421906108            5         1214 SH       D       7          1214            0            0
HEALTH CARE PPTY INVS INC      COM  421915109        35200      1291768 SH       D       6       1278938            0        12830
Healthcare Property Investors  COM  421915109          276        10164 SH       D       7         10164            0            0
HEALTHSOUTH CORP               COM  421924101         6567       886650 SH       D       1        885400         1250            0
HEALTHSOUTH CORP               COM  421924101          353        32500 SH       D       2         32500            0            0
HEALTHSOUTH CORP               COM  421924101         7325       658971 SH       D       3        658971            0            0
HEALTHSOUTH CORP               COM  421924101          944       131362 SH       D       5        131362            0            0
HEALTHSOUTH CORP COM           COM  421924101        93108     12954216 SH       D       6      12080648            0       873568
HEALTHSOUTH CORP               COM  421924101         2326       323669 SH       D       7        272476            0        51193
HEALTHSOUTH CORPORATION        COM  421924101          147        20513 SH       S       7         20513            0            0
HEALTH MGMT ASSOC INC NEW CL A COM  421933102        47444      3632089 SH       D       6       3627348            0         4741
HEALTH MANAGEMENT ASSOCIATES   COM  421933102         1106        84690 SH       D       7         37862            0        46828
HEALTH RISK MGMT INC COM       COM  421935107            7         1120 SH       D       6          1120            0            0
HEALTH RISK MANAGEMENT INC     COM  421935107            0          100 SH       D       7           100            0            0
HEALTHCARE RLTY TR COM         COM  421946104        16460       964711 SH       D       6        963641            0         1070
Healthcare Realty Trust Inc.   COM  421946104          120         7065 SH       D       7          7065            0            0
HEALTH SYSTEMS DESIGN CORP     COM  421964107            8         2300 SH       D       7          2300            0            0
HEARTPORT INC COM              COM  421969106          552       192024 SH       D       6        192024            0            0
HEADHUNTER NET INC COM         COM  422077107          546        54000 SH       D       6         54000            0            0
HEALTH CARE REIT INC COM       COM  42217K106        11690       719404 SH       D       6        717004            0         2400
Health Care REIT Inc.          COM  42217K106           87         5359 SH       D       7          5359            0            0
HEALTH AXIS COM                COM  42219D100          498       130875 SH       D       6        130875            0            0
Healthaxis Inc.                COM  42219D100            4         1051 SH       D       7          1051            0            0
HEALTH MNGT SYS COM            COM  42219M100          726       232404 SH       D       6        232404            0            0
HEALTH MGMT SYSTEMS INC        COM  42219M100            2          642 SH       D       7           642            0            0
HEALTHCOR HOLDINGS COM         COM  422201103            0         3000 SH       D       6          3000            0            0
HEALTHEON CORP COM             COM  422209106         9653       651705 SH       D       6        645705            0         6000
HEALTHEON CORP.                COM  422209106          313        21133 SH       D       7         11381            0         9752
HEALTHEXTRAS INC COM           COM  422211102          641       119416 SH       D       6        119416            0            0
HEALTHEXTRAS INC               COM  422211102           20         3729 SH       D       7          3729            0            0
HEALTHCENTRAL.COM COM          COM  42221V106          805       268512 SH       D       6        268512            0            0
HEALTHCENTRALCOM               COM  42221V106            9         3238 SH       D       7          3238            0            0
HEALTHCARE.COM CORP COM        COM  42221Y100          734       261210 SH       D       6        261210            0            0
HEALTHGATE DATA CORP COM       COM  42222H106            4         2900 SH       D       6          2900            0            0
HEALTHGATE DATA                COM  42222H106            1          900 SH       D       7           900            0            0
HEALTHTRONICS INC COM COM      COM  42222L107         1006        66000 SH       D       6         66000            0            0
HEALTHTRONICS INC              COM  42222L107            1          100 SH       D       7           100            0            0
HEALTHSTREAM INC COM           COM  42222N103          675       122898 SH       D       6        122898            0            0
HEALTHSTREAM, INC.             COM  42222N103            5         1041 SH       D       7          1041            0            0
HEARST-ARGYLE COM              COM  422317107        10342       530409 SH       D       6        528378            0         2031
HEARST-ARGYLE TELEVISION       COM  422317107          136         6994 SH       D       7          3923            0         3071
HEARTLAND EXPRESS INC COM      COM  422347104         6938       415787 SH       D       6        415787            0            0
Heartland Express Inc.         COM  422347104           64         3841 SH       D       7          3841            0            0
HEARTLAND WIRELESS COMM. COM   COM  42235W108            0         7100 SH       D       6          7100            0            0
HECLA MINING CO COM            COM  422704106         1055       938065 SH       D       6        938065            0            0
HECTOR COMMUNICATIONS          COM  422730101            6          500 SH       D       7           500            0            0
HEICO CORP NEW COM             COM  422806109         1203        84456 SH       D       6         84456            0            0
HEICO CORP                     COM  422806109           12          909 SH       D       7           909            0            0
HEICO CORP. CLASS A COMMON COM COM  422806208         1006        82136 SH       D       6         82136            0            0
HEICO CORP-CL A                COM  422806208           10          852 SH       D       7           852            0            0
HEIDRICK & STRUGGLES INTL COM  COM  422819102        18812       298027 SH       D       6        298027            0            0
Heidrick & Struggles Intl Inc  COM  422819102          193         3060 SH       D       7          3060            0            0
HEILIG-MEYERS CO COM           COM  422893107         1130       952259 SH       D       6        952259            0            0
Heilig-Meyers Co.              COM  422893107            5         4835 SH       D       7          4835            0            0
HEINZ(HJ)CO                    COM  423074103          988        22475 SH       D       1             0        22475            0
HEINZ (H J) CO LIMITED COM STO COM  423074103          349         5280 SH       D       2          5280            0            0
HEINZ (H J) CO LIMITED COM STO COM  423074103        37801       576613 SH       D       3        550763            0        25850
HEINZ (H J) CO LIMITED COM STO COM  423074103          500         7550 SH       D       4          7550            0            0
HEINZ (H.J.) CO                COM  423074103         5412       123715 SH       D       5        123715            0            0
HEINZ H J CO COM               COM  423074103       413775      9457725 SH       D       6       8738502            0       719223
Heinz (H.J.) Co.               COM  423074103        12707       290447 SH       D       7        239004            0        51443
HEINZ H J CO                   COM  423074103          818        18709 SH       S       7         18709            0            0
HELIX TECHNOLOGY CORP COM      COM  423319102        19944       511410 SH       D       6        511410            0            0
Helix Technology Corp.         COM  423319102          150         3865 SH       D       7          3865            0            0
HELLER FINL INC COM            COM  423328103        19353       944073 SH       D       6        939573            0         4500
HELLER FINANCIAL INC.          COM  423328103          142         6935 SH       D       7          2508            0         4427
HELLO DIRECT INC               COM  423402106            3          300 SH       D       7           300            0            0
HELMERICH & PAYNE INC COM STOC COM  423452101          185         3500 SH       D       3          3500            0            0
HELMERICH & PAYNE INC COM      COM  423452101        61627      1648901 SH       D       6       1587501            0        61400
Helmerich & Payne Inc.         COM  423452101          737        19730 SH       D       7         19730            0            0
HEMISPHERE BIOPHARMA COM       COM  42366C103         1861       330866 SH       D       6        330866            0            0
Hemispherx Biopharma Inc       COM  42366C103           26         4730 SH       D       7          4730            0            0
HENRY JACK & ASSOC INC         COM  426281101        26723       533143 SH       D       6        533143            0            0
Jack Henry & Assoc. Inc.       COM  426281101          287         5736 SH       D       7          5736            0            0
HERBALIFE INTL INC CLASS A     COM  426908208         1571       179657 SH       D       6        179657            0            0
Herbalife International Inc.   COM  426908208           69         7937 SH       D       7          7937            0            0
HERBALIFE INTL INC CLASS B     COM  426908307          683        86785 SH       D       6         86785            0            0
HERITAGE PROPANE PAR COM       COM  426918108          918        44518 SH       D       6         44518            0            0
HERITAGE BANCORP INC/SC        COM  426926101            2          170 SH       D       7           170            0            0
HERITAGE COMMERCE CORP COM     COM  426927109          519        49728 SH       D       6         49728            0            0
HERITAGE COMMERCE CORP         COM  426927109            1          100 SH       D       7           100            0            0
HERCULES INC COM STOCK NPV     COM  427056106           34         1600 SH       D       2          1600            0            0
HERCULES INC COM STOCK NPV     COM  427056106         3614       165382 SH       D       3        155282            0        10100
HERCULES INC COM               COM  427056106        41208      2930355 SH       D       6       2712324            0       218031
Hercules Inc                   COM  427056106         1302        92611 SH       D       7         79609            0        13002
HERCULES INC                   COM  427056106           80         5696 SH       S       7          5696            0            0
HERITAGE BANCORP INC VA COM    COM  42720W100            4          800 SH       D       6           800            0            0
HERITIAGE BANCORP              COM  42720W100            4          800 SH       D       7           800            0            0
HERITAGE FINL CORP COM         COM  42722X106          977       112524 SH       D       6        112524            0            0
HERITAGE FINANCIAL CORP        COM  42722X106            3          443 SH       D       7           443            0            0
HERLEY MICROWAVE SYS INC COM   COM  427398102         1849        97991 SH       D       6         97991            0            0
HERLEY INDUSTRIES INC          COM  427398102            4          236 SH       D       7           236            0            0
HERSHEY FOODS                  COM  427866108          116         1580 SH       D       2          1580            0            0
HERSHEY FOODS                  COM  427866108        11938       161305 SH       D       3        153705            0         7600
HERSHEY FOODS CORP COM         COM  427866108       168825      3480931 SH       D       6       3207715            0       273216
Hershey Foods Corporation      COM  427866108         4503        92556 SH       D       7         79166            0        13390
HERSHEY FOODS CORP             COM  427866108          353         7296 SH       S       7          7296            0            0
HERTZ CORP COM                 COM  428040109        18721       667147 SH       D       6        650004            0        17143
HERTZ CORP - CL A              COM  428040109         1167        41621 SH       D       7         14420            0        27201
HESKA CORP COM                 COM  42805E108          343       161533 SH       D       6        161533            0            0
HEWLETT-PACKARD CO COM STOCK U COM  428236103         1559         8251 SH       D       1          8251            0            0
HEWLETT-PACKARD CO COM STOCK U COM  428236103         4168        22050 SH       D       2         22050            0            0
HEWLETT-PACKARD CO COM STOCK U COM  428236103       296814      1630454 SH       D       3       1557754            0        72700
HEWLETT-PACKARD CO COM STOCK U COM  428236103         7656        40500 SH       D       4         40500            0            0
HEWLETT-PACKARD CO.            COM  428236103        43282       346593 SH       D       5        346593            0            0
HEWLETT PACKARD CO COM         COM  428236103      3292176     26363781 SH       D       6      24192820            0      2170961
Hewlett-Packard Company        COM  428236103        96846       775548 SH       D       7        598185            0       177363
HWP.N                          COM  428236103         1123         9100 SH       D       9          9100            0            0
HEWLETT-PACKARD COMPANY        COM  428236103         6644        53206 SH       S       7         53206            0            0
HWLPCK'0'CB17US                CVB  428236AC7          571       619000 SH       D       1        619000            0            0
HEWLETT-PACKARD 0 CB 17        CVB  428236AC7        10316     11000000 SH       D       9      11000000            0            0
HEXCEL CORP COM                COM  428291108         4194       441568 SH       D       6        441568            0            0
HEXCEL7SCN03                   CVB  428291AA6         2225      2681000 SH       D       9       2681000            0            0
HI FN INC COM                  COM  428358105         6849       154365 SH       D       6        154365            0            0
Hi/fn inc.                     COM  428358105           81         1827 SH       D       7          1827            0            0
HI-TECH PHARMA COM             COM  42840B101            3          898 SH       D       6           898            0            0
HI-TECH PHARMACAAL CO          COM  42840B101           10         2400 SH       D       7          2400            0            0
HIBBETT SPORTING GOODS COM     COM  428565105         1225        52159 SH       D       6         52159            0            0
HIBBET SPORTING GOODS INC.     COM  428565105            7          336 SH       D       7           336            0            0
HIBERNIA CORP CLASS A COM      COM  428656102        42846      3939922 SH       D       6       3847306            0        92616
HIBERNIA CORPORATION CLASS A   COM  428656102          670        61690 SH       D       7         44729            0        16961
HICKORY TECH CORP COM          COM  429060106         1844       151310 SH       D       6        151310            0            0
HICKORY TECH CORP              COM  429060106            6          503 SH       D       7           503            0            0
HIGH SPEED ACCESS CORP. COM    COM  42979U102         3358       511806 SH       D       6        479394            0        32412
HIGH SPEED ACCESS CORP         COM  42979U102           26         4000 SH       D       7          4000            0            0
HIGHLAND BANCORP INC COM       COM  429879109           10          422 SH       D       6           422            0            0
HIGHLAND BANCORP INC           COM  429879109            6          282 SH       D       7           282            0            0
HIGHLAND INS GROUP WI COM      COM  431032101         1711       182601 SH       D       6        182601            0            0
HIGHWOODS PPTYS INC COM        COM  431284108        27765      1156889 SH       D       6       1155289            0         1600
HIGHWOOD PROPERTIES INC        COM  431284108          300        12539 SH       D       7          5977            0         6562
HILB ROGAL & HAMILTON CO COM   COM  431294107        10702       308539 SH       D       6        307139            0         1400
Hilb Rogal & Hamilton Co.      COM  431294107           80         2317 SH       D       7          2317            0            0
HILLENBRAND INDUSTRIES         COM  431573104           47         1000 SH       D       2          1000            0            0
HILLENBRAND INDUSTRIES         COM  431573104         3650        70897 SH       D       3         70897            0            0
HILLENBRAND INDUSTRIES INC COM COM  431573104        23037       735736 SH       D       6        729905            0         5831
HILLENBRAND INDUSTRIES INC     COM  431573104          821        26254 SH       D       7         21396            0         4858
HILLS STORES DEF CONT CASH RT  COM  431COM991            0        78824 SH       D       6         78824            0            0
HILTON HOTELS CORP COM STOCK U COM  432848109           88         6260 SH       D       2          6260            0            0
HILTON HOTELS CORP COM STOCK U COM  432848109         7459       537717 SH       D       3        514517            0        23200
HILTON HOTELS CORP             COM  432848109         1180       125888 SH       D       5        125888            0            0
HILTON HOTELS CORP COM         COM  432848109        88226      9411221 SH       D       6       8665033            0       746187
Hilton Hotels Corporation      COM  432848109         2488       265438 SH       D       7        212734            0        52704
HILTON HOTELS                  COM  432848109          183        19610 SH       S       7         19610            0            0
HINES HORTICULTURE INC COM     COM  433245107          909       133548 SH       D       6        133548            0            0
Hines Horticulture Inc.        COM  433245107           25         3752 SH       D       7          3752            0            0
HINGHAM INSTITUTION FOR SVGS   COM  433323102            5          400 SH       D       7           400            0            0
HITACHI CORP.                  COM  433578507         3112        21594 SH       D       7         21594            0            0
HISPANIC BROADCASTING CORP COM COM  43357B104        42745      1290429 SH       D       6       1289729            0          700
HISPANIC BROADCASTING CORP     COM  43357B104          987        29804 SH       D       7         13098            0        16706
HOENIG GROUP INC. COM          COM  434396107          698        71156 SH       D       6         71156            0            0
HOENING GROUP                  COM  434396107            3          400 SH       D       7           400            0            0
HOLIDAY RV SUPERSTORES         COM  434902102            1          400 SH       D       7           400            0            0
HOLLINGER INTL INC COM         COM  435569108        12566       922329 SH       D       6        922329            0            0
HOLLINGER INTERNATIONAL INC.   COM  435569108           88         6529 SH       D       7          5722            0          807
HOLLY CORP COM PAR $0.01 NEW   COM  435758305         1056        88975 SH       D       6         88975            0            0
HOLLY CORP                     COM  435758305           10          904 SH       D       7           904            0            0
HOLLIS-EDEN PHARMACEY COM      COM  435902101         1103        93430 SH       D       6         93430            0            0
HOLLYWOOD CASINO COR COM       COM  436132203         1674       239247 SH       D       6        239247            0            0
HOLLYWOOD CASINO CORP-CL A     COM  436132203           17         2500 SH       D       7          2500            0            0
HOLLYWOOD.COM COM              COM  436137103         1117       144218 SH       D       6        144218            0            0
HOLLYWOOD.COM INC              COM  436137103           10         1389 SH       D       7          1389            0            0
HOLLYWOOD ENTMT CORP COM       COM  436141105        17426      2212853 SH       D       6       1936353            0       276500
Hollywood Entertainment Corp.  COM  436141105           73         9336 SH       D       7          9336            0            0
HOLOGIC INC COM                COM  436440101         1144       169500 SH       D       6        169500            0            0
HOLOGIC INC                    COM  436440101           12         1793 SH       D       7          1793            0            0
HOLT'S CIGAR HOLDINGS INC      COM  436598106           13         2346 SH       D       7          2346            0            0
HOME BANCORP                   COM  436889109            1           97 SH       D       7            97            0            0
HOME FED BANCORP COM           COM  436926109          847        51380 SH       D       6         51380            0            0
HOME FEDERAL BANCORP - IN      COM  436926109            3          189 SH       D       7           189            0            0
HOME CITY FINANCIAL CORP       COM  43706C100            3          400 SH       D       7           400            0            0
HOME DEPOT INC COM STOCK US$0. COM  437076102        22581       394377 SH       D       1        116599       277778            0
HOME DEPOT INC COM STOCK US$0. COM  437076102         4689        62026 SH       D       2         62026            0            0
HOME DEPOT INC COM STOCK US$0. COM  437076102       262245      3593894 SH       D       3       3426944            0       166950
HOME DEPOT INC COM STOCK US$0. COM  437076102         6656        88050 SH       D       4         88050            0            0
HOME DEPOT INC                 COM  437076102        39921       799395 SH       D       5        799395            0            0
HOME DEPOT INC COM             COM  437076102      3108029     62238397 SH       D       6      57382577            0      4855820
HOME DEPOT INC                 COM  437076102        96690      1936223 SH       D       7       1439069            0       497154
HOME DEPOT INC                 COM  437076102         6144       123044 SH       S       7        123044            0            0
HOME FINANCIAL BANCORP         COM  43708T101            3          600 SH       D       7           600            0            0
HOME PRODUCTS INTL INC COM     COM  437305105          326        84279 SH       D       6         84279            0            0
HOME PRODUCTS INTL INC         COM  437305105            1          456 SH       D       7           456            0            0
HOME PPTYS N Y INC. COM        COM  437306103        11736       391222 SH       D       6        387822            0         3400
Home Properties of NY Inc.     COM  437306103           96         3209 SH       D       7          3209            0            0
HOME THEATER PRODUCTS INTL INC COM  437373103            0        10000 SH       D       6         10000            0            0
HOMEBASE COM                   COM  43738E108         1066       682803 SH       D       6        682803            0            0
HOMEFED CORPORATION USD0.01    COM  43739D208            1         1000 SH       D       3          1000            0            0
HOMEFED CORP COM               COM  43739D208           95       142959 SH       D       6        142958            0            0
HOMELAND HOLDINGS              COM  43739T104            3          900 SH       D       7           900            0            0
HOMEGROCER.COM COM             COM  43740K100         2752       456375 SH       D       6        456375            0            0
HOMEGROCER.COM                 COM  43740K100           47         7905 SH       D       7          7905            0            0
HOMESEEKERS.COM COM            COM  437605108          517       170850 SH       D       6        170850            0            0
HOMESERVICES COM INC COM       COM  437606106          298        26500 SH       D       6         26500            0            0
HOMESERVICES.COM INC.          COM  437606106            9          800 SH       D       7           800            0            0
HOMESTAKE MINING CO COM STOCK  COM  437614100           41         4000 SH       D       2          4000            0            0
HOMESTAKE MINING CO COM STOCK  COM  437614100         4405       421544 SH       D       3        406844            0        14700
HOMESTAKE MINING               COM  437614100          619        90098 SH       D       5         90098            0            0
HOMESTAKE MINING CO CALIF COM  COM  437614100        47566      6918720 SH       D       6       6394763            0       523957
Homestake Mining               COM  437614100         1202       174903 SH       D       7        146082            0        28821
HOMESTAKE MINING CO.           COM  437614100           95        13934 SH       S       7         13934            0            0
HOMESTORE.COM COM              COM  437852106        10723       367393 SH       D       6        345538            0        21855
HOMESTORE.COM INC              COM  437852106          145         5000 SH       D       7          5000            0            0
HON IND COM                    COM  438092108        32627      1388411 SH       D       6       1388311            0          100
HON INDS INC                   COM  438092108          332        14149 SH       D       7          7729            0         6420
HONDA MOTOR LTD                COM  438128308         1660        24151 SH       D       7         24151            0            0
HNYWELL INTL                   COM  438516106         7444       221000 SH       D       1        221000            0            0
HONEYWELL INTERNATIONAL INCORP COM  438516106          612        12016 SH       D       2         12016            0            0
HONEYWELL INTERNATIONAL INCORP COM  438516106        60972      1168905 SH       D       3       1097618            0        71287
HONEYWELL INTERNATIONAL INCORP COM  438516106         2089        40975 SH       D       4         40975            0            0
HONEYWELL, INC COM             COM  438516106       718122     21317445 SH       D       6      19691486            0      1625959
Honeywell International        COM  438516106        22085       655604 SH       D       7        490232            0       165372
HONEYWELL INTERNATIONAL INC    COM  438516106         1429        42448 SH       S       7         42448            0            0
HOOPER HOLMES INC COM          COM  439104100        12192      1524100 SH       D       6       1524100            0            0
Hooper Holmes Inc.             COM  439104100           95        11992 SH       D       7         11992            0            0
HOOVERS INC COM                COM  439321100          701       103887 SH       D       6        103887            0            0
HOPFED BANCORP INC             COM  439734104            1          180 SH       D       7           180            0            0
HORACE MANN EDUCATORS CORP NEW COM  440327104        13853       923549 SH       D       6        923549            0            0
HORACE MANN EDUCATORS          COM  440327104          189        12618 SH       D       7         12618            0            0
HORIZON FINL CORP COM          COM  44041F105          775        86169 SH       D       6         86169            0            0
HORIZON FINANCIAL CORP         COM  44041F105            2          276 SH       D       7           276            0            0
HORIZON HEALTH CORP COM        COM  44041Y104            9         1500 SH       D       6          1500            0            0
HORIZON RESOURCES CORP COM     COM  440437101            0            1 SH       D       6             1            0            0
HORIZON OFFSHORE INC COM       COM  44043J105         2090       134882 SH       D       6        134882            0            0
HORIZON ORGANIC HOLDING COM    COM  44043T103          805        75853 SH       D       6         75853            0            0
HORIZON ORGANIC HOLDING CORP.  COM  44043T103           10          954 SH       D       7           954            0            0
HORMEL GEO A & CO COM          COM  440452100        45988      2735373 SH       D       6       2615003            0       120370
HORMEL FOODS CORP              COM  440452100         5390       320618 SH       D       7        227690            0        92928
HOSPITALITY PPTYS TR COM       COM  44106M102        25543      1132140 SH       D       6       1125440            0         6700
Hospitality Properties Trust   COM  44106M102          246        10908 SH       D       7         10908            0            0
HOST MARR6TQPS2                CVP  441079209         9195       402000 SH       D       1        402000            0            0
HOST MARRIOTT CORP US$1        COM  44107P104           47         3340 SH       D       2          3340            0            0
HOST MARRIOTT CORP US$1        COM  44107P104         3087       213801 SH       D       3        213801            0            0
HOST MARRIOTT CORP             COM  44107P104          727        77513 SH       D       5         77513            0            0
HOST MARRIOTT CORP NEW (REIT)  COM  44107P104        30086      3209225 SH       D       6       3129925            0        79300
HOST MARRIOTT CORP             COM  44107P104          553        59010 SH       D       7         38661            0        20349
HOT TOPIC INC COM              COM  441339108         2763        86350 SH       D       6         86350            0            0
HOT TOPIC                      COM  441339108           26          832 SH       D       7           832            0            0
HOTEL PROPERTIES NETWORK INC C COM  441451101          643        21616 SH       D       6         21616            0            0
HOTJOBS COM INC COM            COM  441474103         1723       124793 SH       D       6        117393            0         7400
HOTJOBS.COM LTD                COM  441474103           56         4100 SH       D       7          4100            0            0
HOUGHTON MIFFLIN CO COM        COM  441560109        40811       874137 SH       D       6        849037            0        25100
HOUGHTON MIFFLIN CO            COM  441560109          940        20155 SH       D       7         16147            0         4008
HOUSEHOLD INTERNATIONAL INC CO COM  441815107         1510        24000 SH       D       1         24000            0            0
HOUSEHOLD INTERNATIONAL INC CO COM  441815107          747        11881 SH       D       2         11881            0            0
HOUSEHOLD INTERNATIONAL INC CO COM  441815107        48502       741980 SH       D       3        710180            0        31800
HOUSEHOLD INTERNATIONAL INC CO COM  441815107         1214        19300 SH       D       4         19300            0            0
HOUSEHOLD INTERNATIONAL INC    COM  441815107         6809       163836 SH       D       5        163836            0            0
HOUSEHOLD INTL INC COM         COM  441815107       569695     13706970 SH       D       6      12608042            0      1098928
HOUSEHOLD INTL INC             COM  441815107        20201       486062 SH       D       7        341850            0       144212
HOUSEHOLD INTL INC             COM  441815107         1045        25165 SH       S       7         25165            0            0
HOUSTON EXPL CO COM            COM  442120101         8626       343350 SH       D       6        339150            0         4200
The Houston Exploration Co.    COM  442120101           90         3616 SH       D       7          3616            0            0
HSTN IND7CP00US                CVP  442161204        11193        90000 SH       D       1         90000            0            0
HOVNANIAN ENTERPRISES INC COM  COM  442487203         1097       182890 SH       D       6        182890            0            0
HOVNANIAN ENT                  COM  442487203            7         1300 SH       D       7          1300            0            0
HOVNANIAN ENTERPRISES INC COM  COM  442487302            0        74268 SH       D       6         74268            0            0
HOWELL CORP                    COM  443051107           19         2100 SH       D       7          2100            0            0
HUANENG PWR INTL SPN ADR(1 ADR ADR  443304100          682        21700 SH       D       3         21700            0            0
HUB GROUP INC COM              COM  443320106         1572       105248 SH       D       6        105248            0            0
Hub Group Inc                  COM  443320106           15         1027 SH       D       7          1027            0            0
HUBBELL HARVEY INC CL A COM    COM  443510102         1862        71967 SH       D       6         71967            0            0
HUBBELL 'B'                    CLA  443510201         2633        67429 SH       D       3         67429            0            0
HUBBELL HARVEY INC CL B COM    COM  443510201        28715      1126083 SH       D       6       1120790            0         5293
HUBBELL INC  CLASS B           COM  443510201          318        12480 SH       D       7          7210            0         5270
HUDSON CITY BANCORP COM        COM  443683107        11522       675283 SH       D       6        671183            0         4100
HUDSON CITY BANK               COM  443683107          116         6800 SH       D       7          6800            0            0
HUDSON RIV BANCORP INC COM     COM  444128102         2510       211423 SH       D       6        211423            0            0
Hudson River Bancorp Inc       COM  444128102           28         2373 SH       D       7          2373            0            0
HUDSON UNITED BANCORP COM      COM  444165104        29138      1298641 SH       D       6       1298641            0            0
Hudson United Bancorp          COM  444165104          201         8994 SH       D       7          8994            0            0
HUGHES SUPPLY INC COM          COM  444482103         8875       449375 SH       D       6        449375            0            0
Hughes Supply Inc.             COM  444482103           94         4785 SH       D       7          4785            0            0
HUMANA INC COM STOCK US$0.166  COM  444859102           35         4830 SH       D       2          4830            0            0
HUMANA INC COM STOCK US$0.166  COM  444859102         2006       239965 SH       D       3        220365            0        19600
HUMANA INC COM                 COM  444859102        22877      4692722 SH       D       6       4339970            0       352752
Humana Inc.                    COM  444859102          611       125406 SH       D       7        105999            0        19407
HUMANA,INC                     COM  444859102           44         9037 SH       S       7          9037            0            0
HUMAN GENOME SCIENCES INC COM  COM  444903108        96565       724017 SH       D       6        724017            0            0
Human Genome Sciences Inc.     COM  444903108         1368        10264 SH       D       7         10264            0            0
HUMPHREY HOSPITALITY TR COM    COM  445467103            9         1224 SH       D       6          1224            0            0
HUMPHREY HOSPITALITY TRUST     COM  445467103            5          660 SH       D       7           660            0            0
HUNGARIAN TEL & CABLE COM      COM  445542103          542        90462 SH       D       6         90462            0            0
HUNGARIAN TELEPHONE & CABLE    COM  445542103            7         1300 SH       D       7          1300            0            0
HUNT CORP COM                  COM  445591100         1198       115543 SH       D       6        115543            0            0
HUNT CORP                      COM  445591100            4          411 SH       D       7           411            0            0
HUNT J B TRANS SVCS INC COM    COM  445658107        18729      1213248 SH       D       6       1173348            0        39900
JB Hunt Transport Service Inc. COM  445658107          401        26116 SH       D       7         26116            0            0
HUNTINGTON BANCSHARES          COM  446150104          107         4491 SH       D       2          4491            0            0
HUNTINGTON BANCSHARES          COM  446150104         7178       295137 SH       D       3        295137            0            0
HUNTINGTON BANCSHARES INC COM  COM  446150104        94452      5973283 SH       D       6       5523349            0       449934
Huntington Bancshares Inc      COM  446150104         2440       154343 SH       D       7        129157            0        25186
Huntington Bancshares, Inc.    COM  446150104          186        11816 SH       S       7         11816            0            0
HURCO COMPANIES INC COM        COM  447324104            3          827 SH       D       6           827            0            0
HURCO COMPANIES INC            COM  447324104            2          600 SH       D       7           600            0            0
HUTCHINSON TECHNOLOGIES COM    COM  448407106         7829       549453 SH       D       6        549453            0            0
Hutchinson Technology Inc.     COM  448407106           85         6012 SH       D       7          6012            0            0
HUTCH TECH                     COM  448407106          389        27300 SH       D       9         27300            0            0
HUTTIG BUILDING PRODUCTS COM   COM  448451104            0            0 SH       D       6             0            0            0
EVIDE MARINE INC COM           COM  448515106            3        24941 SH       D       6         24941            0            0
HVIDE MARINE INC WTS A         WT   44851M117            0            0 SH       D       6             0            0            0
HVIDE MARINE INC               COM  44851M117            0            4 SH       D       7             4            0            0
HYBRID NETWORKS INC COM        COM  44860K102          283        31931 SH       D       6         31931            0            0
ICN PHARMACEUTICALS INC. COM   COM  448924100        37315      1341689 SH       D       6       1333293            0         8396
ICN PHARMACEUTICALS INC-NEW    COM  448924100         1062        38214 SH       D       7         22905            0        15309
IDT CORP COM                   COM  448947101        13911       409928 SH       D       6        409928            0            0
IDT Corp.                      COM  448947101          139         4108 SH       D       7          4108            0            0
HYPERCOM CORP COM              COM  44913M105         6981       485661 SH       D       6        485661            0            0
Hypercom Corporation           COM  44913M105           70         4883 SH       D       7          4883            0            0
HYPERFEED TECHNOLOGIES COM     COM  44913S102          520       143639 SH       D       6        143639            0            0
HYPERFEED TECHNOLOGIES INC     COM  44913S102            3          997 SH       D       7           997            0            0
HYPERION SOLUTIONS CORP. COM   COM  44914M104        28514       879065 SH       D       6        879065            0            0
Hyperion Solutions Corp.       COM  44914M104          190         5882 SH       D       7          5882            0            0
HYSEQ INC COM                  COM  449163302         8482       186675 SH       D       6        186675            0            0
HYSEQ, INC                     COM  449163302          139         3078 SH       D       7          3078            0            0
HYTEK MICROSYSTEMS INC         COM  449180108            5          700 SH       D       7           700            0            0
IBP INC COM                    COM  449223106        70211      4548109 SH       D       6       4302105            0       246004
IBP INC                        COM  449223106         6377       413124 SH       D       7        366159            0        46965
ICG COMMUNICATIONS INC. COMMON COM  449246107        21573       977839 SH       D       6        977839            0            0
ICG COMMUNICATIONS, INC.       COM  449246107          277        12596 SH       D       7         12596            0            0
ICH CORPORATION                COM  44926L300            5         1000 SH       D       7          1000            0            0
ICICI LTD - SPON ADR ADR       COM  44926P202         2506       133700 SH       D       6        133700            0            0
ICOS CORPORATION USD0.01       COM  449295104          239         3600 SH       D       1          3600            0            0
ICOS CORPORATION USD0.01       COM  449295104          119         1800 SH       D       2          1800            0            0
ICOS CORPORATION USD0.01       COM  449295104          478         7100 SH       D       3          7100            0            0
ICOS CORP COM                  COM  449295104        33950       771612 SH       D       6        733212            0        38400
ICOS CORP                      COM  449295104          956        21764 SH       D       7         13616            0         8148
ICT GROUP INC COM              COM  44929Y101          342        35830 SH       D       6         35830            0            0
ICT GROUP,INC.                 COM  44929Y101            5          600 SH       D       7           600            0            0
ICU MED INC. COM               COM  44930G107         2643        97902 SH       D       6         97902            0            0
ICU MED INC                    COM  44930G107           10          396 SH       D       7           396            0            0
IDECPHARM COM                  COM  449370105        83688       713385 SH       D       6        713385            0            0
IDEC Pharmaceuticals Corp.     COM  449370105          963         8212 SH       D       7          8212            0            0
IDG BOOKS WORLDWIDE INC COM    COM  449384106          960       106018 SH       D       6        106018            0            0
IDG BOOKS WORLDWIDE INC        COM  449384106           12         1326 SH       D       7          1326            0            0
IDX SYS CORP COM               COM  449491109         4209       298010 SH       D       6        298010            0            0
IDX Systems Corp.              COM  449491109           49         3495 SH       D       7          3495            0            0
IFR SYS INC COM                COM  449507102           29         5950 SH       D       6          5950            0            0
IFR SYSTEMS INC                COM  449507102            9         1900 SH       D       7          1900            0            0
IFX CORP COM                   COM  449518208          359        30911 SH       D       6         30911            0            0
IGEN INTL INC COM              COM  449536101         4052       244681 SH       D       6        244681            0            0
IGEN International Inc.        COM  449536101           53         3227 SH       D       7          3227            0            0
IGO CORP COM                   COM  449592104            3          800 SH       D       6           800            0            0
IGO CORPORATION                COM  449592104            3         1000 SH       D       7          1000            0            0
IHOP CORP                      COM  449623107         6097       364041 SH       D       6        364041            0            0
IHOP Corp.                     COM  449623107           66         3968 SH       D       7          3968            0            0
IIC INDUSTRIES INC             COM  449628205            3          400 SH       D       7           400            0            0
IMC GLOBAL                     COM  449669100           34         1740 SH       D       2          1740            0            0
IMC GLOBAL                     COM  449669100         3289       156674 SH       D       3        145174            0        11500
IMC GLOBAL                     COM  449669100          510        25960 SH       D       4         25960            0            0
IMC GLOBAL INC COM             COM  449669100        32159      2473791 SH       D       6       2316117            0       157674
IMC GLOBAL INC                 COM  449669100         1034        79591 SH       D       7         69035            0        10556
IMC GLOBAL INC WTS 22/12/2000  WT   449669118            0          133 SH       D       4           133            0            0
IMCO RECYCLING INC COM         COM  449681105         1373       252606 SH       D       6        252606            0            0
IMCO Recycling Inc.            COM  449681105           11         2201 SH       D       7          2201            0            0
I-LINK CORP COM                COM  449927102           90        16900 SH       D       6         16900            0            0
I-LINK INC                     COM  449927102           10         1939 SH       D       7          1939            0            0
IMS HEALTH INC U$0.01          COM  449934108          253         9320 SH       D       2          9320            0            0
IMS HEALTH INC U$0.01          COM  449934108        12458       522426 SH       D       3        482826            0        39600
IMS HEALTH INC U$0.01          COM  449934108          463        17000 SH       D       4         17000            0            0
IMS HEALTH INC                 COM  449934108         2122       117937 SH       D       5        117937            0            0
IMS HEALTH INC - WI COM        COM  449934108       144166      8009265 SH       D       6       7360957            0       648308
IMS Health Inc                 COM  449934108         4421       245647 SH       D       7        181481            0        64166
IMS HEALTH USD                 COM  449934108         8150       452800 SH       D       9        452800            0            0
IMS HEALTH INC                 COM  449934108          284        15796 SH       S       7         15796            0            0
IRSA INVERSIONES (ADR) ADR     COM  450047204          245        10738 SH       D       6         10738            0            0
IRT PROPERTY CO COM            COM  450058102         7034       827553 SH       D       6        820353            0         7200
IRT Property Co.               COM  450058102           85        10066 SH       D       7         10066            0            0
ISS GROUP INC - COM COM        COM  450306105        29883       302668 SH       D       6        302668            0            0
ISS GROUP INC                  COM  450306105         1102        11165 SH       D       7         11165            0            0
I-STAT CORP COM                COM  450312103         2922       167575 SH       D       6        167575            0            0
I-STAT CORP                    COM  450312103           23         1362 SH       D       7          1362            0            0
ITC DELTACOM IND - C COM       COM  45031T104        17890       801817 SH       D       6        801817            0            0
ITC DeltaCom Inc.              COM  45031T104          210         9439 SH       D       7          9439            0            0
ISTAR FINANCIAL, INC. COM      COM  45031U101        11558       552058 SH       D       6        540418            0        11640
ISTAR FINANCIAL INC.           COM  45031U101          408        19492 SH       D       7          3970            0        15522
ITLA CAPITAL CORPORATION COMMO COM  450565106         1362        93978 SH       D       6         93978            0            0
ITLA CAPITAL CORPORATION       COM  450565106           10          700 SH       D       7           700            0            0
ITT EDUCATIONAL SERV COM       COM  45068B109         5471       311569 SH       D       6        311569            0            0
ITT Educational Services Inc.  COM  45068B109           77         4435 SH       D       7          4435            0            0
ITXC CORP COM                  COM  45069F109         2328        65761 SH       D       6         65761            0            0
ITXC CORP                      COM  45069F109           88         2500 SH       D       7          2500            0            0
IXL ENTERPRISES INC COM        COM  450718101         9416       649380 SH       D       6        641080            0         8300
IXL ENTERPRISES INC            COM  450718101           62         4300 SH       D       7          4300            0            0
I BASIS COM                    COM  450732102        10095       234442 SH       D       6        226042            0         8400
iBASIS, INC.                   COM  450732102          103         2400 SH       D       7          2400            0            0
IBEAM BROADCASTING CORP COM    COM  45073P101         8359       464413 SH       D       6        464413            0            0
IBEAM BROADCASTING CORP        COM  45073P101          116         6497 SH       D       7          6497            0            0
IBERIABANK CORP COM            COM  450828108         1679       109214 SH       D       6        109214            0            0
IBERIABANK CORP                COM  450828108            3          253 SH       D       7           253            0            0
IBIS TECHNOLOGY CORP COM       COM  450909106         5614        92995 SH       D       6         92995            0            0
IBIS TECHNOLOGY CORP           COM  450909106           72         1205 SH       D       7          1205            0            0
ITT INDUSTRIES                 COM  450911102          878        19100 SH       D       1         19100            0            0
ITT INDUSTRIES                 COM  450911102          257         5600 SH       D       2          5600            0            0
ITT INDUSTRIES                 COM  450911102         9000       179419 SH       D       3        163319            0        16100
ITT INDUSTRIES INC             COM  450911102          941        30986 SH       D       5         30986            0            0
ITT INDS. INC. (INDIANA) COM   COM  450911102        78663      2589735 SH       D       6       2323640            0       266095
ITT Industries, Inc.           COM  450911102         2339        77017 SH       D       7         66344            0        10673
ITT INDUSTRIES INC             COM  450911102          142         4699 SH       S       7          4699            0            0
IVI CHECKMATE CORP COM         COM  450928106          611       208030 SH       D       6        208030            0            0
ICON - SPONSORED ADR (ADR REP  ADR  45103T107          111         4412 SH       D       3          4412            0            0
IDACORP COM                    COM  451107106        27504       852856 SH       D       6        852856            0            0
Idacorp Inc.                   COM  451107106          200         6207 SH       D       7          6207            0            0
IDEAMAL COM                    COM  451662100          378        78740 SH       D       6         78740            0            0
IDEX CORP COM                  COM  45167R104        14181       449305 SH       D       6        449305            0            0
IDEX Corporation               COM  45167R104          155         4917 SH       D       7          4917            0            0
IDEXX LABS CORP COM            COM  45168D104        19125       836081 SH       D       6        836081            0            0
IDEXX LABORATORIES INC         COM  45168D104          166         7289 SH       D       7          7289            0            0
IGATE CAPITAL CORP COM         COM  45169U105         9388       682799 SH       D       6        682799            0            0
IGATE Capital Corp.            COM  45169U105           97         7120 SH       D       7          7120            0            0
IKON OFFICE SOLUTIONS COM STOC COM  451713101            0           20 SH       D       2            20            0            0
IKON OFFICE SOLUTIONS COM STOC COM  451713101         1226       167589 SH       D       3        152189            0        15400
IKON OFFICE SOLUTIONS INC COM  COM  451713101        14713      3797050 SH       D       6       3506815            0       290235
IKON OFFICE SOLUTIONS INC COM  COM  451713101          135        35090 SH       D       7         19038            0        16052
IKOS SYS INC COM               COM  451716203         1161       107398 SH       D       6        107398            0            0
IKOS SYSTEMS INC               COM  451716203           23         2200 SH       D       7          2200            0            0
IDENTIX INC                    COM  451906101         8227       524454 SH       D       6        506888            0        17566
IDENTIX INC                    COM  451906101           74         4758 SH       D       7          4758            0            0
ILEX ONCOLOGY INC COM          COM  451923106         7522       213404 SH       D       6        213404            0            0
ILEX ONCOLOGY INC              COM  451923106           44         1266 SH       D       7          1266            0            0
IL FORNAIO AMERICA CORP        COM  451926109            1          200 SH       D       7           200            0            0
ILLINOIS SUPERCONDUCTOR COM    COM  452284102           12         2600 SH       D       6          2600            0            0
ILLINOIS SUPERCONDUCTOR CORP   COM  452284102           19         4000 SH       D       7          4000            0            0
ILLINOIS TOOL WORKS INC COM ST COM  452308109          391         4540 SH       D       2          4540            0            0
ILLINOIS TOOL WORKS INC COM ST COM  452308109        42509       499898 SH       D       3        472898            0        27000
ILLINOIS TOOL WORKS INC COM ST COM  452308109         1087        12600 SH       D       4         12600            0            0
ILLINOIS TOOL WORKS            COM  452308109         5950       104396 SH       D       5        104396            0            0
ILLINOIS TOOL WORKS INC COM    COM  452308109       441548      7746473 SH       D       6       7138999            0       607474
Illinois Tool Works            COM  452308109        12450       218428 SH       D       7        171404            0        47024
ITW.N                          COM  452308109          173         3100 SH       D       9          3100            0            0
ILLINOIS TOOL WORKS INC        COM  452308109          914        16048 SH       S       7         16048            0            0
ILLUMINET HOLDINGS COM         COM  452334105        13247       260393 SH       D       6        250093            0        10300
ILLUMINET HOLDINGS INC         COM  452334105           91         1800 SH       D       7          1800            0            0
IMAGE ENTMT INC COM NEW        COM  452439201          421       114322 SH       D       6        114322            0            0
IMAGE ENTERTAINMENT INC        COM  452439201            2          599 SH       D       7           599            0            0
IMAGEX COM INC COM             COM  45244D102          657       108500 SH       D       6        108500            0            0
IMAGEX.COM                     COM  45244D102           12         2100 SH       D       7          2100            0            0
IMAGYN MEDICAL TECH INC COM    COM  45244E100            0        13260 SH       D       6         13260            0            0
IMATION CORP COM               COM  45245A107        28914       984329 SH       D       6        969429            0        14900
IMATION CORPORATION            COM  45245A107          214         7300 SH       D       7          7300            0            0
IMCLORRE SYSTMES COM           COM  45245W109        36400       476208 SH       D       6        467608            0         8600
Imclone Systems Inc.           COM  45245W109          438         5733 SH       D       7          5733            0            0
IMANAGE INC COM                COM  45245Y105         1085       109199 SH       D       6        109199            0            0
IMANAGE INC                    COM  45245Y105           35         3600 SH       D       7          3600            0            0
IMAGINON INC COM               COM  45246K104            0       185400 SH       D       6        185400            0            0
IMMTECH INTL INC COM           COM  452519101          680        54458 SH       D       6         54458            0            0
IMMERSION CORP COM             COM  452521107         3557       118580 SH       D       6        118580            0            0
IMMERSION CORPORATION          COM  452521107           30         1000 SH       D       7          1000            0            0
IMMUCOR INC COM                COM  452526106          582       103475 SH       D       6        103475            0            0
IMMUCOR INC                    COM  452526106            1          333 SH       D       7           333            0            0
IMMUNEX CORP COM STOCK US$0.01 COM  452528102         1571        21000 SH       D       1         21000            0            0
IMMUNEX CORP COM STOCK US$0.01 COM  452528102          636         8500 SH       D       2          8500            0            0
IMMUNEX CORP COM STOCK US$0.01 COM  452528102        24188       317431 SH       D       3        302131            0        15300
IMMUNEX CORP COM STOCK US$0.01 COM  452528102          434         5800 SH       D       4          5800            0            0
IMMUNEX CORP COM               COM  452528102       184964      3741376 SH       D       6       3607376            0       134000
IMMUNEX CORP NEW               COM  452528102         6957       140740 SH       D       7         94740            0        46000
IMMUNE RESPONSE CORP DEL COM   COM  45252T106         3814       350724 SH       D       6        350724            0            0
IMMUNE RESPONSE CORP           COM  45252T106           14         1365 SH       D       7          1365            0            0
IMMUNOGEN INC COM              COM  45253H101         5821       482600 SH       D       6        482600            0            0
IMMUNOGEN INC.                 COM  45253H101           54         4500 SH       D       7          4500            0            0
IMPAC MORTGAGE HOLDINGS INC CO COM  45254P102         1248       289589 SH       D       6        289589            0            0
IMPAC COML HLDGS INC COM       COM  45254R108            2          500 SH       D       6           500            0            0
IMPAC COMMERCIAL HOLDINGS      COM  45254R108            3          585 SH       D       7           585            0            0
IMPERIAL BANCORP COM           COM  452556103        19681      1264666 SH       D       6       1248266            0        16400
Imperial Bancorp               COM  452556103          104         6692 SH       D       7          6692            0            0
IMPATH INC COM                 COM  45255G101         8037       148148 SH       D       6        148148            0            0
Impath Inc.                    COM  45255G101          112         2066 SH       D       7          2066            0            0
IMPCO TECHNOLOGIES COM         COM  45255W106         2056        48533 SH       D       6         48533            0            0
IMPCO TECHNOLOGIES INC         COM  45255W106           36          865 SH       D       7           865            0            0
IMPAX LABORATORIES INC         COM  45256B101           13         2100 SH       D       6          2100            0            0
IMPERIAL CREDIT                COM  452729106         1975       464929 SH       D       6        464929            0            0
Imperial Credit Inds. Inc.     COM  452729106            8         2059 SH       D       7          2059            0            0
IMATRON INC                    COM  452906100         2416      1030908 SH       D       6       1030908            0            0
IMMUNOMEDICS INC COM           COM  452907108        13687       558683 SH       D       6        558683            0            0
IMMUNOMEDICS INC               COM  452907108          102         4193 SH       D       7          4193            0            0
INCOME OPP REALTY INVESTORS    COM  452926108           17         2400 SH       D       7          2400            0            0
IMPERIAL SUGAR CO COM          COM  453096109           34        26329 SH       D       6         26329            0            0
INPRESO.COM INC                COM  45320V109            1          300 SH       D       7           300            0            0
IMPSAT FIBER NETWORKS INC COM  COM  45321T103            0        13680 SH       D       6         13680            0            0
IMR GLOBAL CORP COM            COM  45321W106         6638       508206 SH       D       6        508206            0            0
IMRglobal Corporation          COM  45321W106           88         6775 SH       D       7          6775            0            0
INAMED CORP                    COM  453235103         6471       176700 SH       D       6        176700            0            0
INAMED CORP                    COM  453235103           40         1100 SH       D       7          1100            0            0
INACOM CORP COM                COM  45323G109            0        44503 SH       D       6         44503            0            0
INCO COMMON NPV                COM  453258402         1190        51756 SH       D       3         51756            0            0
INCO LTD COM                   COM  453258402        66749      4341400 SH       D       6       3990546            0       350854
Inco, Ltd.                     COM  453258402         1764       114761 SH       D       7        111855            0         2906
INCO LTD                       COM  453258402          148         9678 SH       S       7          9678            0            0
INCYTE CENOMICS, INC.          COM  45337C102        46547       566361 SH       D       6        550061            0        16300
INCYTE PHARMACEUTICALS INC     COM  45337C102          487         5928 SH       D       7          5928            0            0
INC PHA5H CB07                 CVB  45337CAA0         9185     11000000 SH       D       1      11000000            0            0
INDEPENDENCE CMNTY B COM       COM  453414104        16087      1214125 SH       D       6       1214125            0            0
Independence Community Bank    COM  453414104          147        11134 SH       D       7         11134            0            0
INDEPENDENCE FED SAV BANK      COM  453432106            4          400 SH       D       7           400            0            0
INDEPENDENCE HLDG CO NEW COM   COM  453440307         1101        89914 SH       D       6         89914            0            0
INDEPENDENCE HOLDING CO        COM  453440307           11          972 SH       D       7           972            0            0
INDEPENDENT BK CORP MASS COM   COM  453836108         2433       215085 SH       D       6        215085            0            0
Independent Bank Corp.         COM  453836108           25         2284 SH       D       7          2284            0            0
INDEPENDENT BK CORP MICH COM   COM  453838104         1997       147312 SH       D       6        147312            0            0
INDEPENDENT BANK CORP - MICH   COM  453838104           13          978 SH       D       7           978            0            0
INDIA FUND COMMON STOCK US$0.0 COM  454089103          201         9400 SH       D       2          9400            0            0
INDIA FUND COMMON STOCK US$0.0 COM  454089103         4371       205400 SH       D       3        205400            0            0
INDIA FUND COM                 COM  454089103        17596      1240300 SH       D       6       1240300            0            0
INDIA GROWTH FD INC COM        COM  454090101         1459       128300 SH       D       6        128300            0            0
INDIANA UTD BANCORP COM        COM  455149104          395        24716 SH       D       6         24716            0            0
INDIANA UNITED BANCORP         COM  455149104            9          576 SH       D       7           576            0            0
INDONESIA FUND INC             COM  455778100          132        26000 SH       D       2         26000            0            0
INDUS INTERNATIONAL INC.       COM  45578L100         1627       190032 SH       D       6        190032            0            0
INDUSTRI-MATHEMATIK I COM      COM  455792101         1935       360080 SH       D       6        360080            0            0
INDUSTRI MATEMATIK INTL CORP   COM  455792101           12         2280 SH       D       7          2280            0            0
INDUSTRIAL BANCORP INC         COM  455882100            2          180 SH       D       7           180            0            0
INDYMAC MORTGAGE HLDGS, INC @C COM  456607100        26312      1940082 SH       D       6       1928072            0        12010
Indymac Mortgage Hldgs Inc.    COM  456607100          201        14860 SH       D       7         14860            0            0
INFINITY BRDCST                COM  45662S102        10862       298100 SH       D       1        298100            0            0
INFINITY BROADCASTING CORP -   COM  45662S102           13          260 SH       D       3           260            0            0
INFINITY BROADCASTING CP COM   COM  45662S102       129700      3559525 SH       D       6       3543525            0        16000
INFINITY BROADASTING CORP      COM  45662S102         3667       100640 SH       D       7         41488            0        59152
INFINITY BRDCST                COM  45662S102         4766       130800 SH       D       9        130800            0            0
INET TECHNOLOGIES COM          COM  45662V105         8697       160327 SH       D       6        154727            0         5600
Inet Technologies Inc.         COM  45662V105          187         3451 SH       D       7          3451            0            0
INFLIGHT SVCS INC              COM  456632108            0        14788 SH       D       6         14788            0            0
INFOCROSSING, INC. COM         COM  45664X109          907        48082 SH       D       6         48082            0            0
INFOCURE CORP - COM COM        COM  45665A108         2214       393745 SH       D       6        393745            0            0
InfoCure Corp.                 COM  45665A108           39         6958 SH       D       7          6958            0            0
INFOCUS CORP COM               COM  45665B106        28243       877457 SH       D       6        829657            0        47800
Infocus Corp.                  COM  45665B106          131         4090 SH       D       7          4090            0            0
INFOGRAMES, INC. COM           COM  45665T107         1206       148470 SH       D       6        148470            0            0
Infogrames Inc.                COM  45665T107            5          672 SH       D       7           672            0            0
INFONAUTICS CORP COM           COM  456662105          524       119858 SH       D       6        119858            0            0
INFONAUTICS INC-CL A           COM  456662105            6         1500 SH       D       7          1500            0            0
INFORMATICA COM                COM  45666Q102        26530       323794 SH       D       6        323794            0            0
Informatica Corp               COM  45666Q102          342         4186 SH       D       7          4186            0            0
INFONET COM                    COM  45666T106         7751       649359 SH       D       6        596159            0        53200
INFONET SVCS CORP              COM  45666T106          366        30695 SH       D       7         30695            0            0
INFORMATION ARCHITECTS CORP. C COM  45669R107         2035       293385 SH       D       6        293385            0            0
INFORNMATION ARCHITECTS CO     COM  45669R107           16         2444 SH       D       7          2444            0            0
INFORMATION HLDGS INC COM      COM  456727106         2840        76773 SH       D       6         76773            0            0
Information Holdings Inc.      COM  456727106          111         3002 SH       D       7          3002            0            0
INFORMATION RESOURCE COM       COM  45675F303         1436        56906 SH       D       6         56906            0            0
INFORMIX USD0.01               COM  456779107           49         4440 SH       D       2          4440            0            0
INFORMIX USD0.01               COM  456779107         3496       330004 SH       D       3        298504            0        31500
INFORMIX CORP COM              COM  456779107        36162      4862186 SH       D       6       4838786            0        23400
INFORMIX CORPORATION           COM  456779107          449        60406 SH       D       7         60406            0            0
INFORTE CORP COM               COM  45677R107         1405        39044 SH       D       6         39044            0            0
INFORTE CORP                   COM  45677R107           53         1494 SH       D       7          1494            0            0
INFOSPACE, INC.                COM  45678T102       126903      2296901 SH       D       6       2260363            0        36538
INFOSPACE INC                  COM  45678T102         3489        63160 SH       D       7         40100            0        23060
INFO USA COM                   COM  456818301         3031       466335 SH       D       6        443035            0        23300
Infousa Inc.                   COM  456818301           48         7388 SH       D       7          7388            0            0
ING GROEP N.V.-SPONSORED ADR   COM  456837103         1732        25664 SH       D       7         25664            0            0
INGERSOLL-RAND CO COM STOCK US COM  456866102          153         2515 SH       D       2          2515            0            0
INGERSOLL-RAND CO COM STOCK US COM  456866102        17742       285527 SH       D       3        262577            0        22950
INGERSOLL-RAND CO              COM  456866102         2291        56942 SH       D       5         56942            0            0
INGERSOLL RAND CO COM          COM  456866102       181146      4500543 SH       D       6       4163030            0       337513
Ingersoll-Rand Company         COM  456866102         6272       155834 SH       D       7        105951            0        49883
INGERSOLL RAND CO              COM  456866102          345         8589 SH       S       7          8589            0            0
INFORMATION RESOURCES COM      COM  456905108         1635       415488 SH       D       6        396088            0        19400
Information Resources Inc.     COM  456905108           19         4927 SH       D       7          4927            0            0
INFORMATION MGMT ASS COM       COM  456923101            0        62197 SH       D       6         62197            0            0
INFORMATION MGMT ASSOCIATES    COM  456923101            0          500 SH       D       7           500            0            0
INGLES MKTS INC CL A           COM  457030104         1727       165494 SH       D       6        165494            0            0
Ingles Markets Inc.            COM  457030104           26         2553 SH       D       7          2553            0            0
INGRAM MICRO COM               COM  457153104        20790      1192280 SH       D       6       1187426            0         4854
INGRAM MICRO INC.              COM  457153104          236        13554 SH       D       7          4264            0         9290
INHALE THERAPEUTIC SYS COM     COM  457191104        30244       298065 SH       D       6        298065            0            0
Inhale Therapeutic Systems Inc COM  457191104          366         3614 SH       D       7          3614            0            0
INKINE PHARMACEUTICALS INC COM COM  457214104         1211       248600 SH       D       6        248600            0            0
INKINE PHARMACEUTICAL CO INC   COM  457214104           13         2800 SH       D       7          2800            0            0
INKTOMI CORP COM               COM  457277101       134009      1133269 SH       D       6       1130369            0         2900
INKTOMI CORP                   COM  457277101         4123        34872 SH       D       7         19444            0        15428
INNODATA CORP                  COM  457642205            5          600 SH       D       7           600            0            0
INNOVEX INC                    COM  457647105         2462       252582 SH       D       6        252582            0            0
INNOVEX INC                    COM  457647105           30         3152 SH       D       7          3152            0            0
INNERDYNE MEDICAL COM          COM  45764D102         1673       226982 SH       D       6        226982            0            0
INPUT/OUTPUT INC COM           COM  457652105         8406       996365 SH       D       6        996365            0            0
Input/Output Inc.              COM  457652105           91        10829 SH       D       7         10829            0            0
INSCI CORP                     COM  45765T106            0          300 SH       D       7           300            0            0
INSIGHT ENTERPRISES COM        COM  45765U103        23767       400709 SH       D       6        400709            0            0
Insight Enterprises Inc.       COM  45765U103          250         4219 SH       D       7          4219            0            0
INSITE VISION COM              COM  457660108          723       175500 SH       D       6        175500            0            0
INSITUFORM TECH INC COM        COM  457667103        10775       397252 SH       D       6        397252            0            0
Insituform Technologies Inc.   COM  457667103          102         3783 SH       D       7          3783            0            0
INSMED PHARMACEUTICALS INC. CO COM  457669109          627       193000 SH       D       6        193000            0            0
INPRISE CORP COM               COM  45766C102         4122       673035 SH       D       6        673035            0            0
INPRISE CORPORATION            COM  45766C102           20         3368 SH       D       7          3368            0            0
INSIGHT HEALTH SERVICES CORP   COM  45766Q101            9         1500 SH       D       7          1500            0            0
INSO CORP COM                  COM  457674109          797       153728 SH       D       6        153728            0            0
INSO CORPORATION               COM  457674109            4          869 SH       D       7           869            0            0
INSIGNIA FINANCIAL GROUP INC C COM  45767A105         4253       425314 SH       D       6        425314            0            0
Insignia Financial Group Inc.  COM  45767A105           45         4531 SH       D       7          4531            0            0
INNOTRAC CORP COM              COM  45767M109          662       129282 SH       D       6        129282            0            0
INSIGHT COMMUNICATIONS INC COM COM  45768V108         3445       220513 SH       D       6        220513            0            0
INSIGHT COMMUNICATIONS INC.    COM  45768V108           45         2900 SH       D       7          2900            0            0
INNOVEDA INC COM               COM  45769F102          700       153508 SH       D       6        153508            0            0
INNOVEDA INC.                  COM  45769F102           13         2888 SH       D       7          2888            0            0
IN SILICON COM                 COM  45769H108          995        63713 SH       D       6         63713            0            0
INNKEEPERS, USA COM            COM  4576J0104         8705       954012 SH       D       6        946612            0         7400
Innkeepers USA Trust           COM  4576J0104           85         9424 SH       D       7          9424            0            0
INSPIRE INS SOLUTION COM       COM  457732105          487       162356 SH       D       6        162356            0            0
INSTEEL INDUSTRIES             COM  45774W108            2          377 SH       D       7           377            0            0
INSURANCE AUTO AUCTIONS COM    COM  457875102         3169       150036 SH       D       6        150036            0            0
INSURANCE AUTO AUCTIONS INC    COM  457875102           10          517 SH       D       7           517            0            0
INT`L TRUST & FINANCE COM      COM  457923100         1731       109938 SH       D       6        109938            0            0
INTEGRATED MEASUREMENT SYS     COM  457923100            5          332 SH       D       7           332            0            0
INTEGRA LIFESCIENCES HLGS CORP COM  457985208         1898       191048 SH       D       6        191048            0            0
INTEGRA LIFESCIENCES CORP      COM  457985208           19         2000 SH       D       7          2000            0            0
INTEGRAL SYS INC MD COM        COM  45810H107         1158        69164 SH       D       6         69164            0            0
INTEGRAL SYSTEMS INC/MD        COM  45810H107           14          862 SH       D       7           862            0            0
INTEGRATED HEALTHCARE INC      COM  458118106         1294        14285 SH       D       1         14285            0            0
INTEGRATED HEALTHCARE INC      COM  458118106          317         3500 SH       D       2          3500            0            0
INTEGRATED HEALTHCARE INC      COM  458118106          818         9500 SH       D       3          9500            0            0
INTEGRATED DEVICE TECHNOLOGY I COM  458118106       152786      2551763 SH       D       6       2449063            0       102700
INTEGRATED DEVICE TECHNOLOGY   COM  458118106         3773        62941 SH       D       7         62941            0            0
INTEGRATED ELECTRICA COM       COM  45811E103         2441       476382 SH       D       6        476382            0            0
Integrated Electrical Services COM  45811E103           45         8827 SH       D       7          8827            0            0
INTEGRATED CIRCUIT SYSTEMS COM COM  45811K208         2732       159550 SH       D       6        159550            0            0
INTEGRATED MEDICAL RESOURCES I COM  45812A100            0         3200 SH       D       6          3200            0            0
INTEGRATED HEALTH SERVICE COM  COM  45812C106            5        39582 SH       D       6         39582            0            0
INTEGRATED SILICON SOLUTIONS C COM  45812P107        12102       318482 SH       D       6        318482            0            0
INTEGRATED SILICON             COM  45812P107           82         2168 SH       D       7          2168            0            0
INTEL CORP COM STOCK US$0.01   COM  458140100       146838      1015975 SH       D       1        873300       142675            0
INTEL CORP COM STOCK US$0.01   COM  458140100        19688        97280 SH       D       2         97280            0            0
INTEL CORP COM STOCK US$0.01   COM  458140100      1122611      5605030 SH       D       3       5361030            0       244000
INTEL CORP COM STOCK US$0.01   COM  458140100        24529       121200 SH       D       4        121200            0            0
INTEL CORP                     COM  458140100       154991      1159334 SH       D       5       1159334            0            0
INTEL CORP COM                 COM  458140100     12124507     90692911 SH       D       6      83323959            0      7368952
INTEL CORP                     COM  458140100       387915      2901779 SH       D       7       2182153            0       719626
INTC.O                         COM  458140100        13385       100122 SH       D       9        100122            0            0
INTEL CORPORATION              COM  458140100        23809       178095 SH       S       7        178095            0            0
INTELECT COMMUNICATION COM     COM  458144102         2110       912500 SH       D       6        912500            0            0
INTEGRA BANK CORPORATION COM   COM  45814P105         4406       259191 SH       D       6        258491            0          700
Integra Bank Corporation       COM  45814P105           63         3735 SH       D       7          3735            0            0
INTELIDATA TECHNOLOGIES CORP C COM  45814T107         4341       421001 SH       D       6        421001            0            0
INTELIDATA TECHNOLOGIES CORP   COM  45814T107           31         3100 SH       D       7          3100            0            0
INTELLIGROUP COM               COM  45816A106         1306       108875 SH       D       6        108875            0            0
INTELLIGROUP INC               COM  45816A106           12         1067 SH       D       7          1067            0            0
INTEGRATED INFORMATION SYSTEMS COM  45817B103          216        26478 SH       D       6         26478            0            0
INTER PARFUMS, INC. COM        COM  458334109          495        58344 SH       D       6         58344            0            0
INTER PARFUMS INC              COM  458334109            4          567 SH       D       7           567            0            0
INTER TEL INC COM              COM  458372109         7986       497190 SH       D       6        497190            0            0
Inter Tel Inc.                 COM  458372109           70         4386 SH       D       7          4386            0            0
INTERACTIVE INTELLIGENCE INC C COM  45839M103         1876        50030 SH       D       6         50030            0            0
INTERACTIVE INTELLIGENCE INC   COM  45839M103           33          900 SH       D       7           900            0            0
INTERACT COMMERCE CORP COM     COM  45839Y107         1918       162389 SH       D       6        162389            0            0
Interact Commerce Corp         COM  45839Y107            4          382 SH       D       7           382            0            0
INTERCHANGE FINL SVCS S B N CO COM  458447109         1204        91759 SH       D       6         91759            0            0
INTERCHANGE FINL SVCS CP/NJ    COM  458447109            8          636 SH       D       7           636            0            0
INTERCEPT GROUP INC COM        COM  45845L107         1152        67800 SH       D       6         67800            0            0
INTERCEPT GROUP INC            COM  45845L107           20         1200 SH       D       7          1200            0            0
INTERCONTINENTAL LIFE CORP     COM  458593100          574        67594 SH       D       6         67594            0            0
INTERCONTINENTAL LIFE CORP     COM  458593100           10         1200 SH       D       7          1200            0            0
WTS INTERCONT TELCOM EXP 4/30/ WT   458646114            0       101288 SH       D       6        101288            0            0
INTERCONTINENTAL               COM  458646114            0           94 SH       D       7            94            0            0
INTERDENT INC COM              COM  45865R109           25         7050 SH       D       6          7050            0            0
INTERFACE INC                  COM  458665106         1720       451155 SH       D       6        451155            0            0
Interface Inc.                 COM  458665106           16         4284 SH       D       7          4284            0            0
INTERFACE SYS INC COM          COM  458667102          535        42830 SH       D       6         42830            0            0
INTERDIGITAL COMM COM          COM  45866A105        20672      1248168 SH       D       6       1248168            0            0
INTERDIGITAL COMM CORP         COM  45866A105          187        11315 SH       D       7         11315            0            0
INTEREP NATIONAL RADIO SALES I COM  45866V109          575       108400 SH       D       6        108400            0            0
INTEREP NATL RADIO SALES       COM  45866V109            4          840 SH       D       7           840            0            0
INTERGRAPH CORP COM            COM  458683109         9337      1234690 SH       D       6       1194326            0        40364
Intergraph Corp.               COM  458683109           73         9712 SH       D       7          9712            0            0
INTERIM SERVICES COM           COM  45868P100        18677      1052274 SH       D       6       1052274            0            0
Interim Services Inc.          COM  45868P100          191        10774 SH       D       7         10774            0            0
INT SER 4HCSN05                CVB  45868PAA8        15325     20000000 SH       D       1      20000000            0            0
INTERIM SERVICES               CVB  45868PAA8          866      1103000 SH       D       9       1103000            0            0
INTERLEUKIN GENETICS INC COM   COM  458738101          593       130120 SH       D       6        130120            0            0
INTERLIANT COM                 COM  458742103         7066       303124 SH       D       6        303124            0            0
INTERLIANT INC                 COM  458742103           58         2500 SH       D       7          2500            0            0
INTERLINK ELECTRS COM          COM  458751104         7310       174589 SH       D       6        174589            0            0
INTERLINK ELECTRONICS INC      COM  458751104           56         1350 SH       D       7          1350            0            0
INTERLOGIX COM                 COM  458763109         2007       146026 SH       D       6        146026            0            0
Interlogix Inc                 COM  458763109           13          971 SH       D       7           971            0            0
INTERLOTT TECHNOLOGIES INC     COM  458764107            2          400 SH       D       7           400            0            0
INTERMAGNETICS GENERAL CORP CO COM  458771102         5543       292752 SH       D       6        292752            0            0
INTERMEDIA COMMUNICATIONS INC  COM  458801107        29839      1003005 SH       D       6       1003005            0            0
INTERMEDIA COMMUNICATIONS, INC COM  458801107          497        16706 SH       D       7         16706            0            0
INTERMEDIA COM                 COM  458801107            2          100 SH       D       9           100            0            0
INTERMET CORP COM              COM  45881K104         3994       581083 SH       D       6        575726            0         5357
Intermet Corp.                 COM  45881K104           19         2901 SH       D       7          2901            0            0
INTERNAP NETWORK SERVICES COM  COM  45885A102        20673       497976 SH       D       6        484776            0        13200
INTERNAP NETWORK SERVICES      COM  45885A102          348         8400 SH       D       7          8400            0            0
INTERMINE PHARM COM            COM  45885B100         3466        83910 SH       D       6         83910            0            0
INTL AIRCRAFT INVESTORS        COM  458860103            7         1400 SH       D       7          1400            0            0
INTERNATIONAL ALUMINUM CORP CO COM  458884103          522        30316 SH       D       6         30316            0            0
INTERNATIONAL ALUMINIUM CORP   COM  458884103            2          158 SH       D       7           158            0            0
INTERFERON SCIENCES INC COM    COM  458903408            0            0 SH       D       6             0            0            0
INTERNATIONAL BANCSHARES CORP  COM  459044103         6810       208764 SH       D       6        208764            0            0
International Bancshares Corp. COM  459044103           93         2854 SH       D       7          2854            0            0
INTERNATIONAL BUSINESS MACHINE COM  459200101        62135       517079 SH       D       1        500734        16345            0
INTERNATIONAL BUSINESS MACHINE COM  459200101         9249        55767 SH       D       2         55767            0            0
INTERNATIONAL BUSINESS MACHINE COM  459200101       521973      3011917 SH       D       3       2876317            0       135600
INTERNATIONAL BUSINESS MACHINE COM  459200101        11378        68600 SH       D       4         68600            0            0
INTL BUSINESS MACHINES CORP    COM  459200101        68145       621994 SH       D       5        621994            0            0
INTL BUSINESS MACHINES CORP CO COM  459200101      5388974     49186306 SH       D       6      45264374            0      3921932
INTERNATIONAL BUSINESS MACHS   COM  459200101       175652      1603214 SH       D       7       1220407            0       382807
IBM.N                          COM  459200101         3028        27560 SH       D       9         27560            0            0
INTERNATIONAL BUSINESS MACHINE COM  459200101        10327        94261 SH       S       7         94261            0            0
INTERNATIONAL FLAVORS & FRAGRA COM  459506101           73         1600 SH       D       2          1600            0            0
INTERNATIONAL FLAVORS & FRAGRA COM  459506101         8778       188947 SH       D       3        178047            0        10900
INTL FLAVORS & FRAGRANCES      COM  459506101         1110        36774 SH       D       5         36774            0            0
INTL FLAVORS & FRAGRANCES INC  COM  459506101        84827      2810023 SH       D       6       2602380            0       207643
Int'l Flavors & Fragrance      COM  459506101         2247        74448 SH       D       7         61687            0        12761
INT'L FLAVORS & FRAGRANCES     COM  459506101          165         5486 SH       S       7          5486            0            0
INTERNATIONAL FIBERCOM COM     COM  45950T101        12935       507262 SH       D       6        507262            0            0
International FiberCom Inc.    COM  45950T101           82         3223 SH       D       7          3223            0            0
INTERNATIONAL HOME FOODS COM   COM  459655106        16379       782294 SH       D       6        782294            0            0
International Home Foods Inc.  COM  459655106          157         7544 SH       D       7          7544            0            0
INTERNATIONAL HYDRON CORP ESCO COM  459679999            0        58900 SH       D       6         58900            0            0
INTERNATIONAL ISOTOP COM       COM  45972C102            7         1821 SH       D       6          1821            0            0
INTERNATIONAL ISOTOPES         COM  45972C102            1          392 SH       D       7           392            0            0
INTL LEISURE HOSTS             COM  459759106            1          300 SH       D       7           300            0            0
INTERNATIONAL MICROCOMPUTER    COM  459862306            0          800 SH       D       6           800            0            0
INTERNATIONAL GAME TECHNOLOGY  COM  459902102        40619      1532819 SH       D       6       1532322            0          497
INTERNATIONAL GAME TECHNOLOGY  COM  459902102          642        24264 SH       D       7         15126            0         9138
INTERNATIONAL MULTIFOODS CORP  COM  460043102         9259       534870 SH       D       6        534870            0            0
International Multifoods Corp. COM  460043102           32         1898 SH       D       7          1898            0            0
INTERNATIONAL PAPER CO COM STO COM  460146103          231         6067 SH       D       1          3082         2985            0
INTERNATIONAL PAPER CO COM STO COM  460146103          336         7456 SH       D       2          7456            0            0
INTERNATIONAL PAPER CO COM STO COM  460146103        35119       754358 SH       D       3        715505            0        38853
INTERNATIONAL PAPER CO COM STO COM  460146103          672        14900 SH       D       4         14900            0            0
INTERNATIONAL PAPER CO         COM  460146103         4998       167691 SH       D       5        167691            0            0
INTERNATIONAL PAPER CO COM     COM  460146103       395564     13268417 SH       D       6      12261740            0      1006676
INTERNATIONAL PAPER CO         COM  460146103        12704       426140 SH       D       7        309437            0       116703
IP.N                           COM  460146103          145         4800 SH       D       9          4800            0            0
INTERNATIONAL PAPER CO         COM  460146103          766        25708 SH       S       7         25708            0            0
INTERNATIONAL RECTIFIER CORP C COM  460254105        60189      1074805 SH       D       6       1063105            0        11700
INTERNATIONAL RECTIFIER CORP   COM  460254105          872        15575 SH       D       7         15575            0            0
INTERNATIONAL SHIPHOLDING CORP COM  460321201           59         6808 SH       D       6          6808            0            0
INTL SHIPHOLDING CORP          COM  460321201            7          846 SH       D       7           846            0            0
INTERNATIONAL SPEEDWAY CORP CO COM  460335201        15957       385686 SH       D       6        384086            0         1600
INTERNATIONAL SPEEDWAY CORP CL COM  460335201          368         8905 SH       D       7          3538            0         5367
INTL SPECIALTY PRODUCTS COM CO COM  460337108         2647       465582 SH       D       6        465582            0            0
Intl Specialty Prods Inc New   COM  460337108           28         4963 SH       D       7          4963            0            0
INTERNATIONAL SMART SOURCING   COM  46033G108            1          200 SH       D       7           200            0            0
INTERNEURON PHARMACEUTICALS IN COM  460573108          771       411665 SH       D       6        411665            0            0
INTERNET AMERICA INC COM       COM  46058Y109          408        80764 SH       D       6         80764            0            0
INTERPHASE CORP COM            COM  460593106         1374        60099 SH       D       6         60099            0            0
INTERNET CAPITAL GROUP INC ORD COM  46059C106          448         8000 SH       D       1          8000            0            0
INTERNET CAPITAL GROUP INC ORD COM  46059C106          263         4700 SH       D       2          4700            0            0
INTERNET CAPITAL GROUP INC ORD COM  46059C106        11113       216600 SH       D       3        208900            0         7700
INTERNET CAPITAL GROUP INC ORD COM  46059C106          268         4800 SH       D       4          4800            0            0
INTERNET CAP GROUP             COM  46059C106        58398      1577685 SH       D       6       1564485            0        13200
INTERNET CAP GROUP INC         COM  46059C106          934        25284 SH       D       7         25284            0            0
INTERNET COMM CORP COM         COM  46059F109          503        34700 SH       D       6         34700            0            0
INTERNET PICTURES CORP COM     COM  46059S101         8054       532539 SH       D       6        532539            0            0
INTERNET PICTURES CORP         COM  46059S101           48         3221 SH       D       7          3221            0            0
INTERNET HOLDRS TRUST          COM  46059W102            3           20 SH       D       3            20            0            0
INTERPOOL INC COM              COM  46062R108         2264       232266 SH       D       6        232266            0            0
Interpool Inc.                 COM  46062R108           15         1577 SH       D       7          1577            0            0
INTERPORE INTL COM             COM  46062W107         1441       148803 SH       D       6        148803            0            0
INTERPORE INTERNATIONAL        COM  46062W107            6          627 SH       D       7           627            0            0
INTERPUBLIC GROUP              COM  460690100            9          210 SH       D       1             0          210            0
INTERPUBLIC GROUP OF COMPANIES COM  460690100          278         4280 SH       D       2          4280            0            0
INTERPUBLIC GROUP OF COMPANIES COM  460690100        30635       471391 SH       D       3        446191            0        25200
INTERPUBLIC GROUP COS INC      COM  460690100         4319       100462 SH       D       5        100462            0            0
INTERPUBLIC GROUP COMPANIES IN COM  460690100       326555      7594310 SH       D       6       7000058            0       594252
Interpublic Group Co.          COM  460690100        10073       234263 SH       D       7        169195            0        65068
INTERPUBLIC GROUP INC          COM  460690100          690        16053 SH       S       7         16053            0            0
INTERSIL HOLDING CORP COM      COM  46069S109        10717       198250 SH       D       6        198250            0            0
INTERSIL HOLDING CORP          COM  46069S109          178         3293 SH       D       7          3293            0            0
INTERSPEED INC COM             COM  46070W107          809        48300 SH       D       6         48300            0            0
INTERSPEED INC.                COM  46070W107           36         2200 SH       D       7          2200            0            0
INTERSTATE BAKERIES COM        COM  46072H108        16948      1210621 SH       D       6       1165673            0        44948
INTERSTATE BAKERIES CORP       COM  46072H108          378        27066 SH       D       7         22920            0         4146
INTERSTATE HOTELS CORP COM     COM  46088R108            0            2 SH       D       6             2            0            0
INTERTAPE POLYMER COM          COM  460919103          531        30800 SH       D       6         30800            0            0
INTERWEST BANCORP COM          COM  460931108         3263       233132 SH       D       6        232732            0          400
Interwest Bancorp Inc.         COM  460931108           26         1873 SH       D       7          1873            0            0
INTRANET SOLUTIONS INC COM     COM  460939309         8911       232229 SH       D       6        232229            0            0
INTRANET SOLUTIONS INC         COM  460939309           85         2222 SH       D       7          2222            0            0
INTERNET COM CORP COM          COM  460967102         2232       113406 SH       D       6        108806            0         4600
INTERNET.COM CORP.             COM  460967102           57         2900 SH       D       7          2900            0            0
INTERSTATE NATL DEALER SVCS    COM  46102P104            1          200 SH       D       7           200            0            0
INTERTAN INC COM               COM  461120107         8706       740944 SH       D       6        718894            0        22050
InterTAN Inc.                  COM  461120107           77         6559 SH       D       7          6559            0            0
INTERTRUST TECH COM            COM  46113Q109        14675       713722 SH       D       6        689822            0        23900
INTERRUST TECHNOLOGIES CORP    COM  46113Q109           96         4700 SH       D       7          4700            0            0
INTERVOICE INC COM             COM  461142101         5528       842441 SH       D       6        829841            0        12600
InterVoice-Brite Inc.          COM  461142101           42         6401 SH       D       7          6401            0            0
INTEST CORP COM                COM  461147100          472        31790 SH       D       6         31790            0            0
INTEST CORP                    COM  461147100            4          300 SH       D       7           300            0            0
INTERWORLD CORP COM            COM  46114Q108         4872       237693 SH       D       6        225518            0        12175
INTERWORLD CORP                COM  46114Q108           36         1800 SH       D       7          1800            0            0
INTERWOVEN INC COM             COM  46114T102        20077       182548 SH       D       6        178048            0         4500
INTERWOVEN INC.                COM  46114T102          153         1400 SH       D       7          1400            0            0
INTIMATE BRANDS INC COM        COM  461156101        31678      1603960 SH       D       6       1603960            0            0
INTIMATE BRANDS, INC.          COM  461156101          975        49392 SH       D       7         32450            0        16942
INTRABOTICS PHARMACEUTICALS CO COM  46116T100         4991       187026 SH       D       6        187026            0            0
INTRAWARE INC COM              COM  46118M103         6226       387619 SH       D       6        387619            0            0
INTRAWARE INC                  COM  46118M103          116         7268 SH       D       7          7268            0            0
INTUIT COM                     COM  461202103       111474      2694243 SH       D       6       2632202            0        62041
INTUIT, INC.                   COM  461202103         2248        54334 SH       D       7         25399            0        28935
INVACARE CORP               CO COM  461203101        18216       693961 SH       D       6        693961            0            0
Invacare Corp.                 COM  461203101          126         4818 SH       D       7          4818            0            0
INTRUSION.COM INC COM          COM  46121E106         1747       154501 SH       D       6        154501            0            0
INTRUSION.COM INC              COM  46121E106           12         1128 SH       D       7          1128            0            0
INVERNESS MEDICAL TECHNOLOGY I COM  461268104         1512       168082 SH       D       6        168082            0            0
INVERNESS MEDICAL TECHNOLOGY   COM  461268104           22         2500 SH       D       7          2500            0            0
INVESTMENT TECHNOLOGY GROUP IN COM  46145F105        26418       668831 SH       D       6        661931            0         6900
INVESTMENT TECHNOLOGY GROUP, I COM  46145F105          197         4651 SH       D       7          2254            0         2397
INVESTORS REAL ESTATE TR COM   COM  461730103         1433       186432 SH       D       6        186432            0            0
INVESTORS REAL ESTATE TRUST    COM  461730103            8         1142 SH       D       7          1142            0            0
INVESTORS TITLE                COM  461804106            2          200 SH       D       7           200            0            0
INVISION TECHNOLOGIES INC      COM  461851107            8         1939 SH       D       7          1939            0            0
INVIVO CORP                    COM  461858102            2          246 SH       D       7           246            0            0
INVITROGEN CORP COM            COM  46185R100        13102       174226 SH       D       6        174226            0            0
Invitrogen Corp                COM  46185R100          167         2226 SH       D       7          2226            0            0
INVESTORS FINL SVC CORP COM    COM  461915100        18545       467292 SH       D       6        467292            0            0
Investors Financial Svcs Corp. COM  461915100          230         5818 SH       D       7          5818            0            0
INVESTORS FINL SVC A CORP COM  COM  461915209            0         1709 SH       D       6          1709            0            0
IOMEGA CORP COM                COM  462030107        20017      5004368 SH       D       6       5004368            0            0
IOMEGA CORP                    COM  462030107          144        36082 SH       D       7         36082            0            0
ION NETWORKS INC COM           COM  46205P100          442       144600 SH       D       6        144600            0            0
ION NETWORKS INC               COM  46205P100            2          800 SH       D       7           800            0            0
IONA TECHNOLOGIES ADR(1 ADR RE COM  46206P109          726         7737 SH       D       3          7737            0            0
IONICS INC COM                 COM  462218108        11404       372376 SH       D       6        372376            0            0
Ionics Inc.                    COM  462218108          119         3912 SH       D       7          3912            0            0
IPALCO ENTERPRISES INC COM     COM  462613100        33447      1662009 SH       D       6       1655146            0         6863
IPALCO ENTERPRISES INC         COM  462613100          377        18735 SH       D       7         10588            0         8147
IPRINT.COM COM                 COM  462628108          124        25352 SH       D       6         25352            0            0
IRIDEX CORP                    COM  462684101            6          500 SH       D       7           500            0            0
IRKUTSK ENERGO ADR#            ADR  462714106          545        79680 SH       D       3         79680            0            0
NEW IRON MOUNTAIN INC COM      COM  462846106        16655       489854 SH       D       6        488254            0         1600
Iron MTN Inc                   COM  462846106          266         7835 SH       D       7          7835            0            0
IROQUOIS BANCORP INC COM       COM  463347104            9          301 SH       D       6           301            0            0
IROQUOIS BANCORP INC           COM  463347104            6          200 SH       D       7           200            0            0
IRVINE SENSORS CORP COM        COM  463664102         1742       410000 SH       D       6        410000            0            0
IRWIN FINL CORP COM            COM  464119106         2624       181771 SH       D       6        181771            0            0
Irwin Financial Corp.          COM  464119106           61         4236 SH       D       7          4236            0            0
ISHS TST S&P 50                COM  464287200       152758      1050000 SH       D       1       1050000            0            0
ISHARES RUSSELL                COM  464287622        15337       200000 SH       D       9        200000            0            0
ISHS TST DJ INT                COM  464287747        10832       150000 SH       D       1        150000            0            0
ISHA US INDS ID                COM  464287754            0       250000 SH       D       1        250000            0            0
ISHA US ENGY ID                COM  464287796            0       250000 SH       D       1        250000            0            0
ISHA TST US CHE                COM  464287820         9625       250000 SH       D       1        250000            0            0
ISIS PHARMACEUTICALS COM       COM  464330109         8963       618156 SH       D       6        618156            0            0
ISIS Pharmaceuticals Inc.      COM  464330109          121         8365 SH       D       7          8365            0            0
ISLE OF CAPN CASINO INC. COM   COM  464592104         3387       249755 SH       D       6        249755            0            0
ISLE OF CAPRIS CASINOS INC     COM  464592104           23         1700 SH       D       7          1700            0            0
ISOLYSER INC COM               COM  464888106         1630       474248 SH       D       6        474248            0            0
ISOLYSER CORP.                 COM  464888106            8         2500 SH       D       7          2500            0            0
IT GROUP INC COM               COM  465266104         1579       323924 SH       D       6        323924            0            0
It Group Inc.                  COM  465266104           21         4505 SH       D       7          4505            0            0
I3 MOBILE INC COM              COM  465713105         1166        63500 SH       D       6         63500            0            0
ITO YOKADO CO LTD              COM  465714301         2732        44116 SH       D       7         44116            0            0
ITRON INC COM                  COM  465741106         2115       256431 SH       D       6        256431            0            0
I2 TECHNOLOGIES INC USD0.00025 COM  465754109          196         1200 SH       D       3          1200            0            0
I2 TECNOLOGIES INC COM         COM  465754109       169270      1623451 SH       D       6       1581556            0        41895
I2 TECHNOLOGIES INC            COM  465754109         5596        53674 SH       D       7         34742            0        18932
I2 TECHNOLOGIES                CVB  465754AF6         7687      5000000 SH       D       1       5000000            0            0
ITURF INC COM                  COM  46575Q100           94        32717 SH       D       6         32717            0            0
IVAX USD0.1                    COM  465823102          157         2500 SH       D       2          2500            0            0
IVAX USD0.1                    COM  465823102        13518       205018 SH       D       3        184018            0        21000
IVAX CORP COM                  COM  465823102        94012      2265365 SH       D       6       2251065            0        14300
IVAX CORPORATION               COM  465823102         5686       137022 SH       D       7         24216            0       112806
IVEX PACKAGING COM             COM  465855104         4496       404194 SH       D       6        404194            0            0
Ivex Packaging Corp.           COM  465855104           50         4503 SH       D       7          4503            0            0
IVILLAGE INC COM               COM  46588H105         3983       472156 SH       D       6        472156            0            0
IVillage Inc.                  COM  46588H105           49         5894 SH       D       7          5894            0            0
IWERKS ENTERTAINMENT, INC. COM COM  465916203            0          617 SH       D       6           617            0            0
JDN REALTY CORP.               COM  465917102         8865       870261 SH       D       6        864311            0         5950
JDN Realty Corp.               COM  465917102           92         9050 SH       D       7          9050            0            0
JPM CO COM                     COM  465933109           30         5500 SH       D       6          5500            0            0
JPM COMPANY                    COM  465933109            1          360 SH       D       7           360            0            0
JTS CORP COM                   COM  465940104            0        56900 SH       D       6         56900            0            0
IXYS CORP COM                  COM  46600W106         1456        27289 SH       D       6         27289            0            0
J & J SNACK FOODS CORP COM     COM  466032109         1802       100857 SH       D       6        100857            0            0
J & J Snack Foods Corp         COM  466032109           20         1119 SH       D       7          1119            0            0
JB OXFORD HLDGS INC COM        COM  466107109          428       122468 SH       D       6        122468            0            0
JB OXFORD HOLDINGS INC         COM  466107109            1          521 SH       D       7           521            0            0
JDS UNIPHASE CORP COM USD0.001 COM  46612J101         1394         7800 SH       D       1          7400          400            0
JDS UNIPHASE CORP COM USD0.001 COM  46612J101         2540        14000 SH       D       2         14000            0            0
JDS UNIPHASE CORP COM USD0.001 COM  46612J101       156052       882082 SH       D       3        837282            0        44800
JDS UNIPHASE CORP COM USD0.001 COM  46612J101         4555        25100 SH       D       4         25100            0            0
JDS UNIPHASE CORP. COM         COM  46612J101       939396      7838210 SH       D       6       7811901            0        26309
JDS UNIPHASE CORP              COM  46612J101        24055       200674 SH       D       7         81226            0       119448
JDS UNIPHASE CR                COM  46612J101         7872        65506 SH       D       9         65506            0            0
JDA SOFTWARE GROUP INC COM     COM  46612K108         9292       484277 SH       D       6        484277            0            0
JDA Software Group Inc.        COM  46612K108           97         5094 SH       D       7          5094            0            0
J.JILL GROUP INC COM           COM  466189107           53         8274 SH       D       6          8274            0            0
J. JILL GROUP INC              COM  466189107            2          454 SH       D       7           454            0            0
JLG INDS INC COM               COM  466210101        12257      1032220 SH       D       6       1032220            0            0
JLG Industries Inc.            COM  466210101          106         8973 SH       D       7          8973            0            0
JMAR IND INC COM               COM  466212107          960       187380 SH       D       6        187380            0            0
JMAR TECHNOLOGIES INC          COM  466212107           17         3500 SH       D       7          3500            0            0
JLK DIRECT DISTRIBUT COM       COM  46621C105            3          700 SH       D       6           700            0            0
JLK DIRECT DISTRIBUTION        COM  46621C105            5         1100 SH       D       7          1100            0            0
JLM INDUSTRIES, INC COM        COM  46621D103            2          682 SH       D       6           682            0            0
JLM INDUSTRIES INC             COM  46621D103            7         2200 SH       D       7          2200            0            0
JNI CORP COM                   COM  46622G105         1277        40401 SH       D       6         40401            0            0
JNI CORP                       COM  46622G105           34         1100 SH       D       7          1100            0            0
JPE INC COM                    COM  466230984            0           85 SH       D       6            85            0            0
JP REALITY COM                 COM  46624A106         6440       361565 SH       D       6        359665            0         1900
JP Realty Inc.                 COM  46624A106           68         3864 SH       D       7          3864            0            0
JABIL CIRCUIT COM              COM  466313103        82127      1654970 SH       D       6       1654970            0            0
JABIL CIRCUIT                  COM  466313103         1876        37818 SH       D       7         16338            0        21480
JACK IN THE BOX, INC COM       COM  466367109        26606      1080461 SH       D       6       1080461            0            0
Jack in the Box                COM  466367109          177         7222 SH       D       7          7222            0            0
JACKPOT ENTERPRISES INC COM    COM  466392107         1282       101594 SH       D       6        101594            0            0
JACKPOT ENTERPRISES INC        COM  466392107            4          385 SH       D       7           385            0            0
JACKSONVILLE SAVINGS BANK      COM  469696108            3          400 SH       D       7           400            0            0
JACOBS ENGINEERING GROUP INC C COM  469814107        18402       562989 SH       D       6        562989            0            0
Jacobs Engineering Group Inc.  COM  469814107          132         4068 SH       D       7          4068            0            0
JACOBSON STORES                COM  469834105            1          200 SH       D       7           200            0            0
JACOR COM'0'B18                CVB  469858AB0         3540      6000000 SH       D       1       6000000            0            0
JAKKS PAC INC COM              COM  47012E106         4960       336298 SH       D       6        336298            0            0
JAKKS Pacific Inc.             COM  47012E106           51         3505 SH       D       7          3505            0            0
JAMES RIVER BANKSHARES COM     COM  470345109            4          380 SH       D       6           380            0            0
JAMES RIVER BANKSHARES INC     COM  470345109            2          200 SH       D       7           200            0            0
JAMESON INNS INC COM           COM  470457102          933       126610 SH       D       6        126610            0            0
JAMESON INNS INC               COM  470457102            4          641 SH       D       7           641            0            0
JAPAN AIRLINE NEW ADR+         COM  471034306         2209       278364 SH       D       7        278364            0            0
JARDINE FLEMING INDIA FUND COM COM  471112102        12756      1133900 SH       D       6       1133900            0            0
JASON INC COM                  COM  471171108         1274       132365 SH       D       6        132365            0            0
JASON INC                      COM  471171108           16         1750 SH       D       7          1750            0            0
JAZZTEL PLC ADR                ADR  47214R152         1867        71500 SH       D       9         71500            0            0
JEFFRIES GROUP INC COM         COM  472319102         9062       448913 SH       D       6        448913            0            0
Jefferies Group Inc.           COM  472319102           89         4432 SH       D       7          4432            0            0
JEFFERSON SVGS BANCO COM       COM  474900107          985        90116 SH       D       6         90116            0            0
JEFFERSON SVGS BANCORP INC     COM  474900107           11         1071 SH       D       7          1071            0            0
JEFFERSON-PILOT CORP COM STOCK COM  475070108          155         1820 SH       D       2          1820            0            0
JEFFERSON-PILOT CORP COM STOCK COM  475070108        11952       137330 SH       D       3        137330            0            0
JEFFERSON PILOT CORP COM       COM  475070108       163637      2899448 SH       D       6       2689599            0       209849
Jefferson-Pilot Corp.          COM  475070108         5313        94151 SH       D       7         81553            0        12598
JEFFERSON PILOT CORP           COM  475070108          308         5465 SH       S       7          5465            0            0
JERRY'S FAMOUS DELI INC        COM  476523402            0            0 SH       D       6             0            0            0
JEWETT CAMERON TRADING LTD COM COM  47733C207            4          869 SH       D       6           869            0            0
JO-ANN STORES, INC. COM        COM  47758P109          890       127195 SH       D       6        127195            0            0
Jo-Ann Stores Inc.             COM  47758P109           24         3496 SH       D       7          3496            0            0
JOHN NUVEEN COM                COM  478035108         6414       152962 SH       D       6        152962            0            0
John Nuveen Co. Class A        COM  478035108          102         2433 SH       D       7          2433            0            0
SCHULLER CORP COM              COM  478129109        12016       911175 SH       D       6        849622            0        61553
JOHNS MANVILLE CORP.           COM  478129109          568        43135 SH       D       7         39995            0         3140
JOHNSON & JOHNSON COM STOCK US COM  478160104        19561       127534 SH       D       1        125509         2025            0
JOHNSON & JOHNSON COM STOCK US COM  478160104         8144        52810 SH       D       2         52810            0            0
JOHNSON & JOHNSON COM STOCK US COM  478160104       374393      2498709 SH       D       3       2397409            0       101300
JOHNSON & JOHNSON COM STOCK US COM  478160104         7048        45700 SH       D       4         45700            0            0
JOHNSON & JOHNSON              COM  478160104        49155       482487 SH       D       5        482487            0            0
JOHNSON & JOHNSON COM          COM  478160104      4138181     40620190 SH       D       6      37262642            0      3357548
JOHNSON + JOHNSON              COM  478160104       147232      1445229 SH       D       7       1161493            0       283736
JOHNSON & JOHNSON              COM  478160104         7533        73950 SH       S       7         73950            0            0
JOHNSON CONTROLS INC COM STOCK COM  478366107          963        12400 SH       D       1         12400            0            0
JOHNSON CONTROLS INC COM STOCK COM  478366107          403         5200 SH       D       2          5200            0            0
JOHNSON CONTROLS INC COM STOCK COM  478366107        13791       168788 SH       D       3        151188            0        17600
JOHNSON CONTROLS INC           COM  478366107         1546        30132 SH       D       5         30132            0            0
JOHNSON CONTROLS INC COM       COM  478366107       132097      2574364 SH       D       6       2383787            0       190577
Johnson Controls Inc           COM  478366107         4409        85927 SH       D       7         75573            0        10354
JOHNSON CONTROLS               COM  478366107          233         4557 SH       S       7          4557            0            0
JOHNSON OUTDORRS INC- CLA A    COM  479167108            2          300 SH       D       7           300            0            0
JONES APPAREL USD0.01          COM  480074103          303         9100 SH       D       3          9100            0            0
JONES APPAREL GROUP INC        COM  480074103          969        41248 SH       D       5         41248            0            0
JONES APPAREL GROUP INC. COM   COM  480074103        38992      1658578 SH       D       6       1652078            0         6500
JONES APPAREL GROUP INC        COM  480074103          869        36984 SH       D       7         16763            0        20221
JONES LANG LASALLE INC COM     COM  48020Q107         6524       487830 SH       D       6        487830            0            0
Jones Lange Lasalle            COM  48020Q107           89         6713 SH       D       7          6713            0            0
JONES PHARMA, INC. COM         COM  480236108        40964      1025714 SH       D       6       1017814            0         7900
Jones Pharmaceutical Inc.      COM  480236108          465        11658 SH       D       7         11658            0            0
JORE CORP COM                  COM  480815109          203        37500 SH       D       6         37500            0            0
JORE CORPORATION               COM  480815109            5         1000 SH       D       7          1000            0            0
JOS A BANK CLOTHIERS INC COM   COM  480838101            2          549 SH       D       6           549            0            0
JOS A BANK CLOTHIERS INC       COM  480838101            1          300 SH       D       7           300            0            0
JOURNAL REGISTER CO COM        COM  481138105         5461       299233 SH       D       6        299233            0            0
Journal Register Co.           COM  481138105          166         9107 SH       D       7          9107            0            0
JUMBO SPORTS INC COM           COM  481386100            0        10800 SH       D       6         10800            0            0
JUMBOSPORTS                    COM  481386100            0         8300 SH       D       7          8300            0            0
JUNIPER NETWORKS IN ORD USD 0. COM  48203R104         2908        13200 SH       D       1         13200            0            0
JUNIPER NETWORKS IN ORD USD 0. COM  48203R104         1807         8200 SH       D       2          8200            0            0
JUNIPER NETWORKS IN ORD USD 0. COM  48203R104        78186       347660 SH       D       3        334260            0        13400
JUNIPER NETWORKS IN ORD USD 0. COM  48203R104         2291        10400 SH       D       4         10400            0            0
JUNIPER NETWORKS COM           COM  48203R104       436495      2998684 SH       D       6       2944416            0        54268
JUNIPER NETWORKS INC           COM  48203R104         8398        57700 SH       D       7         57700            0            0
JNPR NTWKS4TCN0                CVB  48203RAA2        11110     10055000 SH       D       1      10055000            0            0
JNPR NTWKS4TCN0                CVB  48203RAA2        17801     16110000 SH       D       9      16110000            0            0
JUNO LIGHTING INC.             COM  482047206            0           48 SH       D       7            48            0            0
JUNO ONLINE COM                COM  482048105         6612       615111 SH       D       6        615111            0            0
Juno Online Services Inc.      COM  482048105           43         4012 SH       D       7          4012            0            0
JUPITER COMMUNICATIONS COM     COM  482050101         1276        55500 SH       D       6         55500            0            0
JUPITER COMMUNICATION          COM  482050101           20          900 SH       D       7           900            0            0
JUST FOR FEET COM              COM  48213P106            5       213280 SH       D       6        213280            0            0
JUST FOR FEET INC              COM  48213P106            0         1594 SH       D       7          1594            0            0
JUSTIN INDS INC COM            COM  482171105         9172       419304 SH       D       6        419304            0            0
Justin Industries Inc.         COM  482171105           65         2972 SH       D       7          2972            0            0
J W GENESIS FINL CORP COM      COM  482227105          520        59510 SH       D       6         59510            0            0
JWGENESIS FINANCIAL CORP       COM  482227105           10         1144 SH       D       7          1144            0            0
KCS GROUP INC COM NEW          COM  482434206          118        86412 SH       D       6         86412            0            0
KLA TENCOR CORP COM STK US$0.0 COM  482480100          248         2800 SH       D       2          2800            0            0
KLA TENCOR CORP COM STK US$0.0 COM  482480100        23662       270120 SH       D       3        258320            0        11800
KLA TENCOR CORP COM STK US$0.0 COM  482480100          416         4700 SH       D       4          4700            0            0
KLA-TENCOR CORP                COM  482480100       283574      4842247 SH       D       6       4474340            0       367907
KLA-Tencor Corporation         COM  482480100         8225       140451 SH       D       7        107066            0        33385
KLA-TENCOR CORPORATION         COM  482480100          580         9911 SH       S       7          9911            0            0
KLLM TRANS SVCS INC COM        COM  482498102          189        24000 SH       D       6         24000            0            0
KLLM TRANSPORT SERVICES INC    COM  482498102            3          500 SH       D       7           500            0            0
K MART CORP COM STOCK US$1     COM  482584109           82         7960 SH       D       2          7960            0            0
K MART CORP COM STOCK US$1     COM  482584109         7057       675302 SH       D       3        631002            0        44300
K MART CORP COM                COM  482584109        91869     13485452 SH       D       6      12465881            0      1019571
K MART CORP                    COM  482584109         2887       423909 SH       D       7        363904            0        60005
K MART CORP                    COM  482584109          174        25596 SH       S       7         25596            0            0
K SWISS INC COM CL A           COM  482686102         1533        96227 SH       D       6         96227            0            0
K-Swiss Inc.                   COM  482686102           10          690 SH       D       7           690            0            0
K-TRON INTERNATIONAL INC       COM  482730108            3          234 SH       D       7           234            0            0
K2 DESIGN INC                  COM  482731106            2          400 SH       D       7           400            0            0
K2, INC COM                    COM  482732104         1608       193496 SH       D       6        193496            0            0
K2 INC                         COM  482732104           15         1911 SH       D       7          1911            0            0
K V PHARMACEUTICAL CO COM      COM  482740107         2353        86583 SH       D       6         86583            0            0
K V Pharmaceutical Co.         COM  482740107           36         1360 SH       D       7          1360            0            0
K V PHARMACEUTICAL CO COM      COM  482740206         3600       135881 SH       D       6        135881            0            0
KV PHARMACEUTICAL CO-A         COM  482740206           59         2228 SH       D       7          2228            0            0
KAISER ALUM CORP COM           COM  483007100          877       219444 SH       D       6        219444            0            0
Kaiser Aluminum Corp.          COM  483007100           25         6408 SH       D       7          6408            0            0
KAISER VENTURES INC COM        COM  483100103         1695       122173 SH       D       6        122173            0            0
KAISER VENTURES INC            COM  483100103            6          478 SH       D       7           478            0            0
KAMAN CORP CL A COM            COM  483548103         6405       599367 SH       D       6        599367            0            0
Kaman Corp.                    COM  483548103           25         2432 SH       D       7          2432            0            0
KANA COMMUNICATIONS COM        COM  483600102        42696       690042 SH       D       6        673442            0        16600
KANA COMMUNICATIONS INC        COM  483600102          907        14660 SH       D       7         14660            0            0
KANEB SERVICES INC COM         COM  484170105         1497       374429 SH       D       6        374429            0            0
KANEB                          COM  484170105            8         2200 SH       D       7          2200            0            0
KANKAKEE BANCORP INC.          COM  484243100            7          382 SH       D       7           382            0            0
KANSAS CITY LIFE INS CO COM    COM  484836101         3343       124413 SH       D       6        124413            0            0
Kansas City Life Ins. Co.      COM  484836101           59         2202 SH       D       7          2202            0            0
KANSAS CY POWER & LIGHT CO COM COM  485134100        28673      1274394 SH       D       6       1274394            0            0
KANSAS CITY POWER & LIGHT      COM  485134100          228        10142 SH       D       7          3569            0         6573
KANSAS CITY STHN. IND.         COM  485170104          187         1400 SH       D       2          1400            0            0
KANSAS CITY STHN. IND.         COM  485170104        18903       142722 SH       D       3        142722            0            0
KANSAS CY SOUTHERN IND INC COM COM  485170104       218650      2465407 SH       D       6       2250237            0       215170
Kansas City Southern Ind       COM  485170104         7681        86613 SH       D       7         62600            0        24013
KANSAS CITY SOUTHERN INDUST    COM  485170104          524         5917 SH       S       7          5917            0            0
KANSAS CITY SOUTHN INDS INC CO COM  485170302           13       592047 SH       D       6        563504            0        28543
KANSAS CITY SOUTHN INDS INC CO COM  485170302            0         1388 SH       D       7          1388            0            0
KATY INDUSTRIES INC COM        COM  486026107          993        84577 SH       D       6         84577            0            0
KATY INDS INC.                 COM  486026107            3          306 SH       D       7           306            0            0
KAUFMAN & BROAD HOME CORP      COM  486168107          383        12842 SH       D       3         12842            0            0
KAUFMAN & BROAD HOME CORP      COM  486168107        26775      1351442 SH       D       6       1258547            0        92895
KAUFMAN & BROAD HOME CORP      COM  486168107          636        32126 SH       D       7         31377            0          749
KAUFMAN & BROAD HOME CORP      COM  486168107           51         2584 SH       S       7          2584            0            0
KAYDON CORP COM                COM  486587108        15500       738115 SH       D       6        738115            0            0
Kaydon Corp.                   COM  486587108          115         5521 SH       D       7          5521            0            0
KAYE GROUP INC COM             COM  486589104          489        84257 SH       D       6         84257            0            0
KAYE GROUP INC                 COM  486589104            7         1300 SH       D       7          1300            0            0
KEANE INC                      COM  486665102        21991      1016958 SH       D       6       1015158            0         1800
KEANE INC                      COM  486665102          484        22415 SH       D       7         11005            0        11410
KEEBLER FOODS CO USD0.01       COM  487256109          427         7600 SH       D       1          7600            0            0
KEEBLER FOODS CO USD0.01       COM  487256109          224         4000 SH       D       2          4000            0            0
KEEBLER FOODS CO USD0.01       COM  487256109          636        11200 SH       D       3         11200            0            0
KEEBLER FOODS COM              COM  487256109        19186       516809 SH       D       6        447009            0        69800
KEEBLER FOOD CO                COM  487256109          672        18125 SH       D       7         14020            0         4105
KEITHLEY INSTRS INC COM        COM  487584104        10513       120666 SH       D       6        120666            0            0
KELLOGG CO COM STOCK US$0.25   COM  487836108          257         5710 SH       D       2          5710            0            0
KELLOGG CO COM STOCK US$0.25   COM  487836108        26657       630494 SH       D       3        599894            0        30600
KELLOGG CO COM STOCK US$0.25   COM  487836108         1044        23200 SH       D       4         23200            0            0
KELLOGG CO COM                 COM  487836108       292927      9846309 SH       D       6       9035700            0       810609
Kellogg Company                COM  487836108         8055       270776 SH       D       7        231975            0        38801
KELLOGG CO                     COM  487836108          641        21550 SH       S       7         21550            0            0
KELLSTROM INDS INC COM         COM  488035106          622       134668 SH       D       6        134668            0            0
KELLSTROM INDUSTRIES INC       COM  488035106            2          433 SH       D       7           433            0            0
KELLWOOD CO COM                COM  488044108        13401       634396 SH       D       6        628996            0         5400
Kellwood Co.                   COM  488044108           94         4450 SH       D       7          4450            0            0
KELLY SERVICES INC       CLASS COM  488152208        16940       732544 SH       D       6        695244            0        37300
Kelly Services Inc. Class A    COM  488152208          144         6247 SH       D       7          6247            0            0
KEMET CORP COM                 COM  488360108        59340      2367711 SH       D       6       2201211            0       166500
KEMET CORP                     COM  488360108         2211        88246 SH       D       7         88246            0            0
KENAN TRANSPORT CO             COM  488539107            2          108 SH       D       7           108            0            0
KENDLE INTL INC- CO COM        COM  48880L107          925       117494 SH       D       6        117494            0            0
KENDLE INTERNATIONAL INC.      COM  48880L107            9         1203 SH       D       7          1203            0            0
KENNAMETAL INC USD1.25         COM  489170100          659        20330 SH       D       1         20330            0            0
KENNAMETAL INC USD1.25         COM  489170100          119         3692 SH       D       2          3692            0            0
KENNAMETAL INC USD1.25         COM  489170100          416        13335 SH       D       3         13335            0            0
KENNAMETAL INC COM             COM  489170100        29624      1381893 SH       D       6       1309393            0        72500
Kennametal Inc.                COM  489170100          508        23727 SH       D       7         23727            0            0
KENNEDY-WILSON INC COM         COM  489399204            2          466 SH       D       6           466            0            0
KENNEDY-WILSON INC             COM  489399204            5         1098 SH       D       7          1098            0            0
KENSEY NASH CORP COM           COM  490057106          715        64315 SH       D       6         64315            0            0
KENSEY NASH CORP               COM  490057106            3          333 SH       D       7           333            0            0
KENT ELECTRS CORP COM          COM  490553104        16540       554829 SH       D       6        554829            0            0
Kent Electronics Corp.         COM  490553104          153         5143 SH       D       7          5143            0            0
KENT FINL SVCS INC NEW         COM  490560208            6         1496 SH       D       6          1496            0            0
KENT FINANCIAL SVCS            COM  490560208            4         1000 SH       D       7          1000            0            0
KERAVISION INC COMMON STOCK    COM  492061106         1008       209618 SH       D       6        209618            0            0
KERAVISION INC                 COM  492061106            8         1670 SH       D       7          1670            0            0
KERR-MCGEE CORP COM STOCK US$1 COM  492386107         2443        27383 SH       D       1         27383            0            0
KERR-MCGEE CORP COM STOCK US$1 COM  492386107          632         7092 SH       D       2          7092            0            0
KERR-MCGEE CORP COM STOCK US$1 COM  492386107        16026       177368 SH       D       3        177368            0            0
KERR-MC GEE CORP COM           COM  492386107       202910      3442801 SH       D       6       3150443            0       292358
KERR MCGEE CORP                COM  492386107         7290       123702 SH       D       7        112188            0        11514
KERR - MCGEE CORP              COM  492386107          295         5010 SH       S       7          5010            0            0
KEWAUNEE SCIENTIFIC EQUIP CORP COM  492854104            9          744 SH       D       6           744            0            0
KEY ENERGY GROUP COM           COM  492914106        17790      1848327 SH       D       6       1798427            0        49900
Key Energy Services Inc.       COM  492914106          148        15418 SH       D       7         15418            0            0
KEY PRODTN INC                 COM  493138101         4894       279701 SH       D       6        279701            0            0
KEY PRODUCTIONS COMPANY INC    COM  493138101            9          515 SH       D       7           515            0            0
KEY TECHNOLOGY COM             COM  493143101            3          396 SH       D       6           396            0            0
KEY TECHNOLOGY INC             COM  493143101            1          200 SH       D       7           200            0            0
KEYCORP COM STOCK US$1         COM  493267108          274        10300 SH       D       2         10300            0            0
KEYCORP COM STOCK US$1         COM  493267108        19401       667303 SH       D       3        623403            0        43900
KEYCORP                        COM  493267108         2752       156103 SH       D       5        156103            0            0
KEY CORP                       COM  493267108       230054     13052729 SH       D       6      11798075            0      1254654
KeyCorp                        COM  493267108         6761       383613 SH       D       7        330009            0        53604
KEY CORP (NEW)                 COM  493267108          407        23119 SH       S       7         23119            0            0
KEYNOTE SYSTEMS COM            COM  493308100         9411       133383 SH       D       6        107783            0        25600
KEYNOTE SYSTEMS INC            COM  493308100          112         1600 SH       D       7          1600            0            0
KEYSPAN ENERGY CORPORATION     COM  49337W100          488        10500 SH       D       1         10500            0            0
KEYSPAN ENERGY CORPORATION     COM  49337W100          153         3305 SH       D       2          3305            0            0
KEYSPAN ENERGY CORPORATION     COM  49337W100         7531       155737 SH       D       3        150985            0         4752
KEYSPAN CORP COM               COM  49337W100        83122      2703174 SH       D       6       2590638            0       112536
KEYSPAN COPORATION             COM  49337W100         1855        60331 SH       D       7         46163            0        14168
KEYSTONE AUTOMOTIVE COM        COM  49338N109         1583       228274 SH       D       6        228274            0            0
Keystone Automotive Inds. Inc. COM  49338N109           21         3101 SH       D       7          3101            0            0
KEYSTONE CONS INDS INC COM     COM  493422109            3          828 SH       D       6           828            0            0
KEYSTONE CONS INDS INC         COM  493422109            1          500 SH       D       7           500            0            0
KEYSTONE FINL INC        COM   COM  493482103        24011      1129943 SH       D       6       1129943            0            0
KEYSTONE FINANCIAL INC         COM  493482103          194         9170 SH       D       7          4016            0         5154
KEYSTONE PROPERTY TRUST COM    COM  493596100          828        60250 SH       D       6         60250            0            0
KEYSTONE PROPERTY TRUST        COM  493596100            6          471 SH       D       7           471            0            0
KFORCE.COM, INC. COM           COM  493732101         4887       704528 SH       D       6        704528            0            0
Kforce.com Inc.                COM  493732101           67         9666 SH       D       7          9666            0            0
KIMBALL INTERNATIONAL INC CLAS COM  494274103         8936       605842 SH       D       6        605842            0            0
Kimball Intl. Inc. Class B     COM  494274103           81         5507 SH       D       7          5507            0            0
KILROY REALTY CORP COM         COM  49427F108        16813       648227 SH       D       6        643717            0         4510
Kilroy Realty Corp.            COM  49427F108          116         4504 SH       D       7          4504            0            0
KIMBERLY-CLARK CORP COM STOCK  COM  494368103          830         9560 SH       D       2          9560            0            0
KIMBERLY-CLARK CORP COM STOCK  COM  494368103        78214       913655 SH       D       3        868295            0        45360
KIMBERLY-CLARK CORP COM STOCK  COM  494368103         2552        29392 SH       D       4         29392            0            0
KIMBERLY-CLARK CORP            COM  494368103        10996       191635 SH       D       5        191635            0            0
KIMBERLY CLARK CORP COM        COM  494368103       841266     14662601 SH       D       6      13512535            0      1150066
Kimberly-Clark Corp.           COM  494368103        25935       452041 SH       D       7        334233            0       117808
KIMBERLY-CLARK CORPORATION     COM  494368103         1694        29538 SH       S       7         29538            0            0
KIMBERLY CLARK MEXICO ADR-REPR ADR  494386204          257        12790 SH       D       3         12790            0            0
KIMBERLY CLARK DE MEXICO S A C COM  494386204           34         2594 SH       D       6          2594            0            0
KIMCO COM                      COM  49446R109        34746       847479 SH       D       6        834124            0        13355
KIMCO REALTY CORP              COM  49446R109          517        12622 SH       D       7          7589            0         5033
KIMCO CL. D DEPOSITORY SHS. CO COM  49446R877          188         7204 SH       D       6          7204            0            0
KINDER MORGAN INC COM          COM  49455P101        53234      1540245 SH       D       6       1530162            0        10083
KINDER MORGAN INC.,            COM  49455P101          622        18002 SH       D       7          7069            0        10933
KING PHARMACEUTICALS INC COM   COM  495582108        45299      1032456 SH       D       6        980406            0        52050
King Pharmaceuticals Inc       COM  495582108          498        11356 SH       D       7         11356            0            0
KINNARD INVESTMENTS INC        COM  497059105            9         1200 SH       D       7          1200            0            0
KIRBY CORP                     COM  497266106        11151       524775 SH       D       6        524775            0            0
Kirby Corp.                    COM  497266106          111         5242 SH       D       7          5242            0            0
KIRIN BREWERY                  COM  497350207         4473        35157 SH       D       7         35157            0            0
KIRLIN HOLDING CORP            COM  497629105            9         4000 SH       D       7          4000            0            0
KLAMATH FIRST BANCOR COM       COM  49842P103         1398       119209 SH       D       6        119209            0            0
KLAMATH FIRST BACORP INC       COM  49842P103            4          365 SH       D       7           365            0            0
K MART FIN7TCP1                CVP  498778208        15923       437000 SH       D       1        437000            0            0
KNAPE & VOGT MANUFACTURING CO  COM  498782101           75         4974 SH       D       6          4974            0            0
KNAPE & VOGT MFG CO            COM  498782101            3          234 SH       D       7           234            0            0
KNIGHT-RIDDER INC COM STOCK US COM  499040103           96         1200 SH       D       2          1200            0            0
KNIGHT-RIDDER INC COM STOCK US COM  499040103         8401       100259 SH       D       3        100259            0            0
KNIGHT RIDDER NEWSPAPERS INC C COM  499040103       112914      2122943 SH       D       6       1966564            0       156379
Knight Ridder Inc.             COM  499040103         2926        55028 SH       D       7         45435            0         9593
KNIGHT RIDDER                  COM  499040103          219         4133 SH       S       7          4133            0            0
KNIGHT TRADING GROUP INC COM   COM  499063105        38323      1285484 SH       D       6       1285084            0          400
KNIGHT TRADING GROUP           COM  499063105          754        25318 SH       D       7         10190            0        15128
KNIGHT TRANSN INC COM          COM  499064103         1832       125845 SH       D       6        125845            0            0
Knight Transportation Inc.     COM  499064103            9          684 SH       D       7           684            0            0
KNOT INC COM                   COM  499184109            0        28100 SH       D       6         28100            0            0
KOALA CORP COM                 COM  499866101          653        46236 SH       D       6         46236            0            0
KOALA CORP                     COM  499866101            6          454 SH       D       7           454            0            0
KOGER EQUITY INC               COM  500228101        11330       671448 SH       D       6        667248            0         4200
KOGER EQUITY INC               COM  500228101           73         4341 SH       D       7          4341            0            0
KOHLS CORPORATION COM STOCK US COM  500255104          412         4900 SH       D       2          4900            0            0
KOHLS CORPORATION COM STOCK US COM  500255104        35039       428822 SH       D       3        428822            0            0
KOHLS CORP COM                 COM  500255104       450440      8097803 SH       D       6       7467879            0       629924
Kohl's Corporation             COM  500255104        14086       253232 SH       D       7        188831            0        64401
KOHLS CORPORATION              COM  500255104          964        17340 SH       S       7         17340            0            0
KOMAG INC COM                  COM  500453105         1409       805534 SH       D       6        805534            0            0
Komag Inc.                     COM  500453105            9         5386 SH       D       7          5386            0            0
KONINKLIJKE AHOLD NV-SP ADR    COM  500467303         2531        86376 SH       D       7         86376            0            0
KONINKLIJKE PHILIPS ELECTRONIC COM  500472204          380         8000 SH       D       6          8000            0            0
KONINKLIJKE PHILIPS ELEC. NV   COM  500472204         3159        66526 SH       D       7         66526            0            0
KONOVER PROPERTY TRUST COM     COM  50047R100         1184       249296 SH       D       6        249296            0            0
Konover Property Trust Inc     COM  50047R100           16         3379 SH       D       7          3379            0            0
KOPIN CORP COM                 COM  500600101        28710       414592 SH       D       6        414592            0            0
Kopin Corp.                    COM  500600101          398         5756 SH       D       7          5756            0            0
KOREA ELECTRIC POWER COM       COM  500631106         1231        66800 SH       D       6         66800            0            0
KOREA TELECOM - SP ADR         ADR  50063P103          519         7201 SH       D       3          7201            0            0
KOREA TELECOM ADR              COM  50063P103          270         5600 SH       D       6          5600            0            0
KORN FERRY INTL COM            COM  500643200        16997       536396 SH       D       6        536396            0            0
Korn Ferry International       COM  500643200          147         4669 SH       D       7          4669            0            0
KOS PHARMACEUTICALS COM        COM  500648100         2440       151962 SH       D       6        151962            0            0
KOS PHARMACEUTICALS            COM  500648100           29         1853 SH       D       7          1853            0            0
KOSS CORP                      COM  500692108            6          400 SH       D       7           400            0            0
KRANZCO REALTY TRUST COM       COM  50075Q107         2108       224914 SH       D       6        224914            0            0
KRAMONT REALTY TRUST           COM  50075Q107           11         1181 SH       D       7          1181            0            0
KREISLER MANUFACTURING CORP    COM  500773106           10         2500 SH       D       7          2500            0            0
CRISPY CREME DOUGHNUTS INC COM COM  501014104         7385       100485 SH       D       6        100485            0            0
KRISPY KREME DOUGHNUTS INC     COM  501014104            7          105 SH       D       7           105            0            0
KROGER CO COM US$1             COM  501044101         1249        37400 SH       D       1         37400            0            0
KROGER CO COM US$1             COM  501044101          734        22000 SH       D       2         22000            0            0
KROGER CO COM US$1             COM  501044101        40075      1270472 SH       D       3       1227672            0        42800
KROGER CO COM US$1             COM  501044101          721        21600 SH       D       4         21600            0            0
KROGER CO                      COM  501044101         6395       289912 SH       D       5        289912            0            0
KROGER CO COM                  COM  501044101       505135     22895643 SH       D       6      21098161            0      1797482
KROGER CO                      COM  501044101        16639       754200 SH       D       7        507418            0       246782
KROGER CO                      COM  501044101          979        44384 SH       S       7         44384            0            0
KROLL O`GARA COMPANY COM       COM  501050108         1397       208981 SH       D       6        208981            0            0
Kroll O'Gara Company           COM  501050108           19         2849 SH       D       7          2849            0            0
KRONOS INC. COM                COM  501052104        16515       635206 SH       D       6        600506            0        34700
Kronos Inc.                    COM  501052104           67         2577 SH       D       7          2577            0            0
KUBOTA LTD NEW ADR             COM  501173207         2898        40678 SH       D       7         40678            0            0
KULICKE & SOFFA IND INC COM    COM  501242101        32086       540411 SH       D       6        540411            0            0
Kulicke & Soffa Inds. Inc.     COM  501242101          265         4476 SH       D       7          4476            0            0
KYOCERA CORP                   COM  501556203         2601        15144 SH       D       7         15144            0            0
LAN CHILE SA - ADR ADR         COM  501723100          130        18000 SH       D       6         18000            0            0
LCA VISION INC (NEW) COM       COM  501803209         1137       466562 SH       D       6        466562            0            0
LCA-Vision Inc                 COM  501803209           10         4120 SH       D       7          4120            0            0
LCC INTERNATIONAL IN COM       COM  501810105         3272       119828 SH       D       6        119828            0            0
LCC INTERNATIONAL INC-CL A     COM  501810105           43         1600 SH       D       7          1600            0            0
LJL BIOSYSTEMS INC COM         COM  501873103         1393        71900 SH       D       6         71900            0            0
LJL BIOSYSTEMS INC             COM  501873103           17          900 SH       D       7           900            0            0
LG&E ENERGY CORP COM           COM  501917108        48798      2043912 SH       D       6       2017910            0        26002
LG&E ENERGY CORP.              COM  501917108         2464       103225 SH       D       7          8302            0        94923
LTV CORPORATION COM            COM  501921100         2526       878762 SH       D       6        878762            0            0
LTV Corp.                      COM  501921100           29        10224 SH       D       7         10224            0            0
LHS GROUP INC COM              COM  501938104        12047       349194 SH       D       6        349194            0            0
LHS GROUP INC.                 COM  501938104          306         8881 SH       D       7          3950            0         4931
LNR PROPERTY CORP COM          COM  501940100        13717       703452 SH       D       6        703452            0            0
LNR Property Corp.             COM  501940100           79         4093 SH       D       7          4093            0            0
LSB BANCSHARES INC N C         COM  502158108         1380       112699 SH       D       6        112699            0            0
LSB BANCSHARES INC N C         COM  502158108            3          321 SH       D       7           321            0            0
LSI LOGIC CORP COM STOCK US$0. COM  502161102         2146        26200 SH       D       1         26200            0            0
LSI LOGIC CORP COM STOCK US$0. COM  502161102          983        12000 SH       D       2         12000            0            0
LSI LOGIC CORP COM STOCK US$0. COM  502161102        41463       507444 SH       D       3        480044            0        27400
LSI LOGIC CORP COM STOCK US$0. COM  502161102          655         8000 SH       D       4          8000            0            0
L S I LOGIC INC COM            COM  502161102       483913      8940662 SH       D       6       8264040            0       676622
LSI LOGIC CORP                 COM  502161102        15465       285745 SH       D       7        233561            0        52184
LSI LOGIC                      COM  502161102          884        16350 SH       S       7         16350            0            0
LSI LOG4QCB04                  CVB  502161AD4        88293     25500000 SH       D       1      25500000            0            0
LSI LOGIC 4.25%CB04            CVB  502161AD4         8606      2500000 SH       D       9       2500000            0            0
L S I LIGTHING SYS INC COM     COM  50216C108         2051       135094 SH       D       6        135094            0            0
LSI Industries Inc.            COM  50216C108           33         2178 SH       D       7          2178            0            0
LTC PPTYS COM                  COM  502175102         2463       414968 SH       D       6        414968            0            0
LTC Properties Inc.            COM  502175102           26         4396 SH       D       7          4396            0            0
L T X CORP COM                 COM  502392103        29429       842347 SH       D       6        842347            0            0
LTX Corp.                      COM  502392103          326         9350 SH       D       7          9350            0            0
L-3 COMMUNICATIONS COM         COM  502424104        26214       459400 SH       D       6        457300            0         2100
L-3 COMMUNICATIONS CORP        COM  502424104          519         9104 SH       D       7          2424            0         6680
LOUIS VUITTON MOET HENNESSEY   COM  502441207         2516        30134 SH       D       7         30134            0            0
LA JOLLA PHARMACEUTICAL CO COM COM  503459109          765       185490 SH       D       6        185490            0            0
LA-Z-BOY INC COM               COM  505336107        19258      1375631 SH       D       6       1375631            0            0
La-Z-Boy Inc.                  COM  505336107          143        10228 SH       D       7         10228            0            0
LABOR READY INC COM            COM  505401208         5365       809822 SH       D       6        809822            0            0
Labor Ready Inc.               COM  505401208           66        10055 SH       D       7         10055            0            0
LABORATORIO CHILE -SPON ADR RE ADR  50540H104         2287        79195 SH       D       3         79195            0            0
LABORATORIO CHILE, S.A. COM    COM  50540H104         1260        65709 SH       D       6         65709            0            0
LABONE COM                     COM  50540L105          578       102825 SH       D       6        102825            0            0
LABONE INC                     COM  50540L105            7         1258 SH       D       7          1258            0            0
LABORATORY CORP AMER HLDGS     COM  50540R409        18881       244819 SH       D       6        244819            0            0
Laboratory Corp. Amer Holdings COM  50540R409          131         1709 SH       D       7          1709            0            0
LABRANCHE & CO. INC COM        COM  505447102         6578       457645 SH       D       6        457645            0            0
LABRANCHE AND CO               COM  505447102           37         2600 SH       D       7          2600            0            0
LACLEDE GAS CO COM             COM  505588103         7978       414490 SH       D       6        414490            0            0
Laclede Gas Co.                COM  505588103           78         4089 SH       D       7          4089            0            0
LACROSSE FOOTWEAR INC COM      COM  505688101            4          879 SH       D       6           879            0            0
LACROSSE FOOTWEAR INC          COM  505688101            1          300 SH       D       7           300            0            0
LADISH INC COM                 COM  505754200         1131       116008 SH       D       6        116008            0            0
LADISH COMPANY INC             COM  505754200            4          512 SH       D       7           512            0            0
LAFARGE CORP                 C COM  505862102        29458      1402791 SH       D       6       1336281            0        66510
LAFARGE CORP                   COM  505862102         1499        71405 SH       D       7         48301            0        23104
LAKELAND FINL CORP COM         COM  511656100          545        47435 SH       D       6         47435            0            0
LAKELAND FINANCIAL CORP        COM  511656100            3          313 SH       D       7           313            0            0
LAKELAND INDUSTRIES INC        COM  511795106            1          200 SH       D       7           200            0            0
LAKES GAMING INC COM           COM  51206P109          897       101116 SH       D       6        101116            0            0
LAKES GAMING INC               COM  51206P109            3          389 SH       D       7           389            0            0
LAM RESEARCH CORP              COM  512807108        67579      1802119 SH       D       6       1802119            0            0
LAM RESEARCH CORP              COM  512807108         1115        29753 SH       D       7         29753            0            0
LAM RESRCH5SCB0                CVB  512807AC2        79387     57165000 SH       D       1      57165000            0            0
LAMAR ADVERTISING CO COM       COM  512815101        29615       683752 SH       D       6        681621            0         2131
LAMAR ADVERTISING CO           COM  512815101          631        14579 SH       D       7          4276            0        10303
LAMAR CAPITAL CORP             COM  51282P106            3          400 SH       D       7           400            0            0
LAMSON & SESSIONS CO COM       COM  513696104         2582       168626 SH       D       6        168626            0            0
LAMSON & SESSIONS CO           COM  513696104           12          801 SH       D       7           801            0            0
LANCASTER COLONY CORP COM      COM  513847103        13826       720578 SH       D       6        720578            0            0
LANCASTER COLONY CORP          COM  513847103          182         9489 SH       D       7          5893            0         3596
LANCE INC COM                  COM  514606102         5555       617333 SH       D       6        617333            0            0
Lance Inc.                     COM  514606102           44         4952 SH       D       7          4952            0            0
LANDAIR CORPORATION            COM  514757103            4         1000 SH       D       7          1000            0            0
LANDEC CORP COM                COM  514766104          857       157784 SH       D       6        157784            0            0
Landec Corp                    COM  514766104           10         1973 SH       D       7          1973            0            0
LANDAUER INC COM               COM  51476K103         1849       118818 SH       D       6        118818            0            0
Landauer Inc.                  COM  51476K103           32         2111 SH       D       7          2111            0            0
LANDAMERICA FINANCIAL GROUP, I COM  514936103         6202       270406 SH       D       6        270406            0            0
LandAmerica Financial Group    COM  514936103           58         2536 SH       D       7          2536            0            0
LANDMARK SYS CORP COM          COM  51506S100           51         8628 SH       D       6          8628            0            0
LANDMARK SYSTEMS CORP          COM  51506S100            2          430 SH       D       7           430            0            0
LANDS END                      COM  515086106          752        14900 SH       D       1         14900            0            0
LANDS END                      COM  515086106          306         6076 SH       D       2          6076            0            0
LANDS END                      COM  515086106         1083        20076 SH       D       3         20076            0            0
LANDS END INC COM              COM  515086106        42697      1279336 SH       D       6       1189036            0        90300
LANDS END INC                  COM  515086106         1857        55661 SH       D       7         55661            0            0
LANDRYS SEAFOOD REST COM       COM  51508L103         4790       563633 SH       D       6        563633            0            0
Landry's Seafood Restaurants   COM  51508L103           56         6679 SH       D       7          6679            0            0
LANDSTAR SYS INC COM           COM  515098101        19593       328951 SH       D       6        328651            0          300
Landstar Systems Inc.          COM  515098101           90         1523 SH       D       7          1523            0            0
LANIER WORLD COM               COM  51589L105          961       961775 SH       D       6        961775            0            0
LANIER WORLDWIDE, INC.         COM  51589L105            6         6450 SH       D       7             0            0         6450
LANTE CORP COM                 COM  516540101         2594       126939 SH       D       6        113139            0        13800
LANTE CORP                     COM  516540101           57         2834 SH       D       7          2834            0            0
LARSCOM INC - CL A             COM  51729Y108           10         1900 SH       D       7          1900            0            0
LASER-PACIFIC MEDIA CORP       COM  517923108            2          500 SH       D       7           500            0            0
LASERSIGHT INC. COM            COM  517924106         1677       439952 SH       D       6        439952            0            0
Lasersight Inc                 COM  517924106           16         4359 SH       D       7          4359            0            0
LASALLE HOTEL PPTYS COM        COM  517942108         5852       407132 SH       D       6        398332            0         8800
LaSalle Hotel Properties       COM  517942108           45         3183 SH       D       7          3183            0            0
LASER VISION CTRS INC COM      COM  51807H100         2910       470319 SH       D       6        470319            0            0
Laser Vision Centers Inc       COM  51807H100           21         3452 SH       D       7          3452            0            0
LASON INC                      COM  51808R107            1          507 SH       D       1             0          507            0
LASON INC COM                  COM  51808R107          656       262422 SH       D       6        262422            0            0
Lason Holdings Inc.            COM  51808R107            4         1860 SH       D       7          1860            0            0
LATITUDE COMMUNICATIONS INC CO COM  518292107         1946       173975 SH       D       6        173975            0            0
Latitude Communications Inc.   COM  518292107           18         1629 SH       D       7          1629            0            0
LATTICE SEMICONDUCTOR CORP COM COM  518415104        46258       669196 SH       D       6        668696            0          500
LATTICE SEMICONDUCTOR          COM  518415104         1208        17478 SH       D       7         17478            0            0
LTTCESMCDR4TN06                CVB  518415AC8         5772      3200000 SH       D       1       3200000            0            0
ESTEE LAUDER6QP                CVP  518437207         8568       101400 SH       D       1        101400            0            0
ESTEE LAUDER 'A'               CLA  518439104          172         2300 SH       D       2          2300            0            0
ESTEE LAUDER 'A'               CLA  518439104        10840       147413 SH       D       3        147413            0            0
ESTEE LAUDER CL A COM          COM  518439104        51625      1044259 SH       D       6       1043859            0          400
ESTEE LAUDER COMPANIES - CL A  COM  518439104         1447        29288 SH       D       7         11804            0        17484
LAUNCH MEDIA INC COM           COM  518567102         1622       175387 SH       D       6        175387            0            0
Launch Media Inc.              COM  518567102           64         6976 SH       D       7          6976            0            0
LAWSON PRODUCTS INC COM        COM  520776105         5467       222045 SH       D       6        222045            0            0
Lawson Products Inc.           COM  520776105           20          834 SH       D       7           834            0            0
LAYNE CHRISTENSEN COMPANY COM  COM  521050104            3          809 SH       D       6           809            0            0
LAYNE CHRISTIAN CO.            COM  521050104            2          520 SH       D       7           520            0            0
LAZARE KAPLAN INTERNATIONAL    COM  521078105            3          379 SH       D       7           379            0            0
LEAP WIRELESS INTERNATIONAL IN COM  521863100        22640       481715 SH       D       6        476615            0         5100
LEAP WIRELESS INTERNATIONAL IN COM  521863100          494        10529 SH       D       7         10529            0            0
THE LEAPNET INC COM            COM  521864108          850       272076 SH       D       6        272076            0            0
LEAR SEATING CORPORATION COM S COM  521865105          175         5800 SH       D       1          5800            0            0
LEAR SEATING CORPORATION COM S COM  521865105          266         8171 SH       D       3          8171            0            0
LEAR CORPORATION COM           COM  521865105        32389      1619469 SH       D       6       1598969            0        20500
LEAR CORPORATION               COM  521865105          529        26492 SH       D       7         19510            0         6982
LEAR 0.01                      COM  521865105           52         2600 SH       D       9          2600            0            0
LEARN2.COM INC COM             COM  522002104         1184       601665 SH       D       6        601665            0            0
Learn2.com Inc.                COM  522002104           10         5196 SH       D       7          5196            0            0
LEARNING TREE INTL INC COM     COM  522015106        26707       436048 SH       D       6        412948            0        23100
Learning Tree International    COM  522015106          151         2474 SH       D       7          2474            0            0
LECHTERS INC COM               COM  523238103           33        26500 SH       D       6         26500            0            0
LECROY CORP COM                COM  52324W109          785        79582 SH       D       6         79582            0            0
LEE ENTERPRISES INC COM        COM  523768109        19732       846432 SH       D       6        846432            0            0
Lee Enterprises                COM  523768109          168         7210 SH       D       7          7210            0            0
LEEDS FEDERAL BANKSHARES INC   COM  524226107            2          232 SH       D       7           232            0            0
LEGATO SYS INC COM             COM  524651106        20514      1356315 SH       D       6       1356315            0            0
LEGATO SYSTEMS INC             COM  524651106          359        23756 SH       D       7          7290            0        16466
LEGGETT & PLATT INC COM STOCK  COM  524660107           74         3000 SH       D       2          3000            0            0
LEGGETT & PLATT INC COM STOCK  COM  524660107         6821       263960 SH       D       3        263960            0            0
LEGGETT & PLATT INC COM        COM  524660107        89028      5395688 SH       D       6       4960601            0       435087
Leggett & Platt                COM  524660107         2330       141247 SH       D       7        117365            0        23882
LEGGETT & PLATT INC            COM  524660107          173        10491 SH       S       7         10491            0            0
LEGG MASON WOOD WALKER INC COM COM  524901105        54686      1093733 SH       D       6       1078594            0        15139
LEGG MASON INCORPORATED        COM  524901105          754        15086 SH       D       7          8935            0         6151
LEHMAN BROTHERS HOLDINGS INC C COM  524908100        32680       340886 SH       D       1        340886            0            0
LEHMAN BROTHERS HOLDINGS INC C COM  524908100          664         4645 SH       D       2          4645            0            0
LEHMAN BROTHERS HOLDINGS INC C COM  524908100        26409       179910 SH       D       3        168390            0        11520
LEHAMN BROS HLDGS - WI COM     COM  524908100       372556      3939788 SH       D       6       3659983            0       279805
LEHMAN BROTHERS HLDGS INC      COM  524908100        12013       127045 SH       D       7        100271            0        26774
LEHMAN BROTHERS HOLDING INC    COM  524908100          606         6411 SH       S       7          6411            0            0
LENDING TREE COM               COM  52602Q105          585        78128 SH       D       6         78128            0            0
LENDINGTREE INC                COM  52602Q105            2          366 SH       D       7           366            0            0
LENNAR CORP COM                COM  526057104        31004      1531067 SH       D       6       1530267            0          800
Lennar Corp.                   COM  526057104          271        13398 SH       D       7         13398            0            0
LENNAR 0%CB18                  CVB  526057AA2         1667      4000000 SH       D       9       4000000            0            0
LENNOX INTL INC COM            COM  526107107         6496       490320 SH       D       6        490320            0            0
LENNOX INTERNATIONAL INC       COM  526107107           46         3521 SH       D       7          3521            0            0
LESCO INC OHIO COM             COM  526872106         1320        86963 SH       D       6         86963            0            0
LESLIE FAY INC NEW COM         COM  527016109            0          183 SH       D       6           183            0            0
LESLIE FAY COMPANY INC         COM  527016109            0           45 SH       D       7            45            0            0
LEUCADIA NATIONAL CORP COM STO COM  527288104         2085        57472 SH       D       3         57472            0            0
LEUCADIA NATIONAL CORP COM     COM  527288104        16966       743748 SH       D       6        743748            0            0
Leucadia Natl Corp             COM  527288104          192         8425 SH       D       7          8425            0            0
LEVEL 8 SYSTEMS INC COMMON STO COM  52729M102         1144        54324 SH       D       6         54324            0            0
LEVEL 8 SYSTEMS INC            COM  52729M102           12          597 SH       D       7           597            0            0
LEVEL 3 COMMUNICATIONS INC USD COM  52729N100         2064        15500 SH       D       1         15500            0            0
LEVEL 3 COMMUNICATIONS INC USD COM  52729N100         1305         9800 SH       D       2          9800            0            0
LEVEL 3 COMMUNICATIONS INC USD COM  52729N100        54369       411974 SH       D       3        390974            0        21000
LEVEL 3 COMMUNICATIONS INC USD COM  52729N100         1505        11300 SH       D       4         11300            0            0
LEVEL 3 COMMUNICATION COM      COM  52729N100       343234      3900395 SH       D       6       3828595            0        71800
LEVEL 3 COMMUNICATIONS INC     COM  52729N100        10335       117468 SH       D       7         60041            0        57427
LEVEL3COM6CB09                 CVB  52729NAG5         4473      3000000 SH       D       1       3000000            0            0
LEVEL 3 COMMS 6% CB 2010       CVB  52729NAS9          839      1000000 SH       D       9       1000000            0            0
LEXICON GENETICS INC COM       COM  528872104          297         8660 SH       D       6          8660            0            0
LEXINGTON B&L FINANCIAL CORP   COM  529017105            3          400 SH       D       7           400            0            0
LEXINGTON CORPORATE PROPERTIES COM  529043101         4327       386775 SH       D       6        383675            0         3100
Lexington Corporate Properties COM  529043101           43         3858 SH       D       7          3858            0            0
LEXMARK INTERNATIONAL COM STK  COM  529771107          223         2200 SH       D       2          2200            0            0
LEXMARK INTERNATIONAL COM STK  COM  529771107        18420       184463 SH       D       3        182063            0         2400
LEXMARK GRP CL A COM           COM  529771107       217925      3240525 SH       D       6       2987975            0       252550
Lexmark International          COM  529771107         6955       103433 SH       D       7         75556            0        27877
LEXMARK INTL GROUP INC         COM  529771107          463         6885 SH       S       7          6885            0            0
LIBBEY INC COM                 COM  529898108        10707       333320 SH       D       6        327920            0         5400
Libbey Inc.                    COM  529898108          114         3566 SH       D       7          3566            0            0
LIBERATE TECHNOLOGIES COM      COM  530129105        13807       471056 SH       D       6        450356            0        20700
LIBERATE TECHNOLOGIES          COM  530129105          228         7800 SH       D       7          7800            0            0
LIBERTY CORP SOUTH CAROLINA CO COM  530370105        11284       268682 SH       D       6        267682            0         1000
Liberty Corp.                  COM  530370105          134         3195 SH       D       7          3195            0            0
LIBERTY DIGITAL INC CLASS A CO COM  530436104         8214       273826 SH       D       6        273826            0            0
LIBERTY DIGITAL INC. CLASS A   COM  530436104          324        10815 SH       D       7          1400            0         9415
LIBERTY FINANCIAL COM          COM  530512102         5757       262445 SH       D       6        261245            0         1200
Liberty Finl Cos Inc           COM  530512102           90         4140 SH       D       7          4140            0            0
LIBERTY HOMES INC CL A         COM  530582204            1          200 SH       D       7           200            0            0
LIBERTY LIVEWIRE CORP COM      COM  530709104         2045        29120 SH       D       6         29120            0            0
ATT CRP4CB29'14                CVB  530715AF8        18371     12825000 SH       D       1      12825000            0            0
LIB MED3TB30                   CVB  530715AK7        10812     10000000 SH       D       1      10000000            0            0
LIBERTY PPTY TR COM            COM  531172104        29777      1148031 SH       D       6       1131106            0        16925
LIBERTY PROPERTY TRUST         COM  531172104         1779        68607 SH       D       7         32825            0        35782
LIFETIME HOAN CORP COM         COM  531926103          688        86054 SH       D       6         86054            0            0
LIFECELL COM                   COM  531927101          835       131058 SH       D       6        131058            0            0
LIFECELL CORPORATION           COM  531927101            3          600 SH       D       7           600            0            0
LIFECORE BIOMEDICAL INC        COM  532187101         1226       155761 SH       D       6        155761            0            0
LIFECORE BIOMEDICAL INC        COM  532187101           10         1356 SH       D       7          1356            0            0
LIFELINE SYSMS INC COM         COM  532192101           56         4062 SH       D       6          4062            0            0
LIFELINE SYSTEMS INC           COM  532192101            2          214 SH       D       7           214            0            0
LIFEMARK INC COM               COM  53219F102           13         2297 SH       D       6          2297            0            0
LIFEMARK CORP                  COM  53219F102           12         2000 SH       D       7          2000            0            0
LIFEPOINT HOSPITALS INC COM    COM  53219L109        16331       734111 SH       D       6        734111            0            0
LifePoint Hospital             COM  53219L109          153         6914 SH       D       7          6914            0            0
LIGAND PHARMACEUTICALS COM     COM  53220K207        13301      1008609 SH       D       6       1008609            0            0
Ligand Pharmaceuticals Inc.    COM  53220K207          105         8034 SH       D       7          8034            0            0
LIFEMINDERS COM                COM  53220Q105         5357       181220 SH       D       6        181220            0            0
LIFEMINDERS INC                COM  53220Q105           47         1600 SH       D       7          1600            0            0
LIGHTBRIDGE INC COM            COM  532226107        11655       488175 SH       D       6        488175            0            0
LIGHTBRIDGE INC                COM  532226107           37         1590 SH       D       7          1590            0            0
LIGHTNING ROD SOFTWARE INC     COM  532244100            0          200 SH       D       7           200            0            0
LIGHTPATH TECHNOLOGIES INC COM COM  532257102         5550       139420 SH       D       6        139420            0            0
LIGHTPATH TECHNOLOGIES INC-A   COM  532257102           19          500 SH       D       7           500            0            0
LIGHT SPAN INC. COM            COM  53226T103         1322       240435 SH       D       6        240435            0            0
LIGHTSPAN INC                  COM  53226T103           24         4460 SH       D       7          4460            0            0
LILLIAN VERNON CORP COM        COM  532430105          514        49021 SH       D       6         49021            0            0
LILLIAN VERNON COPORATION      COM  532430105           12         1236 SH       D       7          1236            0            0
LILLY (ELI) & CO COM NPV       COM  532457108        41608       397005 SH       D       1        293100       103905            0
LILLY (ELI) & CO COM NPV       COM  532457108         4375        28940 SH       D       2         28940            0            0
LILLY (ELI) & CO COM NPV       COM  532457108       300275      1927058 SH       D       3       1842558            0        84500
LILLY (ELI) & CO COM NPV       COM  532457108         6063        40100 SH       D       4         40100            0            0
LILLY (ELI) & CO               COM  532457108        37879       379251 SH       D       5        379251            0            0
LILLY ELI & CO COM             COM  532457108      2911377     29150218 SH       D       6      26754030            0      2396188
Eli Lilly & Co.                COM  532457108        85455       855620 SH       D       7        648993            0       206627
LLY.N                          COM  532457108          769         7730 SH       D       9          7730            0            0
ELI LILLY & COMPANY            COM  532457108         5999        60072 SH       S       7         60072            0            0
LILLY INDL COATING INC CLASS A COM  532491107        16977       564726 SH       D       6        564726            0            0
Lilly Industries Inc.          COM  532491107          194         6468 SH       D       7          6468            0            0
LIMITED INC COM STOCK US$0.50  COM  532716107          216         6600 SH       D       2          6600            0            0
LIMITED INC COM STOCK US$0.50  COM  532716107        21634       665780 SH       D       3        614472            0        51308
LIMITED INC COM STOCK US$0.50  COM  532716107          982        30002 SH       D       4         30002            0            0
LIMITED INC                    COM  532716107         3257       150606 SH       D       5        150606            0            0
LIMITED INC COM                COM  532716107       244489     11305860 SH       D       6      10452054            0       853806
Limited Inc                    COM  532716107         6848       316698 SH       D       7        273580            0        43118
THE LIMITED INC                COM  532716107          494        22872 SH       S       7         22872            0            0
LINCARE HOLDINGS COM           COM  532791100        25911      1052254 SH       D       6       1052254            0            0
LINCARE HOLDINGS INCORPORATED  COM  532791100          238         9682 SH       D       7          3818            0         5864
LINCOLN ELECTRIC HOLDINGS, INC COM  533900106         8797       617364 SH       D       6        617364            0            0
Lincoln Electric Holdings      COM  533900106          116         8175 SH       D       7          8175            0            0
LINCOLN NATIONAL CORP COM STOC COM  534187109          164         3000 SH       D       2          3000            0            0
LINCOLN NATIONAL CORP COM STOC COM  534187109        16119       291504 SH       D       3        272304            0        19200
LINCOLN NATIONAL CORP COM STOC COM  534187109          689        12600 SH       D       4         12600            0            0
LINCOLN NATIONAL CORP          COM  534187109         2452        67872 SH       D       5         67872            0            0
LINCOLN NATIONAL CORP IND COM  COM  534187109       204358      5656986 SH       D       6       5124874            0       532112
Lincoln National Corp          COM  534187109        10134       280543 SH       D       7        136825            0       143718
LINCOLN NATIONAL CORP          COM  534187109          367        10176 SH       S       7         10176            0            0
LINDBERG CORP COM              COM  535171102            2          367 SH       D       6           367            0            0
LINDBERG CORP                  COM  535171102            1          262 SH       D       7           262            0            0
LINDSAY MFG CO COM             COM  535555106         4985       254052 SH       D       6        254052            0            0
Lindsay Manufacturing Co.      COM  535555106           42         2141 SH       D       7          2141            0            0
LINEAR TECHNOLOGY COM STOCK NP COM  535678106          909         9400 SH       D       1          9400            0            0
LINEAR TECHNOLOGY COM STOCK NP COM  535678106          629         6500 SH       D       2          6500            0            0
LINEAR TECHNOLOGY COM STOCK NP COM  535678106        43154       482677 SH       D       3        449077            0        33600
LINEAR TECHNOLOGY CORP COM     COM  535678106       503107      7868739 SH       D       6       7252938            0       615801
Linear Technology Corp         COM  535678106        15719       245863 SH       D       7        179529            0        66334
LINEAR TECHNOLOGY CORP         COM  535678106         1058        16550 SH       S       7         16550            0            0
LINENS N THINGS INC COM        COM  535679104        19488       718452 SH       D       6        718452            0            0
LINENS 'N THINGS INC.          COM  535679104          281        10394 SH       D       7          2442            0         7952
LIONBRIDGE TECHNOLOGIES INC CO COM  536252109          442        45400 SH       D       6         45400            0            0
LIQUI BOX CORP COM             COM  536314107         2592        52376 SH       D       6         52376            0            0
Liqui Box Corp.                COM  536314107           15          322 SH       D       7           322            0            0
LIQUID AUDIO COM               COM  53631T102         1392       147100 SH       D       6        147100            0            0
LIQUID AUDIO, INC              COM  53631T102           21         2300 SH       D       7          2300            0            0
LITHIA MTRS INC COM            COM  536797103         1509       112887 SH       D       6        112887            0            0
Lithia Motors Inc.             COM  536797103           21         1593 SH       D       7          1593            0            0
LITRONIC INC COM               COM  537004103         1126       127870 SH       D       6        127870            0            0
LITTLEFUSE COM                 COM  537008104        22270       454506 SH       D       6        454506            0            0
Littelfuse Inc.                COM  537008104          180         3679 SH       D       7          3679            0            0
LITTLEFIELD ADAMS & CO COM     COM  537581100            1         7161 SH       D       6          7161            0            0
LITTON INDUSTRIES INC COM STOC COM  538021106           44          700 SH       D       2           700            0            0
LITTON INDUSTRIES INC COM STOC COM  538021106         3132        48630 SH       D       3         48630            0            0
LITTON INDUSTRIES INC COM      COM  538021106        41662       991956 SH       D       6        948442            0        43514
LITTON INDS                    COM  538021106          781        18596 SH       D       7         15129            0         3467
LIZ CLAIBORNE COM STOCK US$1   COM  539320101          202         3800 SH       D       1          3800            0            0
LIZ CLAIBORNE COM STOCK US$1   COM  539320101           88         1658 SH       D       2          1658            0            0
LIZ CLAIBORNE COM STOCK US$1   COM  539320101         5235        92146 SH       D       3         92146            0            0
LIZ CLAIBORNE INC              COM  539320101          709        20140 SH       D       5         20140            0            0
LIZ CLAIBORNE INC COM          COM  539320101        65279      1851913 SH       D       6       1682504            0       169409
Liz Claiborne, Inc.            COM  539320101         2194        62264 SH       D       7         55119            0         7145
LIZ CLAIBORNE                  COM  539320101          101         2878 SH       S       7          2878            0            0
L90 INC COM                    COM  539441105         1129       107600 SH       D       6        107600            0            0
L90 INC                        COM  539441105           19         1900 SH       D       7          1900            0            0
LO JACK CORP COM               COM  539451104         1568       226024 SH       D       6        226024            0            0
LOCAL FINL CORP COM            COM  539553107         2125       254687 SH       D       6        254687            0            0
Local Financial Corp.          COM  539553107           18         2182 SH       D       7          2182            0            0
LOCKHEED MARTIN CORP           COM  539830109          209         5580 SH       D       2          5580            0            0
LOCKHEED MARTIN CORP           COM  539830109        22076       580874 SH       D       3        551210            0        29664
LOCKHEED MARTIN CORP COM       COM  539830109       264303     10652020 SH       D       6       9848493            0       803527
Lockheed Martin Corp           COM  539830109         7124       287132 SH       D       7        244140            0        42992
LOCKHEED MARTIN CORPORATION    COM  539830109          528        21282 SH       S       7         21282            0            0
LODGENET ENTMT COM             COM  540211109         7962       328365 SH       D       6        328365            0            0
LODGENET ENTERTAINMENT CORP.   COM  540211109           21          900 SH       D       7           900            0            0
LODGIAN, INC COM               COM  54021P106          800       328499 SH       D       6        328499            0            0
Lodgian Inc.                   COM  54021P106           12         5219 SH       D       7          5219            0            0
LOEWS CORP COM STOCK US$1      COM  540424108          214         2360 SH       D       2          2360            0            0
LOEWS CORP COM STOCK US$1      COM  540424108        13763       145293 SH       D       3        145293            0            0
LOEWS CORP COM STOCK US$1      COM  540424108          663         7300 SH       D       4          7300            0            0
LOEWS CORP COM                 COM  540424108       170739      2845657 SH       D       6       2664618            0       181039
Loews Corporation              COM  540424108         5316        88614 SH       D       7         79298            0         9316
LOEWS CORP                     COM  540424108          315         5251 SH       S       7          5251            0            0
LOEWS CORP                     CVB  540424AL2         6701      8000000 SH       D       9       8000000            0            0
LOG ON AMER INC COM            COM  540473105          298        54945 SH       D       6         54945            0            0
LOG ON AMERICA INC             COM  540473105            3          600 SH       D       7           600            0            0
LOGANSPORT FINL CORP COM       COM  541209102           14         1442 SH       D       6          1442            0            0
LOGANSPORT FINANCIAL CORP      COM  541209102            3          400 SH       D       7           400            0            0
LOGILITY, INC.                 COM  54140Y103            5         1502 SH       D       7          1502            0            0
LOISLAW COM INC COM            COM  541431102          613        71600 SH       D       6         71600            0            0
LOISLAW.COM                    COM  541431102           10         1200 SH       D       7          1200            0            0
LONDON PACIFIC GROUP - SP ADR  COM  542073101          231        17800 SH       D       6         17800            0            0
LONE STAR STEAKHOUSE & SALOON  COM  542307103           41         2700 SH       D       2          2700            0            0
LONE STAR STEAKHOUSE & SALOON  COM  542307103           38         2400 SH       D       3          2400            0            0
LONE STAR STEAKHOUSE COM       COM  542307103        10131      1000645 SH       D       6        992045            0         8600
Lone Star Steakhouse & Saloon  COM  542307103           54         5429 SH       D       7          5429            0            0
LONE STAR TECHNOLOGIES INC COM COM  542312103        30586       661327 SH       D       6        650827            0        10500
Lone Star Technologies Inc.    COM  542312103          214         4635 SH       D       7          4635            0            0
LONGS DRUG STORES INC (MD) COM COM  543162101          361        10200 SH       D       3         10200            0            0
LONGS DRUG STORES CORP COM     COM  543162101        23205      1066900 SH       D       6        990927            0        75973
Longs Drug Stores, Inc.        COM  543162101          568        26139 SH       D       7         22250            0         3889
LONGS DRUGSTORES CORP          COM  543162101           46         2148 SH       S       7          2148            0            0
LONGVIEW FIBRE CO              COM  543213102          204        12000 SH       D       3         12000            0            0
LONGVIEW FIBRE CO (WASHINGTON) COM  543213102        22460      2030365 SH       D       6       1951065            0        79300
Longview Fibre Co.             COM  543213102          193        17508 SH       D       7         17508            0            0
LOOKSMART LTD COM              COM  543442107         8153       440746 SH       D       6        431093            0         9653
LOOKSMART LTD                  COM  543442107           92         5000 SH       D       7          5000            0            0
LORONIX INFORMATION COM        COM  544183106         1638        45600 SH       D       6         45600            0            0
LORONIX INFORMATION SYSTEMS    COM  544183106           10          300 SH       D       7           300            0            0
LOUDOYO TECH COM               COM  545754103         1987       113986 SH       D       6        113986            0            0
LOUDEYE TECH                   COM  545754103           38         2212 SH       D       7          2212            0            0
LOUIS DREYFUS NAT GAS CORP COM COM  546011107        20931       668464 SH       D       6        666264            0         2200
Louis Dreyfus Natural Gas      COM  546011107          184         5905 SH       D       7          5905            0            0
LOUSIANA-PACIFIC CORP COM STOC COM  546347105          862        52400 SH       D       1         52400            0            0
LOUSIANA-PACIFIC CORP COM STOC COM  546347105          335        20361 SH       D       2         20361            0            0
LOUSIANA-PACIFIC CORP COM STOC COM  546347105         4414       245828 SH       D       3        245828            0            0
LOUISIANA-PACIFIC CORP         COM  546347105          412        37901 SH       D       5         37901            0            0
LOUISIANA PACIFIC CORP COM     COM  546347105        45894      4220158 SH       D       6       3724069            0       496089
Louisiana-Pacific Corp.        COM  546347105         1314       120853 SH       D       7        108174            0        12679
LOUISIANA PACIFIC CORP         COM  546347105           60         5560 SH       S       7          5560            0            0
LOWE'S COS INC COM STOCK US$0. COM  548661107         2244        36100 SH       D       1         36100            0            0
LOWE'S COS INC COM STOCK US$0. COM  548661107          941        15140 SH       D       2         15140            0            0
LOWE'S COS INC COM STOCK US$0. COM  548661107        36780       586530 SH       D       3        552930            0        33600
LOWE'S COS INC COM STOCK US$0. COM  548661107          876        14100 SH       D       4         14100            0            0
LOWES COMPANIES INC COM        COM  548661107       437085     10644398 SH       D       6       9833512            0       810886
LOWES COS INC                  COM  548661107        13534       329597 SH       D       7        255243            0        74354
LOWE'S COS!0.50                COM  548661107         3625        88300 SH       D       9         88300            0            0
LOWES CO'S, INC.               COM  548661107          835        20340 SH       S       7         20340            0            0
LOWRANCE ELECTRONICS INC       COM  548900109            6         1700 SH       D       7          1700            0            0
LUBRIZOL CORP COM STOCK NPV    COM  549271104         2259        63755 SH       D       3         63755            0            0
LUBRIZOL CORP COM              COM  549271104        50449      2402374 SH       D       6       2226974            0       175400
LUBRIZOL CORP                  COM  549271104         2901       138148 SH       D       7         57149            0        80999
LUBYS CAFETERIAS INC COM       COM  549282101         5834       729254 SH       D       6        724144            0         5110
Luby's Inc.                    COM  549282101           22         2828 SH       D       7          2828            0            0
LUCENT TECHNOLOGIES            COM  549463107        31996       489205 SH       D       1        324900       164305            0
LUCENT TECHNOLOGIES            COM  549463107         6597        73549 SH       D       2         73549            0            0
LUCENT TECHNOLOGIES            COM  549463107       421107      4902801 SH       D       3       4681688            0       221113
LUCENT TECHNOLOGIES            COM  549463107        11101       123762 SH       D       4        123762            0            0
LUCENT TECHNOLOGIES INC        COM  549463107        65623      1107577 SH       D       5       1107577            0            0
LUCENT TECHNOLOGIES COM        COM  549463107      5089163     85893054 SH       D       6      79080837            0      6812217
Lucent Technologies, Inc.      COM  549463107       152137      2567720 SH       D       7       1872439            0       695281
LUCENT TECH!0.0                COM  549463107         3349        57630 SH       D       9         57630            0            0
LUCENT TECHNOLOGIES            COM  549463107        10260       173174 SH       S       7        173174            0            0
LUFKIN INDS INC COM            COM  549764108         1297        81721 SH       D       6         81721            0            0
LUFKIN INDUSTRIES INC          COM  549764108            3          241 SH       D       7           241            0            0
LUMENON INNOVATION LIGHTWAVE   COM  55024L109          717        37500 SH       D       6         37500            0            0
LUMINANT WORLDWIDE COM         COM  550260103         1679       187936 SH       D       6        187936            0            0
LUMINANT WORLDWIDE CORP        COM  550260103           36         4100 SH       D       7          4100            0            0
LUMINEX CORP COM               COM  55027E102         7556       181545 SH       D       6        181545            0            0
LUMINEX CORP                   COM  55027E102           89         2140 SH       D       7          2140            0            0
LUNAR CORP COM                 COM  550362107         1221        72901 SH       D       6         72901            0            0
LUNAR CORP                     COM  550362107            6          384 SH       D       7           384            0            0
LYCOS INC COM                  COM  550818108        67333      1246913 SH       D       6       1228713            0        18200
LYCOS INC                      COM  550818108         1921        35568 SH       D       7         18442            0        17126
LYDALL INC COM                 COM  550819106         2273       213958 SH       D       6        213958            0            0
Lydall Inc.                    COM  550819106           28         2677 SH       D       7          2677            0            0
LYNCH CORP                     COM  551137102            1           52 SH       D       7            52            0            0
LYNCH INTERACTIVE CORP COM     COM  551146103         1651        17570 SH       D       6         17570            0            0
LYNCH INTERACTIVE CORP         COM  551146103           14          152 SH       D       7           152            0            0
LYNX THERAPEUTICS INC (NEW) CO COM  551812308         7342       154382 SH       D       6        154382            0            0
WILLIAM LYONS HOMES COM        COM  552074106         2618       395200 SH       D       6        395200            0            0
WILLIAM LYONS HOMES            COM  552074106            4          700 SH       D       7           700            0            0
LYONDELL CHEMICAL COMPANY USD1 COM  552078107          376        14864 SH       D       1         14864            0            0
LYONDELL CHEMICAL COMPANY USD1 COM  552078107          106         4184 SH       D       2          4184            0            0
LYONDELL CHEMICAL COMPANY USD1 COM  552078107          712        26974 SH       D       3         26974            0            0
LYONDELL CHEMICAL CO.          COM  552078107        61069      3645965 SH       D       6       3494744            0       151221
LYONDELL CHEMICAL CO           COM  552078107         1146        68454 SH       D       7         56917            0        11537
M&F WORLDWIDE CORP COM         COM  552541104         1733       308151 SH       D       6        308151            0            0
M & F WORLDWIDE CORP           COM  552541104            8         1561 SH       D       7          1561            0            0
MACC PRIVATE EQUITIES INC      COM  552617102            6          624 SH       D       7           624            0            0
M & T BANK CORP COM            COM  55261F104        45828       101841 SH       D       6         96231            0         5610
M & T BANK CORPORATION         COM  55261F104          834         1854 SH       D       7          1016            0          838
MAF BANCORP INC COM            COM  55261R108        11408       627267 SH       D       6        615967            0        11300
MAF Bancorp Inc.               COM  55261R108           99         5475 SH       D       7          5475            0            0
MBIA INC COM STOCK US$1        COM  55262C100          109         1500 SH       D       2          1500            0            0
MBIA INC COM STOCK US$1        COM  55262C100        10365       137569 SH       D       3        137569            0            0
MBIA INC COM STOCK US$1        COM  55262C100          583         8000 SH       D       4          8000            0            0
MBIA INC                       COM  55262C100         1682        34905 SH       D       5         34905            0            0
MBIA INC COM                   COM  55262C100       130788      2714158 SH       D       6       2511518            0       202640
MBIA Inc.                      COM  55262C100         3444        71475 SH       D       7         59468            0        12007
MBIA INC.                      COM  55262C100          252         5250 SH       S       7          5250            0            0
M.B.N.A. CORP COM STOCK US$0.0 COM  55262L100          685        16700 SH       D       1         16700            0            0
M.B.N.A. CORP COM STOCK US$0.0 COM  55262L100          705        17173 SH       D       2         17173            0            0
M.B.N.A. CORP COM STOCK US$0.0 COM  55262L100        49543      1207047 SH       D       3       1159460            0        47587
M.B.N.A. CORP COM STOCK US$0.0 COM  55262L100         1753        42700 SH       D       4         42700            0            0
MBNA CORP                      COM  55262L100         7557       278562 SH       D       5        278562            0            0
MBNA CORP COM                  COM  55262L100       559954     20643493 SH       D       6      18968661            0      1674832
MBNA Corporation               COM  55262L100        16885       622525 SH       D       7        470847            0       151678
M.B.N.A.!0.01                  COM  55262L100         9739       359000 SH       D       9        359000            0            0
MBNA CORP                      COM  55262L100         1156        42623 SH       S       7         42623            0            0
AVONDALE FINANCIAL CORP COM    COM  55263D107          714        58317 SH       D       6         58317            0            0
M D C HOLDINGS INC DEL      CO COM  552676108        12665       680001 SH       D       6        680001            0            0
MDC Holdings Inc.              COM  552676108           88         4740 SH       D       7          4740            0            0
MCN ENRGY GRP!0                COM  55267J100         7162       335000 SH       D       1        335000            0            0
MCN CORP COM                   COM  55267J100        31446      1471182 SH       D       6       1463520            0         7662
MCN ENERGY GROUP INC.          COM  55267J100          434        20305 SH       D       7         11244            0         9061
WORLDCOM INC                   COM  55268B106        10144       224776 SH       D       1             0       224776            0
MDU RES GROUP INC COM          COM  552690109        24555      1135511 SH       D       6       1135511            0            0
MDU Resources Group Inc.       COM  552690109          224        10377 SH       D       7         10377            0            0
MCSI INC COM                   COM  55270M108          314        12173 SH       D       6         12173            0            0
MCSI Inc.                      COM  55270M108           68         2643 SH       D       7          2643            0            0
MEMC ELECTR MATLS IN COM       COM  552715104         9416       523159 SH       D       6        523159            0            0
MEMC Electronic Materials Inc. COM  552715104          166         9236 SH       D       7          9236            0            0
MFRI INC COM                   COM  552721102            3          985 SH       D       6           985            0            0
MFRI INC                       COM  552721102            1          300 SH       D       7           300            0            0
MFB CORP                       COM  55272D106            6          400 SH       D       7           400            0            0
MFN FINANCIAL CORP COM         WT   55272N112            0            3 SH       D       6             3            0            0
WTS MFN FINANCIAL CORP SER A   WT   55272N120            0            3 SH       D       6             3            0            0
WTS MFN FINANCIAL CORP SER A   WT   55272N138            0            3 SH       D       6             3            0            0
MGC COMMUNICATIONS COM         COM  552763302        36079       601960 SH       D       6        597660            0         4300
MGC COMMUNICATIONS INC         COM  552763302          335         5604 SH       D       7          5604            0            0
MGIC INVESTMENT                COM  552848103          110         1600 SH       D       2          1600            0            0
MGIC INVESTMENT                COM  552848103        10234       143814 SH       D       3        134814            0         9000
MGIC INVT CORP WIS COM         COM  552848103       135045      2968036 SH       D       6       2750374            0       217662
MGIC Investment Corp.          COM  552848103         4224        92851 SH       D       7         79988            0        12863
MGIC INVESTMENT CORP.          COM  552848103          255         5618 SH       S       7          5618            0            0
MGI PHARMA INC COM             COM  552880106         5897       205018 SH       D       6        205018            0            0
MGI PHARMA INC                 COM  552880106           23          833 SH       D       7           833            0            0
MGI PPTYS COM                  COM  552885105           85        36935 SH       D       6         36935            0            0
MGM GRAND INC                  COM  552953101          521        10300 SH       D       3         10300            0            0
MGM GRAND INC COM              COM  552953101        25994       809164 SH       D       6        781106            0        28058
MGM GRAND, INC                 COM  552953101          956        29782 SH       D       7         23260            0         6522
MEYERSON & CO                  COM  55301Q102            1          300 SH       D       7           300            0            0
M/I SCHOTTENSTEIN HOMES INC CO COM  55305B101         1495        94965 SH       D       6         94965            0            0
M/I SCHOTTENSTEIN HOMES INC    COM  55305B101            5          325 SH       D       7           325            0            0
MKS INSTRUMENT INC COM         COM  55306N104         9717       248381 SH       D       6        248381            0            0
MKS Instruments Inc.           COM  55306N104           89         2280 SH       D       7          2280            0            0
MMC NETWORKS INC - C COM       COM  55308N102        27470       514065 SH       D       6        514065            0            0
MMC Networks Inc.              COM  55308N102          332         6230 SH       D       7          6230            0            0
MNB BANCSHARES INC             COM  553103102            3          420 SH       D       7           420            0            0
MPM TECHNOLOGIES               COM  553358201           11         1900 SH       D       7          1900            0            0
MPW INDS SVC GROUP COM         COM  553444100          554        71552 SH       D       6         71552            0            0
MPW INDUSTRIAL SERVICES GROUP  COM  553444100            8         1095 SH       D       7          1095            0            0
MEV COMMUNICATION COM          COM  553477100        62154       924228 SH       D       6        916428            0         7800
MRV COMMUNICATIONS INC         COM  553477100          849        12628 SH       D       7         12628            0            0
MSC INDL DIRECT INC COM        COM  553530106        13188       629881 SH       D       6        628381            0         1500
MSC Industrial Direct Inc.     COM  553530106          110         5285 SH       D       7          5285            0            0
MSC SOFTWARE CORPORATION COM   COM  553531104         3842       412596 SH       D       6        412596            0            0
MSC SOFTWARE CORP              COM  553531104            5          613 SH       D       7           613            0            0
M S CARRIERS INC COM           COM  553533100         6719       381234 SH       D       6        372934            0         8300
MS Carriers Inc.               COM  553533100           41         2335 SH       D       7          2335            0            0
3 COM CORP                     COM  5535e+008          176         3150 SH       D       1             0         3150            0
MSI HOLDINGS INC MSI HOLDINGS  COM  553654104          464        51300 SH       D       6         51300            0            0
M T S SYSMS CORP COM           COM  553777103         1794       287105 SH       D       6        287105            0            0
MTS Systems Corp.              COM  553777103           31         4990 SH       D       7          4990            0            0
MTI TECHNOLOGY CORP COM        COM  553903105         3171       396416 SH       D       6        396416            0            0
MTI Technology Corp.           COM  553903105           58         7291 SH       D       7          7291            0            0
MACDERMID INC COM              COM  554273102         8760       372779 SH       D       6        372779            0            0
Macdermid Inc.                 COM  554273102           95         4077 SH       D       7          4077            0            0
MACERICH COM                   COM  554382101        16562       750707 SH       D       6        745507            0         5200
Macerich Co.                   COM  554382101          122         5530 SH       D       7          5530            0            0
MACK CALI REALTY CORP COM      COM  554489104        30507      1187626 SH       D       6       1183437            0         4189
MACK-CALI REALTY CORP          COM  554489104          301        11755 SH       D       7          5587            0         6168
MACKENZIE FINL CORP COM        COM  554531103            0       190600 SH       D       6        190600            0            0
MACKIE DESIGNS INC COM         COM  554541102           12         1811 SH       D       6          1811            0            0
MACKIE DESIGNS INC             COM  554541102            3          561 SH       D       7           561            0            0
MACROCHEM COM                  COM  555903103         1336       275866 SH       D       6        275866            0            0
Macrochem Corp.                COM  555903103           10         2158 SH       D       7          2158            0            0
MACROVISION CORP COM           COM  555904101        38541       602951 SH       D       6        602951            0            0
MACROVISION CORP               COM  555904101          467         7308 SH       D       7          7308            0            0
MACROMEDIA INC COM             COM  556100105        73402       759175 SH       D       6        759175            0            0
MACROMEDIA INC                 COM  556100105         1894        19594 SH       D       7         11144            0         8450
MADDEN STEVEN LTD COM          COM  556269108          866       132072 SH       D       6        132072            0            0
MADECO SA ADR (REPR 10 ORD NPV ADR  556304103         2085       186039 SH       D       3        186039            0            0
MADECO S.A. COM                COM  556304103          894       117276 SH       D       6        117276            0            0
MADE2MANAGE SYSTEMS INC        COM  556466100            1          200 SH       D       7           200            0            0
MADISON GAS & ELEC CO COM      COM  557497104         5870       297225 SH       D       6        296125            0         1100
Madison Gas & Electric Co.     COM  557497104           85         4311 SH       D       7          4311            0            0
MAGAININ PHARMACEUTICALS COM   COM  559036108           68        14854 SH       D       6         14854            0            0
MAGAININ PHARMACEUTICALS       COM  559036108            8         1822 SH       D       7          1822            0            0
MAGELLAN HEALTH SERVICES INC C COM  559079108          435       348494 SH       D       6        348494            0            0
Magellan Health Services Inc.  COM  559079108            4         3678 SH       D       7          3678            0            0
MAGNA ENTERTAINMENT CORP -CL A COM  559211107            0        22080 SH       D       6         22080            0            0
MAGNET BK FSB CHARLESTON W VA  COM  559403100            0         4100 SH       D       6          4100            0            0
MAGNETEK INC COM               COM  559424106         4487       560990 SH       D       6        560990            0            0
Magnetek Inc.                  COM  559424106           31         3960 SH       D       7          3960            0            0
MAGNUSON COMPUTER SYSTEMS      COM  559726104            0         3500 SH       D       3          3500            0            0
MAGNUM HUNTER RESOURCES INC.   COM  55972F120            0            0 SH       D       7             0            0            0
MAGNUM HUNTER RES INC COM      COM  55972F203           79        12000 SH       D       6         12000            0            0
MAGNUM HUNTER RESOURCES INC    COM  55972F203            5          800 SH       D       7           800            0            0
MATAV RT-SPONSORED ADR         COM  559776109           99         1900 SH       D       2          1900            0            0
MATAV RT ADR                   COM  559776109          485        14100 SH       D       6         14100            0            0
MAHASKA INVESTMENT CO          COM  559809108            8         1062 SH       D       7          1062            0            0
MAIN STREET BANCORP INC COM    COM  559906102         1057       119199 SH       D       6        119199            0            0
MAIN STREET BANK INC           COM  559906102            0          100 SH       D       7           100            0            0
MAIL COM INC COM               COM  560311102         2844       500088 SH       D       6        500088            0            0
MAIL.COM, INC                  COM  560311102           26         4663 SH       D       7          4663            0            0
MAIL-WELL INC COM              COM  560321200         8447       979450 SH       D       6        979450            0            0
Mail-Well Inc.                 COM  560321200           68         7948 SH       D       7          7948            0            0
MAKITA CORPORATION             COM  560877300          421        44972 SH       D       7         44972            0            0
MALAN RLTY INVS INC COM        COM  561063108            2          200 SH       D       6           200            0            0
MALAN REALTY INVESTORS INC.    COM  561063108            4          331 SH       D       7           331            0            0
MALLINCKRODT GROUP INC COM STO COM  561232109         5539        84239 SH       D       1         84239            0            0
MALLINCKRODT GROUP INC COM STO COM  561232109         1065        16200 SH       D       2         16200            0            0
MALLINCKRODT GROUP INC COM STO COM  561232109        11487       173220 SH       D       3        161420            0        11800
MALLINCKRODT, INC. COMMON STOC COM  561232109       187403      4314318 SH       D       6       3836560            0       477758
MALLINCKRODT INC NEW           COM  561232109        10081       232102 SH       D       7        223732            0         8370
MALLINCKRODT INC.              COM  561232109          155         3589 SH       S       7          3589            0            0
MALLON RESOURCES CORP.         COM  561240201           43         4900 SH       D       7          4900            0            0
MANAGEMENT NETWORK GROUP INC C COM  561693102         2696        77041 SH       D       6         77041            0            0
MANAGEMENT NETWORK GROUP, INC. COM  561693102           63         1800 SH       D       7          1800            0            0
MANDALAY RESORT GROUP US$0.025 COM  562567107         2721        80908 SH       D       3         69808            0        11100
MANDALAY RESORT GROUP COM      COM  562567107        32412      1620603 SH       D       6       1615136            0         5467
MANDALAY RESORT GROUP          COM  562567107          349        17457 SH       D       7          9965            0         7492
MANHATTAN ASSOCS INC COM       COM  562750109         2915       116631 SH       D       6        116631            0            0
Manhattan Associates Inc.      COM  562750109           69         2785 SH       D       7          2785            0            0
MANITOWOC INC COM              COM  563571108        31776      1187900 SH       D       6       1142090            0        45810
Manitowoc Inc.                 COM  563571108          120         4502 SH       D       7          4502            0            0
MANNING GREG AUCTIONS INC COM  COM  563823103          271        24700 SH       D       6         24700            0            0
MANNING (GREG) AUCTIONS INC.   COM  563823103            4          400 SH       D       7           400            0            0
MANOR CARE INC NEW COM         COM  564055101           27         2600 SH       D       2          2600            0            0
MANOR CARE INC NEW COM         COM  564055101         1513       142245 SH       D       3        142245            0            0
MANOR CARE INC COM             COM  564055101        18816      2688112 SH       D       6       2490509            0       197603
Manor Care Inc                 COM  564055101          443        63380 SH       D       7         53305            0        10075
MANOR CARE INC                 COM  564055101           38         5510 SH       S       7          5510            0            0
MANPOWER                       COM  56418H100          279         5900 SH       D       3          5900            0            0
MANPOWER INC                   COM  56418H100          854        26714 SH       D       5         26714            0            0
MANPOWER INC. COM              COM  56418H100        41453      1295437 SH       D       6       1289124            0         6313
MANPOWER,INC.                  COM  56418H100          916        28640 SH       D       7         20041            0         8599
MANSUR INDS INC COM            COM  564491108            0          324 SH       D       6           324            0            0
MANSUR INDUSTRIES INC.         COM  564491108            3         1200 SH       D       7          1200            0            0
MANTEX S.A.C.A SPONS ADR       COM  564601201           52         4720 SH       D       3          4720            0            0
MANUFACTURED HOMES COM         COM  564682102        11181       467095 SH       D       6        467095            0            0
Manufactured Home Cmntys. Inc. COM  564682102           83         3492 SH       D       7          3492            0            0
MAPICS, INC COM                COM  564910107         1588       276179 SH       D       6        260073            0        16106
MAPICS Inc.                    COM  564910107           10         1824 SH       D       7          1824            0            0
COM COM                        COM  565005105          987        48000 SH       D       6         48000            0            0
MANUFACTURERS SERVICES LIMITED COM  565005105          115         5596 SH       D       7          5596            0            0
MANUGISTICS GROUP COM          COM  565011103        36393       778460 SH       D       6        712160            0        66300
MANUGISTICS GROUP INC          COM  565011103          256         5491 SH       D       7          5491            0            0
MAP INFO COM                   COM  565105103         4708       115907 SH       D       6        115907            0            0
MAPINFO CORP                   COM  565105103           24          615 SH       D       7           615            0            0
MAPQUEST.COM COM               COM  565644101            0       126535 SH       D       6        126535            0            0
MARATHON FINANCIAL CORP.       COM  56580P104            2          400 SH       D       7           400            0            0
MARCHFIRST INC COM             COM  566244109        31564      1729584 SH       D       6       1723284            0         6300
MARCHFIRST INC.                COM  566244109          628        34460 SH       D       7          9195            0        25265
MARCUS CORP COM                COM  566330106         4500       371181 SH       D       6        371181            0            0
Marcus Corp.                   COM  566330106           60         5025 SH       D       7          5025            0            0
FREEPORT-MCMOR C&G             CLA  56741D105            1          180 SH       D       1             0          180            0
MARIMBA COM                    COM  56781Q109         4806       344867 SH       D       6        337567            0         7300
MARIMBA, INC.                  COM  56781Q109           59         4281 SH       D       7          1600            0         2681
MARINEMAX INC COM              COM  567908108          382        54608 SH       D       6         54608            0            0
MARINE DRILLING CO. INC. MARIN COM  568240204        36892      1317607 SH       D       6       1315707            0         1900
Marine Drilling Companies Inc. COM  568240204          286        10242 SH       D       7         10242            0            0
MARITRANS INC COM              COM  570363101          822       135657 SH       D       6        135657            0            0
MARITRANS INC.                 COM  570363101            3          540 SH       D       7           540            0            0
MARK IV INDUSTRIES INC COM     COM  570387100        19735       945392 SH       D       6        945392            0            0
Mark IV Industries Inc.        COM  570387100          169         8110 SH       D       7          8110            0            0
MARKEL CORP COM                COM  570535104        11538        81474 SH       D       6         81374            0          100
Markel Corp.                   COM  570535104          144         1019 SH       D       7          1019            0            0
MARKET WATCH.COM COM           COM  570619106         3085       164020 SH       D       6        164020            0            0
MarketWatch.com Inc.           COM  570619106           28         1526 SH       D       7          1526            0            0
MARKWEST HYDROCARBON COM       COM  570762104           35         4210 SH       D       6          4210            0            0
MARKWEST HYDROCARBON           COM  570762104           15         1779 SH       D       7          1779            0            0
MARKETING SVCS GROUP COM       COM  570907105         1428       321982 SH       D       6        321982            0            0
Marketing Services Group Inc   COM  570907105           19         4283 SH       D       7          4283            0            0
MERRILL STABLE VALUE           COM  571662ML6       231964     19187677 SH       D       6      19187677            0            0
MARSH & MCLENNAN COS INC COM S COM  571748102         4620        39949 SH       D       1          8100        31849            0
MARSH & MCLENNAN COS INC COM S COM  571748102          634         4010 SH       D       2          4010            0            0
MARSH & MCLENNAN COS INC COM S COM  571748102        70253       417981 SH       D       3        394581            0        23400
MARSH & MCLENNAN COS INC COM S COM  571748102         2403        15200 SH       D       4         15200            0            0
MARSH & MCLENNAN COS           COM  571748102         9706        92942 SH       D       5         92942            0            0
MARSH & MCLENNAN CO INC COM    COM  571748102       851486      8153070 SH       D       6       7518844            0       634226
Marsh & McLennan Cos. Inc      COM  571748102        26877       257356 SH       D       7        185471            0        71885
MARSH & MCLENNAN COS INC       COM  571748102         1495        14320 SH       S       7         14320            0            0
MARSH SUPERMARKETS INC CL B    COM  571783208            4          491 SH       D       6           491            0            0
MARSH SUPERMARKETS INC - CL B  COM  571783208            9          911 SH       D       7           911            0            0
MARSHALL & IISLY USD1          COM  571834100          119         1900 SH       D       2          1900            0            0
MARSHALL & IISLY USD1          COM  571834100         7468       111189 SH       D       3        101489            0         9700
MARSHALL & ILSLEY CORP COM     COM  571834100        69575      1676509 SH       D       6       1667268            0         9241
MARSHALL AND ILSLEY CORP       COM  571834100         1756        42320 SH       D       7         32497            0         9823
MARRIOTT INT'L INC CLASS 'A'   CLA  571903202          226         4140 SH       D       2          4140            0            0
MARRIOTT INT'L INC CLASS 'A'   CLA  571903202        20381       378997 SH       D       3        347997            0        31000
MARRIOTT INT'L INC CLASS 'A'   CLA  571903202          797        14600 SH       D       4         14600            0            0
MARRIOTT INTERNATIONAL-CL A    COM  571903202         3026        83931 SH       D       5         83931            0            0
MARRIOTT INTERNATIONAL, INC CL COM  571903202       223414      6195208 SH       D       6       5712253            0       482955
Marriott International         COM  571903202         6092       168933 SH       D       7        137233            0        31700
MARRIOTT INTERNATIONAL CLASS A COM  571903202          459        12739 SH       S       7         12739            0            0
MARTEK BIOSCIENCES CORP COM    COM  572901106         3606       192359 SH       D       6        192359            0            0
MARTEK BIOSCIENCES             COM  572901106           32         1748 SH       D       7          1748            0            0
MARTEN TRANS LTD COM           COM  573075108           94         7300 SH       D       6          7300            0            0
MARTEN TRANSPORT LTD           COM  573075108            3          300 SH       D       7           300            0            0
MARTHA STEWART LIVING COM      COM  573083102         3655       166153 SH       D       6        166153            0            0
MARTHA STEWART LIVING          COM  573083102           33         1500 SH       D       7          1500            0            0
MARTIN MARIETTA COM            COM  573284106        29438       727988 SH       D       6        723875            0         4113
MARTIN MARIETTA MATERIALS      COM  573284106          329         8144 SH       D       7          3183            0         4961
MARVEL ENTERPRISES INC. COM    COM  57383M108         1118       178962 SH       D       6        178962            0            0
MARVEL ENTERPRISES INC         COM  57383M108           20         3233 SH       D       7          3233            0            0
MARVEL ENTERPRISES INC. COM    COM  57383M124            0            2 SH       D       6             2            0            0
MARVEL ENTERPRISES-WTS         COM  57383M124            0           65 SH       D       7            65            0            0
MARVEL ENTERPRISES INC. COM    COM  57383M132            0         5399 SH       D       6          5399            0            0
MARVEL ENTERPRISES INC. COM    COM  57383M140            0          776 SH       D       6           776            0            0
MARVEL ENTERPRISES-WTS         COM  57383M140            0          112 SH       D       7           112            0            0
MARVEL ENTMT GROUP I COM       COM  573913100            0       177630 SH       D       6        177630            0            0
MARVEL ENTERTAINMENT GROUP     COM  573913100            0         2400 SH       D       7          2400            0            0
MASCO CORP CO STOCK US$1       COM  574599106          138         5060 SH       D       2          5060            0            0
MASCO CORP CO STOCK US$1       COM  574599106        16552       588569 SH       D       3        550169            0        38400
MASCO CORP CO STOCK US$1       COM  574599106          749        27400 SH       D       4         27400            0            0
MASCO CORP                     COM  574599106         2803       155228 SH       D       5        155228            0            0
MASCO CORP COM                 COM  574599106       219315     12142061 SH       D       6      11228808            0       913253
Masco Corporation              COM  574599106         7189       398014 SH       D       7        273268            0       124746
MASCO CORP                     COM  574599106          430        23846 SH       S       7         23846            0            0
MASCOTECH INC COM              COM  574670105         8820       815792 SH       D       6        808992            0         6800
Mascotech Inc.                 COM  574670105           68         6328 SH       D       7          6328            0            0
MADERAS Y SINTETICOS SOCIEDAD  ADR  574799102         2457       139040 SH       D       3        139040            0            0
MASISA SA ADR                  COM  574799102         1348       114129 SH       D       6        114129            0            0
MASSBANK CORP READING MASS COM COM  576152102         1285        45896 SH       D       6         45896            0            0
MASSBANK CORP                  COM  576152102            9          330 SH       D       7           330            0            0
MOSSIMO`S COM                  COM  576286108            1        62144 SH       D       6         62144            0            0
MASTEC INC COM                 COM  576323109        24668       645994 SH       D       6        645994            0            0
MasTec Inc.                    COM  576323109          269         7060 SH       D       7          7060            0            0
MATERIAL SCIENCES CORP COM     COM  576674105         5023       502386 SH       D       6        502386            0            0
MATRIA HEALTHCARE INC COM      COM  576817100         2201       479140 SH       D       6        479140            0            0
Matria Healthcare Inc          COM  576817100           32         7146 SH       D       7          7146            0            0
MATRITECH INC COM              COM  576818108         1785       269530 SH       D       6        269530            0            0
MATRIX BANCORP INC             COM  576819106            1          247 SH       D       7           247            0            0
MATRIC PHAR COM                COM  576844104         4888       374266 SH       D       6        374266            0            0
MATRIX ONE INC COM             COM  57685P304         4132       101724 SH       D       6        101724            0            0
MATSUSHITA ELEC IND LTD        COM  576879209         2852        11098 SH       D       7         11098            0            0
MATTEL INC                     COM  577081102          147        11000 SH       D       1             0        11000            0
MATTEL INC COM STOCK US$1      COM  577081102          125         6270 SH       D       2          6270            0            0
MATTEL INC COM STOCK US$1      COM  577081102        13733       698281 SH       D       3        676281            0        22000
MATTEL INC COM STOCK US$1      COM  577081102          380        19050 SH       D       4         19050            0            0
MATTEL INC                     COM  577081102         1763       133699 SH       D       5        133699            0            0
MATTEL INC COM                 COM  577081102       150072     11379943 SH       D       6      10520454            0       859489
Mattel, Inc.                   COM  577081102         4101       311035 SH       D       7        244032            0        67003
MATTEL                         COM  577081102          298        22655 SH       S       7         22655            0            0
MATTHEWS INTL CORP COM         COM  577128101         8068       278220 SH       D       6        278220            0            0
Matthews International Corp.   COM  577128101          104         3604 SH       D       7          3604            0            0
MATTSON TECHNOLOGY INC COM     COM  577223100         5472       168396 SH       D       6        168396            0            0
MATTSON TECHNOLOGY INC         COM  577223100           27          853 SH       D       7           853            0            0
MAUI LAND & PINEAPPLE CO INC C COM  577345101          912        40347 SH       D       6         40347            0            0
MAUI LAND & PINEAPPLE CO.      COM  577345101            7          321 SH       D       7           321            0            0
MAVESA SA -ADR REP 20 SHS      ADR  577717101         1039       227870 SH       D       3        227870            0            0
MAVESA SA MVS SP ADR           COM  577717101          593       190010 SH       D       6        190010            0            0
MAX INTERNET COMMUNICATIONS IN COM  57771Q109          518       138175 SH       D       6        138175            0            0
MAXPHARMA INC COM              COM  577726102            0         6000 SH       D       6          6000            0            0
MAXTOR CORP COM                COM  577729205        10831      1025512 SH       D       6       1003912            0        21600
Maxtor Corp                    COM  577729205          152        14440 SH       D       7         14440            0            0
MAXIM INTEGRATED PRODUCTS COM  COM  57772K101         4197        40860 SH       D       1         40700          160            0
MAXIM INTEGRATED PRODUCTS COM  COM  57772K101         1727        16800 SH       D       2         16800            0            0
MAXIM INTEGRATED PRODUCTS COM  COM  57772K101        40080       423536 SH       D       3        411036            0        12500
MAXIM INTEGRATED PRODUCTS COM  COM  57772K101          606         5900 SH       D       4          5900            0            0
MAXIM INTEGRATED PRODS INC COM COM  57772K101       556820      8196067 SH       D       6       7546514            0       649553
MAXIM INTEGRATED PRODS INC     COM  57772K101        21918       322710 SH       D       7        261806            0        60904
MAXIM INTERGRATED PRODUCTS     COM  57772K101         1022        15050 SH       S       7         15050            0            0
MAXIM PHARMACEUTICAL COM       COM  57772M107        15732       306223 SH       D       6        298523            0         7700
MAXIM PHARMACEUTICALS          COM  57772M107           59         1165 SH       D       7          1165            0            0
MAXUS REALITY TRUST INC COM    COM  57774B109           12         1600 SH       D       6          1600            0            0
MAXUS REALTY TRUST INC.        COM  57774B109            2          400 SH       D       7           400            0            0
MAXWELL SHDE INC COM           COM  577766108          825        83553 SH       D       6         83553            0            0
MAXWELL SHOE CO INC-A          COM  577766108           12         1224 SH       D       7          1224            0            0
MAXWELL TECHNOLOGIES INC. MAXW COM  577767106         1942       143888 SH       D       6        143888            0            0
Maxwell Technologies Inc.      COM  577767106           41         3041 SH       D       7          3041            0            0
MAXYGEN COM                    COM  577776107         4905        86421 SH       D       6         77021            0         9400
MAXYGEN INC                    COM  577776107          100         1762 SH       D       7          1762            0            0
MAY DEPARTMENT STORES CO COM S COM  577778103         1420        39100 SH       D       1         39100            0            0
MAY DEPARTMENT STORES CO COM S COM  577778103          592        16320 SH       D       2         16320            0            0
MAY DEPARTMENT STORES CO COM S COM  577778103        20446       546201 SH       D       3        517001            0        29200
MAY DEPARTMENT STORES CO COM S COM  577778103          592        16300 SH       D       4         16300            0            0
MAY DEPARTMENT STORES CO       COM  577778103         2670       111283 SH       D       5        111283            0            0
MAY DEPT STORES CO COM         COM  577778103       238609      9942067 SH       D       6       9096218            0       845849
MAY DEPT STORES CO             COM  577778103         7479       311647 SH       D       7        271385            0        40262
MAY DEPT STORES                COM  577778103          424        17676 SH       S       7         17676            0            0
MAXXAM INC COM                 COM  577913106         1686        95015 SH       D       6         95015            0            0
Maxxam Inc.                    COM  577913106           23         1337 SH       D       7          1337            0            0
MAVERICK TUBE CORP COM         COM  577914104         8689       298367 SH       D       6        298367            0            0
Maverick Tube Corp.            COM  577914104          106         3657 SH       D       7          3657            0            0
MAXIMUS INC COM                COM  577933104         5204       235226 SH       D       6        235226            0            0
Maximus Inc.                   COM  577933104           64         2919 SH       D       7          2919            0            0
MAYS (J.W.) INC                COM  578473100            3          600 SH       D       7           600            0            0
MAYTAG CORP COM STOCK US$1.25  COM  578592107           78         1400 SH       D       2          1400            0            0
MAYTAG CORP COM STOCK US$1.25  COM  578592107         6358       110068 SH       D       3        110068            0            0
MAYTAG CORP                    COM  578592107         1081        29333 SH       D       5         29333            0            0
MAYTAG CORP COM                COM  578592107        81444      2208678 SH       D       6       2048841            0       159837
Maytag Corporation             COM  578592107         2414        65483 SH       D       7         49254            0        16229
MAYTAG CORP                    COM  578592107          153         4164 SH       S       7          4164            0            0
MAZEL STORES INC. COMMON STOCK COM  578792103          392        46880 SH       D       6         46880            0            0
MAZEL STORES INC               COM  578792103            3          408 SH       D       7           408            0            0
MCAFEE.COM COM                 COM  579062100         3064       117586 SH       D       6        117586            0            0
MCAFEE.COM CORP                COM  579062100           54         2100 SH       D       7          2100            0            0
MCCLAIN INDUSTIES INC.         COM  579487109            2          400 SH       D       7           400            0            0
MCCLATCHY COMPANY CL A         COM  579489105        12190       368019 SH       D       6        368019            0            0
MCCLATCHY COMPANY CLASS A      COM  579489105          162         4917 SH       D       7          2899            0         2018
MCCORMICK & CO                 COM  579780206         1234        25100 SH       D       1         25100            0            0
MCCORMICK & CO                 COM  579780206          267         5446 SH       D       2          5446            0            0
MCCORMICK & CO                 COM  579780206         1308        25500 SH       D       3         25500            0            0
MC CORMICK & CO INC NV COM     COM  579780206        59670      1836014 SH       D       6       1717895            0       118119
McCORMICK & CO.,INC.           COM  579780206         1603        49335 SH       D       7         41999            0         7336
MCDERMOTT INTERNATIONAL INC CO COM  580037109          222        16280 SH       D       3         16280            0            0
MCDERMOTT INTL INC COM         COM  580037109        11680      1325404 SH       D       6       1209382            0       116022
McDermott Int'l, Inc.          COM  580037109          278        31548 SH       D       7         30698            0          850
MCDERMOTT INTERNATIONAL INC    COM  580037109           28         3279 SH       S       7          3279            0            0
MCDONALD'S CORP                COM  580135101          748        23034 SH       D       1             0        23034            0
MCDONALD'S CORP COM STOCK NPV  COM  580135101         1187        23820 SH       D       2         23820            0            0
MCDONALD'S CORP COM STOCK NPV  COM  580135101       103898      2178329 SH       D       3       2071129            0       107200
MCDONALD'S CORP COM STOCK NPV  COM  580135101         3161        63400 SH       D       4         63400            0            0
MCDONALD'S CORPORATION         COM  580135101        15425       468302 SH       D       5        468302            0            0
MC DONALDS CORP COM            COM  580135101      1179205     35801316 SH       D       6      33032622            0      2768694
McDonald's Corporation         COM  580135101        34152      1036902 SH       D       7        813276            0       223626
MCDONALD'S CORPORATION         COM  580135101         2340        71055 SH       S       7         71055            0            0
MCGRATH RENTCORP COM           COM  580589109         4289       252302 SH       D       6        252302            0            0
McGrath Rentcorp               COM  580589109           37         2229 SH       D       7          2229            0            0
MCGRAW-HILL COS                COM  580645109          113         2080 SH       D       1             0         2080            0
MCGRAW HILL INC COM STOCK US$1 COM  580645109          245         3000 SH       D       2          3000            0            0
MCGRAW HILL INC COM STOCK US$1 COM  580645109        25193       289481 SH       D       3        264881            0        24600
MCGRAW-HILL COMPANIES INC      COM  580645109         3699        68514 SH       D       5         68514            0            0
MCGRAW HILL COMPANIES INC.     COM  580645109       287355      5321405 SH       D       6       4926878            0       394527
McGraw-Hill Companies          COM  580645109        10679       197769 SH       D       7        114929            0        82840
MCGRAW-HILL COMPANIES INC      COM  580645109          558        10350 SH       S       7         10350            0            0
MCK COMMUNICATIONS COM         COM  581243102         1637        70800 SH       D       6         70800            0            0
MCK COMMUNICATIONS, INC.       COM  581243102           30         1300 SH       D       7          1300            0            0
MCKSS5CP27USD50                CVP  58155P501            0        40000 SH       D       1         40000            0            0
MCKSS5CP27USD50                CVP  58155P501            0         5000 SH       D       9          5000            0            0
MCKESSON HBOC INC              COM  58155Q103          130         4105 SH       D       2          4105            0            0
MCKESSON HBOC INC              COM  58155Q103        13193       423370 SH       D       3        417170            0         6200
MCKESSON HBOC INC              COM  58155Q103          133         4218 SH       D       4          4218            0            0
MCKESSON HBOC INC              COM  58155Q103         1993        95223 SH       D       5         95223            0            0
MCKESSON HBOC INC COM          COM  58155Q103       156864      7492055 SH       D       6       6926175            0       565880
McKesson HBOC Inc              COM  58155Q103         4428       211520 SH       D       7        165394            0        46126
MCKESSON HBOC INC              COM  58155Q103          313        14994 SH       S       7         14994            0            0
MCLEOD INC COM                 COM  582266102       103948      5024723 SH       D       6       5022623            0         2100
MCLEODUSA INC.                 COM  582266102         2938       142047 SH       D       7         61135            0        80912
MCMORAN EXPLORATIO             COM  582411104            4          298 SH       D       1             0          298            0
MCMORAN EXPLORATION CO         COM  582411104            1           52 SH       D       4            52            0            0
MCMORAN EXPLORATION COMPANY CO COM  582411104         4220       255786 SH       D       6        255786            0            0
McMoRan Exploration Co.        COM  582411104           37         2275 SH       D       7          2275            0            0
MCNAUGHTON APPAREL GROUP COM   COM  582524104           67         6400 SH       D       6          6400            0            0
MCNAUGHTON APPAREL GROUP INC.  COM  582524104            3          300 SH       D       7           300            0            0
MCWHORTER TECHNOLOGIES INC COM COM  582803102         2198       113086 SH       D       6        113086            0            0
MCWHORTER TECHNOLOGIES INC.    COM  582803102            7          381 SH       D       7           381            0            0
MEAD CORP COM STOCK NPV        COM  582834107           57         1500 SH       D       2          1500            0            0
MEAD CORP COM STOCK NPV        COM  582834107         6666       166656 SH       D       3        146656            0        20000
MEAD CORP                      COM  582834107          908        35975 SH       D       5         35975            0            0
MEAD CORPORATION COM           COM  582834107        71395      2827529 SH       D       6       2620378            0       207151
Mead Corporation               COM  582834107         1809        71648 SH       D       7         59183            0        12465
MEAD CORP                      COM  582834107          137         5459 SH       S       7          5459            0            0
MEADE INSTRUMENTS COM          COM  583062104         2524       100492 SH       D       6        100492            0            0
MEADE INSTRUMENTS CORP         COM  583062104           39         1580 SH       D       7          1580            0            0
MEADOW VY CORP COM             COM  583185103           58        17200 SH       D       6         17200            0            0
MEADOWBROOK INSURANCE GROUP    COM  58319P108            1          390 SH       D       7           390            0            0
MEASUREMENT SPECIALITIES INC C COM  583421102         1111        28967 SH       D       6         28967            0            0
MEASUREMENTS SPECIALTIES INC.  COM  583421102           11          300 SH       D       7           300            0            0
MECHANICAL DYNAMICS INC        COM  583521109            9         1800 SH       D       7          1800            0            0
MECHANICAL TECHNOLOGY INC COM  COM  583538103        12932       862143 SH       D       6        791043            0        71100
Mechanical Technology Inc.     COM  583538103           70         4689 SH       D       7          4689            0            0
MEDAREX INC. COM               COM  583916101        36894       436625 SH       D       6        407825            0        28800
MEDAREX INC                    COM  583916101         1213        14364 SH       D       7         14364            0            0
MED-DESIGN COM                 COM  583926100          776        67560 SH       D       6         67560            0            0
MED DESIGN CORP.               COM  583926100            6          600 SH       D       7           600            0            0
MEDALLION FINL CORP COM        COM  583928106         3622       234664 SH       D       6        234664            0            0
Medallion Financial Corp.      COM  583928106           49         3214 SH       D       7          3214            0            0
MEDALLIANCE INC ESCROW COM     COM  584022990            0       144988 SH       D       6        144988            0            0
MEDCOM USA INC COM             COM  584062103          399       176300 SH       D       6        176300            0            0
MEDFORD BANCORP COM            COM  584131106         1764       124895 SH       D       6        124895            0            0
MEDFORD BANCORP INC            COM  584131106            4          321 SH       D       7           321            0            0
MEDIA ARTS GROUP COM           COM  58439C102          347        85418 SH       D       6         85418            0            0
MEDIA ARTS GROUP INC           COM  58439C102            9         2281 SH       D       7          2281            0            0
MEDIA GENERAL INC CL A COM     COM  584404107        24802       510729 SH       D       6        510029            0          700
MEDIA GENERAL INC.             COM  584404107          219         4516 SH       D       7          1897            0         2619
MEDIAONE GROUP INC             COM  58440J104       291349      4344444 SH       D       1       4344444            0            0
MEDIAONE GROUP INC             COM  58440J104         2058        20560 SH       D       2         20560            0            0
MEDIAONE GROUP INC             COM  58440J104        93437       926009 SH       D       3        873009            0        53000
MEDIAONE GROUP INC             COM  58440J104         2042        20400 SH       D       4         20400            0            0
MEDIAONE GROUP, INC COM        COM  58440J104      1125487     17020605 SH       D       6      15621610            0      1398995
MEDIAONE GROUP INC             COM  58440J104        14584       241139 SH       D       7        233266            0         7873
MEDIAONE6QCP01                 CVP  58440J401        96532      1073300 SH       D       1       1073300            0            0
MEDIAONE GROUP, INC COM        COM  58440J500          226         5600 SH       D       6          5600            0            0
MEDIA 100 INC COM              COM  58440W105         3731       144915 SH       D       6        144915            0            0
MEDIA 100 INC                  COM  58440W105           22          860 SH       D       7           860            0            0
MEDIA METRIX COM               COM  58440X103         8476       333209 SH       D       6        333209            0            0
Media Metrix Inc.              COM  58440X103           64         2533 SH       D       7          2533            0            0
MEDIALINK WORLDWIDE INC        COM  58445P105            1          237 SH       D       7           237            0            0
MEDIAPLEX INC COM              COM  58446B105         3279       169827 SH       D       6        169827            0            0
MEIAPLEX INC                   COM  58446B105           36         1900 SH       D       7          1900            0            0
MEDIACOM COMMUNICATIONS COM    COM  58446K105         3370       219235 SH       D       6        219235            0            0
MEDIACOM COMMUNICATIONS CORP   COM  58446K105           65         4250 SH       D       7          4250            0            0
MEDICAL ASSURANCE INC COM      COM  58449U100         5609       498594 SH       D       6        498593            0            0
Medical Assurance Inc.         COM  58449U100           56         5043 SH       D       7          5043            0            0
MEDICAL MANAGED CORP COM       COM  58461U103        11058       324642 SH       D       6        324642            0            0
MEDICAL MANAGER CORP.          COM  58461U103          322         9465 SH       D       7          2050            0         7415
MEDICALOGIC COM                COM  584642102         2685       290350 SH       D       6        290350            0            0
MEDICALOGIC INC                COM  584642102           48         5227 SH       D       7          5227            0            0
MEDICIS PHARMACEUTICAL CORP CO COM  584690309        40052       702672 SH       D       6        702672            0            0
Medicis Pharmaceutical Corp.   COM  584690309          325         5707 SH       D       7          5707            0            0
MEDIMMUNE INC USD0.01          COM  584699102         6337        57300 SH       D       3         57300            0            0
MEDIMMUM INC. COM              COM  584699102       381348      5153362 SH       D       6       4750362            0       403000
MedImmune Inc                  COM  584699102        11791       159349 SH       D       7        119278            0        40071
MEDIMMUNE INC                  COM  584699102          821        11100 SH       S       7         11100            0            0
MEDICONSULT COM INC COM        COM  58469J100          126        84000 SH       D       6         84000            0            0
MEDIQ INC SER A. 13% CUM PRFD. PFD  584906408            0            1 SH       D       6             1            0            0
MEDIWARE INFORMATION SYSTEMS   COM  584946107            1          200 SH       D       7           200            0            0
MEDQUIST COM                   COM  584949101        30350       892671 SH       D       6        888771            0         3900
Medquist Inc.                  COM  584949101          175         5168 SH       D       7          5168            0            0
MEDTOX SCIENTIFIC INC          COM  584977201            2          200 SH       D       7           200            0            0
MEDITRUST (PAIR CERTIFICATE -  COM  58501T306         3236       863090 SH       D       6        863090            0            0
MEDITRUST- PAIRED STOCK        COM  58501T306           95        25540 SH       D       7             0            0        25540
MEDTRONIC INC                  COM  585055106         5859       118230 SH       D       1         88700        29530            0
MEDTRONIC INC COM STOCK US$0.1 COM  585055106         1600        21220 SH       D       2         21220            0            0
MEDTRONIC INC COM STOCK US$0.1 COM  585055106       143693      1971796 SH       D       3       1881396            0        90400
MEDTRONIC INC COM STOCK US$0.1 COM  585055106         4238        56200 SH       D       4         56200            0            0
MEDTRONIC INC                  COM  585055106        20680       415192 SH       D       5        415192            0            0
MEDTRONIC INC COM              COM  585055106      1514148     30462816 SH       D       6      28121489            0      2341327
Medtronic, Inc.                COM  585055106        46943       942499 SH       D       7        689641            0       252858
MEDTRONICS, INC                COM  585055106         3171        63664 SH       S       7         63664            0            0
MEDSTONE INTERNATIONAL INC     COM  58505C101            1          300 SH       D       7           300            0            0
MEDWAVE INC COM                COM  585081102           13         1864 SH       D       6          1864            0            0
MEDWAVE INC                    COM  585081102           13         1841 SH       D       7          1841            0            0
MELLON FINL                    COM  58551A108         7626       209300 SH       D       1        209300            0            0
MELLON FINANCIAL CORP ORD USD0 COM  58551A108          401         7280 SH       D       2          7280            0            0
MELLON FINANCIAL CORP ORD USD0 COM  58551A108        40109       704749 SH       D       3        651949            0        52800
MELLON FINANCIAL CORP ORD USD0 COM  58551A108         1599        29000 SH       D       4         29000            0            0
MELLON FINANCIAL COM           COM  58551A108       494130     13561049 SH       D       6      12553808            0      1007241
Mellon Financial Corp          COM  58551A108        15745       432110 SH       D       7        322605            0       109505
MELLON FINANCIAL CORP          COM  58551A108          952        26145 SH       S       7         26145            0            0
MEMBERWORKS INC COM            COM  586002107        13704       407569 SH       D       6        346969            0        60600
MemberWorks Inc.               COM  586002107           81         2419 SH       D       7          2419            0            0
MENS WEARHOUSE COM             COM  587118100        14429       646722 SH       D       6        646722            0            0
Men's Wearhouse Inc.           COM  587118100          130         5849 SH       D       7          5849            0            0
MENTOR CORP MINN             C COM  587188103        15765       579869 SH       D       6        579869            0            0
Mentor Corp.                   COM  587188103          106         3929 SH       D       7          3929            0            0
MENTOR GRAPHICS CORP COM       COM  587200106        32590      1639765 SH       D       6       1639765            0            0
MENTOR GRAPHICS CORPORATION    COM  587200106          259        13042 SH       D       7         13042            0            0
MERCANTILE BANKSHARES CORP COM COM  587405101        38390      1287721 SH       D       6       1232695            0        55026
MERCANTILE BANKSHARES          COM  587405101          581        19508 SH       D       7         12255            0         7253
MERCATOR SOFTWARE INC @CORP CO COM  587587106        25412       369632 SH       D       6        369632            0            0
Mercator Software              COM  587587106          262         3813 SH       D       7          3813            0            0
MERCHANTS BANCSHARES COM       COM  588448100          843        43251 SH       D       6         43251            0            0
MERCHANTS BANCSHARES INC       COM  588448100            9          462 SH       D       7           462            0            0
MERCHANTS GROUP INC            COM  588539106            7          472 SH       D       7           472            0            0
MERCHANTS NEW YORK BANCORP COM COM  589167105         3766       219126 SH       D       6        219126            0            0
Merchants New York Bancorp     COM  589167105           70         4126 SH       D       7          4126            0            0
MERCK & CO COM STOCK NPV       COM  589331107        19396       185454 SH       D       1        131864        53590            0
MERCK & CO COM STOCK NPV       COM  589331107         8098        69809 SH       D       2         69809            0            0
MERCK & CO COM STOCK NPV       COM  589331107       432002      3833722 SH       D       3       3665722            0       168000
MERCK & CO COM STOCK NPV       COM  589331107         9280        80000 SH       D       4         80000            0            0
MERCK & CO., INC.              COM  589331107        61548       803192 SH       D       5        803192            0            0
MERCK & CO INC COM             COM  589331107      4938028     64444095 SH       D       6      59123855            0      5320240
MERCK + CO INC                 COM  589331107       165807      2163883 SH       D       7       1683604            0       480279
MRK.N                          COM  589331107          605         8180 SH       D       9          8180            0            0
MERCK & CO., INC               COM  589331107         9370       122285 SH       S       7        122285            0            0
MERCURY AIR GROUP INC COM      COM  589354109            7         1581 SH       D       6          1581            0            0
MERCURY AIR GROUP INC          COM  589354109            1          294 SH       D       7           294            0            0
MERCURY COMPUTER SYS COM       COM  589378108        13660       422761 SH       D       6        422761            0            0
Mercury Computer Systems       COM  589378108          127         3938 SH       D       7          3938            0            0
MERCURY GEN CORP NEW           COM  589400100        13004       550448 SH       D       6        550448            0            0
MERCURY GEN CORP.              COM  589400100          158         6711 SH       D       7          3849            0         2862
MERCURY INTERACTIVE COM STOCK  COM  589405109         3183        21700 SH       D       3         21700            0            0
MERCURY INTRACTIVE CORP COM    COM  589405109       120851      1249116 SH       D       6       1249116            0            0
Mercury Interactive Corp       COM  589405109         5477        56610 SH       D       7         55400            0         1210
MERCURY INTERACTIVE CORP       COM  589405109          406         4200 SH       S       7          4200            0            0
MEREDITH CORP                  COM  589433101          761        13914 SH       D       3         13914            0            0
MEREDITH CORP COM              COM  589433101        46415      1375263 SH       D       6       1277403            0        97860
Meredith Corporation           COM  589433101         1205        35704 SH       D       7         29481            0         6223
MEREDITH CORP                  COM  589433101           90         2673 SH       S       7          2673            0            0
MERIDIAN DIAGNOSTICS INC       COM  589602101         1110       142142 SH       D       6        142142            0            0
MERIDIAN DIAGNOSTICS INC       COM  589602101           52         6730 SH       D       7          6730            0            0
MERIDIAN INS GROUP INC COM     COM  589644103          494        41176 SH       D       6         41176            0            0
MERIDIAN INS GROUP             COM  589644103            9          821 SH       D       7           821            0            0
MERIDIAN MEDICAL TECH INC      COM  589658103            2          200 SH       D       7           200            0            0
MERIDIAN RES C COM             COM  58977Q109         3018       530675 SH       D       6        530675            0            0
Meridian Resource Corp.        COM  58977Q109           26         4572 SH       D       7          4572            0            0
MERISEL INC COM                COM  589849108          387       516084 SH       D       6        516084            0            0
Merisel Inc.                   COM  589849108            5         6972 SH       D       7          6972            0            0
MERISTAR HOSPITALITY CORP COM  COM  58984Y103        28334      1349247 SH       D       6       1300047            0        49200
Meristar Hospitality           COM  58984Y103          161         7699 SH       D       7          7699            0            0
MERIT MED SYS INC COM          COM  589889104            3          590 SH       D       6           590            0            0
MERIT MEDICAL SYSTEMS INC      COM  589889104            2          400 SH       D       7           400            0            0
 MERIDIAN GOLD INC COM         COM  589975101          239        39172 SH       D       6         39172            0            0
MERIDIAN GOLD                  COM  589975101           28         4594 SH       D       7          4594            0            0
MERISTAR HOTELS AND RESORTS CO COM  589988104          701       244103 SH       D       6        244103            0            0
MERITOR AUTOMOTIVE INC COM     COM  59000G100          368        22100 SH       D       1         22100            0            0
MERITOR AUTOMOTIVE INC COM     COM  59000G100           36         2200 SH       D       2          2200            0            0
MERITOR AUTOMOTIVE INC COM     COM  59000G100          754        39100 SH       D       3         39100            0            0
MERITOR AUTOMOTIVE COM         COM  59000G100        39732      3612023 SH       D       6       3427723            0       184300
MERITOR AUTOMOTIVE INC         COM  59000G100         1497       136102 SH       D       7        128488            0         7614
MERITAGE CORP COM              COM  59001A102            3          315 SH       D       6           315            0            0
MERITAGE CORPORATION           COM  59001A102            3          338 SH       D       7           338            0            0
MERIX CORP COM                 COM  590049102         5035       107147 SH       D       6        107147            0            0
MERIX CORP                     COM  590049102           23          500 SH       D       7           500            0            0
MERRILL LYNCH & CO INC COM STO COM  590188108         2158        12400 SH       D       1         12400            0            0
MERRILL LYNCH & CO INC COM STO COM  590188108         1667         9580 SH       D       2          9580            0            0
MERRILL LYNCH & CO INC COM STO COM  590188108       103307       580825 SH       D       3        557625            0        23200
MERRILL LYNCH & CO INC COM STO COM  590188108         2419        13900 SH       D       4         13900            0            0
MERRILL LYNCH & CO             COM  590188108        14172       123239 SH       D       5        123239            0            0
MERRILL LYNCH & CO INC COM     COM  590188108      1251229     10880258 SH       D       6      10055463            0       824795
Merrill Lynch & Co., Inc.      COM  590188108        41884       364214 SH       D       7        254968            0       109246
MERRILL LYNCH & COMPANY        COM  590188108         2374        20650 SH       S       7         20650            0            0
MERRILL MERCHANTS BANCSHARES   COM  59021H103            3          309 SH       D       7           309            0            0
MERRY GO ROUND ENTERPRISES COM COM  590436101            0         3700 SH       D       6          3700            0            0
MESA AIRLINES COMMON STOCK     COM  590479101         2672       483140 SH       D       6        483140            0            0
Mesa Air Group Inc.            COM  590479101           29         5293 SH       D       7          5293            0            0
MESA LABORATORIES INC          COM  59064R109           13         2400 SH       D       7          2400            0            0
MESABA HOLDINGS INC COM        COM  59066B102         3862       403886 SH       D       6        403886            0            0
Mesaba Holdings Inc.           COM  59066B102           22         2318 SH       D       7          2318            0            0
MESSAGEMEDIA INC. COM          COM  590787107         1403       400910 SH       D       6        400910            0            0
MessageMedia Inc.              COM  590787107           25         7209 SH       D       7          7209            0            0
MESTEK INC COM                 COM  590829107         1323        75097 SH       D       6         75097            0            0
MESTEK INC                     COM  590829107            5          328 SH       D       7           328            0            0
MET PRO CORP COM               COM  590876306          105        11700 SH       D       6         11700            0            0
MET-PRO CORP                   COM  590876306            2          306 SH       D       7           306            0            0
META GROUP INC COM             COM  591002100         2214       115018 SH       D       6        115018            0            0
META GROUP INC                 COM  591002100           15          827 SH       D       7           827            0            0
METACREATIONS COM              COM  591016100         3925       327113 SH       D       6        327113            0            0
METACREATIONS CORPORATION      COM  591016100           20         1681 SH       D       7          1681            0            0
METAL MANAGEMENT INC COM       COM  591097100          552       477989 SH       D       6        477989            0            0
METALS USA INC COM             COM  591324108         2899       618620 SH       D       6        607120            0        11500
Metals USA Inc.                COM  591324108           26         5630 SH       D       7          5630            0            0
METASOLVE COM                  COM  591393103         3443        78265 SH       D       6         78265            0            0
METASOLV SOFTWARE INC          COM  591393103           81         1860 SH       D       7          1860            0            0
METAWAVE COMMUNICATIONS CORP C COM  591409107         2727       102200 SH       D       6        102200            0            0
METHODE ELECTRS INC CL A       COM  591520200        27121       702186 SH       D       6        702186            0            0
Methode Electronics Inc.       COM  591520200          260         6751 SH       D       7          6751            0            0
MET LIFE COM                   COM  59156R108        34059      1617086 SH       D       6       1595186            0        21900
METLIFE INC                    COM  59156R108          453        21510 SH       D       7         21510            0            0
METRICOM COM                   COM  591596101        10041       360250 SH       D       6        358714            0         1536
Metricom Inc.                  COM  591596101          103         3725 SH       D       7          3725            0            0
METRIS COMPANIES COM           COM  591598107        43185      1717732 SH       D       6       1585711            0       132021
Metris Companies Inc.          COM  591598107          255        10185 SH       D       7         10185            0            0
METRO-GOLDWYN-MAYER INC USD0.0 COM  591610100           83         2100 SH       D       2          2100            0            0
METRO-GOLDWYN-MAYER INC USD0.0 COM  591610100          652        16800 SH       D       3         16800            0            0
METRO GOLDWYN COM              COM  591610100        22226       850776 SH       D       6        711951            0       138825
METRO-GOLDWYN-MAYER INC.(MGM)  COM  591610100          375        14392 SH       D       7         12240            0         2152
RTS METRO GOLDWYN MAYER 11/08/ RT   591610126            0            0 SH       D       6             0            0            0
METRO INFORMATION SVCX INC. CO COM  59162P104         1084       108409 SH       D       6        108409            0            0
Metro Information Services Inc COM  59162P104            6          637 SH       D       7           637            0            0
METRO 1 TELECOM COM            COM  59163F105         1918       152682 SH       D       6        152682            0            0
METRO ONE TELLECOMMUNICATIONS  COM  59163F105           15         1210 SH       D       7          1210            0            0
METROCALL INC COM              COM  591647102         6214       690514 SH       D       6        690514            0            0
METROCALL INC                  COM  591647102           42         4710 SH       D       7          4710            0            0
METROCORP BANCSHARES INC COM   COM  591650106            2          400 SH       D       6           400            0            0
METROCORP BANCSHARES INC       COM  591650106            3          513 SH       D       7           513            0            0
METROLOGIC INSTRS INC COM      COM  591676101          421        27175 SH       D       6         27175            0            0
METROLOGIC INSTRUMENTS INC.    COM  591676101            3          241 SH       D       7           241            0            0
METROMEDIA FIBER NETWORK-A USD COM  591689104          582         9700 SH       D       1          9700            0            0
METROMEDIA FIBER NETWORK-A USD COM  591689104          192         3200 SH       D       2          3200            0            0
METROMEDIA FIBER NETWORK-A USD COM  591689104          639        11200 SH       D       3         11200            0            0
METORMEDIA FIBER NET COM       COM  591689104       160470      4043345 SH       D       6       3975745            0        67600
METROMEDIA FIBER NETWORK INC   COM  591689104         4390       110618 SH       D       7         66922            0        43696
METROMEDIA INTL GROUP INC COM  COM  591695101         2418       509182 SH       D       6        509182            0            0
Metromedia Intl Group Inc.     COM  591695101           67        14262 SH       D       7         14262            0            0
METROPOLITAN FINL CORP COM     COM  59189N108            2          571 SH       D       6           571            0            0
METROPOLITAN FINANCIAL         COM  59189N108            5         1200 SH       D       7          1200            0            0
METRO AIRLINES INC COM NEW     COM  591905203            0         1582 SH       D       6          1582            0            0
METROWEST BANK COM             COM  592668107          761       138529 SH       D       6        138529            0            0
METROWEST BANK/MASS            COM  592668107            3          637 SH       D       7           637            0            0
METTLER TOLEDO INTL COM        COM  592688105        27583       689597 SH       D       6        689597            0            0
Mettler Toledo Intl. Inc.      COM  592688105          194         4874 SH       D       7          4874            0            0
MEXICO FUND                    COM  592835102         1033        45900 SH       D       2         45900            0            0
MICHAEL FOODS INC COM          COM  594079105        11132       454384 SH       D       6        454384            0            0
Michael Foods Inc.             COM  594079105           69         2854 SH       D       7          2854            0            0
MICHAELS STORES INC          C COM  594087108        30140       657914 SH       D       6        657914            0            0
Michaels Stores Inc.           COM  594087108          240         5250 SH       D       7          5250            0            0
MICHIGAN GEN CORP NEW COM      COM  594518102            0        11444 SH       D       6         11444            0            0
MICREL INC COM                 COM  594793101        26172       602541 SH       D       6        602541            0            0
Micrel Inc.                    COM  594793101          546        12572 SH       D       7         12572            0            0
MICRO LINEAR CORP COM          COM  594850109          837       119686 SH       D       6        119686            0            0
MICRO LINEAR CORP              COM  594850109            5          810 SH       D       7           810            0            0
MICROS SYS INC COM             COM  594901100         8734       470520 SH       D       6        440320            0        30200
Micros Systems Inc.            COM  594901100           55         3013 SH       D       7          3013            0            0
MICROSOFT CORP COM STOCK US$0. COM  594918104        96913      1097588 SH       D       1        962388       135200            0
MICROSOFT CORP COM STOCK US$0. COM  594918104        17931       148056 SH       D       2        148056            0            0
MICROSOFT CORP COM STOCK US$0. COM  594918104      1022106      8710606 SH       D       3       8348606            0       362000
MICROSOFT CORP COM STOCK US$0. COM  594918104        22551       186200 SH       D       4        186200            0            0
MICROSOFT CORP                 COM  594918104       143140      1789252 SH       D       5       1789252            0            0
MICROSOFT CORP COM             COM  594918104     10935566    136694596 SH       D       6     125376266            0     11318330
MICROSOFT CORP                 COM  594918104       328268      4103522 SH       D       7       3250275            0       853247
MICROSOFT CORP                 COM  594918104       137411      1717640 SH       D       9       1717640            0            0
MICROSOFT CORPORATION          COM  594918104        22388       279854 SH       S       7        279854            0            0
MICROAGE INC COM               COM  594928103            3        12317 SH       D       6         12317            0            0
MICROAGE INC                   COM  594928103            0         1143 SH       D       7          1143            0            0
MICROTESK COM                  COM  594941106          754        90130 SH       D       6         90130            0            0
MICROS-TO-MAINFRAMES INC       COM  594944100            1          200 SH       D       7           200            0            0
MICROVISION INC WASH COM       COM  594960106         6643       135574 SH       D       6        135574            0            0
MICROVISION INC                COM  594960106           28          572 SH       D       7           572            0            0
MICROSTRATEGY INC COM          COM  594972101        20574       685821 SH       D       6        677321            0         8500
MICROSTRATEGY INC              COM  594972101          453        15104 SH       D       7         15104            0            0
MICRO THERAPEUTICS INC COM     COM  59500W100           22         4472 SH       D       6          4472            0            0
MICRO THERAPEUTICS INC         COM  59500W100            8         1700 SH       D       7          1700            0            0
MICROCHIP TECHNOLOGY INC USD0. COM  595017104         1772        20100 SH       D       1         20100            0            0
MICROCHIP TECHNOLOGY INC USD0. COM  595017104          639         7250 SH       D       2          7250            0            0
MICROCHIP TECHNOLOGY INC USD0. COM  595017104         2611        29776 SH       D       3         29776            0            0
MICROCHIP TECHNOLOGY INC COM   COM  595017104       130373      2237573 SH       D       6       2156116            0        81457
MICROCHIP TECHNOLOGY INC       COM  595017104         5954       102136 SH       D       7         86772            0        15364
MICROCHIP TEC                  COM  595017104            2           50 SH       D       9            50            0            0
MICROCIDE PHARMACEUTICALS IN C COM  595018102          676        78407 SH       D       6         78407            0            0
MICROCIDE PHARMACEUTICALS, INC COM  595018102           24         2892 SH       D       7          2892            0            0
MICROCELL TELECOMM COM         COM  59501T304          614        17000 SH       D       6         17000            0            0
MICROFINANCIAL INC COM         COM  595072109         1041       104106 SH       D       6        104106            0            0
MICROFINANCIAL INC             COM  595072109            7          700 SH       D       7           700            0            0
MICROMUSE INC -COM COM         COM  595094103        93546       565289 SH       D       6        547789            0        17500
MICROMUSE INC                  COM  595094103         1412         8538 SH       D       7          8538            0            0
MICRON ELECTRONICS, INC. COM   COM  595100108         8814       705190 SH       D       6        705190            0            0
Micron Electronics Inc.        COM  595100108          132        10607 SH       D       7         10607            0            0
MICRON TECHNOLOGY INC COM STOC COM  595112103         1653        12400 SH       D       1         12400            0            0
MICRON TECHNOLOGY INC COM STOC COM  595112103         1386        10400 SH       D       2         10400            0            0
MICRON TECHNOLOGY INC COM STOC COM  595112103       112202       812751 SH       D       3        771951            0        40800
MICRON TECHNOLOGY INC COM STOC COM  595112103         2879        21600 SH       D       4         21600            0            0
MICRON TECHNOLOGY INC          COM  595112103        15568       176797 SH       D       5        176797            0            0
MICRON TECHNOLOGY INC COM      COM  595112103      1348192     15309493 SH       D       6      14177767            0      1131726
MICRON TECHNOLOGY INC          COM  595112103        41755       474154 SH       D       7        377176            0        96978
MICRON TECHNOLOGY INC          COM  595112103         2599        29520 SH       S       7         29520            0            0
MICRONETICS WIRELESS INC COM   COM  595125105          394        35700 SH       D       6         35700            0            0
MICROSEMI CORP COM             COM  595137100         6139       180917 SH       D       6        180917            0            0
MICROSEMI CORP.                COM  595137100           20          617 SH       D       7           617            0            0
MICROTOUCH SYS COM             COM  595145103         1050       121802 SH       D       6        121802            0            0
MICROTOUCH SYSTEMS INC         COM  595145103            3          374 SH       D       7           374            0            0
MICROWAVE SYS CORP COM         COM  595150103            0        59900 SH       D       6         59900            0            0
MICROWAVE PWR DEVICE COM       COM  59517M103          306        58333 SH       D       6         58333            0            0
MICROWAVE POWER DEVICES INC    COM  59517M103           17         3382 SH       D       7          3382            0            0
MID-AMERICAN APT. COM          COM  59522J103        10206       425263 SH       D       6        421863            0         3400
Mid Amer Apartment Cmntys Inc. COM  59522J103           80         3350 SH       D       7          3350            0            0
MID-ATLANTIC RLTY TR COM       COM  595232109         1777       177728 SH       D       6        177728            0            0
MID ATLANTIC REALTY TRUST      COM  595232109            8          820 SH       D       7           820            0            0
MID ATLANTIC MED SVCS INC COM  COM  59523C107        18676      1383428 SH       D       6       1378328            0         5100
Mid Atlantic Medical Svcs Inc. COM  59523C107          150        11181 SH       D       7         11181            0            0
MID COAST BANCORP              COM  595262106            9          630 SH       D       7           630            0            0
MID PENN BANCORP INC COM       COM  59540G107            4          235 SH       D       6           235            0            0
MID PENN BANCOROP INC          COM  59540G107            4          229 SH       D       7           229            0            0
MID STATE BANCSHARES COM       COM  595440108         2939       107868 SH       D       6        107868            0            0
Mid-State Bancshares           COM  595440108           36         1352 SH       D       7          1352            0            0
MIDAS INC                      COM  595626102         7518       375915 SH       D       6        375915            0            0
Midas Group Inc.               COM  595626102           76         3813 SH       D       7          3813            0            0
MIDCAP UNIT SER                UNI  595635103        16667       187800 SH       D       1        187800            0            0
MIDCOAST ENERGY RES INC COM    COM  59563W104         2866       181986 SH       D       6        181986            0            0
MIDCOAST ENERGY RESOURCES      COM  59563W104           13          862 SH       D       7           862            0            0
MID AMER BANCORP               COM  595915109         3216       128673 SH       D       6        128673            0            0
MID AMER BANCORP               COM  595915109           62         2505 SH       D       7          2505            0            0
MIDDLEBY CORP                  COM  596278101            1          200 SH       D       7           200            0            0
MIDDLESEX WATER CO COM         COM  596680108         1470        51358 SH       D       6         51358            0            0
MIDDLESEX WATER CO             COM  596680108           13          461 SH       D       7           461            0            0
MIDLAND CO COM                 COM  597486109         1743        71183 SH       D       6         71183            0            0
Midland Co.                    COM  597486109           22          929 SH       D       7           929            0            0
MIDWEST EXPRESS COM            COM  597911106         6543       304328 SH       D       6        304328            0            0
Midwest Express Hldgs. Inc.    COM  597911106           61         2861 SH       D       7          2861            0            0
MIDSOUTH BANCORP INC COM       COM  598039105           10         1242 SH       D       6          1242            0            0
MIDWAY AIRLINES CORP           COM  598126100            2          517 SH       D       7           517            0            0
MIDWAY AIRLINES INC COM        COM  598130102            0        11500 SH       D       6         11500            0            0
MIDWAY GAMES INC COM           COM  598148104         4756       589967 SH       D       6        589967            0            0
Midway Games Inc.              COM  598148104           26         3337 SH       D       7          3337            0            0
MIDWEST BAC HOLDINGS INC COM   COM  598251106         1221        88000 SH       D       6         88000            0            0
Midwest Banc Holdings Inc.     COM  598251106           14         1077 SH       D       7          1077            0            0
MIDWEST GRAIN PRODS INC COM    COM  59832G104           56         6825 SH       D       6          6825            0            0
MIDWEST GRAIN PRODUCTS, INC.   COM  59832G104            8         1057 SH       D       7          1057            0            0
NIKOHN GAMING CORP COM         COM  59862K108          285        35967 SH       D       6         35967            0            0
MIKOHN GAMING CORP             COM  59862K108            3          500 SH       D       7           500            0            0
MIKASA INC COM                 COM  59862T109          117        10700 SH       D       6         10700            0            0
MIKASA INC                     COM  59862T109            6          669 SH       D       7           669            0            0
MIIX GROUP INC COM             COM  59862V104          376        31400 SH       D       6         31400            0            0
MIIX GROUP INC                 COM  59862V104           13         1100 SH       D       7          1100            0            0
MILACRON INC                   COM  598709103          891        41682 SH       D       3         41682            0            0
MILACRON, INC. COM             COM  598709103        14455       996958 SH       D       6        927863            0        69095
MILACRON, INC. COM             COM  598709103           85         5881 SH       D       7          5881            0            0
MILLENNIUM PHARMACEUTICALS I C COM  599902103       161721      1445552 SH       D       6       1438186            0         7366
MILLENNIUM PHARMACEUTICALS     COM  599902103         2555        22846 SH       D       7         22846            0            0
MILLENNIUM CHEMICL             COM  599903101            5          286 SH       D       1             0          286            0
MILLENIUM CHEMICALS INC COMMON COM  599903101        22326      1313347 SH       D       6       1313347            0            0
MILLENIUM CHEMICALS INC        COM  599903101          257        15142 SH       D       7          7929            0         7213
MILLER BUILDING SYSTEMS INC    COM  600404107            4          600 SH       D       7           600            0            0
MILLER HERMAN INC COM          COM  600544100        42295      1634600 SH       D       6       1575900            0        58700
MILLER HERMAN INC              COM  600544100         1345        52006 SH       D       7         36187            0        15819
MILLER INDS INC TENN COM       COM  600551105          995       549214 SH       D       6        549214            0            0
Miller Industries Inc.         COM  600551105            6         3862 SH       D       7          3862            0            0
MILLICOM INC COM               COM  600813794            0       214538 SH       D       6        214538            0            0
MILLICOM INC COM               COM  600813794            0         3086 SH       D       7          3086            0            0
AMERICAN SATELLITE NETWORK INC WT   600813976            0        71453 SH       D       6         71453            0            0
AMERICAN SATELLITE NETWORK INC WT   600813976            0          771 SH       D       7           771            0            0
MILLIPORE CORP COM STOCK US$1  COM  601073109           91          800 SH       D       2           800            0            0
MILLIPORE CORP COM STOCK US$1  COM  601073109         7471        66752 SH       D       3         66752            0            0
MILLIPORE CORP COM             COM  601073109        95932      1272741 SH       D       6       1165030            0       107711
Millipore Corp.                COM  601073109         2949        39130 SH       D       7         29193            0         9937
MILLIPORE CORP                 COM  601073109          183         2436 SH       S       7          2436            0            0
MILLS CORP COM                 COM  601148109        11740       624081 SH       D       6        624081            0            0
Mills Corp.                    COM  601148109           54         2900 SH       D       7          2900            0            0
MINE SAFETY APPLIANCES CO COM  COM  602720104         5221       217578 SH       D       6        217578            0            0
Mine Safety Appliances Company COM  602720104           61         2574 SH       D       7          2574            0            0
MINERALS TECHOLOGIE COM        COM  603158106        24186       525795 SH       D       6        525795            0            0
Minerals Technologies Inc.     COM  603158106          161         3516 SH       D       7          3516            0            0
MINIMED INC. COM               COM  60365K108        38147       323286 SH       D       6        323286            0            0
MINIMED INC.                   COM  60365K108          729         6183 SH       D       7          2006            0         4177
MINNESOTA MINING & MANUFACTURI COM  604059105         9540        76447 SH       D       1         76267          180            0
MINNESOTA MINING & MANUFACTURI COM  604059105         3330        26670 SH       D       2         26670            0            0
MINNESOTA MINING & MANUFACTURI COM  604059105       103411       795031 SH       D       3        761731            0        33300
MINNESOTA MINING & MANUFACTURI COM  604059105         2010        16100 SH       D       4         16100            0            0
MINNESOTA MINING & MFG CO      COM  604059105        11366       137775 SH       D       5        137775            0            0
MINNESOTA MINING & MFG CO COM  COM  604059105      1148703     13923682 SH       D       6      12742347            0      1181335
MINNESOTA MNG + MFG CO         COM  604059105        44540       539885 SH       D       7        449523            0        90362
MINNESOTA MINING & MFG         COM  604059105         1734        21027 SH       S       7         21027            0            0
MINNESOTA POWER, INC.          COM  604110106        24438      1411634 SH       D       6       1411634            0            0
MINNESOTA POWER INC            COM  604110106          208        12048 SH       D       7          4226            0         7822
MINNTECH CORP COM              COM  604258103          164        24300 SH       D       6         24300            0            0
MINNTECH CORP                  COM  604258103            2          301 SH       D       7           301            0            0
MIPS TECHNOLOGIES INC COM      COM  604567107        11630       273670 SH       D       6        273670            0            0
MIPS Technologies Inc.         COM  604567107          242         5717 SH       D       7          5717            0            0
MIPS TECHNOLOGIES CLASS 'B'    CLA  604567206         1904        32443 SH       D       3         29242            0         3201
MIPS TECHNOLOGIES INC COM      COM  604567206        11282       292499 SH       D       6        292499            0            0
MIPS TECHNOLOGIES-CLASS B      COM  604567206           47         1232 SH       D       7          1232            0            0
MIRAVANT MEDICAL TECHNOLOGIES  COM  604690107         3804       170529 SH       D       6        170529            0            0
MIRAVANT MEDICAL TECHNOLOG     COM  604690107           26         1191 SH       D       7          1191            0            0
MISONIX INC                    COM  604871103            3          400 SH       D       7           400            0            0
MISSION WEST PPTYS INC COM     COM  605203108          877        83599 SH       D       6         83599            0            0
MISSION WEST PROPERTIES        COM  605203108           25         2400 SH       D       7          2400            0            0
MISSISSIPPI CHEM CORP COM      COM  605288208         2126       447612 SH       D       6        447612            0            0
Mississippi Chemical Corp.     COM  605288208           23         4858 SH       D       7          4858            0            0
MISSISSIPPI VY BANCS COM       COM  605720101         2792       115155 SH       D       6        115155            0            0
Mississippi Valley Bancshares  COM  605720101           26         1101 SH       D       7          1101            0            0
MITCHAM INDUSTRIES INC         COM  606501104           11         2200 SH       D       7          2200            0            0
MITCHELL ENERGY & DEV CORP CL  COM  606592202        14821       461366 SH       D       6        456966            0         4400
Mitchell Energy & Dev. Corp.   COM  606592202          160         4989 SH       D       7          4989            0            0
MITCHELL ENERGY & DEV CORP CL  COM  606592301            0       322233 SH       D       6        322233            0            0
MITEK SYS INC COM NEW          COM  606710200          500        87010 SH       D       6         87010            0            0
MITEK SYSTEMS INC              COM  606710200            2          500 SH       D       7           500            0            0
MITSUBISHI CORP-SPONS ADR      COM  606769305         2312       127557 SH       D       7        127557            0            0
MITSUI & CO LTD                COM  606827202         2643        17266 SH       D       7         17266            0            0
MTY-LITE INC COM               COM  606850105          117         8900 SH       D       6          8900            0            0
MITY LITE INC                  COM  606850105            2          219 SH       D       7           219            0            0
MOBIUS MGMT SYSTEMS COM        COM  606925105          482       105645 SH       D       6        105645            0            0
MOBIUS MANAGEMENT SOLUTIONS    COM  606925105            8         1756 SH       D       7          1756            0            0
MOBILE MINI INC COM            COM  60740F105         2345       106331 SH       D       6        106331            0            0
MODEM MEDIA POPPE TYSON INC CO COM  607533106         1216        97804 SH       D       6         97804            0            0
Modem Media Inc.               COM  607533106           25         2056 SH       D       7          2056            0            0
MODINE MFG CO COM              COM  607828100        15434       571636 SH       D       6        571636            0            0
Modine Manufacturing Co.       COM  607828100          113         4200 SH       D       7          4200            0            0
MODIS PROFESSIONAL SERVICES CO COM  607830106        13249      1737626 SH       D       6       1737626            0            0
MODIS PROFESSIONAL SERVICES    COM  607830106          266        30081 SH       D       7         16602            0        13479
MODTECH INC                    COM  60783C100          888        98712 SH       D       6         98712            0            0
MOHAWK INDS INC. COM           COM  608190104        18618       856038 SH       D       6        856038            0            0
MOHAWK INDUSTRIES              COM  608190104          201         9284 SH       D       7          4665            0         4619
MOLDFLOW CORP COM              COM  608507109          697        43100 SH       D       6         43100            0            0
MOLECULAR DEVICES CO COM       COM  60851C107        13126       189717 SH       D       6        189717            0            0
Molecular Devices Corp.        COM  60851C107          135         1962 SH       D       7          1962            0            0
MOLEX INC COM STOCK US$0.05    COM  608554101          101         1400 SH       D       2          1400            0            0
MOLEX INC COM STOCK US$0.05    COM  608554101        14030       196370 SH       D       3        171479            0        24891
MOLEX INC COM STOCK US$0.05    COM  608554101          790        10850 SH       D       4         10850            0            0
MOLEX INC COM                  COM  608554101       233026      4842106 SH       D       6       4450014            0       392092
Molex Inc.                     COM  608554101         6500       135072 SH       D       7        117779            0        17293
MOLEX INC                      COM  608554101          501        10420 SH       S       7         10420            0            0
MOLEX 'A' USD0.05              CLA  608554200           74         1400 SH       D       2          1400            0            0
MOLEX 'A' USD0.05              CLA  608554200         6027       115349 SH       D       3        115349            0            0
MOLEX INC CL A                 COM  608554200          222         6361 SH       D       6          6361            0            0
MOLEX INC CLASS A              COM  608554200          389        11139 SH       D       7         11139            0            0
MANACO COACH CORP COM          COM  60886R103         4641       340680 SH       D       6        340680            0            0
Monaco Coach Corp.             COM  60886R103           61         4523 SH       D       7          4523            0            0
MONARCH CAPITAL CORP COM       COM  609023106            0        10150 SH       D       6         10150            0            0
MONARCH CASINO & RES COM       COM  609027107            6         1044 SH       D       6          1044            0            0
MONARCH CASINO & RESORT INC    COM  609027107            1          300 SH       D       7           300            0            0
MONDAVI ROBERT CORP COM        COM  609200100         5888       191873 SH       D       6        191873            0            0
Robert Mondavi Corp.           COM  609200100           51         1687 SH       D       7          1687            0            0
MONMOUTH REAL ESTATE INVT CORP COM  609720107            2          500 SH       D       6           500            0            0
MONMOUTH REIT CLASS A          COM  609720107           12         2500 SH       D       7          2500            0            0
MONRO MUFFLER INC              COM  610236101           10         1100 SH       D       7          1100            0            0
MONSANTO COMPANY COM           COM  611662305          226         5000 SH       D       6          5000            0            0
MONTANA POWER CO COM           COM  612085100        62742      1776788 SH       D       6       1767458            0         9330
MONTANA POWER CO               COM  612085100          689        19527 SH       D       7          8368            0        11159
MONTEDISON SPA ADR             COM  612376707         1135        63071 SH       D       7         63071            0            0
MONTEREY BAY BANCORP COM       COM  61239H107            8          925 SH       D       6           925            0            0
MONTEREY BAY BANCORP INC       COM  61239H107            1          167 SH       D       7           167            0            0
MONTGOMERY FINANCIAL CORP      COM  613826106            1          200 SH       D       7           200            0            0
MONY GRP INC                   COM  615337102         2958        87500 SH       D       1         87500            0            0
MONY GROUP INC COM             COM  615337102        28550       844373 SH       D       6        825873            0        18500
Mony Group Inc.                COM  615337102          285         8449 SH       D       7          8449            0            0
MOOG INC CL A COM              COM  615394202         3673       139262 SH       D       6        139262            0            0
MOORE MED CORP COM             COM  615799103           64        10700 SH       D       6         10700            0            0
MOORE MED CORP                 COM  615799103            4          800 SH       D       7           800            0            0
MORGAN (J P) & CO INC COM STOC COM  616880100         3445        20891 SH       D       1         20164          727            0
MORGAN (J P) & CO INC COM STOC COM  616880100         1525         9153 SH       D       2          9153            0            0
MORGAN (J P) & CO INC COM STOC COM  616880100        50634       296070 SH       D       3        281770            0        14300
MORGAN (J P) & CO INC COM STOC COM  616880100         1433         8600 SH       D       4          8600            0            0
J.P. MORGAN & COMPANY          COM  616880100         6556        59534 SH       D       5         59534            0            0
MORGAN J P & CO INC COM        COM  616880100       555583      5045023 SH       D       6       4658745            0       386278
MORGAN J P + CO INC            COM  616880100        19033       172834 SH       D       7        140574            0        32260
MORGAN(JP)!2.50                COM  616880100         9548        86700 SH       D       9         86700            0            0
J P MORGAN & CO INC            COM  616880100          952         8651 SH       S       7          8651            0            0
MORGAN GROUP INC CLASS A       COM  617358106            1          200 SH       D       7           200            0            0
MORGAN KEEGAN INC COM          COM  617410105         9926       672965 SH       D       6        672965            0            0
Morgan Keegan Inc.             COM  617410105           69         4696 SH       D       7          4696            0            0
MORGAN STANLEY DEAN WITTER COM COM  617446448        12514       100291 SH       D       1         97231         3060            0
MORGAN STANLEY DEAN WITTER COM COM  617446448         5036        39962 SH       D       2         39962            0            0
MORGAN STANLEY DEAN WITTER COM COM  617446448       216311      1686418 SH       D       3       1599958            0        86460
MORGAN STANLEY DEAN WITTER COM COM  617446448         6793        53900 SH       D       4         53900            0            0
MORGAN STANLEY, DEAN WITTER &  COM  617446448      2899002     34822855 SH       D       6      32150394            0      2672461
MORGAN STANLEY DEAN WITTER+CO  COM  617446448       110936      1332566 SH       D       7       1025502            0       307064
MGN ST DEAN WIT                COM  617446448         3138        37700 SH       D       9         37700            0            0
MORGAN STANLEY DEAN WITTER     COM  617446448         5009        60172 SH       S       7         60172            0            0
MORGAN STANLEY DEAN WITTER IND COM  61745C105         4237       239770 SH       D       3        239770            0            0
MORGAN STANLEY INDIA FUND COM  COM  61745C105        14868      1239050 SH       D       6       1239050            0            0
MORRISON KNUDSEN CORP NEW MORR COM  61844A109         4803       662574 SH       D       6        662574            0            0
Morrison Knudsen Corp.         COM  61844A109           50         6906 SH       D       7          6906            0            0
MORRISON KNUDSEN CORP NEW WTS  RT   61844A117            0           29 SH       D       6            29            0            0
MORRISON KNUDSEN CORP - WTS    COM  61844A117            0          115 SH       D       7           115            0            0
MORRISON MGMT SPECIALISTS INC  COM  618459101         5532       196262 SH       D       6        196262            0            0
Morrison Mgmt Specialist Inc.  COM  618459101           63         2255 SH       D       7          2255            0            0
MORTON INDUSTRIAL GROUP COM    COM  619328107            5         1513 SH       D       6          1513            0            0
MORTONS RESTAURANT GROUP INC C COM  619429103         1717        79867 SH       D       6         79867            0            0
MORTON'S RESTAURANT GROUP INC  COM  619429103            5          241 SH       D       7           241            0            0
MOTOR CLUB OF AMERICA          COM  619823107            3          400 SH       D       7           400            0            0
MOTHERS WORK INC               COM  619903107           10          900 SH       D       7           900            0            0
MOTOR CARGO INDUSTRIES INC     COM  619907108            1          400 SH       D       7           400            0            0
MOTIENT CORP COM               COM  619908106        11412       727519 SH       D       6        689719            0        37800
Motient Corp                   COM  619908106           98         6296 SH       D       7          6296            0            0
MOTIENT CORP 144A 01/04/08     WAR  619908114            0         3150 SH       D       9          3150            0            0
MOTOROLA INC COM STOCK US$3    COM  620076109        35873      1216520 SH       D       1       1212020         4500            0
MOTOROLA INC COM STOCK US$3    COM  620076109         2085        47401 SH       D       2         47401            0            0
MOTOROLA INC COM STOCK US$3    COM  620076109       157289      3567814 SH       D       3       3394894            0       172920
MOTOROLA INC COM STOCK US$3    COM  620076109         3986        90600 SH       D       4         90600            0            0
MOTOROLA INC                   COM  620076109        21620       743995 SH       D       5        743995            0            0
MOTOROLA INC COM               COM  620076109      1722449     59267066 SH       D       6      54748825            0      4518241
Motorola, Inc.                 COM  620076109        54468      1874193 SH       D       7       1366750            0       507443
MOT.N                          COM  620076109           18          600 SH       D       9           600            0            0
MOTOROLA, INC                  COM  620076109         3325       114432 SH       S       7        114432            0            0
MOVADO GROUP INC COM           COM  624580106         1788       149076 SH       D       6        149076            0            0
Movado Group Inc.              COM  624580106           31         2618 SH       D       7          2618            0            0
MOVIELAB INC COM               COM  624607107            0         1250 SH       D       6          1250            0            0
MP3.COM COM                    COM  62473M109         4611       340051 SH       D       6        338351            0         1700
MP3.COM                        COM  62473M109           47         3500 SH       D       7          3500            0            0
MUELLER INDS INC COM           COM  624756102        25416       907733 SH       D       6        888333            0        19400
Mueller Industries Inc.        COM  624756102          198         7096 SH       D       7          7096            0            0
MUELER IND                     COM  624756102          817        29200 SH       D       9         29200            0            0
MULTIPLE ZONE INC COMMON STOCK COM  624906103            1          441 SH       D       6           441            0            0
MULTIPLE ZONES INT'L INC       COM  624906103            2          682 SH       D       7           682            0            0
MULTEX SYS INC COM             COM  625367107         6597       261939 SH       D       6        261939            0            0
Multex.com Inc.                COM  625367107           93         3721 SH       D       7          3721            0            0
MURPHY OIL CORP                COM  626717102         1124        12500 SH       D       1         12500            0            0
MURPHY OIL CORP                COM  626717102          323         3600 SH       D       2          3600            0            0
MURPHY OIL CORP                COM  626717102          919         9700 SH       D       3          9700            0            0
MURPHY OIL CORP COM            COM  626717102        50331       846797 SH       D       6        784855            0        61942
MURPHY OIL CORPORATION         COM  626717102         1019        17160 SH       D       7         12415            0         4745
MUSE TECHNOLOGIES INC          COM  627487101            1          453 SH       D       7           453            0            0
MUSICLAND STORES CORP COM      COM  62758B109        15715      2113066 SH       D       6       1881266            0       231800
Musicland Stores Corp.         COM  62758B109           33         4465 SH       D       7          4465            0            0
MYERS INDS INC COM             COM  628464109         5050       469831 SH       D       6        469831            0            0
Myers Industries Inc.          COM  628464109           54         5054 SH       D       7          5054            0            0
MYLAN LABS COMMON STOCK US $0. COM  628530107           52         1900 SH       D       2          1900            0            0
MYLAN LABS COMMON STOCK US $0. COM  628530107         3832       141024 SH       D       3        141024            0            0
MYLAN LABS INC COM             COM  628530107        38505      2109902 SH       D       6       2099876            0        10026
MYLAN LABS INC                 COM  628530107          903        49509 SH       D       7         25469            0        24040
MYRIAD GENETICS INC COM        COM  62855J104        29263       197620 SH       D       6        190336            0         7284
MYRIAD GENETICS INC            COM  62855J104          140          946 SH       D       7           946            0            0
MYPOINTS.COM COM               COM  62855T102         5266       277887 SH       D       6        262236            0        15651
MYPOINTS.COM                   COM  62855T102           58         3100 SH       D       7          3100            0            0
MY TURN.COM COM                COM  628690109         1149        64100 SH       D       6         64100            0            0
MYTURN.COM INC                 COM  628690109           26         1500 SH       D       7          1500            0            0
NAB ASSET CORP COM             COM  628712986            0        96200 SH       D       6         96200            0            0
NABI INC. COM                  COM  628716102         3338       456481 SH       D       6        456481            0            0
NABI INC.                      COM  628716102           24         3300 SH       D       7          3300            0            0
NBC INTERNET INC. CL-A+ COM    COM  62873D105         4323       345851 SH       D       6        345651            0          200
NBCI Internet Inc.             COM  62873D105           51         4152 SH       D       7          4152            0            0
NAHC INC COM                   COM  62874P107           11       202338 SH       D       6        202338            0            0
NBT BANCORP INC COM            COM  628778102         2758       258136 SH       D       6        258136            0            0
NBT Bancorp Inc.               COM  628778102           23         2156 SH       D       7          2156            0            0
NBTY INC. COM                  COM  628782104        15279      2396834 SH       D       6       2126634            0       270200
NBTY Inc.                      COM  628782104           64        10185 SH       D       7         10185            0            0
NCH CORP COM                   COM  628850109         3804       105139 SH       D       6        104239            0          900
NCH Corp.                      COM  628850109           20          553 SH       D       7           553            0            0
NCI BUILDING COM               COM  628852105        10593       523158 SH       D       6        523158            0            0
NCI Building Systems Inc.      COM  628852105           87         4312 SH       D       7          4312            0            0
NCO GROUP INC COM              COM  628858102         7405       320252 SH       D       6        320252            0            0
NCO Group Inc.                 COM  628858102           69         3019 SH       D       7          3019            0            0
NCR.                           COM  62886E108          114         1944 SH       D       2          1944            0            0
NCR.                           COM  62886E108         8848       150208 SH       D       3        141202            0         9006
NCR CORP COM                   COM  62886E108       104831      2692311 SH       D       6       2452128            0       240183
NCR Corp                       COM  62886E108         3128        80353 SH       D       7         66329            0        14024
NCR CORP                       COM  62886E108          196         5041 SH       S       7          5041            0            0
N.S. GROUP INC COM             COM  628916108         4536       216685 SH       D       6        216685            0            0
NS GROUP INC.                  COM  628916108           40         1934 SH       D       7          1934            0            0
NEC ADR+                       COM  629050204         5182        32699 SH       D       7         32699            0            0
NL INDS INC NEW                COM  629156407         7888       517300 SH       D       6        517300            0            0
NL Industries Inc.             COM  629156407           86         5661 SH       D       7          5661            0            0
NMT MEDICAL INC COM            COM  629294109            2          723 SH       D       6           723            0            0
NMT MEDICAL INC                COM  629294109            1          475 SH       D       7           475            0            0
NN INC COM                     COM  629337106         1264       120418 SH       D       6        120418            0            0
NN INC                         COM  629337106            6          662 SH       D       7           662            0            0
NPC INTERNATIONAL INC COM      COM  629360306         2554       284866 SH       D       6        284866            0            0
NPC INTERNATIONAL INC          COM  629360306           20         2293 SH       D       7          2293            0            0
NPS PHARMACEUTICALS INC COM    COM  62936P103         5331       199304 SH       D       6        199304            0            0
NPS PHARMACEUTICALS INC        COM  62936P103           36         1351 SH       D       7          1351            0            0
NRG ENERGY INC. COM            COM  629377102         5062       277400 SH       D       6        275900            0         1500
NS & L BANCORP                 COM  62937R108            4          480 SH       D       7           480            0            0
NSD BANCORP INC                COM  62938D108            8          554 SH       D       7           554            0            0
NTL INCORPORATED USD0.01       COM  629407107          842        10315 SH       D       3         10315            0            0
NTL INC COM                    COM  629407107       104299      1741959 SH       D       6       1729459            0        12500
NTL INC.                       COM  629407107         2642        44135 SH       D       7         15815            0        28320
NTN COMMUNICATIONS INC, WARRAN WT   629410143           22        13825 SH       D       6         13825            0            0
NTN COMMUNICATIONS INC COM     COM  629410309           14         5762 SH       D       6          5762            0            0
NUCO2 INC COM                  COM  629428103          473        59160 SH       D       6         59160            0            0
NUCO2 INC                      COM  629428103            2          322 SH       D       7           322            0            0
NUI CORP COM                   COM  629430109         8067       298814 SH       D       6        296714            0         2100
NUI Corp.                      COM  629430109           76         2839 SH       D       7          2839            0            0
NVR INC COM                    COM  62944T105        34909       612451 SH       D       6        578651            0        33800
NVR Inc.                       COM  62944T105          102         1802 SH       D       7          1802            0            0
NYMAGIC INC COM                COM  629484106          940        66016 SH       D       6         66016            0            0
NYMAGIC INC                    COM  629484106            6          433 SH       D       7           433            0            0
NZ CORPORATION                 COM  629497108            1          309 SH       D       7           309            0            0
NABISCO HLDS                   COM  629526104        39637       755000 SH       D       1        755000            0            0
NABISCO HOLDING CORP 'A'       CLA  629526104           63          800 SH       D       2           800            0            0
NABISCO HOLDING CORP 'A'       CLA  629526104         4824        60308 SH       D       3         60308            0            0
NABISCO HOLDINGS COM           COM  629526104        58165      1107907 SH       D       6       1101842            0         6065
NABISCO HLDGS CORP             COM  629526104          929        17707 SH       D       7         12299            0         5408
NABISCO GROUP HOLDINGS         COM  62952P102          193         4930 SH       D       2          4930            0            0
NABISCO GROUP HOLDINGS         COM  62952P102        18737       470672 SH       D       3        470672            0            0
NABISCO GROUP HOLDINGS COM     COM  62952P102       238364      9189960 SH       D       6       8769658            0       420302
NABISCO GROUP HLDG CORP        COM  62952P102         7502       289248 SH       D       7        249394            0        39854
NABISCO GROUP HOLDINGS         COM  62952P102          450        17382 SH       S       7         17382            0            0
NABORS INDUSTRIES INC          COM  629568106          283         4500 SH       D       1          4500            0            0
NABORS INDUSTRIES INC          COM  629568106           69         1100 SH       D       2          1100            0            0
NABORS INDUSTRIES INC          COM  629568106          618         9900 SH       D       3          9900            0            0
NABORS INDS INC COM            COM  629568106        97192      2338031 SH       D       6       2291873            0        46158
NABORS INDUSTRIES INC          COM  629568106         2036        48996 SH       D       7         29200            0        19796
NABORS IND                     COM  629568106         5485       132000 SH       D       9        132000            0            0
NACCO INDS INC CL A            COM  629579103         8162       232376 SH       D       6        221276            0        11100
NACCO INDS INC                 COM  629579103          143         4091 SH       D       7          4091            0            0
NAKORNTHAI STRIP MILL          WAR  629844119           18      2532370 SH       D       9       2532370            0            0
NANOGEN INC COM                COM  630075109        11016       259593 SH       D       6        247670            0        11923
NANOGEN INC                    COM  630075109          152         3600 SH       D       7          3600            0            0
NANOMETRICS INC COM            COM  630077105         2897        70351 SH       D       6         70351            0            0
NANOMETRICS INC                COM  630077105           36          888 SH       D       7           888            0            0
NANOPHASE TECH CORP COM        COM  630079101          901        86400 SH       D       6         86400            0            0
NANOPHASE TECHNOLOGIES CORP    COM  630079101            9          900 SH       D       7           900            0            0
NAPCO SEC SYS INC              COM  630402105            4         1111 SH       D       6          1111            0            0
NAPRO BIOTHERAPUTIC COM        COM  630795102         1377       185170 SH       D       6        185170            0            0
NARA BK NA LOS ANGELES, CA COM COM  630801108            0            0 SH       D       6             0            0            0
QQQ.A                          COM  631100104        11039       118600 SH       D       9        118600            0            0
NASH FINCH CO COM              COM  631158102         2280       276469 SH       D       6        276469            0            0
NASH FINCH CO                  COM  631158102            3          418 SH       D       7           418            0            0
NASHUA CORP                    COM  631226107            2          283 SH       D       7           283            0            0
NASTECH PHARMACEUTICAL INC COM COM  631728409            3          764 SH       D       6           764            0            0
NASTECH PHARMACEUTICAL         COM  631728409           13         3000 SH       D       7          3000            0            0
NATCO GROUP INC COM            COM  63227W203         1080       114460 SH       D       6        114460            0            0
NAT AUS EX CAP                 UNI  632525309        40433      1470300 SH       D       1       1470300            0            0
NATIONAL AUSTRALIA BANK LTD    COM  632525408         2799        33828 SH       D       7         33828            0            0
NATL BANKCORP ALASKA  COM      COM  632587101        11912       332046 SH       D       6        331946            0          100
National Bancorp Alaska        COM  632587101          136         3818 SH       D       7          3818            0            0
NATL BANCSHARES CRP OF TEXAS   COM  632593505            2          188 SH       D       7           188            0            0
NATIONAL BEVERAGE CORP COM     COM  635017106          875       107808 SH       D       6        107808            0            0
NATIONAL BEVERAGE CORP         COM  635017106            5          681 SH       D       7           681            0            0
NATIONAL CITY BANCORPORATION C COM  635312101         1116        77011 SH       D       6         77011            0            0
NATIONAL CITI BANCORPAORATION  COM  635312101            4          326 SH       D       7           326            0            0
NATIONAL CITY CORP COM STOCK U COM  635405103         1127        43640 SH       D       1         43640            0            0
NATIONAL CITY CORP COM STOCK U COM  635405103          533        20640 SH       D       2         20640            0            0
NATIONAL CITY CORP COM STOCK U COM  635405103        25544       946674 SH       D       3        881114            0        65560
NATIONAL CITY CORP COM STOCK U COM  635405103          180         7000 SH       D       4          7000            0            0
NATIONAL CITY CORP             COM  635405103         3600       211038 SH       D       5        211038            0            0
NATIONAL CITY CORP COM         COM  635405103       310517     18198845 SH       D       6      16632711            0      1566134
NATIONAL CITY CORP             COM  635405103        12193       714639 SH       D       7        466752            0       247887
NATIONAL CITY CORP             COM  635405103          549        32226 SH       S       7         32226            0            0
NATIONAL COMMERCE BANCORPORATI COM  635449101        27238      1695792 SH       D       6       1583789            0       112003
NATIONAL COMMERCE BANCORP      COM  635449101          524        32642 SH       D       7         16265            0        16377
NATIONAL COMPUTER SYSTEMS INC  COM  635519101        39432       800657 SH       D       6        800657            0            0
National Computer Systems Inc. COM  635519101          277         5638 SH       D       7          5638            0            0
NATIONAL DATA CORP             COM  635621105        15570       676999 SH       D       6        676999            0            0
NATIONAL DATA CORP             COM  635621105          202         8813 SH       D       7          2609            0         6204
NATIONAL DENTEX CORP           COM  63563H109           11          656 SH       D       7           656            0            0
NATIONAL DISCOUNT BROKERS GROU COM  635646102         8048       252492 SH       D       6        252492            0            0
National Discount Brokers Grp. COM  635646102           74         2342 SH       D       7          2342            0            0
NATIONAL EQUIP SVCS INC COM    COM  635847106          876       146010 SH       D       6        146010            0            0
National Equipment Service Inc COM  635847106           32         5384 SH       D       7          5384            0            0
NATIONAL HEALTH REALTY INC COM COM  635905102          484        60150 SH       D       6         60150            0            0
NATIONAL HEALTH REALTY INC     COM  635905102            4          548 SH       D       7           548            0            0
NATIONAL FUEL GAS CO COM       COM  636180101        30416       623932 SH       D       6        579831            0        44101
NATIONAL FUEL GAS CO.          COM  636180101          319         6547 SH       D       7          2430            0         4117
NATIONAL GOLF PPTYS COM        COM  63623G109         5871       277962 SH       D       6        277262            0          700
National Golf Properties Inc.  COM  63623G109           78         3732 SH       D       7          3732            0            0
NATIONAL HEALTH COM            COM  63633D104         7990       726413 SH       D       6        695213            0        31200
National Health Investors Inc. COM  63633D104           87         7918 SH       D       7          7918            0            0
NATIONAL HOME HEALTH CARE CORP COM  636380107            4          995 SH       D       6           995            0            0
NATIONAL INFO CONSORTIUM COM   COM  636491102         1072        94272 SH       D       6         94272            0            0
NATIONAL INFO CONSORTIUM INC   COM  636491102           34         3000 SH       D       7          3000            0            0
NATIONAL INSTRS CORP COM       COM  636518102        13885       318300 SH       D       6        318100            0          200
National Instruments Corp.     COM  636518102          263         6047 SH       D       7          6047            0            0
NATIONAL OILWELL INC COM       COM  637071101        29045       883503 SH       D       6        878603            0         4900
National Oilwell Inc.          COM  637071101          444        13508 SH       D       7         13508            0            0
NATIONAL PENN BANCSHARES INC C COM  637138108         5639       273439 SH       D       6        273439            0            0
National Penn Bancshares Inc.  COM  637138108           77         3774 SH       D       7          3774            0            0
NATIONAL PRESTO INDUSTRIES INC COM  637215104         4263       138646 SH       D       6        138646            0            0
National Presto Industries     COM  637215104           40         1321 SH       D       7          1321            0            0
NATIONAL PROCESSING COM        COM  637229105         2278       182265 SH       D       6        182265            0            0
National Processing Inc.       COM  637229105           69         5526 SH       D       7          5526            0            0
NATIONAL R V HLDGS COM         COM  637277104         1325       126247 SH       D       6        126247            0            0
National RV Holdings Inc.      COM  637277104           14         1401 SH       D       7          1401            0            0
NATIONAL RESEARCH CORP         COM  637372103           12         2500 SH       D       7          2500            0            0
NATIONAL SECURITY GROUP INC    COM  637546102            4          400 SH       D       7           400            0            0
NATIONAL SEMICONDUCTOR CORP CO COM  637640103         1907        22200 SH       D       1         22200            0            0
NATIONAL SEMICONDUCTOR CORP CO COM  637640103          803         9356 SH       D       2          9356            0            0
NATIONAL SEMICONDUCTOR CORP CO COM  637640103        26514       300068 SH       D       3        286168            0        13900
NATIONAL SEMICONDUCTOR CORP CO COM  637640103       332249      5854612 SH       D       6       5410534            0       444078
NATIONAL SEMICONDUCTOR CORP    COM  637640103        12932       227883 SH       D       7        206348            0        21535
NATIONAL SEMICONDUCTOR CORP    COM  637640103          531         9371 SH       S       7          9371            0            0
NATIONAL SERVICE INDUSTRIES IN COM  637657107         1770        53844 SH       D       3         53844            0            0
NATIONAL SERVICE INDS INC COM  COM  637657107        22155      1136197 SH       D       6       1057476            0        78721
National Service Indust.       COM  637657107          554        28458 SH       D       7         23495            0         4963
NATIONAL SERVICE INDUSTRIES    COM  637657107           42         2172 SH       S       7          2172            0            0
NATIONAL STL CORP COM          COM  637844309         3066       732309 SH       D       6        732309            0            0
National Steel Corp.           COM  637844309           29         6970 SH       D       7          6970            0            0
NATIONAL TECHTEAM INC COM      COM  638108100          544       154149 SH       D       6        154149            0            0
NATIONAL TECHTEAM INC          COM  638108100            1          503 SH       D       7           503            0            0
NATIONAL WESTERN LIFE INS CO C COM  638522102         3109        43184 SH       D       6         43184            0            0
NATIONAL WIRELESS HLDGS INC CO COM  638560102          259        11810 SH       D       6         11810            0            0
NATIONAL WIRELESS HOLDINGS     COM  638560102            3          146 SH       D       7           146            0            0
NATIONSRENT INC COM            COM  638588103         1490       390930 SH       D       6        390930            0            0
NationsRent Inc.               COM  638588103           33         8663 SH       D       7          8663            0            0
NATIONWIDE FINANCIAL COM       COM  638612101        17375       528523 SH       D       6        526421            0         2102
NATIONWIDE FINANCIAL SVCS INC. COM  638612101          785        23891 SH       D       7          2264            0        21627
NATIONWIDE HEALTH PPTYS INC CO COM  638620104        17802      1277287 SH       D       6       1269887            0         7400
Nationwide Health Properties   COM  638620104          120         8626 SH       D       7          8626            0            0
NATROL INC COM                 COM  638789107            1          463 SH       D       6           463            0            0
NATROL INC                     COM  638789107            7         2290 SH       D       7          2290            0            0
NATURAL MICROSYSTEMS COM       COM  638882100        41596       369948 SH       D       6        369948            0            0
NATURAL MICROSYSTEMS CORP      COM  638882100          111          990 SH       D       7           990            0            0
NAVIGATORS GROUP INC COM       COM  638904102          551        61265 SH       D       6         61265            0            0
NAVIGATORS GROUP INC           COM  638904102            3          377 SH       D       7           377            0            0
NATURES SUNSHINE PRODS INC COM COM  639027101         1437       205402 SH       D       6        205402            0            0
Natures Sunshine Products Inc. COM  639027101           11         1582 SH       D       7          1582            0            0
NAUTICA ENTERPRISES INC COM    COM  639089101         9016       843633 SH       D       6        843633            0            0
Nautica Enterprises Inc.       COM  639089101           74         6957 SH       D       7          6957            0            0
NAVARRE CORP COM               COM  639208107          306       233521 SH       D       6        233521            0            0
NAVISTR INTL                   COM  63934E108        28735       925100 SH       D       1        925100            0            0
NAVISTAR INTERNATIONAL CORP CO COM  63934E108           47         1000 SH       D       2          1000            0            0
NAVISTAR INTERNATIONAL CORP CO COM  63934E108         4305        85994 SH       D       3         85994            0            0
NAVISTAR INTERNATIONAL         COM  63934E108          647        20831 SH       D       5         20831            0            0
NAVISTAR INTERNATIONAL CORP NE COM  63934E108        53276      1715128 SH       D       6       1590103            0       125025
Navistar Int'l Corp.           COM  63934E108         2841        91481 SH       D       7         41742            0        49739
NAVISTAR INTERNATIONAL         COM  63934E108          102         3301 SH       S       7          3301            0            0
NAVIDEC INC COM                COM  63934Q101          823        92800 SH       D       6         92800            0            0
NAVIDEC INC                    COM  63934Q101           38         4300 SH       D       7          4300            0            0
NAVISITE COM                   COM  63935M109         8188       195832 SH       D       6        180332            0        15500
NAVISITE INC.                  COM  63935M109          142         3400 SH       D       7          3400            0            0
NAVIGANT CONSULTING INC COM    COM  63935N107         3223       758533 SH       D       6        758533            0            0
Navigant Consulting Inc        COM  63935N107           42        10030 SH       D       7         10030            0            0
NAVIGANT INTL INC COM          COM  63935R108         1303       135438 SH       D       6        135438            0            0
NAVIGANT INTERNATIONAL INC     COM  63935R108            5          579 SH       D       7           579            0            0
NEFF CORP COM                  COM  640094108          645       169371 SH       D       6        169371            0            0
NEFF Corp.                     COM  640094108            6         1792 SH       D       7          1792            0            0
NEIMAN-MARCUS GROUP INC COM    COM  640204202        27826       941280 SH       D       6        909580            0        31700
NEIMAN MARCUS GROUP INC        COM  640204202          494        16542 SH       D       7          9492            0         7050
NEIMAN-MARCUS GROUP INC COM    COM  640204301         4803       172902 SH       D       6        172902            0            0
NEIMAN-MARCUS GROUP INC COM    COM  640204301            0            0 SH       D       7             0            0            0
NELSON THOMAS INC COM          COM  640376109         1243       145244 SH       D       6        145244            0            0
NELSON (THOMAS) INC            COM  640376109            4          544 SH       D       7           544            0            0
NEOFORMA.COM INC COM           COM  640475109         2622       373024 SH       D       6        343624            0        29400
NEOFORMA.COM INC               COM  640475109           48         6838 SH       D       7          6838            0            0
NEOGEN CORP                    COM  640491106            8         1300 SH       D       7          1300            0            0
NEOMAGIC COM                   COM  640497103         1028       339375 SH       D       6        339375            0            0
Neomagic Corp.                 COM  640497103           10         3456 SH       D       7          3456            0            0
NEOMEDIA TECHNOLOGIES INC COM  COM  640505103          533        90725 SH       D       6         90725            0            0
NEON SYS INC COM               COM  640509105         2122       113175 SH       D       6        113175            0            0
NEON Systems Inc.              COM  640509105           21         1166 SH       D       7          1166            0            0
NEORX CORP COM                 COM  640520300         5454       288968 SH       D       6        288968            0            0
NEOSE TECHNOLOGIES I COM       COM  640522108         5160       122683 SH       D       6        122683            0            0
NEOSE TECHNOLOGIES INC         COM  640522108           48         1153 SH       D       7          1153            0            0
NEOTHERAPEUTICS INC COM        COM  640656104          997        93300 SH       D       6         93300            0            0
NETWORK SIX INC                COM  640901203            1          400 SH       D       7           400            0            0
NEOPHARM INC COM               COM  640919106         1664        84870 SH       D       6         84870            0            0
NETBANK INC - COM COM          COM  640933107         6430       517007 SH       D       6        517007            0            0
NetBanc Inc.                   COM  640933107           72         5791 SH       D       7          5791            0            0
NETWORK ASSOCIATES COM         COM  640938106        46970      2305308 SH       D       6       2293849            0        11459
NETWORKS ASSOCIATES INC.       COM  640938106          894        43921 SH       D       7         21995            0        21926
NET.GENESIS CORP COM           COM  64107E107         1666        92280 SH       D       6         92280            0            0
NET PERCEPTIONS COM            COM  64107U101         4137       260638 SH       D       6        251061            0         9577
Net Perceptions Inc.           COM  64107U101           51         3227 SH       D       7          3227            0            0
NET2PHONE COM                  COM  64108N106         1205        33777 SH       D       6         33777            0            0
NET2PHONE INC                  COM  64108N106           46         1300 SH       D       7          1300            0            0
NETCENTIVES COM                COM  64108P101         6369       341973 SH       D       6        341973            0            0
NETCENTIVES INC                COM  64108P101           39         2100 SH       D       7          2100            0            0
NETCURRENTS INC COM            COM  64110J101          377       150900 SH       D       6        150900            0            0
NETCREATIONS INC COM           COM  64110N102         2604        56847 SH       D       6         56847            0            0
INETCREATIONS INC              COM  64110N102           87         1900 SH       D       7          1900            0            0
NETEGRITY INC COM              COM  64110P107        17669       234614 SH       D       6        234614            0            0
NETEGRITY INC                  COM  64110P107           84         1120 SH       D       7          1120            0            0
NET GATEWAY INC COM            COM  641111109          320       160100 SH       D       6        160100            0            0
NETGURU INC COM                COM  64111K107         2955       165320 SH       D       6        165320            0            0
NETGURU INC                    COM  64111K107           28         1600 SH       D       7          1600            0            0
NETMANAGE INC COM              COM  641144100         3025       676976 SH       D       6        676976            0            0
THE NETPLEX GROUP INC COM      COM  641147103          226       104869 SH       D       6        104869            0            0
NETRIX CORP COM                COM  641148101         4885       396820 SH       D       6        396820            0            0
NETRIX CORP                    COM  641148101           32         2600 SH       D       7          2600            0            0
NETOPIA INC COM                COM  64114K104        11711       290976 SH       D       6        290976            0            0
Netopia Inc.                   COM  64114K104           75         1867 SH       D       7          1867            0            0
NETOBJECTS COM                 COM  64114L102         2712       297312 SH       D       6        286087            0        11225
NetObjects Inc.                COM  64114L102           41         4599 SH       D       7          4599            0            0
NETRO CORP COM                 COM  64114R109        22929       399647 SH       D       6        399647            0            0
NETRO CORP                     COM  64114R109          189         3300 SH       D       7          3300            0            0
NETSMART TECHNOLOGIES          COM  64114W306            6         1300 SH       D       7          1300            0            0
NETSOL INTL INC COM            COM  64115A105         1907        53720 SH       D       6         53720            0            0
NETSPEAK CORP COM              COM  64115D109          815        82541 SH       D       6         82541            0            0
NETSPEAK CORP                  COM  64115D109           15         1563 SH       D       7          1563            0            0
NETSOLVE COM                   COM  64115J106         1722        66250 SH       D       6         66250            0            0
NETSOLVE INC                   COM  64115J106           44         1700 SH       D       7          1700            0            0
NETPLIANCE INC COM             COM  64115K103         1993       218433 SH       D       6        218433            0            0
NETPLIANCE INC.                COM  64115K103           34         3827 SH       D       7          3827            0            0
NETIQ CORPORATION COM          COM  64115P102        25686       430799 SH       D       6        430799            0            0
NETIQ CORP                     COM  64115P102          110         1847 SH       D       7          1847            0            0
NETSCOUT SYS INC COM           COM  64115T104          870        67626 SH       D       6         67626            0            0
NETSCOUT SYSTEMS INC           COM  64115T104           18         1400 SH       D       7          1400            0            0
NETSILICON INC COM             COM  64115X105          455        13900 SH       D       6         13900            0            0
NETSILICON INC                 COM  64115X105           32         1000 SH       D       7          1000            0            0
NETRATINGS INC COM             COM  64116M108         3522       137457 SH       D       6        137457            0            0
NETRATINGS INC                 COM  64116M108           59         2328 SH       D       7          2328            0            0
NETWORK EQUIP TECHNOLOGIES COM COM  641208103         5533       549937 SH       D       6        549937            0            0
Network Equipment Technologies COM  641208103           25         2523 SH       D       7          2523            0            0
NETWORK APPLIANCE              COM  64120L104            9          120 SH       D       1             0          120            0
NETWORK APPLIANCE INC NPV      COM  64120L104        10113        85500 SH       D       3         85500            0            0
NETWORK APPLIANCE INC COM      COM  64120L104       640780      7960006 SH       D       6       7320310            0       639696
NETWORK APPLIANCE INC          COM  64120L104        20774       258080 SH       D       7        198891            0        59189
NETWORK APPL                   COM  64120L104         1175        14600 SH       D       9         14600            0            0
NETWORK APPLIANCE INC          COM  64120L104         1303        16198 SH       S       7         16198            0            0
NETWORK COMPUTING DEVICES COM  COM  64120N100          216       173370 SH       D       6        173370            0            0
NETWORK CONNECTION INC COM     COM  64120Q103          434       108627 SH       D       6        108627            0            0
NETWORK ACCESS SOLUTIONS CO CO COM  64120S109         2425       253612 SH       D       6        243712            0         9900
NETWORK ACCESS SOLUTIONS CORP  COM  64120S109           21         2300 SH       D       7          2300            0            0
NETWORK PERIPHERALS INC COM    COM  64121R100         4155       248090 SH       D       6        248090            0            0
Network Peripherals Inc.       COM  64121R100           52         3153 SH       D       7          3153            0            0
NETWORK PLUS CORP COM          COM  64122D506         1237        87193 SH       D       6         79693            0         7500
NETWORK PLUS CORPORATION       COM  64122D506           46         3300 SH       D       7          3300            0            0
NET 2000 COMMUNICATIONS COM    COM  64122G103         2802       171167 SH       D       6        171167            0            0
NET ZERO COM                   COM  64122R109         1402       268715 SH       D       6        268715            0            0
NETZERO INC                    COM  64122R109           33         6400 SH       D       7          6400            0            0
NETWORK COMMERCE INC COM       COM  64122T105         2844       517197 SH       D       6        500841            0        16356
NETWORK COMMERCE INC.          COM  64122T105           17         3100 SH       D       7          3100            0            0
NETZEE INC COM                 COM  64122W108          416        72800 SH       D       6         72800            0            0
NETZEE                         COM  64122W108           13         2300 SH       D       7          2300            0            0
NEUBERGER BERMAN COM           COM  641234109         7107       152845 SH       D       6        149945            0         2900
NEUBERGER BERMAN INC           COM  641234109          134         2900 SH       D       7          2900            0            0
NEUROGEN CORP COM              COM  64124E106         6054       209688 SH       D       6        209688            0            0
Neurogen Corp.                 COM  64124E106           98         3400 SH       D       7          3400            0            0
NEUROMEDICAL SYS INC COM       COM  64124H109            1        15100 SH       D       6         15100            0            0
NEUROCRINE BIOSCIENCES INC COM COM  64125C109         9841       276747 SH       D       6        276747            0            0
NEUROCRINE BIOSCIENCES, INC.   COM  64125C109           48         1371 SH       D       7          1371            0            0
NEW CENTURY FINANCIAL COM      COM  64352D101          967       110967 SH       D       6        110967            0            0
New Century Financial Corp.    COM  64352D101           16         1927 SH       D       7          1927            0            0
NEW CENTURY ENERGIES INC       COM  64352U103         1530        31900 SH       D       3         31900            0            0
NEW CENTURY ENERGIES INC. COM  COM  64352U103        95729      3190997 SH       D       6       2936023            0       254974
New Century Energies Inc       COM  64352U103         2774        92484 SH       D       7         78332            0        14152
NEW CENTURY ENERGIES INC       COM  64352U103          185         6191 SH       S       7          6191            0            0
NEW ENGLAND BUSINESS SVC INC C COM  643872104         6458       397471 SH       D       6        397471            0            0
New England Business Service   COM  643872104           35         2209 SH       D       7          2209            0            0
NEW ERA NETWORKS COM           COM  644312100        16388       385603 SH       D       6        385603            0            0
NEW ERA OF NETWORKS INC        COM  644312100          307         7230 SH       D       7          2188            0         5042
NEW FOCUS INC COM              COM  644383101        12842       156380 SH       D       6        156380            0            0
NEWFOCUS INC                   COM  644383101           22          270 SH       D       7           270            0            0
NEW FRONTIER MEDIA INC COM     COM  644398109         1077       147400 SH       D       6        147400            0            0
NEW FRONTIER MEDIA INC         COM  644398109           10         1500 SH       D       7          1500            0            0
NEW HORIZON WORLDWIDE COM      COM  645526104         2050        88235 SH       D       6         88235            0            0
NEW HORIZONS WORLDWIDE INC     COM  645526104           21          908 SH       D       7           908            0            0
NEW JERSEY RESOURCES CORP COM  COM  646025106        20460       537560 SH       D       6        534860            0         2700
New Jersey Resources Corp.     COM  646025106          115         3035 SH       D       7          3035            0            0
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NEW WORLD POWER CORP (COMPR 1  COM  649290301           29        46000 SH       D       1         46000            0            0
NEW YORK TIMES CO COM CLASS 'A CLA  650111107          182         3060 SH       D       2          3060            0            0
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NEW YORK TIMES CO CL A COM     COM  650111107       195310      4944564 SH       D       6       4590608            0       353956
New York Times Company         COM  650111107         7236       183205 SH       D       7        124669            0        58536
NEW YORK TIMES CO              COM  650111107          357         9045 SH       S       7          9045            0            0
NEWELL RUBBERMAID INC COM STOC COM  651229106          165         4257 SH       D       2          4257            0            0
NEWELL RUBBERMAID INC COM STOC COM  651229106        17295       441836 SH       D       3        414451            0        27385
NEWELL RUBBERMAID INC COM STOC COM  651229106          494        12692 SH       D       4         12692            0            0
NEWELL RUBBERMAID INC.         COM  651229106         2395        93025 SH       D       5         93025            0            0
NEWELL RUBBERMAID INC COM      COM  651229106       188447      7318547 SH       D       6       6757235            0       561312
Newell Rubbermaid Inc          COM  651229106         5250       203909 SH       D       7        166808            0        37101
NEWELL RUBBERMAID INC          COM  651229106          364        14172 SH       S       7         14172            0            0
NEWFIELD EXPL CO COM           COM  651290108        27912       713406 SH       D       6        712806            0          600
Newfield Exploration Co.       COM  651290108          289         7408 SH       D       7          7408            0            0
NEWGEN RESULTS CORP COM        COM  651359101          943        57170 SH       D       6         57170            0            0
NEWGEN RESULTS CORP            COM  651359101           13          800 SH       D       7           800            0            0
NEWMARK & LEWIS INC COM        COM  651576100            0        20450 SH       D       6         20450            0            0
NEWMARK HOMES CORP             COM  651578106           12         1914 SH       D       7          1914            0            0
NEWMONT MINING CORPORATION  US COM  651639106           87         2680 SH       D       2          2680            0            0
NEWMONT MINING CORPORATION  US COM  651639106         8596       266901 SH       D       3        252758            0        14143
NEWMONT MINING CORP            COM  651639106         1261        58331 SH       D       5         58331            0            0
NEWMONT MINING CORP COM        COM  651639106       101198      4679722 SH       D       6       4293669            0       386053
Newmont Mining Corp.           COM  651639106         2611       120758 SH       D       7        100407            0        20351
NEWMONT MINING                 COM  651639106          193         8952 SH       S       7          8952            0            0
NEWPARK RES INC COM            COM  651718504        15478      1640121 SH       D       6       1640121            0            0
Newpark Resources Inc.         COM  651718504          144        15363 SH       D       7         15363            0            0
NEWPORT CORP COM               COM  651824104        42417       395039 SH       D       6        395039            0            0
NEWPORT CORP                   COM  651824104          172         1605 SH       D       7          1605            0            0
NEWPORT NEWS SHIP BUILDING COM COM  652228107        26452       719793 SH       D       6        719793            0            0
Newport News Shipbuilding Inc. COM  652228107          223         6090 SH       D       7          6090            0            0
NEWS CORP LTD ADR              COM  652487703          828        15200 SH       D       6         15200            0            0
News Corporation Ltd.          COM  652487703         1419        26048 SH       D       7         26048            0            0
NWS.N                          ADR  652487703          210         3900 SH       D       9          3900            0            0
NEWS CORP LTD COM              COM  652487802          356         7500 SH       D       6          7500            0            0
NEWSEDGE CORP COM              COM  65249Q106          406       162538 SH       D       6        162538            0            0
NEXTERA ENTERPRISES INC COM    COM  65332E101          619       129566 SH       D       6        129566            0            0
Nextera Enterprises Inc.       COM  65332E101            5         1068 SH       D       7          1068            0            0
NEXELL THERAPEUTICS INC COM    COM  65332H203         3354       225521 SH       D       6        225521            0            0
NEXELL THERAPEUTICS INC        COM  65332H203           21         1425 SH       D       7          1425            0            0
NEXTCARD INC COM               COM  65332K107         1869       219955 SH       D       6        219955            0            0
Nextcard Inc.                  COM  65332K107           27         3271 SH       D       7          3271            0            0
NEXTEL COMMUNICATIONS COM STK  COM  65332V103         2890        31200 SH       D       1         31200            0            0
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NEXTEL COMMUNICATIONS COM      COM  65332V103      1171804     19151045 SH       D       6      17468835            0      1682210
NEXTEL COMMUNICATIONS INC      COM  65332V103        33811       552591 SH       D       7        467049            0        85542
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NEXTEL PARTNERS COM            COM  65333F107        10047       308554 SH       D       6        305954            0         2600
NEXTLINK COMMUNICATIONS COM    COM  65333H707       141222      3721565 SH       D       6       3708921            0        12644
NEXTLINK COMMUNICATIONS-CLA    COM  65333H707         2967        78216 SH       D       7         20444            0        57772
NEXT LEVEL COM                 COM  65333U104         3661        42700 SH       D       6         39000            0         3700
NEXT LEVEL COMMUNICATION INC   COM  65333U104          420         4900 SH       D       7          4900            0            0
NIAGARA CORP COM               COM  653349100            3          801 SH       D       6           801            0            0
NIAGARA CORP (DEL)             COM  653349100            2          600 SH       D       7           600            0            0
ENHANCEMENT TECH INC COM       COM  65334P104         3586       269410 SH       D       6        269410            0            0
NIAGARA MOHAWK                 COM  653520106         2150       154300 SH       D       1        154300            0            0
NIAGRA MOHAWK HOLDINGS INC USD COM  653520106           61         2900 SH       D       2          2900            0            0
NIAGRA MOHAWK HOLDINGS INC USD COM  653520106         5077       238553 SH       D       3        224753            0        13800
NIAGRA MOHAWK HOLDINGS INC COM COM  653520106        66139      4745438 SH       D       6       4396783            0       348655
Niagara Mohawk Holdings        COM  653520106         2123       152391 SH       D       7        129807            0        22584
NIAGRA MOHAWK HOLDINGS INC     COM  653520106          127         9164 SH       S       7          9164            0            0
NICE SYSTEMS ADR               COM  653656108          177         2300 SH       D       6          2300            0            0
NICOR INC COM STOCK US$5       COM  654086107         3406        65907 SH       D       3         65907            0            0
NICOR INC COM                  COM  654086107        41167      1261830 SH       D       6       1167251            0        94579
Nicor Inc                      COM  654086107         1084        33230 SH       D       7         27538            0         5692
NICOR INC                      COM  654086107           81         2492 SH       S       7          2492            0            0
NIKE'B'NPV                     COM  654106103         7536       189300 SH       D       1        189300            0            0
NIKE INC COM STOCK CLASS 'B' N CLA  654106103          157         2610 SH       D       2          2610            0            0
NIKE INC COM STOCK CLASS 'B' N CLA  654106103        19840       329881 SH       D       3        311081            0        18800
NIKE INC COM STOCK CLASS 'B' N CLA  654106103          415         6900 SH       D       4          6900            0            0
NIKE INC -CL B                 COM  654106103         3790        95224 SH       D       5         95224            0            0
NIKE INC CL B COM              COM  654106103       258175      6484784 SH       D       6       5942291            0       542493
Nike, Inc. - CL B              COM  654106103         7021       176363 SH       D       7        156787            0        19576
NIKE'B'NPV                     COM  654106103         2153        54100 SH       D       9         54100            0            0
NIKE, INC                      COM  654106103          578        14535 SH       S       7         14535            0            0
NIKU CORP COM                  COM  654113109         9699       287400 SH       D       6        287400            0            0
NIKU CORPORATION               COM  654113109          121         3600 SH       D       7          3600            0            0
99 CENTS ONLY STORES COM       COM  65440K106        11757       294853 SH       D       6        294853            0            0
99 Cents Only Stores           COM  65440K106          143         3596 SH       D       7          3596            0            0
NIPPON TELEGRAPH & TELE SP     COM  654624105         6001        87775 SH       D       7         87775            0            0
NISOURCE INC COM               COM  65473P105        38494      2066809 SH       D       6       2015634            0        51175
NISOURCE INC                   COM  65473P105          435        23363 SH       D       7         10137            0        13226
NISSAN MOTOR CO LTD-SPON       COM  654744408         1750       152191 SH       D       7        152191            0            0
NOBILITY HOMES INC             COM  654892108            1          219 SH       D       7           219            0            0
NOBLE AFFILIATES INC COM       COM  654894104        50265      1349411 SH       D       6       1315990            0        33421
NOBLE AFFILIATES INC           COM  654894104         1538        41309 SH       D       7         11652            0        29657
NOKIA CORP                     COM  654902204         6642       133016 SH       D       7        133016            0            0
NOK.N                          ADR  654902204        15032       294800 SH       D       9        294800            0            0
NOBLE DRILLING CORP USD0.1     COM  655042109         1228        19700 SH       D       1         19700            0            0
NOBLE DRILLING CORP USD0.1     COM  655042109          398         6387 SH       D       2          6387            0            0
NOBLE DRILLING CORP USD0.1     COM  655042109         2541        39100 SH       D       3         39100            0            0
NOBLE DRILLING CORP COM        COM  655042109       146033      3545573 SH       D       6       3414374            0       131199
NOBLE DRILLING CORP            COM  655042109         7857       190764 SH       D       7        113893            0        76871
NOBLE INTL INC- COM COM        COM  655053106          426        54972 SH       D       6         54972            0            0
NOBLE INTERNATIONAL LTD        COM  655053106            2          300 SH       D       7           300            0            0
NOEL GROUP INC COM             COM  655260107            0        12700 SH       D       6         12700            0            0
CAREER BLAZERS TRUST UNIT      RT   655260305            0        12700 SH       D       6         12700            0            0
NOLAND CO COM                  COM  655286102            3          192 SH       D       6           192            0            0
NOLAND CO                      COM  655286102            2          136 SH       D       7           136            0            0
NORDSON CORP COM               COM  655663102        14237       281237 SH       D       6        281237            0            0
NORDSON CORP                   COM  655663102          203         4026 SH       D       7          4026            0            0
NORDSTROM INC COM STOCK NPV    COM  655664100           83         2280 SH       D       2          2280            0            0
NORDSTROM INC COM STOCK NPV    COM  655664100         6965       190429 SH       D       3        171229            0        19200
NORDSTROM INC COM              COM  655664100        83655      3467588 SH       D       6       3198599            0       268989
Nordstrom, Inc.                COM  655664100         2228        92365 SH       D       7         77769            0        14596
NORDSTROM INC                  COM  655664100          172         7144 SH       S       7          7144            0            0
NORFOLK SOUTHERN CORP COM STOC COM  655844108          211         9390 SH       D       2          9390            0            0
NORFOLK SOUTHERN CORP COM STOC COM  655844108        13975       583680 SH       D       3        544380            0        39300
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NORFOLK SOUTHERN CORP          COM  655844108         2006       134866 SH       D       5        134866            0            0
NORFOLK SOUTHERN CORP COM      COM  655844108       157078     10559921 SH       D       6       9786082            0       773839
Norfolk Southern Corp.         COM  655844108         3973       267150 SH       D       7        220462            0        46688
NORFOLK SOUTHERN CORP          COM  655844108          303        20386 SH       S       7         20386            0            0
NORSK DATA ADR 'B' REP 1 ORD   ADR  656530409            0         1200 SH       D       3          1200            0            0
NORSTAN INC COM                COM  656535101          580       145226 SH       D       6        145226            0            0
NORSTAN INC                    COM  656535101            1          492 SH       D       7           492            0            0
NORTEK INC COM                 COM  656559101         4491       227421 SH       D       6        224821            0         2600
Nortek Inc.                    COM  656559101           28         1426 SH       D       7          1426            0            0
NORTEL NETWORKS CORP - NEW     COM  656568102        10665       108103 SH       D       1        108103            0            0
NORTEL NETWORKS CORP - NEW     COM  656568102         2406        23300 SH       D       2         23300            0            0
NORTEL NETWORKS CORP - NEW     COM  656568102       107905      1030812 SH       D       3        981492            0        49320
NORTEL NETWORKS CO (HOLDING CO COM  656568102      4741132     69467150 SH       D       6      63286704            0      6180446
NORTEL NETWORKS CORP           COM  656568102       135598      1986792 SH       D       7       1940821            0        45971
NORTEL NTWRK CP                COM  656568102         2865        41414 SH       D       9         41414            0            0
NORTEL NETWORKS CORP           COM  656568102        10751       157532 SH       S       7        157532            0            0
NORTH AMERN SCIENTIFIC INC COM COM  65715D100          166         9300 SH       D       6          9300            0            0
NORTH AMERN VACCINE INC COM    COM  657201109           11         1704 SH       D       6          1704            0            0
NORTH CENTRAL BANCSHARES INC.  COM  658418108            1          138 SH       D       7           138            0            0
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NORTH FORK BANCORPORATION INC  COM  659424105         1788       118220 SH       D       7         99923            0        18297
NORTH PITTSBURGH SYS INC COM   COM  661562108         3222       218502 SH       D       6        218502            0            0
North Pittsburgh Systems Inc.  COM  661562108           32         2186 SH       D       7          2186            0            0
NORTHEAST BANCORP              COM  663904100            5          716 SH       D       7           716            0            0
NORTHEAST BANCORP RIGHTS COM   COM  664058989            0       152243 SH       D       6        152243            0            0
NORTHEAST INDIANA BANCORP      COM  664196102            5          440 SH       D       7           440            0            0
NORTHEAST OPTIC NETWORK INC CO COM  664334109        12266       199050 SH       D       6        184498            0        14552
NorthEast Optic Network Inc.   COM  664334109           96         1574 SH       D       7          1574            0            0
NORTHEAST UTILITIES COM STOCK  COM  664397106           72         2200 SH       D       2          2200            0            0
NORTHEAST UTILITIES COM STOCK  COM  664397106         4859       144078 SH       D       3        144078            0            0
NORTHEAST UTILITIES CO COM     COM  664397106        49037      2254604 SH       D       6       2241449            0        13155
NORTHEAST UTILS                COM  664397106          848        39002 SH       D       7         23281            0        15721
NE UTILITY!5                   COM  664397106         1822        83800 SH       D       9         83800            0            0
NORTHERN STS FINL CO COM       COM  665751103          562        29235 SH       D       6         29235            0            0
NORTHERN STATES FINANCIAL CORP COM  665751103            8          464 SH       D       7           464            0            0
NORTHERN STATES POWER CO (MINN COM  665772109           70         2300 SH       D       2          2300            0            0
NORTHERN STATES POWER CO (MINN COM  665772109         7812       250680 SH       D       3        235180            0        15500
NORTHERN STATES POWER CO MINN  COM  665772109        86947      4307017 SH       D       6       3989623            0       317394
Northern States Power Co.      COM  665772109         2362       117022 SH       D       7         98059            0        18963
NORTHERN STATES PWR CO MINN    COM  665772109          168         8335 SH       S       7          8335            0            0
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NORTHERN TRUST CORP COM STOCK  COM  665859104          330         3360 SH       D       2          3360            0            0
NORTHERN TRUST CORP COM STOCK  COM  665859104        28118       285112 SH       D       3        285112            0            0
NORTHERN TRUST CORP COM        COM  665859104       384091      5903421 SH       D       6       5451997            0       451424
Northern Trust Corp            COM  665859104        10589       162759 SH       D       7        132040            0        30719
NORTHERN TRUST                 COM  665859104          769        11830 SH       S       7         11830            0            0
NORTHFIELD LABS INC COM        COM  666135108         2357       144533 SH       D       6        144533            0            0
NORTHFIELD LABORATORIES INC    COM  666135108           13          820 SH       D       7           820            0            0
NORTHLAND CRANBERRIES INC CL A COM  666499108          942       243269 SH       D       6        243269            0            0
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NORTHPOINT COM COM             COM  666610100         3522       314904 SH       D       6        309025            0         5879
NORTHPOINT COMMUNICATIONS GROU COM  666610100          123        11029 SH       D       7          8000            0         3029
NORTHRIM BK ALASKA COM         COM  666764105            3          418 SH       D       6           418            0            0
NORTHROP GRUMMAN CORP COM STOC COM  666807102         4874        48600 SH       D       1         48600            0            0
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NORTHROP GRUMMAN CORP COM STOC COM  666807102        17701       175102 SH       D       3        168202            0         6900
NORTHROP CORP COM              COM  666807102       242004      3652893 SH       D       6       3316983            0       335910
NORTHROP GRUMMAN CORP          COM  666807102        11155       168379 SH       D       7        159897            0         8482
NORTHROP GRUMMAN CORP.         COM  666807102          245         3709 SH       S       7          3709            0            0
NORTHWAY FINANCIAL INC         COM  667270102            6          309 SH       D       7           309            0            0
NORTHWEST AIRLINES 'A' USD0.01 CLA  667280101           64         1400 SH       D       2          1400            0            0
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NORTHWEST AIRLINES CORP CL A   COM  667280101          751        24688 SH       D       7         21999            0         2689
NORTHWEST BANCORP INC COM      COM  667328108         1264       183924 SH       D       6        183924            0            0
Northwest Bancorp Inc.         COM  667328108           50         7284 SH       D       7          7284            0            0
NORTHWEST NATURAL GAS CO COM   COM  667655104        20664       923547 SH       D       6        894547            0        29000
Northwest Natural Gas Co.      COM  667655104           90         4052 SH       D       7          4052            0            0
NORTHWEST PIPE CO COM          COM  667746101          863        72725 SH       D       6         72725            0            0
NORTHWEST PIPE COMPANY         COM  667746101            4          337 SH       D       7           337            0            0
NORTHWEST CORP COM             COM  668074107        18377       794685 SH       D       6        773885            0        20800
NorthWestern Corp.             COM  668074107          107         4660 SH       D       7          4660            0            0
NORWOOD FINANCIAL CORP         COM  669549107            3          200 SH       D       7           200            0            0
NOVA CORP GA COM               COM  669784100        25033       896041 SH       D       6        895080            0          961
NOVA CORPORATION               COM  669784100          390        13965 SH       D       7          4323            0         9642
NOVAMED EYECARE INC COM        COM  66986W108         1592       180654 SH       D       6        180654            0            0
NOVAMED EYECARE                COM  66986W108           22         2500 SH       D       7          2500            0            0
NOVAMETRIX MEDICAL SYSTEMS     COM  669870107            2          400 SH       D       7           400            0            0
NU HORIZONS ELECTRS CORP COM   COM  669908105         2685       100859 SH       D       6        100859            0            0
HORIZONS ELECTRONICS INC       COM  669908105           18          710 SH       D       7           710            0            0
NOVADIGM INC COM               COM  669937104          363        18387 SH       D       6         18387            0            0
NOVADIGM INC                   COM  669937104           22         1145 SH       D       7          1145            0            0
NOTIFY CORP                    COM  669956104            0          200 SH       D       7           200            0            0
NUANCE CONNECTION COM          COM  669967101        12149       145826 SH       D       6        145826            0            0
NOVAVAX INC COM                COM  670002104          978       133869 SH       D       6        133869            0            0
NOVAVAX INC                    COM  670002104           20         2800 SH       D       7          2800            0            0
NOVELL INC COM STOCK US$0.10   COM  670006105           80         5760 SH       D       2          5760            0            0
NOVELL INC COM STOCK US$0.10   COM  670006105         7349       535279 SH       D       3        497779            0        37500
NOVELL INC COM STOCK US$0.10   COM  670006105          241        17254 SH       D       4         17254            0            0
NOVELL INC                     COM  670006105         1068       115482 SH       D       5        115482            0            0
NOVELL INC COM                 COM  670006105        78623      8499798 SH       D       6       7830350            0       669448
Novell Inc.                    COM  670006105         2440       263802 SH       D       7        193063            0        70739
NOVELL INC.                    COM  670006105          161        17411 SH       S       7         17411            0            0
NOVELLUS SYS INC               COM  670008101         3015        35900 SH       D       3         35900            0            0
NOVELLUS SYS INC               COM  670008101       188806      3338023 SH       D       6       3085723            0       252300
NOVELLUS SYS INC               COM  670008101         5775       102100 SH       D       7         76635            0        25465
NOVELLUS SYS INC               COM  670008101          393         6950 SH       S       7          6950            0            0
NOVEN PHARMACEUTICALS INC COM  COM  670009109         7568       251767 SH       D       6        251767            0            0
NOVO NORDISK A/S               COM  670100205         6620        78350 SH       D       7         78350            0            0
NOVOSTE CORP COM               COM  67010C100        12536       205510 SH       D       6        205510            0            0
Novoste Corp.                  COM  67010C100          167         2746 SH       D       7          2746            0            0
NU SKIN ENTERPRISES, INC       COM  67018T105         1993       346656 SH       D       6        346656            0            0
NU SKIN ENTERPRISES, INC.      COM  67018T105           69        12160 SH       D       7          3109            0         9051
NUCENTRIX BROADBAND NETWORKS C COM  670198100         2251        88307 SH       D       6         88307            0            0
NUCENTRIX BROADBAND NETWORKS   COM  670198100           17          700 SH       D       7           700            0            0
NSTAR COM                      COM  67019E107        39971       981998 SH       D       6        972601            0         9397
NSTAR                          COM  67019E107          454        11163 SH       D       7          4422            0         6741
N2H2 INC COM                   COM  67019F104          553       110600 SH       D       6        110600            0            0
N2H2 INC                       COM  67019F104            8         1700 SH       D       7          1700            0            0
NUCOR CORP COM STOCK US$0.40   COM  670346105           63         1260 SH       D       2          1260            0            0
NUCOR CORP COM STOCK US$0.40   COM  670346105         7347       136876 SH       D       3        123176            0        13700
NUCOR CORP                     COM  670346105          997        30053 SH       D       5         30053            0            0
NUCOR CORP COM                 COM  670346105       102623      3092229 SH       D       6       2865473            0       226756
NUCOR CORP                     COM  670346105         5388       162363 SH       D       7        104091            0        58272
NUCOR CORP                     COM  670346105          150         4545 SH       S       7          4545            0            0
NUEVO ENERGY CO COM            COM  670509108         8618       456623 SH       D       6        456623            0            0
Nuevo Energy Co.               COM  670509108           69         3659 SH       D       7          3659            0            0
NUMAC ENERGY COM               COM  67052A103          106        32300 SH       D       6         32300            0            0
NUMEREX CORP PA COM            COM  67053A102          710        57390 SH       D       6         57390            0            0
NUMEREX CORP - CLASS A         COM  67053A102           35         2900 SH       D       7          2900            0            0
NUMERICAL TECHNOLOGIES INC. CO COM  67053T101         7850       161452 SH       D       6        161452            0            0
NUMERICAL TECHNOLOGIES INC     COM  67053T101           75         1548 SH       D       7          1548            0            0
NUTMEG FEDL SVGS & LOAN ASSO   COM  670608108            1          210 SH       D       7           210            0            0
NVIDIA CORP COM                COM  67066G104        53530       842170 SH       D       6        834970            0         7200
NVIDIA CORPORATION             COM  67066G104          581         9150 SH       D       7          9150            0            0
NYER MEDICAL GROUP INC         COM  670711100            1          220 SH       D       7           220            0            0
NYFIX, INC CLA COM             COM  670712108        12033       286950 SH       D       6        286950            0            0
NYFIX INC                      COM  670712108           49         1183 SH       D       7          1183            0            0
O CHARLEYS INC COM             COM  670823103         3874       284340 SH       D       6        284340            0            0
O'Charley's Inc.               COM  670823103           46         3434 SH       D       7          3434            0            0
OAO TECHNOLOGY SOLUTIONS COM   COM  67082B105          250        74850 SH       D       6         74850            0            0
OGE ENERGY CORP COM            COM  670837103        38335      2072200 SH       D       6       1934130            0       138070
OGE ENERGY CORP                COM  670837103          495        26773 SH       D       7         18513            0         8260
0MA PRODUCT CORP COM           COM  670872100        20259       460445 SH       D       6        460445            0            0
OM Group Inc.                  COM  670872100          186         4234 SH       D       7          4234            0            0
OSI PHARMACEUTICALS, INC. COM  COM  671040103         8583       297913 SH       D       6        297913            0            0
OSI PHARMACEITICALS INC        COM  671040103           63         2198 SH       D       7          2198            0            0
OSI SYSTEMS INC-CO COM         COM  671044105          498        62500 SH       D       6         62500            0            0
OSI SYSTEMS INC                COM  671044105           17         2134 SH       D       7          2134            0            0
O`SULLIVAN INDUSTRIES HOLDINGS COM  67104Q205            3         6500 SH       D       6          6500            0            0
ORG SOFTWARE COM               COM  671059103         2733        95708 SH       D       6         95708            0            0
OYO GEOSPACE CORP COM          COM  671074102          863        43153 SH       D       6         43153            0            0
OYO GEOSPACE CORP              COM  671074102           22         1100 SH       D       7          1100            0            0
OAK HILL FINL INC COM          COM  671337103            3          273 SH       D       6           273            0            0
OAK HILL FINANCIAL INC.        COM  671337103            2          196 SH       D       7           196            0            0
OAK TECHNOLOGY COM             COM  671802106        10171       471706 SH       D       6        471706            0            0
OAK TECHNOLOGY INC             COM  671802106           62         2900 SH       D       7          2900            0            0
OAKLEY INC. COM                COM  673662102        14190      1233943 SH       D       6       1233943            0            0
OAKLEY INC                     COM  673662102          148        12920 SH       D       7         12920            0            0
OAKWOOD HOMES CORP COM         COM  674098108         1141       630050 SH       D       6        630050            0            0
Oakwood Homes Corp.            COM  674098108            9         4969 SH       D       7          4969            0            0
OBIE MEDIA CORPORATION         COM  674391107            1          220 SH       D       7           220            0            0
OBJECTIVE SYSTEM INTEGRATED CO COM  674424106         6418       600578 SH       D       6        600578            0            0
OBJECTIVE SYSTEMS INTEGRATOR   COM  674424106           55         5184 SH       D       7          5184            0            0
OBJECTSOFT CORPORATION         COM  674427406            0            0 SH       D       7             0            0            0
OCCIDENTAL PETROLEUM CORP COM  COM  674599105          252         7925 SH       D       1          7925            0            0
OCCIDENTAL PETROLEUM CORP COM  COM  674599105          307         9629 SH       D       2          9629            0            0
OCCIDENTAL PETROLEUM CORP COM  COM  674599105        20113       617180 SH       D       3        581180            0        36000
OCCIDENTAL PETROLEUM CORP COM  COM  674599105         1052        33000 SH       D       4         33000            0            0
OCCIDENTAL PETROLEUM CORP      COM  674599105         2686       127587 SH       D       5        127587            0            0
OCCIDENTAL PETROLEUM CORP COM  COM  674599105       237995     11299511 SH       D       6      10287902            0      1011609
Occidental Petroleum Corp      COM  674599105         6817       323685 SH       D       7        278776            0        44909
OCCIDENTAL PETROLEUM CORP.     COM  674599105          413        19623 SH       S       7         19623            0            0
OCEAN ENERGY INC COM OCEAN ENE COM  67481E106        43779      3085814 SH       D       6       3064655            0        21159
OCEAN ENERGY INC               COM  67481E106          784        55266 SH       D       7         37626            0        17640
OCEANEERING INTL INC COM       COM  675232102        11024       580241 SH       D       6        580241            0            0
Oceaneering International Inc. COM  675232102           71         3751 SH       D       7          3751            0            0
OCEANFIRST FIN`L CORP COM      COM  675234108         5568       302010 SH       D       6        298010            0         4000
Oceanfirst Financial Corp.     COM  675234108           35         1904 SH       D       7          1904            0            0
OCTEL CORP. COM                COM  675727101         1595       204278 SH       D       6        204278            0            0
OCULAR SCIENCE COM             COM  675744106         3336       283949 SH       D       6        283949            0            0
Ocular Sciences Inc.           COM  675744106           55         4764 SH       D       7          4764            0            0
OCWEN FINL CORP COM            COM  675746101         4233       761133 SH       D       6        761133            0            0
Ocwen Financial Corp.          COM  675746101           59        10741 SH       D       7         10741            0            0
ODETICS INC CL A COM           COM  676065204         1183        81640 SH       D       6         81640            0            0
ODETICS INC -CL A              COM  676065204           12          835 SH       D       7           835            0            0
ODWALLA INC                    COM  676111107            0          100 SH       D       7           100            0            0
OFFICE DEPOT                   COM  676220106           60         6442 SH       D       2          6442            0            0
OFFICE DEPOT                   COM  676220106         4171       447971 SH       D       3        419771            0        28200
OFFICE DEPOT INC COM           COM  676220106        55337      8854029 SH       D       6       8191666            0       662363
OFFICE DEPOT INC               COM  676220106         2134       341495 SH       D       7        233538            0       107957
OFFICE DEPOT                   COM  676220106          105        16811 SH       S       7         16811            0            0
OFFICE MAX COM                 COM  67622M108        13027      2605580 SH       D       6       2605580            0            0
OfficeMax Inc.                 COM  67622M108          109        21919 SH       D       7         21919            0            0
OPTICAL PAYMENTS COM           COM  676235104          112        26100 SH       D       6         26100            0            0
OFFSHORE LOGISTICS INC COM     COM  676255102         8679       603757 SH       D       6        603457            0          300
Offshore Logistics Inc.        COM  676255102           82         5714 SH       D       7          5714            0            0
OGDEN CORP COM                 COM  676346109        10365      1151707 SH       D       6       1151707            0            0
OGDEN CORP.                    COM  676346109          162        18019 SH       D       7         18019            0            0
OGLEBAY NORTON CO COM          COM  677007106          964        37830 SH       D       6         37830            0            0
OGLEBAY NORTON CO              COM  677007106           12          475 SH       D       7           475            0            0
OHIO CASUALTY CORP COM         COM  677240103        13382      1259571 SH       D       6       1259571            0            0
Ohio Casualty Corp.            COM  677240103          134        12698 SH       D       7         12698            0            0
OHIO VY BANC CORP COM          COM  677719106          700        26947 SH       D       6         26947            0            0
OHIO VALLEY BANC CORP          COM  677719106            8          326 SH       D       7           326            0            0
LUKOIL ADR                     ADR  677862104         8925       115120 SH       D       3        115120            0            0
LUKOIL HLDGS ADR               COM  677862104        15621       302492 SH       D       6        302492            0            0
OIL DRI CORP AMER COM          COM  677864100           87         9700 SH       D       6          9700            0            0
OIL DRI AMER                   COM  677864100            2          266 SH       D       7           266            0            0
OLD DOMINION COM               COM  679580100          443        45537 SH       D       6         45537            0            0
OLD DOMINION FREIGHT LINE      COM  679580100            4          506 SH       D       7           506            0            0
OLD GUARD GROUP INC COM        COM  679783100           40         3500 SH       D       6          3500            0            0
OLD GUARD GROUP INC            COM  679783100            3          300 SH       D       7           300            0            0
OLD KENT FINANCIAL CORP USD1   COM  679833103           80         1995 SH       D       2          1995            0            0
OLD KENT FINANCIAL CORP USD1   COM  679833103         7430       174557 SH       D       3        174557            0            0
OLD KENT FINANCIAL CORP COM    COM  679833103        98198      3670287 SH       D       6       3377685            0       292601
Old Kent Financial Corp        COM  679833103         2770       103575 SH       D       7         88506            0        15068
OLD KENT FINANCIAL CORP        COM  679833103          195         7301 SH       S       7          7301            0            0
OLD NATL BANCORP IND COM       COM  680033107        31023      1058385 SH       D       6       1052252            0         6133
OLD NATIONAL BANCORP           COM  680033107          291         9941 SH       D       7          4066            0         5875
OLD REPUBLIC INT.              COM  680223104           47         1900 SH       D       2          1900            0            0
OLD REPUBLIC INT.              COM  680223104         3877       142708 SH       D       3        125308            0        17400
OLD REPUBLIC INTL CORP COM     COM  680223104        43651      2645520 SH       D       6       2564496            0        81024
OLD REPUBLIC INTL CORP         COM  680223104          553        33543 SH       D       7         20848            0        12695
OLD SECOND BANCORP INC ILL COM COM  680277100         1323        62487 SH       D       6         62487            0            0
OLD SECOND BANCORP INC         COM  680277100            4          224 SH       D       7           224            0            0
OLIN CORP COM NEW              COM  680665205        18878      1144152 SH       D       6       1128752            0        15400
OLIN CORP                      COM  680665205          160         9725 SH       D       7          9725            0            0
OLYMPIC STEEL COM              COM  68162K106            1          557 SH       D       6           557            0            0
OLYMPIC STEEL INC              COM  68162K106            1          394 SH       D       7           394            0            0
OMNICARE INC COM               COM  681904108        18115      1998950 SH       D       6       1998950            0            0
OMNICARE INC                   COM  681904108          209        23109 SH       D       7          9413            0        13696
OMNICARE                       CVB  681904AD0         1377      2015000 SH       D       9       2015000            0            0
OMNICOM GROUP INC              COM  681919106           12          140 SH       D       1             0          140            0
OMNICOM GROUP INC COM STOCK US COM  681919106          355         2640 SH       D       2          2640            0            0
OMNICOM GROUP INC COM STOCK US COM  681919106        35465       262132 SH       D       3        262132            0            0
OMNICOM GROUP                  COM  681919106         5503        61795 SH       D       5         61795            0            0
OMNICOM GROUP                  COM  681919106       406325      4562246 SH       D       6       4218255            0       343991
Omnicom Group Inc              COM  681919106        12526       140651 SH       D       7        102397            0        38254
OMNICOM GROUP                  COM  681919106           23          269 SH       D       9           269            0            0
OMNICOM GROUP                  COM  681919106          841         9454 SH       S       7          9454            0            0
OMNICOM4QCB07US                CVB  681919AE6        21262      7520000 SH       D       1       7520000            0            0
OMEGA HEALTHCARE COM           COM  681936100         1251       278072 SH       D       6        278072            0            0
Omega Healthcare Investors Inc COM  681936100            9         2214 SH       D       7          2214            0            0
1-800 CONTACTS INC COM         COM  681977104         1628        34653 SH       D       6         34653            0            0
1-800 CONTACTS, INC            COM  681977104           18          387 SH       D       7           387            0            0
OMEGA FINL CORP COM            COM  682092101         3943       156166 SH       D       6        156166            0            0
Omega Financial Corp.          COM  682092101           37         1471 SH       D       7          1471            0            0
OMEGA WORLDWIDE COM 4/23/98 CO COM  68210B108            2          748 SH       D       6           748            0            0
OMEGA WORLDWIDES INC           COM  68210B108            1          548 SH       D       7           548            0            0
OMEGA RESEARCH COM             COM  68211E101          637       212401 SH       D       6        212401            0            0
OMNOVA SOLUTIONS INC COM       COM  682129101         3366       538684 SH       D       6        538684            0            0
Omnova Solutions               COM  682129101           48         7753 SH       D       7          7753            0            0
OMNI NUTRACEUTICALS COM        COM  68212M102          851       223414 SH       D       6        223414            0            0
ON ASSIGNMENT INC COM          COM  682159108        10860       356074 SH       D       6        356074            0            0
On Assignment Inc.             COM  682159108          131         4324 SH       D       7          4324            0            0
ON ASSNMNT                     COM  682159108          829        27200 SH       D       9         27200            0            0
ON COMMAND CORP COM            COM  682160106         4781       335515 SH       D       6        318715            0        16800
On Command Corp.               COM  682160106           48         3406 SH       D       7          3406            0            0
ONDISPLAYINC COM               COM  68232L100         6065        74483 SH       D       6         74483            0            0
ONDISPLAY INC                  COM  68232L100          146         1800 SH       D       7          1800            0            0
ONE LIBERTY PROPERTIES INC     COM  682406103           18         1700 SH       D       6          1700            0            0
ONE LIBERTY PROPERTIES INC     COM  682406103            2          200 SH       D       7           200            0            0
ONE VY BANCORP WEST VA INC COM COM  682419106        23224       743195 SH       D       6        741695            0         1500
One Valley Bancorp Inc.        COM  682419106          214         6850 SH       D       7          6850            0            0
ONE VLY BNCP!0.                COM  682419106         7190       230100 SH       D       9        230100            0            0
1 800 FLOWERS COM              COM  68243Q106           25         5000 SH       D       6          5000            0            0
ONEIDA LTD COM                 COM  682505102         6085       342825 SH       D       6        342825            0            0
Oneida Ltd.                    COM  682505102           70         3985 SH       D       7          3985            0            0
ONEMAIN.COM COM                COM  68267P109         4066       361427 SH       D       6        361427            0            0
OneMain.com Inc.               COM  68267P109           22         2015 SH       D       7          2015            0            0
ONEOK INC                      COM  682680103          321         7875 SH       D       3          7875            0            0
ONEOK INC (NEW) COM            COM  682680103        39233      1512616 SH       D       6       1395457            0       117159
Oneok, Inc.                    COM  682680103          514        19829 SH       D       7         19376            0          453
ONEOK INC                      COM  682680103           40         1545 SH       S       7          1545            0            0
ONESOURCE INFORMATION SVC COM  COM  68272J106          320        42670 SH       D       6         42670            0            0
ONESOURCE INFORMATION SERVICES COM  68272J106            7         1000 SH       D       7          1000            0            0
ONLINE TRADING INC COM INC COM COM  68273D108          125        24400 SH       D       6         24400            0            0
ONLINETRADING                  COM  68273D108            4          900 SH       D       7           900            0            0
ONI SYSTEM CORP COM            COM  68273F103        11002        93874 SH       D       6         93874            0            0
ONI SYSTEMS CORP.              COM  68273F103           52          447 SH       D       7           447            0            0
ONLINE RES & COMMUNICATIONS CO COM  68273G101          711       110585 SH       D       6        110585            0            0
ONLINE RESOURCES & COMM CORP   COM  68273G101            4          700 SH       D       7           700            0            0
ONTRACK DATA INTL IN COM       COM  683372106          416        53328 SH       D       6         53328            0            0
ONTRACK DATA INTENATIONAL      COM  683372106           14         1800 SH       D       7          1800            0            0
ON2 COM INC COM                COM  68338A107         1686       329000 SH       D       6        329000            0            0
ON2.COM INC                    COM  68338A107           10         2100 SH       D       7          2100            0            0
ONVIA COM INC COM              COM  68338T106         1820       211115 SH       D       6        211115            0            0
ONYX PHARMACEUTICALS COM       COM  683399109         1399       113131 SH       D       6        113131            0            0
ONYX SOFTWARE CORP COM         COM  683402101         9188       309507 SH       D       6        309507            0            0
ONYX SOFTWARE CORP             COM  683402101          145         4908 SH       D       7          4908            0            0
OPEN MKT INC COM               COM  68370M100         8803       637389 SH       D       6        622689            0        14700
Open Market Inc.               COM  68370M100          101         7326 SH       D       7          7326            0            0
OPINION RESEARCH CORP          COM  683755102            1          200 SH       D       7           200            0            0
OPTICAL CABLE CORP COM         COM  683827109         2168        71671 SH       D       6         71671            0            0
Optical Cable Corp.            COM  683827109           73         2416 SH       D       7          2416            0            0
OPTIC SOFTWARE INC COM         COM  68389J106          272        45600 SH       D       6         45600            0            0
ORACLE SYSTEMS CORP COM STOCK  COM  68389X105        45887       474623 SH       D       1        456684        17939            0
ORACLE SYSTEMS CORP COM STOCK  COM  68389X105        10835        85142 SH       D       2         85142            0            0
ORACLE SYSTEMS CORP COM STOCK  COM  68389X105       588779      4788918 SH       D       3       4579144            0       209774
ORACLE SYSTEMS CORP COM STOCK  COM  68389X105        13814       108550 SH       D       4        108550            0            0
ORACLE CORPORATION             COM  68389X105        82758       984515 SH       D       5        984515            0            0
ORACLE CORP COM                COM  68389X105      6318146     75160118 SH       D       6      68911491            0      6248627
ORACLE CORP                    COM  68389X105       200033      2379771 SH       D       7       1897471            0       482300
ORCL.O                         COM  68389X105         4781        57390 SH       D       9         57390            0            0
ORACLE CORP.                   COM  68389X105        12690       150966 SH       S       7        150966            0            0
OPTION CARE COM                COM  683948103          272        54460 SH       D       6         54460            0            0
OPTI INC                       COM  683960108            3          683 SH       D       7           683            0            0
OPTIKA INC COM                 COM  683973101          366        61020 SH       D       6         61020            0            0
OPTIKA IMAGING SYSTEMS         COM  683973101           13         2200 SH       D       7          2200            0            0
OPUS 360 CORP                  COM  68400F109         1469       398558 SH       D       6        398558            0            0
OPUS360 CORPORATION            COM  68400F109           10         2786 SH       D       7          2786            0            0
OPUS 360 CORP RTS COM          COM  68400F992            0            0 SH       D       6             0            0            0
ORAPHAZMA INC COM              COM  68554E106          656        65612 SH       D       6         65612            0            0
ORAPHARMA INC                  COM  68554E106            1          100 SH       D       7           100            0            0
ORACTEC INTERVENTIONS INC. COM COM  68554M108         5262       157681 SH       D       6        157681            0            0
ORATEC INTERVENTIONS INC       COM  68554M108           47         1431 SH       D       7          1431            0            0
ORBITAL SCIENCES CORP COM      COM  685564106         9226       757031 SH       D       6        757031            0            0
Orbital Sciences Corp.         COM  685564106           92         7594 SH       D       7          7594            0            0
ORCHID BIOSCIENCES INC COM     COM  68571P100         6821       179650 SH       D       6        179650            0            0
ORGANOGENESIS INC COM          COM  685906109         8956       783073 SH       D       6        783073            0            0
Organogenesis Inc.             COM  685906109           86         7595 SH       D       7          7595            0            0
OREGON TRAIL FINANCIAL CORP    COM  685932105            2          200 SH       D       7           200            0            0
OREGON STL MLS INC        COM  COM  686079104          637       329238 SH       D       6        329238            0            0
Oregon Steel Mills Inc.        COM  686079104            5         2629 SH       D       7          2629            0            0
O REILLY AUTOMOTIVE COM        COM  686091109         9618       693252 SH       D       6        693252            0            0
O'Reilly Automotive Inc.       COM  686091109          112         8088 SH       D       7          8088            0            0
ORGANIC INC COM                COM  68617E101          469        48204 SH       D       6         48204            0            0
ORGANIC INC                    COM  68617E101           53         5436 SH       D       7          5436            0            0
ORIENTAL FINL GROUP COM        COM  68618W100          945        65506 SH       D       6         65506            0            0
Oriental Financial Group Inc.  COM  68618W100           16         1137 SH       D       7          1137            0            0
ORIX 0.375CB05                 CVB  686330AA9        90520     62000000 SH       D       1      62000000            0            0
ORIX 0.375CB05                 CVB  686330AA9        52560     36000000 SH       D       9      36000000            0            0
OROAMERICA INC                 COM  687027102            1          284 SH       D       7           284            0            0
ORPHAN MEDICAL INC COM         COM  687303107          800        82640 SH       D       6         82640            0            0
ORTEC INERNATIONAL INC         COM  68749B108           17         1863 SH       D       7          1863            0            0
ORTHO TRONICS DEV LTD COM      COM  68750J107         4683       948474 SH       D       6        948474            0            0
ORTHOLOGIC CORP                COM  68750J107           10         2133 SH       D       7          2133            0            0
ORTHODONTIC CTRS AME COM       COM  68750P103        19399       857435 SH       D       6        857435            0            0
Orthodontic Centers America    COM  68750P103          186         8260 SH       D       7          8260            0            0
ORTHALLIANCE INC - COM COM     COM  687913103          757       126176 SH       D       6        126176            0            0
ORTHALLIANCE INC               COM  687913103            9         1581 SH       D       7          1581            0            0
OSHKOSH B GOSH INC CL A COM    COM  688222207         7398       451840 SH       D       6        451840            0            0
Oshkosh B'Gosh Inc.            COM  688222207           38         2330 SH       D       7          2330            0            0
OSHKOSH TRUCK CORP CL B COM    COM  688239201         8286       231787 SH       D       6        231787            0            0
Oshkosh Truck Corp.            COM  688239201          112         3159 SH       D       7          3159            0            0
OSICOM TECHNOLOGIES INC COM    COM  688271501        16627       196481 SH       D       6        184809            0        11672
OSICOM TECHNOLOGIES INC        COM  688271501          162         1921 SH       D       7          1921            0            0
OSMONICS INC COM               COM  688350107         1266       136932 SH       D       6        136932            0            0
OSMONICS INC                   COM  688350107            4          516 SH       D       7           516            0            0
OSTEOTECH INC COM              COM  688582105         2233       212726 SH       D       6        212726            0            0
Osteotech Inc                  COM  688582105           42         4049 SH       D       7          4049            0            0
OTTAWA FINL COM                COM  689389104         1275        75001 SH       D       6         75001            0            0
OTTAWA FINANCIAL CORP          COM  689389104           11          685 SH       D       7           685            0            0
OTTER TAIL POWER CO COM        COM  689648103         9784       465907 SH       D       6        465907            0            0
Otter Tail Power Co.           COM  689648103           79         3796 SH       D       7          3796            0            0
OUTBACK STKHSE!                COM  689899102        12457       425900 SH       D       1        425900            0            0
OUTBACK STEAKHOUSE INC COM     COM  689899102        32493      1110876 SH       D       6       1105725            0         5151
OUTBACK STEAKHOUSE INC         COM  689899102          898        30713 SH       D       7         17422            0        13291
OUTBACK STKHSE!                COM  689899102          213         7300 SH       D       9          7300            0            0
OVERLAND DATA INC COM          COM  690213103         1207        87063 SH       D       6         87063            0            0
OVERLAND DATA INC              COM  690213103            6          451 SH       D       7           451            0            0
OVERSEAS SHIPHOLDING GROUP INC COM  690368105        16580       673304 SH       D       6        673304            0            0
Overseas Shipholding Group Inc COM  690368105          123         5001 SH       D       7          5001            0            0
OWENS & MINOR INC COM          COM  690732102        20371      1185258 SH       D       6       1182958            0         2300
Owens & Minor Inc.             COM  690732102          132         7699 SH       D       7          7699            0            0
OWENS-CORNING FIBERGLASS CORP  COM  69073F103         1148        77963 SH       D       3         77963            0            0
OWENS CORNING                  COM  69073F103          172        18640 SH       D       5         18640            0            0
OWENS CORNING COM              COM  69073F103        13442      1453256 SH       D       6       1346075            0       107181
Owens-Corning Corporation      COM  69073F103          325        35184 SH       D       7         28863            0         6321
OWENS CORNING                  COM  69073F103           27         2965 SH       S       7          2965            0            0
OWENS ILLINOIS                 COM  690768403           42         2400 SH       D       2          2400            0            0
OWENS ILLINOIS                 COM  690768403         4280       231023 SH       D       3        231023            0            0
OWENS-ILLINOIS INC             COM  690768403          622        53262 SH       D       5         53262            0            0
OWENS ILL INC COM              COM  690768403        46318      3963096 SH       D       6       3667014            0       296082
Owens-Illinois Inc             COM  690768403         1360       116407 SH       D       7         98136            0        18271
OWENS ILLINOIS                 COM  690768403           91         7802 SH       S       7          7802            0            0
OXFORD HEALTH PLANS INC COM ST COM  691471106           43         1200 SH       D       2          1200            0            0
OXFORD HEALTH PLANS INC COM ST COM  691471106         3237        88745 SH       D       3         88745            0            0
OXFORD HEALTH COM              COM  691471106        35337      1484008 SH       D       6       1484008            0            0
OXFORD HEALTH PLANS, INC       COM  691471106          990        41611 SH       D       7         25105            0        16506
OXFORD INDUSTRIES INC COM      COM  691497309         1741        96747 SH       D       6         96747            0            0
Oxford Industries Inc.         COM  691497309           39         2219 SH       D       7          2219            0            0
OXIGENE INC COM                COM  691828107         1200       120001 SH       D       6        120001            0            0
P&F INDUSTRIES -CL A           COM  692830508            1          200 SH       D       7           200            0            0
PAB BANKSHARES INC COM         COM  69313P101            4          400 SH       D       6           400            0            0
PAB BANKSHARES INC             COM  69313P101            4          471 SH       D       7           471            0            0
P A M TRANSN SVCS INC COM      COM  693149106          412        43451 SH       D       6         43451            0            0
P.A.M. TRANSPORTATION SVCS     COM  693149106            6          673 SH       D       7           673            0            0
PBOC HLDGS INC - COM COM       COM  69316G108         1415       166501 SH       D       6        166501            0            0
PC CONNECTION COM              COM  69318J100        17439       305956 SH       D       6        305956            0            0
PC Connection Inc.             COM  69318J100          145         2561 SH       D       7          2561            0            0
PCD INC COM                    COM  69318P106            2          353 SH       D       6           353            0            0
PCD INC                        COM  69318P106           18         2410 SH       D       7          2410            0            0
PC HOLDINGS SA - ADR           ADR  693200107         1331        48142 SH       D       3         48142            0            0
PC-TEL INC COM                 COM  69325Q105         6272       165070 SH       D       6        165070            0            0
PC-TEL INC                     COM  69325Q105           34          900 SH       D       7           900            0            0
P-COM INC COM                  COM  693262107        11130      1956975 SH       D       6       1955075            0         1900
P-COM Inc.                     COM  693262107           78        13885 SH       D       7         13885            0            0
PECO ENERGY CO COM STOCK NPV   COM  693304107          164         2690 SH       D       2          2690            0            0
PECO ENERGY CO COM STOCK NPV   COM  693304107        18222       284558 SH       D       3        263058            0        21500
PECO ENERGY CO COM STOCK NPV   COM  693304107          707        11600 SH       D       4         11600            0            0
PECO ENERGY CO                 COM  693304107         2540        63018 SH       D       5         63018            0            0
PECO ENERGY COM                COM  693304107       187562      4652718 SH       D       6       4309213            0       343505
PECO Energy Company            COM  693304107         4891       121340 SH       D       7         99052            0        22288
PECO ENERGY COMPANY            COM  693304107          363         9029 SH       S       7          9029            0            0
PG & E COM STOCK US$0.01       COM  69331C108         4182       112200 SH       D       1        112200            0            0
PG & E COM STOCK US$0.01       COM  69331C108         1443        38720 SH       D       2         38720            0            0
PG & E COM STOCK US$0.01       COM  69331C108        31096       802180 SH       D       3        771980            0        30200
P G & E CORPORATION            COM  69331C108         3304       134171 SH       D       5        134171            0            0
PACIFIC GAS & ELEC COM         COM  69331C108       372771     15137946 SH       D       6      13812309            0      1325637
PG+E CORP                      COM  69331C108        13260       538491 SH       D       7        491499            0        46992
P G & E CORPORATION            COM  69331C108          504        20496 SH       S       7         20496            0            0
PFF BANCORP INC COM            COM  69331W104         4157       227834 SH       D       6        227834            0            0
PFF Bancorp Inc.               COM  69331W104           45         2485 SH       D       7          2485            0            0
PE CORP - PE BIOSYSTEMS GROUP  COM  69332S102          578         5800 SH       D       1          5800            0            0
PE CORP - PE BIOSYSTEMS GROUP  COM  69332S102          460         4620 SH       D       2          4620            0            0
PE CORP - PE BIOSYSTEMS GROUP  COM  69332S102        31710       319377 SH       D       3        310577            0         8800
PE CORP - PE BIOSYSTEMS GROUP  COM  69332S102          478         4800 SH       D       4          4800            0            0
PE CORP-PE BIOSYSTEMS GROUP    COM  69332S102         4731        71825 SH       D       5         71825            0            0
PE CORPORATION COM             COM  69332S102       363517      5518292 SH       D       6       5081352            0       436940
PE CORP                        COM  69332S102        11547       175298 SH       D       7        130399            0        44899
PE CORP-PE BIOSYSTEMS GROUP    COM  69332S102          729        11070 SH       S       7         11070            0            0
PE CORP - CELERA GENOMICS GROU COM  69332S201          297         2100 SH       D       1          2100            0            0
PE CORP - CELERA GENOMICS GROU COM  69332S201          198         1400 SH       D       2          1400            0            0
PE CORP - CELERA GENOMICS GROU COM  69332S201         9112        61164 SH       D       3         61164            0            0
PE CORP-CELERA GENOMICS GRP    COM  69332S201         1677        17936 SH       D       5         17936            0            0
PE CORPORATION COM             COM  69332S201        88534       946896 SH       D       6        926496            0        20400
PE CORP                        COM  69332S201         1456        15576 SH       D       7         15576            0            0
PF CHANGS CHINA BISTRO INC COM COM  69333Y108         6026       188699 SH       D       6        188699            0            0
P.F. Chang's China Bistro Inc. COM  69333Y108           45         1410 SH       D       7          1410            0            0
PHP HEALTHCARE CORP COM        COM  693344103            0         6867 SH       D       6          6867            0            0
PHS BANCORP INC                COM  693347106            3          400 SH       D       7           400            0            0
PICO HOLDINGS INC. COM         COM  693366205         2787       198210 SH       D       6        198210            0            0
PICO Holdings Inc.             COM  693366205           45         3222 SH       D       7          3222            0            0
PLX TECHNOLOGY INC COM         COM  693417107        10451       251842 SH       D       6        251842            0            0
PLX Technology Inc             COM  693417107          165         3998 SH       D       7          3998            0            0
PMA CAPITAL CORP COM           COM  693419202         2980       156859 SH       D       6        156859            0            0
PMA Capital Corp.              COM  693419202           52         2737 SH       D       7          2737            0            0
PLM INTERNATIONAL INC          COM  69341L205           12         1800 SH       D       7          1800            0            0
PMC CAPITAL COM                COM  693430100         1220       125142 SH       D       6        125142            0            0
PMC CAPITAL INC                COM  693430100            4          500 SH       D       7           500            0            0
PMC - SIERRA INC USD0.001      COM  69344F106         2152         8000 SH       D       1          8000            0            0
PMC - SIERRA INC USD0.001      COM  69344F106          484         1800 SH       D       2          1800            0            0
PMC - SIERRA INC USD0.001      COM  69344F106         2461         9100 SH       D       3          9100            0            0
PMC-SIERRA INC COM             COM  69344F106       385291      2168364 SH       D       6       2143464            0        24900
PMC SIERRA INC                 COM  69344F106        13284        74778 SH       D       7         45600            0        29178
PMI GROUP INC                  COM  69344M101         1208        16800 SH       D       1         16800            0            0
PMI GROUP INC                  COM  69344M101          302         4200 SH       D       2          4200            0            0
PMI GROUP INC                  COM  69344M101         5335        69070 SH       D       3         58420            0        10650
PMI GROUP COM                  COM  69344M101        90991      1915600 SH       D       6       1763618            0       151982
PMI GROUP INC                  COM  69344M101         3479        73250 SH       D       7         70032            0         3218
PMR CORPORATION                COM  693451106            0          312 SH       D       7           312            0            0
PNC FINANCIAL SERVICES GROUP U COM  693475105         2446        34478 SH       D       1         34478            0            0
PNC FINANCIAL SERVICES GROUP U COM  693475105         1070        15080 SH       D       2         15080            0            0
PNC FINANCIAL SERVICES GROUP U COM  693475105        36259       484302 SH       D       3        456902            0        27400
PNC FINANCIAL SERVICES GROUP U COM  693475105         1050        14800 SH       D       4         14800            0            0
PNC FINANCIAL SERVICES GROUP   COM  693475105         4765       101657 SH       D       5        101657            0            0
PNC FINANCIAL SERVICES GROUP   COM  693475105       460917      9832898 SH       D       6       8927161            0       905737
PNC FINL SVCS GROUP INC        COM  693475105        15637       333590 SH       D       7        297877            0        35713
PNC FINANCIAL SERVICES GROUP   COM  693475105          724        15464 SH       S       7         15464            0            0
PPG INDUSTRIES INC COM STOCK U COM  693506107          192         2870 SH       D       2          2870            0            0
PPG INDUSTRIES INC COM STOCK U COM  693506107        19547       285742 SH       D       3        265042            0        20700
PPG INDUSTRIES INC COM STOCK U COM  693506107         1180        17600 SH       D       4         17600            0            0
PPG INDUSTRIES INC             COM  693506107         2695        60827 SH       D       5         60827            0            0
PPG IND INC COM                COM  693506107       212878      4804022 SH       D       6       4444168            0       359854
PPG Industries Inc.            COM  693506107         6226       140507 SH       D       7        119235            0        21272
PPG INDUSTRIES, INC.           COM  693506107          411         9283 SH       S       7          9283            0            0
PPT VISION INC. COM            COM  693519100            3          608 SH       D       6           608            0            0
PPT VISION INC                 COM  693519100            1          200 SH       D       7           200            0            0
PPL CORPORATION ORDINARY USD 0 COM  69351T106           76         2300 SH       D       2          2300            0            0
PPL CORPORATION ORDINARY USD 0 COM  69351T106         8491       243523 SH       D       3        223023            0        20500
PPL CORPORATION                COM  69351T106         1098        50073 SH       D       5         50073            0            0
PPL CORP COM                   COM  69351T106       100060      4561157 SH       D       6       4054713            0       506444
PPL CORP                       COM  69351T106         3572       162845 SH       D       7        145380            0        17465
PPL CORPORATION                COM  69351T106          168         7663 SH       S       7          7663            0            0
PRI AUTOMATION INC COM         COM  69357H106        33609       513985 SH       D       6        511285            0         2700
PRI Automation Inc.            COM  69357H106          254         3892 SH       D       7          3892            0            0
PRWW LTD. COM                  COM  693591109          584        42100 SH       D       6         42100            0            0
PRWW LTD.                      COM  693591109           12          900 SH       D       7           900            0            0
PUBLIC STORAGE PPTYS COM       COM  69360J107        10201       425056 SH       D       6        420856            0         4200
PS Business Pks. Inc.          COM  69360J107          105         4416 SH       D       7          4416            0            0
PSC INC. COM                   COM  69361E107           29         3600 SH       D       6          3600            0            0
PVF CAPITAL CORP               COM  693654105            2          220 SH       D       7           220            0            0
PSS WORLD MEDICAL INC COM      COM  69366A100        12934      1925080 SH       D       6       1925080            0            0
PSS World Medical Inc.         COM  69366A100           78        11729 SH       D       7         11729            0            0
PTEK HOLDINGS COM              COM  69366M104         2323       714943 SH       D       6        714943            0            0
PTEK Holdings Inc.             COM  69366M104           37        11596 SH       D       7         11596            0            0
PACCAR INC COM STOCK US$12     COM  693718108           96         1600 SH       D       2          1600            0            0
PACCAR INC COM STOCK US$12     COM  693718108         7161       114026 SH       D       3        114026            0            0
PACCAR INC COM                 COM  693718108        82376      2075637 SH       D       6       1921642            0       153995
Paccar, Inc.                   COM  693718108         4574       115256 SH       D       7         49602            0        65654
PACCAR INC                     COM  693718108          160         4046 SH       S       7          4046            0            0
PAC WEST TELCOMM NOV 99 TELECO COM  69371Y101         3999       199991 SH       D       6        199991            0            0
PAC-WEST TELECOMM              COM  69371Y101           38         1900 SH       D       7          1900            0            0
PACIFIC CAPITAL BANCORP COM    COM  69404P101         8034       320585 SH       D       6        320585            0            0
Pacific Capital Bancorp        COM  69404P101          113         4519 SH       D       7          4519            0            0
PACIFIC CENTURY FINANCIAL CORP COM  694058108           28         1300 SH       D       2          1300            0            0
PACIFIC CENTURY FINANCIAL CORP COM  694058108         1979        83344 SH       D       3         83344            0            0
PACIFIC CENTURY FINANCIAL COM  COM  694058108        24530      1677281 SH       D       6       1638144            0        39137
PACIFIC CENTURY FINANCIAL CORP COM  694058108          236        16205 SH       D       7          7777            0         8428
PACIFIC CHEMICAL INC           COM  69406F101            0         1100 SH       D       6          1100            0            0
PACIFIC GATEWAY EXCHANGE COMMO COM  694327107          831       244205 SH       D       6        244205            0            0
Pacific Gateway Exchange Inc.  COM  694327107            9         2762 SH       D       7          2762            0            0
PACIFIC GULF COM               COM  694396102        11457       457153 SH       D       6        453853            0         3300
Pacific Gulf Properties Inc.   COM  694396102          127         5095 SH       D       7          5095            0            0
PAC SUNWEAR CA COM             COM  694873100         9841       524890 SH       D       6        524890            0            0
Pacific Sunwear CA Inc.        COM  694873100          101         5430 SH       D       7          5430            0            0
PACIFIC SUNWRE                 COM  694873100            0           50 SH       D       9            50            0            0
PACIFICARE HEALTH SYSTEMS USD0 COM  695112102          753         8272 SH       D       1          8272            0            0
PACIFICARE HEALTH SYSTEMS USD0 COM  695112102          200         2200 SH       D       2          2200            0            0
PACIFICARE HEALTH SYSTEMS USD0 COM  695112102         6778        72062 SH       D       3         72062            0            0
PACIFICARE HEALTH SYSTEMS      COM  695112102          925        15374 SH       D       5         15374            0            0
PACIFICARE HEALTH SYSTEMS CL A COM  695112102        86259      1433174 SH       D       6       1377037            0        56137
PACIFICARE HEALTH SYSTEMS      COM  695112102         4393        73065 SH       D       7         68923            0         4142
PACKAGED ICE INC COM           COM  695148106          857       207771 SH       D       6        207771            0            0
PACKAGING CORP AMER COM        COM  695156109         7072       698560 SH       D       6        698560            0            0
PACKAGING CORP OF AMERICA      COM  695156109           54         5350 SH       D       7          5350            0            0
PACKARD BIOSCIENCE COMPANY COM COM  695172205         5685       334420 SH       D       6        334420            0            0
PACKETEER INC COM              COM  695210104         6396       219607 SH       D       6        212301            0         7306
PACKETEER INC                  COM  695210104           40         1400 SH       D       7          1400            0            0
PACTIV COPORATION ORD USD 0.01 COM  695257105          602        46300 SH       D       3         46300            0            0
PACTV COM                      COM  695257105        37306      4737368 SH       D       6       4408485            0       328883
Pactiv Corp                    COM  695257105          948       120467 SH       D       7         97525            0        22942
PACTIV CORPORATION             COM  695257105           70         8962 SH       S       7          8962            0            0
PAGING NETWORK INC. COM        COM  695542100          272       379047 SH       D       6        379047            0            0
Paging Network Inc.            COM  695542100            7        10160 SH       D       7         10160            0            0
PAINE WEBBER GROUP INC COM STO COM  695629105          144         2100 SH       D       2          2100            0            0
PAINE WEBBER GROUP INC COM STO COM  695629105        13863       195067 SH       D       3        195067            0            0
PAINE WEBBER GROUP INC         COM  695629105         2303        50616 SH       D       5         50616            0            0
PAINE WEBBER GROUP INC COM     COM  695629105       178944      3932848 SH       D       6       3639267            0       293581
Paine Webber Group Inc         COM  695629105         7900       173640 SH       D       7         83321            0        90319
PAINE WEBBER GROUP, INC.       COM  695629105          353         7760 SH       S       7          7760            0            0
PARIGAIN TECH!.                COM  695934109         6058       177200 SH       D       1        177200            0            0
PARIGAIN TECH!.                COM  695934109         3049        89200 SH       D       9         89200            0            0
MEDICAL IMAGING SYSTEMS        COM  696077304           12         1800 SH       D       7          1800            0            0
PALL CORP COM STOCK US$0.10    COM  696429307           58         2100 SH       D       2          2100            0            0
PALL CORP COM STOCK US$0.10    COM  696429307         5551       198736 SH       D       3        181936            0        16800
PALL CORP COM                  COM  696429307        63529      3434002 SH       D       6       3182347            0       251655
Pall Corp.                     COM  696429307         1810        97854 SH       D       7         82830            0        15024
PALL CORP                      COM  696429307          122         6595 SH       S       7          6595            0            0
PALM HARBOR HOMES COM          COM  696639103         4522       311883 SH       D       6        311883            0            0
Palm Harbor Homes Inc.         COM  696639103           74         5122 SH       D       7          5122            0            0
PALM INC COM                   COM  696642107          996        29865 SH       D       6         29865            0            0
PALM INC.                      COM  696642107           58         1755 SH       D       7          1755            0            0
PAMRAPO BANCORP INC            COM  697738102            2          127 SH       D       7           127            0            0
PANAMSAT CORP. COM             COM  697933109        11338       259540 SH       D       6        258053            0         1487
PANAMSAT CORP                  COM  697933109          489        11215 SH       D       7          4854            0         6361
PAN PACIFIC RETAIL PPTYS COM   COM  69806L104         5583       277445 SH       D       6        276445            0         1000
Pan Pacific Retail Properties  COM  69806L104           90         4508 SH       D       7          4508            0            0
PANERA BREAD CO COM            COM  69840W108           95         9440 SH       D       6          9440            0            0
PANERA BREAD COMPANY           COM  69840W108            5          538 SH       D       7           538            0            0
PANJA INC COM                  COM  698493103          967        78945 SH       D       6         78945            0            0
PANTRY INC COM                 COM  698657103          870        94108 SH       D       6         94108            0            0
PANTRY INC                     COM  698657103           12         1400 SH       D       7          1400            0            0
PAPA JOHNS INTL INC COM        COM  698813102        15380       627770 SH       D       6        627770            0            0
Papa Johns International Inc.  COM  698813102          105         4286 SH       D       7          4286            0            0
PAR TECHNOLOGY CORP COM        COM  698884103            8         2000 SH       D       6          2000            0            0
PARACELSUS HEALTHCARE CORP COM COM  698891108            2        49475 SH       D       6         49475            0            0
PARADIGM GENETICS INC COM      COM  69900R106          958        78670 SH       D       6         78670            0            0
PARADISE HOLDINGS INC          COM  699062105            0         1300 SH       D       6          1300            0            0
PARADYNE NETWORK COM           COM  69911G107         4769       146457 SH       D       6        146457            0            0
PARADYNE NETWORKS              COM  69911G107           55         1700 SH       D       7          1700            0            0
PARAGON TRADE BRANDS           COM  69912K115            0           27 SH       D       7            27            0            0
PARAGON TRADE BRANDS INC       COM  69912K206            0            1 SH       D       6             1            0            0
PARAGON TRADE BRANDS (NEW)     COM  69912K206            0            0 SH       D       7             0            0            0
PARAGON TRADE BRANDS INC ESCRO RT   69912K990            0        10776 SH       D       6         10776            0            0
PARAGON TECHNOLOGIES, INC.     COM  69912T108           32         4300 SH       D       7          4300            0            0
PARAMETRIC TECHNOLOGY CORP COM COM  699173100           95         5760 SH       D       2          5760            0            0
PARAMETRIC TECHNOLOGY CORP COM COM  699173100         7658       457962 SH       D       3        433562            0        24400
PARAMETRIC TECHNOLOGY CORP     COM  699173100         1047        95262 SH       D       5         95262            0            0
PARAMETRIC TECHNOLOGY CORP COM COM  699173100        77378      7034419 SH       D       6       6494580            0       539839
Parametric Technology Co       COM  699173100         2433       221184 SH       D       7        162031            0        59153
PARAMETRIC TECHNOLOGY CORP     COM  699173100          162        14728 SH       S       7         14728            0            0
PAREXEL INTL CP COM            COM  699462107         6454       674943 SH       D       6        674943            0            0
Parexel International Corp.    COM  699462107           35         3742 SH       D       7          3742            0            0
PARK ELECTROCHEMICAL CORP COM  COM  700416209         7817       216780 SH       D       6        216780            0            0
Park Electrochemical Corp.     COM  700416209           39         1100 SH       D       7          1100            0            0
PARK NATL CORP COM             COM  700658107        11600       127826 SH       D       6        127826            0            0
Park National Corp.            COM  700658107          134         1478 SH       D       7          1478            0            0
PARK-OHIO HOLDINGS CORP. COM   COM  700666100          977       113355 SH       D       6        113355            0            0
PARK PLACE ENTERTAINMENT CORP  COM  700690100          429        22840 SH       D       3         22840            0            0
PARK PLACE ENTERTAINMENT       COM  700690100         1296       106347 SH       D       5        106347            0            0
PARK PLACE ENTERTAINMENT COM   COM  700690100        56290      4618740 SH       D       6       4592248            0        26492
PARK PLACE ENTERTAINMENT       COM  700690100         1057        86786 SH       D       7         58873            0        27913
PARKER DRILLING CO COM         COM  701081101         9524      1539366 SH       D       6       1539366            0            0
Parker Drilling Co.            COM  701081101           84        13652 SH       D       7         13652            0            0
PARKER-HANNIFIN CORP COM STOCK COM  701094104          100         1945 SH       D       2          1945            0            0
PARKER-HANNIFIN CORP COM STOCK COM  701094104         8727       160595 SH       D       3        160595            0            0
PARKER HANNIFIN CORP           COM  701094104         1408        41117 SH       D       5         41117            0            0
PARKER HANNIFIN CORP COM       COM  701094104       113447      3312589 SH       D       6       3067784            0       244804
Parker Hannifin                COM  701094104         3451       100786 SH       D       7         86792            0        13994
PARKER-HANNIFIN CORP           COM  701094104          204         5977 SH       S       7          5977            0            0
PARKERVISION INC COM           COM  701354102         6158       122105 SH       D       6        122105            0            0
Parkervision Inc.              COM  701354102          107         2134 SH       D       7          2134            0            0
PARKVALE FINL CORP COM         COM  701492100         1180        68444 SH       D       6         68444            0            0
PARKVALE FINANCIAL CORP        COM  701492100           10          633 SH       D       7           633            0            0
PARKWAY PROPERTIES INC COM     COM  70159Q104         7121       233501 SH       D       6        232001            0         1500
Parkway Properties Inc.        COM  70159Q104           52         1707 SH       D       7          1707            0            0
PARLEX CORP                    COM  701630105         1884        44725 SH       D       6         44725            0            0
PARLEX CORP                    COM  701630105           25          600 SH       D       7           600            0            0
PARTY CITY CORP COM            COM  702145103            0          329 SH       D       6           329            0            0
PARTSBASE.COM INC COM          COM  70214P109          299        54500 SH       D       6         54500            0            0
PATHFINDER BANCORP INC         COM  70320A103            2          400 SH       D       7           400            0            0
PATHOGENESIS CORP COM          COM  70321E104         7560       290784 SH       D       6        290784            0            0
Pathogenesis Corp.             COM  70321E104           92         3573 SH       D       7          3573            0            0
PATHNET CW 15/04/08            WAR  70321G117            0         9000 SH       D       9          9000            0            0
PATINA OIL & GAS CORP COM      COM  703224105         1746        84184 SH       D       6         84184            0            0
PATINA OIL & GAS CORP          COM  703224105           47         2300 SH       D       7          2300            0            0
PATRICK INDS INC COM           COM  703343103           85        13600 SH       D       6         13600            0            0
PATRICK INDUSTRIES INC         COM  703343103            1          216 SH       D       7           216            0            0
PATRIOT BANK CORP PA COM       COM  70335P103          371        53500 SH       D       6         53500            0            0
PATRIOT BANK CORP              COM  70335P103            1          228 SH       D       7           228            0            0
PATTERSON DENTAL CO COM        COM  703412106        29404       576560 SH       D       6        575060            0         1500
Patterson Dental Co.           COM  703412106          254         4995 SH       D       7          4995            0            0
PATTERSON DRILLING INC COM     COM  703414102        31003      1087825 SH       D       6       1065425            0        22400
Patterson Energy Inc.          COM  703414102          182         6386 SH       D       7          6386            0            0
PAULSON CAPITAL CORP           COM  703797100            3          500 SH       D       7           500            0            0
PAXAR CORP COM                 COM  704227107         9228       773082 SH       D       6        767882            0         5200
Paxar Corp.                    COM  704227107          121        10214 SH       D       7         10214            0            0
PAXSON COMMUNICATION COM       COM  704231109         4128       516117 SH       D       6        516117            0            0
Paxson Communications Corp.    COM  704231109           79         9350 SH       D       7          9350            0            0
PAYCHEX INC USD0.01            COM  704326107          356         5605 SH       D       2          5605            0            0
PAYCHEX INC USD0.01            COM  704326107        30835       518438 SH       D       3        513338            0         5100
PAYCHEX INC                    COM  704326107         5406       128725 SH       D       5        128725            0            0
PAYCHEX INC COM                COM  704326107       390665      9301552 SH       D       6       8584539            0       717013
Paychex, Inc.                  COM  704326107        11987       285408 SH       D       7        213909            0        71499
PAYCHEX, INC                   COM  704326107          828        19729 SH       S       7         19729            0            0
PAYLESS SHOESOURCE USD0.01     COM  704379106         1454        18750 SH       D       1         18750            0            0
PAYLESS SHOESOURCE USD0.01     COM  704379106          387         4996 SH       D       2          4996            0            0
PAYLESS SHOESOURCE USD0.01     COM  704379106         2015        23967 SH       D       3         23967            0            0
PAYLESS SHOE SOURCE COM        COM  704379106        65904      1285935 SH       D       6       1202035            0        83900
PAYLESS SHOESOURCE INC         COM  704379106         2616        50987 SH       D       7         48002            0         2985
PCORDER COM INC COM            COM  70453H107          388        50164 SH       D       6         50164            0            0
PCORDER.COM INC                COM  70453H107           32         4200 SH       D       7          4200            0            0
PEAPOD INC - COM COM           COM  704718105          360       118800 SH       D       6        118800            0            0
PEC SOLUTIONS INC              COM  705107100           15         1900 SH       D       6          1900            0            0
PEDIATRIX MED GROUP Z          COM  705324101         3037       261294 SH       D       6        261294            0            0
Pediatrix Medical Group Inc.   COM  705324101           42         3638 SH       D       7          3638            0            0
PEEKSKILL FINL CORP COM        COM  705385102           32         1500 SH       D       6          1500            0            0
PEEKSKILL FINANCIAL CORP       COM  705385102            8          400 SH       D       7           400            0            0
PEGASYSTEMS INC                COM  705573103           18         3200 SH       D       1             0         3200            0
PEGASYSTEMS INC COMMON STOCK   COM  705573103         1239       247835 SH       D       6        247835            0            0
Pegasystems Inc.               COM  705573103           23         4776 SH       D       7          4776            0            0
PEGASUS COMMUNICATION COM      COM  705904100        22019       448805 SH       D       6        447105            0         1700
Pegasus Communication Corp.    COM  705904100          237         4846 SH       D       7          4846            0            0
PEGASUS SYSTEMS INC COM        COM  705906105         4244       390280 SH       D       6        390280            0            0
Pegasus Systems Inc.           COM  705906105           52         4809 SH       D       7          4809            0            0
PEMCO AVIATION GROUP           COM  706444106           11          700 SH       D       7           700            0            0
PENFORD CO COM                 COM  707051108         1678        78054 SH       D       6         78054            0            0
PENFORD CORP                   COM  707051108           16          771 SH       D       7           771            0            0
PENN-AMER GROUP INC COM        COM  707247102           40         5117 SH       D       6          5117            0            0
PENN-AMERICA GROUP INC         COM  707247102            3          500 SH       D       7           500            0            0
PENN ENGR & MFG CORP NON-VTG C COM  707389300         3481        98771 SH       D       6         98771            0            0
PENN ENGINEERING & MFG CORP    COM  707389300           14          417 SH       D       7           417            0            0
PENN NATL GAMING INC COM       COM  707569109         1715       125931 SH       D       6        125931            0            0
PENN NATIONAL GAMING INC       COM  707569109           23         1743 SH       D       7          1743            0            0
PENN OCTANE CORP COM           COM  707573101          409        57500 SH       D       6         57500            0            0
PENN TRAFFIC CO NEW COM        COM  707832200            4          700 SH       D       6           700            0            0
PENN TREATY AMERN CORP         COM  707874103         1663        97843 SH       D       6         97843            0            0
PENN TREATY AMERN CORP         COM  707874103           16          954 SH       D       7           954            0            0
PENN VIRGINIA CORP COM         COM  707882106         2414        98061 SH       D       6         98061            0            0
PENN VIRGINIA CORP             COM  707882106            8          330 SH       D       7           330            0            0
PENNACO ENERGY INC COM         COM  708046107         2779       169722 SH       D       6        169722            0            0
PENNACO ENERGY INC             COM  708046107           22         1400 SH       D       7          1400            0            0
PENNCORP FINL GROUP COM        COM  708094107            0        75434 SH       D       6         75434            0            0
PENNEY (J C) CO INC COM STOCK  COM  708160106          197         7070 SH       D       2          7070            0            0
PENNEY (J C) CO INC COM STOCK  COM  708160106         9811       356105 SH       D       3        335305            0        20800
PENNEY (J C) CO INC COM STOCK  COM  708160106          343        12300 SH       D       4         12300            0            0
PENNEY J C CO INC COM          COM  708160106       129072      7000559 SH       D       6       6462130            0       538429
Penney, J.C. Company, Inc      COM  708160106         3438       186493 SH       D       7        157743            0        28750
J.C. PENNEY COMPANY, INC.      COM  708160106          255        13883 SH       S       7         13883            0            0
PENNFED FINANCIAL COM          COM  708167101         1550       109795 SH       D       6        109795            0            0
PENNFED FINANCIAL SVCS INC     COM  708167101            4          339 SH       D       7           339            0            0
PENNSYLVANIA COMMERCE BANCORP  COM  708677109            6          267 SH       D       7           267            0            0
PENNWOOD BANCORP INC           COM  708904107            4          400 SH       D       6           400            0            0
PENNSYLVANIA REAL ESTATE INVT  COM  709102107         5280       308372 SH       D       6        307072            0         1300
Pennsylvania Real Estate       COM  709102107           21         1268 SH       D       7          1268            0            0
PENNZOIL - QUAKER STATE CO     COM  709323109         1634        92511 SH       D       3         84711            0         7800
PENNZOIL-QUAKER STATE CO. COM  COM  709323109        23118      1916529 SH       D       6       1916529            0            0
Pennzoil-Quaker State Co.      COM  709323109          184        15263 SH       D       7         15263            0            0
PENTAIR INDUSTRIES INC COM     COM  709631105        25584       720685 SH       D       6        716370            0         4315
PENTAIR INC                    COM  709631105         1007        28384 SH       D       7          6140            0        22244
PENTASTAR COMMUNICATIONS INC C COM  709632103         3979       171623 SH       D       6        171623            0            0
PENTON MEDIA INC. COM          COM  709668107        17906       511605 SH       D       6        511605            0            0
Penton Media Inc.              COM  709668107          152         4356 SH       D       7          4356            0            0
PENWEST PHARMACEUTICAL COM     COM  709754105         1369       136117 SH       D       6        136117            0            0
PEOPLES BANCORP AUBURN IND COM COM  709788103            4          326 SH       D       6           326            0            0
PEOPLES BANCORP/AUBURN IN      COM  709788103            1          145 SH       D       7           145            0            0
PEOPLES BANCORP INC COM        COM  709789101         1211        86564 SH       D       6         86564            0            0
PEOPLES BANCORP INC            COM  709789101            3          255 SH       D       7           255            0            0
PEOPLES BANCSHARES INC. COM    COM  709795108            4          319 SH       D       6           319            0            0
PEOPLES BANCSHARES INC         COM  709795108            3          200 SH       D       7           200            0            0
PEOPLES BANCTRUST INC COM      COM  709796106            2          200 SH       D       6           200            0            0
PEOPLES BANCTRUST CO INC       COM  709796106            7          689 SH       D       7           689            0            0
PEOPLES BK BRIDGEPORT CONN     COM  710198102         8719       474518 SH       D       6        474518            0            0
PEOPLES BK BRIDGEPORT CONN     COM  710198102          134         7307 SH       D       7          4591            0         2716
PEOPLE`S BANCORP OF NORTH      COM  710577107            6          475 SH       D       6           475            0            0
PEOPLES BANK/ CATAWBA NC       COM  710577107            6          511 SH       D       7           511            0            0
PEOPLES ENERGY CORP COM STOCK  COM  711030106         2513        48020 SH       D       3         48020            0            0
PEOPLES ENERGY CORP COM        COM  711030106        34217      1056910 SH       D       6        969213            0        87697
People's Energy Corp           COM  711030106          869        26850 SH       D       7         22562            0         4288
PEOPLES ENERGY CORP            COM  711030106           61         1887 SH       S       7          1887            0            0
PEOPLES FINANCIAL CORP/ OHIO   COM  71103A104            1          200 SH       D       7           200            0            0
PEOPLES KLDG CO COM            COM  711148106         1557        77872 SH       D       6         77872            0            0
Peoples Holdings Co.           COM  711148106           18          936 SH       D       7           936            0            0
PEOPLESOFT INC COM STOCK US$0. COM  712713106          347        13700 SH       D       1         13700            0            0
PEOPLESOFT INC COM STOCK US$0. COM  712713106          269        10620 SH       D       2         10620            0            0
PEOPLESOFT INC COM STOCK US$0. COM  712713106         9704       408549 SH       D       3        408549            0            0
PEOPLESOFT INC                 COM  712713106         1486        88760 SH       D       5         88760            0            0
PEOPLESOFT INC COM             COM  712713106       125604      7500489 SH       D       6       6915624            0       584865
PEOPLESOFT INC                 COM  712713106         3888       232369 SH       D       7        185691            0        46678
PEOPLESOFT                     COM  712713106          246        14694 SH       S       7         14694            0            0
PEP BOYS MANNY MOE & JACK COM  COM  713278109         4144       690689 SH       D       6        690689            0            0
Pep Boys Manny Moe & Jack      COM  713278109           31         5259 SH       D       7          5259            0            0
PEPSI BOTTLING GROUP INC USD0. COM  713409100          905        20500 SH       D       1         20500            0            0
PEPSI BOTTLING GROUP INC USD0. COM  713409100          300         6800 SH       D       2          6800            0            0
PEPSI BOTTLING GROUP INC USD0. COM  713409100         1582        36940 SH       D       3         36940            0            0
PEPSI BOTTLING GROUP INC COM   COM  713409100        52726      1806468 SH       D       6       1743268            0        63200
PEPSI BOTTLING GROUP INC.      COM  713409100         1351        46293 SH       D       7         27200            0        19093
PEPSI AMERICAS, INC COM        COM  71343P101          538       179595 SH       D       6        179595            0            0
PEPSICO INC CAP STOCK US$0.01  COM  713448108        14425       260719 SH       D       1        132519       128200            0
PEPSICO INC CAP STOCK US$0.01  COM  713448108         4004        59530 SH       D       2         59530            0            0
PEPSICO INC CAP STOCK US$0.01  COM  713448108       152343      2340742 SH       D       3       2224142            0       116600
PEPSICO INC CAP STOCK US$0.01  COM  713448108         3585        53300 SH       D       4         53300            0            0
PEPSICO INC COM                COM  713448108      1820072     40958032 SH       D       6      37617159            0      3340873
PEPSICO INC                    COM  713448108        60775      1367663 SH       D       7       1057465            0       310198
PEPSICO CAP STK                COM  713448108         3555        80000 SH       D       9         80000            0            0
PEPSICO, INC                   COM  713448108         3405        76631 SH       S       7         76631            0            0
MEDAPHIS CORPORATION COM       COM  713569119            0        18104 SH       D       6         18104            0            0
PER-SE TECHNOLOGIES INC COM    COM  713569309         5066       540376 SH       D       6        540376            0            0
Per-Se Technologies Inc.       COM  713569309           52         5617 SH       D       7          5617            0            0
PEREGRINE SYSTEMS INC COM      COM  71366Q101        67036      1932594 SH       D       6       1851794            0        80800
PEREGRINE SYSTEMS INC          COM  71366Q101          768        22169 SH       D       7         22169            0            0
PERFORMANCE FOOD COM           COM  713755106         6955       217364 SH       D       6        217364            0            0
Performance Food Group         COM  713755106           84         2656 SH       D       7          2656            0            0
PERFORMANCE TECHNOLO COM       COM  71376K102         1228       144492 SH       D       6        144492            0            0
PERFORMANCE TECHNOLOGIES INC   COM  71376K102           10         1187 SH       D       7          1187            0            0
PERICOM SEMICONDUCTO COM       COM  713831105         8513       125195 SH       D       6        125195            0            0
PERICOM SEMICONDUCTOR CORP     COM  713831105           91         1344 SH       D       7          1344            0            0
PERKINELMER COM STK $1         COM  714046109           80          800 SH       D       2           800            0            0
PERKINELMER COM STK $1         COM  714046109         6221        63451 SH       D       3         63451            0            0
PERKINELMER INC COM            COM  714046109        94150      1423831 SH       D       6       1324925            0        98906
PerkinElmer Inc                COM  714046109         2662        40272 SH       D       7         39547            0          725
PERKINELMER INC                COM  714046109          171         2589 SH       S       7          2589            0            0
PERMANENT BANCORP INC          COM  714197100            4          200 SH       D       7           200            0            0
PEROT SYSTEMS COM              COM  714265105         4759       432680 SH       D       6        432680            0            0
PEROT SYSTEMS CORP. CLASS A    COM  714265105          180        16451 SH       D       7          5611            0        10840
PERRIGO CO COM                 COM  714290103        10657      1688360 SH       D       6       1688360            0            0
Perrigo Co.                    COM  714290103          185        29388 SH       D       7         29388            0            0
PERSISTENCE SOFTWARE INC COM   COM  715329108         3653       201588 SH       D       6        201588            0            0
PERSISTENCE SOFTWARE           COM  715329108           32         1800 SH       D       7          1800            0            0
PERSONALGROUP OF AME COM       COM  715338109         1275       434192 SH       D       6        434192            0            0
Personnel Group America        COM  715338109           10         3507 SH       D       7          3507            0            0
INDOSTAT ADR                   COM  715680104           91         8000 SH       D       6          8000            0            0
TELEKOMUNIKASI INDONESIA COM   COM  715684106          251        36200 SH       D       6         36200            0            0
PERVASIVE SOFTWARE INC COM     COM  715710109         1501       266999 SH       D       6        266999            0            0
Pervasive Software Inc.        COM  715710109            6         1232 SH       D       7          1232            0            0
PETCO ANIMAL SUPPLIES COM      COM  716016100        18787       957328 SH       D       6        907028            0        50300
Petco Animal Supplies Inc.     COM  716016100           96         4898 SH       D       7          4898            0            0
PETRO-CANADA COM               COM  71644E102            0       404300 SH       D       6        404300            0            0
PETROLEUM DEV CORP COM         COM  716578109           30         5890 SH       D       6          5890            0            0
PETROLEUM DEVELOPMENT CORP     COM  716578109           12         2500 SH       D       7          2500            0            0
PETROLEUM HELICOPTERS NV       COM  716604202            2          245 SH       D       7           245            0            0
PETSMART INC COM               COM  716768106         3105       920197 SH       D       6        920197            0            0
Petsmart Inc.                  COM  716768106           44        13183 SH       D       7         13183            0            0
PETS.COM COM                   COM  71676K109            0       101120 SH       D       6        101120            0            0
PHARMACYCLICS INC COM          COM  716933106        19686       322733 SH       D       6        322733            0            0
Pharmacyclics Inc.             COM  716933106          188         3083 SH       D       7          3083            0            0
PFIZER INC COM STOCK US$0.10   COM  717081103       146754      2879176 SH       D       1       2796650        82526            0
PFIZER INC COM STOCK US$0.10   COM  717081103        13783       189678 SH       D       2        189678            0            0
PFIZER INC COM STOCK US$0.10   COM  717081103       763993     10866182 SH       D       3      10404457            0       461725
PFIZER INC COM STOCK US$0.10   COM  717081103        17209       236825 SH       D       4        236825            0            0
PFIZER INC                     COM  717081103       103690      2160211 SH       D       5       2160211            0            0
PFIZER INC COM                 COM  717081103      8089088    168522696 SH       D       6     155096318            0     13426378
PFIZER INC                     COM  717081103       252012      5250262 SH       D       7       3895213            0      1355049
PFE.N                          COM  717081103         2175        46901 SH       D       9         46901            0            0
PFIZER INC                     COM  717081103        16067       334735 SH       S       7        334735            0            0
PES WEB INC COM                COM  717098107          243        51900 SH       D       6         51900            0            0
PFSWEB INC                     COM  717098107            4          900 SH       D       7           900            0            0
PHARMACEUTICAL PROD COM        COM  717124101         8772       417718 SH       D       6        417718            0            0
Pharmaceutical Prod. Dev. Inc. COM  717124101           89         4242 SH       D       7          4242            0            0
PHARMACEUTICAL RESOURCES INC.  COM  717125108         1304       248387 SH       D       6        248387            0            0
Pharmaceutical Resources Inc.  COM  717125108            9         1782 SH       D       7          1782            0            0
PHARMOS COM                    COM  717139208         1867       497879 SH       D       6        497879            0            0
PHARMACOPEIA INC COM           COM  71713B104        12065       260181 SH       D       6        260181            0            0
PHARMACOPEIA INC               COM  71713B104           51         1100 SH       D       7          1100            0            0
PHARMANETICS INC               COM  71713J107            7          400 SH       D       7           400            0            0
PHARMACIA CORPORATION USD2.00  COM  71713U102         1312        16779 SH       D       1         16779            0            0
PHARMACIA CORPORATION USD2.00  COM  71713U102         2172        27765 SH       D       2         27765            0            0
PHARMACIA CORPORATION USD2.00  COM  71713U102       161793      2107511 SH       D       3       2009884            0        97627
PHARMACIA CORPORATION USD2.00  COM  71713U102         3740        47805 SH       D       4         47805            0            0
PHARMACIA CORPORATION          COM  71713U102        22684       438859 SH       D       5        438859            0            0
PHARMACIA CORP COM             COM  71713U102      1763675     34121890 SH       D       6      31529448            0      2592442
Pharmacia Corp                 COM  71713U102        54505      1054527 SH       D       7        793373            0       261154
PHARMACIA CORP.                COM  71713U102         3490        67522 SH       S       7         67522            0            0
PHELPS DODGE CORP COM STOCK US COM  717265102           78         1390 SH       D       2          1390            0            0
PHELPS DODGE CORP COM STOCK US COM  717265102         7728       137639 SH       D       3        125614            0        12025
PHELPS DODGE CORP COM STOCK US COM  717265102          478         8500 SH       D       4          8500            0            0
PHELPS DODGE CORP              COM  717265102         1022        27504 SH       D       5         27504            0            0
PHELPS DODGE CORP COM          COM  717265102        79735      2144139 SH       D       6       1985224            0       158915
Phelps Dodge Corporation       COM  717265102         2056        55290 SH       D       7         45736            0         9554
PHELPS DODGE CORP              COM  717265102          154         4164 SH       S       7          4164            0            0
PHILADELPHIA CONS HL COM       COM  717528103         2718       161692 SH       D       6        161692            0            0
Philadelphia Cons. Hldg. Corp. COM  717528103           24         1465 SH       D       7          1465            0            0
PHILADELPHIA SUBURBAN CORP COM COM  718009608        16399       799996 SH       D       6        799296            0          700
Philadelphia Suburban Corp.    COM  718009608          124         6067 SH       D       7          6067            0            0
PHILIP MORRIS COS INC COM STOC COM  718154107        55653      2053460 SH       D       1       2017100        36360            0
PHILIP MORRIS COS INC COM STOC COM  718154107         2345        58330 SH       D       2         58330            0            0
PHILIP MORRIS COS INC COM STOC COM  718154107       154798      3762696 SH       D       3       3762696            0            0
PHILIP MORRIS COS INC COM STOC COM  718154107         2782        69200 SH       D       4         69200            0            0
PHILIP MORRIS COMPANIES INC    COM  718154107        21320       802741 SH       D       5        802741            0            0
PHILIP MORRIS COS INC COM      COM  718154107      1632042     61441594 SH       D       6      58849701            0      2591893
PHILIP MORRIS COS INC          COM  718154107        53874      2028219 SH       D       7       1567253            0       460966
PHILIP MORRIS COMPANIES, INC   COM  718154107         3230       121621 SH       S       7        121621            0            0
PHILIP SERVICES CORP           COM  718193105            0            0 SH       D       6             0            0            0
PHILIPPINE LONG DISTANCE TEL C COM  718252604          298        16800 SH       D       6         16800            0            0
PHILIPS INTL RLTY CORP COM     COM  718333107         1585        91279 SH       D       6         91279            0            0
PHILIPS INTERNATIONAL REALTY   COM  718333107            8          470 SH       D       7           470            0            0
PHILLIPS PETROLEUM COM STOCK U COM  718507106         2762        36000 SH       D       1         36000            0            0
PHILLIPS PETROLEUM COM STOCK U COM  718507106         1131        14750 SH       D       2         14750            0            0
PHILLIPS PETROLEUM COM STOCK U COM  718507106        33646       424614 SH       D       3        402114            0        22500
PHILLIPS PETROLEUM COM STOCK U COM  718507106         1097        14300 SH       D       4         14300            0            0
PHILLIPS PETROLEUM CO COM      COM  718507106       400455      7900479 SH       D       6       7239571            0       660908
PHILLIPS PETE CO               COM  718507106        11702       230871 SH       D       7        204390            0        26481
PHILLIPS PETROLEUM CO          COM  718507106          684        13502 SH       S       7         13502            0            0
PHILLIPS VAN HEUSEN CORP COM   COM  718592108         6866       722777 SH       D       6        714177            0         8600
Phillips-Van Heusen Corp.      COM  718592108           58         6193 SH       D       7          6193            0            0
PHOENIX INVESTMENT PARTNERS, L COM  719085102         3455       329094 SH       D       6        328294            0          800
Phoenix Investment Partners    COM  719085102          118        11258 SH       D       7         11258            0            0
PHOENIX TECHNOLOGY LTD COM     COM  719153108        11957       733003 SH       D       6        692922            0        40081
Phoenix Technologies Ltd.      COM  719153108           77         4765 SH       D       7          4765            0            0
PHONE COM INC COM              COM  71920Q100        25702       394667 SH       D       6        385866            0         8801
PHONE COM INC                  COM  71920Q100          658        10100 SH       D       7         10100            0            0
PHCM.O                         COM  71920Q100          575         8800 SH       D       9          8800            0            0
PHOTOGEN TECHNOLOGIES INC COM  COM  71932A101          550        66200 SH       D       6         66200            0            0
PHOTON DYNAMICS INC COM        COM  719364101        13493       180668 SH       D       6        180668            0            0
PHOTON DYNAMICS INC.           COM  719364101           59          800 SH       D       7           800            0            0
PHOTRONIC INC FORMLY PHOTRONIC COM  719405102        12302       433584 SH       D       6        433584            0            0
Photronics Inc.                COM  719405102          120         4264 SH       D       7          4264            0            0
PHOTOWORKS COM                 COM  71940B109          512       170940 SH       D       6        170940            0            0
PHTCOR COM                     COM  71940F100          483       773100 SH       D       6        773100            0            0
PHYSICIAN COMPUTER NETWORK COM COM  71940K109            1       147300 SH       D       6        147300            0            0
PHYSICIAN`S CLINICAL LABS COM  COM  71940R112            0          136 SH       D       6           136            0            0
PHYSICIANS RESOURCE COM        COM  71941S101            0        15406 SH       D       6         15406            0            0
PICTURETEL CORP COM NEW        COM  720035302         1754       668473 SH       D       6        668473            0            0
Picturetel Corp.               COM  720035302            9         3465 SH       D       7          3465            0            0
PIEDMONT NATURAL GAS CO COM    COM  720186105        18383       692085 SH       D       6        687285            0         4800
Piedmont Natural Gas Inc.      COM  720186105          143         5386 SH       D       7          5386            0            0
PIER 1 IMP!1                   COM  720279108         3518       360900 SH       D       1        360900            0            0
PIER I INC COM                 COM  720279108        24246      2486799 SH       D       6       2450799            0        36000
PIER 1 IMPORTS INC-DEL         COM  720279108          238        24506 SH       D       7         24506            0            0
PIERCING PAGODA INC COM        COM  720773100         1203        83019 SH       D       6         83019            0            0
PIERCING PAGODA INC            COM  720773100            6          436 SH       D       7           436            0            0
PILGRIMS PRIDE CORP CL B       COM  721467108         6745       946738 SH       D       6        872199            0        74539
Pilgrim's Pride Corp.          COM  721467108           24         3443 SH       D       7          3443            0            0
PILLOWTEX CORP COM             COM  721501104            1          453 SH       D       6           453            0            0
Pillowtex                      COM  721501104            3          731 SH       D       7           731            0            0
PILOT NETWORK SVCS INC COM     COM  721596104         1973       132673 SH       D       6        132673            0            0
PILOT NETWORK SERVICES         COM  721596104           18         1213 SH       D       7          1213            0            0
PINNACLE BANCSHARES INC        COM  722903101            7          800 SH       D       7           800            0            0
PINNACLE ENTERTAINMENT INC COM COM  723456109        10878       559658 SH       D       6        559258            0          400
Pinnacle Entertainment         COM  723456109           95         4889 SH       D       7          4889            0            0
PINNACLE HLDGS INC COM         COM  72346N101        26912       498380 SH       D       6        495280            0         3100
Pinnacle Holdings Inc.         COM  72346N101          377         6991 SH       D       7          6991            0            0
PINNACLE HOLDINGS 5.5CB 14     CVB  72346NAC5         1245      1500000 SH       D       9       1500000            0            0
PINNACLE SYS INC COM           COM  723481107        18703       831843 SH       D       6        831843            0            0
Pinnacle Systems Inc.          COM  723481107          166         7388 SH       D       7          7388            0            0
PINNACLE WEST CAPITAL CORP COM COM  723484101         3389        66100 SH       D       1         66100            0            0
PINNACLE WEST CAPITAL CORP COM COM  723484101          641        12500 SH       D       2         12500            0            0
PINNACLE WEST CAPITAL CORP COM COM  723484101         8645       163956 SH       D       3        148856            0        15100
PINNACLE WEST CAP CORP COM     COM  723484101       109201      3223660 SH       D       6       2755354            0       468306
Pinnacle West Cap. Corp.       COM  723484101         4033       119059 SH       D       7        108753            0        10306
PINNACLE WEST CAPITAL CORP     COM  723484101          153         4525 SH       S       7          4525            0            0
PIONEER CORP                   COM  723646105         2496        61646 SH       D       7         61646            0            0
PIONEER GROUP INC COM          COM  723684106        24770       584566 SH       D       6        584566            0            0
Pioneer Group Inc.             COM  723684106          221         5224 SH       D       7          5224            0            0
PIONEER NATURAL RESOURCES COM  COM  723787107        37085      2908702 SH       D       6       2887402            0        21300
PIONEER NATURAL RESOURCES CO   COM  723787107          368        28924 SH       D       7         28924            0            0
PIONEER STANDARD ELECTRONICS I COM  723877106         6536       443145 SH       D       6        443145            0            0
Pioneer Standard Electronics   COM  723877106           72         4939 SH       D       7          4939            0            0
PIONR STND ELE6                CVP  723879300            0       204200 SH       D       1        204200            0            0
PITNEY BOWES INC COM STOCK US$ COM  724479100          288         4760 SH       D       2          4760            0            0
PITNEY BOWES INC COM STOCK US$ COM  724479100        23855       401730 SH       D       3        365530            0        36200
PITNEY BOWES INC COM STOCK US$ COM  724479100         1132        18700 SH       D       4         18700            0            0
PITNEY BOWES INC COM           COM  724479100       268619      6715495 SH       D       6       6166967            0       548528
Pitney Bowes Inc.              COM  724479100         8248       206211 SH       D       7        151955            0        54256
PITNEY BOWES, INC              COM  724479100          549        13729 SH       S       7         13729            0            0
PITT DESMOINES INC COM         COM  724508106         1523        80191 SH       D       6         80191            0            0
Pitt-Des Moines Inc.           COM  724508106            6          349 SH       D       7           349            0            0
PITTSBURGH & W VA RR SH BEN IN COM  724819107           24         3500 SH       D       6          3500            0            0
PITTSBURGH & W VA RAILROAD     COM  724819107            2          400 SH       D       7           400            0            0
PITTSBURGH FINANCIAL CORP      COM  725098107            3          400 SH       D       7           400            0            0
PITTSTON BRINKS GROUP COM STOC COM  725701106         1227        55907 SH       D       3         55907            0            0
PITTSTON SERVICES GROUP COM    COM  725701106        34648      2531431 SH       D       6       2474031            0        57399
Pittston Brink's Group         COM  725701106          363        26593 SH       D       7         26593            0            0
PIXAR ANIMATION STUDIOS COM    COM  725811103        11824       335441 SH       D       6        335241            0          200
PIXAR INC.                     COM  725811103          186         5278 SH       D       7          2788            0         2490
PIXELWORKS INC COM             COM  72581M107         3184       139996 SH       D       6        139996            0            0
PIXELWORKS INC                 COM  72581M107           49         2194 SH       D       7          2194            0            0
PIVOTAL CORP COM               COM  72581R106          311        13252 SH       D       6          6700            0         6552
PIVOTAL CORP                   COM  72581R106           28         1200 SH       D       7          1200            0            0
PJ AMERICA INC                 COM  72585Q104            4          511 SH       D       7           511            0            0
PLACER DOME INC COM NPV        COM  725906101         1271        89804 SH       D       3         89804            0            0
PLACER DOME INC COM            COM  725906101        71494      7476601 SH       D       6       6811640            0       664961
Placer Dome, Inc.              COM  725906101         1911       199901 SH       D       7        194869            0         5032
PLACER DOME INC                COM  725906101          166        17396 SH       S       7         17396            0            0
PLAINS RES INC COM PAR $0.10   COM  726540503         6169       385613 SH       D       6        385613            0            0
Plains Resources Inc.          COM  726540503           39         2484 SH       D       7          2484            0            0
PLANAR SYS INC COM             COM  726900103         1954       151092 SH       D       6        151092            0            0
PLANETRX COM INC COM           COM  727049108          351       234300 SH       D       6        234300            0            0
PLANTRONICS INC COM            COM  727493108        44768       387608 SH       D       6        387608            0            0
Plantronics Inc.               COM  727493108          373         3238 SH       D       7          3238            0            0
PLATO LEARNING, INC COM        COM  72764Y100          193        14100 SH       D       6         14100            0            0
PLATO LEARNING INC.            COM  72764Y100           20         1500 SH       D       7          1500            0            0
PLAYBOY ENT CL B HOLDING CO  C COM  728117300         3750       291313 SH       D       6        291313            0            0
Playboy Enterprises Class B    COM  728117300           57         4447 SH       D       7          4447            0            0
PLAYTEX PROOS COM              COM  72813P100         8681       767408 SH       D       6        767408            0            0
Playtex Products Inc.          COM  72813P100           94         8347 SH       D       7          8347            0            0
PLAZA INVESTMENTS LTD COM      COM  72818P105            0        10200 SH       D       6         10200            0            0
PLEXUS CORP COM                COM  729132100        34838       308308 SH       D       6        308308            0            0
Plexus Corp.                   COM  729132100          362         3212 SH       D       7          3212            0            0
PLIANT SYSTEMS INC COM         COM  729138107           64        10335 SH       D       6         10335            0            0
PLIANT SYSTEMS INC             COM  729138107           13         2200 SH       D       7          2200            0            0
PLUG POWER COM                 COM  72919P103         4899        78386 SH       D       6         78386            0            0
PLUG POWER INC                 COM  72919P103          156         2500 SH       D       7          2500            0            0
PLUM CREEK TIMBER CO INC COM   COM  729251108        15326       589473 SH       D       6        579173            0        10300
PLUMA INC COM                  COM  729272104            0         4635 SH       D       6          4635            0            0
PLYMOUTH RUBBER COMPANY-A      COM  730026101            1          400 SH       D       7           400            0            0
POGO PRODUCING CO COM          COM  730448107        17374       785309 SH       D       6        785309            0            0
Pogo Producing Co.             COM  730448107          163         7399 SH       D       7          7399            0            0
POHANG IRON & STEEL-SPON ADR R ADR  730450103         2908        79315 SH       D       3         79315            0            0
POHANG IRON AND STEEL COM      COM  730450103          966        40280 SH       D       6         40280            0            0
POINT WEST CAP CORP COM        COM  730715109            1          372 SH       D       6           372            0            0
POINT WEST CAPITAL CORP        COM  730715109            0          245 SH       D       7           245            0            0
POLARIS INDS INC COM           COM  731068102        17429       544665 SH       D       6        544665            0            0
Polaris Industries Inc.        COM  731068102          138         4338 SH       D       7          4338            0            0
POLAROID CORP COM STOCK US$1   COM  731095105         1919        68724 SH       D       3         63024            0         5700
POLAROID CORP COM              COM  731095105        23726      1313592 SH       D       6       1226912            0        86680
Polaroid Corporation           COM  731095105          524        29044 SH       D       7         28342            0          702
POLAROID CORP                  COM  731095105           42         2334 SH       S       7          2334            0            0
POLICY MGMT SYSM CORP COM      COM  731108106        14874       967460 SH       D       6        967460            0            0
Policy Management Systems      COM  731108106          126         8228 SH       D       7          8228            0            0
POLO RALPH LAUREN CO COM       COM  731572103         6575       461410 SH       D       6        461410            0            0
POLO RALPH LAUREN CORP.        COM  731572103          125         8834 SH       D       7          2206            0         6628
POLYCOM INC COM                COM  73172K104        39504       419847 SH       D       6        419847            0            0
Polycom Inc.                   COM  73172K104          480         5102 SH       D       7          5102            0            0
POLYMEDICA COM                 COM  731738100         6860       158627 SH       D       6        158627            0            0
POLYMEDICA INDUSTRIES INC      COM  731738100           34          800 SH       D       7           800            0            0
POLYMER GROUP INC COM          COM  731745105         4636       501256 SH       D       6        499656            0         1600
Polymer Group Inc.             COM  731745105           41         4480 SH       D       7          4480            0            0
POMEROY COMPUTER COM           COM  731822102         1679       113890 SH       D       6        113890            0            0
POPE & TALBOT INC COM          COM  732827100         6745       421614 SH       D       6        421614            0            0
POPE AND TALBOT                COM  732827100           17         1097 SH       D       7          1097            0            0
POPULAR INC COM                COM  733174106        17884       938225 SH       D       6        855937            0        82288
POPULAR INC                    COM  733174106         1792        94031 SH       D       7         13868            0        80163
PORTA SYS CORP COM             COM  735647307            0          229 SH       D       6           229            0            0
PORTAL SOFTWARE COM            COM  736126103        50640       792802 SH       D       6        747847            0        44955
PORTAL SOFTWARE                COM  736126103          968        15166 SH       D       7         12400            0         2766
PORTIVITY INC                  COM  736419102            0         2300 SH       D       6          2300            0            0
PORTUGAL FUND INC              COM  737265108          203        10800 SH       D       4         10800            0            0
PORTUGAL TELECOM ADR (1 ADR RE ADR  737273102          366        21500 SH       D       4         21500            0            0
POSSIS MEDICAL INC COM         COM  737407106         1209       193079 SH       D       6        193079            0            0
POSSIS MEDICAL, INC.           COM  737407106            9         1556 SH       D       7          1556            0            0
POST PPTYS INC COM             COM  737464107        28967       658347 SH       D       6        654890            0         3457
POST PROPERTIES INC            COM  737464107          290         6600 SH       D       7          2501            0         4099
POTLATCH CORP COM STOCK US$1   COM  737628107          414         7800 SH       D       3          7800            0            0
POTLATCH CORP COM              COM  737628107        26318       794529 SH       D       6        739280            0        55249
Potlatch Corporation           COM  737628107          604        18264 SH       D       7         17800            0          464
POTLATCH CORP                  COM  737628107           50         1537 SH       S       7          1537            0            0
POTOMAC ELECTRIC POWER CO COM  COM  737679100           75         2000 SH       D       2          2000            0            0
POTOMAC ELECTRIC POWER CO COM  COM  737679100         5964       147712 SH       D       3        129112            0        18600
POTOMAC ELECTRIC POWER CO COM  COM  737679100        45736      1829453 SH       D       6       1818977            0        10476
POTOMAC ELECTRIC POWER         COM  737679100          566        22654 SH       D       7         10086            0        12568
POWELL INDUSTRIES INC COM      COM  739128106         1403       143942 SH       D       6        143942            0            0
POWELL INDUSTRIES INC          COM  739128106           27         2791 SH       D       7          2791            0            0
POWER INTEGRATIONS INC COM     COM  739276103        10385       440753 SH       D       6        440753            0            0
Power Integrations Inc.        COM  739276103          106         4528 SH       D       7          4528            0            0
POWER ONE INC - COM COM        COM  739308104        43024       377617 SH       D       6        377617            0            0
Power-One Inc.                 COM  739308104          532         4675 SH       D       7          4675            0            0
POWERHOUSE RESOURCES INC DELIS COM  739321107            0      1600000 SH       D       2       1600000            0            0
POWERWAVE TECHNOLOGIES INC USD COM  739363109          339         5100 SH       D       1          5100            0            0
POWERWAVE TECHNOLOGIES INC USD COM  739363109          144         2172 SH       D       2          2172            0            0
POWERWAVE TECHNOLOGIES INC USD COM  739363109          708        10367 SH       D       3         10367            0            0
POWERWAVE TECHNOLOGIES, INC CO COM  739363109        51302      1165967 SH       D       6       1112667            0        53300
POWERWAVE TECHNOLOGIES INC     COM  739363109         1606        36500 SH       D       7         36500            0            0
POWERTEL INC COM               COM  73936C109        22498       317159 SH       D       6        299659            0        17500
Powertel Inc.                  COM  73936C109          363         5127 SH       D       7          5127            0            0
PRAECIS PHARMACEUTICALS INC. C COM  739421105         6470       232110 SH       D       6        232110            0            0
PRAXAIR INC COM STOCK US$0.01  COM  74005P104          699        16350 SH       D       1          3900        12450            0
PRAXAIR INC COM STOCK US$0.01  COM  74005P104          188         3330 SH       D       2          3330            0            0
PRAXAIR INC COM STOCK US$0.01  COM  74005P104        15825       279936 SH       D       3        265436            0        14500
PRAXAIR INC                    COM  74005P104         2083        55645 SH       D       5         55645            0            0
PRAXAIR INC COM                COM  74005P104       171924      4592295 SH       D       6       4259396            0       332899
Praxair, Inc.                  COM  74005P104         4900       130907 SH       D       7        111664            0        19243
PX.N                           COM  74005P104          188         5000 SH       D       9          5000            0            0
PRAXAIR, INC                   COM  74005P104          314         8398 SH       S       7          8398            0            0
PRE PAID LEGAL SVCS INC        COM  740065107        15134       506604 SH       D       6        506604            0            0
PRE PAID LEGAL SVCS INC        COM  740065107          117         3935 SH       D       7          3935            0            0
PRECISION CASTPARTS CORP COM   COM  740189105        24321       537492 SH       D       6        537492            0            0
PRECISION CASTPARTS CORP       COM  740189105          255         5646 SH       D       7          5646            0            0
PRECISION DRILLING 1987 LTD CO COM  74022D100            0        71300 SH       D       6         71300            0            0
PRECISION OPTICS INC MASS COM  COM  740294103         1468        88000 SH       D       6         88000            0            0
PREDICTIVE SYSTEMS COM         COM  74036W102         2850        79317 SH       D       6         79317            0            0
PREDICTIVE SYSTEMS             COM  74036W102           43         1200 SH       D       7          1200            0            0
PREMIER FINANCIAL BANCORP      COM  74050M105            1          234 SH       D       7           234            0            0
PREMIER LASER SYS COM          COM  740522107            0        20800 SH       D       6         20800            0            0
PREMIER NATIONAL BANCORP INC C COM  74053F107         3019       232246 SH       D       6        232246            0            0
Premier National Bancorp Inc.  COM  74053F107           33         2609 SH       D       7          2609            0            0
PREMIER PKS INC COM            COM  740540208        18271       803122 SH       D       6        803122            0            0
PREMIER PARKS INC              COM  740540208          428        18839 SH       D       7          4174            0        14665
PREMIERE PAGE COM              COM  74058E998            0        71826 SH       D       6         71826            0            0
PRENTISS PPTYS TR COM          COM  740706106        23431       976297 SH       D       6        952497            0        23800
Prentiss Properties Trust      COM  740706106          154         6455 SH       D       7          6455            0            0
PRESIDENTIAL LIFE CORP COM     COM  740884101         7477       538906 SH       D       6        535006            0         3900
Presidential Life Corp.        COM  740884101           66         4786 SH       D       7          4786            0            0
PREMIUMWEAR INC                COM  740909106            2          200 SH       D       7           200            0            0
PRESIDENTIAL REALTY NEW        COM  741004204            2          400 SH       D       7           400            0            0
PRESSTEK INC COM               COM  741113104        10329       633199 SH       D       6        633199            0            0
Presstek Inc.                  COM  741113104           88         5449 SH       D       7          5449            0            0
PREVIEW SYSTEMS INC COM        COM  741379101         2095       161203 SH       D       6        161203            0            0
PREVIEW SYSTEMS INC            COM  741379101           30         2313 SH       D       7          2313            0            0
PREVIO, INC.                   COM  74138B105           18         2300 SH       D       7          2300            0            0
PRICE, INC.                    COM  741437305        43689      1854215 SH       D       6       1796976            0        57239
Price Communications Corp.     COM  741437305          206         8746 SH       D       7          8746            0            0
PRICE ENTERPRISES NEW          COM  741444202          481        71600 SH       D       6         71600            0            0
PRICE ENTERPRISES INC          COM  741444202            5          800 SH       D       7           800            0            0
PRICE (T. ROWE) ASSOC. USD0.2  COM  741477103         2097        33100 SH       D       3         33100            0            0
PRICE T ROWE & ASSOC INC COM   COM  741477103       130634      3073742 SH       D       6       2832892            0       240850
T. Rowe Price                  COM  741477103         3898        91722 SH       D       7         69322            0        22400
T. ROWE PRICE ASSOC INC.       COM  741477103          272         6410 SH       S       7          6410            0            0
PRICELN                        COM  741503106         7596       200000 SH       D       1        200000            0            0
PRICELINE.COM COM              COM  741503106        21404       563504 SH       D       6        549504            0        14000
PRICELINE COM INC              COM  741503106          757        19933 SH       D       7         12822            0         7111
PRICE SMART INC COM            COM  741511109         1787        47042 SH       D       6         47042            0            0
NEW PMSI INC COM               COM  74156D108         2043       263692 SH       D       6        263692            0            0
PRIME MEDICAL SERVICE INC      COM  74156D108           14         1859 SH       D       7          1859            0            0
PRIME RETAIL INC COM           COM  741570105          760       608677 SH       D       6        608677            0            0
Prime Retail Inc.              COM  741570105            6         4867 SH       D       7          4867            0            0
PRIMEDIA INC COM               COM  74157K101        26190      1151226 SH       D       6       1142905            0         8321
PRIMEDIA INC.                  COM  74157K101          714        31404 SH       D       7          8971            0        22433
PRIME RESPONSE INC COM         COM  74158B100          403        58685 SH       D       6         58685            0            0
PRIME RESPONSE INC             COM  74158B100            2          400 SH       D       7           400            0            0
PRIMEENERGY CORP COM           COM  74158E104            3          721 SH       D       6           721            0            0
PRIME GROUP RLTY TRU COM       COM  74158J103         3831       252274 SH       D       6        252274            0            0
Prime Group Realty Trust       COM  74158J103           27         1824 SH       D       7          1824            0            0
PRIMEX TECHNOLOGIES COM        COM  741597108         3961       180051 SH       D       6        180051            0            0
Primex Technologies Inc.       COM  741597108           37         1718 SH       D       7          1718            0            0
PRIMIX SOLUTIONS, INC COM      COM  741620108          654       161090 SH       D       6        161090            0            0
PRIMUS KNOWLEDGE SOLUTIONS COM COM  74163Q100        10944       243204 SH       D       6        239744            0         3460
PRIMUS KNOWLEDGE SOLUTIONS     COM  74163Q100           76         1700 SH       D       7          1700            0            0
PRIMA ENERGY CORP              COM  741901201         3590        67114 SH       D       6         67114            0            0
PRIMA ENERGY CORP              COM  741901201           20          387 SH       D       7           387            0            0
PRIMARK CORP COM               COM  741903108        19507       523681 SH       D       6        523681            0            0
Primark Corp.                  COM  741903108          176         4727 SH       D       7          4727            0            0
PRIME HOSPITALITY COM          COM  741917108         9929      1052165 SH       D       6       1052165            0            0
Prime Hospitality Corp.        COM  741917108          100        10632 SH       D       7         10632            0            0
PRIMUS TELECOMMUNICATIONS COM  COM  741929103        16563       665860 SH       D       6        665860            0            0
Primus Telecommunications      COM  741929103          150         6063 SH       D       7          6063            0            0
PRIDE PETROLEUM SVCS COM       COM  741932107        27025      1091955 SH       D       6       1086855            0         5100
Pride International Inc.       COM  741932107          305        12343 SH       D       7         12343            0            0
PRINCETON NATIONAL BANCORP     COM  742282106            2          171 SH       D       7           171            0            0
PRINTAK INTL INC COM           COM  742574106          664        74889 SH       D       6         74889            0            0
PRINTTRAK INTERNATIONAL INC    COM  742574106            4          508 SH       D       7           508            0            0
PRINTRONIX INC COM             COM  742578107         1360       103658 SH       D       6        103658            0            0
PRINTRONIX INC                 COM  742578107            3          252 SH       D       7           252            0            0
PRISON REALTY TRUST COM        COM  74264N105         2926       955555 SH       D       6        955555            0            0
PRISON REALTY TRUST, INC.      COM  74264N105           38        12538 SH       D       7             0            0        12538
PRIORITY HEALTHCARE COM        COM  74264T102        25451       342498 SH       D       6        342498            0            0
Priority Healthcare Corp.      COM  74264T102          133         1801 SH       D       7          1801            0            0
PRIVATE MEDIA GROUP INC COM    COM  74266R104         1314       143125 SH       D       6        143125            0            0
PROBUSINESS SVCS INC COM       COM  742674104         7624       287048 SH       D       6        287048            0            0
ProBusiness Services Inc.      COM  742674104           95         3592 SH       D       7          3592            0            0
PRIVATE BUSINESS INC COM       COM  74267D104          425       170256 SH       D       6        170256            0            0
PRIZE ENERGY CORP PRIZE ENERGY COM  74267L106            0         1000 SH       D       6          1000            0            0
PROCOM TECHNOLOGY IN COM       COM  74270W107         4774        92364 SH       D       6         92364            0            0
PROCOM TECHNOLOGY INC          COM  74270W107           51          999 SH       D       7           999            0            0
PROCTER & GAMBLE CO COM STOCK  COM  742718109        16960       248625 SH       D       1        185600        63025            0
PROCTER & GAMBLE CO COM STOCK  COM  742718109         4067        46930 SH       D       2         46930            0            0
PROCTER & GAMBLE CO COM STOCK  COM  742718109       188940      2314996 SH       D       3       2226996            0        88000
PROCTER & GAMBLE CO COM STOCK  COM  742718109         3440        39700 SH       D       4         39700            0            0
PROCTER & GAMBLE CO            COM  742718109        26126       456364 SH       D       5        456364            0            0
PROCTER & GAMBLE CO COM        COM  742718109      2155120     37644033 SH       D       6      34465588            0      3178445
PROCTER + GAMBLE CO            COM  742718109        72742      1270607 SH       D       7        989199            0       281408
PG.N                           COM  742718109          320         6000 SH       D       9          6000            0            0
PROCTER & GAMBLE CO            COM  742718109         3980        69535 SH       S       7         69535            0            0
PROCURENET INC COM             COM  742804107           48       320375 SH       D       6        320375            0            0
PROCURENET                     COM  742804107            0         1791 SH       D       7          1791            0            0
PRODIGY COMMUNICATIONS CORP CO COM  74283P206         2899       276144 SH       D       6        246333            0        29811
PRODIGY COMMUNICATIONS CORP.   COM  74283P206           65         6278 SH       D       7          3738            0         2540
PROFESSIONALS GROUP INC.       COM  742954100         3348       137040 SH       D       6        136817            0          223
Professionals Group Inc.       COM  742954100           39         1612 SH       D       7          1612            0            0
PROFESSIONAL DETAILING INC COM COM  74312N107         2222        65247 SH       D       6         65247            0            0
Professional Detailing Inc     COM  74312N107           58         1705 SH       D       7          1705            0            0
PROFIT RECOVERY GROUP INTL COM COM  743168106         9728       585152 SH       D       6        585152            0            0
Profit Recovery Group Intl.    COM  743168106          121         7323 SH       D       7          7323            0            0
PROGENICS PHARMACEUTICALS COM  COM  743187106         2005       140718 SH       D       6        140718            0            0
PROGENICS PHARMECEUTICALS      COM  743187106            8          610 SH       D       7           610            0            0
PROGRESS FINL CORP COM         COM  743266108            4          381 SH       D       6           381            0            0
PROGRESS FINL CORP             COM  743266108            3          246 SH       D       7           246            0            0
PROGRESS SOFTWARE CO COM       COM  743312100        22871      1275070 SH       D       6       1275070            0            0
Progress Software Corp.        COM  743312100          110         6134 SH       D       7          6134            0            0
PROGRESSIVE CORP (OHIO) COM ST COM  743315103          128         1150 SH       D       2          1150            0            0
PROGRESSIVE CORP (OHIO) COM ST COM  743315103        11957       103586 SH       D       3         96286            0         7300
PROGRESSIVE CORP OHIO COM      COM  743315103       139082      1879496 SH       D       6       1733715            0       145781
Progressive Corporation        COM  743315103         3694        49924 SH       D       7         42176            0         7748
PROGRESSIVE CORP               COM  743315103          288         3900 SH       S       7          3900            0            0
PROJECT SOFTWARE & DEV INC COM COM  74339P101         6516       362044 SH       D       6        362044            0            0
Project Software & Dev. Inc.   COM  74339P101           54         3046 SH       D       7          3046            0            0
PROLOGIS TRUST COM COM         COM  743410102        32293      1515255 SH       D       6       1489265            0        25990
PROLOGIS TRUST                 COM  743410102          824        38663 SH       D       7          9975            0        28688
PROMOTIONS.COM COM             COM  74341U106          384        76800 SH       D       6         76800            0            0
PROMOTIONS.CON.INC             COM  74341U106            5         1100 SH       D       7          1100            0            0
PROSOFT-INET SOLUTIONS COM     COM  743477101         3091       183857 SH       D       6        183857            0            0
PROSOFT I-NET SOLUTIONS INC    COM  743477101           24         1472 SH       D       7          1472            0            0
PROSPERITY BANCSHARES INC COM  COM  743606105          685        42491 SH       D       6         42491            0            0
PROSPERITY BANCSHARES INC.     COM  743606105            3          231 SH       D       7           231            0            0
PROTECTION ONE, INC. COM       COM  743663304          121        55512 SH       D       6         55512            0            0
Protection One Inc.            COM  743663304            4         1862 SH       D       7          1862            0            0
PROTECTIVE LIFE CORP COM       COM  743674103        33472      1257182 SH       D       6       1252373            0         4809
PROTECTIVE LIFE CORP           COM  743674103          308        11600 SH       D       7          6123            0         5477
PROTEIN DESIGNS LABS COM       COM  74369L103        49807       301947 SH       D       6        298147            0         3800
PROTEIN DESIGN LABS INC        COM  74369L103          748         4537 SH       D       7          4537            0            0
PROTOCOL SYSTEMS COM           COM  74371R106         1642       103070 SH       D       6        103070            0            0
PROTOCOL SYSTEMS INC           COM  74371R106            5          372 SH       D       7           372            0            0
PROVANT INC COM                COM  743724106         1036       184307 SH       D       6        184307            0            0
PROVIDENCE & WORCESTER RR      COM  743737108            3          500 SH       D       7           500            0            0
PROVIDENCE ENERGY CORP COM     COM  743743106         3393        83795 SH       D       6         83795            0            0
PROVIDENCE ENERGY CORP         COM  743743106            8          220 SH       D       7           220            0            0
PROVIDENT BANCORP INC MONTEB C COM  743835100         1314        87654 SH       D       6         87654            0            0
PROVIDENT BANKSHARES CORP COM  COM  743859100         9417       697587 SH       D       6        688157            0         9430
Provident Bankshares Corp.     COM  743859100           77         5736 SH       D       7          5736            0            0
PROVIDENT FINANCIAL GROUP, INC COM  743866105        14069       590843 SH       D       6        581318            0         9525
PROVIDENT FINANCIAL GROUP INC  COM  743866105          687        28864 SH       D       7          2664            0        26200
PROVIDENT FINANCIAL HOLDINGS   COM  743868101            2          200 SH       D       7           200            0            0
PROVINCE HEALTHCARE COM        COM  743977100         7460       206530 SH       D       6        206530            0            0
Province Healthcare Co.        COM  743977100          122         3384 SH       D       7          3384            0            0
PROVIDIAN FINANCIAL CORP       COM  74406A102          278         2045 SH       D       2          2045            0            0
PROVIDIAN FINANCIAL CORP       COM  74406A102        28751       203505 SH       D       3        188205            0        15300
PROVIDIAN FINANCIAL CORP       COM  74406A102          885         6500 SH       D       4          6500            0            0
PROVIDIAN FINL CORP COM        COM  74406A102       342637      3807084 SH       D       6       3523424            0       283660
Providian Financial Corp       COM  74406A102        10315       114616 SH       D       7         83937            0        30679
PROVIDIAN FINANCIAL CORP       COM  74406A102          682         7582 SH       S       7          7582            0            0
PROXICOM COM                   COM  744282104        19689       411264 SH       D       6        404164            0         7100
PROXICOM INC                   COM  744282104          399         8342 SH       D       7          8342            0            0
PROXIM INC COM                 COM  744284100        22816       230539 SH       D       6        230539            0            0
Proxim Inc.                    COM  744284100          252         2550 SH       D       7          2550            0            0
PROXYMED PHARMACY COM          COM  744290107          187       111068 SH       D       6        111068            0            0
ProxyMed Inc.                  COM  744290107            3         2251 SH       D       7          2251            0            0
PSYCHEMEDICS CORP COM          COM  744375106         1109       213838 SH       D       6        213838            0            0
PSYCHEMEDICS CORP              COM  744375106           12         2416 SH       D       7          2416            0            0
PSINET INC COM                 COM  74437C101        55189      2196495 SH       D       6       2146495            0        50000
PSINET INC                     COM  74437C101         1455        57954 SH       D       7         30180            0        27774
PUBLIC SERVICE CO NEW MEXICO C COM  744499104        25244      1635246 SH       D       6       1607046            0        28200
Public Service Co. NM          COM  744499104          110         7130 SH       D       7          7130            0            0
PUBLIC SERVICE ENTERPRISE GROU COM  744573106         2710        51700 SH       D       1         51700            0            0
PUBLIC SERVICE ENTERPRISE GROU COM  744573106          853        16280 SH       D       2         16280            0            0
PUBLIC SERVICE ENTERPRISE GROU COM  744573106        21561       396050 SH       D       3        374250            0        21800
PUBLIC SERVICE ENTERPRISE GP   COM  744573106         2620        75673 SH       D       5         75673            0            0
PUBLIC SVC ENTERPRISE GROUP IN COM  744573106       296891      8574481 SH       D       6       7777116            0       797365
PUBLIC SVC ENTERPRISE GROUP    COM  744573106        12339       356385 SH       D       7        329975            0        26410
PUBLIC SVC ENT GROUP INC       COM  744573106          397        11485 SH       S       7         11485            0            0
PUBLIC STORAGE INC COM         COM  74460D109        30773      1313017 SH       D       6       1291115            0        21902
PUBLIC STORAGE, INC            COM  74460D109          553        23603 SH       D       7         14521            0         9082
PUBICAUD INC COM               COM  744627100          730       222671 SH       D       6        222671            0            0
PubliCARD Inc.                 COM  744627100           13         4256 SH       D       7          4256            0            0
PUERTO RICAN CEMENT CO INC COM COM  745075101            7          300 SH       D       6           300            0            0
PUERTO RICAN CEMENT CO.        COM  745075101            5          198 SH       D       7           198            0            0
PUGET SOUND ENERGY COM STOCK N COM  745332106           41         1300 SH       D       2          1300            0            0
PUGET SOUND ENERGY COM STOCK N COM  745332106         3898       113963 SH       D       3        113963            0            0
PUGET SOUND POWER & LIGHT CO C COM  745332106        30152      1414800 SH       D       6       1397956            0        16844
PUGET SOUND ENERGY             COM  745332106          340        15985 SH       D       7          6983            0         9002
PULITZER INC COM               COM  745769109         6950       164744 SH       D       6        164744            0            0
Pulitzer Inc                   COM  745769109           87         2064 SH       D       7          2064            0            0
PULTE CORP                     COM  745867101          400        12100 SH       D       3         12100            0            0
PULTE CORP                     COM  745867101          316        14641 SH       D       5         14641            0            0
PULTE CORP COM                 COM  745867101        23496      1086532 SH       D       6       1006934            0        79598
Pulte Corporation              COM  745867101          597        27626 SH       D       7         26952            0          674
PULTE CORPORATION              COM  745867101           47         2210 SH       S       7          2210            0            0
PUMA TECHNOLOGY INC COM        COM  745887109         7941       296181 SH       D       6        296181            0            0
PUMA TECHNOLOGY INC.           COM  745887109          250         9334 SH       D       7          9334            0            0
PURCHASEPRO COM COM            COM  746144104         6234       152064 SH       D       6        146764            0         5300
PURCHASEPRO.COM INC            COM  746144104           73         1800 SH       D       7          1800            0            0
PURE RESOURCES INCORPORATED CO COM  74622E102         2700       151100 SH       D       6        151100            0            0
QRS CORP COM                   COM  74726X105         6153       250536 SH       D       6        250536            0            0
QRS Corp.                      COM  74726X105           56         2285 SH       D       7          2285            0            0
QLOGIC COM                     COM  747277101        74706      1130844 SH       D       6       1130844            0            0
QLOGIC CORP                    COM  747277101         1624        24592 SH       D       7          9840            0        14752
QAD INC CL A COM               COM  74727D108          541       144506 SH       D       6        144506            0            0
QAD INCORPORATED               COM  74727D108           11         2989 SH       D       7          2989            0            0
QUAD CITY HOLDINGS INC         COM  74730P106            3          200 SH       D       7           200            0            0
QUADRAMED CORP COM             COM  74730W101         1092       437143 SH       D       6        437143            0            0
QuadraMed Corp.                COM  74730W101            9         3872 SH       D       7          3872            0            0
QUAKER CHEMICAL CORP COM       COM  747316107         2428       139753 SH       D       6        139753            0            0
QUAKER CHEMICAL CORP.          COM  747316107            5          324 SH       D       7           324            0            0
QUAKER CITY BANCORP COM        COM  74731K106          990        64427 SH       D       6         64427            0            0
QUAKER CITY BANCORP            COM  74731K106           10          700 SH       D       7           700            0            0
QUAKER FABRIC CORP NEW COM     COM  747399103          811       160240 SH       D       6        160240            0            0
QUAKER FABRIC CORP             COM  747399103            3          700 SH       D       7           700            0            0
QUAKER OATS CO COM STOCK US$5  COM  747402105          222         1960 SH       D       2          1960            0            0
QUAKER OATS CO COM STOCK US$5  COM  747402105        23141       201121 SH       D       3        187221            0        13900
QUAKER OATS CO                 COM  747402105         3413        45432 SH       D       5         45432            0            0
QUAKER OATS CO COM             COM  747402105       267364      3558933 SH       D       6       3297900            0       261033
QUAKER OATS CO                 COM  747402105        13303       177086 SH       D       7        111832            0        65254
Quaker Oats Company            COM  747402105          523         6963 SH       S       7          6963            0            0
QUALCOMM INC USD0.0001         COM  747525103         3402        38040 SH       D       1         36300         1740            0
QUALCOMM INC USD0.0001         COM  747525103         1825        20100 SH       D       2         20100            0            0
QUALCOMM INC USD0.0001         COM  747525103       106725      1141545 SH       D       3       1087445            0        54100
QUALCOMM INC USD0.0001         COM  747525103         2198        24200 SH       D       4         24200            0            0
QUALCOMM INC                   COM  747525103        14723       245388 SH       D       5        245388            0            0
QUALICOMM INC. COM             COM  747525103      1191359     19855998 SH       D       6      18304232            0      1551766
QUALCOMM INC                   COM  747525103        38688       644880 SH       D       7        501133            0       143747
QCOM.O                         COM  747525103        11644       194068 SH       D       9        194068            0            0
QUALCOM INC                    COM  747525103         2363        39388 SH       S       7         39388            0            0
QUALITY SYSM INC COM           COM  747582104          445        59397 SH       D       6         59397            0            0
QUALITY SYSTEMS INC            COM  747582104            1          200 SH       D       7           200            0            0
QUANEX CORP COM                COM  747620102        10407       699641 SH       D       6        691941            0         7700
Quanex Corp.                   COM  747620102           32         2182 SH       D       7          2182            0            0
QUANTA SVCS INC COM            COM  74762E102        41597       756314 SH       D       6        755314            0         1000
Quanta Services Inc.           COM  74762E102          553        10056 SH       D       7         10056            0            0
QUANTUM EFFECT DEVICES INC COM COM  74764T107         4380        76852 SH       D       6         76852            0            0
QUANTUM EFFECT DEVICES INC     COM  74764T107           82         1444 SH       D       7          1444            0            0
QUANTUM CORP COM DSSG          COM  747906204        30402      3138300 SH       D       6       3088131            0        50169
QUANTUM CORP-DLT & STORAGE     COM  747906204          597        61654 SH       D       7         42351            0        19303
QUANTUM CORP COM HDDG          COM  747906303        18864      1705235 SH       D       6       1681035            0        24200
QUANTUM HARD DISK DRIVE        COM  747906303          212        19210 SH       D       7          6284            0        12926
Q MED INC                      COM  747914109          697        87223 SH       D       6         87223            0            0
QUEEN SAND RES INC COM         COM  747927101            0         2141 SH       D       6          2141            0            0
QUEENS CNTY BANCORP INC COM    COM  748242104        10120       548917 SH       D       6        547517            0         1400
Queens County Bancorp Inc.     COM  748242104           79         4331 SH       D       7          4331            0            0
QUEPASA COM INC COM            COM  74833W107            0        67100 SH       D       6         67100            0            0
QUEST DIAGNOSTICS COM          COM  74834L100        65948       882259 SH       D       6        881159            0         1100
QUEST DIAGNOSTICS INC          COM  74834L100          668         9341 SH       D       7          9341            0            0
QUEST SOFTWARE COM             COM  74834T103         8062       145602 SH       D       6        136602            0         9000
QUEST SOFTWARE INC             COM  74834T103          293         5300 SH       D       7          5300            0            0
QUESTAR CORP COM               COM  748356102        37170      1918490 SH       D       6       1796238            0       122252
QUESTAR CORP                   COM  748356102          573        29625 SH       D       7         21105            0         8520
QUEST ED CORP COM              COM  74835F102           86         4800 SH       D       6          4800            0            0
QUEST EDUCATION CORP           COM  74835F102            6          365 SH       D       7           365            0            0
QUESTRON TECHNOLOGY INC        COM  748372208            1          300 SH       D       7           300            0            0
QUICKLOGIC CORP COM            COM  74837P108         2666       119862 SH       D       6        119862            0            0
QUICKLOGIC CORP                COM  74837P108           46         2100 SH       D       7          2100            0            0
QUICKSILVER RESOURCES INC COM  COM  74837R104            4          600 SH       D       6           600            0            0
QUICKSILVER INC COM            COM  74838C106         7235       464939 SH       D       6        464939            0            0
Quiksilver Inc.                COM  74838C106           72         4636 SH       D       7          4636            0            0
QUIDEL CORP COM                COM  74838J101         1263       240749 SH       D       6        240749            0            0
QUINTILES TRANSNATIONAL CORP U COM  748767100          647        31000 SH       D       3         31000            0            0
QUINTILES TRANSNATIONAL CORP C COM  748767100        39765      2815227 SH       D       6       2584663            0       230564
Quintiles Transnational        COM  748767100         1309        92674 SH       D       7         67983            0        24691
QUINTILES TRANSNATIONAL CORP   COM  748767100           86         6146 SH       S       7          6146            0            0
QUINTUS COM                    COM  748798105         6068       305571 SH       D       6        305571            0            0
QUINTUS CORP                   COM  748798105           98         4935 SH       D       7          4935            0            0
QUIPP INC                      COM  748802105            1          100 SH       D       7           100            0            0
QUIXOTE CORP COM               COM  749056107         1356        90452 SH       D       6         90452            0            0
QUIXOTE CORP                   COM  749056107            4          292 SH       D       7           292            0            0
QUOKKA SPORTS COM              COM  749077103         1485       184906 SH       D       6        184906            0            0
QUOKKA SPORTS INC              COM  749077103           21         2700 SH       D       7          2700            0            0
QUORUM HEALTH GROUP INC COM    COM  749084109        18826      1825602 SH       D       6       1825602            0            0
Quorum Health Group Inc        COM  749084109          142        13787 SH       D       7         13787            0            0
QWEST COMMUNICATIONS INTL USD0 COM  749121109          428         5700 SH       D       2          5700            0            0
QWEST COMMUNICATIONS INTL USD0 COM  749121109        33646       465955 SH       D       3        449255            0        16700
QWEST COMMUNICATIONS INTL      COM  749121109        12988       261400 SH       D       5        261400            0            0
QWEST COMMUNICATIONS COM       COM  749121109       203949      4104653 SH       D       6       4080453            0        24200
QWEST COMMUNICATIONS INTL      COM  749121109         4915        98933 SH       D       7         74297            0        24636
R & B FALCON CORP COM          COM  74912E101        58614      2487629 SH       D       6       2482034            0         5595
R&B FALCON CORP.               COM  74912E101         1124        47715 SH       D       7         22578            0        25137
R&G FINANCIAL CORP COM         COM  749136107         1415       178338 SH       D       6        178338            0            0
R&G Financial Corp.            COM  749136107           21         2733 SH       D       7          2733            0            0
R-B RUBBER PRODUCTS INC        COM  749270104            0            0 SH       D       6             0            0            0
RCM TECHNOLOGIES INC COM       COM  749360400          873       118462 SH       D       6        118462            0            0
RCM TECHNOLOGIES INC           COM  749360400            3          486 SH       D       7           486            0            0
RCN CORPORTATION COM           COM  749361101        18008       709707 SH       D       6        644507            0        65200
RCN CORPORATION                COM  749361101          338        13351 SH       D       7          4617            0         8734
RDM SPORTS GROUP INC COM       COM  749412102            0        26800 SH       D       6         26800            0            0
RDO EQUIPMENT COMPANY -CL A    COM  749413100            1          200 SH       D       7           200            0            0
MONOLITHICS INC COM            COM  74955F106         1622       101380 SH       D       6        101380            0            0
RFS HOTEL INVS INC COM         COM  74955J108        10133       862435 SH       D       6        858535            0         3900
RFS Hotel Investors Inc.       COM  74955J108           80         6843 SH       D       7          6843            0            0
R.H. DONNELLEY CORP. COM       COM  74955W307        11533       595259 SH       D       6        595259            0            0
RH Donnelley                   COM  74955W307          110         5702 SH       D       7          5702            0            0
RGS ENERGY GROUP INC COM       COM  74956K104        40796      1833538 SH       D       6       1767538            0        66000
RGS Energy Group Inc.          COM  74956K104          129         5811 SH       D       7          5811            0            0
RLI CORP                       COM  749607107         7070       203461 SH       D       6        203461            0            0
RLI Corp.                      COM  749607107           44         1283 SH       D       7          1283            0            0
RMI.NET COM                    COM  74961K107          298        97400 SH       D       6         97400            0            0
ROC TAIWAN FUND @ CORP COM     COM  749651105         6691       770200 SH       D       6        770200            0            0
RPC, INC                       COM  749660106         4339       410869 SH       D       6        409069            0         1800
RPC Inc.                       COM  749660106           35         3405 SH       D       7          3405            0            0
R P M INC COM                  COM  749685103        22854      2257196 SH       D       6       2257196            0            0
RPM, INC.                      COM  749685103          175        17335 SH       D       7          6047            0        11288
RSA SECURITY INC COM           COM  749719100        39054       563968 SH       D       6        551968            0        12000
RSA SEC INC                    COM  749719100          953        13752 SH       D       7         13752            0            0
RTI INTERNATIONAL METALS, INC. COM  74973W107         4069       357721 SH       D       6        357721            0            0
RTI International Metals Inc.  COM  74973W107           28         2483 SH       D       7          2483            0            0
RTW INC                        COM  74974R107            5         1400 SH       D       7          1400            0            0
RWD TECHNOLOGIES INC COM       COM  74975B101          117        20202 SH       D       6         20202            0            0
RWD TECHNOLOGIES INC           COM  74975B101            9         1550 SH       D       7          1550            0            0
RMH TELESERVICES INC COM       COM  749938106          565        38370 SH       D       6         38370            0            0
RF MICRODEVICES INC COM        COM  749941100        72665       829280 SH       D       6        829280            0            0
RF MICRO DEVICES INC           COM  749941100         1739        19846 SH       D       7          9476            0        10370
RADIAN GROUP INC COM           COM  750236101        43670       843866 SH       D       6        836666            0         7200
RADIAN GROUP INC               COM  750236101          400         7738 SH       D       7          7738            0            0
RADIANCE MEDICAL SYSTEMS COM   COM  750241101          923       108662 SH       D       6        108662            0            0
RADIANT SYSTEMS INC. COM       COM  75025N102        10349       431221 SH       D       6        422386            0         8835
Radiant Systems Inc.           COM  75025N102           80         3342 SH       D       7          3342            0            0
RADIOLOGIX COM                 COM  75040K109          959       269319 SH       D       6        269319            0            0
RADIO ONE INC COM              COM  75040P108         5373       181768 SH       D       6        176468            0         5300
Radio One Inc.                 COM  75040P108           80         2728 SH       D       7          2728            0            0
RADIO ONE INC CLASS D COM      COM  75040P405         8360       378936 SH       D       6        378936            0            0
Radio One Inc.                 COM  75040P405          120         5456 SH       D       7          5456            0            0
RADIO UNICA COMM COM           COM  75040Q106          395        56567 SH       D       6         56567            0            0
RADIO UNICA COMMUNICATIONS     COM  75040Q106           14         2100 SH       D       7          2100            0            0
RADIOSHACK CORPORATION USD1.00 COM  750438103         1032        14400 SH       D       1         14400            0            0
RADIOSHACK CORPORATION USD1.00 COM  750438103          559         7800 SH       D       2          7800            0            0
RADIOSHACK CORPORATION USD1.00 COM  750438103        21474       308773 SH       D       3        288673            0        20100
RADIOSHACK CORP                COM  750438103         3211        67792 SH       D       5         67792            0            0
RADIOSHACK CORP COM            COM  750438103       251915      5317485 SH       D       6       4913360            0       404125
RADIOSHACK CORP                COM  750438103         9443       199328 SH       D       7        159040            0        40288
RADIOSHACK CORP                COM  750438103          470         9922 SH       S       7          9922            0            0
RADISYS CORP COM               COM  750459109        14579       256904 SH       D       6        256904            0            0
RadiSys Corp.                  COM  750459109          124         2190 SH       D       7          2190            0            0
RADYNE CORP COM                COM  750611402         1741       120104 SH       D       6        120104            0            0
RAILAMERICA INC COM            COM  750753105         1035       162405 SH       D       6        162405            0            0
RAILAMERICA INC                COM  750753105            6          983 SH       D       7           983            0            0
RAILWORKS CORP COM             COM  750789109         1096       134936 SH       D       6        134936            0            0
RAINBOW RENTALS INC            COM  750857104           11         1065 SH       D       7          1065            0            0
RAINBOW TECHNOLOGIES INC       COM  750862104         7730       158985 SH       D       6        158985            0            0
RAINBOW TECHNOLOGIES INC       COM  750862104           40          832 SH       D       7           832            0            0
RAINFOREST CAFE INC COM        COM  75086K104          814       274393 SH       D       6        274393            0            0
RAINMAKER COM                  COM  750875106            0        22200 SH       D       6         22200            0            0
RAMBUS INC DEL COM             COM  750917106       101342       983908 SH       D       6        983908            0            0
RAMBUS INC                     COM  750917106         2654        25768 SH       D       7         10868            0        14900
RALCORP HLDGS (NEW) COM        COM  751028101         7671       626283 SH       D       6        626283            0            0
Ralcorp Holdings Inc.          COM  751028101           66         5414 SH       D       7          5414            0            0
RALSTON-RALSTON PURINA GROUP C COM  751277302          147         4900 SH       D       2          4900            0            0
RALSTON-RALSTON PURINA GROUP C COM  751277302        15367       508631 SH       D       3        481931            0        26700
RALSTON-RALSTON PURINA GROUP C COM  751277302          522        17300 SH       D       4         17300            0            0
RALSTON-RALSTON PURINA GROUP   COM  751277302         2131       106886 SH       D       5        106886            0            0
RALSTON-RALSTON PURINA GROUP   COM  751277302       166988      8375612 SH       D       6       7741126            0       634486
RALSTON PURINA CO              COM  751277302         5331       267413 SH       D       7        224389            0        43024
RALSTON-RALSTON PURINA GROUP   COM  751277302          325        16336 SH       S       7         16336            0            0
RALSTON PURINA                 PFD  751277401         2351        75000 SH       D       9         75000            0            0
RAMCO-GERSHENSON PPTYS COM     COM  751452202         1062        68820 SH       D       6         68820            0            0
RAMCO-GERSHENSON PROPERTIES    COM  751452202            7          462 SH       D       7           462            0            0
RAMP NETWORKS INC COM          COM  751567108         3019       254240 SH       D       6        254240            0            0
RAMP NETWORKS INC              COM  751567108           22         1900 SH       D       7          1900            0            0
RAMTRON INTL COM               COM  751907304         2889       147256 SH       D       6        147256            0            0
RAMTRON INTERNATIONAL CORP     COM  751907304           51         2640 SH       D       7          2640            0            0
RANGE RESOURCES CORP. COM      COM  75281A109         1306       418050 SH       D       6        418050            0            0
RARE HOSPITALITY INTL INC COM  COM  753820109        12450       440720 SH       D       6        434720            0         6000
Rare Hospitality International COM  753820109           72         2553 SH       D       7          2553            0            0
RARE MEDIUM CORP COM           COM  75382N109        13534       855967 SH       D       6        844467            0        11500
RARE MEDIUM GROUP INC          COM  75382N109          201        12724 SH       D       7         12724            0            0
RATIONAL SOFTWARE COM          COM  75409P202       127020      1366732 SH       D       6       1366732            0            0
RATIONAL SOFTWARE CORP         COM  75409P202         2962        31873 SH       D       7         13813            0        18060
RAVEN INDS INC COM             COM  754212108          130         9300 SH       D       6          9300            0            0
RAVEN INDUSTRIES INC           COM  754212108            2          210 SH       D       7           210            0            0
RAVISENT TECHNOLOGIES INC COM  COM  754440105          753       106700 SH       D       6        106700            0            0
RAVISENT SOFTWARE              COM  754440105            5          800 SH       D       7           800            0            0
RAWLINGS SPORTING GOODS CO     COM  754459105            1          287 SH       D       7           287            0            0
RAYMOND JAMES FINL INC COM     COM  754730109        18143       806358 SH       D       6        806358            0            0
Raymond James Financial Inc.   COM  754730109          202         8987 SH       D       7          8987            0            0
RAYONIER INC COM USD0.01       COM  754907103           17          328 SH       D       1           328            0            0
RAYONIER INC COM USD0.01       COM  754907103            2           51 SH       D       2            51            0            0
RAYONIER INV COM               COM  754907103        27566       768414 SH       D       6        758814            0         9600
Rayonier Inc.                  COM  754907103          424        11827 SH       D       7         11827            0            0
RAYOVAC CORP- COM COM          COM  755081106         7347       328388 SH       D       6        328388            0            0
Rayovac Corp.                  COM  755081106          120         5386 SH       D       7          5386            0            0
RAYTHEON CO  CL A COM USD1     COM  755111309           50         1715 SH       D       2          1715            0            0
RAYTHEON CO  CL A COM USD1     COM  755111309         3801       125427 SH       D       3        115245            0        10182
RAYTHEON CO  CL A COM USD1     COM  755111309          197         6708 SH       D       4          6708            0            0
RAYTHEON CO-CLASS A            COM  755111309          687        35340 SH       D       5         35340            0            0
RAYTHEON CO CLASS A            COM  755111309          662        34075 SH       D       6         34075            0            0
RAYTHEON CO  CL 'B' COM USD1   CLA  755111408          114         3940 SH       D       2          3940            0            0
RAYTHEON CO  CL 'B' COM USD1   CLA  755111408        12216       390803 SH       D       3        367403            0        23400
RAYTHEON CO-CLASS B            COM  755111408         1600        83168 SH       D       5         83168            0            0
RAYTHEON CO COM                COM  755111408       176420      9164725 SH       D       6       8478453            0       686272
Raytheon Co-CL B               COM  755111408         4515       234592 SH       D       7        193492            0        41100
RAYTHEON CO. CLASS B           COM  755111408          347        18077 SH       S       7         18077            0            0
RAZORFISH COM                  COM  755236106         7151       445226 SH       D       6        433726            0        11500
Razorfish Inc.                 COM  755236106          112         6980 SH       D       7          6980            0            0
READ-RITE CORP COM             COM  755246105         1983       893730 SH       D       6        893730            0            0
Read-Rite Corp.                COM  755246105            8         3808 SH       D       7          3808            0            0
READERS DI AS INC SER A N-VTG  COM  755267101           96         1600 SH       D       2          1600            0            0
READERS DI AS INC SER A N-VTG  COM  755267101         8052       129394 SH       D       3        116594            0        12800
READER'S DIGEST ASSN-CL A      COM  755267101         1490        37492 SH       D       5         37492            0            0
READERS DIGEST ASSN INC CL A N COM  755267101        60470      1521282 SH       D       6       1520363            0          919
READERS DIGEST ASSOCIATION INC COM  755267101         1152        29000 SH       D       7         15351            0        13649
READ DIG'A'NVT!                COM  755267101         7047       177300 SH       D       9        177300            0            0
READERS DIGEST ASSN INC COM    COM  755267200          186         5100 SH       D       6          5100            0            0
REAL GOODS TRADING CORP COM    COM  756012100            0         1078 SH       D       6          1078            0            0
REALNETWORKS, INC COM          COM  75605L104        59462      1176014 SH       D       6       1139914            0        36100
REAL NETWORKS INC              COM  75605L104         1798        35580 SH       D       7         22188            0        13392
REALTY INCOME CORP COM         COM  756109104        15170       643854 SH       D       6        641554            0         2300
Realty Income Corp.            COM  756109104          125         5306 SH       D       7          5306            0            0
RECKSON SERVICE IND. COM       COM  75621K106        21327       897990 SH       D       6        897990            0            0
Reckson Associates Rlty. Corp. COM  75621K106          166         7018 SH       D       7          7018            0            0
RECKSON SERVICE IND. COM       COM  75621K304         3444       135399 SH       D       6        135399            0            0
RECOTON CORP COM               COM  756268108         1710       163870 SH       D       6        163870            0            0
RECOTON CORP                   COM  756268108           13         1331 SH       D       7          1331            0            0
RECORDLAB CORPORATION COM      COM  75626L109            1         6922 SH       D       6          6922            0            0
RED HAT INC COM                COM  756577102        12060       445641 SH       D       6        434376            0        11265
RED HAT INC.                   COM  756577102          259         9600 SH       D       7          9600            0            0
REDBACK NETWORKS COM           COM  757209101       134800       757306 SH       D       6        757306            0            0
REDBACK NETWORKS INC           COM  757209101         2480        13934 SH       D       7         11900            0         2034
REDWOOD EMPIRE BANCORP COM     COM  757897103          156         8700 SH       D       6          8700            0            0
REDWOOD EMPIRE BANCORP         COM  757897103            2          151 SH       D       7           151            0            0
REDWOOD TR INC COM             COM  758075402         1804       128869 SH       D       6        128869            0            0
Redwood Trust Inc.             COM  758075402           20         1475 SH       D       7          1475            0            0
REEBOK INTERNATIONAL LTD  COM  COM  758110100         2096        85532 SH       D       3         78832            0         6700
REEBOK INTL LTD COM            COM  758110100        30434      1909647 SH       D       6       1772890            0       136757
Reebok International Ltd.      COM  758110100          633        39722 SH       D       7         38878            0          844
REEBOK INTL LTD                COM  758110100           47         2989 SH       S       7          2989            0            0
REGAL BELOIT CORP COM          COM  758750103         8572       533722 SH       D       6        533722            0            0
Regal Beloit Corp.             COM  758750103           57         3600 SH       D       7          3600            0            0
REGENT COMMUNICATIONS INC COM  COM  758865109         1884       219270 SH       D       6        219270            0            0
REGENT COMMUNICATIONS INC      COM  758865109           27         3200 SH       D       7          3200            0            0
REGENERON PHARMACEUTICALS COM  COM  75886F107        19094       640471 SH       D       6        624171            0        16300
Regeneron Pharmaceutical Inc.  COM  75886F107          123         4134 SH       D       7          4134            0            0
REGIS CORP MINN COM            COM  758932107        11617       929388 SH       D       6        929388            0            0
Regis Corp.                    COM  758932107           84         6747 SH       D       7          6747            0            0
REGENCY RLTY CORP COM          COM  758939102        16404       690704 SH       D       6        684704            0         6000
Regency Realty Corp.           COM  758939102          176         7420 SH       D       7          7420            0            0
REGIONS FINANCIAL CORP COM USD COM  758940100           99         3320 SH       D       2          3320            0            0
REGIONS FINANCIAL CORP COM USD COM  758940100         8937       286781 SH       D       3        286781            0            0
REGIONS FINANCIAL COM          COM  758940100       122768      6177030 SH       D       6       5654405            0       522625
Regions Financial Corp         COM  758940100         3557       179084 SH       D       7        152289            0        26795
REGIONS FINANCIAL CORP         COM  758940100          232        11720 SH       S       7         11720            0            0
REHABCARE GROUP INC COM        COM  759148109         7847       287980 SH       D       6        287980            0            0
REHABCARE CORP                 COM  759148109           18          678 SH       D       7           678            0            0
REGISTER.COM COM               COM  75914G101         2509        82103 SH       D       6         82103            0            0
REINSURANCE GROUP COM          COM  759351109        16576       550262 SH       D       6        512653            0        37609
REINSURANCE GROUP OF AMERICA   COM  759351109          334        11105 SH       D       7          8957            0         2148
RELIANCE GROUP HLDGS INC COM   COM  759464100          522       696421 SH       D       6        696421            0            0
Reliance Group Holdings Inc    COM  759464100            4         6448 SH       D       7          6448            0            0
RELIANCE STEEL & ALU COM       COM  759509102        11923       623468 SH       D       6        618153            0         5315
Reliance Steel & Aluminum Co.  COM  759509102           70         3698 SH       D       7          3698            0            0
RELIANT ENERGY INC             COM  75952J108          597        13347 SH       D       1         13347            0            0
RELIANT ENERGY INC             COM  75952J108          254         5680 SH       D       2          5680            0            0
RELIANT ENERGY INC             COM  75952J108        21692       485781 SH       D       3        461681            0        24100
RELIANT ENERGY INC             COM  75952J108         2906        98341 SH       D       5         98341            0            0
RELIANT ENERGY INC COM         COM  75952J108       275002      9302419 SH       D       6       8443223            0       859196
RELIANT ENERGY INC             COM  75952J108         8000       270623 SH       D       7        239422            0        31201
RELIANT ENERGY INC             COM  75952J108          464        15709 SH       S       7         15709            0            0
RELT ENGY2ESN29                CVB  75952J207            0       201000 SH       D       1        201000            0            0
RELIASTAR                      COM  75952U103        25213       480800 SH       D       1        480800            0            0
RELIASTAR FINANCIAL CORP       COM  75952U103          119         1500 SH       D       2          1500            0            0
RELIASTAR FINANCIAL CORP       COM  75952U103         7131        89253 SH       D       3         89253            0            0
RELIASTAR FINANCIAL CORP COM   COM  75952U103        72770      1387751 SH       D       6       1369472            0        18279
RELIASTAR FINANCIAL CORP       COM  75952U103         1743        33244 SH       D       7         24279            0         8965
RLR.N                          COM  75952U103          524        10000 SH       D       9         10000            0            0
REMEC INC COM                  COM  759543101        20061       479083 SH       D       6        473583            0         5500
Remec Inc.                     COM  759543101          202         4847 SH       D       7          4847            0            0
REMEDY CORP COM                COM  759548100        36707       658430 SH       D       6        658430            0            0
Remedy Corp.                   COM  759548100          268         4819 SH       D       7          4819            0            0
REMEDYTEMP INC COM             COM  759549108          785        64143 SH       D       6         64143            0            0
REMEDY TEMP INC.               COM  759549108            9          760 SH       D       7           760            0            0
REMINGTON OIL & GAS CORP COM   COM  759594302          169        22585 SH       D       6         22585            0            0
REMINGTON OIL & GAS CORP       COM  759594302           12         1700 SH       D       7          1700            0            0
RENAISSANCE WORLDWIDE INC COM  COM  75968A109          791       506298 SH       D       6        506298            0            0
Renaissance Worldwide Inc.     COM  75968A109            5         3628 SH       D       7          3628            0            0
REPLIGEN CORP COM              COM  759916109         1561       248640 SH       D       6        248640            0            0
REPUBLIC BANCSHARES, INC COM   COM  759929102         1230       102501 SH       D       6        102501            0            0
REPUBLIC BANCSHARES            COM  759929102            5          454 SH       D       7           454            0            0
RENAL CARE GROUP INC COM       COM  759930100        18223       745237 SH       D       6        745237            0            0
Renal Care Group Inc.          COM  759930100          223         9128 SH       D       7          9128            0            0
RENT-A-CENTER INC COM          COM  76009N100         9743       433053 SH       D       6        433053            0            0
Rent-A-Center Inc.             COM  76009N100           85         3816 SH       D       7          3816            0            0
RENT WAY INC COM               COM  76009U104         9265       317446 SH       D       6        317446            0            0
Rent-Way Inc.                  COM  76009U104          112         3863 SH       D       7          3863            0            0
RENTRAK CORP COM               COM  760174102            4         1334 SH       D       6          1334            0            0
RENTRAK CORP                   COM  760174102            1          300 SH       D       7           300            0            0
REPSOL S.A.                    COM  76026T205         1471        74255 SH       D       7         74255            0            0
REPTRON ELECTRONICS INC        COM  76026W109           25         2200 SH       D       7          2200            0            0
REPUBLIC BANCORP KY COM        COM  760281204          318        31700 SH       D       6         31700            0            0
REPUBLIC BANCORP INC KY CL A   COM  760281204            5          540 SH       D       7           540            0            0
REPUBLIC BANCORP INC COM       COM  760282103        11835      1324222 SH       D       6       1269622            0        54600
Republic Bancorp Inc.          COM  760282103           91        10186 SH       D       7         10186            0            0
REPUBLIC FIRST BANCORP INC     COM  760416107            1          248 SH       D       7           248            0            0
REPUBLIC GROUP INC COM         COM  760473108         1387       154132 SH       D       6        154132            0            0
Republic Group Inc.            COM  760473108           22         2446 SH       D       7          2446            0            0
REPUBLIC SEC FINANCIAL CORP    COM  760758102         3589       717970 SH       D       6        717970            0            0
Republic Security Finl. Corp.  COM  760758102           56        11334 SH       D       7         11334            0            0
REPUBLIC SERVICES INC USD0.01  COM  760759100           50         2100 SH       D       2          2100            0            0
REPUBLIC SERVICES INC USD0.01  COM  760759100          634        26400 SH       D       3         26400            0            0
REPUBLIC SVCS INC COM          COM  760759100        31536      1971032 SH       D       6       1924628            0        46404
REPUBLIC SERVICES INC          COM  760759100          520        32521 SH       D       7         22267            0        10254
RESEARCH INC                   COM  760898106           20         3200 SH       D       7          3200            0            0
RESEARCH FRONTIERS INC COM     COM  760911107         3824       127493 SH       D       6        127493            0            0
RESEARCH FRONTIERS INC         COM  760911107           21          704 SH       D       7           704            0            0
RES-CARE INC COM               COM  760943100         2354       438055 SH       D       6        438055            0            0
Res-Care Inc.                  COM  760943100           26         4873 SH       D       7          4873            0            0
RESTORATION HARDWAR INC DEL CO COM  760981100          637       115970 SH       D       6        115970            0            0
RESMED INC - COM COM           COM  761152107        13937       521016 SH       D       6        521016            0            0
Resmed Inc.                    COM  761152107          150         5614 SH       D       7          5614            0            0
RESORT QUEST INTL INC COM      COM  761183102          911       177787 SH       D       6        177787            0            0
RESORTQUEST INTL INC           COM  761183102           12         2354 SH       D       7          2354            0            0
RESOURCE AMERICA INC COM       COM  761195205         2484       380432 SH       D       6        380432            0            0
Resource America Inc.          COM  761195205           40         6197 SH       D       7          6197            0            0
RESOURCE ASSET INVESTMENT TR C COM  761196104            3          300 SH       D       6           300            0            0
RESOURCE ASSET INVT TRUST      COM  761196104            4          375 SH       D       7           375            0            0
RESOURCE BANCSHARES COM        COM  761197102          880       210207 SH       D       6        210207            0            0
RESOURCE BANCSHARES MTG GRP    COM  761197102            4         1053 SH       D       7          1053            0            0
RESOURCE BANKSHARES CORP       COM  76121R104            1          200 SH       D       7           200            0            0
RESPIRONICS INC COM            COM  761230101        15808       878240 SH       D       6        878240            0            0
Respironics Inc.               COM  761230101          140         7788 SH       D       7          7788            0            0
RETCK INC COM                  COM  76128Q109         7237       226158 SH       D       6        226158            0            0
RETEK INC                      COM  76128Q109           83         2600 SH       D       7          2600            0            0
REUTERS GROUP PLC-SPONS ADR    COM  76132M102         2109        21108 SH       D       7         21108            0            0
REVLON INC CL A                COM  761525500         1909       302555 SH       D       6        302555            0            0
REVLON INC.                    COM  761525500           22         3609 SH       D       7             0            0         3609
REX STORES CORP COM            COM  761624105         3141       134736 SH       D       6        134736            0            0
REXALL SUNDOWN INC             COM  761648104           28         1200 SH       D       7          1200            0            0
REXHALL INDUSTRIES INC         COM  761684109            1          315 SH       D       7           315            0            0
REYNOLDS & REYNOLDS CO CL A CO COM  761695105        24158      1323771 SH       D       6       1317102            0         6669
REYNOLDS & REYNOLDS INC        COM  761695105          353        19351 SH       D       7         11608            0         7743
RJ REYNOLDS TOBACCO HOLDINGS   COM  76182K105          744        17611 SH       D       1         17611            0            0
RJ REYNOLDS TOBACCO HOLDINGS   COM  76182K105          223         5276 SH       D       2          5276            0            0
RJ REYNOLDS TOBACCO HOLDINGS   COM  76182K105         1765        39286 SH       D       3         39286            0            0
REYNOLDS RJ TOB HLDGS COM      COM  76182K105        54589      1954088 SH       D       6       1903788            0        50300
REYNOLDS R J TOB HLDGS INC     COM  76182K105         2821       100976 SH       D       7         86524            0        14452
RHYTHMS NET CONNECTIONS INC CO COM  762430205        12313       980190 SH       D       6        966290            0        13900
RHYTHEMS NET CONNECTIONS       COM  762430205          217        17312 SH       D       7          5200            0        12112
RIBOZYME PHARMACEUTICALS INC C COM  762567105         3903       151240 SH       D       6        151240            0            0
RIBOZYME PHARMACEUTICALS INC   COM  762567105           49         1900 SH       D       7          1900            0            0
RICA FOODS INC COM             COM  762582203         1657        72068 SH       D       6         72068            0            0
RICHARDSON ELECTRS LTD COM     COM  763165107         1610       100234 SH       D       6        100234            0            0
RICHARDSON ELECTRONICS         COM  763165107            7          481 SH       D       7           481            0            0
RICHMOND CNTY FINL C COM       COM  764556106         8894       465092 SH       D       6        465092            0            0
Richmond County Finl. Corp.    COM  764556106           91         4788 SH       D       7          4788            0            0
ICHTON INTERNATIONAL CORP      COM  765516109           15          800 SH       D       7           800            0            0
RICOH CO LTD-SP ADR            COM  765658307         1991        18773 SH       D       7         18773            0            0
RIGGS NATIONAL CORP WASH DC CO COM  766570105         7257       574847 SH       D       6        572547            0         2300
Riggs National Corp.           COM  766570105           70         5598 SH       D       7          5598            0            0
RIGHT MGMT CONSULTANTS INC     COM  766573109          274        26141 SH       D       6         26141            0            0
RIGHT MGMT CONSULTANTS INC     COM  766573109            8          800 SH       D       7           800            0            0
THE RIGHT START                COM  766574206           16         3600 SH       D       7          3600            0            0
RIGHTCHOICE MANAGED COM        COM  76657K101          204        13000 SH       D       6         13000            0            0
RIGHTCHOICE MANAGED CARE - A   COM  76657K101            5          300 SH       D       7           300            0            0
RIMAGE CORP COM                COM  766721104         1006        64964 SH       D       6         64964            0            0
RIMAGE CORP                    COM  766721104            5          325 SH       D       7           325            0            0
RIO TINTO PLC ADR              COM  767204100         1862        28550 SH       D       7         28550            0            0
RTP.N                          COM  767204100          460         6900 SH       D       9          6900            0            0
RISCORP INC COM                COM  767597107            3         1100 SH       D       6          1100            0            0
RITE AID CORP COM STOCK US$1   COM  767754104           48         4920 SH       D       2          4920            0            0
RITE AID CORP COM STOCK US$1   COM  767754104         3524       356663 SH       D       3        356663            0            0
RITE AID CORP                  COM  767754104          567        86508 SH       D       5         86508            0            0
RITE AID CORP COM              COM  767754104        46775      7127630 SH       D       6       6604604            0       523026
Rite Aid Corp                  COM  767754104         1197       182426 SH       D       7        150879            0        31547
RITE AID CORP                  COM  767754104           90        13769 SH       S       7         13769            0            0
RIVERDEEP GROUP PLC - SPON ADR ADR  76870Q109          309        10520 SH       D       3         10520            0            0
RIVERSIDE GROUP INC COM        COM  769135104            2          870 SH       D       6           870            0            0
RIVERVIEW BANCORP INC COM      COM  769397100            3          375 SH       D       6           375            0            0
RIVERVIEW BANCORP              COM  769397100            2          259 SH       D       7           259            0            0
RIVIANA FOODS INC COM          COM  769536103         2139       122695 SH       D       6        122695            0            0
Riviana Foods Inc.             COM  769536103           29         1709 SH       D       7          1709            0            0
RIVIERA HOLDINGS CORP          COM  769627100            1          200 SH       D       7           200            0            0
ROADHOUSE GRILL INC            COM  769725102            1          400 SH       D       7           400            0            0
ROADWAY EXPRESS INC COM        COM  769742107        11456       488808 SH       D       6        453608            0        35200
Roadway Express Inc.           COM  769742107           61         2616 SH       D       7          2616            0            0
ROANOKE EL STEEL CORP COM      COM  769841107         1373       109883 SH       D       6        109883            0            0
ROANOKE ELECTRICS STEEL CORP   COM  769841107           12         1008 SH       D       7          1008            0            0
ROBERTS REALTY INVS COM        COM  769900101           25         3600 SH       D       6          3600            0            0
ROBERTS REALTY INVESTORS INC   COM  769900101            2          400 SH       D       7           400            0            0
ROBBINS & MYERS INC COM        COM  770196103         4014       175993 SH       D       6        175993            0            0
Robbins & Myers Inc.           COM  770196103           49         2151 SH       D       7          2151            0            0
ROBERT HALF INTERNATIONAL INC  COM  770323103          622        13800 SH       D       3         13800            0            0
ROBERT HALF INTL INC           COM  770323103         1791        62862 SH       D       5         62862            0            0
ROBERT HALF INTL INC COM       COM  770323103        73363      2574172 SH       D       6       2574172            0            0
ROBERT HALF INTL INC           COM  770323103         1802        63234 SH       D       7         27664            0        35570
ROBINSON NUGENT INC.           COM  770810109           27         2200 SH       D       7          2200            0            0
ROBOTIC VISION SYSTEMS INC COM COM  771074101         6806       378119 SH       D       6        378119            0            0
ROBOTIC VISION SYSTEMS INC     COM  771074101           45         2513 SH       D       7          2513            0            0
ROCHE HLDG INC                 CVB  771196AC3         2760      5015000 SH       D       9       5015000            0            0
ROCHE HLDG INC                 CVB  771196AE2        18365     38385000 SH       D       9      38385000            0            0
ROCHESTER MEDICAL CORP         COM  771497104            1          238 SH       D       7           238            0            0
ROCK OF AGES CORP              COM  772632105            0          174 SH       D       7           174            0            0
ROCK-TENN CO COM               COM  772739207         4402       514187 SH       D       6        514187            0            0
Rock-Tenn Company              COM  772739207           12         1413 SH       D       7          1413            0            0
ROCKWELL INTERNATIONAL CORP CO COM  773903109          405         8500 SH       D       1          8500            0            0
ROCKWELL INTERNATIONAL CORP CO COM  773903109          283         5940 SH       D       2          5940            0            0
ROCKWELL INTERNATIONAL CORP CO COM  773903109        15844       325707 SH       D       3        305007            0        20700
ROCKWELL INTERNATIONAL CORP CO COM  773903109          686        14400 SH       D       4         14400            0            0
ROCKWELL INTL CORP             COM  773903109         2093        66457 SH       D       5         66457            0            0
ROCKWELL INTL CORP (NEW) COM   COM  773903109       170013      5397243 SH       D       6       4894849            0       502394
Rockwell International         COM  773903109         5278       167557 SH       D       7        148470            0        19087
ROCKWELL INTL CORP             COM  773903109          314         9989 SH       S       7          9989            0            0
ROCKY MOUNTAIN CHOC FACT INC   COM  774678403            1          300 SH       D       7           300            0            0
ROCKY SHOES & BOOTS INC        COM  774830103            0          100 SH       D       7           100            0            0
ROFIN SINAR TECHNOLO COM       COM  775043102         1857       148593 SH       D       6        148593            0            0
ROFIN-SINAR TECHNOLOGIES INC   COM  775043102            6          524 SH       D       7           524            0            0
ROGERS CABLESYSTEMS INC CL B   COM  775109200            0          900 SH       D       6           900            0            0
ROGERS CORP COM                COM  775133101        14046       401318 SH       D       6        401318            0            0
Rogers Corp.                   COM  775133101           92         2650 SH       D       7          2650            0            0
ROGUE WAVE SOFTWARE COM        COM  775369101          536       110023 SH       D       6        110023            0            0
ROGUE WAVE SOFTWARE            COM  775369101            2          468 SH       D       7           468            0            0
ROHM & HAAS CO COM STOCK US$2. COM  775371107          188         3600 SH       D       2          3600            0            0
ROHM & HAAS CO COM STOCK US$2. COM  775371107        19965       368011 SH       D       3        344232            0        23779
ROHM AND HAAS CO               COM  775371107         2627        76163 SH       D       5         76163            0            0
ROHM AND HAAS CO COM           COM  775371107       185620      5380303 SH       D       6       4947739            0       432564
Rohm & Haas Company            COM  775371107         4769       138260 SH       D       7        124684            0        13576
ROHM & HAAS COMPANY            COM  775371107          398        11553 SH       S       7         11553            0            0
ROHN INDUSTRIES, INC COM       COM  775381106         1437       340635 SH       D       6        340635            0            0
ROLLINS INC COM                COM  775711104         6853       460770 SH       D       6        460770            0            0
Rollins Inc.                   COM  775711104           78         5268 SH       D       7          5268            0            0
ROLLINS TRUCK LEASING CORP COM COM  775741101        11645      1678652 SH       D       6       1598132            0        80520
Rollins Truck Leasing Corp.    COM  775741101           81        11687 SH       D       7         11687            0            0
ROPER IND COM                  COM  776696106        18265       712816 SH       D       6        712816            0            0
Roper Industries Inc.          COM  776696106          142         5573 SH       D       7          5573            0            0
ROSLYN BANCORP INC. COM        COM  778162107        36139      2175820 SH       D       6       2137320            0        38500
ROSLYN BANCORP INC             COM  778162107          211        12713 SH       D       7          4952            0         7761
ROSS STORES INC COM            COM  778296103        31570      1850288 SH       D       6       1835456            0        14832
ROSS STORES INC                COM  778296103          543        31884 SH       D       7         19230            0        12654
ROSS TECHNOLOGY INC COM        COM  778304105            0        11700 SH       D       6         11700            0            0
ROSTELECOM - SPONSORED ADR     ADR  778529107         2231       119220 SH       D       3        119220            0            0
ROSTELECOM ADR ADR             COM  778529107         3217       236180 SH       D       6        236180            0            0
ROUGE INDUSTRIES, INC COM      COM  779088103          304       101408 SH       D       6        101408            0            0
ROUSE CO COM STOCK US$0.01     COM  779273101         2777        71829 SH       D       3         71829            0            0
ROUSE CO COM                   COM  779273101        22134       894325 SH       D       6        884724            0         9601
ROUSE CO                       COM  779273101         1191        48146 SH       D       7         40525            0         7621
ROWAN COS INC COM STOCK US$0.1 COM  779382100         1218        25704 SH       D       3         25704            0            0
ROWAN CO INC COM               COM  779382100        80345      2645132 SH       D       6       2460038            0       185094
Rowan Companies Inc.           COM  779382100         1949        64171 SH       D       7         54128            0        10043
ROWAN COS!0.12                 COM  779382100          847        27900 SH       D       9         27900            0            0
ROWAN COS INC                  COM  779382100          151         4981 SH       S       7          4981            0            0
ROWE COMPANIES                 COM  779528108          553       145077 SH       D       6        145077            0            0
ROWE FURNITURE CORP            COM  779528108            1          499 SH       D       7           499            0            0
ROWE COM COM                   COM  77957X108          708       143445 SH       D       6        143445            0            0
ROYAL APPLIANCE MFG. COM       COM  780076105         1349       237356 SH       D       6        237356            0            0
ROYAL APPLIANCE MFG CO         COM  780076105            5          894 SH       D       7           894            0            0
ROYAL BANCSHARES OF PENN INC C COM  780081105         1221        72920 SH       D       6         72920            0            0
ROYAL BANCSHARES OF PENN-A     COM  780081105           13          812 SH       D       7           812            0            0
ROYAL DUTCH PETROLEUM NLG1.2(N COM  780257804         5908        63400 SH       D       1         63400            0            0
ROYAL DUTCH PETROLEUM NLG1.2(N COM  780257804         1164        12500 SH       D       2         12500            0            0
ROYAL DUTCH PETROLEUM NLG1.2(N COM  780257804        65625       701222 SH       D       3        701222            0            0
ROYAL DUTCH PETE CO COM        COM  780257804      3140988     51021133 SH       D       6      46581814            0      4439319
ROYAL DUTCH PETE CO            DEP  780257804        81831      1329243 SH       D       7       1295968            0        33275
RD.N                           ADR  780257804          243         3900 SH       D       9          3900            0            0
ROYAL DUTCH PETROLEUM          COM  780257804         7020       114043 SH       S       7        114043            0            0
RUBY TUESDAY, INC COM          COM  781182100        37218      2962672 SH       D       6       2858072            0       104600
RUBY TUESDAY INC.              COM  781182100          271        21600 SH       D       7         21600            0            0
RUDDICK CORP                   COM  781258108        11312       957664 SH       D       6        956764            0          900
Ruddick Corp.                  COM  781258108           70         5960 SH       D       7          5960            0            0
RUDOLF TECHNOLOGIES COM        COM  781270103         6604       170450 SH       D       6        170450            0            0
RUDOLPH TECHNOLOGIES           COM  781270103           62         1617 SH       D       7          1617            0            0
RUSH ENTERPRISES INC COM       COM  781846100          240        43300 SH       D       6         43300            0            0
RUSH ENTERPRISES INC           COM  781846100            2          397 SH       D       7           397            0            0
RURAL CELLULAR CORP COM        COM  781904107        11656       152244 SH       D       6        143344            0         8900
RURAL CELLULAR CORP-CL A       COM  781904107           60          786 SH       D       7           786            0            0
RUSS BERRIE & CO INC COM       COM  782233100         5399       280470 SH       D       6        280470            0            0
Russ Berrie & Company Inc.     COM  782233100           63         3302 SH       D       7          3302            0            0
RUSS TOGS INC COM              COM  782242200            0         9150 SH       D       6          9150            0            0
RUSSELL CORP COM STOCK US$0.01 COM  782352108          280         8800 SH       D       3          8800            0            0
RUSSELL CORP COM               COM  782352108        33711      1685555 SH       D       6       1550099            0       135456
Russell Corporation            COM  782352108          618        30921 SH       D       7         30425            0          496
RUSSELL CORP                   COM  782352108           36         1800 SH       S       7          1800            0            0
FRANK RUSSELL CO.MONEY MKT     MUT  782474985         6254      6254000 SH       D       7       6254000            0            0
RYANS FAMILY STEAK HOUSE INC C COM  783519101        10255      1215456 SH       D       6       1209856            0         5600
Ryan's Family Steak House Inc. COM  783519101           60         7116 SH       D       7          7116            0            0
RYDER SYSTEM INC COM STOCK US$ COM  783549108         2487        80803 SH       D       3         80803            0            0
RYDER SYSTEM INC COM           COM  783549108        31936      1686440 SH       D       6       1571341            0       115099
Ryder System, Inc.             COM  783549108          766        40491 SH       D       7         32732            0         7759
RYDER SYSTEM                   COM  783549108           61         3223 SH       S       7          3223            0            0
RYERSON TULL INC COM           COM  78375P107         6331       610218 SH       D       6        610218            0            0
Ryerson Tull Inc.              COM  78375P107           52         5089 SH       D       7          5089            0            0
RYLAND GROUP INC COM           COM  783764103        20680       934716 SH       D       6        908286            0        26430
Ryland Group Inc.              COM  783764103           67         3042 SH       D       7          3042            0            0
S & K FAMOUS BRANDS INC        COM  783774102            6          900 SH       D       7           900            0            0
S & T BANCORP INC COM          COM  783859101         6621       362836 SH       D       6        362636            0          200
S&T Bancorp Inc.               COM  783859101           89         4909 SH       D       7          4909            0            0
SBE INC                        COM  783873201           20         1000 SH       D       7          1000            0            0
SBC COMMUNICATIONS COM STOCK U COM  78387G103        48591      1053910 SH       D       1       1053910            0            0
SBC COMMUNICATIONS COM STOCK U COM  78387G103         5828        89015 SH       D       2         89015            0            0
SBC COMMUNICATIONS COM STOCK U COM  78387G103       362095      5227751 SH       D       3       4967728            0       260023
SBC COMMUNICATIONS COM STOCK U COM  78387G103         8023       122535 SH       D       4        122535            0            0
SBC COMMUNICATIONS INC         COM  78387G103        51170      1183123 SH       D       5       1183123            0            0
SBC COMMUNICATIONS INC. COM    COM  78387G103      4262849     98563009 SH       D       6      90817380            0      7745629
SBC COMMUNICATIONS INC         COM  78387G103       144722      3346186 SH       D       7       2531051            0       815135
SBC COMM!1                     COM  78387G103         6353       146900 SH       D       9        146900            0            0
SBC COMMUNICATIONS, INC        COM  78387G103         7823       180896 SH       S       7        180896            0            0
SBS TECHNOLOGIES INC COM       COM  78387P103         3104        84039 SH       D       6         84039            0            0
SBS TECHNOLOGIES INC           COM  78387P103           11          315 SH       D       7           315            0            0
SCG HOLDING CORP COM           COM  783884109         4948       226215 SH       D       6        226015            0          200
SBA COMMUNICATIONS CORP COM    COM  78388J106         5478       105490 SH       D       6        105490            0            0
SBA COMM CORP                  COM  78388J106          103         2000 SH       D       7          2000            0            0
SCB COMPUTER TECHNOL COM       COM  78388N107          388       182647 SH       D       6        182647            0            0
SCB COMPUTER TECHNOLOGY INC    COM  78388N107            5         2410 SH       D       7          2410            0            0
SCC COMMUNICATIONS CORP COM    COM  78388X105          679       100658 SH       D       6        100658            0            0
SCC COMMUNICATIONS CORP        COM  78388X105            2          400 SH       D       7           400            0            0
SCI SYS                        COM  783890106          435        11100 SH       D       1         11100            0            0
S C I SYSTEMS INC COM          COM  783890106        95203      2429441 SH       D       6       2416385            0        13056
SCI SYSTEMS INC                COM  783890106         2044        52180 SH       D       7         29374            0        22806
SCI SYS                        COM  783890106           78         2000 SH       D       9          2000            0            0
SCM MICROSYSTEMS INC COM       COM  784018103        17625       291030 SH       D       6        291030            0            0
SCM Microsystems Inc.          COM  784018103          140         2327 SH       D       7          2327            0            0
SCP POOL CORP COM              COM  784028102         8526       362833 SH       D       6        362833            0            0
SCP Pool Corp.                 COM  784028102           94         4042 SH       D       7          4042            0            0
SCIPE HLDGS INC COM            COM  78402P104         4704       229485 SH       D       6        229485            0            0
SCPIE Holdings Inc.            COM  78402P104           40         1976 SH       D       7          1976            0            0
SDL INC COM                    COM  784076101       281543       987223 SH       D       6        972662            0        14561
SDL INC                        COM  784076101         6531        22903 SH       D       7         11424            0        11479
SEEC INC                       COM  784110108           10         2300 SH       D       7          2300            0            0
S E I INC COM                  COM  784117103        47803      1200705 SH       D       6       1081005            0       119700
SEI INVESTMENTS CO             COM  784117103          505        12657 SH       D       7          5094            0         7563
SEMCO ENERGY COM               COM  78412D109         4729       363799 SH       D       6        363799            0            0
SEMCO Energy Inc.              COM  78412D109           37         2920 SH       D       7          2920            0            0
SFX ENT'A'USD0.                COM  784178105        12265       270700 SH       D       1        270700            0            0
SFX ENTERTAINMENT INC COM      COM  784178105        28810       635815 SH       D       6        630821            0         4994
SFX ENTERTAINMENT INC.         COM  784178105          613        13535 SH       D       7          3602            0         9933
SGV BANCORP INC COM            COM  78422T102           36         1490 SH       D       6          1490            0            0
SGV BANCORP INC                COM  78422T102            4          200 SH       D       7           200            0            0
SJNB FINANCIAL CORP            COM  784273104            3          110 SH       D       7           110            0            0
SJW CORP COM                   COM  784305104         3698        31115 SH       D       6         31115            0            0
SJW Corp.                      COM  784305104           28          239 SH       D       7           239            0            0
SK CORPORATION- REP.5 PREF NV  ADR  784328106           11         1500 SH       D       3          1500            0            0
SK TELECOM LTD COM             COM  78440P108         2905        80020 SH       D       6         80020            0            0
SL GREEN RLTY CORP COM         COM  78440X101        13123       490611 SH       D       6        490611            0            0
SL Green Realty Corp.          COM  78440X101           98         3690 SH       D       7          3690            0            0
SL INDS INC COM                COM  784413106            9         1000 SH       D       6          1000            0            0
SL INDUSTRIES, INC.            COM  784413106            2          253 SH       D       7           253            0            0
SLM HOLDINGS                   COM  78442A109          143         2530 SH       D       2          2530            0            0
SLM HOLDINGS                   COM  78442A109        12378       221939 SH       D       3        204789            0        17150
SLM HOLDING CORP COM           COM  78442A109       148417      3964405 SH       D       6       3648245            0       316160
SLM Holding Corp               COM  78442A109         4663       124577 SH       D       7         90747            0        33830
SLM HOLDING CORP               COM  78442A109          311         8309 SH       S       7          8309            0            0
SLI INC COM                    COM  78442T108         3958       326486 SH       D       6        326486            0            0
SLI Inc.                       COM  78442T108           74         6135 SH       D       7          6135            0            0
SMC CORP                       COM  784460107            0          300 SH       D       7           300            0            0
SNB BANCSHARES INC             COM  784605107            3          200 SH       D       7           200            0            0
SPS TECHNOLOGIES INC COM       COM  784626103         9102       221683 SH       D       6        221683            0            0
SPS Technologies Inc.          COM  784626103          127         3115 SH       D       7          3115            0            0
SPDR TST UTS'1'                UNI  78462F103       123488       850000 SH       D       1        850000            0            0
SPDR TR COM                    COM  78462F103          723         4982 SH       D       6          4982            0            0
SPSS INC COM                   COM  78462K102         3959       135963 SH       D       6        135963            0            0
SPSS Inc.                      COM  78462K102           55         1915 SH       D       7          1915            0            0
SPW CORPORATION                COM  784630105            0         3000 SH       D       6          3000            0            0
SPX CORP U$ COMMON STK         COM  784635104           91          500 SH       D       2           500            0            0
SPX CORP U$ COMMON STK         COM  784635104         6133        33779 SH       D       3         33779            0            0
SPX CORP COM                   COM  784635104        59959       495789 SH       D       6        492968            0         2821
SPX CORP.                      COM  784635104         1070         8850 SH       D       7          3180            0         5670
SI CORPORATION COM             COM  78463B101        16804       720825 SH       D       6        693225            0        27600
S1 Corporation                 COM  78463B101          229         9843 SH       D       7          9843            0            0
SRS LABS INC COM               COM  78464M106          614        66393 SH       D       6         66393            0            0
SRS LABS, INC.                 COM  78464M106            9         1021 SH       D       7          1021            0            0
STM WIRELESS INC.              COM  784776106            5         1000 SH       D       7          1000            0            0
STV GROUP INC                  COM  784847105            1          200 SH       D       7           200            0            0
S3 INC COM                     COM  784849101        24293      1646990 SH       D       6       1646990            0            0
S3 Inc.                        COM  784849101          230        15628 SH       D       7         15628            0            0
SVI HOLDINGS INC COM           COM  784872103         1374       268113 SH       D       6        268113            0            0
SVI Holdings Inc.              COM  784872103           31         6078 SH       D       7          6078            0            0
SABA SOFTWARE COM              COM  784932105         4696       223647 SH       D       6        223647            0            0
SABA SOFTWARE INC              COM  784932105           63         3033 SH       D       7          3033            0            0
SPAR GROUP INC COM             COM  784933103           68        54600 SH       D       6         54600            0            0
S Y BANCORP INC COM            COM  785060104         1721        83455 SH       D       6         83455            0            0
S.Y. BANCORP INC               COM  785060104            4          242 SH       D       7           242            0            0
SABRE GROUP HOLDINGS INC       COM  785905100         1992        47019 SH       D       1         44600         2419            0
SABRE GROUP HOLDINGS INC       COM  785905100          470        10900 SH       D       2         10900            0            0
SABRE GROUP HOLDINGS INC       COM  785905100         4756       117229 SH       D       3        117229            0            0
SABRE GROUP HOLDINGS COM       COM  785905100       140956      4945856 SH       D       6       4592590            0       353266
SABRE HLDGS CORP               COM  785905100         5562       195165 SH       D       7        167268            0        27897
SABRE HOLDINGS CORP            COM  785905100          196         6878 SH       S       7          6878            0            0
SAFECO CORP COM STOCK NPV      COM  786429100           58         1950 SH       D       2          1950            0            0
SAFECO CORP COM STOCK NPV      COM  786429100         5789       186336 SH       D       3        176536            0         9800
SAFECO CORP                    COM  786429100          911        45858 SH       D       5         45858            0            0
SAFECO CORP COM                COM  786429100        70085      3526337 SH       D       6       3268501            0       257836
Safeco Corporation             COM  786429100         1766        88870 SH       D       7         73359            0        15511
SAFECO CORP                    COM  786429100          134         6791 SH       S       7          6791            0            0
SAFEGUARD SCIEF                COM  786449108          484        15100 SH       D       1         15100            0            0
SAFEGUARD SCIENTIFICS INC COM  COM  786449108        54885      1711841 SH       D       6       1655571            0        56270
SAFEGUARD SCIENTIFICS INC      COM  786449108         1687        52617 SH       D       7         29039            0        23578
SAFEGUARD                      CVB  786449AE8        17769     14760000 SH       D       1      14760000            0            0
SAFESCIENCE INC COM            COM  786452102          738       140738 SH       D       6        140738            0            0
Safescience Inc.               COM  786452102            4          807 SH       D       7           807            0            0
SAFETY COMPONENTS INTL INC. CO COM  786474106            0         1800 SH       D       6          1800            0            0
SAFEWAY                        COM  786514208          509         7460 SH       D       2          7460            0            0
SAFEWAY                        COM  786514208        46115       695362 SH       D       3        651362            0        44000
SAFEWAY                        COM  786514208         1222        17900 SH       D       4         17900            0            0
SAFEWAY INC COM NEW            COM  786514208       571163     12657365 SH       D       6      11652810            0      1004555
Safeway Inc                    COM  786514208        17380       385169 SH       D       7        284503            0       100666
SWY.N                          COM  786514208          596        13800 SH       D       9         13800            0            0
SAFEWAY INC                    COM  786514208         1190        26392 SH       S       7         26392            0            0
SAGA COMMUNICATIONS COM        COM  786598102         3507       159450 SH       D       6        159450            0            0
Saga Communications Inc.       COM  786598102           33         1537 SH       D       7          1537            0            0
SAGA SYSTEMS INC COM           COM  786610105         4995       401627 SH       D       6        401627            0            0
Saga Systems Inc.              COM  786610105           61         4943 SH       D       7          4943            0            0
SAGA INC SEGA INC              COM  786632109         1628       125900 SH       D       6        125900            0            0
SAGENT TECHNOLOGY INC COM      COM  786693101         4441       311707 SH       D       6        311707            0            0
Sagent Technology Inc.         COM  786693101           71         5033 SH       D       7          5033            0            0
ST FRANCIS CAP CORP COM        COM  789374105         3257       215384 SH       D       6        136177            0        79207
St Francis Capital Corp.       COM  789374105           10          664 SH       D       7           664            0            0
ST. JOE COMPANY                COM  790148100           68         1500 SH       D       2          1500            0            0
ST. JOE COMPANY                COM  790148100         4629        99229 SH       D       3         99229            0            0
ST. JOE COMPANY                COM  790148100        13151       438368 SH       D       6        434894            0         3474
ST. JOE COMPANY                COM  790148100          330        11002 SH       D       7          6826            0         4176
ST JOSEPH LIGHT & POWER CO COM COM  790654107         1735        82621 SH       D       6         82621            0            0
ST JOSEPH LIGHT & POWER        COM  790654107            6          299 SH       D       7           299            0            0
ST.JUDE MEDICAL INC COM STOCK  COM  790849103           97         1400 SH       D       2          1400            0            0
ST.JUDE MEDICAL INC COM STOCK  COM  790849103         8282       123654 SH       D       3        123654            0            0
ST JUDE MED INC COM            COM  790849103       112904      2461123 SH       D       6       2245630            0       215493
St. Jude Medical, Inc.         COM  790849103         3282        71557 SH       D       7         59022            0        12535
ST JUDE MEDICAL INC            COM  790849103          203         4433 SH       S       7          4433            0            0
ST MARY LD & EXPL CO COM       COM  792228108        11743       279182 SH       D       6        271582            0         7600
St Mary Land & Exploration Co. COM  792228108          120         2861 SH       D       7          2861            0            0
ST.PAUL COS INC COM STOCK NPV  COM  792860108          199         3860 SH       D       2          3860            0            0
ST.PAUL COS INC COM STOCK NPV  COM  792860108        18914       342052 SH       D       3        321760            0        20292
ST. PAUL COMPANIES             COM  792860108         2687        78730 SH       D       5         78730            0            0
ST PAUL COMPANIES INC COM      COM  792860108       207401      6077711 SH       D       6       5527495            0       550216
St. Paul Companies Inc.        COM  792860108         6380       186983 SH       D       7        139315            0        47668
ST. PAUL COS.                  COM  792860108          385        11284 SH       S       7         11284            0            0
SAKS INCORPORATED ORD USD0.10  COM  79377W108           54         3400 SH       D       2          3400            0            0
SAKS, INC COM                  COM  79377W108        27749      2642788 SH       D       6       2625941            0        16847
SAKS INC                       COM  79377W108          598        57045 SH       D       7         37348            0        19697
SALEM COMMUNICATIONS CORP COM  COM  794093104          904        97494 SH       D       6         97494            0            0
SALIENT 3 COM COM              COM  794721100          283        23488 SH       D       6         23488            0            0
SALTORYMAXIM HOUSEWARES COM    COM  795757103         6058       164305 SH       D       6        164305            0            0
Salton Inc.                    COM  795757103           93         2531 SH       D       7          2531            0            0
SAMES CORP.                    COM  79587E104            2          132 SH       D       7           132            0            0
SAMSONITE CORP NEW COM         COM  79604V105          515       114522 SH       D       6        114522            0            0
SAMSONITE CORP                 COM  79604V105           10         2267 SH       D       7          2267            0            0
SAN PAOLO-IMI SPA              COM  799175104         2978        84200 SH       D       7         84200            0            0
SANCHEZ COMPUTER ASSOCIATES RT COM  799702105         6810       286739 SH       D       6        286739            0            0
Sanchez Computer Associates    COM  799702105           61         2575 SH       D       7          2575            0            0
SANDERSON FARMS INC COM        COM  800013104          692        86565 SH       D       6         86565            0            0
SANDERSON FARMS INC            COM  800013104            8         1029 SH       D       7          1029            0            0
SANDISK CORP COM               COM  80004C101        46448       759112 SH       D       6        758812            0          300
SANDISK CORPORATION            COM  80004C101          731        11948 SH       D       7         11948            0            0
SANDY SPRING BANCORP COM       COM  800363103         2520       123318 SH       D       6        123318            0            0
Sandy Springs Bancorp Inc.     COM  800363103           33         1618 SH       D       7          1618            0            0
SANMINA CORP USD0.01           COM  800907107         5265        40600 SH       D       3         40600            0            0
SANMINA CORP COM               COM  800907107       341020      3988549 SH       D       6       3689269            0       299280
Sanmina Corporation            COM  800907107         9599       112278 SH       D       7         81854            0        30424
SANMINA CORP                   COM  800907107          675         7900 SH       S       7          7900            0            0
SANGSTAT MED CORP COM          COM  801003104         8674       300402 SH       D       6        300402            0            0
Sangstat Medical Corp.         COM  801003104          115         3997 SH       D       7          3997            0            0
SANTA CRUZ COM                 COM  801833104         2146       336763 SH       D       6        336763            0            0
Santa Cruz Operation           COM  801833104           31         4899 SH       D       7          4899            0            0
SANTA FE SNYDER CORP COM       COM  80218K105        49866      4383871 SH       D       6       4293832            0        90039
SANTA FE SNYDER, CORP.         COM  80218K105          523        46048 SH       D       7         26529            0        19519
SANTA ISABEL ADR               COM  802233106          512        65640 SH       D       6         65640            0            0
SANTANDER BANCORP COM          COM  802809103          411        32297 SH       D       6         32297            0            0
Santander Bancorp              COM  802809103           60         4710 SH       D       7          4710            0            0
SAP AG                         COM  803054204         1598        34050 SH       D       7         34050            0            0
SAP.N                          ADR  803054204         1931        41700 SH       D       9         41700            0            0
SAPIENT CORPORATION USD0.01    COM  803062108         2462        16100 SH       D       3         16100            0            0
SAPIENT CORP COM               COM  803062108       147157      1376109 SH       D       6       1262509            0       113600
Sapient Corp                   COM  803062108         4326        40460 SH       D       7         34097            0         6363
SAPIENT CORPORATION            COM  803062108          331         3100 SH       S       7          3100            0            0
SARA LEE CORP COM STOCK US$1.3 COM  803111103          991        34500 SH       D       1         32800         1700            0
SARA LEE CORP COM STOCK US$1.3 COM  803111103          677        23180 SH       D       2         23180            0            0
SARA LEE CORP COM STOCK US$1.3 COM  803111103        42304      1484170 SH       D       3       1413770            0        70400
SARA LEE CORP COM STOCK US$1.3 COM  803111103          915        31300 SH       D       4         31300            0            0
SARA LEE CORP                  COM  803111103         5975       309426 SH       D       5        309426            0            0
SARA LEE CORP                  COM  803111103       473957     24541513 SH       D       6      22491710            0      2049803
Sara Lee Corporation           COM  803111103        13730       710950 SH       D       7        530803            0       180147
SARA LEE CORP                  COM  803111103          893        46255 SH       S       7         46255            0            0
SASOL -SPON ADR REP 1 ORD      ADR  803866300          120        12000 SH       D       4         12000            0            0
SATA CONSTRUCTION COM          COM  803893106         3095       121098 SH       D       6        121098            0            0
SATCON TECHNOLOGY CORP         COM  803893106           17          703 SH       D       7           703            0            0
SIFY.O                         ADR  804099109         2322       106150 SH       D       9        106150            0            0
SAUCONY INC-CL B               COM  804120202            2          300 SH       D       7           300            0            0
SAUER-DANFOSS INC.             COM  804137107         3724       377206 SH       D       6        377206            0            0
Sauer Inc.                     COM  804137107           22         2292 SH       D       7          2292            0            0
SAUL CTRS INC COM              COM  804395101         3293       204262 SH       D       6        203062            0         1200
Saul Centers Inc.              COM  804395101           18         1162 SH       D       7          1162            0            0
SAVANNAH BANCORP INC COM       COM  804748101            4          251 SH       D       6           251            0            0
SABVANNAH BANCORP              COM  804748101            6          336 SH       D       7           336            0            0
SAVIA SA DE CV -ADR ADR        COM  805175106          157         8132 SH       D       6          8132            0            0
SAVOIR TECHNOLOGY GROUP COM    COM  80533W107          742       105138 SH       D       6        105138            0            0
SAVOIR TECHNOLOGY GROUP INC    COM  80533W107            4          691 SH       D       7           691            0            0
SAWIS COMM COM                 COM  805423100         2720       208231 SH       D       6        208231            0            0
SAVVIS COMMUNICATIONS CORP     COM  805423100           81         6224 SH       D       7          6224            0            0
SAWTEK INC COM                 COM  805468105        57150       992851 SH       D       6        978751            0        14100
Sawtek Inc.                    COM  805468105          320         5564 SH       D       7          5564            0            0
SCANA CORP COM                 COM  80589M102        38231      1584709 SH       D       6       1569244            0        15465
SCANA CORP.                    COM  80589M102          433        17982 SH       D       7          6992            0        10990
SCANSOURCE INC COM             COM  806037107         2171        55862 SH       D       6         55862            0            0
SCANSOFT, INC COM              COM  80603P107         1187       422312 SH       D       6        422312            0            0
SCHAWK INC COM                 COM  806373106          674        71930 SH       D       6         71930            0            0
SCHEIB EARL INC COM            COM  806398103            3         1050 SH       D       6          1050            0            0
EARL SCHEIB INC                COM  806398103            3         1000 SH       D       7          1000            0            0
SCHEIN HENRY INC COM           COM  806407102        11098       643393 SH       D       6        643393            0            0
Henry Schein Inc.              COM  806407102           92         5371 SH       D       7          5371            0            0
SCHEIN PHARMACEUTICA COM       COM  806416103         1940        89739 SH       D       6         89739            0            0
Schein Pharmaceutical Inc.     COM  806416103           95         4424 SH       D       7          4424            0            0
SCHERING-PLOUGH CORP COM STOCK COM  806605101        11860       221482 SH       D       1         61400       160082            0
SCHERING-PLOUGH CORP COM STOCK COM  806605101         2370        31000 SH       D       2         31000            0            0
SCHERING-PLOUGH CORP COM STOCK COM  806605101       175699      2311529 SH       D       3       2196929            0       114600
SCHERING-PLOUGH CORP COM STOCK COM  806605101         4632        60600 SH       D       4         60600            0            0
SCHERING-PLOUGH CORP COM       COM  806605101      1954420     38701389 SH       D       6      35601437            0      3099952
SCHERING PLOUGH CORP           COM  806605101        61954      1226824 SH       D       7        911730            0       315094
SGP.N                          COM  806605101          587        11840 SH       D       9         11840            0            0
SCHERING-PLOUGH CORP           COM  806605101         3930        77841 SH       S       7         77841            0            0
SCHLOTZSKY'S INC               COM  806832101            5          972 SH       D       7           972            0            0
SCHLUMBERGER COM STOCK US$0.01 COM  806857108         1136        10060 SH       D       2         10060            0            0
SCHLUMBERGER COM STOCK US$0.01 COM  806857108       104403       928856 SH       D       3        892156            0        36700
SCHLUMBERGER COM STOCK US$0.01 COM  806857108         3298        29200 SH       D       4         29200            0            0
SCHLUMBERGER LTD               COM  806857108        14247       190902 SH       D       5        190902            0            0
SCHLUMBERGER LTD COM           COM  806857108       957215     12827009 SH       D       6      11705008            0      1122001
Schlumberger Ltd.              COM  806857108        24815       332537 SH       D       7        323735            0         8802
SLB.N                          COM  806857108          270         3694 SH       D       9          3694            0            0
SCHLUMBERGER LTD               COM  806857108         2256        30238 SH       S       7         30238            0            0
SCHNITZER STL INDS COM         COM  806882106          863        54413 SH       D       6         54413            0            0
SCHNITZER STEEL INDS INC-A     COM  806882106            3          248 SH       D       7           248            0            0
SCHOLASTIC CORP COM            COM  807066105        17841       291879 SH       D       6        291879            0            0
Scholastic Corp.               COM  807066105          162         2658 SH       D       7          2658            0            0
SCHOOL SPECIALTY INC COM       COM  807863105         5792       312055 SH       D       6        312055            0            0
School Specialty Inc.          COM  807863105           63         3399 SH       D       7          3399            0            0
SCHULER HOMES COM              COM  808188106          794       129755 SH       D       6        129755            0            0
SCHULER HOMES INC              COM  808188106            4          741 SH       D       7           741            0            0
SCHULMAN A INC COM             COM  808194104        10803       895602 SH       D       6        895602            0            0
A SCHULMAN INC                 COM  808194104          197        16375 SH       D       7         16375            0            0
SCHULTZ SAV O STORES INC       COM  808196109            7          742 SH       D       7           742            0            0
SCHWAB (CHARLES)               COM  808513105          635        14863 SH       D       1          8323         6540            0
SCHWAB (CHARLES)               COM  808513105         1240        24376 SH       D       2         24376            0            0
SCHWAB (CHARLES)               COM  808513105       107387      2112619 SH       D       3       2007994            0       104625
SCHWAB (CHARLES)               COM  808513105         1550        30450 SH       D       4         30450            0            0
SCHWAB (CHARLES) CORP          COM  808513105        14875       442340 SH       D       5        442340            0            0
SCHWAB CHARLES CORP NEW COM    COM  808513105      1146341     34090960 SH       D       6      31338641            0      2752318
Charles Schwab Corp.           COM  808513105        34165      1016060 SH       D       7        772282            0       243778
CHARLES SCHWAB & CO., INC      COM  808513105         2435        72437 SH       S       7         72437            0            0
SCHWEITZER-MANDUIT INTL INC CO COM  808541106         8265       661276 SH       D       6        642776            0        18500
Schweitzer Mauduit Intl.       COM  808541106           37         2983 SH       D       7          2983            0            0
SCICLONE PRAX COM              COM  80862K104         4221       326300 SH       D       6        326300            0            0
SCICLONE PHARMACEUTICALS INC.  COM  80862K104           24         1900 SH       D       7          1900            0            0
SCIENCE DYNAMICS CORP COM      COM  808631105           18         1600 SH       D       6          1600            0            0
SCIENCE DYNAMICS CORP          COM  808631105           13         1200 SH       D       7          1200            0            0
SCIENT COM                     COM  80864H109        16023       363139 SH       D       6        352339            0        10800
SCIENT CORP.                   COM  80864H109          256         5822 SH       D       7          4600            0         1222
SCIENTIFIC ATLANTIC COM STOCK  COM  808655104          270         2400 SH       D       2          2400            0            0
SCIENTIFIC ATLANTIC COM STOCK  COM  808655104        23745       213972 SH       D       3        206472            0         7500
SCIENTIFIC ATLANTA INC COM     COM  808655104       304968      4093533 SH       D       6       3783442            0       310091
Scientific-Atlanta, Inc.       COM  808655104         9276       124517 SH       D       7         91885            0        32632
SCIENTIFIC ATLANTA INC         COM  808655104          630         8462 SH       S       7          8462            0            0
SCIENTIFIC GAMES COM           COM  808747109         7299       297198 SH       D       6        297198            0            0
Scientific Games Hldgs. Corp.  COM  808747109           25         1056 SH       D       7          1056            0            0
SCIENTIFIC LEARNING CORP COM   COM  808760102         1001        45270 SH       D       6         45270            0            0
SCIENTIFIC LEARNING CORP       COM  808760102           37         1700 SH       D       7          1700            0            0
SCIENTIFIC TECHNOLOGIES INC CO COM  808799209            3          647 SH       D       6           647            0            0
SCIENTIFIC TECHNOLOGIES INC    COM  808799209            2          430 SH       D       7           430            0            0
SCOIS INC COM                  COM  808905103         2663       473461 SH       D       6        473461            0            0
SCIQUEST COM                   COM  80908Q107         3898       340876 SH       D       6        340876            0            0
SCIQUEST.COM                   COM  80908Q107           33         2905 SH       D       7          2905            0            0
SCITEX LTD                     COM  809090103          379        34330 SH       D       6         34330            0            0
SCOPE INDUSTRIES INC           COM  809163108            4          100 SH       D       7           100            0            0
SCORE BRD INC COM NEW          COM  809173206            0         4700 SH       D       6          4700            0            0
SCOTT TECHNOLOGIES INC COM     COM  810022301         6988       406611 SH       D       6        405811            0          800
Scott Technologies Inc.        COM  810022301           67         3919 SH       D       7          3919            0            0
SCOTTISH POWER PLC 3RD INSTALL COM  81013T705         6094       182270 SH       D       6        182270            0            0
SCOTTS CO COM                  COM  810186106        19493       534073 SH       D       6        534073            0            0
Scotts Co.                     COM  810186106          218         5990 SH       D       7          5990            0            0
SCRIPPS (E W) 'A'              CLA  811054204           74         1000 SH       D       2          1000            0            0
SCRIPPS (E W) 'A'              CLA  811054204         5036        67357 SH       D       3         59057            0         8300
SCRIPTS EW NEW COMMON STOCK    COM  811054204        21435       435231 SH       D       6        425756            0         9475
E.W. Scripps Company           COM  811054204          466         9466 SH       D       7          6673            0         2793
SEABOARD CORP DEL COM          COM  811543107         1716         9979 SH       D       6          9979            0            0
SEABOARD CORPORATION           COM  811543107           28          166 SH       D       7           166            0            0
SEACHANGE INTERNATIONAL COM    COM  811699107         8153       282378 SH       D       6        282378            0            0
SEACHANGE INTERNATIONAL INC    COM  811699107           34         1209 SH       D       7          1209            0            0
SEACOAST BKG CORP FLA          COM  811707108         1972        73067 SH       D       6         73067            0            0
SEACOAST BKG CORP FLA          COM  811707108            4          184 SH       D       7           184            0            0
SEACOAST FINANCIAL SERVICES CO COM  81170Q106         3615       380543 SH       D       6        380543            0            0
Seacoast Finl Svcs Corp.       COM  81170Q106           30         3193 SH       D       7          3193            0            0
SEAGATE TECHNOLOGY COM STOCK U COM  811804103        11124       184900 SH       D       1        184900            0            0
SEAGATE TECHNOLOGY COM STOCK U COM  811804103          967        11620 SH       D       2         11620            0            0
SEAGATE TECHNOLOGY COM STOCK U COM  811804103        32931       410179 SH       D       3        389779            0        20400
SEAGATE TECHNOLOGY INC         COM  811804103         4113        74784 SH       D       5         74784            0            0
SEAGATE TECHNOLOGY COM         COM  811804103       407198      7403612 SH       D       6       6856508            0       547104
SEAGATE TECHNOLOGY             COM  811804103        14475       263191 SH       D       7        229303            0        33888
SEAGATE!0.01                   COM  811804103          231         4200 SH       D       9          4200            0            0
SEAGATE TECHNOLOGY, INC        COM  811804103          663        12067 SH       S       7         12067            0            0
SEAGRAM LTD                    COM  811850106        10553       119688 SH       D       3        119688            0            0
SEAGRAM CO LTD COM NPV         COM  811850106       551680      9511738 SH       D       6       8667385            0       844353
Seagram Company Ltd.           COM  811850106        14915       257162 SH       D       7        250401            0         6761
SEAGRAMS_CO_LTD                COM  811850106         1344        23187 SH       S       7         23187            0            0
SEACOR HLDGS INC COM           COM  811904101        11457       296157 SH       D       6        296157            0            0
Seacor Smit Inc.               COM  811904101          108         2813 SH       D       7          2813            0            0
SEALED AIR CORP                COM  81211K100           43          800 SH       D       1             0          800            0
SEALED AIR USD 0.01            COM  81211K100           95         1200 SH       D       2          1200            0            0
SEALED AIR USD 0.01            COM  81211K100        10876       134830 SH       D       3        129953            0         4877
SEALED AIR CORP                COM  81211K100         1549        29582 SH       D       5         29582            0            0
SEALED AIR CORP COM            COM  81211K100       111791      2134441 SH       D       6       1972113            0       162328
Sealed Air Corporation         COM  81211K100         3463        66120 SH       D       7         48058            0        18062
SEALED AIR CORP                COM  81211K100          234         4471 SH       S       7          4471            0            0
SEALED AIR CORP PREF CONV STK  COM  81211K209          547         7171 SH       D       3          2849            0         4322
SEARS ROEBUCK & CO COM STOCK U COM  812387108         2690        54482 SH       D       1         54482            0            0
SEARS ROEBUCK & CO COM STOCK U COM  812387108          994        20130 SH       D       2         20130            0            0
SEARS ROEBUCK & CO COM STOCK U COM  812387108        32545       633167 SH       D       3        610367            0        22800
SEARS ROEBUCK & CO COM STOCK U COM  812387108         1402        28400 SH       D       4         28400            0            0
SEARS, ROEBUCK AND CO          COM  812387108         4298       131724 SH       D       5        131724            0            0
SEARS ROEBUCK & CO COM         COM  812387108       409641     12556066 SH       D       6      11570290            0       985776
SEARS ROEBUCK + CO             COM  812387108        17804       545739 SH       D       7        506272            0        39467
SEARS ROEBUCK                  COM  812387108          611        18748 SH       S       7         18748            0            0
SEAWAY FOOD TOWN INC COM       COM  812744100          796        47548 SH       D       6         47548            0            0
SEAWAY FOOD TOWN INC           COM  812744100           10          645 SH       D       7           645            0            0
SECOND BANCORP INC COM         COM  813114105         2111       139010 SH       D       6        139010            0            0
Second Bancorp Inc.            COM  813114105           22         1453 SH       D       7          1453            0            0
SECURE COMPUTING COR COM       COM  813705100         6196       329367 SH       D       6        329367            0            0
SECURE COMPUTING CORP          COM  813705100           41         2230 SH       D       7          2230            0            0
SECURITY ASSOCIATION           COM  813764305           10         3200 SH       D       7          3200            0            0
WTS SECURITY CAPITAL GROUP INC COM  81413P113           42        14263 SH       D       6         14263            0            0
SECURITY CAPITAL GROUP WARRANT COM  81413P204        13308       782829 SH       D       6        782829            0            0
Security Capital Group         COM  81413P204          129         7629 SH       D       7          7629            0            0
SEDONA CORP PA COM             COM  815677109          802       225280 SH       D       6        225280            0            0
SEGUE SOFTWARE INC COM         COM  815807102          867       103550 SH       D       6        103550            0            0
SEITEL INC COM                 COM  816074306         7875       969249 SH       D       6        936849            0        32400
Seitel Inc.                    COM  816074306           35         4400 SH       D       7          4400            0            0
SELECT COMFORT CORP COM        COM  81616X103          759       238335 SH       D       6        238335            0            0
Select Comfort Corp.           COM  81616X103            4         1404 SH       D       7          1404            0            0
SELECTICA INC COM              COM  816288104         3491        49829 SH       D       6         49829            0            0
SELECTIVE INS GROUP INC COM    COM  816300107        10615       558696 SH       D       6        558696            0            0
Selective Insurance Group      COM  816300107          114         6025 SH       D       7          6025            0            0
SEMTECH CORP                   COM  816850101        59430       777027 SH       D       6        777027            0            0
SEMTECH CORP                   COM  816850101          445         5824 SH       D       7          5824            0            0
SEMPRA ENERGY COM STK          COM  816851109          136         5300 SH       D       2          5300            0            0
SEMPRA ENERGY COM STK          COM  816851109         8297       314144 SH       D       3        314144            0            0
SEMPRA ENERGY                  COM  816851109         1218        71648 SH       D       5         71648            0            0
SEMPRA ENERGY COMMOM STOCK COM COM  816851109       108878      6404589 SH       D       6       5821503            0       583086
Sempra Energy                  COM  816851109         3947       232188 SH       D       7        207391            0        24797
SEMPRA ENERGY                  COM  816851109          185        10913 SH       S       7         10913            0            0
SEMITOOL INC COM               COM  816909105         3819       220620 SH       D       6        220620            0            0
SEMITOOL INC                   COM  816909105           31         1816 SH       D       7          1816            0            0
SENECA FOODS CORP.             COM  817070501            4          400 SH       D       7           400            0            0
SENIOR HOUSING PROP TRUST COM  COM  81721M109         2316       316813 SH       D       6        314682            0         2131
SENIOR HOUSING PROPERTIES      COM  81721M109          180        24347 SH       D       7          4318            0        20028
SENSAR CORP COM                COM  817253107         1156        48680 SH       D       6         48680            0            0
SENSAR CORPORATION             COM  817253107           38         1600 SH       D       7          1600            0            0
SENSORMATIC ELECT.             COM  817265101         2087        86175 SH       D       3         86175            0            0
SENSORMATIC ELECTRONICS COM    COM  817265101        29585      1871029 SH       D       6       1871029            0            0
SENSORMATIC ELECTRONICS CORP   COM  817265101          227        14381 SH       D       7         14381            0            0
SEPARACORE COM                 COM  817315104       124391      1031225 SH       D       6       1029825            0         1400
SEPRACOR INC                   COM  817315104         2880        23878 SH       D       7          9322            0        14556
SEQUA CORP CL A                COM  817320104         5904       154614 SH       D       6        154614            0            0
SEQUA CORP CLASS A             COM  817320104          150         3949 SH       D       7          3949            0            0
SEQUENOM INC COM               COM  817337108         6384       140698 SH       D       6        140698            0            0
SEQUENOM INC                   COM  817337108           58         1287 SH       D       7          1287            0            0
SEQUOIA SOFTWARE CORP COM      COM  817439102            0         8910 SH       D       6          8910            0            0
SERENA SOFTWARE INC COM        COM  817492101        14345       315931 SH       D       6        307531            0         8400
SERENA Software Inc.           COM  817492101          183         4044 SH       D       7          4044            0            0
SEROLOGICALS CORP COM          COM  817523103         1567       313410 SH       D       6        313410            0            0
Serologicals Corp.             COM  817523103           15         3175 SH       D       7          3175            0            0
SERVICE CORP INTERNATIONAL COM COM  817565104         2221       359687 SH       D       3        335287            0        24400
SERVICE CORP INTERNATIONAL     COM  817565104          295        92675 SH       D       5         92675            0            0
SERVICE CORP INTERNATIONAL COM COM  817565104        10835      3399520 SH       D       6       3399520            0            0
SERVICE CORP                   COM  817565104           91        28797 SH       D       7             0            0        28797
SERVICEMASTER COMPANY          COM  81760N109          103         6000 SH       D       2          6000            0            0
SERVICEMASTER COMPANY          COM  81760N109         5771       331922 SH       D       3        331922            0            0
SERVICEMASTER COMPANY          COM  81760N109         1235       108608 SH       D       5        108608            0            0
SERVICEMASTER CO. COM          COM  81760N109        44583      3919396 SH       D       6       3816728            0       102668
SERVICEMASTER COMPANY          COM  81760N109         1141       100333 SH       D       7         41076            0        59257
SERVOTRONICS INC COM           COM  817732100            2          662 SH       D       6           662            0            0
7-ELEVEN INC COM               COM  817826209         9348       679886 SH       D       6        677686            0         2200
SEVEN-ELEVEN INC               COM  817826209          129         9409 SH       D       7          9409            0            0
SEVEN SEAS PETROLE             COM  817917107            6         6150 SH       D       1             0         6150            0
SEVENSON ENVIRONMENTAL SVCS.   COM  818063109            2          200 SH       D       7           200            0            0
SHARED MEDICAL SYSTEMS CORP CO COM  819486101           44          400 SH       D       2           400            0            0
SHARED MEDICAL SYSTEMS CORP CO COM  819486101         3075        27757 SH       D       3         27757            0            0
SHARED MEDICAL SYSTEMS CORP CO COM  819486101         7971       109286 SH       D       6        108762            0          524
SHARED MEDICAL SYSTEMS         COM  819486101          489         6716 SH       D       7          2126            0         4590
SHARPER IMAGE CORP COM         COM  820013100         1275       102046 SH       D       6        102046            0            0
SHAW GROUP INC COM             COM  820280105         7464       158401 SH       D       6        158401            0            0
SHAW GROUP INC                 COM  820280105           62         1335 SH       D       7          1335            0            0
SHAW INDUSTRIES INC COM STOCK  COM  820286102           41         2200 SH       D       2          2200            0            0
SHAW INDUSTRIES INC COM STOCK  COM  820286102         3780       185090 SH       D       3        164090            0        21000
SHAW INDUSTRIES INC            COM  820286102          560        44854 SH       D       5         44854            0            0
SHAW INDS INC COM              COM  820286102        54228      4338261 SH       D       6       4073608            0       264653
SHAW INDS INC                  COM  820286102         2687       215009 SH       D       7        202636            0        12373
SHELDAHL CO COM                COM  822440103          485        89250 SH       D       6         89250            0            0
SHELDAHL INC                   COM  822440103            2          484 SH       D       7           484            0            0
SHERWIN-WILLIAMS CO COM STOCK  COM  824348106           81         2540 SH       D       2          2540            0            0
SHERWIN-WILLIAMS CO COM STOCK  COM  824348106         9673       292555 SH       D       3        265755            0        26800
SHERWIN-WILLIAMS CO COM STOCK  COM  824348106          808        25200 SH       D       4         25200            0            0
SHERWIN-WILLIAMS CO            COM  824348106         1222        57685 SH       D       5         57685            0            0
SHERWIN WILLIAMS CO COM        COM  824348106        97587      4605898 SH       D       6       4265552            0       340346
Sherwin-Williams Company       COM  824348106         3014       142257 SH       D       7        124738            0        17519
SHERWIN WILLIAMS CO            COM  824348106          184         8718 SH       S       7          8718            0            0
SHILOH INDS COM                COM  824543102          861        90054 SH       D       6         90054            0            0
SHILOH INDUSTRIES INC          COM  824543102           27         2882 SH       D       7          2882            0            0
SHOE CARNIVAL INC COM          COM  824889109          648       103800 SH       D       6        103800            0            0
SHOPKO STORES COM              COM  824911101         9818       638592 SH       D       6        638592            0            0
ShopKo Stores Inc.             COM  824911101           78         5112 SH       D       7          5112            0            0
SHOLODGE COM                   COM  825034101            2          664 SH       D       6           664            0            0
SHOLODGE INC.                  COM  825034101            5         1700 SH       D       7          1700            0            0
SHOP AT HOME INC COM           COM  825066301         2755       589863 SH       D       6        589863            0            0
Shop At Home Inc.              COM  825066301           11         2386 SH       D       7          2386            0            0
SHORELINE FINL CORP COM        COM  825190101         1748       147267 SH       D       6        147267            0            0
Shoreline Financial Corp.      COM  825190101           28         2382 SH       D       7          2382            0            0
SHOWCASE CORP COM              COM  82539P102          390        67200 SH       D       6         67200            0            0
SHUFFLE MASTER INC COM         COM  825549108         1196        83235 SH       D       6         83235            0            0
SHUFFLE MASTER INC             COM  825549108            5          400 SH       D       7           400            0            0
SHUGARD STORAGE CTRS INC COM   COM  82567D104        17125       761136 SH       D       6        759736            0         1400
Shurgard Storage Centers Inc.  COM  82567D104          124         5544 SH       D       7          5544            0            0
SICOR INC COM                  COM  825846108         9943      1242978 SH       D       6       1242978            0            0
Sicor Inc.                     COM  825846108          132        16620 SH       D       7         16620            0            0
SIVENSA -SPONS ADR REP 5 'A' S ADR  825865207          497       134226 SH       D       3        134226            0            0
SIDER VENEZOLANA SIVENSA ADR S COM  825865405          267       122081 SH       D       6        122081            0            0
SIDERURGICA VEN SIVENS  ADR RE CLA  825865702            4         1388 SH       D       3          1388            0            0
SIEBEL SYSTEMS INC             COM  826170102        13506        56100 SH       D       3         56100            0            0
SIEBEL SYS INC COM             COM  826170102       818047      5001436 SH       D       6       4597827            0       403609
SIEBEL SYS INC                 COM  826170102        24877       152096 SH       D       7        120191            0        31905
SIEBEL SYSTEMS, INC            COM  826170102         1733        10600 SH       S       7         10600            0            0
SIEBERT FINANCIAL CORP COM     COM  826176109          602        86006 SH       D       6         86006            0            0
Siebert Finl Corp.             COM  826176109           16         2359 SH       D       7          2359            0            0
SIERRA HEALTH SVCS INC COM     COM  826322109         1081       339322 SH       D       6        339322            0            0
Sierra Health Services Inc.    COM  826322109            9         2912 SH       D       7          2912            0            0
SIERRA PAC RES-NEW COM         COM  826428104        21804      1735717 SH       D       6       1735717            0            0
Sierra Pacific Resources New   COM  826428104          168        13410 SH       D       7         13410            0            0
SIERRACITIES INC COM           COM  826521106          698       186303 SH       D       6        186303            0            0
SierraCities Inc.              COM  826521106           13         3606 SH       D       7          3606            0            0
SIFCO INDUSTRIES               COM  826546103            1          231 SH       D       7           231            0            0
SIGMA ALDRICH CORP COM STOCK U COM  826552101          923        20853 SH       D       1         20853            0            0
SIGMA ALDRICH CORP COM STOCK U COM  826552101          340         7692 SH       D       2          7692            0            0
SIGMA ALDRICH CORP COM STOCK U COM  826552101         8081       173948 SH       D       3        173948            0            0
SIGMA ALDRICH CORP COM         COM  826552101        94387      3226933 SH       D       6       2960487            0       266446
SIGMA ALDRICH                  COM  826552101         3619       123734 SH       D       7        111672            0        12062
SIGMA ALDRICH CORP             COM  826552101          133         4554 SH       S       7          4554            0            0
SIGMA DESIGNS INC COM          COM  826565103          777       183035 SH       D       6        183035            0            0
SIGMA DESIGNS INC              COM  826565103            4         1048 SH       D       7          1048            0            0
SIGMATRON INTERNATIONAL        COM  82661L101            0          200 SH       D       7           200            0            0
SIGNAL TECH COM                COM  826675100         1881        75247 SH       D       6         75247            0            0
SIGNAL TECHNOLOGY CORP.        COM  826675100           47         1900 SH       D       7          1900            0            0
SILICON LABRATORIES COM        COM  826919102         4873        91743 SH       D       6         91743            0            0
SILICON LABORATORIES INC       COM  826919102           37          700 SH       D       7           700            0            0
SILGAN HLDGS INC COM           COM  827048109         1354       138067 SH       D       6        138067            0            0
Silgan Holdings Inc.           COM  827048109           36         3734 SH       D       7          3734            0            0
SILICON GAMING COM             COM  827054107            2         7385 SH       D       6          7385            0            0
SILICON GRAPHICS INC COM STOCK COM  827056102           83        14218 SH       D       3         14218            0            0
SILICON GRAPHICS INC COM       COM  827056102        13482      3595462 SH       D       6       3595462            0            0
SILICON GRAPHICS               COM  827056102          106        28399 SH       D       7          8899            0        19500
SILICON STORAGE TECH COM       COM  827057100        25889       293159 SH       D       6        293159            0            0
SILICON STORAGE TECHNOLOGY     COM  827057100          196         2229 SH       D       7          2229            0            0
SILICON IMAGE COM              COM  82705T102         4972        99706 SH       D       6         99706            0            0
SILICON IMAGE INC              COM  82705T102           74         1500 SH       D       7          1500            0            0
SILICON VY BANCSHARES COM      COM  827064106        74122      1738950 SH       D       6       1659250            0        79700
Silicon Valley Bancshares      COM  827064106          325         7644 SH       D       7          7644            0            0
SILICON VY GROUP INC COM       COM  827066101        18084       698929 SH       D       6        698929            0            0
Silicon Valley Group Inc.      COM  827066101          150         5812 SH       D       7          5812            0            0
SILICONIX INC COM NEW          COM  827079203        10755       159341 SH       D       6        156841            0         2500
Siliconix Inc.                 COM  827079203          164         2439 SH       D       7          2439            0            0
SPIL.O                         ADR  827084864         1914       190230 SH       D       9        190230            0            0
SILK GREENHOUSE INC COM        COM  827090101            0        26725 SH       D       6         26725            0            0
SILVERSTREAM SOFTWARE INC COM  COM  827907106         7150       123821 SH       D       6        123821            0            0
SILVERSTREAM SOFTWARE INC      COM  827907106           63         1100 SH       D       7          1100            0            0
SILVERLEAF RESORTS INC COM     COM  828395103            1          644 SH       D       6           644            0            0
SILVER LEAF RESORTS INC        COM  828395103            3         1475 SH       D       7          1475            0            0
SIMIONE CENTRAL HOLD COM       COM  828654301            0        13390 SH       D       6         13390            0            0
SIMIONE CENTRAL HOLDINGS INC   COM  828654301            0           55 SH       D       7            55            0            0
SIMIONE CENTRAL HOLDINGS INC   COM  828654996            0          800 SH       D       6           800            0            0
SIMMONS 1ST NATL CORP CL A $5  COM  828730200         2022        90411 SH       D       6         90411            0            0
Simmons First Nation           COM  828730200           31         1402 SH       D       7          1402            0            0
SIMON PROPERTY GROUP INC       COM  828806109           87         2600 SH       D       2          2600            0            0
SIMON PROPERTY GROUP INC       COM  828806109         6980       185995 SH       D       3        185995            0            0
SIMON PROPERTY GROUP INC       COM  828806109          634        18900 SH       D       4         18900            0            0
SIMON PROPERTY GROUP INC       COM  828806109         1330        59937 SH       D       5         59937            0            0
SIMON PROPERTY GROUP INC. COM  COM  828806109        45740      2061552 SH       D       6       2052263            0         9289
SIMON PROPERTY GROUP INC       COM  828806109         1662        74947 SH       D       7         42696            0        32251
SIMON TRANSN SVCS IN COM       COM  828813105           15         2600 SH       D       6          2600            0            0
SIMON TRANSPORTION SERVICES    COM  828813105            2          500 SH       D       7           500            0            0
SIMPSON INDS INC COM           COM  829060102         2140       284193 SH       D       6        284193            0            0
Simpson Industries Inc.        COM  829060102           24         3267 SH       D       7          3267            0            0
SIMPSON MANUFACTURING CO INC C COM  829073105         6857       143427 SH       D       6        143427            0            0
Simpson Manufacturing Co. Inc. COM  829073105           76         1605 SH       D       7          1605            0            0
SINCLAIR BROADCAST GROUP CL A  COM  829226109         9680       880077 SH       D       6        880077            0            0
Sinclair Broadcast Group Inc.  COM  829226109           96         8742 SH       D       7          8742            0            0
SIRENA APPAREL GROUP INC COM   COM  82966Q102            0         2701 SH       D       6          2701            0            0
SIRENA APPAREL GROUP INC       COM  82966Q102            0          300 SH       D       7           300            0            0
SIRIUS SATELLITE RADIO INC COM COM  82966U103        19647       443386 SH       D       6        443386            0            0
Sirius Satellite Radio Inc.    COM  82966U103          221         4993 SH       D       7          4993            0            0
SITEL CORP COM                 COM  82980K107         6497      1315994 SH       D       6       1315994            0            0
Sitel Corp.                    COM  82980K107           46         9208 SH       D       7          9208            0            0
SITI-SITES.COM INC COM         COM  82981P105            1         5804 SH       D       6          5804            0            0
SIPEX CORP COM                 COM  829909100         9262       334532 SH       D       6        334532            0            0
Sipex Corp.                    COM  829909100          108         3911 SH       D       7          3911            0            0
SIX RIVERS NATIONAL BANK       COM  830059101            2          200 SH       D       7           200            0            0
SIZELER PPTY INVS. INC.        COM  830137105            4          557 SH       D       7           557            0            0
SIZZLER INTL INC COM           COM  830139101          967       377387 SH       D       6        377387            0            0
SKECHERS USA INC COM           COM  830566105          987        62480 SH       D       6         62480            0            0
SKIBO FINL CORP COM            COM  830611109            4          631 SH       D       6           631            0            0
SKILLSOFT CORP COM             COM  83066P101          788        55841 SH       D       6         55841            0            0
SKILLSOFT CORPORATION          COM  83066P101           48         3459 SH       D       7          3459            0            0
ADR SKYEPHARMA PLC COM         COM  830808101           24         1856 SH       D       6          1856            0            0
SKY FINANCIAL GROUP COM        COM  83080P103        22186      1392121 SH       D       6       1392121            0            0
Sky Financial Group Inc.       COM  83080P103          240        15074 SH       D       7         15074            0            0
SKYLINE CORP COM               COM  830830105         2545       118392 SH       D       6        118392            0            0
Skyline Corp.                  COM  830830105           36         1714 SH       D       7          1714            0            0
SKYWEST INC COM                COM  830879102        12618       340457 SH       D       6        340457            0            0
Skywest Inc.                   COM  830879102          136         3692 SH       D       7          3692            0            0
SMART & FINAL INC COM          COM  831683107         1581       205758 SH       D       6        202858            0         2900
SMART & FINAL INC              COM  831683107           16         2130 SH       D       7          2130            0            0
SMARTALK TELESERVICE COM       COM  83169A100            0        30600 SH       D       6         30600            0            0
SMARTSERV ONLINE INC SMARTSERV COM  83169M203         2173        30800 SH       D       6         30800            0            0
SMARTSERV ONLINE INC           COM  83169M203           42          600 SH       D       7           600            0            0
SMARTDISK CORP COM             COM  83169Q105         4243       154300 SH       D       6        154300            0            0
SMARTDISK CORPORATION          COM  83169Q105           30         1100 SH       D       7          1100            0            0
SMITH A O CORP                 COM  831865209         7222       344940 SH       D       6        344940            0            0
A.O. Smith Corp.               COM  831865209          109         5212 SH       D       7          5212            0            0
SMITH-GARDNER & ASSOCIATES COM COM  832059109          778       161856 SH       D       6        161856            0            0
SMITH-GARDNER & ASSOCIATES     COM  832059109            6         1300 SH       D       7          1300            0            0
SMITH INTL USD1                COM  832110100           26          238 SH       D       1           238            0            0
SMITH INTL USD1                COM  832110100           44          400 SH       D       2           400            0            0
SMITH INTL USD1                COM  832110100          201         1800 SH       D       3          1800            0            0
SMITH INTERNATIONAL INC COM    COM  832110100        67846       931802 SH       D       6        930504            0         1298
SMITH INTERNATIONAL INC        COM  832110100         1334        18327 SH       D       7         11281            0         7046
SMITH MICRO SOFTWARE COM       COM  832154108          142        22600 SH       D       6         22600            0            0
SMITH CHARLES E. RESD COM      COM  832197107        15117       397821 SH       D       6        397821            0            0
Charles E Smith Residential    COM  832197107          121         3190 SH       D       7          3190            0            0
SMITHFIELD FOODS INC COM       COM  832248108        32615      1162235 SH       D       6       1162235            0            0
Smithfield Foods Inc.          COM  832248108          289        10311 SH       D       7         10311            0            0
SMITHKLINE BEECHAM PLC         COM  832378301         4495        68956 SH       D       7         68956            0            0
SBH.N                          COM  832378301          599         9150 SH       D       9          9150            0            0
SMUCKER J M CO CLASS A COM     COM  832696108         7988       414992 SH       D       6        414992            0            0
JM Smucker Co.                 COM  832696108           89         4653 SH       D       7          4653            0            0
SMUCKER J M CO CL B            COM  832696207         2971       158467 SH       D       6        158467            0            0
SMURFIT-STONE CONTAINER CORPOR COM  832727101           62         3200 SH       D       2          3200            0            0
SMURFIT-STONE CONTAINER CORPOR COM  832727101         4118       235574 SH       D       3        235574            0            0
SMURFIT STONE CONTAINER COM    COM  832727101        26202      2034844 SH       D       6       2024421            0        10423
SMURFIT-STONE CONTAINER CORP   COM  832727101          573        44547 SH       D       7         32179            0        12368
SNYDER COMMUNICATION COM       COM  832914105        13560       570954 SH       D       6        570754            0          200
SNYDER COMMUNICATIONS INC      COM  832914105          376        15836 SH       D       7          5924            0         9912
SNYDER COMMUNICATIONS CIRLCE.C COM  832914204          752       203982 SH       D       6        203982            0            0
CIRCLE.COM                     COM  832914204           11         3074 SH       D       7          1621            0         1453
SNAP-ON INC COM STOCK US$1     COM  833034101         4059        90704 SH       D       3         90704            0            0
SNAP-ON INC                    COM  833034101          549        20650 SH       D       5         20650            0            0
SNAP ON TOOLS CORP COM         COM  833034101        45267      1700170 SH       D       6       1582594            0       117576
Snap-On Inc                    COM  833034101         1063        39958 SH       D       7         32864            0         7094
SNAP-ON INC.                   COM  833034101           83         3136 SH       S       7          3136            0            0
SNOW BALL.COM COM              COM  83335R102           86        17700 SH       D       6         17700            0            0
SOC QUIMICA Y MIN DE CHILE ADR ADR  833635105         2040        62239 SH       D       3         62239            0            0
SQM-SOCIEDAD QUIMICA Y MINERA  COM  833635105          846        38055 SH       D       6         38055            0            0
QUIMICA Y MINERA CH-SP ADR-A   ADR  833636103         1612        46118 SH       D       3         46118            0            0
SOC QUIMICA Y MINERA ADR (10 A COM  833636103         1068        46435 SH       D       6         46435            0            0
SOCKET COMMUNICATIONS INC COM  COM  833672108           15         1200 SH       D       6          1200            0            0
SOCKET COMMUNICATIONS INC      COM  833672108           18         1400 SH       D       7          1400            0            0
SODEXHO MARRIOTT SERVICES      COM  833793102         9290       580687 SH       D       6        580687            0            0
SODEXHO MARRIOTT SERVICES INC. COM  833793102          224        13364 SH       D       7          8023            0         5341
SOFTWARE SPECTRUM INC. COM     COM  833960107          416        24075 SH       D       6         24075            0            0
SOFTWARE SPECTRUM              COM  833960107            3          199 SH       D       7           199            0            0
SOFTNET SYSTEMS INC COM        COM  833964109         5045       524217 SH       D       6        524217            0            0
SoftNet Systems Inc.           COM  833964109           53         5576 SH       D       7          5576            0            0
SOFTWARE COM INC COM           COM  83402P104        32962       253800 SH       D       6        245300            0         8500
SOFTWARE COM INC               COM  83402P104          649         5000 SH       D       7          5000            0            0
SOFTWARE TECHNOLOGIES CORP COM COM  834040107         7804       254310 SH       D       6        254310            0            0
SOLA INTL INC COM              COM  834092108         1762       361602 SH       D       6        361602            0            0
Sola International Inc.        COM  834092108           25         5255 SH       D       7          5255            0            0
SOLECTRON CORP                 COM  834182107          570         9000 SH       D       2          9000            0            0
SOLECTRON CORP                 COM  834182107        51493       849482 SH       D       3        825482            0        24000
SOLECTRON CORP                 COM  834182107          862        13600 SH       D       4         13600            0            0
SOLECTRON CORP                 COM  834182107         8636       206210 SH       D       5        206210            0            0
SOLECTRON CORP COM             COM  834182107       626944     14971783 SH       D       6      13814724            0      1157059
Solectron Corp                 COM  834182107        19025       454348 SH       D       7        344147            0       110201
SOLECTRON CORP                 COM  834182107         1328        31714 SH       S       7         31714            0            0
SOLCTRN'0'CB20                 CVB  834182AK3        11623     18450000 SH       D       1      18450000            0            0
SOLUTIA INC COM                COM  834376105        25849      1879955 SH       D       6       1879955            0            0
SOLUTIA INC.                   COM  834376105          416        30259 SH       D       7         18586            0        11673
SOMERA COM COM                 COM  834458101         3946       289656 SH       D       6        289656            0            0
SOMERA COMMUNICATIONS INC      COM  834458101           74         5500 SH       D       7          5500            0            0
SONESTA INTL HOTELS            COM  835438409            6          800 SH       D       7           800            0            0
SONIC CORP COM                 COM  835451105        13859       471804 SH       D       6        471804            0            0
Sonic Corp.                    COM  835451105          125         4260 SH       D       7          4260            0            0
SONIC AUTOMOTIVE INC COM       COM  83545G102         4163       389521 SH       D       6        389521            0            0
SONIC AUTOMOTIVE INC           COM  83545G102           23         2212 SH       D       7          2212            0            0
SONIC INNOVATIONS INC. COM     COM  83545M109         1207        65070 SH       D       6         65070            0            0
SONIC FORY COM                 COM  83545R108         4682       234120 SH       D       6        234120            0            0
SONIC FOUNDRY INC              COM  83545R108           20         1000 SH       D       7          1000            0            0
SONIC SOLUTIONS COM            COM  835460106          316        82920 SH       D       6         82920            0            0
SONIC SOLUTIONS INC            COM  835460106            4         1100 SH       D       7          1100            0            0
SONICWALL INC SONICWALL INC    COM  835470105        12086       137250 SH       D       6        134250            0         3000
SONICWALL INC                  COM  835470105          140         1600 SH       D       7          1600            0            0
SONOCO PRODUCTS CO COM STOCK N COM  835495102           49         1600 SH       D       2          1600            0            0
SONOCO PRODUCTS CO COM STOCK N COM  835495102         3499       108656 SH       D       3        108656            0            0
SONOCO PRODUCTS CO COM         COM  835495102        33454      1626987 SH       D       6       1608397            0        18590
SONOCO PRODUCTS CO,            COM  835495102         1042        50715 SH       D       7         40116            0        10599
SONOMAWEST HOLDINGS INC        COM  835637109            2          400 SH       D       7           400            0            0
SONASIGHT INC COM              COM  83568G104         3041       105579 SH       D       6        105579            0            0
SONOSITE INC                   COM  83568G104           17          620 SH       D       7           620            0            0
SONY CORP COM                  COM  835699307            0          800 SH       D       6           800            0            0
SONY CORP                      COM  835699307         2742        29078 SH       D       7         29078            0            0
SNE.N                          ADR  835699307          180         1900 SH       D       9          1900            0            0
SOTHEBYS HLDGS INC CL A        COM  835898107        11280       644609 SH       D       6        644609            0            0
SOTHEBY'S HOLDING INC.,CL. A   COM  835898107          206        11816 SH       D       7          3445            0         8371
SONUS NETWORKS, INC COM        COM  835916107        40017       253477 SH       D       6        253477            0            0
SONUS NETWORKS INC             COM  835916107          135          858 SH       D       7           858            0            0
SOUND ADVICE INC               COM  836066100            1          200 SH       D       7           200            0            0
SOUND ADVICE INC COM           COM  836066118            0         2305 SH       D       6          2305            0            0
SOUND FEDERAL BANCORP          COM  83607T109            1          233 SH       D       7           233            0            0
SOURCE CAPITAL CORP            COM  836142307            2          500 SH       D       7           500            0            0
SOURCE INFORMATION MGMT COM    COM  836151209         3393       222512 SH       D       6        222512            0            0
Source Information Mgmt Co.    COM  836151209           43         2844 SH       D       7          2844            0            0
SOURCE MEDIA INC COM           COM  836153304          787       201549 SH       D       6        201549            0            0
Source Media Inc.              COM  836153304           14         3661 SH       D       7          3661            0            0
SOURCINGLINK NET INC COM       COM  836171207          290        74937 SH       D       6         74937            0            0
SOUTH ALABAMA BANCORP INC COM  COM  836234104          747        73806 SH       D       6         73806            0            0
SOUTH ALABAMA BANCORPORATION   COM  836234104            8          840 SH       D       7           840            0            0
THE SOUTH FINANCIAL GROUP, INC COM  837841105         8977       619108 SH       D       6        619108            0            0
South Financial Group Inc      COM  837841105          143         9931 SH       D       7          9931            0            0
SOUTH JERSEY INDUSTRIES INC CO COM  838518108         7165       275609 SH       D       6        273309            0         2300
South Jersey Industries Inc.   COM  838518108           33         1245 SH       D       7          1245            0            0
SOUTHDOWN INC COM              COM  841297104        36318       628900 SH       D       6        625690            0         3210
SOUTHDOWN, INC                 COM  841297104          554         9596 SH       D       7          5775            0         3821
SOUTHERN AFRICA FUND INC       COM  842157109          759        38200 SH       D       2         38200            0            0
SOUTHERN CO COM STOCK US$5     COM  842587107          356        10090 SH       D       2         10090            0            0
SOUTHERN CO COM STOCK US$5     COM  842587107        37102      1016932 SH       D       3        984532            0        32400
SOUTHERN CO COM STOCK US$5     COM  842587107          370        10500 SH       D       4         10500            0            0
SOUTHERN CO                    COM  842587107         5464       234444 SH       D       5        234444            0            0
SOUTHERN CO COM                COM  842587107       417220     17896870 SH       D       6      16575770            0      1321100
Southern Company, The          COM  842587107        13943       598111 SH       D       7        420984            0       177127
SO.N                           COM  842587107           34         1400 SH       D       9          1400            0            0
SOUTHERN COMPANY               COM  842587107          803        34476 SH       S       7         34476            0            0
SOUTHERN ENERGY HOME COM       COM  842814105           51        51400 SH       D       6         51400            0            0
SOUTHERN PACIFIC FUNDING CORP  COM  843576109            0        38300 SH       D       6         38300            0            0
SOUTHERN PERU COPPER CORP (NY  COM  843611104          108         6017 SH       D       3          6017            0            0
SOUTHERN PERU LTD COM          COM  843611104         3257       268687 SH       D       6        267987            0          700
Southern Peru Copper Corp.     COM  843611104           44         3683 SH       D       7          3683            0            0
SOUTHERN UN CO NEW COM         COM  844030106        11187       707491 SH       D       6        707491            0            0
Southern Union Co.             COM  844030106          115         7330 SH       D       7          7330            0            0
SOUTHSIDE BANCSHARES CORP COM  COM  844700104          269        36251 SH       D       6         36251            0            0
SOUTHSIDE BANKSHARES CORP      COM  844700104            2          320 SH       D       7           320            0            0
SOUTHTRUST CORP COM STOCK US$2 COM  844730101          154         4500 SH       D       2          4500            0            0
SOUTHTRUST CORP COM STOCK US$2 COM  844730101         7852       216930 SH       D       3        216930            0            0
SOUTHTRUST CORP COM            COM  844730101       133297      5891593 SH       D       6       5407899            0       483694
SOUTHTRUST CORP                COM  844730101         7933       350653 SH       D       7        261613            0        89040
SOUTHTRUST CORP                COM  844730101          201         8923 SH       S       7          8923            0            0
SOUTHWEST AIRLINES CO COM STOC COM  844741108          208         7270 SH       D       2          7270            0            0
SOUTHWEST AIRLINES CO COM STOC COM  844741108        20347       695315 SH       D       3        695315            0            0
SOUTHWEST AIRLINES             COM  844741108         3333       176007 SH       D       5        176007            0            0
SOUTHWEST AIRLINES CO COM      COM  844741108       258706     13661084 SH       D       6      12658884            0      1002200
Southwest Airlines Co          COM  844741108         6863       362404 SH       D       7        301848            0        60556
SOUTHWEST AIRLINES INC         COM  844741108          499        26374 SH       S       7         26374            0            0
SOUTHWEST BANCORP INC/OKLA     COM  844767103            7          440 SH       D       7           440            0            0
SOUTHWEST BANCORP COM          COM  84476R109         8184       394412 SH       D       6        394412            0            0
Southwest Bancorp Texas Inc.   COM  84476R109          105         5096 SH       D       7          5096            0            0
SOUTHWEST GAS CORP COM         COM  844895102        17490       999433 SH       D       6        996133            0         3300
Southwest Gas Corp.            COM  844895102           96         5531 SH       D       7          5531            0            0
SOUTHWALL TECHNOLOGIES INC COM COM  844909101          378        34570 SH       D       6         34570            0            0
SOUTHWEST GA FINL CORP COM     COM  84502A104            9          611 SH       D       6           611            0            0
SOUTHWEST GEORGIA FINAL CORP   COM  84502A104            2          134 SH       D       7           134            0            0
SOUTHWEST SECURITIES COM       COM  845224104         7159       192209 SH       D       6        192209            0            0
Southwest Secs. Group Inc.     COM  845224104          111         3005 SH       D       7          3005            0            0
SOUTHWEST WTR CO COM           COM  845331107          975        75026 SH       D       6         75026            0            0
SOUTHWEST WATER CO             COM  845331107            3          282 SH       D       7           282            0            0
SOUTHWESTERN ENERGY CO COM     COM  845467109         7010      1121711 SH       D       6       1103981            0        17730
Southwestern Energy Co.        COM  845467109           20         3243 SH       D       7          3243            0            0
SOVEREIGN BANCORP INC          COM  845905108        24996      3555064 SH       D       6       3534898            0        20166
SOVEREIGN BANCORP INC          COM  845905108          346        49290 SH       D       7         25729            0        23561
SOVRAN SELF STORAGE COM        COM  84610H108         7703       359332 SH       D       6        343632            0        15700
Sovran Self Storage Inc.       COM  84610H108           55         2601 SH       D       7          2601            0            0
SPACE LABS INC.                COM  846247104         1245       110710 SH       D       6        110710            0            0
SPACELABS MEDICAL INC.         COM  846247104           10          947 SH       D       7           947            0            0
SPAN AMER MED SYS INC COM      COM  846396109            4         1068 SH       D       6          1068            0            0
SPANISH BROADCASTING COM       COM  846425882         8036       390811 SH       D       6        390811            0            0
SPANISH BROADCASTING SYSTEM    COM  846425882           28         1400 SH       D       7          1400            0            0
SPARTAN MOTORS INC             COM  846819100            2          562 SH       D       7           562            0            0
SPARTECH CORP COM NEW          COM  847220209        11377       421374 SH       D       6        421374            0            0
Spartech Corp.                 COM  847220209           92         3425 SH       D       7          3425            0            0
SPARTON CORP COM               COM  847235108            2          637 SH       D       6           637            0            0
SPARTON CORP.                  COM  847235108            1          350 SH       D       7           350            0            0
SPATIAL TECHNOLOGY INC         COM  847246105            6         1800 SH       D       7          1800            0            0
SPECIALTY EQUIP COS INC COM    COM  847497203         6578       242533 SH       D       6        242533            0            0
Specialty Equip. Cos. Inc.     COM  847497203           86         3188 SH       D       7          3188            0            0
SPECTRA-PHYSICS LASE COM       COM  847568102         3668        52455 SH       D       6         52455            0            0
SPECTRA-PHYSICS LASERS         COM  847568102           62          896 SH       D       7           896            0            0
SPECTRALINK CORP COM           COM  847580107         2469       168861 SH       D       6        168861            0            0
SPECTRALINK CORP               COM  847580107           24         1666 SH       D       7          1666            0            0
SPECTRIAN CORP COM             COM  847608106         2193       131945 SH       D       6        131945            0            0
SPECTRANETICS CORP COM         COM  84760C107         1731       350696 SH       D       6        350696            0            0
SPECTRANETICS CORP             COM  84760C107           10         2155 SH       D       7          2155            0            0
SPECTRASCIENCE INC             COM  84760E202           13         2000 SH       D       7          2000            0            0
SPECTRASITE HOLDINGS COM       COM  84760T100        25823       910088 SH       D       6        906288            0         3800
SPECTRASITE HOLDINGS INC       COM  84760T100          212         7500 SH       D       7          7500            0            0
SPECTRUM CONTROL INC COM       COM  847615101         1530       112343 SH       D       6        112343            0            0
SPECTRUM CONTROL INC           COM  847615101            6          490 SH       D       7           490            0            0
SPECTRX INC COM                COM  847635109          474        45178 SH       D       6         45178            0            0
SPECTRX INC                    COM  847635109            3          300 SH       D       7           300            0            0
SPEEDFAM-IPEC INC COM          COM  847705100         9930       546034 SH       D       6        540234            0         5800
SpeedFam-IPEC Inc.             COM  847705100           97         5334 SH       D       7          5334            0            0
SPEEDUS COM                    COM  847723103          790       133100 SH       D       6        133100            0            0
SPEEDUS.COM INC                COM  847723103           21         3600 SH       D       7          3600            0            0
SPEEDWAY MOTOR SPORTS COM      COM  847788106         5755       250254 SH       D       6        250254            0            0
SPEEDWAY MOTORSPORTS INC.      COM  847788106          119         5184 SH       D       7          2456            0         2728
SPENCER COS INC                COM  847870102            0        12400 SH       D       6         12400            0            0
SPIEGEL INC CL A NON-VTG       COM  848457107         3249       382281 SH       D       6        382281            0            0
Spiegel Inc.                   COM  848457107           80         9506 SH       D       7          9506            0            0
SPIEKER PPTYS COM              COM  848497103        49856      1083831 SH       D       6       1053597            0        30234
SPIEKER PROPERTIES INC         COM  848497103          851        18223 SH       D       7         11729            0         6494
SPINNAKER EXPLORATION CO COM   COM  84855W109         2595       101283 SH       D       6        101283            0            0
SPINNAKER EXPLORATION CO       COM  84855W109           33         1300 SH       D       7          1300            0            0
SPIRE CORP                     COM  848565107           11         2000 SH       D       7          2000            0            0
SPLASH TECHNOLOGY HL COM       COM  848623104         1376       174735 SH       D       6        174735            0            0
SPLASH TECHNOLOGY HOLDINGS     COM  848623104            7         1013 SH       D       7          1013            0            0
SPORT SUPPLY GROUP INC. COM    COM  848915104            2          451 SH       D       6           451            0            0
SPORT SUPPLY GROUP INC         COM  848915104            1          331 SH       D       7           331            0            0
SPORT-HALEY INC COM            COM  848925103            1          453 SH       D       6           453            0            0
SPORT-HALEY INC                COM  848925103            0          200 SH       D       7           200            0            0
SPINNAKER INDUSTRIES INC.A     COM  848926101            1          159 SH       D       7           159            0            0
SPINNAKER INDUSTRIES INC       COM  848926200            1          168 SH       D       7           168            0            0
SPORTSLINE USA INC COM         COM  848934105         8106       475077 SH       D       6        466874            0         8203
SportsLine USA Inc.            COM  848934105           90         5303 SH       D       7          5303            0            0
SPORT CHALET COM               COM  849163100            3          752 SH       D       6           752            0            0
SPORT CHALET INC               COM  849163100            1          300 SH       D       7           300            0            0
SPRING INDUSTRIES              COM  851783100          245         4700 SH       D       3          4700            0            0
SPRINGS INDUSTRIES INC COM     COM  851783100        21093       659162 SH       D       6        614563            0        44599
Springs Industries, Inc.       COM  851783100          345        10753 SH       D       7         10493            0          260
SPRINGS INDUST INC             COM  851783100           30          954 SH       S       7           954            0            0
SPRINT CORP (FON GROUP)COM STO COM  852061100         8933       154865 SH       D       1        121600        33265            0
SPRINT CORP (FON GROUP)COM STO COM  852061100         1670        21640 SH       D       2         21640            0            0
SPRINT CORP (FON GROUP)COM STO COM  852061100        97782      1172152 SH       D       3       1103652            0        68500
SPRINT CORP (FON GROUP)COM STO COM  852061100         1775        23000 SH       D       4         23000            0            0
SPRINT COM                     COM  852061100      1257803     24662823 SH       D       6      22693246            0      1969577
SPRINT CORP                    COM  852061100        36885       723238 SH       D       7        636055            0        87183
SPRINT CORP (FON GROUP)        COM  852061100         2378        46639 SH       S       7         46639            0            0
SPRINT CORP (PCS GROUP)        COM  852061506         2910        32307 SH       D       1         32307            0            0
SPRINT CORP (PCS GROUP)        COM  852061506         2080        23100 SH       D       2         23100            0            0
SPRINT CORP (PCS GROUP)        COM  852061506       116903      1293797 SH       D       3       1234797            0        59000
SPRINT CORP (PCS GROUP)        COM  852061506         2342        26000 SH       D       4         26000            0            0
SPRINT COM                     COM  852061506      1396879     23476975 SH       D       6      21442842            0      2034133
SPRINT CORP                    COM  852061506        42954       721931 SH       D       7        579346            0       142585
SPRINT CORP (PCS GROUP)        COM  852061506         2896        48678 SH       S       7         48678            0            0
SPYGLASS INC COM               COM  852192103        13981       446510 SH       D       6        446510            0            0
SPYGLASS INC                   COM  852192103          148         4738 SH       D       7          4738            0            0
SS&C TECHNOLOGIES IN COM       COM  85227Q100          529       124688 SH       D       6        124688            0            0
SS&C TECHNOLOGIES INC.         COM  85227Q100            7         1739 SH       D       7          1739            0            0
STAAR SURGICAL CO NEW          COM  852312305         2372       212042 SH       D       6        212042            0            0
STAAR SURGICAL CO.             COM  852312305            6          596 SH       D       7           596            0            0
STAFF LEASING COM              COM  852381102          581       163341 SH       D       6        163341            0            0
Staff Leasing Inc.             COM  852381102           11         3279 SH       D       7          3279            0            0
STAFFMARK INC COM              COM  852389105         2406       359910 SH       D       6        359910            0            0
Staffmark Inc.                 COM  852389105           47         7093 SH       D       7          7093            0            0
STAMPS COM INC COM             COM  852857101         3711       507547 SH       D       6        505447            0         2100
STAMPS.COM INC                 COM  852857101           30         4200 SH       D       7          4200            0            0
STANCORP FINL GROUP INC COM    COM  852891100        15711       489065 SH       D       6        489065            0            0
Stancorp Finl Group Inc.       COM  852891100          113         3533 SH       D       7          3533            0            0
STANDARD AUTOMOTIVE CORP       COM  853097103            1          200 SH       D       7           200            0            0
STANDARD MICROSYSTEMS CORP COM COM  853626109         3682       239522 SH       D       6        239522            0            0
STANDARD MOTOR PRODUCTS INC  C COM  853666105         1601       188448 SH       D       6        188448            0            0
Standard Motor Products Inc.   COM  853666105           19         2289 SH       D       7          2289            0            0
STANDARD PAC CORP COM          COM  85375C101        10575      1057548 SH       D       6       1033148            0        24400
Standard Pacific Corp.         COM  85375C101           59         5970 SH       D       7          5970            0            0
STANDARD REGISTER CO COM       COM  853887107         7673       538523 SH       D       6        538223            0          300
Standard Register              COM  853887107          101         7151 SH       D       7          7151            0            0
STANDEX INTERNATIONAL CORP COM COM  854231107         5285       332927 SH       D       6        332927            0            0
Standex International Corp.    COM  854231107           23         1466 SH       D       7          1466            0            0
STANLEY FURNITURE COM          COM  854305208         2720       123649 SH       D       6        123649            0            0
STANLEY FURNITURE CO INC       COM  854305208            5          264 SH       D       7           264            0            0
STANFORD MICRO DEVICES INC COM COM  854399102          989        22780 SH       D       6         22780            0            0
STANLEY WORKS COM STOCK US$2.5 COM  854616109           53         1500 SH       D       2          1500            0            0
STANLEY WORKS COM STOCK US$2.5 COM  854616109         4647       127395 SH       D       3        127395            0            0
STANLEY WORKS                  COM  854616109          750        31592 SH       D       5         31592            0            0
STANLEY WORKS COM              COM  854616109        55087      2319464 SH       D       6       2143050            0       176414
Stanley Works                  COM  854616109         2098        88363 SH       D       7         60728            0        27635
STANLEY WORKS                  COM  854616109          110         4649 SH       S       7          4649            0            0
STARBASE CORP COM              COM  854910205         5996       564338 SH       D       6        564338            0            0
STARBASE CORP                  COM  854910205           39         3706 SH       D       7          3706            0            0
STAR TELECOMMUNICTIONS COM     COM  854923109         1271       502289 SH       D       6        502289            0            0
STAR Telecommunications Inc.   COM  854923109           20         8144 SH       D       7          8144            0            0
STAPLES INCORPORATED           COM  855030102          153         6600 SH       D       2          6600            0            0
STAPLES INCORPORATED           COM  855030102        15144       653245 SH       D       3        653245            0            0
STAPLES INC                    COM  855030102         2481       161371 SH       D       5        161371            0            0
STAPLES INC COM                COM  855030102       191546     12458319 SH       D       6      11476383            0       981936
Staples, Inc.                  COM  855030102         5751       374079 SH       D       7        275304            0        98775
STAPLES, INC                   COM  855030102          395        25740 SH       S       7         25740            0            0
STAR SCIENTIFIC INC STAR       COM  85517P101            0        10100 SH       D       6         10100            0            0
STARBUCKS CORP NPV             COM  855244109         2901        50400 SH       D       3         50400            0            0
STARBUCKS CORP COM             COM  855244109       182021      4766520 SH       D       6       4410720            0       355800
Starbucks Corporation          COM  855244109         5773       151183 SH       D       7        111583            0        39600
STARBUCKS CORPORATION          COM  855244109          372         9750 SH       S       7          9750            0            0
STARCRAFT CORP                 COM  855269106           18         2200 SH       D       7          2200            0            0
STARMEDIA COM                  COM  855546107         6767       358565 SH       D       6        335935            0        22630
STARMEDIA NETWORK, INC.        COM  855546107          102         5427 SH       D       7          4100            0         1327
STARRETT L S CO COM            COM  855668109         1447        82739 SH       D       6         82739            0            0
LS Starrett Co. Class A        COM  855668109           21         1231 SH       D       7          1231            0            0
STARTER CORP COM               COM  855684106            0        14600 SH       D       6         14600            0            0
STARTER CORP                   COM  855684106            0         3200 SH       D       7          3200            0            0
STARTEK INC COM                COM  85569C107         7917       157165 SH       D       6        157165            0            0
StarTek Inc                    COM  85569C107           81         1618 SH       D       7          1618            0            0
STARTEC GLOBAL COMM COM        COM  85569E103          717        67107 SH       D       6         67107            0            0
STARTEC GLOBAL COMMUNICATION   COM  85569E103           19         1801 SH       D       7          1801            0            0
STATE AUTO FINL CORP COM       COM  855707105         3328       280271 SH       D       6        280271            0            0
State Auto Financial Corp.     COM  855707105           80         6758 SH       D       7          6758            0            0
STATE BANCORP INC NY COM       COM  855716106         1049        83165 SH       D       6         83165            0            0
STATE BANCORP INC              COM  855716106           10          814 SH       D       7           814            0            0
STARWOOD HTLS & RESORTS WORLDW COM  85590A203          154         3144 SH       D       2          3144            0            0
STARWOOD HTLS & RESORTS WORLDW COM  85590A203        11552       227278 SH       D       3        217909            0         9369
STARWOOD HOTELS &RESORTS WOR   COM  85590A203         2142        65798 SH       D       5         65798            0            0
STARWOOD HOTELS & RESORTS      COM  85590A203        90103      2767095 SH       D       6       2750373            0        16722
STARWOOD HOTELS & RESORTS WW   COM  85590A203         3950       121543 SH       D       7         36797            0        84746
STATE FINL SVCS CORP CL A      COM  856855101          988       103407 SH       D       6        103407            0            0
STATE FINL SERVICES CORP       COM  856855101            3          371 SH       D       7           371            0            0
STATE ST CP!1                  COM  857477103           53          500 SH       D       1           500            0            0
STATE STREET CORP              COM  857477103          385         2400 SH       D       2          2400            0            0
STATE STREET CORP              COM  857477103        39258       243486 SH       D       3        226086            0        17400
STATE STREET CORP              COM  857477103         5917        55797 SH       D       5         55797            0            0
STATE STREET CORP COM          COM  857477103       461848      4354498 SH       D       6       4028732            0       325766
State Street Corp              COM  857477103        13605       128277 SH       D       7        101862            0        26415
STATE STREET CORP              COM  857477103          908         8561 SH       S       7          8561            0            0
STATEFED FINANCIAL CORP        COM  857549109            1          200 SH       D       7           200            0            0
STATEN IS BANCORP INC COM      COM  857550107        16973       963032 SH       D       6        946732            0        16300
Staten Island Bancorp Inc.     COM  857550107          116         6587 SH       D       7          6587            0            0
STATION CASINOS INC COM        COM  857689103        17928       717157 SH       D       6        710057            0         7100
Station Casinos Inc.           COM  857689103          134         5399 SH       D       7          5399            0            0
STEEL DYNAMICS INC COM         COM  858119100         6339       699531 SH       D       6        699531            0            0
Steel Dynamics Inc.            COM  858119100           74         8220 SH       D       7          8220            0            0
STEEL TECHNOLOGIES INC COM     COM  858147101         1086       152527 SH       D       6        152527            0            0
STEEL TECHNOLOGIES INC         COM  858147101            3          438 SH       D       7           438            0            0
STEELCASE INC - CL A COM       COM  858155203         7082       416618 SH       D       6        409841            0         6777
STEELCASE INC.                 COM  858155203          142         8370 SH       D       7          1929            0         6441
STEIN MART COM                 COM  858375108         5338       520820 SH       D       6        520820            0            0
Stein Mart Inc.                COM  858375108           86         8416 SH       D       7          8416            0            0
STEINWAY MUSICAL INS COM       COM  858495104         1843       111740 SH       D       6        111740            0            0
Steinway Musical Instruments   COM  858495104           29         1763 SH       D       7          1763            0            0
STELCO INC                     COM  858525108            0       156500 SH       D       6        156500            0            0
STEMCELLS, INC COM             COM  85857R105         1126       211982 SH       D       6        211982            0            0
STEPAN CHEMICAL CO COM         COM  858586100         4107       176657 SH       D       6        173057            0         3600
Stepan Co.                     COM  858586100           33         1436 SH       D       7          1436            0            0
STEPHAN CO COM                 COM  858603103            1          416 SH       D       6           416            0            0
STEPHAN COMPANY                COM  858603103            0          211 SH       D       7           211            0            0
STERLING BANCSHARES COM        COM  858907108         4735       438000 SH       D       6        438000            0            0
Sterling Bancshares Inc.       COM  858907108           56         5182 SH       D       7          5182            0            0
STERICYCLE INC COM             COM  858912108         5117       213249 SH       D       6        213249            0            0
Stericycle Inc                 COM  858912108           79         3306 SH       D       7          3306            0            0
STERILE RECOVERIES COM         COM  859151102            3          511 SH       D       6           511            0            0
STERILE RECOVERIES INC         COM  859151102            7          953 SH       D       7           953            0            0
STERIS CORP COM                COM  859152100        14366      1618793 SH       D       6       1618793            0            0
STERIS CORP                    COM  859152100          131        14788 SH       D       7         14788            0            0
STERLING BANCORP COM           COM  859158107         1678       106561 SH       D       6        106561            0            0
STERLING BANCORP-N Y           COM  859158107            5          318 SH       D       7           318            0            0
STERLING FINL CORP COM         COM  859317109         1589        80220 SH       D       6         80220            0            0
Sterling Financial Corp.       COM  859317109           29         1475 SH       D       7          1475            0            0
STERLING FINL CORP WA COM      COM  859319105         1016        88385 SH       D       6         88385            0            0
STERLING FINL CORP/SPOKANE     COM  859319105            4          360 SH       D       7           360            0            0
STEWART & STEVENSON SERVICES I COM  860342104          830        36400 SH       D       1         36400            0            0
STEWART & STEVENSON SERVICES I COM  860342104           43         1900 SH       D       2          1900            0            0
STEWART & STEVENSON SERVICES I COM  860342104          172         7500 SH       D       3          7500            0            0
STEWART & STEVENSON SERVICES I COM  860342104        23173      1538477 SH       D       6       1457677            0        80800
Stewart & Stevenson Svcs. Inc. COM  860342104          313        20692 SH       D       7         20692            0            0
STEWART ENTERPRISES COM        COM  860370105         3504       992524 SH       D       6        992524            0            0
STEWART ENTERPRISES INC        COM  860370105          117        33241 SH       D       7         21516            0        11725
STEWART INFORMATION SERVICES C COM  860372101         7579       518232 SH       D       6        516432            0         1800
Stewart Information Svcs Corp. COM  860372101           44         3018 SH       D       7          3018            0            0
STIFEL FINL CORP COM           COM  860630102          719        68550 SH       D       6         68550            0            0
STIFEL FINANCIAL CORP          COM  860630102            3          300 SH       D       7           300            0            0
STILLWATER MNG CO COM          COM  86074Q102        24063       863268 SH       D       6        863268            0            0
Stillwater Mining Co.          COM  86074Q102          192         6913 SH       D       7          6913            0            0
STMICROELECTRONICS COM         COM  861012102            0        47400 SH       D       6         47400            0            0
ST MICEL'0'CB08                CVB  861012AA0        42327     25653000 SH       D       1      25653000            0            0
ST MICROELCTRON 0%CB08 DTC     CVB  861012AA0         8518      2500000 SH       D       9       2500000            0            0
ST MICELE0CB09                 CVB  861012AB8        84341     49000000 SH       D       1      49000000            0            0
STOCKWALK.COM GROUP INC COM    COM  86149C104          289        40300 SH       D       6         40300            0            0
STONE & WEBSTER INC COM        COM  861572105           59        79686 SH       D       6         79686            0            0
Stone & Webster Inc.           COM  861572105            0          968 SH       D       7           968            0            0
STONE ENERGY CORP COM          COM  861642106        18195       304524 SH       D       6        297324            0         7200
Stone Energy Corp.             COM  861642106          190         3188 SH       D       7          3188            0            0
STONERIDGE INC- COM            COM  86183P102         1801       205905 SH       D       6        205905            0            0
Stoneridge Inc.                COM  86183P102           14         1607 SH       D       7          1607            0            0
STORAGE USA COM                COM  861907103        19086       647000 SH       D       6        643100            0         3900
Storage USA Inc.               COM  861907103          135         4588 SH       D       7          4588            0            0
STORAGE TECHNOLOGY CORP COM ST COM  862111200           86         4800 SH       D       3          4800            0            0
STORAGE TECHNOLOGY CORP COM PA COM  862111200        24551      2244747 SH       D       6       2214847            0        29900
STORAGE TECHNOLOGY CORP        COM  862111200          255        23354 SH       D       7         13482            0         9872
STORAGE COMPUTER CORP COM      COM  86211A101          399        49150 SH       D       6         49150            0            0
STORAGE COMPUTER CORP          COM  86211A101           18         2300 SH       D       7          2300            0            0
STORAGENETWORKS INC            COM  86211E103          682         7560 SH       D       6          7560            0            0
STORM TECHNOLOGY INC COM       COM  862219102            0         3000 SH       D       6          3000            0            0
STOREMEDIA INC COM             COM  862221108            0        10750 SH       D       6         10750            0            0
STRATA SEARCH INC COM          COM  862682101            0         5150 SH       D       6          5150            0            0
STRATASYS INC                  COM  862685104           16         2400 SH       D       7          2400            0            0
STRATEGIC DIAGNOSTICS INC COM  COM  862700101          344        61871 SH       D       6         61871            0            0
STRATEGIC DIAGNOSTIC INC       COM  862700101            9         1700 SH       D       7          1700            0            0
STRATOS LIGHTWAVE, INC. COM    COM  863100103         1977        70942 SH       D       6         70942            0            0
STRATOS LIGHTWAVE INC          COM  863100103          113         4058 SH       D       7          4058            0            0
STRATTEC SECURITY CORP. COM    COM  863111100         2472        76067 SH       D       6         76067            0            0
STRATTEC SECURITY CORP         COM  863111100            6          206 SH       D       7           206            0            0
STRATUS PROPERTIES             COM  863167102            1          363 SH       D       1             0          363            0
STRATUS PROPERTIES, INC. COM   COM  863167102            5         1400 SH       D       6          1400            0            0
STRATUS PROPERTIES INC         COM  863167102            2          639 SH       D       7           639            0            0
STRAWBRIDGE & CLOTHIER (CONTRA COM  863200986            0       128834 SH       D       6        122134            0         6700
STRAYER ED INC COM             COM  863236105         2909       121225 SH       D       6        121225            0            0
Strayer Education Inc.         COM  863236105           44         1859 SH       D       7          1859            0            0
STREAMLINE COM INC COM         COM  863239109          378       128900 SH       D       6        128900            0            0
STRIDE RITE CORP COM           COM  863314100         6491      1059912 SH       D       6       1059912            0            0
Stride Rite Corp.              COM  863314100           62        10251 SH       D       7         10251            0            0
STRUCTURAL DYNAMICS RESH CORP  COM  863555108        21943      1456828 SH       D       6       1429128            0        27700
Structural Dynamics Research   COM  863555108          257        17095 SH       D       7         17095            0            0
STRYKER CORP COM               COM  863667101        96271      2200492 SH       D       6       2200492            0            0
STRYKER CORP                   COM  863667101         2450        56020 SH       D       7         27272            0        28748
STUDENT ADVANTAGE INC COM      COM  86386Q105         1861       254549 SH       D       6        254549            0            0
STUDENT ADVANTAGE INC          COM  86386Q105           26         3600 SH       D       7          3600            0            0
STUDENT LOAN COM               COM  863902102         3912        93153 SH       D       6         92953            0          200
Student Loan Corp.             COM  863902102           75         1793 SH       D       7          1793            0            0
STURM RUGER & CO INC COM       COM  864159108         5488       618391 SH       D       6        618391            0            0
Sturm Ruger & Co. Inc.         COM  864159108           35         4003 SH       D       7          4003            0            0
STYLECLICK.COM COM             COM  864221106          793        79388 SH       D       6         79388            0            0
STYLESITE MARKETING INC        COM  864226204            0        14600 SH       D       6         14600            0            0
STYLESITE MARKETING INC        COM  864226204            0          108 SH       D       7           108            0            0
SUBSTANCE ABUSE TECHNOLOGIES C COM  864325105            0        22286 SH       D       6         22286            0            0
SUBURBAN LODGES AMER COM       COM  864444104          852       149820 SH       D       6        149820            0            0
SUBURBAN LODGES OF AMERICA     COM  864444104           10         1869 SH       D       7          1869            0            0
SUDAMTEX DE VENEZUELA SPON ADR COM  864598305           39        60359 SH       D       3         60359            0            0
SUFFOLK BANCORP                COM  864739107         2262        86617 SH       D       6         86617            0            0
SUFFOLK BANCORP                COM  864739107            5          224 SH       D       7           224            0            0
SUIZA FOODS CORP COM           COM  865077101        46972       961065 SH       D       6        947665            0        13400
SUIZA FOODS CORP               COM  865077101          299         6132 SH       D       7          6132            0            0
SUIZA                          CVP  86507G408            0       324200 SH       D       9        324200            0            0
SULZER MEDICA                  COM  865580104         1076        44400 SH       D       7         44400            0            0
SUMMA INDUSTRIES               COM  86562T105            3          300 SH       D       7           300            0            0
SUMMIT BANCORPORATION COM STK  COM  866005101          195         5245 SH       D       2          5245            0            0
SUMMIT BANCORPORATION COM STK  COM  866005101         8704       223442 SH       D       3        223442            0            0
SUMMIT BANCORP COM             COM  866005101       117594      4775401 SH       D       6       4420050            0       355351
Summit Bancorp                 COM  866005101         3020       122653 SH       D       7        101291            0        21362
Summit Bancorp                 COM  866005101          229         9331 SH       S       7          9331            0            0
SUMMIT BANCSHARES INC COM      COM  866011109         1300        75380 SH       D       6         75380            0            0
SUMMIT BANCSHARES INC (TEXAS)  COM  866011109           11          640 SH       D       7           640            0            0
SUMMIT FINANCIAL CORP          COM  866057102            2          210 SH       D       7           210            0            0
SUMMIT PPTYS COM               COM  866239106        12600       600011 SH       D       6        595811            0         4200
Summit Properties Inc.         COM  866239106           83         3975 SH       D       7          3975            0            0
SUMMIT TECHNOLOGY INC COM      COM  86627E101        16677       883592 SH       D       6        883592            0            0
Summit Technology Inc.         COM  86627E101          224        11914 SH       D       7         11914            0            0
SUN BANCORP INC COM            COM  866634108         1051        74122 SH       D       6         74122            0            0
SUN BANCORP INC                COM  866634108            3          252 SH       D       7           252            0            0
SUN BANCORP INC COM            COM  86663B102            2          436 SH       D       6           436            0            0
SUN BANCORP INC                COM  86663B102            4          783 SH       D       7           783            0            0
SUN COMMUNITIES INC COM        COM  866674104        11748       351368 SH       D       6        351368            0            0
Sun Communities Inc.           COM  866674104           92         2761 SH       D       7          2761            0            0
SUN MICROSYSTEMS INC COM STK U COM  866810104        26766       246110 SH       D       1        112269       133841            0
SUN MICROSYSTEMS INC COM STK U COM  866810104         7372        53552 SH       D       2         53552            0            0
SUN MICROSYSTEMS INC COM STK U COM  866810104       359913      2696133 SH       D       3       2575233            0       120900
SUN MICROSYSTEMS INC COM STK U COM  866810104         9100        66100 SH       D       4         66100            0            0
SUN MICROSYSTEMS INC COM       COM  866810104      3901245     42900296 SH       D       6      39483074            0      3417222
SUN MICROSYSTEMS INC           COM  866810104       128721      1415491 SH       D       7       1074051            0       341440
SUN MICRO                      COM  866810104         6543        72860 SH       D       9         72860            0            0
SUN MICROSYSTEMS, INC          COM  866810104         7671        84363 SH       S       7         84363            0            0
SUN TELEVISION & APPLIANCE COM COM  866881105            0        14100 SH       D       6         14100            0            0
SUNBELT NURSERY GROUP COM      COM  866925100            0        66023 SH       D       6         66023            0            0
SUN HEALTHCARE GROUP COM       COM  866933104            0         1700 SH       D       6          1700            0            0
SUN HYDRAULICS                 COM  866942105            2          284 SH       D       7           284            0            0
SUNBURST HOSPITALITY CORP COM  COM  866948102          711       160435 SH       D       6        160435            0            0
SUNBURST HOSPITALITY CORP.     COM  866948102            3          893 SH       D       7           893            0            0
SUNBEAM CORPORATION COM        COM  867071102         2425       705598 SH       D       6        705598            0            0
Sunbeam Corp.                  COM  867071102           33         9859 SH       D       7          9859            0            0
SUNBEAM CORPORATION WARRANT &  WT   867071128            4         6665 SH       D       6          6665            0            0
SUNBEAM CORP                   COM  867071128            0            0 SH       D       7             0            0            0
SUNCOR INC COM                 COM  867229106            0       329200 SH       D       6        329200            0            0
SUNGUARD DATA SYSTEMS INC      COM  867363103          543        11582 SH       D       1         11582            0            0
SUNGUARD DATA SYSTEMS INC      COM  867363103          168         3600 SH       D       2          3600            0            0
SUNGUARD DATA SYSTEMS INC      COM  867363103         1721        36600 SH       D       3         36600            0            0
SUNGARD DATA SYS INC COM       COM  867363103       123073      3970097 SH       D       6       3799825            0       170272
SUNGARD DATA SYS INC           COM  867363103         7072       228155 SH       D       7        204449            0        23706
SUNGLASS HUT INTL IN COM       COM  86736F106        12052      1466408 SH       D       6       1413108            0        53300
SunGlass Hut Intl. Inc.        COM  86736F106           71         8714 SH       D       7          8714            0            0
SUNOCO INC                     COM  86764P109           57         1300 SH       D       2          1300            0            0
SUNOCO INC                     COM  86764P109         6011       132376 SH       D       3        120876            0        11500
SUNOCO INC COM                 COM  86764P109        69885      2374029 SH       D       6       2194997            0       179032
Sunoco Inc.                    COM  86764P109         1823        61952 SH       D       7         51109            0        10843
SUNOCO INC.                    COM  86764P109          139         4722 SH       S       7          4722            0            0
SUNQUEST INFORMATION COM       COM  867654105          662        61661 SH       D       6         57561            0         4100
SUNQUEST INFORMATION SYSTEMS   COM  867654105           14         1367 SH       D       7          1367            0            0
SUNRISE ASSTD LIVING COM       COM  86768K106         5744       310517 SH       D       6        310517            0            0
Sunrise Assisted Living Inc.   COM  86768K106           94         5084 SH       D       7          5084            0            0
SUNRISE LEASING COM            COM  86769K105            0         1759 SH       D       6          1759            0            0
SUNRISE TECHNOLOGIES INC COM   COM  86769L103         9774       977414 SH       D       6        977414            0            0
Sunrise Technologies Intl Inc  COM  86769L103           96         9602 SH       D       7          9602            0            0
SUNTERRA CORP COM              COM  86787D109           72       210620 SH       D       6        210620            0            0
SUNRISE MED INC COM            COM  867910101         1586       325336 SH       D       6        325336            0            0
Sunrise Medical Inc.           COM  867910101           30         6332 SH       D       7          6332            0            0
SUNTRUST BANKS                 COM  867914103           43          900 SH       D       1             0          900            0
SUNTRUST BANKS COM STOCK US$1  COM  867914103          320         4633 SH       D       2          4633            0            0
SUNTRUST BANKS COM STOCK US$1  COM  867914103        33444       455366 SH       D       3        432166            0        23200
SUNTRUST BANKS COM STOCK US$1  COM  867914103          892        12900 SH       D       4         12900            0            0
SUNTRUST BANKS INC             COM  867914103         5027       110027 SH       D       5        110027            0            0
SUNTRUST BKS INC COM           COM  867914103       392806      8597674 SH       D       6       7948582            0       649092
Suntrust Banks                 COM  867914103        14748       322811 SH       D       7        199835            0       122976
SUNTRUST BANKS INC.            COM  867914103          734        16084 SH       S       7         16084            0            0
SUPERCONDUCTOR TECHN COM       COM  867931107         7264       184800 SH       D       6        184800            0            0
SUPERCONDUCTOR TECHNOLOGIES    COM  867931107          393        10000 SH       D       7         10000            0            0
SUPERGEN INC COM               COM  868059106        15371       424047 SH       D       6        424047            0            0
Supergen Inc.                  COM  868059106          158         4369 SH       D       7          4369            0            0
SUPERIOR CONSULTANT COM        COM  868146101          499       105054 SH       D       6        105054            0            0
Superior Consultant Holdings   COM  868146101            6         1441 SH       D       7          1441            0            0
SUPERIOR ENERGY SVCS COM       COM  868157108         4353       419570 SH       D       6        419570            0            0
SUPERIOR ENERGY SERVICES INC   COM  868157108           34         3300 SH       D       7          3300            0            0
SUPERIOR INDUSTRIES INT INC CO COM  868168105        16340       634585 SH       D       6        634585            0            0
SUPERIOR INDUSTRIES INTL INC   COM  868168105          156         6062 SH       D       7          6062            0            0
SUPERIOR UNIFORM GROUP, INC. ( COM  868358102          546        62931 SH       D       6         62931            0            0
SUPERIOR SURGICAL MFG          COM  868358102            8          989 SH       D       7           989            0            0
SUPERIOR TELECOM INC COM       COM  868365107         2674       269156 SH       D       6        269156            0            0
Superior TeleCom Inc.          COM  868365107           40         4105 SH       D       7          4105            0            0
SUPER SOL LTD ADR              COM  868511205          404        22300 SH       D       6         22300            0            0
SUPERTEX INC COM               COM  868532102         5245       104389 SH       D       6        104389            0            0
SUPERTEX INC                   COM  868532102           57         1142 SH       D       7          1142            0            0
SUPERVALU INC COM STOCK US$1   COM  868536103         1099        38100 SH       D       1         38100            0            0
SUPERVALU INC COM STOCK US$1   COM  868536103           69         2400 SH       D       2          2400            0            0
SUPERVALU INC COM STOCK US$1   COM  868536103         7211       243281 SH       D       3        210881            0        32400
SUPERVALU INC                  COM  868536103          931        48890 SH       D       5         48890            0            0
SUPERVALUE INC COM             COM  868536103        83417      4375993 SH       D       6       3979847            0       396146
SUPERVALU INC                  COM  868536103         3954       207474 SH       D       7        119022            0        88452
SUPERVALU INC                  COM  868536103          132         6970 SH       S       7          6970            0            0
SUPREMA SPECIALTIES INC        COM  86859F107            3          400 SH       D       7           400            0            0
SUPREME INDS INC               COM  868607102            2          513 SH       D       7           513            0            0
SURGUTNEFTEGAZ ADR             ADR  868861204         9381       474730 SH       D       3        474730            0            0
SURGUTNEFTEGAZ JSC ADR         COM  868861204        13097       992852 SH       D       6        992852            0            0
SURMODICS INC COM              COM  868873100         2225        85595 SH       D       6         85595            0            0
SURMODICS INC                  COM  868873100            8          324 SH       D       7           324            0            0
SURGE COMPONENTS INC           COM  868908104            8         1900 SH       D       7          1900            0            0
SUSQUEHANNA BANCSHARES INC PA  COM  869099101         9352       656334 SH       D       6        656334            0            0
Susquehanna Bancshare Inc.     COM  869099101           94         6616 SH       D       7          6616            0            0
SWIFT ENERGY CO COM            COM  870738101        12013       423368 SH       D       6        423368            0            0
Swift Energy Co.               COM  870738101          113         4013 SH       D       7          4013            0            0
SWIFT TRANSN INC COM           COM  870756103        14844      1060298 SH       D       6       1015198            0        45100
Swift Transportation Inc.      COM  870756103          129         9281 SH       D       7          9281            0            0
SWISS ARMY BRANDS INC COM      COM  870827102            7         1559 SH       D       6          1559            0            0
SWISS ARMY BRANDS INC          COM  870827102            1          353 SH       D       7           353            0            0
SYBRON CHEM INDS, INC          COM  870903101         1299        59412 SH       D       6         59412            0            0
SYBRON CHEMICALS INC           COM  870903101            5          255 SH       D       7           255            0            0
SWITCHBOARD INC COM            COM  871045100         1381       138153 SH       D       6        138153            0            0
SYBASE INC                     COM  871130100         1253        36000 SH       D       1         36000            0            0
SYBASE INC                     COM  871130100          435        12500 SH       D       2         12500            0            0
SYBASE INC                     COM  871130100         1650        49787 SH       D       3         49787            0            0
SYBASE INC COM                 COM  871130100        88374      3842377 SH       D       6       3586577            0       255800
SYBASE INC                     COM  871130100         2626       114178 SH       D       7        114178            0            0
SYBRON CORP DEL COM            COM  87114F106        30428      1535799 SH       D       6       1533199            0         2600
SYBRON CORPORATION             COM  87114F106          800        40406 SH       D       7         19491            0        20915
SYCAMORE NETWORKS COM          COM  871206108       106943       968909 SH       D       6        934348            0        34561
SYCAMORE NETWORKS INC.         COM  871206108         2152        19500 SH       D       7         19500            0            0
SYKES ENTERPRISES INC COM      COM  871237103         6593       512120 SH       D       6        512120            0            0
Sykes Enterprises Inc.         COM  871237103           61         4747 SH       D       7          4747            0            0
SYLVAN FOODS HLDGS INC COM     COM  871371100            7          800 SH       D       6           800            0            0
SYLVAN INC                     COM  871371100            9          985 SH       D       7           985            0            0
SYLVAN LEARNING SYS INC COM    COM  871399101        13144       955938 SH       D       6        955938            0            0
SYLVAN LEARNING SYSTEMS INC.   COM  871399101          123         8978 SH       D       7          3073            0         5905
SYMANTEC CORP COM STOCK US$0.0 COM  871503108          408         5000 SH       D       1          5000            0            0
SYMANTEC CORP COM STOCK US$0.0 COM  871503108          141         1734 SH       D       2          1734            0            0
SYMANTEC CORP COM STOCK US$0.0 COM  871503108         1166        13467 SH       D       3         13467            0            0
SYMANTEC CORP COM              COM  871503108        82013      1520521 SH       D       6       1477821            0        42700
SYMANTEC CORP                  COM  871503108         3642        67526 SH       D       7         57090            0        10436
SYMBOL TECHNOLOGIES INC COM    COM  871508107       110948      2054598 SH       D       6       2054598            0            0
SYMBOL TECHNOLOGIES INC        COM  871508107         2633        48764 SH       D       7         21460            0        27304
SYMIX SYSTEMS INC. COM         COM  871535100          599        67559 SH       D       6         67559            0            0
SYMIX SYSTEMS INC              COM  871535100            3          341 SH       D       7           341            0            0
SYMMETRICOM INC COM            COM  871543104         5252       208025 SH       D       6        208025            0            0
SYMYX TECHNOLOGIES COM         COM  87155S108        11788       276667 SH       D       6        276667            0            0
SYMYX                          COM  87155S108           72         1700 SH       D       7          1700            0            0
SYNAGRO TECHNOLOGIES INC COM   COM  871562203          474       128560 SH       D       6        128560            0            0
SYNAGRO TECHNOLOGIES INC       COM  871562203            5         1600 SH       D       7          1600            0            0
SYNALLOY CORP                  COM  871565107            2          300 SH       D       7           300            0            0
SYNAPTIC PHARMACEUTICAL CORP C COM  87156R109          710       138652 SH       D       6        138652            0            0
SYNAPTIC PHARMACEUTICAL CORP   COM  87156R109            8         1694 SH       D       7          1694            0            0
SYNCOR INTL CORP NEW           COM  87157J106        17053       236852 SH       D       6        236852            0            0
Syncor Intl Corp               COM  87157J106          195         2709 SH       D       7          2709            0            0
SYNOPSIS INC. COM              COM  871607107        36510      1056349 SH       D       6       1053841            0         2508
SYNOPSYS INC                   COM  871607107          875        25336 SH       D       7         13191            0        12145
SYNOVUS FINANCIAL CORP         COM  87161C105          106         4000 SH       D       2          4000            0            0
SYNOVUS FINANCIAL CORP         COM  87161C105         9728       361799 SH       D       3        361799            0            0
SYNOVUS FINL CORP COM          COM  87161C105       127599      7239668 SH       D       6       6674959            0       564709
Synovus Financial Corp         COM  87161C105         3599       204247 SH       D       7        162339            0        41908
SYNOVUS FINANCIAL              COM  87161C105          264        14991 SH       S       7         14991            0            0
SYNTELLECT INC COM             COM  87161L105            7         1132 SH       D       6          1132            0            0
SYNTHETECH INC COM             COM  87162E100          487       154371 SH       D       6        154371            0            0
SYNTEL INC COM                 COM  87162H103         1380       138033 SH       D       6        138033            0            0
Syntel Inc.                    COM  87162H103           57         5797 SH       D       7          5797            0            0
SYNTROLEUM CORP COM            COM  871630109         4907       286545 SH       D       6        286545            0            0
Syntroleum Corp.               COM  871630109           87         5105 SH       D       7          5105            0            0
SYPRIS SOLUTIONS INC COM       COM  871655106            6          630 SH       D       6           630            0            0
SYPRIS SOLUTIONS INC           COM  871655106            4          422 SH       D       7           422            0            0
SYQUEST TECH COM               COM  871660106            0         8300 SH       D       6          8300            0            0
SYSCO CORP COM STOCK US$1      COM  871829107          376         5900 SH       D       2          5900            0            0
SYSCO CORP COM STOCK US$1      COM  871829107        33707       554330 SH       D       3        510330            0        44000
SYSCO CORP COM STOCK US$1      COM  871829107         1741        27300 SH       D       4         27300            0            0
SYSCO CORP                     COM  871829107         4851       115166 SH       D       5        115166            0            0
SYSCO CORP COM                 COM  871829107       371884      8828110 SH       D       6       8111676            0       716434
Sysco Corp.                    COM  871829107        11803       280201 SH       D       7        213487            0        66714
SYSCO CORP!1                   COM  871829107         1643        39000 SH       D       9         39000            0            0
SYSCO CORP                     COM  871829107          747        17736 SH       S       7         17736            0            0
SYSTEMAX INC COM               COM  871851101         1293       333860 SH       D       6        333860            0            0
Systemax Inc.                  COM  871851101           31         8017 SH       D       7          8017            0            0
SYSTEMS & COMPUTER TECHNOLOGY  COM  871873105        11817       590850 SH       D       6        590850            0            0
Systems & Computer Technology  COM  871873105          108         5412 SH       D       7          5412            0            0
SYSTEMSOFT CORP COM            COM  871926101            1        13400 SH       D       6         13400            0            0
TBC CORP COM                   COM  872180104         1196       258796 SH       D       6        258796            0            0
TBC Corp                       COM  872180104            4          882 SH       D       7           882            0            0
TB WOODS CORP                  COM  872226105            2          261 SH       D       7           261            0            0
TCF FINL CORP                  COM  872275102        40014      1557732 SH       D       6       1515116            0        42616
TCF FINANCIAL CORPORATION      COM  872275102          918        35762 SH       D       7         26972            0         8790
TCI PAC5CPRF06!                CVP  872294202       119556       332100 SH       D       1        332100            0            0
TCI PAC5CPRF06!                CVP  872294202           36          100 SH       D       9           100            0            0
TCI SATELLITE ENTERTAINMENT CO COM  872298104          352        40609 SH       D       6         40609            0            0
TCI SATELLITE ENTERTNMNT-A     COM  872298104           26         3100 SH       D       7          3100            0            0
TCI SATELLITE ENTERTAINMENT CO COM  872298203            8          900 SH       D       6           900            0            0
TD WATERHOUSE COM              COM  872362108         8320       480634 SH       D       6        478734            0         1900
TD WATERHOUSE GROUP INC        COM  872362108          522        30200 SH       D       7         30200            0            0
TECO ENERGY                    COM  872375100           69         2300 SH       D       2          2300            0            0
TECO ENERGY                    COM  872375100         4517       142360 SH       D       3        142360            0            0
TECO ENERGY INC COM            COM  872375100        40940      2040637 SH       D       6       2029504            0        11133
TECO ENERGY                    COM  872375100          471        23519 SH       D       7         10169            0        13350
TESSCO TECHNOLOGIES COM        COM  872386107         1258        44947 SH       D       6         44947            0            0
TESSCO TECHNOLOGIES INC        COM  872386107            4          162 SH       D       7           162            0            0
TF FINANCIAL CORP              COM  872391107            1          129 SH       D       7           129            0            0
T&HQ INC COM                   COM  872443403         5704       468053 SH       D       6        468053            0            0
THQ Incorporated               COM  872443403           49         4089 SH       D       7          4089            0            0
TIB FINANCIAL CORP             COM  872449103            3          300 SH       D       7           300            0            0
TJX CO!1                       COM  872540109         1653        88200 SH       D       1         88200            0            0
TJX COS INC COM STOCK US$1     COM  872540109          130         4600 SH       D       2          4600            0            0
TJX COS INC COM STOCK US$1     COM  872540109        11030       386976 SH       D       3        386976            0            0
TJX COS INC NEW COM            COM  872540109       143627      7660129 SH       D       6       7060679            0       599450
TJX Companies, Inc.            COM  872540109         4456       237665 SH       D       7        173760            0        63905
TJX CO!1                       COM  872540109         1927       102800 SH       D       9        102800            0            0
TJX COS INC NEW                COM  872540109          299        15973 SH       S       7         15973            0            0
T-NETIX INC COM                COM  872597109          351        83890 SH       D       6         83890            0            0
T-Netix Inc                    COM  872597109            6         1582 SH       D       7          1582            0            0
TRC COS INC COM                COM  872625108           67         5900 SH       D       6          5900            0            0
TRC COMPANIES INC.             COM  872625108            5          500 SH       D       7           500            0            0
TRM CORPORATION COM            COM  872636105           43         8008 SH       D       6          8008            0            0
TRM COPY CENTERS CORP          COM  872636105            1          316 SH       D       7           316            0            0
T/R SYSTEMS INC COM            COM  87263U102          288        45268 SH       D       6         45268            0            0
T/R SYSTEMS, INC.              COM  87263U102            7         1232 SH       D       7          1232            0            0
TRW INC COM STOCK US$0.625     COM  872649108          137         2100 SH       D       2          2100            0            0
TRW INC COM STOCK US$0.625     COM  872649108        13697       205952 SH       D       3        199252            0         6700
TRW INC COM STOCK US$0.625     COM  872649108          820        12500 SH       D       4         12500            0            0
TRW INC                        COM  872649108         1834        42291 SH       D       5         42291            0            0
TRW INC COM                    COM  872649108       141518      3262675 SH       D       6       3013689            0       248986
TRW Inc.                       COM  872649108         3613        83312 SH       D       7         70564            0        12748
T R W INC                      COM  872649108          284         6556 SH       S       7          6556            0            0
TSR INC COM                    COM  872885108            7         1300 SH       D       6          1300            0            0
TSR INC                        COM  872885108            1          268 SH       D       7           268            0            0
TSS LTD -                      COM  872889506            1         8750 SH       D       3          8750            0            0
TMCI ELECTRONICS INC           COM  872933106            0         1700 SH       D       6          1700            0            0
TMP WORLDWIDE INC COM          COM  872941109        61375       831512 SH       D       6        816912            0        14600
TMP WORLDWIDE INC              COM  872941109         1415        19186 SH       D       7          8310            0        10876
TV GUIDE, INC COM              COM  87307Q109        29759       868896 SH       D       6        865596            0         3300
TV GUIDE INC CL A              COM  87307Q109          636        18582 SH       D       7         10988            0         7594
TXU CORP COM STOCK NPV         COM  873168108          201         4520 SH       D       2          4520            0            0
TXU CORP COM STOCK NPV         COM  873168108        20615       436577 SH       D       3        416777            0        19800
TXU CORP COM STOCK NPV         COM  873168108          308         6900 SH       D       4          6900            0            0
TXU CORPORATION                COM  873168108         2840        96305 SH       D       5         96305            0            0
TXU CORP COM                   COM  873168108       231535      7848671 SH       D       6       7149531            0       699140
TXU CORP                       COM  873168108        10576       358519 SH       D       7        253960            0       104559
TXU CORPORATION                COM  873168108          413        14002 SH       S       7         14002            0            0
TAB PRODUCTS CO. DEL           COM  873197107            0          100 SH       D       7           100            0            0
TACO CABANA COM                COM  873425102         1246       188141 SH       D       6        188141            0            0
TACO CABANA CLASS A            COM  873425102            3          502 SH       D       7           502            0            0
TAG-IT PACIFIC INC             COM  873774103            2          500 SH       D       7           500            0            0
TAIWAN FUND INC                COM  874036106         3093       107100 SH       D       3        107100            0            0
TAIWAN FUND INC                COM  874036106         1502        51910 SH       D       4         51910            0            0
TAIWAN FD INC COM              COM  874036106         2455       128400 SH       D       6        128400            0            0
TAIWAN SEMICONDUCTO MFG ADR    COM  874039100         3843        99199 SH       D       6         99199            0            0
TAKE TWO INTERACTIVE SOFTWARE  COM  874054109         2249       185490 SH       D       6        185490            0            0
TAKE-TWO INTERACTIVE SOFTWARE  COM  874054109           19         1620 SH       D       7          1620            0            0
TALBOTS INC COM                COM  874161102        13754       250371 SH       D       6        249571            0          800
Talbots Inc.                   COM  874161102          185         3370 SH       D       7          3370            0            0
TALKCOM INC COM                COM  874264104         5048       868494 SH       D       6        868494            0            0
Talk Com Inc.                  COM  874264104           46         8070 SH       D       7          8070            0            0
TALX CORP COM                  COM  874918105           42         2500 SH       D       6          2500            0            0
TANDY BRANDS ACCESSORIES INC   COM  875378101            5          700 SH       D       7           700            0            0
TANGER FACTORY OUTLET COM      COM  875465106         5141       218803 SH       D       6        212203            0         6600
Tanger Factory Outlet Centers  COM  875465106           23          991 SH       D       7           991            0            0
TANNING TECHNOLOGY CORP COM    COM  87588P101         1653        85900 SH       D       6         85900            0            0
TANNING TECHNOLOGY CORPORATION COM  87588P101           42         2200 SH       D       7          2200            0            0
TANOX INC. COM                 COM  87588Q109        10635       224800 SH       D       6        224800            0            0
TANOX INC                      COM  87588Q109           37          800 SH       D       7           800            0            0
TARGET CORP CORP COM           COM  87612E106          604         6880 SH       D       2          6880            0            0
TARGET CORP CORP COM           COM  87612E106        57599       682696 SH       D       3        641696            0        41000
TARGET CORP CORP COM           COM  87612E106         1624        18500 SH       D       4         18500            0            0
TARGET CORP                    COM  87612E106         8851       152604 SH       D       5        152604            0            0
TARGET CORPORATION COM         COM  87612E106       724683     12494542 SH       D       6      11558973            0       935569
Target Corp                    COM  87612E106        21623       372817 SH       D       7        258979            0       113838
TARGET CORP                    COM  87612E106         1405        24236 SH       S       7         24236            0            0
TARGETED GENETICS CORP COM     COM  87612M108         6888       463060 SH       D       6        440660            0        22400
TARGETED GENETICS CORP         COM  87612M108           32         2200 SH       D       7          2200            0            0
TARAGON RLTY INVS INC COM      COM  876287103          563        53681 SH       D       6         53681            0            0
TARRAGON REALTY INVESTORS      COM  876287103            5          508 SH       D       7           508            0            0
TARRANT APPAREL GROUP COM      COM  876289109          694        77667 SH       D       6         77667            0            0
TARRANT APPAREL GROUP          COM  876289109           19         2213 SH       D       7          2213            0            0
TASTY BAKING CO COM            COM  876553306         1293       100929 SH       D       6        100929            0            0
TASTY BAKING                   COM  876553306           12          988 SH       D       7           988            0            0
TAUBMAN CTRS INC COM           COM  876664103        14260      1296369 SH       D       6       1290969            0         5400
Taubman Centers Inc.           COM  876664103           84         7640 SH       D       7          7640            0            0
TAYLOR S COS INC COM           COM  876867102            0        58577 SH       D       6         58577            0            0
TEAM AMERICA CORP              COM  878153105            9         2100 SH       D       7          2100            0            0
TEAM COMMUNICATIONS GROUP COM  COM  87815F108          775        96900 SH       D       6         96900            0            0
TEAM FINANCIAL INC COM         COM  87815X109            8         1100 SH       D       6          1100            0            0
TEAM FINANCIA;                 COM  87815X109            2          300 SH       D       7           300            0            0
TECH DATA CORP COM             COM  878237106        41851       960726 SH       D       6        957200            0         3526
TECH DATA CORP                 COM  878237106          558        12830 SH       D       7          5397            0         7433
TECH/OPS SEVCON INC            COM  878293109            1          139 SH       D       7           139            0            0
TECH-SYM CORP COM              COM  878308105         2427        86302 SH       D       6         86302            0            0
TECH SYM CORP                  COM  878308105            6          223 SH       D       7           223            0            0
TECHNE CORP COM                COM  878377100        61035       469505 SH       D       6        469505            0            0
Techne Corp.                   COM  878377100          467         3599 SH       D       7          3599            0            0
TECHNICLONE INTL CORP COM NEW  COM  878517309         4418      1140200 SH       D       6       1140200            0            0
TECHNISOURCE INC               COM  878553106            7         1883 SH       D       7          1883            0            0
TECHNITROL INC COM             COM  878555101        41754       431017 SH       D       6        417717            0        13300
Technitrol Inc.                COM  878555101          231         2392 SH       D       7          2392            0            0
TECHNOLOGY SOLUTIONS COM       COM  87872T108         5711       922991 SH       D       6        922991            0            0
Technology Solutions Co.       COM  87872T108           51         8261 SH       D       7          8261            0            0
TECK CORP CL B SUB VTG         COM  878742204            0       156400 SH       D       6        156400            0            0
TECUMSEH PRODUCTS CL B         COM  878895101          853        20727 SH       D       6         20727            0            0
TECUMSEH PRODS CO CL A         COM  878895200        19270       504617 SH       D       6        498117            0         6500
TECUMSEH PRODUCTS CO CL A      COM  878895200         1050        27497 SH       D       7          1580            0        25917
TEKNOWLEDGE CORP               COM  878919208            4          700 SH       D       7           700            0            0
TEGAL CORP COM                 COM  879008100          669       101100 SH       D       6        101100            0            0
TEGAL CORP                     COM  879008100           17         2600 SH       D       7          2600            0            0
TEJON RANCH CO COM             COM  879080109         3874       171705 SH       D       6        171705            0            0
Tejon Ranch Corp.              COM  879080109           32         1460 SH       D       7          1460            0            0
TEKELEC COM                    COM  879101103        35084       728085 SH       D       6        728085            0            0
TEKELEC                        COM  879101103          359         7456 SH       D       7          7456            0            0
TEKTRONIX INC COM STOCK NPV    COM  879131100           89          800 SH       D       2           800            0            0
TEKTRONIX INC COM STOCK NPV    COM  879131100         6617        62189 SH       D       3         62189            0            0
TEKTRONIX INC COM              COM  879131100        96975      1310474 SH       D       6       1212920            0        97554
Tektronix Inc                  COM  879131100         2801        37857 SH       D       7         37124            0          733
TEKTRONIX INC                  COM  879131100          188         2542 SH       S       7          2542            0            0
TELAXIS COMMUNICATIONS CORP CO COM  879202109         2832        90628 SH       D       6         90628            0            0
TELAXIS COMMUNICATIONS CORP    COM  879202109           23          737 SH       D       7           737            0            0
TELCOM SEMICONDUCTOR COM       COM  87921P107         5387       134471 SH       D       6        134471            0            0
TELCOM SEMICONDUCTOR INC       COM  87921P107           78         1947 SH       D       7          1947            0            0
TELECENTRO SUL ADR             COM  879239101          219         3000 SH       D       6          3000            0            0
TELE DANMARK A/S____           COM  879242105         3343        98352 SH       D       7         98352            0            0
TELE NORTE LESTE PART-ADR      COM  879246106         1826        51552 SH       D       3         47782            0         3770
TELE NORTE LESTE PART-ADR      COM  879246106           56         1569 SH       D       4          1569            0            0
TELE NORTE LESTE ADR           COM  879246106          212         9000 SH       D       6          9000            0            0
TELECOM ARGENTINA SA-SPONSORED COM  879273209         2353        85568 SH       D       6         85568            0            0
TELECOM OF NEW ZEALAND         COM  879278208          865        30791 SH       D       7         30791            0            0
TELEBRAS UNIT ADR              ADR  879287308        13075        90180 SH       D       3         57980            0        32200
TELEBRAS UNIT ADR              ADR  879287308         1970        13400 SH       D       4         13400            0            0
TELECORP COM                   COM  879299105         1741        43200 SH       D       6         42100            0         1100
TELECORP PCS INC               COM  879299105          218         5423 SH       D       7          5423            0            0
TELEDYNE TECHNOLOG             COM  879360105           86         4900 SH       D       1             0         4900            0
TELEDYNE TECHNOLOGIES INC. COM COM  879360105         9038       539463 SH       D       6        509263            0        30200
Teledyne Technologies          COM  879360105          135         8084 SH       D       7          5400            0         2684
TELEFLEX INCORPORATED COM      COM  879369106        27094       757902 SH       D       6        757902            0            0
TELEFLEX INC                   COM  879369106          288         7950 SH       D       7          3373            0         4577
TELEFONICA DE ARGENTINA (ADR)  COM  879378206            0       115961 SH       D       6        115961            0            0
TELEFONICA S A ADR             COM  879382208           57          900 SH       D       6           900            0            0
TELEFONICA S.A.                COM  879382208         3272        51079 SH       D       7         51079            0            0
TELEF DE MEXICO -SPON ADR 'A'  ADR  879403400         3377       836400 SH       D       3        308000            0       528400
TELEFONOS DE MEXICO S A ADR    COM  879403400         2162       786424 SH       D       6        786424            0            0
TELEF DE MEXICO ADR 'L' REP 20 ADR  879403780        27826       331308 SH       D       3        271848            0        59460
TELEFONOS DE MEXICO S A COM    COM  879403780        10336       180938 SH       D       6        180938            0            0
TEL DE MEX4QCB0                CVB  879403AD5        97435     75240000 SH       D       1      75240000            0            0
TELEGLOBE INC. COM             COM  87941V100            0            0 SH       D       6             0            0            0
TELEGROUP INC COM              COM  879422103            0        17604 SH       D       6         17604            0            0
TELEPHONE & DATA SYSTEMS INC C COM  879433100          607         4000 SH       D       1          4000            0            0
TELEPHONE & DATA SYSTEMS INC C COM  879433100          216         1425 SH       D       2          1425            0            0
TELEPHONE & DATA SYSTEMS INC C COM  879433100          334         2100 SH       D       3          2100            0            0
TELEPHONE & DATA SYS INC COM   COM  879433100       119903      1196046 SH       D       6       1133047            0        62999
TELEPHONE & DATA SYSTEM        COM  879433100         2309        23039 SH       D       7         17261            0         5778
TELESCAN INC COM               COM  879516102          962       131556 SH       D       6        131556            0            0
Telescan Inc.                  COM  879516102           23         3227 SH       D       7          3227            0            0
TELESPECTRUM WORLDWIDE COM     COM  87951U109         1697       372025 SH       D       6        372025            0            0
TELESP CELLULAR PARTICIPAC ADR COM  87952L108          246         5500 SH       D       6          5500            0            0
TELIGENT INC - COM COM         COM  87959Y103         7933       335801 SH       D       6        335801            0            0
TELIGENT INC - CLASS A         COM  87959Y103          164         6960 SH       D       7          2265            0         4695
TELLABS INC USD0.01            COM  879664100          737         7120 SH       D       2          7120            0            0
TELLABS INC USD0.01            COM  879664100        66313       610092 SH       D       3        578492            0        31600
TELLABS INC USD0.01            COM  879664100          984         9500 SH       D       4          9500            0            0
TELLABS COM                    COM  879664100       694318     10145286 SH       D       6       9341561            0       803725
Tellabs, Inc.                  COM  879664100        21150       309044 SH       D       7        234966            0        74078
TELLABS INC                    COM  879664100         1489        21764 SH       S       7         21764            0            0
TELXON CORP COM                COM  879700102         4162       232858 SH       D       6        232858            0            0
TELXON CORP.                   COM  879700102           32         1794 SH       D       7          1794            0            0
TELULAR COM                    COM  87970T208         1148        95725 SH       D       6         95725            0            0
TELULAR CORP                   COM  87970T208           26         2200 SH       D       7          2200            0            0
TELOCITY INC COM               COM  87971D103         2172       476123 SH       D       6        476123            0            0
TELOCITY INC                   COM  87971D103           31         6837 SH       D       7          6837            0            0
TELSCAPE INTERNATIONAL INC. CO COM  87971Q104         1016       150600 SH       D       6        150600            0            0
TEMPLE-INLAND INC COM STOCK US COM  879868107           57          900 SH       D       2           900            0            0
TEMPLE-INLAND INC COM STOCK US COM  879868107         5118        78068 SH       D       3         78068            0            0
TEMPLE-INLAND INC              COM  879868107          810        19308 SH       D       5         19308            0            0
TEMPLE INLAND INC COM          COM  879868107        59180      1409055 SH       D       6       1303569            0       105486
Temple-Inland, Inc.            COM  879868107         2097        49951 SH       D       7         34811            0        15140
TEMPLE INLAND INC              COM  879868107          116         2768 SH       S       7          2768            0            0
TELESPHER INTL INC COM         COM  879908101            0       104300 SH       D       6        104300            0            0
TELETECH HOLDINGS COM          COM  879939106        19706       634415 SH       D       6        612515            0        21900
TeleTech Holdings Inc.         COM  879939106          215         6950 SH       D       7          6950            0            0
TEMPLETON DRAGON FUND INC      COM  88018T101          365        28000 SH       D       2         28000            0            0
TEMPLTN EMERG MKTS             COM  880191101            9         1000 SH       D       1             0         1000            0
TENFOLD CORP                   COM  88033A103           10          600 SH       D       1             0          600            0
TENFOLD CORP COM               COM  88033A103         3167       192720 SH       D       6        192720            0            0
TenFold Corp.                  COM  88033A103           41         2546 SH       D       7          2546            0            0
TENET HEALTHCARE CORP COM STOC COM  88033G100          211         5170 SH       D       2          5170            0            0
TENET HEALTHCARE CORP COM STOC COM  88033G100        20281       479688 SH       D       3        461388            0        18300
TENET HEALTHCARE CORP COM STOC COM  88033G100          956        23400 SH       D       4         23400            0            0
TENET HEALTHCARE CORPORATION   COM  88033G100         2964       109810 SH       D       5        109810            0            0
TENET HEALTH CARE CORP COM     COM  88033G100       236379      8754785 SH       D       6       8044169            0       710616
Tenet Healthcare Corp.         COM  88033G100         6647       246215 SH       D       7        208048            0        38167
TENET HEALTHCARE CORPORATION   COM  88033G100          449        16637 SH       S       7         16637            0            0
TENNANT CO COM                 COM  880345103         8321       221905 SH       D       6        221905            0            0
Tennant Co.                    COM  880345103           88         2367 SH       D       7          2367            0            0
TENNECO AUTOMOTIVE INC COM     COM  880349105         2759       525665 SH       D       6        525665            0            0
TENNECO AUTOMOTIVE INC.,       COM  880349105           31         5998 SH       D       7          2400            0         3598
TERADYNE                       COM  880770102         4339        39000 SH       D       1         39000            0            0
TERADYNE                       COM  880770102         1349        12130 SH       D       2         12130            0            0
TERADYNE                       COM  880770102        36106       316679 SH       D       3        297879            0        18800
TERADYNE                       COM  880770102          489         4400 SH       D       4          4400            0            0
TERADYNE INC COM               COM  880770102       434640      5913473 SH       D       6       5454740            0       458733
TERADYNE INC                   COM  880770102        18906       257234 SH       D       7        222095            0        35139
Teradyne, Inc.                 COM  880770102          677         9215 SH       S       7          9215            0            0
TERAYON COMMUNICATION SYS COM  COM  880775101        39037       607742 SH       D       6        595442            0        12300
TERAYON COMMUNICATION SYS      COM  880775101         1557        24250 SH       D       7         24250            0            0
TEREX                          COM  880779103         1010        71500 SH       D       1         71500            0            0
TEREX CORP NEW COM             COM  880779103         6423       454779 SH       D       6        454779            0            0
Terex Corp.                    COM  880779103           76         5431 SH       D       7          5431            0            0
TERREMARK WORLDWIDE INC COM    COM  881448104            0       428000 SH       D       6        428000            0            0
TESORO PETROLEUM CORP COM      COM  881609101         7162       707400 SH       D       6        707400            0            0
Tesoro Petroleum Corp.         COM  881609101           78         7777 SH       D       7          7777            0            0
TEVA PHARMACEUTICAL INDS LTD C COM  881624209          554        10000 SH       D       6         10000            0            0
TETRA TECHNOLOGIES INC DEL COM COM  88162F105         2296       161867 SH       D       6        161867            0            0
TETRA TECHNOLOGIES INC         COM  88162F105            8          599 SH       D       7           599            0            0
TETRA TECH INC NEW COM         COM  88162G103        14181       619935 SH       D       6        619935            0            0
Tetra Tech  Inc.               COM  88162G103          150         6583 SH       D       7          6583            0            0
TEXACO INC COM STOCK US$3.125  COM  881694103          793         9840 SH       D       2          9840            0            0
TEXACO INC COM STOCK US$3.125  COM  881694103        70831       865848 SH       D       3        825048            0        40800
TEXACO INC COM STOCK US$3.125  COM  881694103         2233        27700 SH       D       4         27700            0            0
TEXACO INC COM                 COM  881694103       809565     15203103 SH       D       6      14067823            0      1135280
Texaco Inc.                    COM  881694103        26945       506027 SH       D       7        364982            0       141045
TX.N                           COM  881694103          451         8400 SH       D       9          8400            0            0
TEXACO INC.                    COM  881694103         1563        29365 SH       S       7         29365            0            0
TEXARKANA FIRST FINL CORP COM  COM  881801104          150         6700 SH       D       6          6700            0            0
TEXAS BIOTECHNOLOGY COM        COM  88221T104         9163       482271 SH       D       6        482271            0            0
TEXAS BIOTECH CORP             COM  88221T104           80         4257 SH       D       7          4257            0            0
TEXAS INDUSTRIES INC COM       COM  882491103        21318       738301 SH       D       6        724901            0        13400
Texas Industries Inc.          COM  882491103          101         3520 SH       D       7          3520            0            0
TEXAS INSTRUMENTS INC COM STOC COM  882508104          623         6000 SH       D       1          6000            0            0
TEXAS INSTRUMENTS INC COM STOC COM  882508104         3132        30124 SH       D       2         30124            0            0
TEXAS INSTRUMENTS INC COM STOC COM  882508104       278102      2646484 SH       D       3       2517684            0       128800
TEXAS INSTRUMENTS INC COM STOC COM  882508104         7299        70200 SH       D       4         70200            0            0
TEXAS INSTRUMENTS INC          COM  882508104        38903       566357 SH       D       5        566357            0            0
TEXAS INSTRUMENTS INC COM      COM  882508104      2887850     42043316 SH       D       6      38762972            0      3280344
Texas Instruments, Inc.        COM  882508104        88777      1292488 SH       D       7        940306            0       352182
TEXAS INSTRUMENTS              COM  882508104         5978        87040 SH       S       7         87040            0            0
TEXAS REGL BANCSHARES INC COM  COM  882673106         5686       224106 SH       D       6        224106            0            0
Texas Regional Bancshares      COM  882673106           86         3427 SH       D       7          3427            0            0
THAI FUND INC                  COM  882904105          106        13500 SH       D       2         13500            0            0
TEXTRON INC COM STOCK US$0.125 COM  883203101          182         2220 SH       D       2          2220            0            0
TEXTRON INC COM STOCK US$0.125 COM  883203101        19852       236637 SH       D       3        218037            0        18600
TEXTRON INC COM STOCK US$0.125 COM  883203101          772         9400 SH       D       4          9400            0            0
TEXTRON INC                    COM  883203101         2820        51933 SH       D       5         51933            0            0
TEXTRON INC COM                COM  883203101       206112      3794934 SH       D       6       3505658            0       289276
Textron Inc.                   COM  883203101         7471       137557 SH       D       7         84007            0        53550
TEXTRON INC                    COM  883203101          417         7678 SH       S       7          7678            0            0
THE GLOBE COM INC COM          COM  88335R101          271       158134 SH       D       6        158134            0            0
THERAGENICS CORP COM           COM  883375107         5177       604641 SH       D       6        604641            0            0
Theragenics Corp.              COM  883375107           50         5933 SH       D       7          5933            0            0
THERMADYNE HOLDINGS CORP       COM  883435208            1          144 SH       D       7           144            0            0
THERMA WAVE INC COM            COM  88343A108         2508       112420 SH       D       6        112420            0            0
THERMA-WAVE INC.               COM  88343A108           22         1015 SH       D       7          1015            0            0
THERMO ELECTRON CORP COM STOCK COM  883556102           76         2410 SH       D       2          2410            0            0
THERMO ELECTRON CORP COM STOCK COM  883556102         8134       251068 SH       D       3        232168            0        18900
THERMO ELECTRON CORP COM       COM  883556102        88677      4210195 SH       D       6       3895380            0       314815
Thermo Electron Corp.          COM  883556102         2540       120625 SH       D       7         97526            0        23099
THERMO ELECTRON CORP           COM  883556102          174         8282 SH       S       7          8282            0            0
THERMO INSTR SYS INC COM       COM  883559106         7206       384335 SH       D       6        382532            0         1803
THERMO INSTRUMENT SYSTEMS      COM  883559106          218        11674 SH       D       7         11674            0            0
THERMO CARDIOSYSTEMS COM       COM  88355K200         3247       324771 SH       D       6        324771            0            0
Thermo Cardiosystems Inc.      COM  88355K200           45         4586 SH       D       7          4586            0            0
THERMO ECOTEK CORP COM         COM  88355R106          582        62137 SH       D       6         62137            0            0
Thermo Ecotek Corp.            COM  88355R106           45         4873 SH       D       7          4873            0            0
THERMO FIBERTEK COM            COM  88355W105          662       139495 SH       D       6        139495            0            0
Thermo Fibertek Inc.           COM  88355W105           23         4899 SH       D       7          4899            0            0
THERMO TERRATECH INC           COM  883598104           18         2300 SH       D       7          2300            0            0
THERMALASE CORP COM            COM  883624108           36        13000 SH       D       6         13000            0            0
THERMOTREX COM                 COM  883666109          639        57818 SH       D       6         57818            0            0
THERMWOOD CORP                 COM  883672305            1          200 SH       D       7           200            0            0
THE STREET.COM COM             COM  88368Q103         1174       202047 SH       D       6        202047            0            0
TheStreet.com Inc.             COM  88368Q103            7         1215 SH       D       7          1215            0            0
THERMEDICS INC COM             COM  883901100         3626       364920 SH       D       6        364920            0            0
Thermedics Inc.                COM  883901100           49         5028 SH       D       7          5028            0            0
THOMAS & BETTS CORP            COM  884315102          466        15600 SH       D       3         15600            0            0
THOMAS & BETTS CORP COM        COM  884315102        30284      1583524 SH       D       6       1466468            0       117056
Thomas & Betts Corp.           COM  884315102          769        40216 SH       D       7         33146            0         7070
THOMAS & BETTS CORP            COM  884315102           58         3074 SH       S       7          3074            0            0
THISTLE GROUP HOLDINGS CO      COM  88431E103            2          402 SH       D       7           402            0            0
THOMAS GROUP COM               COM  884402108          139        16825 SH       D       6         16825            0            0
THOMAS GROUP INC               COM  884402108            8         1000 SH       D       7          1000            0            0
THOMAS INDUSTRIES INC COM      COM  884425109         6519       368585 SH       D       6        368585            0            0
Thomas Industries Inc.         COM  884425109           67         3800 SH       D       7          3800            0            0
THOR INDS INC COM              COM  885160101         4000       190515 SH       D       6        190515            0            0
Thor Industries Inc.           COM  885160101           52         2486 SH       D       7          2486            0            0
THORATEC LABS NEW COM          COM  885175307         2355       145530 SH       D       6        145530            0            0
THORATEC LABS CORP             COM  885175307           29         1851 SH       D       7          1851            0            0
THORNBURG MTG ASSET COM        COM  885218107         2191       304930 SH       D       6        304930            0            0
Thornburg Mortgage Asset Corp. COM  885218107           34         4800 SH       D       7          4800            0            0
THOUSAND TRAILS INC            COM  885502104            2          600 SH       D       7           600            0            0
3COM CORP COM STOCK NPV        COM  885535104         4938        72600 SH       D       1         72600            0            0
3COM CORP COM STOCK NPV        COM  885535104          863         9900 SH       D       2          9900            0            0
3COM CORP COM STOCK NPV        COM  885535104        46305       579499 SH       D       3        547674            0        31825
3COM CORP COM STOCK NPV        COM  885535104         1648        18900 SH       D       4         18900            0            0
THREE COM CORP COM             COM  885535104       598160     10380219 SH       D       6       9551120            0       829099
3COM CORP                      COM  885535104        21264       369124 SH       D       7        305183            0        63941
3 COM CORP                     COM  885535104         1073        18632 SH       S       7         18632            0            0
3D0 COMPANY COM                COM  88553W105         3408       434529 SH       D       6        434529            0            0
3DO COMPANY (THE)              COM  88553W105           16         2056 SH       D       7          2056            0            0
3DFX INTERACTIVE INC COM       COM  88553X103         2889       371311 SH       D       6        371311            0            0
3Dfx Interactive Inc.          COM  88553X103           58         7458 SH       D       7          7458            0            0
3-D SYS CORP (NEW) COM         COM  88554D205         2585       136097 SH       D       6        136097            0            0
3D SYSTEMS CORPORATION         COM  88554D205            9          517 SH       D       7           517            0            0
THREE-FIVE SYS INC COM         COM  88554L108        19555       331451 SH       D       6        314851            0        16600
THREE-FIVE SYSTEMS INC         COM  88554L108           61         1045 SH       D       7          1045            0            0
THREE REVERS BANCORP INC COM   COM  88562Q107          400        61090 SH       D       6         61090            0            0
3 TEC ENERGY COM               COM  88575R308            4          400 SH       D       6           400            0            0
TIBCO SOFTWARE COM             COM  88632Q103        79568       742006 SH       D       6        691306            0        50700
TIBCO SOFTWARE INC             COM  88632Q103         1415        13200 SH       D       7         13200            0            0
TICKETS.COM COM                COM  88633M101         1237       363440 SH       D       6        363440            0            0
TICKETMASTER ONLINE-CITYSEAR C COM  88633P203         8546       536229 SH       D       6        535398            0          831
TICKETMASTER ONLINE-CITYSEARCH COM  88633P203           94         5916 SH       D       7          2013            0         3903
TIDEL TECHNOLOGIES INC         COM  886368109           11         1200 SH       D       7          1200            0            0
TIDEWATER INC COM              COM  886423102        32257       896053 SH       D       6        893040            0         3013
TIDEWATER INC                  COM  886423102         1294        35946 SH       D       7          9646            0        26300
TIDWELL INDS INC               COM  886498104            0          100 SH       D       6           100            0            0
TIER TECHNOLOGIES INC          COM  88650Q100            2          384 SH       D       7           384            0            0
TIFFANY & CO USD0.01           COM  886547108         1997        19800 SH       D       3         19800            0            0
TIFFANY & CO NEW COM           COM  886547108       122794      1819184 SH       D       6       1677012            0       142172
Tiffany & Company              COM  886547108         3849        57034 SH       D       7         44347            0        12687
TIFFANY & CO                   COM  886547108          259         3850 SH       S       7          3850            0            0
TIMBERLAND BANCORP INC         COM  887098101            2          267 SH       D       7           267            0            0
TIMBERLAND CO CL A             COM  887100105        16915       238877 SH       D       6        238877            0            0
Timberland Co.                 COM  887100105          192         2714 SH       D       7          2714            0            0
TIMBERLINE SOFTWARE CORP COM   COM  887134104         1053       144028 SH       D       6        144028            0            0
TIMBERLINE SOFTWARE CORP       COM  887134104            3          461 SH       D       7           461            0            0
TIME WARNER INC COM STOCK US$1 COM  887315109        13779       150630 SH       D       1         57600        93030            0
TIME WARNER INC COM STOCK US$1 COM  887315109         4143        36010 SH       D       2         36010            0            0
TIME WARNER INC COM STOCK US$1 COM  887315109       218955      1920413 SH       D       3       1827213            0        93200
TIME WARNER INC COM STOCK US$1 COM  887315109         4671        40600 SH       D       4         40600            0            0
TIME WARNER INC                COM  887315109        30957       407330 SH       D       5        407330            0            0
TIME WARNER INC COM            COM  887315109      2770184     36449801 SH       D       6      33444401            0      3005400
TIME WARNER INC                COM  887315109        91072      1198320 SH       D       7        927330            0       270990
TIME WARNER INC                COM  887315109         5316        69960 SH       S       7         69960            0            0
TIME WARNER COM                COM  887319101        20299       315333 SH       D       6        315333            0            0
TIME WARNER TELECOM INC. CLASS COM  887319101          294         4569 SH       D       7          1600            0         2969
TIMES MIRROR CO CLASS A        COM  887364107          782         8573 SH       D       7             0            0         8573
TIMKEN CO                      COM  887389104          487        17300 SH       D       1         17300            0            0
TIMKEN CO                      COM  887389104          256         9100 SH       D       2          9100            0            0
TIMKEN CO                      COM  887389104         1185        41603 SH       D       3         41603            0            0
TIMKEN CO COM                  COM  887389104        61961      3326785 SH       D       6       2974553            0       352232
Timken Company                 COM  887389104         1173        63002 SH       D       7         62017            0          985
TIMKEN CO.                     COM  887389104           61         3296 SH       S       7          3296            0            0
TITAN CORP COM                 COM  888266103        46127      1030772 SH       D       6       1030772            0            0
Titan Corporation              COM  888266103          433         9687 SH       D       7          9687            0            0
TITAN INTERNATIONAL COM        COM  88830M102         1350       254209 SH       D       6        254209            0            0
Titan International Inc.       COM  88830M102           21         3967 SH       D       7          3967            0            0
TITAN PHARMACEUTICALS INC DE C COM  888314101         3089        71860 SH       D       6         71860            0            0
TITAN PHARMACEUTICALS INC      COM  888314101           63         1487 SH       D       7          1487            0            0
TITANIUM METALS CORP COM       COM  888339108         1104       235659 SH       D       6        235659            0            0
TIVO INC COM                   COM  888706108         8740       249726 SH       D       6        249726            0            0
TIVO INC                       COM  888706108           70         2000 SH       D       7          2000            0            0
TODD SHIPYARDS CORP            COM  889039103          812       103221 SH       D       6        103221            0            0
TODD SHIPYARDS CORP            COM  889039103            4          600 SH       D       7           600            0            0
TOKIO MARINE & FIRE INSURANCE  COM  889090403         5774        97051 SH       D       7         97051            0            0
TOLL BROS INC COM              COM  889478103        11268       549706 SH       D       6        549706            0            0
Toll Brothers Inc.             COM  889478103           88         4318 SH       D       7          4318            0            0
TOLLGRADE COMMUNICAT COM       COM  889542106        19333       145912 SH       D       6        145912            0            0
TOLLGRADE COMMUNICATIONS INC   COM  889542106           83          628 SH       D       7           628            0            0
TOMPKINS COUNTY TRUSTCO INC CO COM  890110109         2039        82384 SH       D       6         82384            0            0
TOMPKINS COUNTY TRUSTCO INC    COM  890110109            6          282 SH       D       7           282            0            0
TOO INC COM                    COM  890333107        14735       579474 SH       D       6        579474            0            0
TOO INC COM                    COM  890333107          135         5336 SH       D       7          1700            0         3636
TOOTSIE ROLL INDUSTRIES INC CO COM  890516107        17358       495964 SH       D       6        492993            0         2971
TOOTSIE ROLL INDUSTRIES        COM  890516107          210         6010 SH       D       7          1746            0         4264
TOPPS INC COM                  COM  890786106        11467       997180 SH       D       6        997180            0            0
Topps Company Inc.             COM  890786106           85         7429 SH       D       7          7429            0            0
TORCHMARK CORP COM STOCK US$1  COM  891027104           97         2620 SH       D       2          2620            0            0
TORCHMARK CORP COM STOCK US$1  COM  891027104         7618       194622 SH       D       3        179022            0        15600
TORCHMARK CORP COM             COM  891027104        92041      3728248 SH       D       6       3399279            0       328969
Torchmark Corporation          COM  891027104         2706       109610 SH       D       7         93834            0        15776
TORCHMARK CORP                 COM  891027104          168         6816 SH       S       7          6816            0            0
TORO CO COM                    COM  891092108        17303       525336 SH       D       6        510336            0        15000
Toro Co.                       COM  891092108           90         2737 SH       D       7          2737            0            0
TOSCO CORP COM STOCK US$0.75   COM  891490302           94         2200 SH       D       2          2200            0            0
TOSCO CORP COM STOCK US$0.75   COM  891490302         9734       217994 SH       D       3        217994            0            0
TOSCO CORP COM NEW             COM  891490302       131934      4659953 SH       D       6       4213474            0       446479
TOSCO CORP                     COM  891490302         7150       252555 SH       D       7        175682            0        76873
TOSCO CORP                     COM  891490302          217         7665 SH       S       7          7665            0            0
TOTAL RESH CORP COM            COM  891511107            4         1596 SH       D       6          1596            0            0
TOTAL RENAL CARE HLD COM       COM  89151A107         3842       640449 SH       D       6        640449            0            0
Total Renal Care Holdings Inc. COM  89151A107           82        13777 SH       D       7         13777            0            0
TOT REN CRE7CSN                CVB  89151AAA5        10072     14950000 SH       D       9      14950000            0            0
TOTAL FINA ELF S.A.            COM  89151E109          330         4300 SH       D       6          4300            0            0
TOTAL FINA S.A.                COM  89151E109         8825       114902 SH       D       7        114902            0            0
TOTAL-TEL U.S.A. COMMUNICATION COM  89151T106          665        66554 SH       D       6         66554            0            0
TOTAL-TEL USA COMMUNICATIONS   COM  89151T106            2          284 SH       D       7           284            0            0
TOWER AUTOMOTIVE INC COM       COM  891707101         9875       790077 SH       D       6        790077            0            0
Tower Automotive Inc.          COM  891707101           85         6860 SH       D       7          6860            0            0
TOTAL SYS SVCS INC             COM  891906109          694        28916 SH       D       1         28916            0            0
TOTAL SYS SVCS INC             COM  891906109          208         8684 SH       D       2          8684            0            0
TOTAL SYS SVCS INC             COM  891906109         1032        38252 SH       D       3         38252            0            0
TOTAL SYS SVCS INC             COM  891906109        14843       935005 SH       D       6        815405            0       119600
TOTAL SYS SVCS INC             COM  891906109          564        35582 SH       D       7         28017            0         7565
TRACK DATA CORP COM            COM  891918104          168       131651 SH       D       6        131651            0            0
Track Data Corp.               COM  891918104            3         2892 SH       D       7          2892            0            0
TOWN & CTRY TR COM             COM  892081100         5499       319980 SH       D       6        319980            0            0
Town & Country Trust           COM  892081100           75         4371 SH       D       7          4371            0            0
TOWNER PETE CO                 COM  892149105            0          900 SH       D       6           900            0            0
TOYOTA MOTOR CORP              COM  892331307         5881        63113 SH       D       7         63113            0            0
TOYS R US INC COM STOCK US$0.1 COM  892335100          972        44100 SH       D       1         44100            0            0
TOYS R US INC COM STOCK US$0.1 COM  892335100          390        17700 SH       D       2         17700            0            0
TOYS R US INC COM STOCK US$0.1 COM  892335100         8955       386287 SH       D       3        364587            0        21700
TOYS "R" US INC                COM  892335100         1186        81498 SH       D       5         81498            0            0
TOYS-R-US INC COM              COM  892335100       129887      8919347 SH       D       6       8310669            0       608678
TOYS R US INC                  COM  892335100         6251       429289 SH       D       7        400414            0        28875
TOYS "R" US, INC. HOLDING CO   COM  892335100          167        11524 SH       S       7         11524            0            0
TRACTOR SUPPLY COM             COM  892356106         1428        86275 SH       D       6         86275            0            0
Tractor Supply Co.             COM  892356106           19         1163 SH       D       7          1163            0            0
TRAMMELL CROW CO. COM          COM  89288R106         4934       459003 SH       D       6        459003            0            0
Trammell Crow Co.              COM  89288R106           51         4810 SH       D       7          4810            0            0
TRANSACT TECHNOLOGIES COM      COM  892918103           38         3541 SH       D       6          3541            0            0
TRANSACT TECHNOLOGIES INC      COM  892918103            3          300 SH       D       7           300            0            0
TRANS-INDUSTRIES INC           COM  893239103            6         1300 SH       D       7          1300            0            0
TRANS WORLD AIRLS INC COM      COM  893349837         1845       843602 SH       D       6        843602            0            0
Trans World Airlines Inc.      COM  893349837           10         4668 SH       D       7          4668            0            0
TRANSWORLD ENTERTAINMENT CORP  COM  89336Q100        16044      1323264 SH       D       6       1301764            0        21500
Trans World Entertainment Corp COM  89336Q100           93         7743 SH       D       7          7743            0            0
TRANSACTION SYS ARCH COM       COM  893416107        14133       825343 SH       D       6        825343            0            0
Transaction Systems Architects COM  893416107          105         6173 SH       D       7          6173            0            0
TRANSATLANTIC HOLDINGS COM US$ COM  893521104           76          600 SH       D       2           600            0            0
TRANSATLANTIC HOLDINGS COM US$ COM  893521104         5203        40120 SH       D       3         40120            0            0
TRANSATLANTIC HOLDINGS INC COM COM  893521104        16629       198563 SH       D       6        196163            0         2400
TRANSATLANTIC HOLDINGS INC     COM  893521104          481         5755 SH       D       7          3889            0         1866
TRANSCONTINENTAL RLTY INVS COM COM  893617209            5          460 SH       D       6           460            0            0
TRANSCONTINENTAL REALTY INV    COM  893617209           10          838 SH       D       7           838            0            0
TRANSFINANCIAL HOLDINGS INC CO COM  89365P106           13         7583 SH       D       6          7583            0            0
TRANSFINANCIAL HOLDINGS INC    COM  89365P106            0          200 SH       D       7           200            0            0
TRANSKARYOTIC THERAP COM       COM  893735100        13009       353987 SH       D       6        353987            0            0
Transkaryotic Therapies Inc.   COM  893735100          144         3919 SH       D       7          3919            0            0
TRANSOCEAN SEDCO RIG 0% 24     CVB  893830AA7         3577      6000000 SH       D       9       6000000            0            0
TRANSPORT CORP OF AMERICA      COM  89385P102            3          591 SH       D       7           591            0            0
TRANSPORT GAS ADR              COM  893870204          388        43182 SH       D       6         43182            0            0
TRANSPRO INC                   COM  893885103            2          400 SH       D       7           400            0            0
TRANSTECHNOLOGY CORP COM       COM  893889105         1066        96915 SH       D       6         96915            0            0
TRANSTECHNOLOGY CORP.          COM  893889105            2          232 SH       D       7           232            0            0
TRANS TEXAS GAS COM            COM  893895102            0        73435 SH       D       6         72435            0         1000
WTS TRANS TEXAS GAS EXP 6/30/0 COM  893895110            0          746 SH       D       6           736            0           10
TRANSTEXAS GAS WARRANTS        COM  893895110            0            3 SH       D       7             3            0            0
TRANS TEXAS CLA COM            COM  893895201            0            5 SH       D       6             0            0            4
TRANSMONTAIGNE INC.            COM  893934109         2881       470470 SH       D       6        470470            0            0
TransMontaigne Inc.            COM  893934109           18         2954 SH       D       7          2954            0            0
TRAVELOCITY.COM INC COM        COM  893953109         4711       287737 SH       D       6        287737            0            0
Travelocity.com Inc.           COM  893953109           27         1653 SH       D       7          1653            0            0
TRANSWITCH CORP COM            COM  894065101        58367       756182 SH       D       6        756182            0            0
TRANSWITCH CORP                COM  894065101          641         8306 SH       D       7          8306            0            0
TRAVIS BOATS & MOTORS INC      COM  894363100            5          958 SH       D       7           958            0            0
TREDEGAR CORP                  COM  894650100        12208       642552 SH       D       6        626452            0        16100
Tredegar Industries Inc.       COM  894650100           96         5091 SH       D       7          5091            0            0
TREEV, INC COM                 COM  894692300          215        33225 SH       D       6         33225            0            0
TREMONT CORP DEL COM           COM  894745207          450        20140 SH       D       6         20140            0            0
TRENDWEST RESO COM             COM  894917103         2729       169268 SH       D       6        169268            0            0
Trendwest Resorts Inc.         COM  894917103           25         1553 SH       D       7          1553            0            0
TRENWICK GROUP INC COM         COM  895290104         5852       401859 SH       D       6        401859            0            0
Trenwick Group Inc.            COM  895290104           61         4193 SH       D       7          4193            0            0
TREX INC COM                   COM  89531P105         6011       120230 SH       D       6        120230            0            0
Trex Inc                       COM  89531P105           85         1705 SH       D       7          1705            0            0
TRI-CONTINENTAL CORP COM STOCK COM  895436103           61         1600 SH       D       2          1600            0            0
TRI-CONTINENTAL CORP COM STOCK COM  895436103         5320       139999 SH       D       3        125699            0        14300
TRIAD HOSPITALS INC COM        COM  89579K109        17625       728782 SH       D       6        728782            0            0
Triad Hospitals Inc.           COM  89579K109          164         6808 SH       D       7          6808            0            0
TRIAD HOSPITALS                COM  89579K109         1734        71700 SH       D       9         71700            0            0
TRIANGLE PHARMACEUTICALS COM   COM  89589H104         6168       680622 SH       D       6        680622            0            0
Triangle Pharmaceuticals Inc.  COM  89589H104           72         7955 SH       D       7          7955            0            0
TRIDENT MICROSYSTEMS COM       COM  895919108         1242       138106 SH       D       6        138106            0            0
TRIDENT MICROSYSTEMS INC       COM  895919108            5          577 SH       D       7           577            0            0
TRIAD GTY INC COM              COM  895925105         5487       239258 SH       D       6        238158            0         1100
Triad Guaranty Inc.            COM  895925105           79         3474 SH       D       7          3474            0            0
TRIARC COS COM                 COM  895927101         7181       350325 SH       D       6        350325            0            0
Triarc Companies Inc.          COM  895927101           65         3200 SH       D       7          3200            0            0
TRIARC COS 0%CB2018            CVB  895927AB7         4328     16850000 SH       D       9      16850000            0            0
TRICON GLOBAL RESTAURANT NPV   COM  895953107         2118        49579 SH       D       1         49414          165            0
TRICON GLOBAL RESTAURANT NPV   COM  895953107          562        13149 SH       D       2         13149            0            0
TRICON GLOBAL RESTAURANT NPV   COM  895953107        11323       277150 SH       D       3        264920            0        12230
TRICON GLOBAL RESTAURANT NPV   COM  895953107          774        18100 SH       D       4         18100            0            0
TRICON GLOBAL RESTAURANTS COM  COM  895953107       165342      5852817 SH       D       6       5422284            0       430533
TRICON GLOBAL RESTAURANTS INC  COM  895953107         7986       282722 SH       D       7        257239            0        25483
TRICON GLOBAL RESTAURANTS      COM  895953107          222         7862 SH       S       7          7862            0            0
TRIBUNE CO (DELAWARE) COM STOC COM  896047107          192         3640 SH       D       2          3640            0            0
TRIBUNE CO (DELAWARE) COM STOC COM  896047107        18283       339387 SH       D       3        322387            0        17000
TRIBUNE CO (DELAWARE) COM STOC COM  896047107          773        14600 SH       D       4         14600            0            0
TRIBUNE CO                     COM  896047107         4342       124059 SH       D       5        124059            0            0
TRIBUNE CO COM NEW             COM  896047107       280918      8026234 SH       D       6       7405209            0       621025
Tribune Company                COM  896047107         7625       217878 SH       D       7        193335            0        24543
TRIBUNE CO                     COM  896047107          573        16385 SH       S       7         16385            0            0
TRIBUNE 2CVPFD0                CVP  896047305        68135       591200 SH       D       1        591200            0            0
TRIBUNE CO 2% CB 15/05/29      CVB  896047305         6816        60859 SH       D       9         60859            0            0
TRICO BANCSHARES COM           COM  896095106         1337        81052 SH       D       6         81052            0            0
TRICO BANCSHARES               COM  896095106           10          659 SH       D       7           659            0            0
TRICO MARINE SERVICES COM      COM  896106101         3306       259347 SH       D       6        259347            0            0
TRICORD SYSTEMS INC COM        COM  896121100         4264       236100 SH       D       6        236100            0            0
TRICORD SYSTEMS INC            COM  896121100           39         2200 SH       D       7          2200            0            0
TRIGON HEALTHCARE COM          COM  89618L100        68239      1323430 SH       D       6       1256856            0        66574
TRIGON HEALTHCARE INC          COM  89618L100          601        11669 SH       D       7          7492            0         4177
TRIMARK HOLDINGS, INC. COM     COM  89621J100           34         4300 SH       D       6          4300            0            0
TRIMARK HOLDINGS INC           COM  89621J100            7         1000 SH       D       7          1000            0            0
TRIMBLE NAV LTD COM            COM  896239100        27424       561838 SH       D       6        561838            0            0
Trimble Navigation Ltd.        COM  896239100          231         4743 SH       D       7          4743            0            0
TRIMERIS INC- COM COM          COM  896263100        12429       177716 SH       D       6        177716            0            0
TRIMERIS INC                   COM  896263100           54          773 SH       D       7           773            0            0
TRINITY BIOTECH-SPON ADR (ADR  ADR  896438108           47        12013 SH       D       3         12013            0            0
TRINITY INDUSTRIES INC COM STO COM  896522109         1221        42560 SH       D       3         42560            0            0
TRINITY INDUSTRIES INC COM     COM  896522109        29544      1596985 SH       D       6       1527255            0        69730
TRINITY INDS INC               COM  896522109          297        16105 SH       D       7         16105            0            0
TRIQUINT SEMICONDUCTOR INC COM COM  89674K103        54833       573052 SH       D       6        560252            0        12800
TRIQUINT SEMICONDUCTOR INC     COM  89674K103          794         8306 SH       D       7          8306            0            0
TRISTAR CORP COM               COM  89674U101          327        56594 SH       D       6         56594            0            0
TRITEL INC COM                 COM  89675X104         5948       200355 SH       D       6        199955            0          400
TRITEL INC                     COM  89675X104          184         6200 SH       D       7          6200            0            0
TRITAN COM                     COM  89677M106        17150       296984 SH       D       6        296984            0            0
TRITON PCS HOLDINGS INC        COM  89677M106          179         3100 SH       D       7          3100            0            0
TRIUMPH GROUP INC COM          COM  896818101         4455       159829 SH       D       6        159829            0            0
Truimph Group Inc.             COM  896818101           72         2583 SH       D       7          2583            0            0
TRIZETTO GROUP COM             COM  896882107         2383       147241 SH       D       6        126810            0        20431
TRIZETTO GROUP INC             COM  896882107           42         2600 SH       D       7          2600            0            0
TRIPLE S PLASTICS INC          COM  896926102            4          200 SH       D       7           200            0            0
TRIPOS INC. COM                COM  896928108          461        23950 SH       D       6         23950            0            0
TRIZEC HAHN CORP COM           COM  896938107         1301        72800 SH       D       6         72800            0            0
TRIZEC HAHN3CD2                CVB  896938AB3        37168     58076000 SH       D       1      58076000            0            0
TRIPATH IMAGING INC COM        COM  896942109         1229       199660 SH       D       6        199660            0            0
TRIPATH IMAGING INC            COM  896942109           14         2379 SH       D       7          2379            0            0
TROPICAL SPORTSWEAR COM        COM  89708P102         1186        67800 SH       D       6         57100            0        10700
TROPICAL SPORTSWEAR INTL       COM  89708P102            6          349 SH       D       7           349            0            0
TROY FINL CORP COM             COM  897329108         1219       123460 SH       D       6        123460            0            0
TROY FINANCIAL CORP            COM  897329108            6          700 SH       D       7           700            0            0
TROY GROUP INC COM             COM  89733N106          539        36300 SH       D       6         36300            0            0
TROY GROUP INC                 COM  89733N106           13          900 SH       D       7           900            0            0
TRUE NORTH COMMUNICATIONS INC  COM  897844106        36840       837275 SH       D       6        833275            0         4000
True North Communications Inc. COM  897844106          369         8404 SH       D       7          8404            0            0
TRUSTCOMPANY BANCORP COM       COM  898304100         5149       282170 SH       D       6        282170            0            0
Trust Company of NJ            COM  898304100           72         3978 SH       D       7          3978            0            0
TRUSTCO BK CORP N Y COM        COM  898349105        13195      1055653 SH       D       6       1055653            0            0
Trustco Bank Corp. NY          COM  898349105          145        11604 SH       D       7         11604            0            0
TRUSTMARK CORP COM             COM  898402102        24167      1385962 SH       D       6       1301962            0        84000
TRUSTMARK CORP                 COM  898402102          263        15090 SH       D       7          8517            0         6573
TUBOS DE ACERO DE MEXICO ADR   ADR  898592506          283        13810 SH       D       3         13810            0            0
TUBOS DE ACERO DE MEXICO S A A COM  898592506           68         4941 SH       D       6          4941            0            0
TUCKER ANTHONY SUTRO COM       COM  898647102         6488       360475 SH       D       6        358475            0         2000
Tucker Anthony Sutro           COM  898647102           78         4344 SH       D       7          4344            0            0
TUESDAY MORNING CORP COM       COM  899035505         1959       186646 SH       D       6        186646            0            0
Tuesday Morning Corp.          COM  899035505           35         3414 SH       D       7          3414            0            0
TULARIK INC COM                COM  899165104         6256       212069 SH       D       6        200369            0        11700
TULARIK INC                    COM  899165104           74         2536 SH       D       7          2536            0            0
TUMBLEWEED COMMUNICATIONS COM  COM  899690101         7845       154206 SH       D       6        151916            0         2290
TUMBLEWEED COMMUNICATIONS CP   COM  899690101           81         1604 SH       D       7          1604            0            0
TUPPERWARE CORP COM STK US$.01 COM  899896104         2580        79185 SH       D       3         79185            0            0
TUPPERWARE CORP COM            COM  899896104        57385      2608445 SH       D       6       2456181            0       152264
TUPPERWARE CORP                COM  899896104         2060        93669 SH       D       7         92744            0          925
TUPPERWARE CORPORATION W/I     COM  899896104           67         3064 SH       S       7          3064            0            0
TULTEX CORP COM                COM  899900104            0        23700 SH       D       6         23700            0            0
TURBOCHEF TECHNOLOGIES INC COM COM  900006107          418        91125 SH       D       6         91125            0            0
TURKISH INVESTMENT FUND        COM  900145103          480        20800 SH       D       2         20800            0            0
TURNSTONE SYSTEMS INC COM      COM  900423104         8397        50686 SH       D       6         50686            0            0
TURNSTONE SYSTEMS INC          COM  900423104          129          781 SH       D       7           781            0            0
TUSCARORA INC                  COM  900902107         1469        94017 SH       D       6         94017            0            0
TUSCARORA INC                  COM  900902107            5          350 SH       D       7           350            0            0
TUT SYSTEMS COM                COM  901103101        17401       303302 SH       D       6        302702            0          600
Tut Systems Inc.               COM  901103101          156         2727 SH       D       7          2727            0            0
TWEETER HOME ENTMT GROUP INC C COM  901167106         7691       253220 SH       D       6        253220            0            0
Tweeter Home Entmt Group Inc   COM  901167106           76         2512 SH       D       7          2512            0            0
21ST CENTURY INSURANCE COM     COM  90130N103        11991       761361 SH       D       6        758406            0         2955
TWENTY-FIRST CENTURY INS GRP   COM  90130N103          302        19234 SH       D       7          9999            0         9235
24/7 MEDIA INC COM             COM  901314104         7367       471534 SH       D       6        465134            0         6400
24/7 Media Inc                 COM  901314104          111         7134 SH       D       7          7134            0            0
TWIN CITY BANCORP INC          COM  901412106            6          400 SH       D       7           400            0            0
TWIN DISC INC                  COM  901476101            2          126 SH       D       7           126            0            0
TWINLAB COM                    COM  901774109         2466       386889 SH       D       6        386889            0            0
Twinlab Corp.                  COM  901774109           35         5536 SH       D       7          5536            0            0
II-VI INC                      COM  902104108         4749        98175 SH       D       6         98175            0            0
II-VI INC                      COM  902104108           14          306 SH       D       7           306            0            0
TYCO 6.875B02'1                CVB  902118AQ1        29692     30000000 SH       D       1      30000000            0            0
TYCO INTERNATIONAL  COM STK PA COM  902124106        18689       326722 SH       D       1        122962       203760            0
TYCO INTERNATIONAL  COM STK PA COM  902124106         3824        53325 SH       D       2         53325            0            0
TYCO INTERNATIONAL  COM STK PA COM  902124106       181396      2573029 SH       D       3       2477783            0        95246
TYCO INTERNATIONAL  COM STK PA COM  902124106         4405        61420 SH       D       4         61420            0            0
TYCO INTERNATIONAL LTD. COM    COM  902124106      1896966     40041516 SH       D       6      36529859            0      3511657
TYCO INTL LTD NEW              COM  902124106        52984      1118410 SH       D       7       1092239            0        26171
TYCO INTERNATIONAL LTD         COM  902124106         4253        89777 SH       S       7         89777            0            0
TYLER TECHNOLOGIES INC COM     COM  902252105         1160       452908 SH       D       6        452908            0            0
Tyler Technologies Inc.        COM  902252105           22         8832 SH       D       7          8832            0            0
TYSON FOODS INC-CL A COM STK$. COM  902494103          814        61500 SH       D       1         61500            0            0
TYSON FOODS INC-CL A COM STK$. COM  902494103           96         7299 SH       D       2          7299            0            0
TYSON FOODS INC-CL A COM STK$. COM  902494103         2441       177219 SH       D       3        177219            0            0
TYSON FOODS INC COM            COM  902494103        41415      4733232 SH       D       6       4401638            0       331594
TYSON FOODS INC (DEL)          COM  902494103         1017       116304 SH       D       7        103042            0        13262
UAL CORP COM STOCK US$0.01     COM  902549500           79          900 SH       D       2           900            0            0
UAL CORP COM STOCK US$0.01     COM  902549500         5579        63558 SH       D       3         63558            0            0
UAL CORP                       COM  902549500         1046        17992 SH       D       5         17992            0            0
UAL CORP COM                   COM  902549500        39085       671716 SH       D       6        665542            0         6174
UAL Corporation                COM  902549500          839        14430 SH       D       7         11594            0         2836
UCAR INTL CO COM               COM  90262K109        13277      1016464 SH       D       6       1016464            0            0
UCAR INTERNATIONAL INC         COM  90262K109          150        11487 SH       D       7         11487            0            0
UCBH HOLDINGS INC COM          COM  90262T308         2453        91953 SH       D       6         91953            0            0
UGI CORP COM                   COM  902681105        25376      1237871 SH       D       6       1147671            0        90200
UGI Corp.                      COM  902681105          117         5732 SH       D       7          5732            0            0
UICI COM                       COM  902737105         5898       898763 SH       D       6        898763            0            0
UICI                           COM  902737105           71        10891 SH       D       7         10891            0            0
UIL HOLDINGS CORP COM          COM  902748102            0       150032 SH       D       6        127632            0        22400
UMB FINANCIAL COM              COM  902788108        10922       332889 SH       D       6        332889            0            0
UMB Financial Corp.            COM  902788108          130         3972 SH       D       7          3972            0            0
USX MARATHON GROUP COM STOCK U COM  902905827         4093       107900 SH       D       1        107900            0            0
USX MARATHON GROUP COM STOCK U COM  902905827         1100        29010 SH       D       2         29010            0            0
USX MARATHON GROUP COM STOCK U COM  902905827        23964       593461 SH       D       3        565561            0        27900
USX MARATHON GROUP COM STOCK U COM  902905827          755        19900 SH       D       4         19900            0            0
USX-MARATHON GROUP             COM  902905827         2695       107581 SH       D       5        107581            0            0
USX MARATHON GROUP             COM  902905827       283558     11314052 SH       D       6      10457913            0       856139
USX MARATHON GROUP             COM  902905827        11862       473297 SH       D       7        310809            0       162488
USX MARATHON!1                 COM  902905827         5235       208900 SH       D       9        208900            0            0
USX-MARATHON GROUP             COM  902905827          415        16585 SH       S       7         16585            0            0
U S B HLDG INC COM             COM  902910108         1915       135588 SH       D       6        135588            0            0
USB Holding Co. Inc.           COM  902910108           14         1033 SH       D       7          1033            0            0
UST INC (DEL) COM STOCK US$0.5 COM  902911106          126         5690 SH       D       2          5690            0            0
UST INC (DEL) COM STOCK US$0.5 COM  902911106         5150       227755 SH       D       3        227755            0            0
UST INC COM                    COM  902911106        60411      4113136 SH       D       6       3931361            0       181775
UST Inc.                       COM  902911106         2023       137753 SH       D       7        111399            0        26354
UST, INC                       COM  902911106          126         8615 SH       S       7          8615            0            0
USA TRUCK INC.                 COM  902925106          383        65203 SH       D       6         65203            0            0
USA TRUCK INC                  COM  902925106            3          547 SH       D       7           547            0            0
US HOME & GARDEN INC COM       COM  902939107          658       202663 SH       D       6        202663            0            0
US PLASTIC LMBR CORP COM       COM  902948108         1495       339367 SH       D       6        339367            0            0
U S Plastic Lumber Corp        COM  902948108           24         5652 SH       D       7          5652            0            0
USFS HAWTHORN INC COM          COM  902956309          803       166866 SH       D       6        166866            0            0
U.S. FRANCHISE SYSTEMS INC.    COM  902956309            3          633 SH       D       7           633            0            0
US RESTAURANT PPTYS COM        COM  902971100         2406       269211 SH       D       6        269211            0            0
US Restaurants Properties      COM  902971100           11         1340 SH       D       7          1340            0            0
US BANCORP COMMON US$1.25      COM  902973106          329        11304 SH       D       2         11304            0            0
US BANCORP COMMON US$1.25      COM  902973106        35017      1137531 SH       D       3       1061055            0        76476
US BANCORP COMMON US$1.25      COM  902973106         1366        46900 SH       D       4         46900            0            0
U.S. BANCORP                   COM  902973106         4962       257816 SH       D       5        257816            0            0
US BANCORP NEW COM             COM  902973106       405080     21043127 SH       D       6      19491964            0      1551163
U.S. Bancorp                   COM  902973106        14329       744394 SH       D       7        549825            0       194569
USB.N                          COM  902973106          154         7800 SH       D       9          7800            0            0
US BANCORP                     COM  902973106          770        40003 SH       S       7         40003            0            0
US LIQUIDS INC - COM COM       COM  902974104         1100       200024 SH       D       6        200024            0            0
US Liquids Inc.                COM  902974104           15         2898 SH       D       7          2898            0            0
USA NETWORKS INC USD0.01       COM  902984103          252         7600 SH       D       3          7600            0            0
USA NETWORKS INC COM           COM  902984103        58816      2719828 SH       D       6       2650972            0        68856
USA NETWORKS INC               COM  902984103         1146        53027 SH       D       7         39653            0        13374
UNB CORP OHIO COM              COM  903056109          710        55700 SH       D       6         55700            0            0
URS CORP NEW COM               COM  903236107         6429       421583 SH       D       6        418083            0         3500
URS Corp.                      COM  903236107           31         2223 SH       D       7          2223            0            0
USANA INC COM                  COM  90328M107            1          537 SH       D       6           537            0            0
USANA INC                      COM  90328M107            4         1581 SH       D       7          1581            0            0
US CAN CORP COM                COM  90328W105         3522       202752 SH       D       6        202752            0            0
U S Can Corp.                  COM  90328W105           27         1583 SH       D       7          1583            0            0
USG CORP                       COM  903293405         2032        44200 SH       D       1         44200            0            0
USG CORP                       COM  903293405          565        12300 SH       D       2         12300            0            0
USG CORP                       COM  903293405         3351        68630 SH       D       3         68630            0            0
USG CORP                       COM  903293405          530        17478 SH       D       5         17478            0            0
USG CORP COM                   COM  903293405        92351      3040392 SH       D       6       2720571            0       319821
USG CORP                       COM  903293405         7323       241112 SH       D       7        185066            0        56046
US-CHINA INDUSTRIAL EXCHANGE   COM  90329W302            6          600 SH       D       7           600            0            0
US LEC CORP - CL A COM         COM  90331S109         3511       206546 SH       D       6        206546            0            0
US LEC Corp.                   COM  90331S109           36         2155 SH       D       7          2155            0            0
USEC INC COM                   COM  90333E108         1510       326552 SH       D       6        315952            0        10600
USEC Inc                       COM  90333E108           72        15753 SH       D       7         15753            0            0
US CONCRETE INC COM            COM  90333L102          256        32100 SH       D       6         32100            0            0
U S AGGREGATES INC COM         COM  90334D109         2070       114220 SH       D       6        114220            0            0
US INTERACTIVE RTS COM         COM  90334M109         1611       124563 SH       D       6        124563            0            0
US INTERACTIVE INC             COM  90334M109           12         1000 SH       D       7          1000            0            0
US INTERACTIVE RTS RIGHT       RT   90334M992            0         6790 SH       D       6          6790            0            0
USP REAL ESTATE INVT TR COM    COM  903370104           29         4500 SH       D       6          4500            0            0
USP REAL ESTATE INV TRUST      COM  903370104            4          700 SH       D       7           700            0            0
U.S. PHYSICAL THERAPY INC      COM  90337L108           12         1200 SH       D       7          1200            0            0
USX-U.S.STEEL GROUP COM STOCK  COM  90337T101           39         1400 SH       D       2          1400            0            0
USX-U.S.STEEL GROUP COM STOCK  COM  90337T101         4127       140129 SH       D       3        126829            0        13300
USX-U. S. STEEL GROUP          COM  90337T101          575        31002 SH       D       5         31002            0            0
USX US STEEL COM               COM  90337T101        44884      2418042 SH       D       6       2240123            0       177919
USX-US Steel Group, Inc.       COM  90337T101         1125        60642 SH       D       7         49898            0        10744
USX-US STEEL GROUP INC         COM  90337T101           87         4716 SH       S       7          4716            0            0
UTI ENERGY CORP COM            COM  903387108        20115       501315 SH       D       6        494215            0         7100
UTI Energy Corp.               COM  903387108          112         2808 SH       D       7          2808            0            0
U S XPRESS ENTERPRISES -CL A C COM  90338N103          632        78442 SH       D       6         78442            0            0
U.S. XPRESS ENTERPRISES - "A"  COM  90338N103            5          682 SH       D       7           682            0            0
US UNWIRED INC COM             COM  90338R104         1580       121600 SH       D       6        121600            0            0
US ONCOLOGY INC COM            COM  90338W103         2453       490679 SH       D       6        490679            0            0
US Oncology Inc.               COM  90338W103           50        10106 SH       D       7         10106            0            0
US WIRELESS CORP COM           COM  90339C106         3636       170140 SH       D       6        170140            0            0
U.S. WIRELESS CORPORATION      COM  90339C106           23         1100 SH       D       7          1100            0            0
UGLY DUCKLING CORP COM         COM  903512101         1008       142858 SH       D       6        142858            0            0
UGLY DUCKLING CORP.            COM  903512101            5          719 SH       D       7           719            0            0
ULTICOM INC. COM               COM  903844108         9975       415366 SH       D       6        415366            0            0
ULTICOM INC                    COM  903844108           44         1844 SH       D       7          1844            0            0
ULTIMATE ELECTRS COM           COM  903849107         3127       116725 SH       D       6        116725            0            0
ULTIMATE SOFTWARE COM          COM  90385D107         1421       155810 SH       D       6        155810            0            0
ULTIMATE SOFTWARE GROUP INC    COM  90385D107           15         1685 SH       D       7          1685            0            0
ULTRAFEM INC COM               COM  903896108            0         4700 SH       D       6          4700            0            0
ULTRAK INC COM                 COM  903898401         1110       136645 SH       D       6        136645            0            0
ULTRAK INC                     COM  903898401            4          542 SH       D       7           542            0            0
ULTRALIFE BATTERIES            COM  903899102         1185       105384 SH       D       6        105384            0            0
ULTRAMAR DIAMOND SHAMROCK US$0 COM  904000106         2779        74000 SH       D       1         74000            0            0
ULTRAMAR DIAMOND SHAMROCK US$0 COM  904000106          796        21200 SH       D       2         21200            0            0
ULTRAMAR DIAMOND SHAMROCK US$0 COM  904000106         5093       129800 SH       D       3        129800            0            0
ULTAMAR-DIAMOND SHAMROCK COM   COM  904000106       120690      4864082 SH       D       6       4335517            0       528565
ULTRAMAR DIAMOND SHAMROCK      COM  904000106         6321       254788 SH       D       7        245625            0         9163
ULTRATECH STEPPER COM          COM  904034105         7026       472377 SH       D       6        472377            0            0
Ultratech Stepper Inc.         COM  904034105           79         5364 SH       D       7          5364            0            0
UNICAPITAL CORP NEW COM        COM  90459D108          291       583842 SH       D       6        583842            0            0
Unicapital Corp.               COM  90459D108            2         5530 SH       D       7          5530            0            0
UNICO AMERN CORP               COM  904607108            3          642 SH       D       6           642            0            0
UNICO AMERN CORP               COM  904607108            6         1000 SH       D       7          1000            0            0
UNIFI INC COM                  COM  904677101        17716      1431598 SH       D       6       1431598            0            0
UNIFI INC                      COM  904677101          192        15574 SH       D       7         15574            0            0
UNIFAB INTERNATIONAL INC.      COM  90467L100            2          300 SH       D       7           300            0            0
UNIFIRST CORP COM              COM  904708104         1200       152455 SH       D       6        152455            0            0
UniFirst Corp.                 COM  904708104           15         2008 SH       D       7          2008            0            0
UNIFY CORP COM                 COM  904743101         1685       196890 SH       D       6        196890            0            0
UNIFY CORP                     COM  904743101            8         1024 SH       D       7          1024            0            0
UNILEVER NV ORD NLG 1.12 (NEW  COM  904784709          305         4700 SH       D       1          4700            0            0
UNILEVER NV ORD NLG 1.12 (NEW  COM  904784709          169         2600 SH       D       2          2600            0            0
UNILEVER NV ORD NLG 1.12 (NEW  COM  904784709        12052       175934 SH       D       3        175934            0            0
UNILEVER N V COM               COM  904784709       536663     12480537 SH       D       6      11344525            0      1136012
Unilever N.V.                  COM  904784709        14432       335650 SH       D       7        326802            0         8848
UNILEVER NV                    COM  904784709         1307        30414 SH       S       7         30414            0            0
UNICOM CORP COM STOCK NPV      COM  904911104          188         3220 SH       D       2          3220            0            0
UNICOM CORP COM STOCK NPV      COM  904911104        20028       334608 SH       D       3        313808            0        20800
UNICOM CORP COM STOCK NPV      COM  904911104         1499        25600 SH       D       4         25600            0            0
UNICOM CORPORATION             COM  904911104         2822        72954 SH       D       5         72954            0            0
UNICOM CORP COM                COM  904911104       194599      5030048 SH       D       6       4667507            0       362541
Unicom Corporation             COM  904911104         5726       148014 SH       D       7        122086            0        25928
UNICOM CORPORATION             COM  904911104          365         9437 SH       S       7          9437            0            0
UNIGRAPHICS SOLUTIONS INC COM  COM  904928108         2334       119712 SH       D       6        119712            0            0
Unigraphics Solutions Inc.     COM  904928108           21         1097 SH       D       7          1097            0            0
UNION BANKSHARES COM           COM  905399101          970        91375 SH       D       6         91375            0            0
UNION BANKSHARES CORP          COM  905399101            8          776 SH       D       7           776            0            0
UNION CARBIDE CORP COM STOCK U COM  905581104          367         4900 SH       D       1          4900            0            0
UNION CARBIDE CORP COM STOCK U COM  905581104          248         3310 SH       D       2          3310            0            0
UNION CARBIDE CORP COM STOCK U COM  905581104        17303       232884 SH       D       3        217484            0        15400
UNION CARBIDE CORP             COM  905581104         2328        47036 SH       D       5         47036            0            0
UNION CARBIDE CORP COM         COM  905581104       201701      4074772 SH       D       6       3769096            0       305676
UNION CARBIDE CORP             COM  905581104         5567       112474 SH       D       7         97729            0        14745
UNION CARBIDE CORP             COM  905581104          354         7163 SH       S       7          7163            0            0
UNION CMNTY BANCORP COM        COM  906054101           12         1100 SH       D       6          1100            0            0
UNION COMMUNITY BANCORP        COM  906054101            3          300 SH       D       7           300            0            0
UNION PACIFIC CORP COM STOCK U COM  907818108          213         3790 SH       D       2          3790            0            0
UNION PACIFIC CORP COM STOCK U COM  907818108        22625       372088 SH       D       3        349388            0        22700
UNION PACIFIC CORP COM STOCK U COM  907818108          726        12900 SH       D       4         12900            0            0
UNION PACIFIC CORP             COM  907818108         3225        86718 SH       D       5         86718            0            0
UNION PACIFIC CORP COM         COM  907818108       256215      6889817 SH       D       6       6362694            0       527123
Union Pacific Corporation      COM  907818108        10412       280006 SH       D       7        162511            0       117495
UNION PACIFIC CORP             COM  907818108          490        13198 SH       S       7         13198            0            0
UNION                          CVP  907824403            0       330000 SH       D       9        330000            0            0
UN PAC RES                     COM  907834105        15015       682500 SH       D       1        682500            0            0
UNION PACIFIC RESOURCES COM ST COM  907834105          125         3772 SH       D       2          3772            0            0
UNION PACIFIC RESOURCES COM ST COM  907834105        12050       344643 SH       D       3        344643            0            0
UNION PACIFIC RESOURCE COM     COM  907834105       157504      7159296 SH       D       6       6622289            0       537007
Union Pacific Resources        COM  907834105         4507       204874 SH       D       7        174154            0        30720
UNION PACIFIC RESOURCES GRP    COM  907834105          294        13409 SH       S       7         13409            0            0
UNION PLANTERS COM STK US$5    COM  908068109           84         2000 SH       D       2          2000            0            0
UNION PLANTERS COM STK US$5    COM  908068109         7985       178440 SH       D       3        178440            0            0
UNION PLANTERS CORP COM        COM  908068109       103770      3714369 SH       D       6       3438842            0       275527
Union Planters Corp.           COM  908068109         2656        95090 SH       D       7         78601            0        16489
UNION PLANTERS CORP.           COM  908068109          201         7214 SH       S       7          7214            0            0
UNIONBANCAL CORP COM STK $5    COM  908906100          131         4700 SH       D       1          4700            0            0
UNIONBANCAL CORP COM STK $5    COM  908906100           28         1000 SH       D       2          1000            0            0
UNIONBANCAL CORP COM STK $5    COM  908906100          302        10300 SH       D       3         10300            0            0
UNIONBANCAL CORP COM           COM  908906100        41983      2261749 SH       D       6       2042396            0       219353
UNIONBANCAL CORP               COM  908906100         1906       102705 SH       D       7         99329            0         3376
UNIQUE MOBILITY INC COM        COM  909154106         1485       184246 SH       D       6        184246            0            0
UNIROYAL TECHNOLOGY COM        COM  909163107         2183       197394 SH       D       6        197394            0            0
UNIROYAL TECHNOLOGY CORP       COM  909163107           30         2720 SH       D       7          2720            0            0
UNISOURCE ENERGY CORP COM      COM  909205106        10733       715555 SH       D       6        715555            0            0
Unisource Energy Corp. Hld Co. COM  909205106          121         8127 SH       D       7          8127            0            0
UNISYS CP!0.01                 COM  909214108         1164        80000 SH       D       1         80000            0            0
UNISYS CORP COM STOCK US$0.01  COM  909214108          108         4900 SH       D       2          4900            0            0
UNISYS CORP COM STOCK US$0.01  COM  909214108        10285       458708 SH       D       3        434408            0        24300
UNISYS CORP COM                COM  909214108       115451      7928033 SH       D       6       7296127            0       631906
Unisys Corporation             COM  909214108         3610       247909 SH       D       7        181008            0        66901
UNISYS CORP                    COM  909214108          241        16577 SH       S       7         16577            0            0
UNIT CORP COM                  COM  909218109         6836       506401 SH       D       6        506401            0            0
UNIT CORP COMMON STOCK         COM  909218109           31         2349 SH       D       7          2349            0            0
UNITED ASSET MGMT CORP COM     COM  909420101        26212      1121389 SH       D       6       1121389            0            0
UNITED ASSET MGMT CORP         COM  909420101          419        17944 SH       D       7         17944            0            0
UNITED AUTO GROUP INC COM      COM  909440109         3154       345674 SH       D       6        345674            0            0
United Auto Group Inc.         COM  909440109           43         4757 SH       D       7          4757            0            0
UNITED CMNTY FINL CORP OHIO CO COM  909839102         3176       477267 SH       D       6        477267            0            0
United Community Financial     COM  909839102           27         4205 SH       D       7          4205            0            0
UNITED BANKSHARES INC W VA COM COM  909907107        16897       929070 SH       D       6        928770            0          300
United Bankshares Inc.         COM  909907107          137         7544 SH       D       7          7544            0            0
UNITED BANCORP INC OHIO COM    COM  909911109            2          221 SH       D       6           221            0            0
UNITED BANCORP INC/OHIO        COM  909911109            1          131 SH       D       7           131            0            0
UNITED CAPITAL CORPORATION     COM  909912107            9          690 SH       D       7           690            0            0
UNITED DOMINION INDUSTRIES LTD COM  909914103          359        21135 SH       D       6         21135            0            0
UNITED DOMINION INDS LTD       COM  909914103           35         2112 SH       D       7          2112            0            0
UNITED DOMINION RLTY TR INC CO COM  910197102        30115      2737806 SH       D       6       2659696            0        78110
United Dominion Realty Trust   COM  910197102          234        21325 SH       D       7         21325            0            0
UNITED FIRE & CAS CO COM       COM  910331107         1085        70025 SH       D       6         70025            0            0
United Fire & Casualty Co.     COM  910331107           18         1190 SH       D       7          1190            0            0
UNITED GUARDIAN INC            COM  910571108            1          400 SH       D       7           400            0            0
UNITED HERITAGE CORP           COM  91058F304           18         6360 SH       D       7          6360            0            0
UNITED ILLUMINATING CO COM     COM  910637107        20690       472929 SH       D       6        472929            0            0
United Illuminating Co.        COM  910637107          118         2714 SH       D       7          2714            0            0
UNITED INDUSTL CORP COM        COM  910671106         1207       132371 SH       D       6        132371            0            0
UNITED INDUSTIAL CORP          COM  910671106            9         1053 SH       D       7          1053            0            0
UNITED INVS RLTY TR COM        COM  910741107           29         5000 SH       D       6          5000            0            0
UNITED INVESTORS REALTY TRUST  COM  910741107            3          624 SH       D       7           624            0            0
UNITED LEISURE CORP            COM  910776103            9         1400 SH       D       7          1400            0            0
UNITED NATL BANCORP N J COM    COM  910909100         4574       248979 SH       D       6        248979            0            0
United National Bancorp        COM  910909100           78         4294 SH       D       7          4294            0            0
UNITED MOBILE HOMES INC COM    COM  911024107            3          400 SH       D       6           400            0            0
UNITED MOBILE HOMES INC        COM  911024107            4          522 SH       D       7           522            0            0
UNITED NAT FOODS INC COM       COM  911163103         1903       138423 SH       D       6        138423            0            0
United Natural Foods Inc.      COM  911163103           50         3672 SH       D       7          3672            0            0
UNITED PARCEL SERVICES COM     COM  911312106        58855       997543 SH       D       6        989843            0         7700
UNITED PARCEL SERVICE - CL B   COM  911312106          613        10400 SH       D       7         10400            0            0
UNITED PARK CITY MINES CO COM  COM  911315208           13          600 SH       D       6           600            0            0
UNITED PARK CITY MINES         COM  911315208            2          119 SH       D       7           119            0            0
UNITED RENTALS INC COM         COM  911363109        13437       784656 SH       D       6        784656            0            0
UNITED RENTALS INC             COM  911363109          153         8955 SH       D       7          3960            0         4995
UNITED RETAIL GROUP COM        COM  911380103         1374       161706 SH       D       6        161706            0            0
United Retail Group Inc.       COM  911380103           10         1184 SH       D       7          1184            0            0
UNITED SEC BANCORPORATION WA C COM  91146A101          641        66619 SH       D       6         66619            0            0
CN UNITED SECURITY BANCORP     COM  91146A101            8          880 SH       D       7           880            0            0
UNITED SHIPPING C TECH COM     COM  911498103          892       111600 SH       D       6        111600            0            0
UNITED SHIPPING AND TECHNOLOGY COM  911498103            8         1000 SH       D       7          1000            0            0
UNITED STATES CELLULAR CORP CO COM  911684108        26140       414932 SH       D       6        384983            0        29949
UNITED STATES CELLULAR CORP    COM  911684108         1350        21430 SH       D       7         18909            0         2521
U.S. AIRWAYS GROUP COM STK PAR COM  911905107           59         1000 SH       D       2          1000            0            0
U.S. AIRWAYS GROUP COM STK PAR COM  911905107         6141       101005 SH       D       3         96505            0         4500
US AIRWAYS GROUP INC           COM  911905107          883        22660 SH       D       5         22660            0            0
US AIRWAYS GROUP INC COM       COM  911905107        70457      1806590 SH       D       6       1674351            0       132239
US Airways Group Inc           COM  911905107         2050        52569 SH       D       7         44820            0         7749
U S AIRWAYS GROUP INC          COM  911905107          137         3533 SH       S       7          3533            0            0
UNITED STATES LIME & MINERAL   COM  911922102            4          600 SH       D       7           600            0            0
US INDS INC(HLG CO             COM  912080108            0           39 SH       D       1             0           39            0
U.S. INDUSTRIES, INC COM       COM  912080108        20888      1722746 SH       D       6       1690946            0        31800
U.S. INDUSTRIES INC            COM  912080108          467        38548 SH       D       7         29485            0         9063
US OFFICE PRODUCTS INC (NEW) C COM  912325305          158       422880 SH       D       6        422880            0            0
US Office Products Co.         COM  912325305            1         2976 SH       D       7          2976            0            0
U S SURGICAL CORP COM          COM  912707106            0            5 SH       D       6             5            0            0
US WEST INC STOCK NPV          COM  91273H101       189504      2187776 SH       D       1       2187776            0            0
US WEST INC STOCK NPV          COM  91273H101         1971        15188 SH       D       2         15188            0            0
US WEST INC STOCK NPV          COM  91273H101        94569       756912 SH       D       3        709102            0        47810
US WEST INC STOCK NPV          COM  91273H101         1877        14460 SH       D       4         14460            0            0
U.S. WEST, INC COM             COM  91273H101      1298963     15148267 SH       D       6      13851019            0      1297248
U S WEST INC NEW               COM  91273H101        39714       463144 SH       D       7        380554            0        82590
US WST INC USD.                COM  91273H101           42          500 SH       D       9           500            0            0
US WEST INC                    COM  91273H101         2315        27001 SH       S       7         27001            0            0
U.S. Treasury Bills            COM  912795ET4         7431      7442000 SH       D       7       7442000            0            0
U.S. Treasury Bills            COM  912795EV9        14236     14305000 SH       D       7      14305000            0            0
U.S. TREASURY BILL DTD 03/23/0 TBIL 912795FA4        43862     44500000 SH       D       6      44500000            0            0
UNITED STATIONERS INC COM      COM  913004107        28505       880487 SH       D       6        879687            0          800
United Stationers Inc.         COM  913004107          213         6591 SH       D       7          6591            0            0
UTD TECHNOLOGIES               COM  913017109         6862       121045 SH       D       1             0       121045            0
UNITED TECHNOLOGIES CORP COM S COM  913017109          846         9500 SH       D       2          9500            0            0
UNITED TECHNOLOGIES CORP COM S COM  913017109        66178       798761 SH       D       3        776761            0        22000
UNITED TECHNOLOGIES CORP COM S COM  913017109         1729        19400 SH       D       4         19400            0            0
UNITED TECHNOLOGIES CORP       COM  913017109         9680       164413 SH       D       5        164413            0            0
UNITED TECHNOLOGIES CORP COM   COM  913017109       739405     12558900 SH       D       6      11500179            0      1058721
United Technologies Corp.      COM  913017109        22183       376789 SH       D       7        289527            0        87262
UTX.N                          COM  913017109          212         3900 SH       D       9          3900            0            0
UNITED TECHNOLOGIES            COM  913017109         1472        25016 SH       S       7         25016            0            0
UNITED TELEVISION INC COM      COM  913066106        12014        93317 SH       D       6         93317            0            0
United Television Inc.         COM  913066106          117          911 SH       D       7           911            0            0
UNITED THERAPEUTICS CORP DEL C COM  91307C102        16965       156549 SH       D       6        156549            0            0
UNITED THERAPEUTICS            COM  91307C102          151         1400 SH       D       7          1400            0            0
UNITED WATER RESOURCES INC COM COM  913190104        18886       541537 SH       D       6        541537            0            0
United Water Resources Inc.    COM  913190104          213         6134 SH       D       7          6134            0            0
UNITED WISCONSIN SERVICES INC  COM  913238101         1068       192106 SH       D       6        192106            0            0
UTD GLOBAL.COM                 COM  913247508         3973        85000 SH       D       1         85000            0            0
UNITED GLOBALCOM COM           COM  913247508        56576      1210192 SH       D       6       1167089            0        43103
UNITEDGLOBALCOM INC -CL A      COM  913247508         1568        33544 SH       D       7         17346            0        16198
UNITEDHEALTH GROUP INC US$0.01 COM  91324P102         4089        31500 SH       D       1         31500            0            0
UNITEDHEALTH GROUP INC US$0.01 COM  91324P102         1387        10690 SH       D       2         10690            0            0
UNITEDHEALTH GROUP INC US$0.01 COM  91324P102        41323       316078 SH       D       3        301078            0        15000
UNITEDHEALTH GROUP INC.        COM  91324P102         4865        56736 SH       D       5         56736            0            0
UNITEDHEALTH GROUP INC         COM  91324P102       454770      5303451 SH       D       6       4912683            0       390768
UNITEDHEALTH GROUP INC         COM  91324P102        15989       186461 SH       D       7        167501            0        18960
UNITEDHEALTH GROUP INC         COM  91324P102          742         8661 SH       S       7          8661            0            0
UNITIL CORP                    COM  913259107         2108        79000 SH       D       6         79000            0            0
UNITRIN COM STOCK US$0.10      COM  913275103           53         1200 SH       D       2          1200            0            0
UNITRIN COM STOCK US$0.10      COM  913275103         4760       100816 SH       D       3         72016            0        28800
UNITRIN INC COM                COM  913275103        25669       873846 SH       D       6        866558            0         7288
UNITRIN INC                    COM  913275103          442        15075 SH       D       7          9900            0         5175
UNITY BANCORP INC COM          COM  913290102            1          300 SH       D       6           300            0            0
UNITY BANCORP INC              COM  913290102            1          300 SH       D       7           300            0            0
UNIVERSAL ACCESS COM           COM  913363107         3018       123205 SH       D       6        123205            0            0
UNIVERSAL COMPRESSION HLDGS CO COM  913431102         1250        37320 SH       D       6         37320            0            0
UNIVERSAL CORP-VA NPV          COM  913456109          169         5300 SH       D       1          5300            0            0
UNIVERSAL CORP-VA NPV          COM  913456109           60         1900 SH       D       2          1900            0            0
UNIVERSAL CORP-VA NPV          COM  913456109          214         6000 SH       D       3          6000            0            0
UNIVERSAL CORP VA COM COM      COM  913456109        29999      1420090 SH       D       6       1386990            0        33100
UNIVERSAL CORP VA              COM  913456109         1457        68993 SH       D       7         68993            0            0
UNIVERSAL DISPLAY CORP COM     COM  91347P105         3016       101610 SH       D       6        101610            0            0
UNIVERSAL DISPLAY CORP         COM  91347P105           35         1200 SH       D       7          1200            0            0
UNIVERSAL ELECTRS IN COM       COM  913483103         4048       164836 SH       D       6        164836            0            0
UNIVERSAL ELECTRIC             COM  913483103           31         1278 SH       D       7          1278            0            0
UNIVERSAL FOODS CORP COM       COM  913538104        19272      1041739 SH       D       6       1041739            0            0
Universal Foods Corp.          COM  913538104          158         8552 SH       D       7          8552            0            0
UNIVERSAL FST PRODS INC COM    COM  913543104         5162       375449 SH       D       6        375449            0            0
Universal Forest Products Inc. COM  913543104           34         2485 SH       D       7          2485            0            0
UNIVERSAL HEALTH RLTY INCOME T COM  91359E105         1924       101624 SH       D       6        101624            0            0
UNIVERSAL HEALTH REALTY INC    COM  91359E105           10          530 SH       D       7           530            0            0
UNIVERSAL STAINLESS & ALLOY    COM  913837100            2          300 SH       D       7           300            0            0
UNIVERSAL HEALTH SVCS INC CL B COM  913903100        43603       665702 SH       D       6        653219            0        12483
UNIVERSAL HEALTH SERVICES-CL B COM  913903100          604         9210 SH       D       7          6180            0         3030
UNO RESTAURANT CORP            COM  914900105          760        71138 SH       D       6         71138            0            0
UNO RESTAURANT CORP            COM  914900105            5          508 SH       D       7           508            0            0
UNIVISION COMMUNICATION COM    COM  914906102       117419      1134487 SH       D       6       1134487            0            0
UNIVISION COMMUNICATIONS INC   COM  914906102         2631        25427 SH       D       7          9524            0        15903
UNOCAL CORP COM STOCK US$1     COM  915289102          203         4050 SH       D       2          4050            0            0
UNOCAL CORP COM STOCK US$1     COM  915289102        21724       414224 SH       D       3        386924            0        27300
UNOCAL CORP COM STOCK US$1     COM  915289102          822        16400 SH       D       4         16400            0            0
UNOCAL CORP                    COM  915289102         2747        82936 SH       D       5         82936            0            0
UNOCAL CORP COM                COM  915289102       223590      6749893 SH       D       6       6255384            0       494509
Unocal Corporation             COM  915289102         6197       187092 SH       D       7        157445            0        29647
UNOCAL CORP                    COM  915289102          427        12920 SH       S       7         12920            0            0
UNOVA INC COM                  COM  91529B106         8205      1122121 SH       D       6       1122121            0            0
Unova Inc.                     COM  91529B106           70         9606 SH       D       7          9606            0            0
UNUMPROVIDENT CORP USD.10      COM  91529Y106          102         3380 SH       D       2          3380            0            0
UNUMPROVIDENT CORP USD.10      COM  91529Y106        10604       350974 SH       D       3        334974            0        16000
UNUMPROVIDENT CORP             COM  91529Y106         1691        84343 SH       D       5         84343            0            0
UNUMPROVIDENT COM              COM  91529Y106       132640      6611388 SH       D       6       6106970            0       504418
UnumProvident Corp             COM  91529Y106         3980       198409 SH       D       7        172536            0        25873
UNIMPROVIDENT CORP             COM  91529Y106          257        12812 SH       S       7         12812            0            0
UPROAR INC COM                 COM  916706104         2099       282320 SH       D       6        282320            0            0
US FREIGHTWAYS CORP COM        COM  916906100        23096       940330 SH       D       6        913930            0        26400
US Freightways Corp.           COM  916906100          113         4626 SH       D       7          4626            0            0
URBAN OUTFITTERS INC COM       COM  917047102         1596       181192 SH       D       6        181192            0            0
Urban Outfitters Inc.          COM  917047102           25         2858 SH       D       7          2858            0            0
URBAN SHOPPING CTRS COM        COM  917060105        12794       379790 SH       D       6        378890            0          900
Urban Shopping Centers Inc.    COM  917060105           81         2431 SH       D       7          2431            0            0
URULOGIX INC COM               COM  917273104          319        78720 SH       D       6         78720            0            0
UROLOGIX INC                   COM  917273104            9         2400 SH       D       7          2400            0            0
UROCOR INC COM                 COM  91727P105          136        28800 SH       D       6         28800            0            0
URSTADT BIDDLE PROPERTIES INC  COM  917286106            7         1100 SH       D       6          1100            0            0
URSTADT BIDDLE PROPERTIES      COM  917286106            2          400 SH       D       7           400            0            0
URSTADT BIDDLE PROPERTIES INC  COM  917286205            2          400 SH       D       6           400            0            0
URSTADT BIDDLE - CL A          COM  917286205            2          400 SH       D       7           400            0            0
URSUS TELECOM CORP COM         COM  917287104           89        13700 SH       D       6         13700            0            0
URSUS TELECOM CORP             COM  917287104            1          300 SH       D       7           300            0            0
US BANCORP INC PA COM          COM  917292104          726       203815 SH       D       6        203815            0            0
U.S. Bancorp Inc. PA           COM  917292104            6         1780 SH       D       7          1780            0            0
US DATA CORP COM               COM  917294100          891       100500 SH       D       6        100500            0            0
USDATA CORPORATION             COM  917294100           15         1700 SH       D       7          1700            0            0
USINTERNETWORKING COM          COM  917311805         9679       473608 SH       D       6        457708            0        15900
US INTERNETWORKING INC         COM  917311805          224        11005 SH       D       7         11005            0            0
USURF AMERICA INC              COM  91732M105            0          200 SH       D       7           200            0            0
UTAH MED PRODS INC COM         COM  917488108            9         1337 SH       D       6          1337            0            0
UTAH MEDICAL PRODUCTS INC      COM  917488108            2          319 SH       D       7           319            0            0
VDI MULTIMEDIA                 COM  917916108          616        88122 SH       D       6         88122            0            0
VDI MEDIA                      COM  917916108            2          400 SH       D       7           400            0            0
VI TECHNOLOGIES INC COM        COM  917920100          733       104846 SH       D       6        104846            0            0
V.I. TECHNOLOGIES INC          COM  917920100           12         1752 SH       D       7          1752            0            0
UTILICORP UNITED INC COM       COM  918005109        29419      1480216 SH       D       6       1471858            0         8358
UTILICORP UNITED INC.          COM  918005109         1342        67528 SH       D       7          6035            0        61493
UTILCP9TPEQPTSU                CVP  918005877          969        40800 SH       D       9         40800            0            0
UTSTARCOM INC COM              COM  918076100         2796        92077 SH       D       6         91277            0          800
VA LINUX SYSTEMS INC COM       COM  91819B105         9214       214295 SH       D       6        214295            0            0
VA LINUX SYSTEMS INC           COM  91819B105          144         3372 SH       D       7          3372            0            0
VF CORP COM STOCK NPV          COM  918204108           64         1780 SH       D       2          1780            0            0
VF CORP COM STOCK NPV          COM  918204108         7796       205144 SH       D       3        189944            0        15200
VF CORP COM STOCK NPV          COM  918204108          547        15200 SH       D       4         15200            0            0
VF CORP                        COM  918204108          974        40937 SH       D       5         40937            0            0
V F CORP COM                   COM  918204108        72071      3026628 SH       D       6       2788869            0       237759
V F Corporation                COM  918204108         1865        78336 SH       D       7         66613            0        11723
VF CORP                        COM  918204108          144         6056 SH       S       7          6056            0            0
VIB CORP- COM COM              COM  91823H106          593        98962 SH       D       6         98962            0            0
VIB CORP                       COM  91823H106            8         1346 SH       D       7          1346            0            0
V-ONE CORP COM                 COM  918278102          651       130270 SH       D       6        130270            0            0
V-ONE CORPORATION              COM  918278102           14         2900 SH       D       7          2900            0            0
VTEL CORP COM                  COM  918333105         1239       330637 SH       D       6        330637            0            0
VTEL CORPORATION               COM  918333105           10         2700 SH       D       7          2700            0            0
V3 SEMICONDUCTOR INC COM       COM  918392101          495        27890 SH       D       6         27890            0            0
V440 INV COM                   COM  918458100         4571       169301 SH       D       6        169301            0            0
VAIL BANKS INC COM             COM  918779109            2          300 SH       D       6           300            0            0
VAIL BANKS INC                 COM  918779109            3          359 SH       D       7           359            0            0
VAIL RESORTS COM               COM  91879Q109         3883       238063 SH       D       6        238063            0            0
Vail Resorts Inc.              COM  91879Q109           90         5572 SH       D       7          5572            0            0
VALASSIS COMMUNICATIONS INC US COM  918866104          188         3200 SH       D       3          3200            0            0
VALASSIS COMMUNICATIONS COM    COM  918866104        56865      1491562 SH       D       6       1398912            0        92650
VALASSIS COMMUNICATIONS INC    COM  918866104         1952        51202 SH       D       7         40225            0        10977
VALHI INC NEW COM              COM  918905100         1772       170861 SH       D       6        170861            0            0
VALHI INC                      COM  918905100           75         7322 SH       D       7          6622            0          700
VALENCE TECHNOLOGY COM         COM  918914102        12877       698447 SH       D       6        650006            0        48441
Valence Technology Inc.        COM  918914102          136         7396 SH       D       7          7396            0            0
VALENTIS INC COM               COM  91913E104         4631       394140 SH       D       6        394140            0            0
VALENTIS INC                   COM  91913E104           25         2176 SH       D       7          2176            0            0
VALERO ENERGY (NEW) COM        COM  91913Y100        47685      1501914 SH       D       6       1497714            0         4200
VALERO ENERGY CORP             COM  91913Y100          392        12362 SH       D       7         12362            0            0
VALLEY MEDIA INC               COM  91972C106            1          300 SH       D       7           300            0            0
VALLEY NATIONAL BANCORP COM    COM  919794107        25631      1054247 SH       D       6       1048853            0         5394
VALLEY NATIONAL BANK           COM  919794107          333        13715 SH       D       7          7146            0         6569
VALLEY RES INC COM             COM  920062106         1512        62694 SH       D       6         62694            0            0
VALLEY RESOURCES INC           COM  920062106            5          222 SH       D       7           222            0            0
VALMONT INDUSTRIES INC COM     COM  920253101         6938       349116 SH       D       6        349116            0            0
Valmont Industries Inc.        COM  920253101           87         4388 SH       D       7          4388            0            0
VALSPAR CORP COM               COM  920355104        28548       845875 SH       D       6        844875            0         1000
VALSPAR                        COM  920355104          340        10098 SH       D       7          5001            0         5097
VALUE CITY DEPT STORE COM      COM  920387107         4444       467891 SH       D       6        463961            0         3930
Value City Department Stores   COM  920387107           48         5100 SH       D       7          5100            0            0
VALUE AMER INC COM             COM  92038N102          133       122137 SH       D       6        122137            0            0
VALUE LINE INC COM             COM  920437100         3077        79946 SH       D       6         79946            0            0
Value Line Inc.                COM  920437100           53         1390 SH       D       7          1390            0            0
VALUECLICK INC COM             COM  92046N102         1474       143820 SH       D       6        143820            0            0
VALUECLICK INC.                COM  92046N102           36         3520 SH       D       7          3520            0            0
VALUEVISION INTL INC COM       COM  92047K107         9147       381146 SH       D       6        381146            0            0
ValueVision International Inc. COM  92047K107          164         6874 SH       D       7          6874            0            0
VANS INC. COM                  COM  921930103         2531       173061 SH       D       6        173061            0            0
VANGUARD AIRLINES INC 12/5/97  COM  92201B208            0         1500 SH       D       6          1500            0            0
VARCO INTERNATIONAL, INC. COM  COM  922122106        44360      1908003 SH       D       6       1880714            0        27288
VARCO INT                      COM  922122106          404        17419 SH       D       7         17419            0            0
VARI-L CO COM                  COM  922150107          691        59510 SH       D       6         59510            0            0
VARI-L COMPANY INC             COM  922150107            3          300 SH       D       7           300            0            0
VARIAN INC COM                 COM  922206107        37046       803183 SH       D       6        803183            0            0
VARIAN INC                     COM  922206107          517        11213 SH       D       7         11213            0            0
VARIAN SEMICONDUCTOR EQUIP COM COM  922207105        50012       796222 SH       D       6        796222            0            0
VARIAN SEMICONDUCTOR EQUIP     COM  922207105          605         9641 SH       D       7          9641            0            0
VARIAN ASSOC. INC COM          COM  92220P105        34232       874950 SH       D       6        863750            0        11200
VARIAN MEDICAL SYSTEMS INC     COM  92220P105          452        11561 SH       D       7         11561            0            0
VARSITY GROUP INC. COM         COM  922281100            0        34266 SH       D       6         34266            0            0
VASCO DATA SEC INTL COM        COM  92230Y104            0        36300 SH       D       6         36300            0            0
VASOMEDICAL INC COM            COM  922321104         3030       642176 SH       D       6        642176            0            0
VASTAR RESOURCES INC. COM      COM  922380100        20975       255406 SH       D       6        234306            0        21100
VASTAR RES INC                 COM  922380100          980        11938 SH       D       7          8477            0         3461
VAXGEN INC COM                 COM  922390208         2410       110180 SH       D       6        110180            0            0
VAXGEN INC                     COM  922390208           19          900 SH       D       7           900            0            0
VECTREN CORP COM               COM  92240G101        24246      1405610 SH       D       6       1394278            0        11331
Vectren Corporation            COM  92240G101          190        11036 SH       D       7         11036            0            0
VECTOR GROUP LTD COM           COM  92240M108         1386        94025 SH       D       6         94025            0            0
Vector Group Ltd.              COM  92240M108           50         3396 SH       D       7          3396            0            0
VEECO INSTRS INC DEL COM       COM  922417100        21798       297596 SH       D       6        297596            0            0
Veeco Instruments Inc.         COM  922417100          223         3055 SH       D       7          3055            0            0
VENTAS, INC COM                COM  92276F100         3916      1228776 SH       D       6       1224376            0         4400
Ventas Inc.                    COM  92276F100           18         5877 SH       D       7          5877            0            0
VENTANA MED SYS INC COM        COM  92276H106         4872       207320 SH       D       6        207320            0            0
Ventana Medical Systems        COM  92276H106           61         2609 SH       D       7          2609            0            0
VENTIV HEALTH INC COM          COM  922793104         4128       371145 SH       D       6        371145            0            0
VENTIV HEALTH INC.             COM  922793104           36         3237 SH       D       7             0            0         3237
VENTRO CORPORATION COM         COM  922815105         2568       136094 SH       D       6        136094            0            0
VENTRO CORPORATION             COM  922815105           54         2900 SH       D       7          2900            0            0
VENATOR                        COM  922944103          238        15400 SH       D       1         15400            0            0
VENATOR                        COM  922944103           97         6300 SH       D       2          6300            0            0
VENATOR                        COM  922944103         2838       172661 SH       D       3        158761            0        13900
VENATOR GROUP COM              COM  922944103        32707      3191018 SH       D       6       3120018            0        71000
VENATOR GROUP INC              COM  922944103          532        51920 SH       D       7         37363            0        14557
VENTURIAN CORP                 COM  923304109            1          440 SH       D       7           440            0            0
VERILINK CORP COM              COM  923432108         1038       107204 SH       D       6        107204            0            0
VERIO INC - COM COM            COM  923433106        50456       909383 SH       D       6        876736            0        32647
VERIO INC                      COM  923433106         1641        29596 SH       D       7         15546            0        14050
VERITAS SOFTWARE CORP USD0.001 COM  923436109        10304        86700 SH       D       1         86700            0            0
VERITAS SOFTWARE CORP USD0.001 COM  923436109         1428         8350 SH       D       2          8350            0            0
VERITAS SOFTWARE CORP USD0.001 COM  923436109        88093       547979 SH       D       3        521879            0        26100
VERITAS SOFTWARE CORP USD0.001 COM  923436109         2275        13300 SH       D       4         13300            0            0
VERITAS SOFTWARE CO COM        COM  923436109      1126150      9964558 SH       D       6       9138160            0       826398
Veritas Software Corp          COM  923436109        35487       314009 SH       D       7        228231            0        85778
VRTS.O                         COM  923436109         2420        21150 SH       D       9         21150            0            0
VERITAS SOFTWARE CORP          COM  923436109         2346        20763 SH       S       7         20763            0            0
VERITAS SOFT5QC                CVB  923436AB5        59137      5000000 SH       D       1       5000000            0            0
VERITY INC COM                 COM  92343C106        31032       816648 SH       D       6        804932            0        11716
Verity Inc.                    COM  92343C106          221         5832 SH       D       7          5832            0            0
VERITY!0.001                   COM  92343C106         2660        70000 SH       D       9         70000            0            0
VERISIGN INC USD0.001          COM  92343E102          400         1500 SH       D       3          1500            0            0
VERISIGN INC COM               COM  92343E102       384458      2178232 SH       D       6       2151817            0        26415
VERISIGN INC                   COM  92343E102         9629        54567 SH       D       7         31055            0        23512
VRSN.O                         COM  92343E102         1214         6900 SH       D       9          6900            0            0
VERITAS DGC, INC COM           COM  92343P107        14024       539398 SH       D       6        539398            0            0
Veritas DGC Inc.               COM  92343P107          139         5353 SH       D       7          5353            0            0
VER SFTWR1.856C                CVB  92343RAA1       261639     83060000 SH       D       1      83060000            0            0
VER SFTWR1.856C                CVB  92343RAA1         5985      1900000 SH       D       9       1900000            0            0
VERIZON COMMUNICATION, INC COM COM  92343V104         2702      9658866 SH       D       6       8831033            0       827833
VERIZON COMMUNICATION, INC COM COM  92343V104            0        19160 SH       D       7         19160            0            0
BEL.N                          COM  92343V104          296         5800 SH       D       9          5800            0            0
VESTCOM INTL INC - COM COM     COM  924904105            1          508 SH       D       6           508            0            0
VESTCOM INTERNATIONAL INC      COM  924904105            1          393 SH       D       7           393            0            0
VERTEL CORP COM                COM  924907108         6177       352999 SH       D       6        352999            0            0
VERTEL CORP                    COM  924907108           31         1800 SH       D       7          1800            0            0
VERSANT CORPORATION            COM  925284101          562       115310 SH       D       6        115310            0            0
VERSANT OBJECT TECHNOLOGY      COM  925284101           18         3800 SH       D       7          3800            0            0
VERSATA INC COM                COM  925298101         1503        37300 SH       D       6         37300            0            0
VERTEX INDS INC COM            COM  925322109           19        13600 SH       D       6         13600            0            0
VERTEX COM                     COM  92532F100        71035       674120 SH       D       6        663213            0        10907
Vertex Pharmaceuticals Inc.    COM  92532F100          519         4934 SH       D       7          4934            0            0
VERTICALNET INC COM            COM  92532L107        34142       924336 SH       D       6        908136            0        16200
VERTICALNET INC                COM  92532L107          715        19368 SH       D       7         19368            0            0
VESTA INS GROUP INC COM        COM  925391104         1439       232576 SH       D       6        232576            0            0
VETERANARIAN CENTERS COM       COM  925514101         8959       651608 SH       D       6        648608            0         3000
Veterinary Center America Inc. COM  925514101           70         5146 SH       D       7          5146            0            0
VIACOM 'A' USD0.01             CLA  925524100          242         2340 SH       D       2          2340            0            0
VIACOM 'A' USD0.01             CLA  925524100        14741       142469 SH       D       3        142469            0            0
VIACOM INC CL A                COM  925524100           61        10900 SH       D       6         10900            0            0
VIACOM INC                     COM  925524100          252         3700 SH       D       7          3700            0            0
VIACOM NON VTG COM STOCK US$0. COM  925524308         9080       102095 SH       D       1         62114        39981            0
VIACOM NON VTG COM STOCK US$0. COM  925524308         3293        31902 SH       D       2         31902            0            0
VIACOM NON VTG COM STOCK US$0. COM  925524308       223904      2179995 SH       D       3       2074719            0       105276
VIACOM NON VTG COM STOCK US$0. COM  925524308         5766        55860 SH       D       4         55860            0            0
VIACOM INC-CL B                COM  925524308        36040       528537 SH       D       5        528537            0            0
VIACOM INC CL B                COM  925524308      2770273     40627296 SH       D       6      37248807            0      3378488
Viacom, Inc., Class B          COM  925524308        87127      1277767 SH       D       7        961339            0       316428
VIACOM N.VTG'B'                COM  925524308        10350       151792 SH       D       9        151792            0            0
VIACOM INC CLASS B             COM  925524308         5530        81111 SH       S       7         81111            0            0
VIATEL INC COM                 COM  925529208        18942       663178 SH       D       6        663178            0            0
Viatel Inc                     COM  925529208          131         4617 SH       D       7          4617            0            0
VIALINK COM                    COM  92552Q101         1495       145010 SH       D       6        145010            0            0
THE VIALINK CO                 COM  92552Q101           11         1088 SH       D       7          1088            0            0
VIAD  CORP COM STOCK US$1.50   COM  92552R109           61         1500 SH       D       2          1500            0            0
VIAD  CORP COM STOCK US$1.50   COM  92552R109         4692       108795 SH       D       3         91195            0        17600
VIAD CORP COM                  COM  92552R109        42976      1577125 SH       D       6       1570432            0         6693
VIAD CORP                      COM  92552R109         1284        47145 SH       D       7         32831            0        14314
VIASAT INC COM                 COM  92552V100         4538        83666 SH       D       6         83666            0            0
VIASAT INC                     COM  92552V100           24          457 SH       D       7           457            0            0
VIALOG CORP                    COM  92552X106            2          600 SH       D       7           600            0            0
VIA SYSTEMS COM                COM  92553H100         5569       344061 SH       D       6        344061            0            0
VIASYSTEMS GROUP INC.          COM  92553H100           45         2829 SH       D       7          2829            0            0
VIANT CORP COM                 COM  92553N107        17290       583653 SH       D       6        568150            0        15503
VIANT CORP                     COM  92553N107           88         3000 SH       D       7          3000            0            0
VIADOR COM                     COM  92553R108         2983       187920 SH       D       6        187920            0            0
VICAL INC COM                  COM  925602104        10690       555363 SH       D       6        555363            0            0
Vical Inc.                     COM  925602104           68         3576 SH       D       7          3576            0            0
VICINITY CORP COM              COM  925653107         3906       199078 SH       D       6        199078            0            0
VICINITY CORP.                 COM  925653107           56         2874 SH       D       7          2874            0            0
VICOR CORP COM                 COM  925815102        13715       393989 SH       D       6        393989            0            0
Vicor Corp.                    COM  925815102          162         4682 SH       D       7          4682            0            0
VICORP RESTAURANTS INC COM     COM  925817108         2323       127304 SH       D       6        127304            0            0
VICORP RESTAURANTS INC.        COM  925817108            6          334 SH       D       7           334            0            0
VIANET WORKS INC COM           COM  925912107         3398       220153 SH       D       6        203153            0        17000
VIA NETWORKS INC               COM  925912107           46         2995 SH       D       7          2995            0            0
VIDEO NETWORK COMMUNICATIONS I COM  92656N103            0          700 SH       D       6           700            0            0
VIEWCAST.COM INC COM           COM  926713108          351        96900 SH       D       6         96900            0            0
VIGNETTE                       COM  926734104         1877        36100 SH       D       1         36100            0            0
VIGNETTE CORP COM              COM  926734104        87603      1684175 SH       D       6       1668966            0        15209
VIGNETTE CORP                  COM  926734104         2311        44448 SH       D       7         27700            0        16748
VIISAGE TECHNOLOGY INC         COM  92675K106            2          900 SH       D       7           900            0            0
VIDEOLAND TECHNOLOGIES INC. CO COM  926919309            0            0 SH       D       6             0            0            0
VILLAGE SUPERMARKETS INC       COM  927107409            3          300 SH       D       7           300            0            0
VINA CONCHA Y TORO ADR         ADR  927191106         3902        71300 SH       D       3         71300            0            0
CONCHA Y TORO COM              COM  927191106         1812        49729 SH       D       6         49729            0            0
VINTAGE PETE INC COM           COM  927460105        23533      1043031 SH       D       6       1043031            0            0
Vintage Petroleum Inc.         COM  927460105          202         8984 SH       D       7          8984            0            0
VION PHARMACEUTICALS INC COM   COM  927624106         1595       212679 SH       D       6        212679            0            0
VION PHARMACEUTICALS INC       COM  927624106           18         2523 SH       D       7          2523            0            0
VIRAGE INC. COM                COM  92763Q106           45         2520 SH       D       6          2520            0            0
VIRAGE, INC.                   COM  92763Q106            3          201 SH       D       7           201            0            0
VIRATA CORP COM                COM  927646109        15546       260740 SH       D       6        260540            0          200
VIRATA CORP                    COM  927646109          178         3000 SH       D       7          3000            0            0
VIRCO MFG CO                   COM  927651109         1734       117577 SH       D       6        117577            0            0
VIRCO MFG CO                   COM  927651109           15         1201 SH       D       7          1201            0            0
VIRGINIA CAP BANCSHARES INC CO COM  927758102         1709       112124 SH       D       6        112124            0            0
VIRGINIA CAP BANCSHARES INC    COM  927758102           10          700 SH       D       7           700            0            0
VIRGINIA COMMONWEALTH FINAN    COM  92778N106            6          329 SH       D       7           329            0            0
VIRGINIA COMMERCE BANCORP      COM  92778Q109            6          484 SH       D       7           484            0            0
VIROLOGIC INC COM              COM  92823R201          544        36600 SH       D       6         36600            0            0
VIROPHARMA INC COM             COM  928241108         2056       131627 SH       D       6        131627            0            0
VIROPHARMA INC                 COM  928241108           39         2523 SH       D       7          2523            0            0
VIRTUALFUND COM, INC           COM  92825A107          306       127500 SH       D       6        127500            0            0
VIRTUAL COMMUNICATIONS COM     COM  92825D101            0        61200 SH       D       6         61200            0            0
VISHAY INTERTECHNOLOGY         COM  928298108         3592        62550 SH       D       1         62550            0            0
VISHAY INTERTECHNOLOGY         COM  928298108          809        14100 SH       D       2         14100            0            0
VISHAY INTERTECHNOLOGY         COM  928298108         4120        75300 SH       D       3         75300            0            0
VISHAY INTERTECHNOLOGY INC COM COM  928298108       146522      3862219 SH       D       6       3637129            0       225090
VISHAY INTERTECHNOLOGY INC     COM  928298108         4736       124851 SH       D       7        113024            0        11827
VISIBLE GENETICS COM           COM  92829S104         2873        63685 SH       D       6         63685            0            0
VISTA BANCORP INC              COM  92830R103            8          604 SH       D       7           604            0            0
VISTA INFORMATION SOLUTIONS CO COM  928365204          382       179769 SH       D       6        179769            0            0
VISTEON CORP USD1.0            COM  92839U107          153         8375 SH       D       1          8375            0            0
VISTEON CORP USD1.0            COM  92839U107           88         4827 SH       D       2          4827            0            0
VISTEON CORP USD1.0            COM  92839U107         5241       250765 SH       D       3        239590            0        11175
VISTEON CORP USD1.0            COM  92839U107           99         5400 SH       D       4          5400            0            0
VISTEON CORP                   COM  92839U107          626        51625 SH       D       5         51625            0            0
VISTEON CORPORATION COM        COM  92839U107        10186       840143 SH       D       6        760055            0        80087
VISTEON CORP                   COM  92839U107         1665       137381 SH       D       7        119069            0        18311
VC.N                           COM  92839U107           12          955 SH       D       9           955            0            0
VISTEON CORP                   COM  92839U107          101         8392 SH       S       7          8392            0            0
VISUAL DATA CORP COM           COM  928428200          324        89495 SH       D       6         89495            0            0
VISUAL NETWORKS INC COM        COM  928444108        12738       446977 SH       D       6        446977            0            0
Visual Networks Inc.           COM  928444108          134         4716 SH       D       7          4716            0            0
VISX INC DEL COM               COM  92844S105        35238      1255731 SH       D       6       1255731            0            0
VISX INC.                      COM  92844S105          397        14153 SH       D       7          3320            0        10833
VITAL SIGNS INC COM            COM  928469105         1823       100606 SH       D       6        100606            0            0
Vital Signs Inc.               COM  928469105           29         1602 SH       D       7          1602            0            0
VITECH AMER INC COM            COM  928489103          322        58616 SH       D       6         58616            0            0
VITECH AMERICA INC             COM  928489103            4          739 SH       D       7           739            0            0
VITESSE SEMICONDUCTOR COM      COM  928497106       183491      2494361 SH       D       6       2494361            0            0
VITESSE SEMICONDUCTOR CORP     COM  928497106         4301        58480 SH       D       7         25588            0        32892
VITESSE SEMI 4%CB 144A 200     CVB  928497AA4         2413      2500000 SH       D       9       2500000            0            0
VITRIA TECHNOLOGIES INC COM    COM  92849Q104        31452       514556 SH       D       6        486556            0        28000
VITRIA TECHNOLOGY INC          COM  92849Q104          800        13100 SH       D       7         13100            0            0
VITRO SA -SPON ADR REPR 3 ORDS ADR  928502301          225        47440 SH       D       3             0            0        47440
VITRO SOCIEDAD ANONIMA ADR     COM  928502301           31         9901 SH       D       6          9901            0            0
VIVUS INC COM                  COM  928551100         2926       421790 SH       D       6        421790            0            0
VIVUS INC                      COM  928551100           19         2800 SH       D       7          2800            0            0
VIXEL CORP COM                 COM  928552108         1697       205764 SH       D       6        205764            0            0
VIXEL CORP                     COM  928552108           32         3900 SH       D       7          3900            0            0
VLASSIC FOODS INTL INC COM     COM  928559103          738       454728 SH       D       6        454728            0            0
VODAFONE AIRTOUCH PLC - SP ADR ADR  92857T107          129         2061 SH       D       3          2061            0            0
VODAFONE AIRTOUCH PUBLIC LTD   COM  92857T107         8679       209463 SH       D       7        209463            0            0
VOICESTREAM WIRELESS CORP COM  COM  928615103       242461      2084848 SH       D       6       2080448            0         4400
VOICESTREAM WIRELESS CORP.     COM  928615103         5276        45375 SH       D       7         18230            0        27145
VOLT INFORMATION SCIENCES INC  COM  928703107         7605       230913 SH       D       6        230913            0            0
Volt Information Sciences Inc. COM  928703107           69         2115 SH       D       7          2115            0            0
VOXEL                          COM  928935105            0         4000 SH       D       6          4000            0            0
WHG BANCSHARES CORP            COM  928949106            3          400 SH       D       7           400            0            0
VYSIS INC - COM COM            COM  928961101         1295       116420 SH       D       6        116420            0            0
VORNADO RLTY TRUST COM         COM  929042109        37307      1073610 SH       D       6       1065500            0         8110
VORNADO REALTY TRUST           COM  929042109         1468        42246 SH       D       7         14021            0        28225
VOTORANTIM CELU (1 ADR EQ 500  ADR  92906P106          389        14650 SH       D       3         14650            0            0
VOYAGER NET INC COM            COM  92906W101          973       121690 SH       D       6        121690            0            0
VOYAGERNET INC                 COM  92906W101           16         2000 SH       D       7          2000            0            0
VULCAN INTERNATIONAL CORP      COM  929136109            6          200 SH       D       7           200            0            0
VULCAN MATERIALS CO COM STOCK  COM  929160109           90         1400 SH       D       2          1400            0            0
VULCAN MATERIALS CO COM STOCK  COM  929160109        10018       153716 SH       D       3        153716            0            0
VULCAN MATERIALS CO            COM  929160109         1495        35036 SH       D       5         35036            0            0
VULCAN MATERIALS CO COM        COM  929160109       115498      2705683 SH       D       6       2502887            0       202796
Vulcan Materials Co.           COM  929160109         2954        69221 SH       D       7         58052            0        11169
VULCAN MATERIALS CO.           COM  929160109          227         5341 SH       S       7          5341            0            0
WBK STRYPES10PF                CVP  929229102        72207      2188100 SH       D       1       2188100            0            0
WESTPAC STRYPES COM            COM  929229102            0      1974000 SH       D       6       1974000            0            0
WD 40 CO COM                   COM  929236107         7865       379044 SH       D       6        379044            0            0
WD-40 Co.                      COM  929236107           73         3531 SH       D       7          3531            0            0
WFS FINANCIAL COM              COM  92923B106         2076       120363 SH       D       6        120363            0            0
WFS Financial Inc.             COM  92923B106           55         3237 SH       D       7          3237            0            0
WHX CORPORATION COM            COM  929248102         1221       222016 SH       D       6        222016            0            0
WHX CORPORATION                COM  929248102            4          856 SH       D       7           856            0            0
W HOLDINGS CO INC. COM         COM  929251106         8856       656023 SH       D       6        656023            0            0
W Hldg Co Inc.                 COM  929251106           88        10731 SH       D       7         10731            0            0
WLR FOODS COM                  COM  929286102          821       177678 SH       D       6        177678            0            0
WLR FOODS INC                  COM  929286102            6         1405 SH       D       7          1405            0            0
WMS INDS INC                   COM  929297109        11947       773922 SH       D       6        757922            0        16000
WMS INDS INC                   COM  929297109          102         6670 SH       D       7          6670            0            0
W P CARREY & COMPANY COM       COM  92930Y107         4660       284611 SH       D       6        284611            0            0
W.P. CAREY & CO                COM  92930Y107           21         1332 SH       D       7          1332            0            0
WPS RESOURCES CORP COM         COM  92931B106        18298       608680 SH       D       6        608680            0            0
WPS Resources Corp.            COM  92931B106          158         5272 SH       D       7          5272            0            0
WSFS FINANCIAL CORP COM        COM  929328102         1780       170562 SH       D       6        170562            0            0
WSFS FINANCIAL CORP            COM  929328102            4          437 SH       D       7           437            0            0
WVS FINANCIAL CORP             COM  929358109            1          159 SH       D       7           159            0            0
WABASH NATL CORP COM           COM  929566107         6705       561731 SH       D       6        561731            0            0
Wabash National Corp.          COM  929566107           67         5630 SH       D       7          5630            0            0
WABTEC CORP. COM               COM  929740108        10140       977410 SH       D       6        975221            0         2189
Wabtec Corp                    COM  929740108           92         8894 SH       D       7          8894            0            0
WACHOVIA CORP COM STOCK US$5   COM  929771103          267         3260 SH       D       2          3260            0            0
WACHOVIA CORP COM STOCK US$5   COM  929771103        26185       304868 SH       D       3        286568            0        18300
WACHOVIA CORP COM STOCK US$5   COM  929771103          424         5174 SH       D       4          5174            0            0
WACHOVIA CORP                  COM  929771103         3830        70605 SH       D       5         70605            0            0
WACHOVIA CORP NEW COM          COM  929771103       301886      5564724 SH       D       6       5150019            0       414705
Wachovia Corp.                 COM  929771103        10006       184452 SH       D       7        128809            0        55643
WACHOVIA CORP                  COM  929771103          584        10770 SH       S       7         10770            0            0
WACKENHUT CORP COM             COM  929794105         1283        99239 SH       D       6         99239            0            0
Wackenhut Corp.                COM  929794105           49         3839 SH       D       7          3839            0            0
WACKENHUT CORP CLASS B         COM  929794303         1148       122465 SH       D       6        122465            0            0
WACKENHUT CORRECTIONS CORP COM COM  929798106         1371       182826 SH       D       6        182826            0            0
Wackenhut Corrections Corp.    COM  929798106           13         1807 SH       D       7          1807            0            0
WADDELL & REED FINL COM        COM  930059100        39791      1212702 SH       D       6       1212402            0          300
WADDELL & REED FINANCIAL CLASS COM  930059100          823        25101 SH       D       7          8255            0        16846
WADDELL & REED FINANCIAL 'B' $ CLA  930059209            1           27 SH       D       3            27            0            0
WADDELL & REED FINL COM        COM  930059209        15946       548681 SH       D       6        548681            0            0
WAL-MART STORES INC COM STOCK  COM  931142103        20699       247615 SH       D       1        217900        29715            0
WAL-MART STORES INC COM STOCK  COM  931142103        10442       119700 SH       D       2        119700            0            0
WAL-MART STORES INC COM STOCK  COM  931142103       571043      6940180 SH       D       3       6612680            0       327500
WAL-MART STORES INC COM STOCK  COM  931142103        14150       162200 SH       D       4        162200            0            0
WAL-MART STORES INC            COM  931142103        89014      1544578 SH       D       5       1544578            0            0
WAL-MART STORES INC COM        COM  931142103      6578013    114152092 SH       D       6     104408057            0      9744035
WAL MART STORES INC            COM  931142103       192882      3347209 SH       D       7       2734556            0       612653
WAL MART STRS!0                COM  931142103         6747       118550 SH       D       9        118550            0            0
WAL-MART STORES INC            COM  931142103        13657       237003 SH       S       7        237003            0            0
WALGREEN CO                    COM  931422109            5          160 SH       D       1             0          160            0
WALGREEN CO COM STOCK US$0.625 COM  931422109          739        15180 SH       D       2         15180            0            0
WALGREEN CO COM STOCK US$0.625 COM  931422109        69143      1488206 SH       D       3       1414206            0        74000
WALGREEN CO COM STOCK US$0.625 COM  931422109         2767        56800 SH       D       4         56800            0            0
WALGREEN CO                    COM  931422109        11283       350525 SH       D       5        350525            0            0
WALGREEN CO COM                COM  931422109       827644     25713230 SH       D       6      23730020            0      1983210
Walgreen                       COM  931422109        25651       796947 SH       D       7        580086            0       216861
WALGREEN CO                    COM  931422109         1724        53580 SH       S       7         53580            0            0
WALKER INTERFACTIVE COM        COM  931664106          480       132660 SH       D       6        132660            0            0
WALKER INTERACTIVE SYSTEMS     COM  931664106            3         1028 SH       D       7          1028            0            0
WALLACE COMPUTER SERVICES INC  COM  932270101          194        12900 SH       D       3         12900            0            0
WALLACE COMPUTER SERVICES INC  COM  932270101        14981      1517093 SH       D       6       1403393            0       113700
Wallace Computer Services Inc. COM  932270101          302        30592 SH       D       7         30592            0            0
WALTER INDS INC COM            COM  93317Q105        11605      1014678 SH       D       6       1011078            0         3600
Walter Industries Inc.         COM  93317Q105          102         8991 SH       D       7          8991            0            0
WARNACO GROUP INC COM          COM  934390105         8928      1152112 SH       D       6       1152112            0            0
WARNACO GROUP INC CL A         COM  934390105          103        13340 SH       D       7          7368            0         5972
WARREN BANCORP INC COM         COM  934710104            7         1000 SH       D       6          1000            0            0
WARREN BANCORP INC             COM  934710104            2          354 SH       D       7           354            0            0
WARWICK COMMUNITY BANCORP      COM  936559103            2          243 SH       D       7           243            0            0
WARWICK VALLEY TELEPHONE CO    COM  936750108            3           89 SH       D       7            89            0            0
WASHINGTON FEDERAL INC COM     COM  938824109        21341      1169378 SH       D       6       1169378            0            0
WASHINGTON FEDERAL, INC.       COM  938824109          203        11172 SH       D       7         11172            0            0
WASHINGTON GAS LIGHT CO U$1.00 COM  938837101         1892        50036 SH       D       3         50036            0            0
WASHINGTON GAS LIGHT CO COM    COM  938837101        24622      1023272 SH       D       6       1022472            0          800
Washington Gas Light Co.       COM  938837101          170         7105 SH       D       7          7105            0            0
WASHINGTON HOMES INC           COM  938864105            3          500 SH       D       7           500            0            0
WASHINGTON MUTUAL              COM  939322103          952        21800 SH       D       1         21800            0            0
WASHINGTON MUTUAL              COM  939322103          590        13500 SH       D       2         13500            0            0
WASHINGTON MUTUAL              COM  939322103        38063       829423 SH       D       3        803719            0        25704
WASHINGTON MUTUAL              COM  939322103         1114        25500 SH       D       4         25500            0            0
WASHINGTON MUTUAL INC          COM  939322103         5609       194242 SH       D       5        194242            0            0
WASHINGTON MUTUAL INC COM      COM  939322103       463855     16064271 SH       D       6      14795911            0      1268359
WASHINGTON MUT INC             COM  939322103        14154       490196 SH       D       7        422578            0        67618
WASHINGTON MUTUAL, INC         COM  939322103          841        29148 SH       S       7         29148            0            0
WASHINGTON POST CO COM STOCK C CLA  939640108           72          100 SH       D       2           100            0            0
WASHINGTON POST CO COM STOCK C CLA  939640108         7103         9705 SH       D       3          8005            0         1700
WASHINGTON POST CO COM STOCK C CLA  939640108          940         1300 SH       D       4          1300            0            0
WASHINGTON POST CO CL B COM    COM  939640108        45189        94539 SH       D       6         94243            0          296
WASHINGTON POST CO             COM  939640108          670         1403 SH       D       7          1002            0          401
WASHINGTON REAL ESTATE INVT TR COM  939653101        14196       794218 SH       D       6        793518            0          700
Washington Real Estate         COM  939653101          117         6601 SH       D       7          6601            0            0
WASHINGTON TR BANCORP INC COM  COM  940610108         1938       131421 SH       D       6        131421            0            0
WASTE CONNECTIONS INC COM      COM  941053100         5752       291289 SH       D       6        291289            0            0
Waste Connections Inc.         COM  941053100           46         2341 SH       D       7          2341            0            0
WASTE INDS INC -COM COM        COM  941058109          801        74596 SH       D       6         74596            0            0
WASTE INDUSTRIES               COM  941058109           17         1593 SH       D       7          1593            0            0
WASTE MANAGEMENT INC           COM  94106L109          249         8667 SH       D       2          8667            0            0
WASTE MANAGEMENT INC           COM  94106L109        23692       906783 SH       D       3        875753            0        31030
WASTE MANAGEMENT INC           COM  94106L109          827        28765 SH       D       4         28765            0            0
WASTE MANAGEMENT INC           COM  94106L109         4011       211134 SH       D       5        211134            0            0
WASTE MANAGEMENT INC. (NEW) CO COM  94106L109       307014     16158666 SH       D       6      14879853            0      1278813
Waste Management Inc.          COM  94106L109         9536       501920 SH       D       7        368401            0       133519
WASTE MANAGEMENT INC           COM  94106L109          627        33045 SH       S       7         33045            0            0
WATCHGUARD TECHNOLOGIES INC CO COM  941105108         9329       169826 SH       D       6        161620            0         8206
WATCHGUARD TECHNOLOGIES INC    COM  941105108           71         1300 SH       D       7          1300            0            0
WATER PIK TECHNOLOGIES INC. CO COM  94113U100            0            1 SH       D       6             1            0            0
Water Pik Technologies         COM  94113U100            0            1 SH       D       7             1            0            0
WATERS CORP COM                COM  941848103       119986       961337 SH       D       6        961337            0            0
WATERS CORP                    COM  941848103         2555        20473 SH       D       7          7850            0        12623
WATERSIDE CAP CORP COM         COM  941872103            8         1306 SH       D       6          1306            0            0
WATERSIDE CAPITAL CORP         COM  941872103            3          530 SH       D       7           530            0            0
WATSCO INC                     COM  942622200         5457       436626 SH       D       6        432626            0         4000
WATSCO INC                     COM  942622200           78         6243 SH       D       7          6243            0            0
WATSON PHARMACEUTICAL INC USD0 COM  942683103         2175        26500 SH       D       3         26500            0            0
WATSON PHARM                   COM  942683103       130774      2433017 SH       D       6       2242339            0       190678
Watson Pharmaceuticals         COM  942683103         4208        78298 SH       D       7         58101            0        20197
WATSON PHARMACEUTICAL, INC     COM  942683103          276         5139 SH       S       7          5139            0            0
WATTS INDS INC CL A COM        COM  942749102         6483       513565 SH       D       6        513565            0            0
Watts Industries Inc.          COM  942749102           73         5856 SH       D       7          5856            0            0
WAUSAU-MOSINEE PAPER CORP. COM COM  943315101        10919      1275242 SH       D       6       1275242            0            0
Wausau-Mosinee Paper Corp.     COM  943315101           86        10051 SH       D       7         10051            0            0
WAVE SYSTEMS CORP COM          COM  943526103        14240       900599 SH       D       6        900599            0            0
Wave Systems Corp.             COM  943526103          139         8834 SH       D       7          8834            0            0
WAVO CORP COM                  COM  944027101          251       335504 SH       D       6        335504            0            0
WAVO Corp.                     COM  944027101            1         2083 SH       D       7          2083            0            0
WAYNE BANCORP INC OHIO COM     COM  944293109          583        36446 SH       D       6         36446            0            0
WAYNE SAVINGS BANKSHARES INC C COM  946250107            4          303 SH       D       6           303            0            0
WEATHERFORD INTERNATIONAL INC. COM  947074100        71018      1783813 SH       D       6       1739414            0        44399
WEATHERFORD INTERNATIONAL      COM  947074100         1129        28381 SH       D       7         15360            0        13021
WEBB DEL E CORP COM            COM  947423109         7150       466996 SH       D       6        466996            0            0
Webb Corp.                     COM  947423109           53         3490 SH       D       7          3490            0            0
WEBB INTERACTIVE SERVICES, INC COM  94748P104         1151        89900 SH       D       6         89900            0            0
WEBB INTERACTIVE SERVICES      COM  94748P104           40         3172 SH       D       7          3172            0            0
WEBCO INDS COM                 COM  947621108            2          810 SH       D       6           810            0            0
WEBCO INDUSTRIES INC           COM  947621108            1          400 SH       D       7           400            0            0
WEBSENSE INC COM               COM  947684106         1691        67310 SH       D       6         67310            0            0
WEBMETHODS COM                 COM  94768C108        19036       121107 SH       D       6        115707            0         5400
WEBMETHODS INC                 COM  94768C108          480         3055 SH       D       7          3055            0            0
WEBHIRE INC COM                COM  94768W104           32         8300 SH       D       6          8300            0            0
WEBLINK WIRELESS COM           COM  94769A101         7640       576665 SH       D       6        575365            0         1300
Weblink Wireless               COM  94769A101          135        10220 SH       D       7         10220            0            0
WEBSTER FINL CORP WATERBURY CO COM  947890109        27269      1229062 SH       D       6       1226662            0         2400
Webster Financial Corp.        COM  947890109          183         8255 SH       D       7          8255            0            0
WEBTRENDS CORP COM             COM  94844D104        21781       563013 SH       D       6        545213            0        17800
WEBTRENDS CORP                 COM  94844D104          163         4238 SH       D       7          4238            0            0
WEBVAN GROUP COM               COM  94845V103         8167      1121650 SH       D       6       1114850            0         6800
WEBVAN GROUP INC               COM  94845V103            9         1300 SH       D       7          1300            0            0
WEGENER CORP COM               COM  948585104          191        98920 SH       D       6         98920            0            0
WEINGARTEN RLTY INVS SH BEN IN COM  948741103        24129       597638 SH       D       6        592038            0         5600
Weingarten Realty Investors    COM  948741103          208         5171 SH       D       7          5171            0            0
WEIRTON STL CORP COM           COM  948774104         1405       432613 SH       D       6        432613            0            0
WEIRTON STEEL                  COM  948774104            8         2700 SH       D       7          2700            0            0
WEIS MARKETS INC COM           COM  948849104         4222       128941 SH       D       6        127455            0         1486
WEIS MARKETS INC.              COM  948849104          139         4246 SH       D       7          2368            0         1878
WELLMAN INC COM                COM  949702104        14740       910615 SH       D       6        910615            0            0
WELLMAN INC                    COM  949702104          149         9208 SH       D       7          9208            0            0
WELLPOINT HEALTH NETWORKS      COM  94973H108          263         2400 SH       D       1          2400            0            0
WELLPOINT HEALTH NETWORKS      COM  94973H108           43          400 SH       D       2           400            0            0
WELLPOINT HEALTH NETWORKS      COM  94973H108         3510        31393 SH       D       3         31393            0            0
WELLPOINT HEALTH NETWORKS      COM  94973H108         1586        21905 SH       D       5         21905            0            0
WELLPOINT HEALTH CL. A COM     COM  94973H108       135573      1871592 SH       D       6       1703726            0       167866
WELLPOINT HEALTH NETWORKS INC  COM  94973H108         6458        89164 SH       D       7         61322            0        27842
WELLPOINT!0.01                 COM  94973H108           65          900 SH       D       9           900            0            0
WELLPOINT HEALTH NETWORKS      COM  94973H108          238         3292 SH       S       7          3292            0            0
WELLS FARGO & CO               COM  949740104         5944       153400 SH       D       7             0            0       153400
WELLS FARGO AND COMPANY(NEW)   COM  949746101         1430        24380 SH       D       2         24380            0            0
WELLS FARGO AND COMPANY(NEW)   COM  949746101       152210      2457066 SH       D       3       2318306            0       138760
WELLS FARGO AND COMPANY(NEW)   COM  949746101         3110        53030 SH       D       4         53030            0            0
WELLS FARGO COMPANY            COM  949746101        22119       570814 SH       D       5        570814            0            0
WELLS FARGO AND COMPANY NEW CO COM  949746101      1742948     44986606 SH       D       6      41504951            0      3481655
Wells Fargo Company            COM  949746101        50032      1291160 SH       D       7       1093005            0       198155
WELLS FARGO & CO               COM  949746101         3319        85673 SH       S       7         85673            0            0
WELLSFORD REAL PROPERTIES, INC COM  950240200         2023       133794 SH       D       6        133794            0            0
Wellsford Real Properties Inc. COM  950240200           17         1126 SH       D       7          1126            0            0
WENDY'S INTL INC               COM  950590109           13          770 SH       D       1             0          770            0
WENDY'S INTL.                  COM  950590109           53         2000 SH       D       2          2000            0            0
WENDY'S INTL.                  COM  950590109         4170       152944 SH       D       3        152944            0            0
WENDYS INTL INC COM            COM  950590109        56127      3151010 SH       D       6       2921052            0       229958
Wendy's International          COM  950590109         1998       112220 SH       D       7         99251            0        12969
WENDYS INTERNATIONAL INC       COM  950590109          107         6037 SH       S       7          6037            0            0
WERNER ENTERPRISES INC COM     COM  950755108         7954       687925 SH       D       6        687925            0            0
Werner Enterprises Inc.        COM  950755108           91         7918 SH       D       7          7918            0            0
WESBANCO INC                   COM  950810101         8191       337808 SH       D       6        337808            0            0
Wesbanco Inc.                  COM  950810101          105         4353 SH       D       7          4353            0            0
WESCO FINANCIAL CORP COM       COM  950817106         4768        23262 SH       D       6         23162            0          100
WESCO FINANCIAL CORP.          COM  950817106          116          568 SH       D       7           418            0          150
WESCO INTL INC COM             COM  95082P105         2452       256469 SH       D       6        256469            0            0
Wesco Intl Inc.                COM  95082P105           70         7361 SH       D       7          7361            0            0
WESLEY JESSEN VISIONCARE COM   COM  951018100        10239       272606 SH       D       6        272606            0            0
Wesley Jessen Visioncare Inc.  COM  951018100          129         3438 SH       D       7          3438            0            0
WEST COAST BANCORP NEW COM     COM  952145100         2389       238938 SH       D       6        238938            0            0
West Coast Bancorp OR          COM  952145100           22         2204 SH       D       7          2204            0            0
WEST MARINE INC COM            COM  954235107          923       134885 SH       D       6        134885            0            0
WEST PHARMACEUTICAL SERVICES I COM  955306105         7275       336422 SH       D       6        336422            0            0
West Pharmaceutical Svsc Inc.  COM  955306105           50         2327 SH       D       7          2327            0            0
WEST TELESERVICES CORP COM     COM  956188106         8091       319645 SH       D       6        272045            0        47600
West Teleservices Corp.        COM  956188106          122         4834 SH       D       7          4834            0            0
WESTAFF,INC. COM               COM  957070105            3          803 SH       D       6           803            0            0
WESTAFF INC                    COM  957070105            8         1884 SH       D       7          1884            0            0
WESTAMERICA BANCORPORATION     COM  957090103        26003       995360 SH       D       6        995360            0            0
WESTAMERICA BANCORPORATION     COM  957090103          180         6909 SH       D       7          2760            0         4149
WESTCOAST HOSPITALITY CORP COM COM  95750P106          536        76614 SH       D       6         76614            0            0
WESTCOAST HOSPITALITY CORP     COM  95750P106            3          566 SH       D       7           566            0            0
WESTELL TECH'A'                COM  957541105            2          160 SH       D       1           160            0            0
WESTELL TECHNOLOGIES COM       COM  957541105         9494       632954 SH       D       6        632954            0            0
Westell Technologies Inc.      COM  957541105           59         3935 SH       D       7          3935            0            0
WESTERFED FINANCIAL CORP       COM  957550106            2          206 SH       D       7           206            0            0
WESTCORP                       COM  957907108         3914       327922 SH       D       6        324122            0         3800
Westcorp Inc.                  COM  957907108           65         5458 SH       D       7          5458            0            0
WESTCORP RTS 061500            RT   957907116            0         1400 SH       D       6          1400            0            0
WESTERN DIGITAL CORP COM       COM  958102105        18838      3767706 SH       D       6       3694468            0        73238
Western Digital Corp.          COM  958102105          109        21953 SH       D       7         21953            0            0
WSTRN DIG'0'CB1                CVB  958102AH8         5194     26300000 SH       D       9      26300000            0            0
WESTERN GAS RES INC COM        COM  958259103        15602       742960 SH       D       6        739060            0         3900
Western Gas Resources Inc.     COM  958259103           82         3923 SH       D       7          3923            0            0
WESTERN OHIO FINANCIAL CORP    COM  959024100            1           96 SH       D       7            96            0            0
WESTERN PWR & EQUIP CORP COM   COM  959221102            7         1447 SH       D       6          1447            0            0
WESTERN PPTYS TR COM           COM  959261108         5389       453843 SH       D       6        450543            0         3300
Western Properties Trust       COM  959261108           44         3721 SH       D       7          3721            0            0
WESTERN RESOURCES INC. COM     COM  959425109        22477      1450171 SH       D       6       1417571            0        32600
WESTERN RESOURCES, INC.        COM  959425109          341        22061 SH       D       7         14846            0         7215
WESTERN SVGS & LOAN ASS PHOENI COM  959432105            0        23625 SH       D       6         23625            0            0
WESTERN WIRELESS CORP CLA COM  COM  95988E204        44793       821899 SH       D       6        821899            0            0
WESTERN WIRELESS CORP-CL A     COM  95988E204          766        14056 SH       D       7          4891            0         9165
WESTFIELD AMER INC COM         COM  959910100         8288       616837 SH       D       6        611837            0         5000
Westfield America Inc.         COM  959910100          147        10844 SH       D       7         10844            0            0
WESTPAC BANKING LTD ADR        COM  961214301         1722        48178 SH       D       7         48178            0            0
WESTPOINT STEVENS INC COM      COM  961238102         9125       820248 SH       D       6        820248            0            0
WESTPOINT STEVENS              COM  961238102          131        11864 SH       D       7          4830            0         7034
WESTVACO CORP COM STOCK US$5   COM  961548104          105         2800 SH       D       2          2800            0            0
WESTVACO CORP COM STOCK US$5   COM  961548104         5768       148818 SH       D       3        148818            0            0
WESTVACO CORP COM              COM  961548104        73988      2981886 SH       D       6       2661702            0       320184
Westvaco Corporation           COM  961548104         2579       103945 SH       D       7         93113            0        10832
WESTVACO CORP.                 COM  961548104          132         5352 SH       S       7          5352            0            0
WESTWOOD ONE INC               COM  961815107        58236      1706571 SH       D       6       1694171            0        12400
Westwood One Inc.              COM  961815107          660        19364 SH       D       7         19364            0            0
WESTWOOD ONE                   COM  961815107           40         1200 SH       D       9          1200            0            0
WESTWORLD COMMUNITY HEALTHCARE COM  961833100            0         3600 SH       D       3          3600            0            0
WET SEAL INC CL A              COM  961840105         2233       170200 SH       D       6        170200            0            0
Wet Seal Inc.                  COM  961840105           38         2909 SH       D       7          2909            0            0
WEYCO GROUP INC COM            COM  962149100         1386        54385 SH       D       6         54385            0            0
WEYCO GROUP                    COM  962149100           12          487 SH       D       7           487            0            0
WEYERHAEUSER CO COM STOCK US$1 COM  962166104          188         2900 SH       D       1          2900            0            0
WEYERHAEUSER CO COM STOCK US$1 COM  962166104          251         3867 SH       D       2          3867            0            0
WEYERHAEUSER CO COM STOCK US$1 COM  962166104        24989       363786 SH       D       3        340034            0        23752
WEYERHAEUSER CO COM STOCK US$1 COM  962166104          761        11700 SH       D       4         11700            0            0
WEYERHAEUSER CO                COM  962166104         3222        74940 SH       D       5         74940            0            0
WEYERHAEUSER CO COM            COM  962166104       280545      6524324 SH       D       6       6023412            0       500912
Weyerhaeuser Co                COM  962166104        10107       235056 SH       D       7        163570            0        71486
WEYERHAUSER CO                 COM  962166104          532        12387 SH       S       7         12387            0            0
WHIRLPOOL CORP COM STOCK US$1  COM  963320106         2781        39400 SH       D       1         39400            0            0
WHIRLPOOL CORP COM STOCK US$1  COM  963320106          843        11950 SH       D       2         11950            0            0
WHIRLPOOL CORP COM STOCK US$1  COM  963320106        14658       189528 SH       D       3        182228            0         7300
WHIRLPOOL CORP                 COM  963320106         1197        25671 SH       D       5         25671            0            0
WHIRLPOOL CORP COM             COM  963320106       145619      3123198 SH       D       6       2891765            0       231433
WHIRLPOOL CORP                 COM  963320106         6977       149648 SH       D       7        140729            0         8919
WHIRLPOOL CORP.                COM  963320106          180         3874 SH       S       7          3874            0            0
WHITE ELECTRONICS DESIGNS CORP COM  963801105         2463       194130 SH       D       6        194130            0            0
WHITEHALL JEWELLERS INC COM    COM  965063100         5493       294942 SH       D       6        294942            0            0
Whitehall Jewellers Inc.       COM  965063100           56         3052 SH       D       7          3052            0            0
WHITMAN CORP  NEW COM STOCK NP COM  96647R107         2705       151460 SH       D       3        151460            0            0
WHITMAN CORP COM               COM  96647R107        28354      2291297 SH       D       6       2279418            0        11879
WHITMAN CORP                   COM  96647R107          474        38311 SH       D       7         20741            0        17570
WHITNEY HOLDING CORP COM       COM  966612103        16381       479175 SH       D       6        479175            0            0
Whitney Holding Corp.          COM  966612103          163         4779 SH       D       7          4779            0            0
WHOLE FOODS COM                COM  966837106        22495       544523 SH       D       6        544523            0            0
WHOLE FOODS MARKET INC         COM  966837106          286         6925 SH       D       7          6925            0            0
WHOLE FOODS 0% CVB 03/02/1     CVB  966837AC0         3094      8612000 SH       D       9       8612000            0            0
WICKES LUMBER                  COM  967446105            2          500 SH       D       7           500            0            0
WILD OATS MARKETS COM          COM  96808B107         3860       307337 SH       D       6        307337            0            0
Wild Oats Markets Inc.         COM  96808B107           47         3798 SH       D       7          3798            0            0
WILEY JOHN & SONS INC COM CL A COM  968223206        21645       962002 SH       D       6        962002            0            0
WILEY (JOHN) & SONS INC.       COM  968223206          321        14278 SH       D       7          4834            0         9444
WILLAMETTE INDUSTRIES INC COM  COM  969133107           70         1700 SH       D       2          1700            0            0
WILLAMETTE INDUSTRIES INC COM  COM  969133107         7293       167982 SH       D       3        150982            0        17000
WILLAMETTE INDUSTRIES INC COM  COM  969133107        84334      3094859 SH       D       6       2829330            0       265529
Willamette Industries,Inc      COM  969133107         2673        98117 SH       D       7         85600            0        12517
WILLAMETTE INDUSTRIES, INC.    COM  969133107          160         5896 SH       S       7          5896            0            0
WILLBROS GROUP INC COM         COM  969199108         1015       147640 SH       D       6        147640            0            0
WILLIAMS COMMUNICATIONS COM    COM  969455104         8363       252009 SH       D       6        251609            0          400
WILLIAMS COMMUNICATIONS        COM  969455104          142         4300 SH       D       7          4300            0            0
WILLIAMS COMPANIES INC COM STO COM  969457100          414         6560 SH       D       2          6560            0            0
WILLIAMS COMPANIES INC COM STO COM  969457100        40002       660954 SH       D       3        644854            0        16100
WILLIAMS COMPANIES INC COM STO COM  969457100         1451        23000 SH       D       4         23000            0            0
WILLIAMS COS INC               COM  969457100         6404       153616 SH       D       5        153616            0            0
WILLIAMS COMPANIES COM         COM  969457100       484091     11612393 SH       D       6      10720147            0       892246
Williams Companies, Inc.       COM  969457100        14057       337212 SH       D       7        251595            0        85617
WILLIAMS COMPANIES, INC        COM  969457100          980        23509 SH       S       7         23509            0            0
WILLIAMS CLAYTON COM           COM  969490101         2650        82987 SH       D       6         82987            0            0
CLAYTON WILLIAMS ENERGY        COM  969490101           35         1100 SH       D       7          1100            0            0
WILLIAMS SONOMA INC COM        COM  969904101        23150       713701 SH       D       6        712901            0          800
WILLIAMS SONOMA                COM  969904101          389        12006 SH       D       7          3388            0         8618
WILLIS LEASE FINANCE CORP      COM  970646105            2          368 SH       D       7           368            0            0
WILMINGTON TR CORP COM         COM  971807102        22056       515948 SH       D       6        511564            0         4384
WILMINGTON TRUST CORP          COM  971807102          375         8789 SH       D       7          5344            0         3445
WILSHIRE TECH WARRANT TO PURCH WT   972000111            0        55584 SH       D       6         55584            0            0
WILSONS THE LEATHER COM        COM  972463103         1440        98082 SH       D       6         98082            0            0
WILSONS THE LEATHER EXPERTS    COM  972463103           13          898 SH       D       7           898            0            0
WIND RIVER SYSTEMS I COM       COM  973149107        32222       850763 SH       D       6        850763            0            0
Wind River Systems Inc.        COM  973149107          404        10679 SH       D       7         10679            0            0
WINFIELD CAP CORP COM          COM  973859101          594        48500 SH       D       6         48500            0            0
WINFIELD CAPITAL CORP          COM  973859101            3          324 SH       D       7           324            0            0
WINK COMMUNICATIONS COM        COM  974168106         5379       176377 SH       D       6        176377            0            0
WINK COMMUNICATIONS            COM  974168106           48         1600 SH       D       7          1600            0            0
WINN-DIXIE STORES INC COM STOC COM  974280109           60         2790 SH       D       2          2790            0            0
WINN-DIXIE STORES INC COM STOC COM  974280109         4379       197825 SH       D       3        187125            0        10700
WINN-DIXIE STORES INC COM STOC COM  974280109          238        11000 SH       D       4         11000            0            0
WINN DIXIE STORES INC COM      COM  974280109        53352      3727691 SH       D       6       3422314            0       305377
Winn-Dixie Stores, Inc.        COM  974280109         1790       125134 SH       D       7        113508            0        11626
WINN DIXIE                     COM  974280109          110         7692 SH       S       7          7692            0            0
WINNEBAGO INDUSTRIES INC COM   COM  974637100         4902       375326 SH       D       6        375326            0            0
Winnebago Industries Inc.      COM  974637100           55         4279 SH       D       7          4279            0            0
WINSTAR COMMUNICATIONS INC COM COM  975515107        40179      1186102 SH       D       6       1186102            0            0
WINSTAR COMMUNICATIONS, INC.   COM  975515107          635        18762 SH       D       7          5399            0        13363
WINSTON HOTELS INC COM         COM  97563A102         1564       208623 SH       D       6        208623            0            0
WINSTON HOTELS INC             COM  97563A102            6          901 SH       D       7           901            0            0
WINTON FINANCIAL CORP          COM  976446104            2          300 SH       D       7           300            0            0
WINTRUST FINANCIAL CORP COM    COM  97650W108          845        54747 SH       D       6         54747            0            0
WINTRUST FINANCIAL CORP        COM  97650W108            4          300 SH       D       7           300            0            0
WIRELESS FACILITIES COM        COM  97653A103         3360        65969 SH       D       6         65969            0            0
WIRELESS FACILITIES INC        COM  97653A103          127         2500 SH       D       7          2500            0            0
WISCONSIN CENT TRANS COM       COM  976592105        15174      1167255 SH       D       6       1167255            0            0
WISCONSIN CENTRAL TRANSPORT    COM  976592105          193        14915 SH       D       7         14915            0            0
WISCONSIN ENERGY CORP COM STOC COM  976657106           62         2100 SH       D       2          2100            0            0
WISCONSIN ENERGY CORP COM STOC COM  976657106         4839       153875 SH       D       3        149075            0         4800
WISCONSIN ENERGY CORP COM      COM  976657106        37223      1878797 SH       D       6       1868052            0        10745
WISCONSIN ENERGY CORP          COM  976657106          433        21870 SH       D       7          9199            0        12671
WIT SOUNDVIEW GROUP, INC. COM  COM  977383108         3640       339120 SH       D       6        339120            0            0
WIT SOUNDVIEW GROUP INC        COM  977383108           51         4800 SH       D       7          4800            0            0
WITNESS SYSTEMS COM            COM  977424100         2756       113100 SH       D       6        113100            0            0
WITNESS SYSTEMS, INC.          COM  977424100           43         1800 SH       D       7          1800            0            0
WOLF HOWARD B INC COM          COM  977725100            0         1200 SH       D       6          1200            0            0
WOLOHAN LUMBER COMPANY         COM  977865104            2          262 SH       D       7           262            0            0
WOLVERINE TUBE INC COM         COM  978093102         6232       366628 SH       D       6        363328            0         3300
Wolverine Tube Inc.            COM  978093102           32         1909 SH       D       7          1909            0            0
WOLVERINE WORLD WIDE INC COM   COM  978097103        10207      1033642 SH       D       6       1033642            0            0
Wolverine World Wide Inc.      COM  978097103           95         9673 SH       D       7          9673            0            0
WOM INC COM                    COM  978106102            0         2411 SH       D       6          2411            0            0
WOMEN.COM NETWORKS COM         COM  978149102          359       174223 SH       D       6        174223            0            0
WOMEN.COM NETWORKS             COM  978149102            9         4800 SH       D       7          4800            0            0
WOODHEAD INDUSTRIES INC COM CO COM  979438108         2588       141833 SH       D       6        141833            0            0
WOODHEAD INDUSTRIES INC        COM  979438108           20         1106 SH       D       7          1106            0            0
WOODWARD GOVERNOR CO COM       COM  980745103         3864       136481 SH       D       6        136481            0            0
Woodward Governor Co.          COM  980745103           51         1828 SH       D       7          1828            0            0
WORKFLOW MGMT INC COM          COM  98137N109         1780       149906 SH       D       6        149906            0            0
WORKFLOW MANAGEMENT INC        COM  98137N109           14         1193 SH       D       7          1193            0            0
WORLD ACCEP CORP DEL COM       COM  981419104         1011       192576 SH       D       6        192576            0            0
WORLD ACCESS INC COM           COM  98141A101         7438       672435 SH       D       6        672435            0            0
World Access Inc.              COM  98141A101          114        10347 SH       D       7         10347            0            0
WORLD FULL SERVICES CORP COM   COM  981475106         1341       155493 SH       D       6        155493            0            0
WORLD FUEL SERVICES CORP       COM  981475106            3          455 SH       D       7           455            0            0
WORLDPORT COMMUNICATIONS INC C COM  98155J105           77        31700 SH       D       6         31700            0            0
WORLDGATE COMMUNICATIONS INC C COM  98156L307         6137       345757 SH       D       6        345757            0            0
WorldGate Communications Inc.  COM  98156L307           74         4187 SH       D       7          4187            0            0
WORLD WRESTLING FOUNDATION COM COM  98156Q108         3562       171150 SH       D       6        171150            0            0
WORLD WRESTLING FED ENTMNT     COM  98156Q108           24         1200 SH       D       7          1200            0            0
WORLDQUEST NETWORKS INC COM    COM  98156W105          207        29100 SH       D       6         29100            0            0
WORLDCOM INC USD0.01           COM  98157D106        11219       200600 SH       D       1        200600            0            0
WORLDCOM INC USD0.01           COM  98157D106         4613        66431 SH       D       2         66431            0            0
WORLDCOM INC USD0.01           COM  98157D106       293833      4386628 SH       D       3       4194856            0       191772
WORLDCOM INC USD0.01           COM  98157D106         7579       109142 SH       D       4        109142            0            0
WORLDCOM INC                   COM  98157D106        45163       984381 SH       D       5        984381            0            0
WORLDCOM INC COM               COM  98157D106      3644481     79443753 SH       D       6      72988078            0      6455675
WORLDCOM INC                   COM  98157D106       115432      2516249 SH       D       7       1893531            0       622718
WCOM.O                         COM  98157D106         3336        72724 SH       D       9         72724            0            0
WORLDCOM INC.                  COM  98157D106         6985       152283 SH       S       7        152283            0            0
WORTHINGTON INDUSTRIES USD0.01 COM  981811102         2061       126155 SH       D       3        126155            0            0
WORTHINGTON INDUSTRIES         COM  981811102          332        31646 SH       D       5         31646            0            0
WORTHINGTON INDUSTRIES INC COM COM  981811102        24895      2371031 SH       D       6       2203041            0       167990
Worthington Industries         COM  981811102          617        58831 SH       D       7         57440            0         1391
WORTHINGTON INDUST             COM  981811102           48         4608 SH       S       7          4608            0            0
WORLDPAGES.COM INC COM         COM  981922107         3314       552355 SH       D       6        552355            0            0
Worldpages.com Inc.            COM  981922107           22         3723 SH       D       7          3723            0            0
WRIGLEY WILLIAM                COM  982526105          179         1480 SH       D       2          1480            0            0
WRIGLEY WILLIAM                COM  982526105        17956       151800 SH       D       3        140700            0        11100
WRIGLEY WM JR CO COM           COM  982526105       223826      2791287 SH       D       6       2563543            0       227744
Wrigley (Wm) Jr Company        COM  982526105         6436        80269 SH       D       7         65936            0        14333
WRIGLEY WM JR COMPANY          COM  982526105          484         6048 SH       S       7          6048            0            0
WYNDHAM INTERNATIONAL INC COM  COM  983101106         3046      1218735 SH       D       6       1218735            0            0
Wyndham Intl Inc.              COM  983101106           32        13151 SH       D       7         13151            0            0
WYNNS INTERNATIONAL INC COM    COM  983195108         9489       418290 SH       D       6        418290            0            0
Wynns International Inc.       COM  983195108           49         2180 SH       D       7          2180            0            0
XM SATELLITE RADIO HLDGS INC C COM  983759101         3338        89170 SH       D       6         89170            0            0
XM SATELITE RADIO HOLDINGS     COM  983759101           74         2000 SH       D       7          2000            0            0
X-RITE INC COM                 COM  983857103         2242       245749 SH       D       6        245749            0            0
X-RITE INC                     COM  983857103           18         1981 SH       D       7          1981            0            0
XCEED, INC COM                 COM  98388N105         2863       313827 SH       D       6        313827            0            0
Xceed inc.                     COM  98388N105           24         2716 SH       D       7          2716            0            0
XCARR.NET INC COM              COM  98388Y101          574       106812 SH       D       6        106812            0            0
XETA TECHNOLOGIES, INC.        COM  983909102         1127        36158 SH       D       6         36158            0            0
XETA CORP                      COM  983909102            6          200 SH       D       7           200            0            0
XILINX  USD0.01                COM  983919101          599         4800 SH       D       2          4800            0            0
XILINX  USD0.01                COM  983919101        54562       440048 SH       D       3        419048            0        21000
XILINX  USD0.01                COM  983919101         1024         8200 SH       D       4          8200            0            0
XILINX INC COM                 COM  983919101       655274      7936712 SH       D       6       7303911            0       632801
Xilinx Inc                     COM  983919101        20298       245861 SH       D       7        185527            0        60334
XILINX INC                     COM  983919101         1412        17110 SH       S       7         17110            0            0
XIRCOM INC. COM                COM  983922105        31496       663094 SH       D       6        663094            0            0
Xircom Inc.                    COM  983922105          253         5330 SH       D       7          5330            0            0
XEROX CORP                     COM  984121103         1637        78000 SH       D       1         77700          300            0
XEROX CORP STOCK US$1          COM  984121103          316        10060 SH       D       2         10060            0            0
XEROX CORP STOCK US$1          COM  984121103        32490      1092522 SH       D       3       1037322            0        55200
XEROX CORP STOCK US$1          COM  984121103          958        30500 SH       D       4         30500            0            0
XEROX CORP                     COM  984121103         4813       231987 SH       D       5        231987            0            0
XEROX CORP COM                 COM  984121103       367046     17688974 SH       D       6      16268497            0      1420477
Xerox Corp                     COM  984121103        10918       526211 SH       D       7        382936            0       143275
XRX.N                          COM  984121103          324        17000 SH       D       9         17000            0            0
XEROX CORP.                    COM  984121103          735        35428 SH       S       7         35428            0            0
XTRA CORP COM                  COM  984138107        10213       258970 SH       D       6        257870            0         1100
XTRA CORP                      COM  984138107          205         5223 SH       D       7          5223            0            0
XPEDIOR INC COM                COM  98413B100         2206       159720 SH       D       6        159720            0            0
XPEDIOR INC                    COM  98413B100           46         3388 SH       D       7          3388            0            0
XYBERNAUT CORP COM             COM  984149104         4309       385200 SH       D       6        385200            0            0
XYBERNAUT CORP                 COM  984149104           24         2165 SH       D       7          2165            0            0
XYTRONYX INC CLASS B WARRANT   COM  984175125            0          731 SH       D       6           731            0            0
Y&A GROUP INC COM              COM  984190108            0         6900 SH       D       6          6900            0            0
YAHOO INC USD0.00017           COM  984332106         4390        23600 SH       D       1         23000          600            0
YAHOO INC USD0.00017           COM  984332106         2569        13700 SH       D       2         13700            0            0
YAHOO INC USD0.00017           COM  984332106       144715       797863 SH       D       3        763263            0        34600
YAHOO INC USD0.00017           COM  984332106         3356        17900 SH       D       4         17900            0            0
YAHOO! INC                     COM  984332106        23262       187781 SH       D       5        187781            0            0
YAHOO INC COM                  COM  984332106      1682191     13579754 SH       D       6      12442601            0      1137153
YAHOO INC                      COM  984332106        48645       392695 SH       D       7        333451            0        59244
YHOO.O                         COM  984332106          984         8215 SH       D       9          8215            0            0
YAHOO! INC                     COM  984332106         3576        28868 SH       S       7         28868            0            0
YANKEE CANDLE COM              COM  984757104         4836       223637 SH       D       6        223637            0            0
YANKEE CANDLE COMPANY          COM  984757104           75         3500 SH       D       7          3500            0            0
XICOR INC COM                  COM  984903104         1616       241706 SH       D       6        241706            0            0
YARDVILLE NATL BANCORP COM     COM  985021104           26         2460 SH       D       6          2460            0            0
YARDVILLE NATIONAL BNACORP     COM  985021104            8          822 SH       D       7           822            0            0
YELLOW CORP COM                COM  985509108        18211      1234692 SH       D       6       1119992            0       114700
Yellow Corp.                   COM  985509108           86         5832 SH       D       7          5832            0            0
YORK FINL CORP COM             COM  986630101         1270       103664 SH       D       6        103664            0            0
YORK FINANCIAL CORP            COM  986630101            4          369 SH       D       7           369            0            0
YORK GROUP INC                 COM  986632107            5         1499 SH       D       7          1499            0            0
YORK INTL CORP NEW COM         COM  986670107        21602       855545 SH       D       6        855545            0            0
YORK INTERNATIONAL CORP        COM  986670107          177         6916 SH       D       7          2794            0         4122
YORK RESEARCH CORP CL B        COM  987048121            0         8094 SH       D       6          8094            0            0
YOUBET COM INC COM             COM  987413101          589       184957 SH       D       6        184957            0            0
YUNG&RUB USD0.0                COM  987425105        12215       213600 SH       D       1        213600            0            0
YOUNG & RUBICAM INC USD0.01    COM  987425105         1714        19700 SH       D       3         19700            0            0
YOUNG & RUBICA COM             COM  987425105        97102      1697974 SH       D       6       1558574            0       139400
Young & Rubicam Inc            COM  987425105         2958        51741 SH       D       7         43675            0         8066
YOUNG & RUBICAM INC            COM  987425105          220         3860 SH       S       7          3860            0            0
YOUNG BROADCASTING I COM       COM  987434107         7041       274112 SH       D       6        274112            0            0
Young Broadcasting Inc.        COM  987434107           36         1406 SH       D       7          1406            0            0
YOUNG INNOVATIONS INC COM      COM  987520103          297        16637 SH       D       6         16637            0            0
YOUNG INNOVATIONS INC          COM  987520103           16          903 SH       D       7           903            0            0
YOUTHSTREAM MEDIA NETWORKS COM COM  987819109         1375       244516 SH       D       6        244516            0            0
Youthstream Media Networks Inc COM  987819109           26         4786 SH       D       7          4786            0            0
ZSC SPEC CHEM WT 2010 PFD      WAR  988788113            0       200000 SH       D       9        200000            0            0
ZSC SPEC CHEM WT 2010 ORD      WAR  988788147            0       200000 SH       D       9        200000            0            0
ZTFL TECHNOLOGIES COM          COM  988792107         2534       211225 SH       D       6        211225            0            0
Z-TEL TECHNOLOGIES INC.        COM  988792107           18         1500 SH       D       7          1500            0            0
ZALE CORP COM                  COM  988858106        26613       729140 SH       D       6        729140            0            0
ZALE CORP.                     COM  988858106          236         6493 SH       D       7          2104            0         4389
ZAMBA CORP COM                 COM  988881108         1688       306946 SH       D       6        306946            0            0
ZAMBA CORPORATION              COM  988881108           15         2800 SH       D       7          2800            0            0
ZAP.COM CORP COM               COM  989063102            0            0 SH       D       6             0            0            0
ZAPATA CORP COM                COM  989070503          510       163336 SH       D       6        163336            0            0
ZAPME! CORP COM                COM  98912E100          418       152100 SH       D       6        152100            0            0
ZEBRA TECHNOLOGIES CORP COM    COM  989207105        22323       503769 SH       D       6        503769            0            0
Zebra Technologies Corp.       COM  989207105          217         4913 SH       D       7          4913            0            0
ZEBRA TECHNOLOGIES CORP CL B   COM  989207204            0         3150 SH       D       6          3150            0            0
ZENITH ELECTRONICS CORP   COM  COM  989349105            0          991 SH       D       6           991            0            0
ZENITH ELECTRONICS CORP.       COM  989349105            0         1009 SH       D       7          1009            0            0
ZENITH NATL INS CORP COM       COM  989390109         5020       236272 SH       D       6        236272            0            0
Zenith National Ins. Corp.     COM  989390109           50         2368 SH       D       7          2368            0            0
ZEROPLUS.COM COM               COM  98949Y103          274        87930 SH       D       6         87930            0            0
ZEROPLUS.COM INC               COM  98949Y103            3         1100 SH       D       7          1100            0            0
ZIEGLER COMPANIES INC/WIS      COM  989506100            1          107 SH       D       7           107            0            0
ZEVEX INTERNATIONAL INC        COM  98950E400            1          300 SH       D       7           300            0            0
ZIFF-DAVIS INC COM             COM  989511100         3533       392598 SH       D       6        392598            0            0
Ziff-Davis Inc.                COM  989511100           89         9945 SH       D       7          9945            0            0
ZIFF-DAVIS INC COM             COM  989511209         2101       233490 SH       D       6        233490            0            0
Ziff-Davis Inc.                COM  989511209           14         1581 SH       D       7          1581            0            0
ZILA PHARMACEUTICALS INC COM P COM  989513205         1624       426029 SH       D       6        426029            0            0
ZINDART LIMITED ADR            COM  989597109           72        24100 SH       D       6         24100            0            0
ZIONS BANCORP COM              COM  989701107        59205      1290144 SH       D       6       1282570            0         7574
ZIONS BANCORPORATION           COM  989701107         1201        26184 SH       D       7         13140            0        13044
ZIPLINK INC COM                COM  989741103          729       121500 SH       D       6        121500            0            0
ZIPLINK INC                    COM  989741103            5          900 SH       D       7           900            0            0
ZIXIT CORP COM                 COM  98974P100        15730       341504 SH       D       6        341504            0            0
Zixit Corp                     COM  98974P100          129         2821 SH       D       7          2821            0            0
ZORAN CORP COM                 COM  98975F101        15166       230020 SH       D       6        230020            0            0
ZORAN CORP                     COM  98975F101           44          672 SH       D       7           672            0            0
ZONAGEN COM                    COM  98975L108          354       108470 SH       D       6        108470            0            0
ZONAGEN INC                    COM  98975L108            5         1801 SH       D       7          1801            0            0
ZOLTEK COS COM                 COM  98975W104         1295       152452 SH       D       6        152452            0            0
ZOOM TELEPHONICS INC           COM  98976E103           14         2200 SH       D       7          2200            0            0
ZYGO CORP COM                  COM  989855101        14920       164300 SH       D       6        164300            0            0
ZYGO CORP                      COM  989855101           82          911 SH       D       7           911            0            0
ZOLL MED CORP FD SH BEN INT    COM  989922109         4670        95312 SH       D       6         95312            0            0
ZOLL MEDICAL CORPORATION       COM  989922109           23          477 SH       D       7           477            0            0
ZOMAX INC MN                   COM  989929104        18768      1430015 SH       D       6       1319929            0       110086
Zomax Inc.                     COM  989929104           52         3984 SH       D       7          3984            0            0
DAML CHRY REGD(                COM  D1668R123         1718        33000 SH       D       1         33000            0            0
DAIMLERCHRYSLER AG COM         COM  D1668R123            0            3 SH       D       6             3            0            0
DAIMLERCHRYSLER                COM  D1668R123         6224       119549 SH       D       7        119549            0            0
TOTAL FINA                     COM  F9212D142           13          405 SH       D       7           405            0            0
ACE LTD COM                    COM  G0070K103          193         6900 SH       D       6          6900            0            0
AMDOCS COM                     COM  G02602103          193         2700 SH       D       6          2700            0            0
ASIA PACIFIC WIRE & CABLE COM  COM  G0535E106           58        24700 SH       D       6         24700            0            0
CREDICORP COM STK USD5         COM  G2519Y108          469        34294 SH       D       3         34294            0            0
CREDICORP LTD COM              COM  G2519Y108         2822       310894 SH       D       6        310894            0            0
ELAN PLC CONTINTENGENT VALVE   COM  G29539148           87       175617 SH       D       6        165517            0        10100
EVEREST RE GROUP LTD COM       COM  G3223R108         8819       268273 SH       D       6        243993            0        24280
EVEREST RE GROUP LTD           COM  G3223R108         2264        68890 SH       D       7          5540            0        63350
FRESH DEL MONTE PRODUCE INC CO COM  G36738105           15         2258 SH       D       6          2258            0            0
FRESH DEL MONTE PRODUCE INC    COM  G36738105           18         2629 SH       D       7          2629            0            0
FRUIT OF THE LOOM INC CLA COM  COM  G3682L105            0         1613 SH       D       6          1613            0            0
GEMSTAR INTL GROUP LTD         COM  G3788V106         1324        13860 SH       D       3         13860            0            0
GEMSTAR INTL GROUP LTD         COM  G3788V106         4175        67948 SH       D       5         67948            0            0
GEMSTAR INTERNATIONAL GROUP LT COM  G3788V106          726        11820 SH       D       6         11820            0            0
GLOBAL CROSS                   COM  G3921A100          883        33585 SH       D       1         33585            0            0
GLOBAL CROSSING LTD            COM  G3921A100          491        12330 SH       D       2         12330            0            0
GLOBAL CROSSING LTD            COM  G3921A100        45113      1146904 SH       D       3       1100404            0        46500
GLOBAL CROSSING LTD            COM  G3921A100         1278        32100 SH       D       4         32100            0            0
GLOBAL CROSSING LTD COM        COM  G3921A100       510962     19413092 SH       D       6      17679864            0      1733228
Global Crossing Ltd            COM  G3921A100        13725       521615 SH       D       7        507960            0        13655
GLOBAL CROSS                   COM  G3921A100         1767        67170 SH       D       9         67170            0            0
GLOBAL CROSSING LTD            COM  G3921A100         1233        46884 SH       S       7         46884            0            0
GLOBAL SOURCES LTD COM         COM  G39300101           18          721 SH       D       6           721            0            0
HELEN OF TROY COM              COM  G4388N106           86        15376 SH       D       6         15376            0            0
HELEN OF TROY LTD-NEW          COM  G4388N106           14         2599 SH       D       7          2599            0            0
LORAL SPACE & COMMUNICATION LT COM  G56462107          977       140846 SH       D       6        140846            0            0
LORAL SPACE & COMMUNICATIONS   COM  G56462107          111        16097 SH       D       7         16097            0            0
MARVELL TECHNOLOGY GROUP, LTD. COM  G5876H105         2272        39876 SH       D       6         39876            0            0
MARVELL TECHNOLOGY GROUP LTD   COM  G5876H105          123         2174 SH       D       7          2174            0            0
MIH LIMITED-OPEN TV SERIES-A   COM  G67543101          556        12400 SH       D       6         12400            0            0
PEPTIDE THERAPEUTIC GROUP ORD  COM  G70036101           88        64991 SH       D       6         64991            0            0
PXRE GROUP LTD COM             COM  G73018106          666        49368 SH       D       6         49368            0            0
PXRE GROUP LIMITED             COM  G73018106            8          595 SH       D       7           595            0            0
SANTA FE INTL F COM            COM  G7805C108         2068        59206 SH       D       6         59206            0            0
SANTA FE INTL CORP             COM  G7805C108          263         7534 SH       D       7          7534            0            0
SCHRODERS ASIA-JAPAN-FUND      COM  G7856N102         9312       470867 SH       D       3        470867            0            0
TAIWAN INDEX FUND - INDEX SUB- COM  G8810D107        47032      2750074 SH       D       3       2750074            0            0
TAIWAN INDEX FUND - INDEX SUB- COM  G8810D107         1021        60000 SH       D       4         60000            0            0
HILFIGER TOMMY CORP COM        COM  G8915Z102          348         7499 SH       D       6          7499            0            0
TRANSOCEAN SEDCO FOREX COM USD COM  G90078109          278         3444 SH       D       2          3444            0            0
TRANSOCEAN SEDCO FOREX COM USD COM  G90078109        26887       341769 SH       D       3        328164            0        13605
TRANSOCEAN SEDCO FOREX COM USD COM  G90078109          352         4352 SH       D       4          4352            0            0
TRANSOCEAN SEDCO FOREX INC     COM  G90078109         3866        72345 SH       D       5         72345            0            0
TRANSOCEAN SEDCO FOREX INC COM COM  G90078109       256834      4806286 SH       D       6       4388765            0       417521
Transocean Sedco Forex         COM  G90078109         6645       124364 SH       D       7        121110            0         3254
RIG.N                          COM  G90078109           35          684 SH       D       9           684            0            0
TRANSOCEAN SEDCO FOREX INC.    COM  G90078109          597        11187 SH       S       7         11187            0            0
TRITON ENERGY LIMITED CLASS A  COM  G90751101         4108       104500 SH       D       6        104500            0            0
TRITON ENERGY LTD CLASS A  R   PFD  G90751150            0        10851 SH       D       6         10851            0            0
WHITE MTNS INS GRP INC COM     COM  G9618E107          654         4091 SH       D       6          4091            0            0
WHITE MOUNTAINS INSURANCE GRP  COM  G9618E107           56          356 SH       D       7           356            0            0
XL CAPITAL LTD - CL A COM      COM  G98255105            0            0 SH       D       6             0            0            0
XOMA CORP BERMUDA COM          COM  G9825R107          216        50453 SH       D       6         50453            0            0
XOMA LTD.                      COM  G9825R107           22         5334 SH       D       7          5334            0            0
CHECK POINT SOFTWARE COM       COM  M22465104         9479        44767 SH       D       6         44767            0            0
ELBIT LTD COM                  COM  M3752J108          197        20700 SH       D       6         20700            0            0
FUNDTECH LTD ADR               COM  M47095100          206         7946 SH       D       6          7946            0            0
GALILEO TECHNOLOGY LTD ADR     COM  M47298100          512        23848 SH       D       6         23848            0            0
GILAT SATELLITE NETWORKS COM   COM  M51474100          843        12160 SH       D       6         12160            0            0
METALINK LTD COM               COM  M69897102           47         1600 SH       D       6          1600            0            0
OPTIBASE LTD COM               COM  M7524R108         1835       104500 SH       D       6        104500            0            0
ORBOTECH LTD COM               COM  M75253100         1100        11846 SH       D       6         11846            0            0
BAAN COMPANY COM               COM  N08044104            0      1247486 SH       D       6       1247486            0            0
CORE LABORATORIES, N.V. COM    COM  N22717107          319        11000 SH       D       6         11000            0            0
PUBLIC STORAGE INTL PROP US$.1 COM  N72317105           33       110960 SH       D       3        110960            0            0
ROYAL CARIBBEAN                COM  V7780T103            1           60 SH       D       1             0           60            0
ROYAL CARRIBBEAN COM           COM  V7780T103         1860       100572 SH       D       6         78572            0        22000
ROYAL CARIBBEAN CRUISES LTD    COM  V7780T103          213        11518 SH       D       7         11518            0            0
CREATIVE TECHNOLOGY COM        COM  Y1775U107        16466       682757 SH       D       6        682757            0            0
FLEXTRONICS!0.0                COM  Y2573F102           26          386 SH       D       1           386            0            0
TEEKAY SHIPPING COM            COM  Y8564W103         2201        66967 SH       D       6         66967            0            0
</TABLE>


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